Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 34.27 | Gross profit | 1028.43 | Gross loss | -994.16 |
| Profit factor | 1.03 | Expected payoff | 1.32 | ||
| Absolute drawdown | 126.97 | Maximal drawdown | 501.04 (4.83%) | Relative drawdown | 4.83% (501.04) |
| Total trades | 26 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 11 (42.31%) | Loss trades (% of total) | 15 (57.69%) | ||
| Largest | profit trade | 141.77 | loss trade | -73.41 | |
| Average | profit trade | 93.49 | loss trade | -66.28 | |
| Maximum | consecutive wins (profit in money) | 4 (421.62) | consecutive losses (loss in money) | 4 (-283.41) | |
| Maximal | consecutive profit (count of wins) | 421.62 (4) | consecutive loss (count of losses) | -283.41 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 16:00 | buy | 1 | 0.10 | 0.67913 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.01 16:00 | modify | 1 | 0.10 | 0.67913 | 0.67213 | 0.69313 | ||
| 3 | 2022.07.08 00:00 | buy | 2 | 0.10 | 0.68502 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.08 00:00 | modify | 2 | 0.10 | 0.68502 | 0.67983 | 0.69313 | ||
| 5 | 2022.07.08 00:00 | modify | 1 | 0.10 | 0.67913 | 0.67983 | 0.69313 | ||
| 6 | 2022.07.08 16:00 | s/l | 1 | 0.10 | 0.67983 | 0.67983 | 0.69313 | 4.35 | 10004.35 |
| 7 | 2022.07.08 16:00 | s/l | 2 | 0.10 | 0.67983 | 0.67983 | 0.69313 | -51.90 | 9952.45 |
| 8 | 2022.08.02 12:00 | buy | 3 | 0.10 | 0.69379 | 0.00000 | 0.00000 | ||
| 9 | 2022.08.02 12:00 | modify | 3 | 0.10 | 0.69379 | 0.68679 | 0.70779 | ||
| 10 | 2022.08.10 16:00 | t/p | 3 | 0.10 | 0.70779 | 0.68679 | 0.70779 | 136.97 | 10089.42 |
| 11 | 2022.08.10 20:00 | sell | 4 | 0.10 | 0.70801 | 0.00000 | 0.00000 | ||
| 12 | 2022.08.10 20:00 | modify | 4 | 0.10 | 0.70801 | 0.71501 | 0.69401 | ||
| 13 | 2022.08.15 20:00 | sell | 5 | 0.10 | 0.70229 | 0.00000 | 0.00000 | ||
| 14 | 2022.08.15 20:00 | modify | 5 | 0.10 | 0.70229 | 0.70731 | 0.69401 | ||
| 15 | 2022.08.15 20:00 | modify | 4 | 0.10 | 0.70801 | 0.70731 | 0.69401 | ||
| 16 | 2022.08.17 04:00 | sell | 6 | 0.10 | 0.70005 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.17 04:00 | modify | 6 | 0.10 | 0.70005 | 0.70451 | 0.69401 | ||
| 18 | 2022.08.17 04:00 | modify | 5 | 0.10 | 0.70229 | 0.70451 | 0.69401 | ||
| 19 | 2022.08.17 04:00 | modify | 4 | 0.10 | 0.70801 | 0.70451 | 0.69401 | ||
| 20 | 2022.08.17 12:00 | t/p | 4 | 0.10 | 0.69401 | 0.70451 | 0.69401 | 141.13 | 10230.55 |
| 21 | 2022.08.17 12:00 | t/p | 5 | 0.10 | 0.69401 | 0.70451 | 0.69401 | 83.12 | 10313.67 |
| 22 | 2022.08.17 12:00 | t/p | 6 | 0.10 | 0.69401 | 0.70451 | 0.69401 | 60.40 | 10374.07 |
| 23 | 2022.09.21 12:00 | buy | 7 | 0.10 | 0.66744 | 0.00000 | 0.00000 | ||
| 24 | 2022.09.21 12:00 | modify | 7 | 0.10 | 0.66744 | 0.66044 | 0.68144 | ||
| 25 | 2022.09.22 04:00 | s/l | 7 | 0.10 | 0.66044 | 0.66044 | 0.68144 | -71.14 | 10302.93 |
| 26 | 2022.09.25 20:00 | buy | 8 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
| 27 | 2022.09.25 20:00 | modify | 8 | 0.10 | 0.65171 | 0.64471 | 0.66571 | ||
| 28 | 2022.09.26 20:00 | s/l | 8 | 0.10 | 0.64471 | 0.64471 | 0.66571 | -70.38 | 10232.55 |
| 29 | 2022.10.10 12:00 | buy | 9 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
| 30 | 2022.10.10 12:00 | modify | 9 | 0.10 | 0.63168 | 0.62468 | 0.64568 | ||
| 31 | 2022.10.11 08:00 | s/l | 9 | 0.10 | 0.62468 | 0.62468 | 0.64568 | -70.38 | 10162.18 |
| 32 | 2022.10.11 08:00 | buy | 10 | 0.10 | 0.62664 | 0.00000 | 0.00000 | ||
| 33 | 2022.10.11 08:00 | modify | 10 | 0.10 | 0.62664 | 0.61964 | 0.64064 | ||
| 34 | 2022.10.13 16:00 | s/l | 10 | 0.10 | 0.61964 | 0.61964 | 0.64064 | -71.52 | 10090.66 |
| 35 | 2022.10.26 20:00 | sell | 11 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
| 36 | 2022.10.26 20:00 | modify | 11 | 0.10 | 0.64896 | 0.65596 | 0.63496 | ||
| 37 | 2022.10.31 08:00 | sell | 12 | 0.10 | 0.64102 | 0.00000 | 0.00000 | ||
| 38 | 2022.10.31 08:00 | modify | 12 | 0.10 | 0.64102 | 0.64546 | 0.63496 | ||
| 39 | 2022.10.31 08:00 | modify | 11 | 0.10 | 0.64896 | 0.64546 | 0.63496 | ||
| 40 | 2022.11.01 12:00 | s/l | 11 | 0.10 | 0.64546 | 0.64546 | 0.63496 | 35.97 | 10126.63 |
| 41 | 2022.11.01 12:00 | s/l | 12 | 0.10 | 0.64546 | 0.64546 | 0.63496 | -44.24 | 10082.39 |
| 42 | 2022.11.06 20:00 | sell | 13 | 0.10 | 0.64140 | 0.00000 | 0.00000 | ||
| 43 | 2022.11.06 20:00 | modify | 13 | 0.10 | 0.64140 | 0.64840 | 0.62740 | ||
| 44 | 2022.11.07 16:00 | s/l | 13 | 0.10 | 0.64840 | 0.64840 | 0.62740 | -69.84 | 10012.55 |
| 45 | 2022.11.10 20:00 | sell | 14 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
| 46 | 2022.11.10 20:00 | modify | 14 | 0.10 | 0.65913 | 0.66613 | 0.64513 | ||
| 47 | 2022.11.11 08:00 | s/l | 14 | 0.10 | 0.66613 | 0.66613 | 0.64513 | -69.84 | 9942.71 |
| 48 | 2022.11.13 20:00 | sell | 15 | 0.10 | 0.66994 | 0.00000 | 0.00000 | ||
| 49 | 2022.11.13 20:00 | modify | 15 | 0.10 | 0.66994 | 0.67694 | 0.65594 | ||
| 50 | 2022.11.15 12:00 | s/l | 15 | 0.10 | 0.67694 | 0.67694 | 0.65594 | -69.68 | 9873.03 |
| 51 | 2022.11.21 20:00 | buy | 16 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
| 52 | 2022.11.21 20:00 | modify | 16 | 0.10 | 0.66006 | 0.65306 | 0.67406 | ||
| 53 | 2022.11.24 00:00 | t/p | 16 | 0.10 | 0.67406 | 0.65306 | 0.67406 | 138.11 | 10011.14 |
| 54 | 2023.01.18 12:00 | sell | 17 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
| 55 | 2023.01.18 12:00 | modify | 17 | 0.10 | 0.70178 | 0.70878 | 0.68778 | ||
| 56 | 2023.01.19 12:00 | t/p | 17 | 0.10 | 0.68778 | 0.70878 | 0.68778 | 140.48 | 10151.62 |
| 57 | 2023.01.25 08:00 | sell | 18 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
| 58 | 2023.01.25 08:00 | modify | 18 | 0.10 | 0.70986 | 0.71686 | 0.69586 | ||
| 59 | 2023.02.03 16:00 | t/p | 18 | 0.10 | 0.69586 | 0.71686 | 0.69586 | 141.77 | 10293.40 |
| 60 | 2023.02.24 20:00 | buy | 19 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
| 61 | 2023.02.24 20:00 | modify | 19 | 0.10 | 0.67288 | 0.66588 | 0.68688 | ||
| 62 | 2023.03.07 16:00 | s/l | 19 | 0.10 | 0.66588 | 0.66588 | 0.68688 | -73.41 | 10219.99 |
| 63 | 2023.05.02 12:00 | sell | 20 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
| 64 | 2023.05.02 12:00 | modify | 20 | 0.10 | 0.67005 | 0.67705 | 0.65605 | ||
| 65 | 2023.05.04 00:00 | sell | 21 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
| 66 | 2023.05.04 00:00 | modify | 21 | 0.10 | 0.66415 | 0.66935 | 0.65605 | ||
| 67 | 2023.05.04 00:00 | modify | 20 | 0.10 | 0.67005 | 0.66935 | 0.65605 | ||
| 68 | 2023.05.04 04:00 | s/l | 20 | 0.10 | 0.66935 | 0.66935 | 0.65605 | 7.64 | 10227.63 |
| 69 | 2023.05.04 04:00 | s/l | 21 | 0.10 | 0.66935 | 0.66935 | 0.65605 | -52.00 | 10175.63 |
| 70 | 2023.05.05 08:00 | sell | 22 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
| 71 | 2023.05.05 08:00 | modify | 22 | 0.10 | 0.67310 | 0.68010 | 0.65910 | ||
| 72 | 2023.05.08 16:00 | s/l | 22 | 0.10 | 0.68010 | 0.68010 | 0.65910 | -69.84 | 10105.79 |
| 73 | 2023.05.31 12:00 | buy | 23 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
| 74 | 2023.05.31 12:00 | modify | 23 | 0.10 | 0.64795 | 0.64095 | 0.66195 | ||
| 75 | 2023.06.02 12:00 | t/p | 23 | 0.10 | 0.66195 | 0.64095 | 0.66195 | 138.48 | 10244.28 |
| 76 | 2023.06.06 12:00 | sell | 24 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
| 77 | 2023.06.06 12:00 | modify | 24 | 0.10 | 0.66617 | 0.67317 | 0.65217 | ||
| 78 | 2023.06.09 12:00 | s/l | 24 | 0.10 | 0.67317 | 0.67317 | 0.65217 | -69.19 | 10175.08 |
| 79 | 2023.06.09 20:00 | sell | 25 | 0.10 | 0.67389 | 0.00000 | 0.00000 | ||
| 80 | 2023.06.09 20:00 | modify | 25 | 0.10 | 0.67389 | 0.68089 | 0.65989 | ||
| 81 | 2023.06.13 16:00 | s/l | 25 | 0.10 | 0.68089 | 0.68089 | 0.65989 | -69.68 | 10105.41 |
| 82 | 2023.06.23 16:00 | buy | 26 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
| 83 | 2023.06.23 16:00 | modify | 26 | 0.10 | 0.66887 | 0.66187 | 0.68287 | ||
| 84 | 2023.06.28 04:00 | s/l | 26 | 0.10 | 0.66187 | 0.66187 | 0.68287 | -71.14 | 10034.27 |