Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 132.79 | Gross profit | 1408.99 | Gross loss | -1276.21 |
| Profit factor | 1.10 | Expected payoff | 4.43 | ||
| Absolute drawdown | 93.41 | Maximal drawdown | 482.62 (4.58%) | Relative drawdown | 4.58% (482.62) |
| Total trades | 30 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 15 (50.00%) | Loss trades (% of total) | 15 (50.00%) | ||
| Largest | profit trade | 151.95 | loss trade | -148.73 | |
| Average | profit trade | 93.93 | loss trade | -85.08 | |
| Maximum | consecutive wins (profit in money) | 5 (473.95) | consecutive losses (loss in money) | 3 (-216.30) | |
| Maximal | consecutive profit (count of wins) | 473.95 (5) | consecutive loss (count of losses) | -281.85 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 12:00 | buy | 1 | 0.10 | 0.66656 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.07 12:00 | modify | 1 | 0.10 | 0.66656 | 0.65256 | 0.68156 | ||
| 3 | 2023.04.13 20:00 | buy | 2 | 0.10 | 0.67886 | 0.00000 | 0.00000 | ||
| 4 | 2023.04.13 20:00 | modify | 2 | 0.10 | 0.67886 | 0.67181 | 0.68156 | ||
| 5 | 2023.04.13 20:00 | modify | 1 | 0.10 | 0.66656 | 0.67181 | 0.68156 | ||
| 6 | 2023.04.14 16:00 | s/l | 1 | 0.10 | 0.67181 | 0.67181 | 0.68156 | 40.02 | 10040.02 |
| 7 | 2023.04.14 16:00 | s/l | 2 | 0.10 | 0.67181 | 0.67181 | 0.68156 | -70.81 | 9969.21 |
| 8 | 2023.04.25 16:00 | buy | 3 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
| 9 | 2023.04.25 16:00 | modify | 3 | 0.10 | 0.66280 | 0.64880 | 0.67780 | ||
| 10 | 2023.05.02 08:00 | buy | 4 | 0.10 | 0.67040 | 0.00000 | 0.00000 | ||
| 11 | 2023.05.02 08:00 | modify | 4 | 0.10 | 0.67040 | 0.66355 | 0.67780 | ||
| 12 | 2023.05.02 08:00 | buy | 5 | 0.10 | 0.67040 | 0.00000 | 0.00000 | ||
| 13 | 2023.05.02 08:00 | modify | 5 | 0.10 | 0.67040 | 0.66730 | 0.67780 | ||
| 14 | 2023.05.02 08:00 | modify | 3 | 0.10 | 0.66280 | 0.66730 | 0.67780 | ||
| 15 | 2023.05.02 12:00 | modify | 4 | 0.10 | 0.67040 | 0.66730 | 0.67780 | ||
| 16 | 2023.05.02 16:00 | s/l | 3 | 0.10 | 0.66730 | 0.66730 | 0.67780 | 42.82 | 10012.03 |
| 17 | 2023.05.02 16:00 | s/l | 4 | 0.10 | 0.66730 | 0.66730 | 0.67780 | -31.00 | 9981.03 |
| 18 | 2023.05.02 16:00 | s/l | 5 | 0.10 | 0.66730 | 0.66730 | 0.67780 | -31.00 | 9950.03 |
| 19 | 2023.05.08 04:00 | sell | 6 | 0.10 | 0.67688 | 0.00000 | 0.00000 | ||
| 20 | 2023.05.08 04:00 | modify | 6 | 0.10 | 0.67688 | 0.69088 | 0.66188 | ||
| 21 | 2023.05.11 16:00 | sell | 7 | 0.10 | 0.66923 | 0.00000 | 0.00000 | ||
| 22 | 2023.05.11 16:00 | modify | 7 | 0.10 | 0.66923 | 0.67613 | 0.66188 | ||
| 23 | 2023.05.11 16:00 | sell | 8 | 0.10 | 0.66923 | 0.00000 | 0.00000 | ||
| 24 | 2023.05.11 16:00 | modify | 8 | 0.10 | 0.66923 | 0.67238 | 0.66188 | ||
| 25 | 2023.05.11 16:00 | modify | 6 | 0.10 | 0.67688 | 0.67238 | 0.66188 | ||
| 26 | 2023.05.11 20:00 | modify | 7 | 0.10 | 0.66923 | 0.67238 | 0.66188 | ||
| 27 | 2023.05.12 16:00 | sell | 9 | 0.10 | 0.66479 | 0.00000 | 0.00000 | ||
| 28 | 2023.05.12 16:00 | modify | 9 | 0.10 | 0.66479 | 0.67163 | 0.66188 | ||
| 29 | 2023.05.12 16:00 | modify | 8 | 0.10 | 0.66923 | 0.67163 | 0.66188 | ||
| 30 | 2023.05.12 16:00 | modify | 7 | 0.10 | 0.66923 | 0.67163 | 0.66188 | ||
| 31 | 2023.05.12 16:00 | modify | 6 | 0.10 | 0.67688 | 0.67163 | 0.66188 | ||
| 32 | 2023.05.18 16:00 | t/p | 6 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 151.30 | 10101.33 |
| 33 | 2023.05.18 16:00 | t/p | 7 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 74.26 | 10175.58 |
| 34 | 2023.05.18 16:00 | t/p | 8 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 74.26 | 10249.84 |
| 35 | 2023.05.18 16:00 | t/p | 9 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 29.75 | 10279.59 |
| 36 | 2023.05.24 08:00 | buy | 10 | 0.10 | 0.65730 | 0.00000 | 0.00000 | ||
| 37 | 2023.05.24 08:00 | modify | 10 | 0.10 | 0.65730 | 0.64330 | 0.67230 | ||
| 38 | 2023.06.09 08:00 | t/p | 10 | 0.10 | 0.67230 | 0.64330 | 0.67230 | 144.39 | 10423.98 |
| 39 | 2023.06.12 08:00 | sell | 11 | 0.10 | 0.67615 | 0.00000 | 0.00000 | ||
| 40 | 2023.06.12 08:00 | modify | 11 | 0.10 | 0.67615 | 0.69015 | 0.66115 | ||
| 41 | 2023.06.16 08:00 | s/l | 11 | 0.10 | 0.69015 | 0.69015 | 0.66115 | -139.35 | 10284.63 |
| 42 | 2023.06.20 12:00 | buy | 12 | 0.10 | 0.67872 | 0.00000 | 0.00000 | ||
| 43 | 2023.06.20 12:00 | modify | 12 | 0.10 | 0.67872 | 0.66472 | 0.69372 | ||
| 44 | 2023.06.28 04:00 | s/l | 12 | 0.10 | 0.66472 | 0.66472 | 0.69372 | -142.50 | 10142.13 |
| 45 | 2023.06.28 12:00 | buy | 13 | 0.10 | 0.66260 | 0.00000 | 0.00000 | ||
| 46 | 2023.06.28 12:00 | modify | 13 | 0.10 | 0.66260 | 0.64860 | 0.67760 | ||
| 47 | 2023.07.12 16:00 | t/p | 13 | 0.10 | 0.67760 | 0.64860 | 0.67760 | 145.63 | 10287.76 |
| 48 | 2023.07.12 16:00 | sell | 14 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
| 49 | 2023.07.12 16:00 | modify | 14 | 0.10 | 0.67813 | 0.69213 | 0.66313 | ||
| 50 | 2023.07.28 08:00 | t/p | 14 | 0.10 | 0.66313 | 0.69213 | 0.66313 | 151.95 | 10439.71 |
| 51 | 2023.07.28 08:00 | buy | 15 | 0.10 | 0.66305 | 0.00000 | 0.00000 | ||
| 52 | 2023.07.28 08:00 | modify | 15 | 0.10 | 0.66305 | 0.64905 | 0.67805 | ||
| 53 | 2023.08.11 16:00 | s/l | 15 | 0.10 | 0.64905 | 0.64905 | 0.67805 | -144.37 | 10295.35 |
| 54 | 2023.08.17 04:00 | buy | 16 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
| 55 | 2023.08.17 04:00 | modify | 16 | 0.10 | 0.63847 | 0.62447 | 0.65347 | ||
| 56 | 2023.08.29 16:00 | buy | 17 | 0.10 | 0.64613 | 0.00000 | 0.00000 | ||
| 57 | 2023.08.29 16:00 | modify | 17 | 0.10 | 0.64613 | 0.63922 | 0.65347 | ||
| 58 | 2023.08.29 16:00 | buy | 18 | 0.10 | 0.64613 | 0.00000 | 0.00000 | ||
| 59 | 2023.08.29 16:00 | modify | 18 | 0.10 | 0.64613 | 0.64297 | 0.65347 | ||
| 60 | 2023.08.29 16:00 | modify | 16 | 0.10 | 0.63847 | 0.64297 | 0.65347 | ||
| 61 | 2023.08.29 20:00 | modify | 17 | 0.10 | 0.64613 | 0.64297 | 0.65347 | ||
| 62 | 2023.09.05 04:00 | s/l | 16 | 0.10 | 0.64297 | 0.64297 | 0.65347 | 39.70 | 10335.04 |
| 63 | 2023.09.05 04:00 | s/l | 17 | 0.10 | 0.64297 | 0.64297 | 0.65347 | -33.78 | 10301.26 |
| 64 | 2023.09.05 04:00 | s/l | 18 | 0.10 | 0.64297 | 0.64297 | 0.65347 | -33.78 | 10267.48 |
| 65 | 2023.09.05 04:00 | buy | 19 | 0.10 | 0.64286 | 0.00000 | 0.00000 | ||
| 66 | 2023.09.05 04:00 | modify | 19 | 0.10 | 0.64286 | 0.62886 | 0.65786 | ||
| 67 | 2023.10.03 16:00 | s/l | 19 | 0.10 | 0.62886 | 0.62886 | 0.65786 | -148.73 | 10118.74 |
| 68 | 2023.10.12 16:00 | buy | 20 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
| 69 | 2023.10.12 16:00 | modify | 20 | 0.10 | 0.63360 | 0.61960 | 0.64860 | ||
| 70 | 2023.11.03 16:00 | t/p | 20 | 0.10 | 0.64860 | 0.61960 | 0.64860 | 143.14 | 10261.88 |
| 71 | 2023.11.03 16:00 | sell | 21 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 72 | 2023.11.03 16:00 | modify | 21 | 0.10 | 0.65032 | 0.66432 | 0.63532 | ||
| 73 | 2023.11.10 12:00 | t/p | 21 | 0.10 | 0.63532 | 0.66432 | 0.63532 | 150.76 | 10412.64 |
| 74 | 2023.11.14 16:00 | sell | 22 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.14 16:00 | modify | 22 | 0.10 | 0.64793 | 0.66193 | 0.63293 | ||
| 76 | 2023.11.28 04:00 | s/l | 22 | 0.10 | 0.66193 | 0.66193 | 0.63293 | -138.49 | 10274.15 |
| 77 | 2023.11.28 04:00 | sell | 23 | 0.10 | 0.66187 | 0.00000 | 0.00000 | ||
| 78 | 2023.11.28 04:00 | modify | 23 | 0.10 | 0.66187 | 0.67587 | 0.64687 | ||
| 79 | 2023.12.19 16:00 | s/l | 23 | 0.10 | 0.67587 | 0.67587 | 0.64687 | -137.73 | 10136.43 |
| 80 | 2023.12.27 16:00 | sell | 24 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
| 81 | 2023.12.27 16:00 | modify | 24 | 0.10 | 0.68496 | 0.69896 | 0.66996 | ||
| 82 | 2024.01.03 12:00 | sell | 25 | 0.10 | 0.67289 | 0.00000 | 0.00000 | ||
| 83 | 2024.01.03 12:00 | modify | 25 | 0.10 | 0.67289 | 0.67971 | 0.66996 | ||
| 84 | 2024.01.03 12:00 | modify | 24 | 0.10 | 0.68496 | 0.67971 | 0.66996 | ||
| 85 | 2024.01.04 16:00 | t/p | 24 | 0.10 | 0.66996 | 0.67971 | 0.66996 | 151.08 | 10287.51 |
| 86 | 2024.01.04 16:00 | t/p | 25 | 0.10 | 0.66996 | 0.67971 | 0.66996 | 29.62 | 10317.13 |
| 87 | 2024.01.05 12:00 | buy | 26 | 0.10 | 0.66832 | 0.00000 | 0.00000 | ||
| 88 | 2024.01.05 12:00 | modify | 26 | 0.10 | 0.66832 | 0.65432 | 0.68332 | ||
| 89 | 2024.01.17 12:00 | s/l | 26 | 0.10 | 0.65432 | 0.65432 | 0.68332 | -143.12 | 10174.01 |
| 90 | 2024.02.13 16:00 | buy | 27 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 91 | 2024.02.13 16:00 | modify | 27 | 0.10 | 0.64627 | 0.63227 | 0.66127 | ||
| 92 | 2024.02.19 00:00 | buy | 28 | 0.10 | 0.65395 | 0.00000 | 0.00000 | ||
| 93 | 2024.02.19 00:00 | modify | 28 | 0.10 | 0.65395 | 0.64702 | 0.66127 | ||
| 94 | 2024.02.19 00:00 | buy | 29 | 0.10 | 0.65395 | 0.00000 | 0.00000 | ||
| 95 | 2024.02.19 00:00 | modify | 29 | 0.10 | 0.65395 | 0.65077 | 0.66127 | ||
| 96 | 2024.02.19 00:00 | modify | 27 | 0.10 | 0.64627 | 0.65077 | 0.66127 | ||
| 97 | 2024.02.19 04:00 | modify | 28 | 0.10 | 0.65395 | 0.65077 | 0.66127 | ||
| 98 | 2024.02.28 08:00 | s/l | 27 | 0.10 | 0.65077 | 0.65077 | 0.66127 | 40.32 | 10214.34 |
| 99 | 2024.02.28 08:00 | s/l | 28 | 0.10 | 0.65077 | 0.65077 | 0.66127 | -34.61 | 10179.73 |
| 100 | 2024.02.28 08:00 | s/l | 29 | 0.10 | 0.65077 | 0.65077 | 0.66127 | -34.61 | 10145.12 |
| 101 | 2024.02.28 08:00 | buy | 30 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 102 | 2024.02.28 08:00 | modify | 30 | 0.10 | 0.65111 | 0.63711 | 0.66611 | ||
| 103 | 2024.02.29 23:59 | close at stop | 30 | 0.10 | 0.64997 | 0.63711 | 0.66611 | -12.34 | 10132.79 |