Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=25; 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=4; 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 | 6514 | Ticks modelled | 28354190 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 407.90 | Gross profit | 560.63 | Gross loss | -152.73 |
| Profit factor | 3.67 | Expected payoff | 15.11 | ||
| Absolute drawdown | 22.15 | Maximal drawdown | 162.99 (13.34%) | Relative drawdown | 13.34% (162.99) |
| Total trades | 27 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 67.87 | loss trade | -54.05 | |
| Average | profit trade | 29.51 | loss trade | -19.09 | |
| Maximum | consecutive wins (profit in money) | 9 (334.90) | consecutive losses (loss in money) | 2 (-30.79) | |
| Maximal | consecutive profit (count of wins) | 334.90 (9) | consecutive loss (count of losses) | -54.05 (1) | |
| 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 | 98.914 | 100.714 | ||
| 3 | 2024.04.11 08:01 | buy | 2 | 0.10 | 100.015 | 0.000 | 0.000 | ||
| 4 | 2024.04.11 08:01 | modify | 2 | 0.10 | 100.015 | 99.814 | 100.714 | ||
| 5 | 2024.04.11 08:01 | modify | 1 | 0.10 | 99.714 | 99.814 | 100.714 | ||
| 6 | 2024.04.11 11:52 | s/l | 1 | 0.10 | 99.814 | 99.814 | 100.714 | 7.70 | 1007.70 |
| 7 | 2024.04.11 11:52 | s/l | 2 | 0.10 | 99.814 | 99.814 | 100.714 | -13.58 | 994.12 |
| 8 | 2024.06.04 12:00 | buy | 3 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 9 | 2024.06.04 12:00 | modify | 3 | 0.10 | 102.867 | 102.067 | 103.867 | ||
| 10 | 2024.06.05 00:05 | buy | 4 | 0.10 | 103.167 | 0.000 | 0.000 | ||
| 11 | 2024.06.05 00:05 | modify | 4 | 0.10 | 103.167 | 102.967 | 103.867 | ||
| 12 | 2024.06.05 00:05 | modify | 3 | 0.10 | 102.867 | 102.967 | 103.867 | ||
| 13 | 2024.06.05 01:45 | buy | 5 | 0.10 | 103.419 | 0.000 | 0.000 | ||
| 14 | 2024.06.05 01:45 | modify | 5 | 0.10 | 103.419 | 103.117 | 103.867 | ||
| 15 | 2024.06.05 01:45 | modify | 4 | 0.10 | 103.167 | 103.117 | 103.867 | ||
| 16 | 2024.06.05 01:45 | modify | 3 | 0.10 | 102.867 | 103.117 | 103.867 | ||
| 17 | 2024.06.05 02:00 | buy | 6 | 0.10 | 103.567 | 0.000 | 0.000 | ||
| 18 | 2024.06.05 02:00 | modify | 6 | 0.10 | 103.567 | 103.267 | 103.867 | ||
| 19 | 2024.06.05 02:00 | modify | 5 | 0.10 | 103.419 | 103.267 | 103.867 | ||
| 20 | 2024.06.05 02:00 | modify | 4 | 0.10 | 103.167 | 103.267 | 103.867 | ||
| 21 | 2024.06.05 02:00 | modify | 3 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 22 | 2024.06.05 07:34 | t/p | 3 | 0.10 | 103.867 | 103.267 | 103.867 | 67.87 | 1062.00 |
| 23 | 2024.06.05 07:34 | t/p | 4 | 0.10 | 103.867 | 103.267 | 103.867 | 47.29 | 1109.29 |
| 24 | 2024.06.05 07:34 | t/p | 5 | 0.10 | 103.867 | 103.267 | 103.867 | 30.27 | 1139.56 |
| 25 | 2024.06.05 07:34 | t/p | 6 | 0.10 | 103.867 | 103.267 | 103.867 | 20.27 | 1159.83 |
| 26 | 2024.07.17 10:00 | buy | 7 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 27 | 2024.07.17 10:00 | modify | 7 | 0.10 | 105.655 | 104.855 | 106.655 | ||
| 28 | 2024.07.17 23:05 | s/l | 7 | 0.10 | 104.855 | 104.855 | 106.655 | -54.05 | 1105.78 |
| 29 | 2024.07.24 06:00 | buy | 8 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 30 | 2024.07.24 06:00 | modify | 8 | 0.10 | 101.996 | 101.196 | 102.996 | ||
| 31 | 2024.07.24 07:22 | buy | 9 | 0.10 | 102.296 | 0.000 | 0.000 | ||
| 32 | 2024.07.24 07:22 | modify | 9 | 0.10 | 102.296 | 102.096 | 102.996 | ||
| 33 | 2024.07.24 07:22 | modify | 8 | 0.10 | 101.996 | 102.096 | 102.996 | ||
| 34 | 2024.07.24 07:30 | s/l | 8 | 0.10 | 102.096 | 102.096 | 102.996 | 6.75 | 1112.53 |
| 35 | 2024.07.24 07:30 | s/l | 9 | 0.10 | 102.096 | 102.096 | 102.996 | -13.51 | 1099.02 |
| 36 | 2024.07.25 05:00 | buy | 10 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 37 | 2024.07.25 05:00 | modify | 10 | 0.10 | 99.860 | 99.060 | 100.860 | ||
| 38 | 2024.07.25 12:34 | buy | 11 | 0.10 | 100.162 | 0.000 | 0.000 | ||
| 39 | 2024.07.25 12:34 | modify | 11 | 0.10 | 100.162 | 99.960 | 100.860 | ||
| 40 | 2024.07.25 12:34 | modify | 10 | 0.10 | 99.860 | 99.960 | 100.860 | ||
| 41 | 2024.07.25 12:44 | s/l | 10 | 0.10 | 99.960 | 99.960 | 100.860 | 6.75 | 1105.77 |
| 42 | 2024.07.25 12:44 | s/l | 11 | 0.10 | 99.960 | 99.960 | 100.860 | -13.65 | 1092.12 |
| 43 | 2024.08.15 16:00 | sell | 12 | 0.10 | 98.709 | 0.000 | 0.000 | ||
| 44 | 2024.08.15 16:00 | modify | 12 | 0.10 | 98.709 | 99.509 | 97.709 | ||
| 45 | 2024.08.16 10:54 | sell | 13 | 0.10 | 98.409 | 0.000 | 0.000 | ||
| 46 | 2024.08.16 10:54 | modify | 13 | 0.10 | 98.409 | 98.609 | 97.709 | ||
| 47 | 2024.08.16 10:54 | modify | 12 | 0.10 | 98.709 | 98.609 | 97.709 | ||
| 48 | 2024.08.16 11:33 | sell | 14 | 0.10 | 98.159 | 0.000 | 0.000 | ||
| 49 | 2024.08.16 11:33 | modify | 14 | 0.10 | 98.159 | 98.459 | 97.709 | ||
| 50 | 2024.08.16 11:33 | modify | 13 | 0.10 | 98.409 | 98.459 | 97.709 | ||
| 51 | 2024.08.16 11:33 | modify | 12 | 0.10 | 98.709 | 98.459 | 97.709 | ||
| 52 | 2024.08.16 12:30 | sell | 15 | 0.10 | 98.003 | 0.000 | 0.000 | ||
| 53 | 2024.08.16 12:30 | modify | 15 | 0.10 | 98.003 | 98.309 | 97.709 | ||
| 54 | 2024.08.16 12:30 | modify | 14 | 0.10 | 98.159 | 98.309 | 97.709 | ||
| 55 | 2024.08.16 12:30 | modify | 13 | 0.10 | 98.409 | 98.309 | 97.709 | ||
| 56 | 2024.08.16 12:30 | modify | 12 | 0.10 | 98.709 | 98.309 | 97.709 | ||
| 57 | 2024.08.16 14:19 | s/l | 12 | 0.10 | 98.309 | 98.309 | 97.709 | 26.17 | 1118.28 |
| 58 | 2024.08.16 14:19 | s/l | 13 | 0.10 | 98.309 | 98.309 | 97.709 | 6.75 | 1125.03 |
| 59 | 2024.08.16 14:19 | s/l | 14 | 0.10 | 98.309 | 98.309 | 97.709 | -10.13 | 1114.90 |
| 60 | 2024.08.16 14:19 | s/l | 15 | 0.10 | 98.309 | 98.309 | 97.709 | -20.66 | 1094.24 |
| 61 | 2024.09.17 16:00 | sell | 16 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 62 | 2024.09.17 16:00 | modify | 16 | 0.10 | 95.747 | 96.547 | 94.747 | ||
| 63 | 2024.09.18 04:53 | sell | 17 | 0.10 | 95.445 | 0.000 | 0.000 | ||
| 64 | 2024.09.18 04:53 | modify | 17 | 0.10 | 95.445 | 95.647 | 94.747 | ||
| 65 | 2024.09.18 04:53 | modify | 16 | 0.10 | 95.747 | 95.647 | 94.747 | ||
| 66 | 2024.09.18 05:58 | s/l | 16 | 0.10 | 95.647 | 95.647 | 94.747 | 5.91 | 1100.15 |
| 67 | 2024.09.18 05:58 | s/l | 17 | 0.10 | 95.647 | 95.647 | 94.747 | -13.64 | 1086.51 |
| 68 | 2024.12.09 15:00 | sell | 18 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 69 | 2024.12.09 15:00 | modify | 18 | 0.10 | 97.498 | 98.298 | 96.498 | ||
| 70 | 2024.12.10 01:32 | sell | 19 | 0.10 | 97.198 | 0.000 | 0.000 | ||
| 71 | 2024.12.10 01:32 | modify | 19 | 0.10 | 97.198 | 97.398 | 96.498 | ||
| 72 | 2024.12.10 01:32 | modify | 18 | 0.10 | 97.498 | 97.398 | 96.498 | ||
| 73 | 2024.12.10 03:25 | sell | 20 | 0.10 | 96.948 | 0.000 | 0.000 | ||
| 74 | 2024.12.10 03:25 | modify | 20 | 0.10 | 96.948 | 97.248 | 96.498 | ||
| 75 | 2024.12.10 03:25 | modify | 19 | 0.10 | 97.198 | 97.248 | 96.498 | ||
| 76 | 2024.12.10 03:25 | modify | 18 | 0.10 | 97.498 | 97.248 | 96.498 | ||
| 77 | 2024.12.10 03:30 | sell | 21 | 0.10 | 96.795 | 0.000 | 0.000 | ||
| 78 | 2024.12.10 03:30 | modify | 21 | 0.10 | 96.795 | 97.098 | 96.498 | ||
| 79 | 2024.12.10 03:30 | modify | 20 | 0.10 | 96.948 | 97.098 | 96.498 | ||
| 80 | 2024.12.10 03:30 | modify | 19 | 0.10 | 97.198 | 97.098 | 96.498 | ||
| 81 | 2024.12.10 03:30 | modify | 18 | 0.10 | 97.498 | 97.098 | 96.498 | ||
| 82 | 2024.12.10 03:32 | t/p | 18 | 0.10 | 96.498 | 97.098 | 96.498 | 66.69 | 1153.19 |
| 83 | 2024.12.10 03:32 | t/p | 19 | 0.10 | 96.498 | 97.098 | 96.498 | 47.27 | 1200.46 |
| 84 | 2024.12.10 03:32 | t/p | 20 | 0.10 | 96.498 | 97.098 | 96.498 | 30.38 | 1230.84 |
| 85 | 2024.12.10 03:32 | t/p | 21 | 0.10 | 96.498 | 97.098 | 96.498 | 20.05 | 1250.89 |
| 86 | 2024.12.19 17:00 | sell | 22 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 87 | 2024.12.19 17:00 | modify | 22 | 0.10 | 98.580 | 99.380 | 97.580 | ||
| 88 | 2024.12.19 19:50 | sell | 23 | 0.10 | 98.280 | 0.000 | 0.000 | ||
| 89 | 2024.12.19 19:50 | modify | 23 | 0.10 | 98.280 | 98.480 | 97.580 | ||
| 90 | 2024.12.19 19:50 | modify | 22 | 0.10 | 98.580 | 98.480 | 97.580 | ||
| 91 | 2024.12.20 01:04 | sell | 24 | 0.10 | 98.030 | 0.000 | 0.000 | ||
| 92 | 2024.12.20 01:04 | modify | 24 | 0.10 | 98.030 | 98.330 | 97.580 | ||
| 93 | 2024.12.20 01:04 | modify | 23 | 0.10 | 98.280 | 98.330 | 97.580 | ||
| 94 | 2024.12.20 01:04 | modify | 22 | 0.10 | 98.580 | 98.330 | 97.580 | ||
| 95 | 2024.12.20 01:21 | sell | 25 | 0.10 | 97.880 | 0.000 | 0.000 | ||
| 96 | 2024.12.20 01:21 | modify | 25 | 0.10 | 97.880 | 98.180 | 97.580 | ||
| 97 | 2024.12.20 01:21 | modify | 24 | 0.10 | 98.030 | 98.180 | 97.580 | ||
| 98 | 2024.12.20 01:21 | modify | 23 | 0.10 | 98.280 | 98.180 | 97.580 | ||
| 99 | 2024.12.20 01:21 | modify | 22 | 0.10 | 98.580 | 98.180 | 97.580 | ||
| 100 | 2024.12.20 14:00 | t/p | 22 | 0.10 | 97.580 | 98.180 | 97.580 | 66.69 | 1317.58 |
| 101 | 2024.12.20 14:00 | t/p | 23 | 0.10 | 97.580 | 98.180 | 97.580 | 46.43 | 1364.01 |
| 102 | 2024.12.20 14:00 | t/p | 24 | 0.10 | 97.580 | 98.180 | 97.580 | 30.39 | 1394.40 |
| 103 | 2024.12.20 14:00 | t/p | 25 | 0.10 | 97.580 | 98.180 | 97.580 | 20.26 | 1414.66 |
| 104 | 2025.01.27 12:00 | buy | 26 | 0.10 | 97.016 | 0.000 | 0.000 | ||
| 105 | 2025.01.27 12:00 | modify | 26 | 0.10 | 97.016 | 96.216 | 98.016 | ||
| 106 | 2025.01.27 21:00 | buy | 27 | 0.10 | 97.316 | 0.000 | 0.000 | ||
| 107 | 2025.01.27 21:00 | modify | 27 | 0.10 | 97.316 | 97.116 | 98.016 | ||
| 108 | 2025.01.27 21:00 | modify | 26 | 0.10 | 97.016 | 97.116 | 98.016 | ||
| 109 | 2025.01.27 23:20 | s/l | 26 | 0.10 | 97.116 | 97.116 | 98.016 | 6.75 | 1421.41 |
| 110 | 2025.01.27 23:20 | s/l | 27 | 0.10 | 97.116 | 97.116 | 98.016 | -13.51 | 1407.90 |