Strategy Tester Report
theTradeableRSI
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | CTSHelp="===================================="; TargetProfitAmount=0; TargetProfitPips=0; RBSLHelp="===================================="; BLSHelp="------------------------------------"; RSI_BUY_Period=5; RSI_BUY_EntryMethod=2; RSI_BUY_EntryLevel=90; RSI_BUY_ExitMethod=2; RSI_BUY_ExitLevelMode=1; RSI_BUY_ExitLevel=70; BUY_EntryAfterCross=1; BUY_PruningAtMaxTrades=0; SLSHelp="------------------------------------"; RSI_SELL_Source=0; CSSHelp="------------------------------------"; RSI_SELL_Period=0; RSI_SELL_EntryMethod=0; RSI_SELL_EntryLevel=0; RSI_SELL_ExitMethod=0; RSI_SELL_ExitLevelMode=0; RSI_SELL_ExitLevel=0; SELL_EntryAfterCross=1; SELL_PruningAtMaxTrades=0; ADXHelp="------------------------------------"; MarketPhase_Filter=1; MarketPhase_Strategy=1; ADX_Period=40; ADX_TriggerLevel=35; CHelp="===================================="; TLHelp="------------------------------------"; RSI_TradeAfterLoss=1; MaxSpread=10; MaxTotalTrades=20; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=250; TakeProfit=230; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=150919; | ||||
| Bars in test | 7238 | Ticks modelled | 157340 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -402.37 | Gross profit | 32.87 | Gross loss | -435.25 |
| Profit factor | 0.08 | Expected payoff | -20.12 | ||
| Absolute drawdown | 402.37 | Maximal drawdown | 1936.37 (76.42%) | Relative drawdown | 76.42% (1936.37) |
| Total trades | 20 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 20 (20.00%) |
| Profit trades (% of total) | 4 (20.00%) | Loss trades (% of total) | 16 (80.00%) | ||
| Largest | profit trade | 15.07 | loss trade | -52.46 | |
| Average | profit trade | 8.22 | loss trade | -27.20 | |
| Maximum | consecutive wins (profit in money) | 2 (27.21) | consecutive losses (loss in money) | 13 (-407.18) | |
| Maximal | consecutive profit (count of wins) | 27.21 (2) | consecutive loss (count of losses) | -407.18 (13) | |
| Average | consecutive wins | 2 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 11:00 | buy | 1 | 0.10 | 95.905 | 0.000 | 0.000 | ||
| 2 | 2023.11.01 11:00 | modify | 1 | 0.10 | 95.905 | 93.405 | 98.205 | ||
| 3 | 2023.11.01 12:00 | buy | 2 | 0.10 | 95.950 | 0.000 | 0.000 | ||
| 4 | 2023.11.01 12:00 | modify | 2 | 0.10 | 95.950 | 93.450 | 98.250 | ||
| 5 | 2023.11.01 13:00 | buy | 3 | 0.10 | 96.181 | 0.000 | 0.000 | ||
| 6 | 2023.11.01 13:00 | modify | 3 | 0.10 | 96.181 | 93.681 | 98.481 | ||
| 7 | 2023.11.01 14:00 | buy | 4 | 0.10 | 96.220 | 0.000 | 0.000 | ||
| 8 | 2023.11.01 14:00 | modify | 4 | 0.10 | 96.220 | 93.720 | 98.520 | ||
| 9 | 2023.11.01 15:00 | buy | 5 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 10 | 2023.11.01 15:00 | modify | 5 | 0.10 | 96.443 | 93.943 | 98.743 | ||
| 11 | 2023.11.01 16:00 | buy | 6 | 0.10 | 96.084 | 0.000 | 0.000 | ||
| 12 | 2023.11.01 16:00 | modify | 6 | 0.10 | 96.084 | 93.584 | 98.384 | ||
| 13 | 2023.11.01 17:00 | buy | 7 | 0.10 | 96.103 | 0.000 | 0.000 | ||
| 14 | 2023.11.01 17:00 | modify | 7 | 0.10 | 96.103 | 93.603 | 98.403 | ||
| 15 | 2023.11.01 18:00 | buy | 8 | 0.10 | 96.152 | 0.000 | 0.000 | ||
| 16 | 2023.11.01 18:00 | modify | 8 | 0.10 | 96.152 | 93.652 | 98.452 | ||
| 17 | 2023.11.01 19:00 | buy | 9 | 0.10 | 96.333 | 0.000 | 0.000 | ||
| 18 | 2023.11.01 19:00 | modify | 9 | 0.10 | 96.333 | 93.833 | 98.633 | ||
| 19 | 2023.11.01 20:00 | buy | 10 | 0.10 | 96.472 | 0.000 | 0.000 | ||
| 20 | 2023.11.01 20:00 | modify | 10 | 0.10 | 96.472 | 93.972 | 98.772 | ||
| 21 | 2023.11.01 21:00 | buy | 11 | 0.10 | 96.522 | 0.000 | 0.000 | ||
| 22 | 2023.11.01 21:00 | modify | 11 | 0.10 | 96.522 | 94.022 | 98.822 | ||
| 23 | 2023.11.01 22:00 | buy | 12 | 0.10 | 96.582 | 0.000 | 0.000 | ||
| 24 | 2023.11.01 22:00 | modify | 12 | 0.10 | 96.582 | 94.082 | 98.882 | ||
| 25 | 2023.11.01 23:00 | buy | 13 | 0.10 | 96.558 | 0.000 | 0.000 | ||
| 26 | 2023.11.01 23:00 | modify | 13 | 0.10 | 96.558 | 94.058 | 98.858 | ||
| 27 | 2023.11.02 11:00 | buy | 14 | 0.10 | 96.927 | 0.000 | 0.000 | ||
| 28 | 2023.11.02 11:00 | modify | 14 | 0.10 | 96.927 | 94.427 | 99.227 | ||
| 29 | 2023.11.02 12:00 | buy | 15 | 0.10 | 96.822 | 0.000 | 0.000 | ||
| 30 | 2023.11.02 12:00 | modify | 15 | 0.10 | 96.822 | 94.322 | 99.122 | ||
| 31 | 2023.11.02 13:00 | buy | 16 | 0.10 | 96.849 | 0.000 | 0.000 | ||
| 32 | 2023.11.02 13:00 | modify | 16 | 0.10 | 96.849 | 94.349 | 99.149 | ||
| 33 | 2023.11.02 14:00 | buy | 17 | 0.10 | 96.730 | 0.000 | 0.000 | ||
| 34 | 2023.11.02 14:00 | modify | 17 | 0.10 | 96.730 | 94.230 | 99.030 | ||
| 35 | 2023.11.02 15:00 | buy | 18 | 0.10 | 96.610 | 0.000 | 0.000 | ||
| 36 | 2023.11.02 15:00 | modify | 18 | 0.10 | 96.610 | 94.110 | 98.910 | ||
| 37 | 2023.11.02 16:00 | buy | 19 | 0.10 | 96.657 | 0.000 | 0.000 | ||
| 38 | 2023.11.02 16:00 | modify | 19 | 0.10 | 96.657 | 94.157 | 98.957 | ||
| 39 | 2023.11.02 18:00 | buy | 20 | 0.10 | 96.714 | 0.000 | 0.000 | ||
| 40 | 2023.11.02 18:00 | modify | 20 | 0.10 | 96.714 | 94.214 | 99.014 | ||
| 41 | 2023.11.10 15:20 | close at stop | 20 | 0.10 | 96.069 | 94.214 | 99.014 | -38.64 | 961.36 |
| 42 | 2023.11.10 15:20 | close at stop | 19 | 0.10 | 96.069 | 94.157 | 98.957 | -34.94 | 926.42 |
| 43 | 2023.11.10 15:20 | close at stop | 18 | 0.10 | 96.069 | 94.110 | 98.910 | -31.89 | 894.53 |
| 44 | 2023.11.10 15:20 | close at stop | 17 | 0.10 | 96.069 | 94.230 | 99.030 | -39.67 | 854.86 |
| 45 | 2023.11.10 15:20 | close at stop | 16 | 0.10 | 96.069 | 94.349 | 99.149 | -47.40 | 807.45 |
| 46 | 2023.11.10 15:20 | close at stop | 15 | 0.10 | 96.069 | 94.322 | 99.122 | -45.64 | 761.81 |
| 47 | 2023.11.10 15:20 | close at stop | 14 | 0.10 | 96.069 | 94.427 | 99.227 | -52.46 | 709.35 |
| 48 | 2023.11.10 15:20 | close at stop | 13 | 0.10 | 96.069 | 94.058 | 98.858 | -27.30 | 682.05 |
| 49 | 2023.11.10 15:20 | close at stop | 12 | 0.10 | 96.069 | 94.082 | 98.882 | -28.86 | 653.18 |
| 50 | 2023.11.10 15:20 | close at stop | 11 | 0.10 | 96.069 | 94.022 | 98.822 | -24.97 | 628.21 |
| 51 | 2023.11.10 15:20 | close at stop | 10 | 0.10 | 96.069 | 93.972 | 98.772 | -21.72 | 606.48 |
| 52 | 2023.11.10 15:20 | close at stop | 9 | 0.10 | 96.069 | 93.833 | 98.633 | -12.70 | 593.78 |
| 53 | 2023.11.10 15:20 | close at stop | 8 | 0.10 | 96.069 | 93.652 | 98.452 | -0.96 | 592.82 |
| 54 | 2023.11.10 15:20 | close at stop | 7 | 0.10 | 96.069 | 93.603 | 98.403 | 2.22 | 595.03 |
| 55 | 2023.11.10 15:20 | close at stop | 6 | 0.10 | 96.069 | 93.584 | 98.384 | 3.45 | 598.48 |
| 56 | 2023.11.10 15:20 | close at stop | 5 | 0.10 | 96.069 | 93.943 | 98.743 | -19.84 | 578.63 |
| 57 | 2023.11.10 15:20 | close at stop | 4 | 0.10 | 96.069 | 93.720 | 98.520 | -5.37 | 573.26 |
| 58 | 2023.11.10 15:20 | close at stop | 3 | 0.10 | 96.069 | 93.681 | 98.481 | -2.84 | 570.42 |
| 59 | 2023.11.10 15:20 | close at stop | 2 | 0.10 | 96.069 | 93.450 | 98.250 | 12.15 | 582.56 |
| 60 | 2023.11.10 15:20 | close at stop | 1 | 0.10 | 96.069 | 93.405 | 98.205 | 15.07 | 597.63 |