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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6516 | Ticks modelled | 33247188 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 113.66 | Gross profit | 491.34 | Gross loss | -377.68 |
| Profit factor | 1.30 | Expected payoff | 5.68 | ||
| Absolute drawdown | 236.39 | Maximal drawdown | 283.44 (27.07%) | Relative drawdown | 27.07% (283.44) |
| Total trades | 20 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
| Largest | profit trade | 104.54 | loss trade | -89.01 | |
| Average | profit trade | 44.67 | loss trade | -41.96 | |
| Maximum | consecutive wins (profit in money) | 5 (224.86) | consecutive losses (loss in money) | 3 (-142.17) | |
| Maximal | consecutive profit (count of wins) | 224.86 (5) | consecutive loss (count of losses) | -142.17 (3) | |
| Average | consecutive wins | 3 | 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 18:33 | sell | 2 | 0.10 | 103.490 | 0.000 | 0.000 | ||
| 4 | 2024.05.22 18:33 | modify | 2 | 0.10 | 103.490 | 104.165 | 102.740 | ||
| 5 | 2024.05.22 18:33 | modify | 1 | 0.10 | 104.240 | 104.165 | 102.740 | ||
| 6 | 2024.05.23 13:04 | s/l | 1 | 0.10 | 104.165 | 104.165 | 102.740 | -1.05 | 998.95 |
| 7 | 2024.05.23 13:04 | s/l | 2 | 0.10 | 104.165 | 104.165 | 102.740 | -49.54 | 949.41 |
| 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 12:43 | sell | 4 | 0.10 | 107.969 | 0.000 | 0.000 | ||
| 11 | 2024.07.11 12:43 | modify | 4 | 0.10 | 107.969 | 108.651 | 107.226 | ||
| 12 | 2024.07.11 12:43 | modify | 3 | 0.10 | 108.726 | 108.651 | 107.226 | ||
| 13 | 2024.07.11 12:43 | sell | 5 | 0.10 | 107.810 | 0.000 | 0.000 | ||
| 14 | 2024.07.11 12:43 | modify | 5 | 0.10 | 107.810 | 108.276 | 107.226 | ||
| 15 | 2024.07.11 12:43 | modify | 4 | 0.10 | 107.969 | 108.276 | 107.226 | ||
| 16 | 2024.07.11 12:43 | modify | 3 | 0.10 | 108.726 | 108.276 | 107.226 | ||
| 17 | 2024.07.11 12:45 | s/l | 3 | 0.10 | 108.276 | 108.276 | 107.226 | 26.81 | 976.22 |
| 18 | 2024.07.11 12:45 | s/l | 4 | 0.10 | 108.276 | 108.276 | 107.226 | -21.11 | 955.11 |
| 19 | 2024.07.11 12:45 | s/l | 5 | 0.10 | 108.276 | 108.276 | 107.226 | -32.05 | 923.06 |
| 20 | 2024.07.23 20:00 | buy | 6 | 0.10 | 102.964 | 0.000 | 0.000 | ||
| 21 | 2024.07.23 20:00 | modify | 6 | 0.10 | 102.964 | 101.664 | 104.464 | ||
| 22 | 2024.07.24 12:16 | s/l | 6 | 0.10 | 101.664 | 101.664 | 104.464 | -89.01 | 834.06 |
| 23 | 2024.08.07 20:00 | buy | 7 | 0.10 | 95.764 | 0.000 | 0.000 | ||
| 24 | 2024.08.07 20:00 | modify | 7 | 0.10 | 95.764 | 94.464 | 97.264 | ||
| 25 | 2024.08.08 12:41 | buy | 8 | 0.10 | 96.516 | 0.000 | 0.000 | ||
| 26 | 2024.08.08 12:41 | modify | 8 | 0.10 | 96.516 | 95.839 | 97.264 | ||
| 27 | 2024.08.08 12:41 | modify | 7 | 0.10 | 95.764 | 95.839 | 97.264 | ||
| 28 | 2024.08.08 13:35 | buy | 9 | 0.10 | 96.664 | 0.000 | 0.000 | ||
| 29 | 2024.08.08 13:35 | modify | 9 | 0.10 | 96.664 | 96.214 | 97.264 | ||
| 30 | 2024.08.08 13:35 | modify | 8 | 0.10 | 96.516 | 96.214 | 97.264 | ||
| 31 | 2024.08.08 13:35 | modify | 7 | 0.10 | 95.764 | 96.214 | 97.264 | ||
| 32 | 2024.08.08 14:37 | buy | 10 | 0.10 | 96.964 | 0.000 | 0.000 | ||
| 33 | 2024.08.08 14:37 | modify | 10 | 0.10 | 96.964 | 96.364 | 97.264 | ||
| 34 | 2024.08.08 14:37 | modify | 9 | 0.10 | 96.664 | 96.364 | 97.264 | ||
| 35 | 2024.08.08 14:37 | modify | 8 | 0.10 | 96.516 | 96.364 | 97.264 | ||
| 36 | 2024.08.08 14:37 | modify | 7 | 0.10 | 95.764 | 96.364 | 97.264 | ||
| 37 | 2024.08.08 23:11 | t/p | 7 | 0.10 | 97.264 | 96.364 | 97.264 | 104.54 | 938.59 |
| 38 | 2024.08.08 23:11 | t/p | 8 | 0.10 | 97.264 | 96.364 | 97.264 | 51.47 | 990.06 |
| 39 | 2024.08.08 23:11 | t/p | 9 | 0.10 | 97.264 | 96.364 | 97.264 | 41.28 | 1031.34 |
| 40 | 2024.08.08 23:11 | t/p | 10 | 0.10 | 97.264 | 96.364 | 97.264 | 20.64 | 1051.98 |
| 41 | 2024.08.21 20:00 | buy | 11 | 0.10 | 97.798 | 0.000 | 0.000 | ||
| 42 | 2024.08.21 20:00 | modify | 11 | 0.10 | 97.798 | 96.498 | 99.298 | ||
| 43 | 2024.08.23 14:24 | buy | 12 | 0.10 | 98.549 | 0.000 | 0.000 | ||
| 44 | 2024.08.23 14:24 | modify | 12 | 0.10 | 98.549 | 97.873 | 99.298 | ||
| 45 | 2024.08.23 14:24 | modify | 11 | 0.10 | 97.798 | 97.873 | 99.298 | ||
| 46 | 2024.08.25 21:04 | s/l | 11 | 0.10 | 97.873 | 97.873 | 99.298 | 6.93 | 1058.91 |
| 47 | 2024.08.25 21:04 | s/l | 12 | 0.10 | 97.873 | 97.873 | 99.298 | -46.51 | 1012.40 |
| 48 | 2024.09.04 20:00 | buy | 13 | 0.10 | 96.694 | 0.000 | 0.000 | ||
| 49 | 2024.09.04 20:00 | modify | 13 | 0.10 | 96.694 | 95.394 | 98.194 | ||
| 50 | 2024.09.06 14:53 | s/l | 13 | 0.10 | 95.394 | 95.394 | 98.194 | -87.68 | 924.72 |
| 51 | 2024.11.15 20:00 | buy | 14 | 0.10 | 99.589 | 0.000 | 0.000 | ||
| 52 | 2024.11.15 20:00 | modify | 14 | 0.10 | 99.589 | 98.289 | 101.089 | ||
| 53 | 2024.11.18 01:07 | buy | 15 | 0.10 | 100.339 | 0.000 | 0.000 | ||
| 54 | 2024.11.18 01:07 | modify | 15 | 0.10 | 100.339 | 99.664 | 101.089 | ||
| 55 | 2024.11.18 01:07 | modify | 14 | 0.10 | 99.589 | 99.664 | 101.089 | ||
| 56 | 2024.11.18 15:47 | buy | 16 | 0.10 | 100.489 | 0.000 | 0.000 | ||
| 57 | 2024.11.18 15:47 | modify | 16 | 0.10 | 100.489 | 100.039 | 101.089 | ||
| 58 | 2024.11.18 15:47 | modify | 15 | 0.10 | 100.339 | 100.039 | 101.089 | ||
| 59 | 2024.11.18 15:47 | modify | 14 | 0.10 | 99.589 | 100.039 | 101.089 | ||
| 60 | 2024.11.19 08:39 | s/l | 14 | 0.10 | 100.039 | 100.039 | 101.089 | 31.84 | 956.57 |
| 61 | 2024.11.19 08:39 | s/l | 15 | 0.10 | 100.039 | 100.039 | 101.089 | -20.21 | 936.36 |
| 62 | 2024.11.19 08:39 | s/l | 16 | 0.10 | 100.039 | 100.039 | 101.089 | -30.53 | 905.83 |
| 63 | 2025.03.17 20:00 | sell | 17 | 0.10 | 95.253 | 0.000 | 0.000 | ||
| 64 | 2025.03.17 20:00 | modify | 17 | 0.10 | 95.253 | 96.553 | 93.753 | ||
| 65 | 2025.03.19 07:40 | sell | 18 | 0.10 | 94.500 | 0.000 | 0.000 | ||
| 66 | 2025.03.19 07:40 | modify | 18 | 0.10 | 94.500 | 95.178 | 93.753 | ||
| 67 | 2025.03.19 07:40 | modify | 17 | 0.10 | 95.253 | 95.178 | 93.753 | ||
| 68 | 2025.03.20 00:24 | sell | 19 | 0.10 | 94.351 | 0.000 | 0.000 | ||
| 69 | 2025.03.20 00:24 | modify | 19 | 0.10 | 94.351 | 94.803 | 93.753 | ||
| 70 | 2025.03.20 00:24 | modify | 18 | 0.10 | 94.500 | 94.803 | 93.753 | ||
| 71 | 2025.03.20 00:24 | modify | 17 | 0.10 | 95.253 | 94.803 | 93.753 | ||
| 72 | 2025.03.20 00:31 | sell | 20 | 0.10 | 94.050 | 0.000 | 0.000 | ||
| 73 | 2025.03.20 00:31 | modify | 20 | 0.10 | 94.050 | 94.653 | 93.753 | ||
| 74 | 2025.03.20 00:31 | modify | 19 | 0.10 | 94.351 | 94.653 | 93.753 | ||
| 75 | 2025.03.20 00:31 | modify | 18 | 0.10 | 94.500 | 94.653 | 93.753 | ||
| 76 | 2025.03.20 00:31 | modify | 17 | 0.10 | 95.253 | 94.653 | 93.753 | ||
| 77 | 2025.03.20 09:13 | t/p | 17 | 0.10 | 93.753 | 94.653 | 93.753 | 97.99 | 1003.83 |
| 78 | 2025.03.20 09:13 | t/p | 18 | 0.10 | 93.753 | 94.653 | 93.753 | 48.27 | 1052.10 |
| 79 | 2025.03.20 09:13 | t/p | 19 | 0.10 | 93.753 | 94.653 | 93.753 | 41.13 | 1093.23 |
| 80 | 2025.03.20 09:13 | t/p | 20 | 0.10 | 93.753 | 94.653 | 93.753 | 20.43 | 1113.66 |