Strategy Tester Report
RSIEnvelopeTrader
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 | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 7238 | Ticks modelled | 157344 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 801.72 | Gross profit | 1203.86 | Gross loss | -402.14 |
| Profit factor | 2.99 | Expected payoff | 25.05 | ||
| Absolute drawdown | 46.10 | Maximal drawdown | 335.73 (17.92%) | Relative drawdown | 17.92% (335.73) |
| Total trades | 32 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 102.78 | loss trade | -63.54 | |
| Average | profit trade | 54.72 | loss trade | -40.21 | |
| Maximum | consecutive wins (profit in money) | 12 (678.39) | consecutive losses (loss in money) | 5 (-181.49) | |
| Maximal | consecutive profit (count of wins) | 678.39 (12) | consecutive loss (count of losses) | -181.49 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 06:00 | buy | 1 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 06:00 | modify | 1 | 0.10 | 96.778 | 95.878 | 98.278 | ||
| 3 | 2023.11.14 14:25 | buy | 2 | 0.10 | 97.554 | 0.000 | 0.000 | ||
| 4 | 2023.11.14 14:25 | modify | 2 | 0.10 | 97.554 | 96.928 | 98.278 | ||
| 5 | 2023.11.14 14:25 | modify | 1 | 0.10 | 96.778 | 96.928 | 98.278 | ||
| 6 | 2023.11.14 14:40 | buy | 3 | 0.10 | 97.610 | 0.000 | 0.000 | ||
| 7 | 2023.11.14 14:40 | modify | 3 | 0.10 | 97.610 | 97.303 | 98.278 | ||
| 8 | 2023.11.14 14:40 | buy | 4 | 0.10 | 97.610 | 0.000 | 0.000 | ||
| 9 | 2023.11.14 14:40 | modify | 4 | 0.10 | 97.610 | 97.303 | 98.278 | ||
| 10 | 2023.11.14 14:40 | modify | 2 | 0.10 | 97.554 | 97.303 | 98.278 | ||
| 11 | 2023.11.14 14:40 | modify | 1 | 0.10 | 96.778 | 97.303 | 98.278 | ||
| 12 | 2023.11.15 14:37 | t/p | 1 | 0.10 | 98.278 | 97.303 | 98.278 | 99.96 | 1099.96 |
| 13 | 2023.11.15 14:37 | t/p | 2 | 0.10 | 98.278 | 97.303 | 98.278 | 47.10 | 1147.06 |
| 14 | 2023.11.15 14:37 | t/p | 3 | 0.10 | 98.278 | 97.303 | 98.278 | 43.49 | 1190.55 |
| 15 | 2023.11.15 14:37 | t/p | 4 | 0.10 | 98.278 | 97.303 | 98.278 | 43.49 | 1234.05 |
| 16 | 2023.12.07 07:00 | buy | 5 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 17 | 2023.12.07 07:00 | modify | 5 | 0.10 | 95.789 | 94.889 | 97.289 | ||
| 18 | 2023.12.07 15:50 | s/l | 5 | 0.10 | 94.889 | 94.889 | 97.289 | -58.04 | 1176.01 |
| 19 | 2024.01.10 05:00 | sell | 6 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 20 | 2024.01.10 05:00 | modify | 6 | 0.10 | 97.057 | 97.957 | 95.557 | ||
| 21 | 2024.02.01 01:50 | sell | 7 | 0.10 | 96.284 | 0.000 | 0.000 | ||
| 22 | 2024.02.01 01:50 | modify | 7 | 0.10 | 96.284 | 96.907 | 95.557 | ||
| 23 | 2024.02.01 01:50 | modify | 6 | 0.10 | 97.057 | 96.907 | 95.557 | ||
| 24 | 2024.02.01 04:10 | sell | 8 | 0.10 | 96.231 | 0.000 | 0.000 | ||
| 25 | 2024.02.01 04:10 | modify | 8 | 0.10 | 96.231 | 96.532 | 95.557 | ||
| 26 | 2024.02.01 04:10 | sell | 9 | 0.10 | 96.231 | 0.000 | 0.000 | ||
| 27 | 2024.02.01 04:10 | modify | 9 | 0.10 | 96.231 | 96.532 | 95.557 | ||
| 28 | 2024.02.01 04:10 | modify | 7 | 0.10 | 96.284 | 96.532 | 95.557 | ||
| 29 | 2024.02.01 04:10 | modify | 6 | 0.10 | 97.057 | 96.532 | 95.557 | ||
| 30 | 2024.02.01 14:20 | t/p | 6 | 0.10 | 95.557 | 96.532 | 95.557 | 70.33 | 1246.34 |
| 31 | 2024.02.01 14:20 | t/p | 7 | 0.10 | 95.557 | 96.532 | 95.557 | 46.89 | 1293.23 |
| 32 | 2024.02.01 14:20 | t/p | 8 | 0.10 | 95.557 | 96.532 | 95.557 | 43.47 | 1336.70 |
| 33 | 2024.02.01 14:20 | t/p | 9 | 0.10 | 95.557 | 96.532 | 95.557 | 43.47 | 1380.17 |
| 34 | 2024.03.05 08:00 | buy | 10 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 35 | 2024.03.05 08:00 | modify | 10 | 0.10 | 97.567 | 96.667 | 99.067 | ||
| 36 | 2024.03.19 14:15 | buy | 11 | 0.10 | 98.337 | 0.000 | 0.000 | ||
| 37 | 2024.03.19 14:15 | modify | 11 | 0.10 | 98.337 | 97.717 | 99.067 | ||
| 38 | 2024.03.19 14:15 | modify | 10 | 0.10 | 97.567 | 97.717 | 99.067 | ||
| 39 | 2024.03.19 14:40 | buy | 12 | 0.10 | 98.408 | 0.000 | 0.000 | ||
| 40 | 2024.03.19 14:40 | modify | 12 | 0.10 | 98.408 | 98.092 | 99.067 | ||
| 41 | 2024.03.19 14:40 | buy | 13 | 0.10 | 98.408 | 0.000 | 0.000 | ||
| 42 | 2024.03.19 14:40 | modify | 13 | 0.10 | 98.408 | 98.092 | 99.067 | ||
| 43 | 2024.03.19 14:40 | modify | 11 | 0.10 | 98.337 | 98.092 | 99.067 | ||
| 44 | 2024.03.19 14:40 | modify | 10 | 0.10 | 97.567 | 98.092 | 99.067 | ||
| 45 | 2024.03.20 17:50 | t/p | 10 | 0.10 | 99.067 | 98.092 | 99.067 | 102.78 | 1482.94 |
| 46 | 2024.03.20 17:50 | t/p | 11 | 0.10 | 99.067 | 98.092 | 99.067 | 47.48 | 1530.42 |
| 47 | 2024.03.20 17:50 | t/p | 12 | 0.10 | 99.067 | 98.092 | 99.067 | 42.90 | 1573.33 |
| 48 | 2024.03.20 17:50 | t/p | 13 | 0.10 | 99.067 | 98.092 | 99.067 | 42.90 | 1616.23 |
| 49 | 2024.03.22 09:00 | buy | 14 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 50 | 2024.03.22 09:00 | modify | 14 | 0.10 | 98.763 | 97.863 | 100.263 | ||
| 51 | 2024.04.03 15:45 | buy | 15 | 0.10 | 99.535 | 0.000 | 0.000 | ||
| 52 | 2024.04.03 15:45 | modify | 15 | 0.10 | 99.535 | 98.913 | 100.263 | ||
| 53 | 2024.04.03 15:45 | modify | 14 | 0.10 | 98.763 | 98.913 | 100.263 | ||
| 54 | 2024.04.03 16:32 | buy | 16 | 0.10 | 99.599 | 0.000 | 0.000 | ||
| 55 | 2024.04.03 16:32 | modify | 16 | 0.10 | 99.599 | 99.288 | 100.263 | ||
| 56 | 2024.04.03 16:32 | buy | 17 | 0.10 | 99.599 | 0.000 | 0.000 | ||
| 57 | 2024.04.03 16:32 | modify | 17 | 0.10 | 99.599 | 99.288 | 100.263 | ||
| 58 | 2024.04.03 16:32 | modify | 15 | 0.10 | 99.535 | 99.288 | 100.263 | ||
| 59 | 2024.04.03 16:32 | modify | 14 | 0.10 | 98.763 | 99.288 | 100.263 | ||
| 60 | 2024.04.04 10:20 | t/p | 14 | 0.10 | 100.263 | 99.288 | 100.263 | 101.96 | 1718.19 |
| 61 | 2024.04.04 10:20 | t/p | 15 | 0.10 | 100.263 | 99.288 | 100.263 | 48.16 | 1766.34 |
| 62 | 2024.04.04 10:20 | t/p | 16 | 0.10 | 100.263 | 99.288 | 100.263 | 44.03 | 1810.37 |
| 63 | 2024.04.04 10:20 | t/p | 17 | 0.10 | 100.263 | 99.288 | 100.263 | 44.03 | 1854.40 |
| 64 | 2024.04.26 09:00 | sell | 18 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 65 | 2024.04.26 09:00 | modify | 18 | 0.10 | 102.518 | 103.418 | 101.018 | ||
| 66 | 2024.04.26 20:45 | s/l | 18 | 0.10 | 103.418 | 103.418 | 101.018 | -58.04 | 1796.36 |
| 67 | 2024.05.06 05:00 | sell | 19 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 68 | 2024.05.06 05:00 | modify | 19 | 0.10 | 101.815 | 102.715 | 100.315 | ||
| 69 | 2024.05.09 12:40 | s/l | 19 | 0.10 | 102.715 | 102.715 | 100.315 | -63.54 | 1732.82 |
| 70 | 2024.06.05 09:00 | sell | 20 | 0.10 | 103.930 | 0.000 | 0.000 | ||
| 71 | 2024.06.05 09:00 | modify | 20 | 0.10 | 103.930 | 104.830 | 102.430 | ||
| 72 | 2024.06.07 15:25 | sell | 21 | 0.10 | 103.080 | 0.000 | 0.000 | ||
| 73 | 2024.06.07 15:25 | modify | 21 | 0.10 | 103.080 | 103.405 | 102.430 | ||
| 74 | 2024.06.07 15:25 | sell | 22 | 0.10 | 103.080 | 0.000 | 0.000 | ||
| 75 | 2024.06.07 15:25 | modify | 22 | 0.10 | 103.080 | 103.405 | 102.430 | ||
| 76 | 2024.06.07 15:25 | modify | 20 | 0.10 | 103.930 | 103.405 | 102.430 | ||
| 77 | 2024.06.07 16:47 | sell | 23 | 0.10 | 103.177 | 0.000 | 0.000 | ||
| 78 | 2024.06.07 16:47 | modify | 23 | 0.10 | 103.177 | 103.780 | 102.430 | ||
| 79 | 2024.06.07 16:50 | modify | 23 | 0.10 | 103.177 | 103.405 | 102.430 | ||
| 80 | 2024.06.10 02:20 | s/l | 20 | 0.10 | 103.405 | 103.405 | 102.430 | 28.36 | 1761.17 |
| 81 | 2024.06.10 02:20 | s/l | 21 | 0.10 | 103.405 | 103.405 | 102.430 | -22.06 | 1739.11 |
| 82 | 2024.06.10 02:20 | s/l | 22 | 0.10 | 103.405 | 103.405 | 102.430 | -22.06 | 1717.05 |
| 83 | 2024.06.10 02:20 | s/l | 23 | 0.10 | 103.405 | 103.405 | 102.430 | -15.80 | 1701.25 |
| 84 | 2024.06.26 07:00 | sell | 24 | 0.10 | 106.773 | 0.000 | 0.000 | ||
| 85 | 2024.06.26 07:00 | modify | 24 | 0.10 | 106.773 | 107.673 | 105.273 | ||
| 86 | 2024.07.01 08:20 | s/l | 24 | 0.10 | 107.673 | 107.673 | 105.273 | -63.53 | 1637.72 |
| 87 | 2024.07.24 06:00 | buy | 25 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 88 | 2024.07.24 06:00 | modify | 25 | 0.10 | 101.996 | 101.096 | 103.496 | ||
| 89 | 2024.07.24 14:02 | s/l | 25 | 0.10 | 101.096 | 101.096 | 103.496 | -58.04 | 1579.68 |
| 90 | 2024.07.25 05:00 | buy | 26 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 91 | 2024.07.25 05:00 | modify | 26 | 0.10 | 99.860 | 98.960 | 101.360 | ||
| 92 | 2024.07.25 13:27 | buy | 27 | 0.10 | 100.703 | 0.000 | 0.000 | ||
| 93 | 2024.07.25 13:27 | modify | 27 | 0.10 | 100.703 | 100.385 | 101.360 | ||
| 94 | 2024.07.25 13:27 | buy | 28 | 0.10 | 100.703 | 0.000 | 0.000 | ||
| 95 | 2024.07.25 13:27 | modify | 28 | 0.10 | 100.703 | 100.385 | 101.360 | ||
| 96 | 2024.07.25 13:27 | modify | 26 | 0.10 | 99.860 | 100.385 | 101.360 | ||
| 97 | 2024.07.25 14:02 | s/l | 26 | 0.10 | 100.385 | 100.385 | 101.360 | 33.86 | 1613.54 |
| 98 | 2024.07.25 14:02 | s/l | 27 | 0.10 | 100.385 | 100.385 | 101.360 | -20.51 | 1593.03 |
| 99 | 2024.07.25 14:02 | s/l | 28 | 0.10 | 100.385 | 100.385 | 101.360 | -20.51 | 1572.52 |
| 100 | 2024.10.01 06:00 | sell | 29 | 0.10 | 99.947 | 0.000 | 0.000 | ||
| 101 | 2024.10.01 06:00 | modify | 29 | 0.10 | 99.947 | 100.847 | 98.447 | ||
| 102 | 2024.10.01 08:37 | sell | 30 | 0.10 | 99.197 | 0.000 | 0.000 | ||
| 103 | 2024.10.01 08:37 | modify | 30 | 0.10 | 99.197 | 99.797 | 98.447 | ||
| 104 | 2024.10.01 08:37 | modify | 29 | 0.10 | 99.947 | 99.797 | 98.447 | ||
| 105 | 2024.10.01 13:40 | sell | 31 | 0.10 | 99.099 | 0.000 | 0.000 | ||
| 106 | 2024.10.01 13:40 | modify | 31 | 0.10 | 99.099 | 99.422 | 98.447 | ||
| 107 | 2024.10.01 13:40 | sell | 32 | 0.10 | 99.099 | 0.000 | 0.000 | ||
| 108 | 2024.10.01 13:40 | modify | 32 | 0.10 | 99.099 | 99.422 | 98.447 | ||
| 109 | 2024.10.01 13:40 | modify | 30 | 0.10 | 99.197 | 99.422 | 98.447 | ||
| 110 | 2024.10.01 13:40 | modify | 29 | 0.10 | 99.947 | 99.422 | 98.447 | ||
| 111 | 2024.10.01 14:20 | t/p | 29 | 0.10 | 98.447 | 99.422 | 98.447 | 96.73 | 1669.25 |
| 112 | 2024.10.01 14:20 | t/p | 30 | 0.10 | 98.447 | 99.422 | 98.447 | 48.37 | 1717.62 |
| 113 | 2024.10.01 14:20 | t/p | 31 | 0.10 | 98.447 | 99.422 | 98.447 | 42.05 | 1759.67 |
| 114 | 2024.10.01 14:20 | t/p | 32 | 0.10 | 98.447 | 99.422 | 98.447 | 42.05 | 1801.72 |