Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1441.40 | Gross profit | 1986.17 | Gross loss | -544.77 |
| Profit factor | 3.65 | Expected payoff | 55.44 | ||
| Absolute drawdown | 38.25 | Maximal drawdown | 217.34 (1.98%) | Relative drawdown | 1.98% (217.34) |
| Total trades | 26 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 18 (69.23%) | Loss trades (% of total) | 8 (30.77%) | ||
| Largest | profit trade | 151.61 | loss trade | -80.00 | |
| Average | profit trade | 110.34 | loss trade | -68.10 | |
| Maximum | consecutive wins (profit in money) | 8 (931.29) | consecutive losses (loss in money) | 2 (-159.52) | |
| Maximal | consecutive profit (count of wins) | 931.29 (8) | consecutive loss (count of losses) | -159.52 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 12:00 | buy | 1 | 0.10 | 0.67856 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.01 12:00 | modify | 1 | 0.10 | 0.67856 | 0.67056 | 0.69356 | ||
| 3 | 2022.07.05 04:00 | buy | 2 | 0.10 | 0.68779 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.05 04:00 | modify | 2 | 0.10 | 0.68779 | 0.68306 | 0.69356 | ||
| 5 | 2022.07.05 04:00 | modify | 1 | 0.10 | 0.67856 | 0.68306 | 0.69356 | ||
| 6 | 2022.07.05 08:00 | s/l | 1 | 0.10 | 0.68306 | 0.68306 | 0.69356 | 44.24 | 10044.24 |
| 7 | 2022.07.05 08:00 | s/l | 2 | 0.10 | 0.68306 | 0.68306 | 0.69356 | -47.30 | 9996.94 |
| 8 | 2022.07.11 16:00 | buy | 3 | 0.10 | 0.67519 | 0.00000 | 0.00000 | ||
| 9 | 2022.07.11 16:00 | modify | 3 | 0.10 | 0.67519 | 0.66719 | 0.69019 | ||
| 10 | 2022.07.19 12:00 | t/p | 3 | 0.10 | 0.69019 | 0.66719 | 0.69019 | 146.97 | 10143.91 |
| 11 | 2022.08.02 08:00 | buy | 4 | 0.10 | 0.69295 | 0.00000 | 0.00000 | ||
| 12 | 2022.08.02 08:00 | modify | 4 | 0.10 | 0.69295 | 0.68495 | 0.70795 | ||
| 13 | 2022.08.10 16:00 | t/p | 4 | 0.10 | 0.70795 | 0.68495 | 0.70795 | 146.97 | 10290.88 |
| 14 | 2022.08.10 16:00 | sell | 5 | 0.10 | 0.70969 | 0.00000 | 0.00000 | ||
| 15 | 2022.08.10 16:00 | modify | 5 | 0.10 | 0.70969 | 0.71769 | 0.69469 | ||
| 16 | 2022.08.15 12:00 | sell | 6 | 0.10 | 0.70272 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.15 12:00 | modify | 6 | 0.10 | 0.70272 | 0.70819 | 0.69469 | ||
| 18 | 2022.08.15 12:00 | modify | 5 | 0.10 | 0.70969 | 0.70819 | 0.69469 | ||
| 19 | 2022.08.17 12:00 | t/p | 5 | 0.10 | 0.69469 | 0.70819 | 0.69469 | 151.13 | 10442.01 |
| 20 | 2022.08.17 12:00 | t/p | 6 | 0.10 | 0.69469 | 0.70819 | 0.69469 | 80.62 | 10522.63 |
| 21 | 2022.09.09 08:00 | sell | 7 | 0.10 | 0.68603 | 0.00000 | 0.00000 | ||
| 22 | 2022.09.09 08:00 | modify | 7 | 0.10 | 0.68603 | 0.69403 | 0.67103 | ||
| 23 | 2022.09.14 08:00 | t/p | 7 | 0.10 | 0.67103 | 0.69403 | 0.67103 | 150.48 | 10673.12 |
| 24 | 2022.10.03 16:00 | sell | 8 | 0.10 | 0.64994 | 0.00000 | 0.00000 | ||
| 25 | 2022.10.03 16:00 | modify | 8 | 0.10 | 0.64994 | 0.65794 | 0.63494 | ||
| 26 | 2022.10.06 20:00 | sell | 9 | 0.10 | 0.64092 | 0.00000 | 0.00000 | ||
| 27 | 2022.10.06 20:00 | modify | 9 | 0.10 | 0.64092 | 0.64544 | 0.63494 | ||
| 28 | 2022.10.06 20:00 | modify | 8 | 0.10 | 0.64994 | 0.64544 | 0.63494 | ||
| 29 | 2022.10.10 00:00 | t/p | 8 | 0.10 | 0.63494 | 0.64544 | 0.63494 | 151.13 | 10824.25 |
| 30 | 2022.10.10 00:00 | t/p | 9 | 0.10 | 0.63494 | 0.64544 | 0.63494 | 60.12 | 10884.37 |
| 31 | 2022.10.14 16:00 | buy | 10 | 0.10 | 0.62218 | 0.00000 | 0.00000 | ||
| 32 | 2022.10.14 16:00 | modify | 10 | 0.10 | 0.62218 | 0.61418 | 0.63718 | ||
| 33 | 2022.10.18 08:00 | buy | 11 | 0.10 | 0.63128 | 0.00000 | 0.00000 | ||
| 34 | 2022.10.18 08:00 | modify | 11 | 0.10 | 0.63128 | 0.62668 | 0.63718 | ||
| 35 | 2022.10.18 08:00 | modify | 10 | 0.10 | 0.62218 | 0.62668 | 0.63718 | ||
| 36 | 2022.10.19 20:00 | s/l | 10 | 0.10 | 0.62668 | 0.62668 | 0.63718 | 43.86 | 10928.23 |
| 37 | 2022.10.19 20:00 | s/l | 11 | 0.10 | 0.62668 | 0.62668 | 0.63718 | -46.38 | 10881.85 |
| 38 | 2022.10.25 16:00 | sell | 12 | 0.10 | 0.63930 | 0.00000 | 0.00000 | ||
| 39 | 2022.10.25 16:00 | modify | 12 | 0.10 | 0.63930 | 0.64730 | 0.62430 | ||
| 40 | 2022.10.26 08:00 | s/l | 12 | 0.10 | 0.64730 | 0.64730 | 0.62430 | -79.84 | 10802.01 |
| 41 | 2022.10.26 08:00 | sell | 13 | 0.10 | 0.64702 | 0.00000 | 0.00000 | ||
| 42 | 2022.10.26 08:00 | modify | 13 | 0.10 | 0.64702 | 0.65502 | 0.63202 | ||
| 43 | 2022.11.03 08:00 | t/p | 13 | 0.10 | 0.63202 | 0.65502 | 0.63202 | 151.61 | 10953.63 |
| 44 | 2022.11.03 12:00 | buy | 14 | 0.10 | 0.62909 | 0.00000 | 0.00000 | ||
| 45 | 2022.11.03 12:00 | modify | 14 | 0.10 | 0.62909 | 0.62109 | 0.64409 | ||
| 46 | 2022.11.04 12:00 | buy | 15 | 0.10 | 0.63816 | 0.00000 | 0.00000 | ||
| 47 | 2022.11.04 12:00 | modify | 15 | 0.10 | 0.63816 | 0.63359 | 0.64409 | ||
| 48 | 2022.11.04 12:00 | modify | 14 | 0.10 | 0.62909 | 0.63359 | 0.64409 | ||
| 49 | 2022.11.04 16:00 | t/p | 14 | 0.10 | 0.64409 | 0.63359 | 0.64409 | 149.62 | 11103.25 |
| 50 | 2022.11.04 16:00 | t/p | 15 | 0.10 | 0.64409 | 0.63359 | 0.64409 | 59.30 | 11162.55 |
| 51 | 2022.11.04 16:00 | sell | 16 | 0.10 | 0.64339 | 0.00000 | 0.00000 | ||
| 52 | 2022.11.04 16:00 | modify | 16 | 0.10 | 0.64339 | 0.65139 | 0.62839 | ||
| 53 | 2022.11.08 16:00 | s/l | 16 | 0.10 | 0.65139 | 0.65139 | 0.62839 | -79.68 | 11082.87 |
| 54 | 2022.11.10 16:00 | sell | 17 | 0.10 | 0.65955 | 0.00000 | 0.00000 | ||
| 55 | 2022.11.10 16:00 | modify | 17 | 0.10 | 0.65955 | 0.66755 | 0.64455 | ||
| 56 | 2022.11.11 12:00 | s/l | 17 | 0.10 | 0.66755 | 0.66755 | 0.64455 | -79.84 | 11003.03 |
| 57 | 2022.12.13 16:00 | sell | 18 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
| 58 | 2022.12.13 16:00 | modify | 18 | 0.10 | 0.68768 | 0.69568 | 0.67268 | ||
| 59 | 2022.12.15 12:00 | sell | 19 | 0.10 | 0.67643 | 0.00000 | 0.00000 | ||
| 60 | 2022.12.15 12:00 | modify | 19 | 0.10 | 0.67643 | 0.68168 | 0.67268 | ||
| 61 | 2022.12.15 12:00 | modify | 18 | 0.10 | 0.68768 | 0.68168 | 0.67268 | ||
| 62 | 2022.12.15 16:00 | t/p | 18 | 0.10 | 0.67268 | 0.68168 | 0.67268 | 150.64 | 11153.68 |
| 63 | 2022.12.15 16:00 | t/p | 19 | 0.10 | 0.67268 | 0.68168 | 0.67268 | 37.50 | 11191.18 |
| 64 | 2023.01.03 12:00 | buy | 20 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
| 65 | 2023.01.03 12:00 | modify | 20 | 0.10 | 0.67006 | 0.66206 | 0.68506 | ||
| 66 | 2023.01.04 12:00 | t/p | 20 | 0.10 | 0.68506 | 0.66206 | 0.68506 | 149.62 | 11340.80 |
| 67 | 2023.01.09 04:00 | sell | 21 | 0.10 | 0.69139 | 0.00000 | 0.00000 | ||
| 68 | 2023.01.09 04:00 | modify | 21 | 0.10 | 0.69139 | 0.69939 | 0.67639 | ||
| 69 | 2023.01.13 12:00 | s/l | 21 | 0.10 | 0.69939 | 0.69939 | 0.67639 | -79.03 | 11261.76 |
| 70 | 2023.01.19 04:00 | buy | 22 | 0.10 | 0.69085 | 0.00000 | 0.00000 | ||
| 71 | 2023.01.19 04:00 | modify | 22 | 0.10 | 0.69085 | 0.68285 | 0.70585 | ||
| 72 | 2023.01.25 04:00 | t/p | 22 | 0.10 | 0.70585 | 0.68285 | 0.70585 | 148.48 | 11410.25 |
| 73 | 2023.02.03 16:00 | buy | 23 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
| 74 | 2023.02.03 16:00 | modify | 23 | 0.10 | 0.69781 | 0.68981 | 0.71281 | ||
| 75 | 2023.02.05 20:00 | s/l | 23 | 0.10 | 0.68981 | 0.68981 | 0.71281 | -80.00 | 11330.25 |
| 76 | 2023.03.07 16:00 | buy | 24 | 0.10 | 0.66089 | 0.00000 | 0.00000 | ||
| 77 | 2023.03.07 16:00 | modify | 24 | 0.10 | 0.66089 | 0.65289 | 0.67589 | ||
| 78 | 2023.03.13 08:00 | buy | 25 | 0.10 | 0.66766 | 0.00000 | 0.00000 | ||
| 79 | 2023.03.13 08:00 | modify | 25 | 0.10 | 0.66766 | 0.66239 | 0.67589 | ||
| 80 | 2023.03.13 08:00 | modify | 24 | 0.10 | 0.66089 | 0.66239 | 0.67589 | ||
| 81 | 2023.03.13 12:00 | s/l | 24 | 0.10 | 0.66239 | 0.66239 | 0.67589 | 12.73 | 11342.98 |
| 82 | 2023.03.13 12:00 | s/l | 25 | 0.10 | 0.66239 | 0.66239 | 0.67589 | -52.70 | 11290.28 |
| 83 | 2023.04.03 16:00 | sell | 26 | 0.10 | 0.67822 | 0.00000 | 0.00000 | ||
| 84 | 2023.04.03 16:00 | modify | 26 | 0.10 | 0.67822 | 0.68622 | 0.66322 | ||
| 85 | 2023.04.10 16:00 | t/p | 26 | 0.10 | 0.66322 | 0.68622 | 0.66322 | 151.13 | 11441.40 |