Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7241 | Ticks modelled | 157487 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 474.32 | Gross profit | 805.84 | Gross loss | -331.52 |
| Profit factor | 2.43 | Expected payoff | 11.29 | ||
| Absolute drawdown | 29.42 | Maximal drawdown | 165.19 (12.75%) | Relative drawdown | 12.75% (165.19) |
| Total trades | 42 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 23 (60.87%) |
| Profit trades (% of total) | 28 (66.67%) | Loss trades (% of total) | 14 (33.33%) | ||
| Largest | profit trade | 63.73 | loss trade | -39.07 | |
| Average | profit trade | 28.78 | loss trade | -23.68 | |
| Maximum | consecutive wins (profit in money) | 8 (304.88) | consecutive losses (loss in money) | 3 (-88.36) | |
| Maximal | consecutive profit (count of wins) | 304.88 (8) | consecutive loss (count of losses) | -88.36 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.10 15:00 | buy | 1 | 0.10 | 99.714 | 0.000 | 0.000 | ||
| 2 | 2024.04.10 15:00 | modify | 1 | 0.10 | 99.714 | 99.114 | 100.714 | ||
| 3 | 2024.04.11 08:15 | buy | 2 | 0.10 | 100.019 | 0.000 | 0.000 | ||
| 4 | 2024.04.11 08:15 | modify | 2 | 0.10 | 100.019 | 99.814 | 100.714 | ||
| 5 | 2024.04.11 08:15 | modify | 1 | 0.10 | 99.714 | 99.814 | 100.714 | ||
| 6 | 2024.04.11 11:50 | s/l | 1 | 0.10 | 99.814 | 99.814 | 100.714 | 7.52 | 1007.52 |
| 7 | 2024.04.11 11:50 | s/l | 2 | 0.10 | 99.814 | 99.814 | 100.714 | -12.99 | 994.53 |
| 8 | 2024.04.26 09:00 | sell | 3 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 9 | 2024.04.26 09:00 | modify | 3 | 0.10 | 102.518 | 103.118 | 101.518 | ||
| 10 | 2024.04.26 11:20 | sell | 4 | 0.10 | 102.194 | 0.000 | 0.000 | ||
| 11 | 2024.04.26 11:20 | modify | 4 | 0.10 | 102.194 | 102.418 | 101.518 | ||
| 12 | 2024.04.26 11:20 | modify | 3 | 0.10 | 102.518 | 102.418 | 101.518 | ||
| 13 | 2024.04.26 11:27 | s/l | 3 | 0.10 | 102.418 | 102.418 | 101.518 | 6.33 | 1000.86 |
| 14 | 2024.04.26 11:27 | s/l | 4 | 0.10 | 102.418 | 102.418 | 101.518 | -14.19 | 986.67 |
| 15 | 2024.05.16 03:00 | buy | 5 | 0.10 | 103.091 | 0.000 | 0.000 | ||
| 16 | 2024.05.16 03:00 | modify | 5 | 0.10 | 103.091 | 102.491 | 104.091 | ||
| 17 | 2024.05.16 08:27 | buy | 6 | 0.10 | 103.406 | 0.000 | 0.000 | ||
| 18 | 2024.05.16 08:27 | modify | 6 | 0.10 | 103.406 | 103.191 | 104.091 | ||
| 19 | 2024.05.16 08:27 | modify | 5 | 0.10 | 103.091 | 103.191 | 104.091 | ||
| 20 | 2024.05.16 14:30 | buy | 7 | 0.10 | 103.670 | 0.000 | 0.000 | ||
| 21 | 2024.05.16 14:30 | modify | 7 | 0.10 | 103.670 | 103.491 | 104.091 | ||
| 22 | 2024.05.16 14:30 | modify | 6 | 0.10 | 103.406 | 103.491 | 104.091 | ||
| 23 | 2024.05.16 14:30 | modify | 5 | 0.10 | 103.091 | 103.491 | 104.091 | ||
| 24 | 2024.05.16 19:10 | buy | 8 | 0.10 | 103.801 | 0.000 | 0.000 | ||
| 25 | 2024.05.16 19:10 | modify | 8 | 0.10 | 103.801 | 103.491 | 104.091 | ||
| 26 | 2024.05.17 17:15 | t/p | 5 | 0.10 | 104.091 | 103.491 | 104.091 | 63.73 | 1050.39 |
| 27 | 2024.05.17 17:15 | t/p | 6 | 0.10 | 104.091 | 103.491 | 104.091 | 43.78 | 1094.17 |
| 28 | 2024.05.17 17:15 | t/p | 7 | 0.10 | 104.091 | 103.491 | 104.091 | 27.06 | 1121.23 |
| 29 | 2024.05.17 17:15 | t/p | 8 | 0.10 | 104.091 | 103.491 | 104.091 | 18.77 | 1139.99 |
| 30 | 2024.06.04 12:00 | buy | 9 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 31 | 2024.06.04 12:00 | modify | 9 | 0.10 | 102.867 | 102.267 | 103.867 | ||
| 32 | 2024.06.05 00:10 | buy | 10 | 0.10 | 103.186 | 0.000 | 0.000 | ||
| 33 | 2024.06.05 00:10 | modify | 10 | 0.10 | 103.186 | 102.967 | 103.867 | ||
| 34 | 2024.06.05 00:10 | modify | 9 | 0.10 | 102.867 | 102.967 | 103.867 | ||
| 35 | 2024.06.05 01:45 | buy | 11 | 0.10 | 103.445 | 0.000 | 0.000 | ||
| 36 | 2024.06.05 01:45 | modify | 11 | 0.10 | 103.445 | 103.267 | 103.867 | ||
| 37 | 2024.06.05 01:45 | modify | 10 | 0.10 | 103.186 | 103.267 | 103.867 | ||
| 38 | 2024.06.05 01:45 | modify | 9 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 39 | 2024.06.05 02:10 | buy | 12 | 0.10 | 103.583 | 0.000 | 0.000 | ||
| 40 | 2024.06.05 02:10 | modify | 12 | 0.10 | 103.583 | 103.267 | 103.867 | ||
| 41 | 2024.06.05 07:40 | t/p | 9 | 0.10 | 103.867 | 103.267 | 103.867 | 63.73 | 1203.72 |
| 42 | 2024.06.05 07:40 | t/p | 10 | 0.10 | 103.867 | 103.267 | 103.867 | 43.13 | 1246.85 |
| 43 | 2024.06.05 07:40 | t/p | 11 | 0.10 | 103.867 | 103.267 | 103.867 | 26.72 | 1273.57 |
| 44 | 2024.06.05 07:40 | t/p | 12 | 0.10 | 103.867 | 103.267 | 103.867 | 17.98 | 1291.55 |
| 45 | 2024.07.17 10:00 | buy | 13 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 46 | 2024.07.17 10:00 | modify | 13 | 0.10 | 105.655 | 105.055 | 106.655 | ||
| 47 | 2024.07.17 16:50 | s/l | 13 | 0.10 | 105.055 | 105.055 | 106.655 | -38.00 | 1253.55 |
| 48 | 2024.07.24 06:00 | buy | 14 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 49 | 2024.07.24 06:00 | modify | 14 | 0.10 | 101.996 | 101.396 | 102.996 | ||
| 50 | 2024.07.24 07:20 | buy | 15 | 0.10 | 102.310 | 0.000 | 0.000 | ||
| 51 | 2024.07.24 07:20 | modify | 15 | 0.10 | 102.310 | 102.096 | 102.996 | ||
| 52 | 2024.07.24 07:20 | modify | 14 | 0.10 | 101.996 | 102.096 | 102.996 | ||
| 53 | 2024.07.24 07:45 | s/l | 14 | 0.10 | 102.096 | 102.096 | 102.996 | 6.33 | 1259.88 |
| 54 | 2024.07.24 07:45 | s/l | 15 | 0.10 | 102.096 | 102.096 | 102.996 | -13.55 | 1246.33 |
| 55 | 2024.07.24 15:00 | buy | 16 | 0.10 | 101.270 | 0.000 | 0.000 | ||
| 56 | 2024.07.24 15:00 | modify | 16 | 0.10 | 101.270 | 100.670 | 102.270 | ||
| 57 | 2024.07.25 00:40 | s/l | 16 | 0.10 | 100.670 | 100.670 | 102.270 | -36.81 | 1209.52 |
| 58 | 2024.08.05 03:00 | buy | 17 | 0.10 | 94.385 | 0.000 | 0.000 | ||
| 59 | 2024.08.05 03:00 | modify | 17 | 0.10 | 94.385 | 93.785 | 95.385 | ||
| 60 | 2024.08.05 03:50 | s/l | 17 | 0.10 | 93.785 | 93.785 | 95.385 | -38.00 | 1171.52 |
| 61 | 2024.09.02 10:00 | sell | 18 | 0.10 | 99.493 | 0.000 | 0.000 | ||
| 62 | 2024.09.02 10:00 | modify | 18 | 0.10 | 99.493 | 100.093 | 98.493 | ||
| 63 | 2024.09.03 02:50 | sell | 19 | 0.10 | 99.178 | 0.000 | 0.000 | ||
| 64 | 2024.09.03 02:50 | modify | 19 | 0.10 | 99.178 | 99.393 | 98.493 | ||
| 65 | 2024.09.03 02:50 | modify | 18 | 0.10 | 99.493 | 99.393 | 98.493 | ||
| 66 | 2024.09.03 03:50 | sell | 20 | 0.10 | 98.769 | 0.000 | 0.000 | ||
| 67 | 2024.09.03 03:50 | modify | 20 | 0.10 | 98.769 | 99.093 | 98.493 | ||
| 68 | 2024.09.03 03:50 | modify | 19 | 0.10 | 99.178 | 99.093 | 98.493 | ||
| 69 | 2024.09.03 03:50 | modify | 18 | 0.10 | 99.493 | 99.093 | 98.493 | ||
| 70 | 2024.09.03 06:20 | t/p | 18 | 0.10 | 98.493 | 99.093 | 98.493 | 62.24 | 1233.75 |
| 71 | 2024.09.03 06:20 | t/p | 19 | 0.10 | 98.493 | 99.093 | 98.493 | 43.38 | 1277.13 |
| 72 | 2024.09.03 06:20 | t/p | 20 | 0.10 | 98.493 | 99.093 | 98.493 | 17.47 | 1294.60 |
| 73 | 2024.09.03 08:00 | buy | 21 | 0.10 | 98.518 | 0.000 | 0.000 | ||
| 74 | 2024.09.03 08:00 | modify | 21 | 0.10 | 98.518 | 97.918 | 99.518 | ||
| 75 | 2024.09.03 13:50 | s/l | 21 | 0.10 | 97.918 | 97.918 | 99.518 | -38.00 | 1256.60 |
| 76 | 2024.09.06 07:00 | buy | 22 | 0.10 | 95.964 | 0.000 | 0.000 | ||
| 77 | 2024.09.06 07:00 | modify | 22 | 0.10 | 95.964 | 95.364 | 96.964 | ||
| 78 | 2024.09.06 09:45 | buy | 23 | 0.10 | 96.265 | 0.000 | 0.000 | ||
| 79 | 2024.09.06 09:45 | modify | 23 | 0.10 | 96.265 | 96.064 | 96.964 | ||
| 80 | 2024.09.06 09:45 | modify | 22 | 0.10 | 95.964 | 96.064 | 96.964 | ||
| 81 | 2024.09.06 12:37 | s/l | 22 | 0.10 | 96.064 | 96.064 | 96.964 | 6.33 | 1262.93 |
| 82 | 2024.09.06 12:37 | s/l | 23 | 0.10 | 96.064 | 96.064 | 96.964 | -12.73 | 1250.20 |
| 83 | 2024.09.06 17:00 | buy | 24 | 0.10 | 94.996 | 0.000 | 0.000 | ||
| 84 | 2024.09.06 17:00 | modify | 24 | 0.10 | 94.996 | 94.396 | 95.996 | ||
| 85 | 2024.09.09 00:20 | buy | 25 | 0.10 | 95.296 | 0.000 | 0.000 | ||
| 86 | 2024.09.09 00:20 | modify | 25 | 0.10 | 95.296 | 95.096 | 95.996 | ||
| 87 | 2024.09.09 00:20 | modify | 24 | 0.10 | 94.996 | 95.096 | 95.996 | ||
| 88 | 2024.09.09 00:50 | s/l | 24 | 0.10 | 95.096 | 95.096 | 95.996 | 6.73 | 1256.93 |
| 89 | 2024.09.09 00:50 | s/l | 25 | 0.10 | 95.096 | 95.096 | 95.996 | -12.67 | 1244.26 |
| 90 | 2024.09.17 16:00 | sell | 26 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 91 | 2024.09.17 16:00 | modify | 26 | 0.10 | 95.747 | 96.347 | 94.747 | ||
| 92 | 2024.09.18 04:40 | sell | 27 | 0.10 | 95.429 | 0.000 | 0.000 | ||
| 93 | 2024.09.18 04:40 | modify | 27 | 0.10 | 95.429 | 95.647 | 94.747 | ||
| 94 | 2024.09.18 04:40 | modify | 26 | 0.10 | 95.747 | 95.647 | 94.747 | ||
| 95 | 2024.09.18 05:50 | s/l | 26 | 0.10 | 95.647 | 95.647 | 94.747 | 5.25 | 1249.51 |
| 96 | 2024.09.18 05:50 | s/l | 27 | 0.10 | 95.647 | 95.647 | 94.747 | -13.81 | 1235.70 |
| 97 | 2024.09.19 03:00 | sell | 28 | 0.10 | 97.104 | 0.000 | 0.000 | ||
| 98 | 2024.09.19 03:00 | modify | 28 | 0.10 | 97.104 | 97.704 | 96.104 | ||
| 99 | 2024.09.19 09:32 | s/l | 28 | 0.10 | 97.704 | 97.704 | 96.104 | -38.00 | 1197.70 |
| 100 | 2024.09.20 12:00 | sell | 29 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 101 | 2024.09.20 12:00 | modify | 29 | 0.10 | 98.213 | 98.813 | 97.213 | ||
| 102 | 2024.09.20 13:10 | sell | 30 | 0.10 | 97.903 | 0.000 | 0.000 | ||
| 103 | 2024.09.20 13:10 | modify | 30 | 0.10 | 97.903 | 98.113 | 97.213 | ||
| 104 | 2024.09.20 13:10 | modify | 29 | 0.10 | 98.213 | 98.113 | 97.213 | ||
| 105 | 2024.09.20 14:50 | s/l | 29 | 0.10 | 98.113 | 98.113 | 97.213 | 6.33 | 1204.03 |
| 106 | 2024.09.20 14:50 | s/l | 30 | 0.10 | 98.113 | 98.113 | 97.213 | -13.30 | 1190.73 |
| 107 | 2024.09.30 15:00 | sell | 31 | 0.10 | 99.220 | 0.000 | 0.000 | ||
| 108 | 2024.09.30 15:00 | modify | 31 | 0.10 | 99.220 | 99.820 | 98.220 | ||
| 109 | 2024.10.01 03:02 | s/l | 31 | 0.10 | 99.820 | 99.820 | 98.220 | -39.07 | 1151.65 |
| 110 | 2024.12.09 15:00 | sell | 32 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 111 | 2024.12.09 15:00 | modify | 32 | 0.10 | 97.498 | 98.098 | 96.498 | ||
| 112 | 2024.12.10 01:40 | sell | 33 | 0.10 | 97.197 | 0.000 | 0.000 | ||
| 113 | 2024.12.10 01:40 | modify | 33 | 0.10 | 97.197 | 97.398 | 96.498 | ||
| 114 | 2024.12.10 01:40 | modify | 32 | 0.10 | 97.498 | 97.398 | 96.498 | ||
| 115 | 2024.12.10 03:20 | sell | 34 | 0.10 | 96.926 | 0.000 | 0.000 | ||
| 116 | 2024.12.10 03:20 | modify | 34 | 0.10 | 96.926 | 97.098 | 96.498 | ||
| 117 | 2024.12.10 03:20 | modify | 33 | 0.10 | 97.197 | 97.098 | 96.498 | ||
| 118 | 2024.12.10 03:20 | modify | 32 | 0.10 | 97.498 | 97.098 | 96.498 | ||
| 119 | 2024.12.10 03:40 | sell | 35 | 0.10 | 96.777 | 0.000 | 0.000 | ||
| 120 | 2024.12.10 03:40 | modify | 35 | 0.10 | 96.777 | 97.098 | 96.498 | ||
| 121 | 2024.12.10 03:50 | t/p | 32 | 0.10 | 96.498 | 97.098 | 96.498 | 62.24 | 1213.89 |
| 122 | 2024.12.10 03:50 | t/p | 33 | 0.10 | 96.498 | 97.098 | 96.498 | 44.26 | 1258.15 |
| 123 | 2024.12.10 03:50 | t/p | 34 | 0.10 | 96.498 | 97.098 | 96.498 | 27.10 | 1285.25 |
| 124 | 2024.12.10 03:50 | t/p | 35 | 0.10 | 96.498 | 97.098 | 96.498 | 17.67 | 1302.92 |
| 125 | 2024.12.10 06:00 | buy | 36 | 0.10 | 96.570 | 0.000 | 0.000 | ||
| 126 | 2024.12.10 06:00 | modify | 36 | 0.10 | 96.570 | 95.970 | 97.570 | ||
| 127 | 2024.12.10 08:40 | buy | 37 | 0.10 | 96.895 | 0.000 | 0.000 | ||
| 128 | 2024.12.10 08:40 | modify | 37 | 0.10 | 96.895 | 96.670 | 97.570 | ||
| 129 | 2024.12.10 08:40 | modify | 36 | 0.10 | 96.570 | 96.670 | 97.570 | ||
| 130 | 2024.12.10 12:07 | buy | 38 | 0.10 | 97.134 | 0.000 | 0.000 | ||
| 131 | 2024.12.10 12:07 | modify | 38 | 0.10 | 97.134 | 96.970 | 97.570 | ||
| 132 | 2024.12.10 12:07 | modify | 37 | 0.10 | 96.895 | 96.970 | 97.570 | ||
| 133 | 2024.12.10 12:07 | modify | 36 | 0.10 | 96.570 | 96.970 | 97.570 | ||
| 134 | 2024.12.10 12:15 | s/l | 36 | 0.10 | 96.970 | 96.970 | 97.570 | 25.33 | 1328.25 |
| 135 | 2024.12.10 12:15 | s/l | 37 | 0.10 | 96.970 | 96.970 | 97.570 | 4.75 | 1333.00 |
| 136 | 2024.12.10 12:15 | s/l | 38 | 0.10 | 96.970 | 96.970 | 97.570 | -10.39 | 1322.61 |
| 137 | 2024.12.19 17:00 | sell | 39 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 138 | 2024.12.19 17:00 | modify | 39 | 0.10 | 98.580 | 99.180 | 97.580 | ||
| 139 | 2024.12.19 19:59 | sell | 40 | 0.10 | 98.267 | 0.000 | 0.000 | ||
| 140 | 2024.12.19 19:59 | modify | 40 | 0.10 | 98.267 | 98.480 | 97.580 | ||
| 141 | 2024.12.19 19:59 | modify | 39 | 0.10 | 98.580 | 98.480 | 97.580 | ||
| 142 | 2024.12.20 01:25 | sell | 41 | 0.10 | 97.878 | 0.000 | 0.000 | ||
| 143 | 2024.12.20 01:25 | modify | 41 | 0.10 | 97.878 | 98.180 | 97.580 | ||
| 144 | 2024.12.20 01:25 | modify | 40 | 0.10 | 98.267 | 98.180 | 97.580 | ||
| 145 | 2024.12.20 01:25 | modify | 39 | 0.10 | 98.580 | 98.180 | 97.580 | ||
| 146 | 2024.12.20 01:42 | sell | 42 | 0.10 | 98.025 | 0.000 | 0.000 | ||
| 147 | 2024.12.20 01:42 | modify | 42 | 0.10 | 98.025 | 98.180 | 97.580 | ||
| 148 | 2024.12.20 14:15 | t/p | 39 | 0.10 | 97.580 | 98.180 | 97.580 | 62.25 | 1384.86 |
| 149 | 2024.12.20 14:15 | t/p | 40 | 0.10 | 97.580 | 98.180 | 97.580 | 42.42 | 1427.27 |
| 150 | 2024.12.20 14:15 | t/p | 41 | 0.10 | 97.580 | 98.180 | 97.580 | 18.87 | 1446.14 |
| 151 | 2024.12.20 14:15 | t/p | 42 | 0.10 | 97.580 | 98.180 | 97.580 | 28.18 | 1474.32 |