Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 7216 | Ticks modelled | 157196 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 494.64 | Gross profit | 774.63 | Gross loss | -279.99 |
| Profit factor | 2.77 | Expected payoff | 24.73 | ||
| Absolute drawdown | 111.50 | Maximal drawdown | 197.23 (14.24%) | Relative drawdown | 16.08% (170.21) |
| Total trades | 20 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
| Largest | profit trade | 108.52 | loss trade | -89.01 | |
| Average | profit trade | 55.33 | loss trade | -46.66 | |
| Maximum | consecutive wins (profit in money) | 8 (435.87) | consecutive losses (loss in money) | 2 (-51.07) | |
| Maximal | consecutive profit (count of wins) | 435.87 (8) | consecutive loss (count of losses) | -89.01 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.17 20:00 | sell | 1 | 0.10 | 104.240 | 0.000 | 0.000 | ||
| 2 | 2024.05.17 20:00 | modify | 1 | 0.10 | 104.240 | 105.540 | 102.740 | ||
| 3 | 2024.05.22 18:37 | sell | 2 | 0.10 | 103.483 | 0.000 | 0.000 | ||
| 4 | 2024.05.22 18:37 | modify | 2 | 0.10 | 103.483 | 104.165 | 102.740 | ||
| 5 | 2024.05.22 18:37 | modify | 1 | 0.10 | 104.240 | 104.165 | 102.740 | ||
| 6 | 2024.05.23 13:10 | s/l | 1 | 0.10 | 104.165 | 104.165 | 102.740 | -1.05 | 998.95 |
| 7 | 2024.05.23 13:10 | s/l | 2 | 0.10 | 104.165 | 104.165 | 102.740 | -50.02 | 948.93 |
| 8 | 2024.07.09 20:00 | sell | 3 | 0.10 | 108.726 | 0.000 | 0.000 | ||
| 9 | 2024.07.09 20:00 | modify | 3 | 0.10 | 108.726 | 110.026 | 107.226 | ||
| 10 | 2024.07.11 13:20 | t/p | 3 | 0.10 | 107.226 | 110.026 | 107.226 | 99.02 | 1047.95 |
| 11 | 2024.07.23 20:00 | buy | 4 | 0.10 | 102.964 | 0.000 | 0.000 | ||
| 12 | 2024.07.23 20:00 | modify | 4 | 0.10 | 102.964 | 101.664 | 104.464 | ||
| 13 | 2024.07.24 12:20 | s/l | 4 | 0.10 | 101.664 | 101.664 | 104.464 | -89.01 | 958.95 |
| 14 | 2024.08.07 20:00 | buy | 5 | 0.10 | 95.764 | 0.000 | 0.000 | ||
| 15 | 2024.08.07 20:00 | modify | 5 | 0.10 | 95.764 | 94.464 | 97.264 | ||
| 16 | 2024.08.08 12:50 | buy | 6 | 0.10 | 96.518 | 0.000 | 0.000 | ||
| 17 | 2024.08.08 12:50 | modify | 6 | 0.10 | 96.518 | 95.839 | 97.264 | ||
| 18 | 2024.08.08 12:50 | modify | 5 | 0.10 | 95.764 | 95.839 | 97.264 | ||
| 19 | 2024.08.08 15:27 | buy | 7 | 0.10 | 96.692 | 0.000 | 0.000 | ||
| 20 | 2024.08.08 15:27 | modify | 7 | 0.10 | 96.692 | 96.214 | 97.264 | ||
| 21 | 2024.08.08 15:27 | modify | 6 | 0.10 | 96.518 | 96.214 | 97.264 | ||
| 22 | 2024.08.08 15:27 | modify | 5 | 0.10 | 95.764 | 96.214 | 97.264 | ||
| 23 | 2024.08.08 17:20 | buy | 8 | 0.10 | 96.993 | 0.000 | 0.000 | ||
| 24 | 2024.08.08 17:20 | modify | 8 | 0.10 | 96.993 | 96.364 | 97.264 | ||
| 25 | 2024.08.08 17:20 | modify | 7 | 0.10 | 96.692 | 96.364 | 97.264 | ||
| 26 | 2024.08.08 17:20 | modify | 6 | 0.10 | 96.518 | 96.364 | 97.264 | ||
| 27 | 2024.08.08 17:20 | modify | 5 | 0.10 | 95.764 | 96.364 | 97.264 | ||
| 28 | 2024.08.08 23:15 | t/p | 5 | 0.10 | 97.264 | 96.364 | 97.264 | 104.54 | 1063.48 |
| 29 | 2024.08.08 23:15 | t/p | 6 | 0.10 | 97.264 | 96.364 | 97.264 | 51.33 | 1114.81 |
| 30 | 2024.08.08 23:15 | t/p | 7 | 0.10 | 97.264 | 96.364 | 97.264 | 39.36 | 1154.17 |
| 31 | 2024.08.08 23:15 | t/p | 8 | 0.10 | 97.264 | 96.364 | 97.264 | 18.64 | 1172.81 |
| 32 | 2024.08.21 20:00 | buy | 9 | 0.10 | 97.798 | 0.000 | 0.000 | ||
| 33 | 2024.08.21 20:00 | modify | 9 | 0.10 | 97.798 | 96.498 | 99.298 | ||
| 34 | 2024.08.29 05:20 | buy | 10 | 0.10 | 98.576 | 0.000 | 0.000 | ||
| 35 | 2024.08.29 05:20 | modify | 10 | 0.10 | 98.576 | 97.873 | 99.298 | ||
| 36 | 2024.08.29 05:20 | modify | 9 | 0.10 | 97.798 | 97.873 | 99.298 | ||
| 37 | 2024.08.29 12:20 | buy | 11 | 0.10 | 98.699 | 0.000 | 0.000 | ||
| 38 | 2024.08.29 12:20 | modify | 11 | 0.10 | 98.699 | 98.248 | 99.298 | ||
| 39 | 2024.08.29 12:20 | modify | 10 | 0.10 | 98.576 | 98.248 | 99.298 | ||
| 40 | 2024.08.29 12:20 | modify | 9 | 0.10 | 97.798 | 98.248 | 99.298 | ||
| 41 | 2024.08.30 19:50 | buy | 12 | 0.10 | 99.002 | 0.000 | 0.000 | ||
| 42 | 2024.08.30 19:50 | modify | 12 | 0.10 | 99.002 | 98.398 | 99.298 | ||
| 43 | 2024.08.30 19:50 | modify | 11 | 0.10 | 98.699 | 98.398 | 99.298 | ||
| 44 | 2024.08.30 19:50 | modify | 10 | 0.10 | 98.576 | 98.398 | 99.298 | ||
| 45 | 2024.08.30 19:50 | modify | 9 | 0.10 | 97.798 | 98.398 | 99.298 | ||
| 46 | 2024.09.02 08:02 | t/p | 9 | 0.10 | 99.298 | 98.398 | 99.298 | 108.52 | 1281.33 |
| 47 | 2024.09.02 08:02 | t/p | 10 | 0.10 | 99.298 | 98.398 | 99.298 | 50.56 | 1331.90 |
| 48 | 2024.09.02 08:02 | t/p | 11 | 0.10 | 99.298 | 98.398 | 99.298 | 42.10 | 1374.00 |
| 49 | 2024.09.02 08:02 | t/p | 12 | 0.10 | 99.298 | 98.398 | 99.298 | 20.81 | 1394.81 |
| 50 | 2024.09.04 20:00 | buy | 13 | 0.10 | 96.694 | 0.000 | 0.000 | ||
| 51 | 2024.09.04 20:00 | modify | 13 | 0.10 | 96.694 | 95.394 | 98.194 | ||
| 52 | 2024.09.06 14:50 | s/l | 13 | 0.10 | 95.394 | 95.394 | 98.194 | -87.68 | 1307.13 |
| 53 | 2024.11.15 20:00 | buy | 14 | 0.10 | 99.589 | 0.000 | 0.000 | ||
| 54 | 2024.11.15 20:00 | modify | 14 | 0.10 | 99.589 | 98.289 | 101.089 | ||
| 55 | 2024.11.18 01:25 | buy | 15 | 0.10 | 100.349 | 0.000 | 0.000 | ||
| 56 | 2024.11.18 01:25 | modify | 15 | 0.10 | 100.349 | 99.664 | 101.089 | ||
| 57 | 2024.11.18 01:25 | modify | 14 | 0.10 | 99.589 | 99.664 | 101.089 | ||
| 58 | 2024.11.18 15:45 | buy | 16 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 59 | 2024.11.18 15:45 | modify | 16 | 0.10 | 100.501 | 100.039 | 101.089 | ||
| 60 | 2024.11.18 15:45 | modify | 15 | 0.10 | 100.349 | 100.039 | 101.089 | ||
| 61 | 2024.11.18 15:45 | modify | 14 | 0.10 | 99.589 | 100.039 | 101.089 | ||
| 62 | 2024.11.19 08:45 | s/l | 14 | 0.10 | 100.039 | 100.039 | 101.089 | 31.84 | 1338.98 |
| 63 | 2024.11.19 08:45 | s/l | 15 | 0.10 | 100.039 | 100.039 | 101.089 | -20.89 | 1318.09 |
| 64 | 2024.11.19 08:45 | s/l | 16 | 0.10 | 100.039 | 100.039 | 101.089 | -31.35 | 1286.74 |
| 65 | 2025.03.17 20:00 | sell | 17 | 0.10 | 95.253 | 0.000 | 0.000 | ||
| 66 | 2025.03.17 20:00 | modify | 17 | 0.10 | 95.253 | 96.553 | 93.753 | ||
| 67 | 2025.03.19 08:07 | sell | 18 | 0.10 | 94.499 | 0.000 | 0.000 | ||
| 68 | 2025.03.19 08:07 | modify | 18 | 0.10 | 94.499 | 95.178 | 93.753 | ||
| 69 | 2025.03.19 08:07 | modify | 17 | 0.10 | 95.253 | 95.178 | 93.753 | ||
| 70 | 2025.03.20 00:20 | sell | 19 | 0.10 | 94.350 | 0.000 | 0.000 | ||
| 71 | 2025.03.20 00:20 | modify | 19 | 0.10 | 94.350 | 94.803 | 93.753 | ||
| 72 | 2025.03.20 00:20 | modify | 18 | 0.10 | 94.499 | 94.803 | 93.753 | ||
| 73 | 2025.03.20 00:20 | modify | 17 | 0.10 | 95.253 | 94.803 | 93.753 | ||
| 74 | 2025.03.20 01:02 | sell | 20 | 0.10 | 94.053 | 0.000 | 0.000 | ||
| 75 | 2025.03.20 01:02 | modify | 20 | 0.10 | 94.053 | 94.653 | 93.753 | ||
| 76 | 2025.03.20 01:02 | modify | 19 | 0.10 | 94.350 | 94.653 | 93.753 | ||
| 77 | 2025.03.20 01:02 | modify | 18 | 0.10 | 94.499 | 94.653 | 93.753 | ||
| 78 | 2025.03.20 01:02 | modify | 17 | 0.10 | 95.253 | 94.653 | 93.753 | ||
| 79 | 2025.03.20 09:20 | t/p | 17 | 0.10 | 93.753 | 94.653 | 93.753 | 97.99 | 1384.74 |
| 80 | 2025.03.20 09:20 | t/p | 18 | 0.10 | 93.753 | 94.653 | 93.753 | 48.20 | 1432.94 |
| 81 | 2025.03.20 09:20 | t/p | 19 | 0.10 | 93.753 | 94.653 | 93.753 | 41.06 | 1474.00 |
| 82 | 2025.03.20 09:20 | t/p | 20 | 0.10 | 93.753 | 94.653 | 93.753 | 20.64 | 1494.64 |