Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1076.88 | Gross profit | 1198.92 | Gross loss | -122.04 |
| Profit factor | 9.82 | Expected payoff | 56.68 | ||
| Absolute drawdown | 77.65 | Maximal drawdown | 127.00 (1.20%) | Relative drawdown | 1.20% (127.00) |
| Total trades | 19 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 120.76 | loss trade | -50.31 | |
| Average | profit trade | 79.93 | loss trade | -30.51 | |
| Maximum | consecutive wins (profit in money) | 7 (632.58) | consecutive losses (loss in money) | 1 (-50.31) | |
| Maximal | consecutive profit (count of wins) | 632.58 (7) | consecutive loss (count of losses) | -50.31 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.01 14:00 | buy | 1 | 0.10 | 0.66197 | 0.00000 | 0.00000 | ||
| 2 | 2023.08.01 14:00 | modify | 1 | 0.10 | 0.66197 | 0.65697 | 0.67397 | ||
| 3 | 2023.08.02 07:00 | s/l | 1 | 0.10 | 0.65697 | 0.65697 | 0.67397 | -50.31 | 9949.69 |
| 4 | 2023.08.02 16:00 | buy | 2 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
| 5 | 2023.08.02 16:00 | modify | 2 | 0.10 | 0.65437 | 0.64937 | 0.66637 | ||
| 6 | 2023.08.04 01:00 | buy | 3 | 0.10 | 0.65739 | 0.00000 | 0.00000 | ||
| 7 | 2023.08.04 01:00 | modify | 3 | 0.10 | 0.65739 | 0.65497 | 0.66637 | ||
| 8 | 2023.08.04 01:00 | modify | 2 | 0.10 | 0.65437 | 0.65497 | 0.66637 | ||
| 9 | 2023.08.04 11:00 | s/l | 2 | 0.10 | 0.65497 | 0.65497 | 0.66637 | 4.75 | 9954.44 |
| 10 | 2023.08.04 11:00 | s/l | 3 | 0.10 | 0.65497 | 0.65497 | 0.66637 | -24.20 | 9930.24 |
| 11 | 2023.08.10 14:00 | sell | 4 | 0.10 | 0.65838 | 0.00000 | 0.00000 | ||
| 12 | 2023.08.10 14:00 | modify | 4 | 0.10 | 0.65838 | 0.66338 | 0.64638 | ||
| 13 | 2023.08.14 03:00 | t/p | 4 | 0.10 | 0.64638 | 0.66338 | 0.64638 | 120.22 | 10050.46 |
| 14 | 2023.09.20 15:00 | sell | 5 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
| 15 | 2023.09.20 15:00 | modify | 5 | 0.10 | 0.64964 | 0.65464 | 0.63764 | ||
| 16 | 2023.09.27 07:00 | t/p | 5 | 0.10 | 0.63764 | 0.65464 | 0.63764 | 120.76 | 10171.21 |
| 17 | 2023.09.29 04:00 | sell | 6 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
| 18 | 2023.09.29 04:00 | modify | 6 | 0.10 | 0.64567 | 0.65067 | 0.63367 | ||
| 19 | 2023.09.29 18:00 | sell | 7 | 0.10 | 0.64264 | 0.00000 | 0.00000 | ||
| 20 | 2023.09.29 18:00 | modify | 7 | 0.10 | 0.64264 | 0.64507 | 0.63367 | ||
| 21 | 2023.09.29 18:00 | modify | 6 | 0.10 | 0.64567 | 0.64507 | 0.63367 | ||
| 22 | 2023.10.02 13:00 | sell | 8 | 0.10 | 0.63893 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.02 13:00 | modify | 8 | 0.10 | 0.63893 | 0.64207 | 0.63367 | ||
| 24 | 2023.10.02 13:00 | sell | 9 | 0.10 | 0.63893 | 0.00000 | 0.00000 | ||
| 25 | 2023.10.02 13:00 | modify | 9 | 0.10 | 0.63893 | 0.64147 | 0.63367 | ||
| 26 | 2023.10.02 13:00 | modify | 7 | 0.10 | 0.64264 | 0.64147 | 0.63367 | ||
| 27 | 2023.10.02 13:00 | modify | 6 | 0.10 | 0.64567 | 0.64147 | 0.63367 | ||
| 28 | 2023.10.02 14:00 | modify | 8 | 0.10 | 0.63893 | 0.64147 | 0.63367 | ||
| 29 | 2023.10.03 05:00 | t/p | 6 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 120.22 | 10291.43 |
| 30 | 2023.10.03 05:00 | t/p | 7 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 89.92 | 10381.35 |
| 31 | 2023.10.03 05:00 | t/p | 8 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 52.71 | 10434.06 |
| 32 | 2023.10.03 05:00 | t/p | 9 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 52.71 | 10486.76 |
| 33 | 2024.02.08 15:00 | buy | 10 | 0.10 | 0.64892 | 0.00000 | 0.00000 | ||
| 34 | 2024.02.08 15:00 | modify | 10 | 0.10 | 0.64892 | 0.64392 | 0.66092 | ||
| 35 | 2024.02.09 18:00 | buy | 11 | 0.10 | 0.65211 | 0.00000 | 0.00000 | ||
| 36 | 2024.02.09 18:00 | modify | 11 | 0.10 | 0.65211 | 0.64952 | 0.66092 | ||
| 37 | 2024.02.09 18:00 | modify | 10 | 0.10 | 0.64892 | 0.64952 | 0.66092 | ||
| 38 | 2024.02.13 14:00 | s/l | 10 | 0.10 | 0.64952 | 0.64952 | 0.66092 | 5.06 | 10491.83 |
| 39 | 2024.02.13 14:00 | s/l | 11 | 0.10 | 0.64952 | 0.64952 | 0.66092 | -26.52 | 10465.30 |
| 40 | 2024.02.28 08:00 | buy | 12 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 41 | 2024.02.28 08:00 | modify | 12 | 0.10 | 0.65111 | 0.64611 | 0.66311 | ||
| 42 | 2024.03.06 14:00 | buy | 13 | 0.10 | 0.65431 | 0.00000 | 0.00000 | ||
| 43 | 2024.03.06 14:00 | modify | 13 | 0.10 | 0.65431 | 0.65171 | 0.66311 | ||
| 44 | 2024.03.06 14:00 | modify | 12 | 0.10 | 0.65111 | 0.65171 | 0.66311 | ||
| 45 | 2024.03.06 17:00 | buy | 14 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 46 | 2024.03.06 17:00 | modify | 14 | 0.10 | 0.65786 | 0.65471 | 0.66311 | ||
| 47 | 2024.03.06 17:00 | buy | 15 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 48 | 2024.03.06 17:00 | modify | 15 | 0.10 | 0.65786 | 0.65531 | 0.66311 | ||
| 49 | 2024.03.06 17:00 | modify | 13 | 0.10 | 0.65431 | 0.65531 | 0.66311 | ||
| 50 | 2024.03.06 17:00 | modify | 12 | 0.10 | 0.65111 | 0.65531 | 0.66311 | ||
| 51 | 2024.03.06 18:00 | modify | 14 | 0.10 | 0.65786 | 0.65531 | 0.66311 | ||
| 52 | 2024.03.08 06:00 | t/p | 12 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 116.57 | 10581.87 |
| 53 | 2024.03.08 06:00 | t/p | 13 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 86.75 | 10668.63 |
| 54 | 2024.03.08 06:00 | t/p | 14 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 51.25 | 10719.88 |
| 55 | 2024.03.08 06:00 | t/p | 15 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 51.25 | 10771.13 |
| 56 | 2024.03.21 06:00 | sell | 16 | 0.10 | 0.66231 | 0.00000 | 0.00000 | ||
| 57 | 2024.03.21 06:00 | modify | 16 | 0.10 | 0.66231 | 0.66731 | 0.65031 | ||
| 58 | 2024.03.28 09:00 | t/p | 16 | 0.10 | 0.65031 | 0.66731 | 0.65031 | 120.76 | 10891.89 |
| 59 | 2024.04.01 18:00 | buy | 17 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
| 60 | 2024.04.01 18:00 | modify | 17 | 0.10 | 0.64871 | 0.64371 | 0.66071 | ||
| 61 | 2024.04.02 20:00 | buy | 18 | 0.10 | 0.65183 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.02 20:00 | modify | 18 | 0.10 | 0.65183 | 0.64931 | 0.66071 | ||
| 63 | 2024.04.02 20:00 | modify | 17 | 0.10 | 0.64871 | 0.64931 | 0.66071 | ||
| 64 | 2024.04.04 11:00 | t/p | 17 | 0.10 | 0.66071 | 0.64931 | 0.66071 | 118.44 | 11010.33 |
| 65 | 2024.04.04 11:00 | t/p | 18 | 0.10 | 0.66071 | 0.64931 | 0.66071 | 87.55 | 11097.88 |
| 66 | 2024.04.30 15:00 | buy | 19 | 0.10 | 0.64953 | 0.00000 | 0.00000 | ||
| 67 | 2024.04.30 15:00 | modify | 19 | 0.10 | 0.64953 | 0.64453 | 0.66153 | ||
| 68 | 2024.04.30 23:59 | close at stop | 19 | 0.10 | 0.64743 | 0.64453 | 0.66153 | -21.00 | 11076.88 |