Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 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=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=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 757.71 | Gross profit | 1655.22 | Gross loss | -897.51 |
| Profit factor | 1.84 | Expected payoff | 23.68 | ||
| Absolute drawdown | 82.56 | Maximal drawdown | 327.70 (3.12%) | Relative drawdown | 3.12% (327.70) |
| Total trades | 32 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 19 (59.38%) | Loss trades (% of total) | 13 (40.62%) | ||
| Largest | profit trade | 132.38 | loss trade | -105.61 | |
| Average | profit trade | 87.12 | loss trade | -69.04 | |
| Maximum | consecutive wins (profit in money) | 6 (496.36) | consecutive losses (loss in money) | 3 (-154.13) | |
| Maximal | consecutive profit (count of wins) | 496.36 (6) | consecutive loss (count of losses) | -205.61 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 12:00 | sell | 1 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.02 12:00 | modify | 1 | 0.10 | 0.67005 | 0.68005 | 0.65705 | ||
| 3 | 2023.05.04 00:00 | sell | 2 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
| 4 | 2023.05.04 00:00 | modify | 2 | 0.10 | 0.66415 | 0.66680 | 0.65705 | ||
| 5 | 2023.05.04 00:00 | sell | 3 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
| 6 | 2023.05.04 00:00 | modify | 3 | 0.10 | 0.66415 | 0.66680 | 0.65705 | ||
| 7 | 2023.05.04 00:00 | modify | 1 | 0.10 | 0.67005 | 0.66680 | 0.65705 | ||
| 8 | 2023.05.04 04:00 | s/l | 1 | 0.10 | 0.66680 | 0.66680 | 0.65705 | 32.93 | 10032.93 |
| 9 | 2023.05.04 04:00 | s/l | 2 | 0.10 | 0.66680 | 0.66680 | 0.65705 | -26.50 | 10006.43 |
| 10 | 2023.05.04 04:00 | s/l | 3 | 0.10 | 0.66680 | 0.66680 | 0.65705 | -26.50 | 9979.93 |
| 11 | 2023.05.05 08:00 | sell | 4 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
| 12 | 2023.05.05 08:00 | modify | 4 | 0.10 | 0.67310 | 0.68310 | 0.66010 | ||
| 13 | 2023.05.16 12:00 | sell | 5 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
| 14 | 2023.05.16 12:00 | modify | 5 | 0.10 | 0.66721 | 0.66985 | 0.66010 | ||
| 15 | 2023.05.16 12:00 | sell | 6 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
| 16 | 2023.05.16 12:00 | modify | 6 | 0.10 | 0.66721 | 0.66985 | 0.66010 | ||
| 17 | 2023.05.16 12:00 | modify | 4 | 0.10 | 0.67310 | 0.66985 | 0.66010 | ||
| 18 | 2023.05.22 08:00 | sell | 7 | 0.10 | 0.66333 | 0.00000 | 0.00000 | ||
| 19 | 2023.05.22 08:00 | modify | 7 | 0.10 | 0.66333 | 0.66725 | 0.66010 | ||
| 20 | 2023.05.22 08:00 | modify | 6 | 0.10 | 0.66721 | 0.66725 | 0.66010 | ||
| 21 | 2023.05.22 08:00 | modify | 5 | 0.10 | 0.66721 | 0.66725 | 0.66010 | ||
| 22 | 2023.05.22 08:00 | modify | 4 | 0.10 | 0.67310 | 0.66725 | 0.66010 | ||
| 23 | 2023.05.24 04:00 | t/p | 4 | 0.10 | 0.66010 | 0.66725 | 0.66010 | 131.84 | 10111.77 |
| 24 | 2023.05.24 04:00 | t/p | 5 | 0.10 | 0.66010 | 0.66725 | 0.66010 | 71.97 | 10183.74 |
| 25 | 2023.05.24 04:00 | t/p | 6 | 0.10 | 0.66010 | 0.66725 | 0.66010 | 71.97 | 10255.70 |
| 26 | 2023.05.24 04:00 | t/p | 7 | 0.10 | 0.66010 | 0.66725 | 0.66010 | 32.52 | 10288.22 |
| 27 | 2023.05.25 00:00 | buy | 8 | 0.10 | 0.65456 | 0.00000 | 0.00000 | ||
| 28 | 2023.05.25 00:00 | modify | 8 | 0.10 | 0.65456 | 0.64456 | 0.66756 | ||
| 29 | 2023.06.06 08:00 | t/p | 8 | 0.10 | 0.66756 | 0.64456 | 0.66756 | 126.88 | 10415.10 |
| 30 | 2023.06.06 12:00 | sell | 9 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
| 31 | 2023.06.06 12:00 | modify | 9 | 0.10 | 0.66617 | 0.67617 | 0.65317 | ||
| 32 | 2023.06.12 08:00 | s/l | 9 | 0.10 | 0.67617 | 0.67617 | 0.65317 | -99.35 | 10315.75 |
| 33 | 2023.06.23 16:00 | buy | 10 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
| 34 | 2023.06.23 16:00 | modify | 10 | 0.10 | 0.66887 | 0.65887 | 0.68187 | ||
| 35 | 2023.07.13 08:00 | t/p | 10 | 0.10 | 0.68187 | 0.65887 | 0.68187 | 123.76 | 10439.51 |
| 36 | 2023.07.21 16:00 | buy | 11 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
| 37 | 2023.07.21 16:00 | modify | 11 | 0.10 | 0.67386 | 0.66386 | 0.68686 | ||
| 38 | 2023.07.28 08:00 | s/l | 11 | 0.10 | 0.66386 | 0.66386 | 0.68686 | -102.18 | 10337.33 |
| 39 | 2023.08.03 12:00 | buy | 12 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
| 40 | 2023.08.03 12:00 | modify | 12 | 0.10 | 0.65311 | 0.64311 | 0.66611 | ||
| 41 | 2023.08.16 04:00 | s/l | 12 | 0.10 | 0.64311 | 0.64311 | 0.66611 | -103.43 | 10233.90 |
| 42 | 2023.08.24 04:00 | sell | 13 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.24 04:00 | modify | 13 | 0.10 | 0.64798 | 0.65798 | 0.63498 | ||
| 44 | 2023.09.06 16:00 | sell | 14 | 0.10 | 0.63811 | 0.00000 | 0.00000 | ||
| 45 | 2023.09.06 16:00 | modify | 14 | 0.10 | 0.63811 | 0.64213 | 0.63498 | ||
| 46 | 2023.09.06 16:00 | modify | 13 | 0.10 | 0.64798 | 0.64213 | 0.63498 | ||
| 47 | 2023.09.11 04:00 | s/l | 13 | 0.10 | 0.64213 | 0.64213 | 0.63498 | 60.23 | 10294.13 |
| 48 | 2023.09.11 04:00 | s/l | 14 | 0.10 | 0.64213 | 0.64213 | 0.63498 | -39.66 | 10254.47 |
| 49 | 2023.09.11 12:00 | sell | 15 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
| 50 | 2023.09.11 12:00 | modify | 15 | 0.10 | 0.64304 | 0.65304 | 0.63004 | ||
| 51 | 2023.10.03 12:00 | t/p | 15 | 0.10 | 0.63004 | 0.65304 | 0.63004 | 132.38 | 10386.85 |
| 52 | 2023.10.13 00:00 | buy | 16 | 0.10 | 0.63187 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.13 00:00 | modify | 16 | 0.10 | 0.63187 | 0.62187 | 0.64487 | ||
| 54 | 2023.10.17 16:00 | buy | 17 | 0.10 | 0.63786 | 0.00000 | 0.00000 | ||
| 55 | 2023.10.17 16:00 | modify | 17 | 0.10 | 0.63786 | 0.63512 | 0.64487 | ||
| 56 | 2023.10.17 16:00 | buy | 18 | 0.10 | 0.63786 | 0.00000 | 0.00000 | ||
| 57 | 2023.10.17 16:00 | modify | 18 | 0.10 | 0.63786 | 0.63512 | 0.64487 | ||
| 58 | 2023.10.17 16:00 | modify | 16 | 0.10 | 0.63187 | 0.63512 | 0.64487 | ||
| 59 | 2023.10.18 04:00 | s/l | 16 | 0.10 | 0.63512 | 0.63512 | 0.64487 | 31.56 | 10418.41 |
| 60 | 2023.10.18 04:00 | s/l | 17 | 0.10 | 0.63512 | 0.63512 | 0.64487 | -27.71 | 10390.70 |
| 61 | 2023.10.18 04:00 | s/l | 18 | 0.10 | 0.63512 | 0.63512 | 0.64487 | -27.71 | 10362.99 |
| 62 | 2023.10.24 12:00 | sell | 19 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
| 63 | 2023.10.24 12:00 | modify | 19 | 0.10 | 0.63635 | 0.64635 | 0.62335 | ||
| 64 | 2023.11.03 16:00 | s/l | 19 | 0.10 | 0.64635 | 0.64635 | 0.62335 | -98.70 | 10264.29 |
| 65 | 2023.11.06 04:00 | sell | 20 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
| 66 | 2023.11.06 04:00 | modify | 20 | 0.10 | 0.65116 | 0.66116 | 0.63816 | ||
| 67 | 2023.11.09 20:00 | t/p | 20 | 0.10 | 0.63816 | 0.66116 | 0.63816 | 130.54 | 10394.83 |
| 68 | 2023.11.15 00:00 | sell | 21 | 0.10 | 0.64978 | 0.00000 | 0.00000 | ||
| 69 | 2023.11.15 00:00 | modify | 21 | 0.10 | 0.64978 | 0.65978 | 0.63678 | ||
| 70 | 2023.11.27 12:00 | s/l | 21 | 0.10 | 0.65978 | 0.65978 | 0.63678 | -98.70 | 10296.13 |
| 71 | 2023.12.05 16:00 | buy | 22 | 0.10 | 0.65653 | 0.00000 | 0.00000 | ||
| 72 | 2023.12.05 16:00 | modify | 22 | 0.10 | 0.65653 | 0.64653 | 0.66953 | ||
| 73 | 2023.12.14 04:00 | t/p | 22 | 0.10 | 0.66953 | 0.64653 | 0.66953 | 126.57 | 10422.70 |
| 74 | 2023.12.14 08:00 | sell | 23 | 0.10 | 0.67093 | 0.00000 | 0.00000 | ||
| 75 | 2023.12.14 08:00 | modify | 23 | 0.10 | 0.67093 | 0.68093 | 0.65793 | ||
| 76 | 2023.12.22 12:00 | s/l | 23 | 0.10 | 0.68093 | 0.68093 | 0.65793 | -99.13 | 10323.56 |
| 77 | 2024.01.16 08:00 | buy | 24 | 0.10 | 0.66199 | 0.00000 | 0.00000 | ||
| 78 | 2024.01.16 08:00 | modify | 24 | 0.10 | 0.66199 | 0.65199 | 0.67499 | ||
| 79 | 2024.02.01 12:00 | s/l | 24 | 0.10 | 0.65199 | 0.65199 | 0.67499 | -105.61 | 10217.95 |
| 80 | 2024.02.14 00:00 | buy | 25 | 0.10 | 0.64555 | 0.00000 | 0.00000 | ||
| 81 | 2024.02.14 00:00 | modify | 25 | 0.10 | 0.64555 | 0.63555 | 0.65855 | ||
| 82 | 2024.02.21 00:00 | buy | 26 | 0.10 | 0.65557 | 0.00000 | 0.00000 | ||
| 83 | 2024.02.21 00:00 | modify | 26 | 0.10 | 0.65557 | 0.65140 | 0.65855 | ||
| 84 | 2024.02.21 00:00 | modify | 25 | 0.10 | 0.64555 | 0.65140 | 0.65855 | ||
| 85 | 2024.02.22 08:00 | t/p | 25 | 0.10 | 0.65855 | 0.65140 | 0.65855 | 126.88 | 10344.83 |
| 86 | 2024.02.22 08:00 | t/p | 26 | 0.10 | 0.65855 | 0.65140 | 0.65855 | 28.86 | 10373.69 |
| 87 | 2024.02.29 00:00 | buy | 27 | 0.10 | 0.64972 | 0.00000 | 0.00000 | ||
| 88 | 2024.02.29 00:00 | modify | 27 | 0.10 | 0.64972 | 0.63972 | 0.66272 | ||
| 89 | 2024.03.08 04:00 | t/p | 27 | 0.10 | 0.66272 | 0.63972 | 0.66272 | 127.50 | 10501.20 |
| 90 | 2024.03.08 16:00 | sell | 28 | 0.10 | 0.66406 | 0.00000 | 0.00000 | ||
| 91 | 2024.03.08 16:00 | modify | 28 | 0.10 | 0.66406 | 0.67406 | 0.65106 | ||
| 92 | 2024.03.19 04:00 | sell | 29 | 0.10 | 0.65411 | 0.00000 | 0.00000 | ||
| 93 | 2024.03.19 04:00 | modify | 29 | 0.10 | 0.65411 | 0.65821 | 0.65106 | ||
| 94 | 2024.03.19 04:00 | modify | 28 | 0.10 | 0.66406 | 0.65821 | 0.65106 | ||
| 95 | 2024.03.19 12:00 | t/p | 28 | 0.10 | 0.65106 | 0.65821 | 0.65106 | 130.97 | 10632.17 |
| 96 | 2024.03.19 12:00 | t/p | 29 | 0.10 | 0.65106 | 0.65821 | 0.65106 | 30.50 | 10662.67 |
| 97 | 2024.03.19 12:00 | buy | 30 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
| 98 | 2024.03.19 12:00 | modify | 30 | 0.10 | 0.65215 | 0.64215 | 0.66515 | ||
| 99 | 2024.04.09 12:00 | buy | 31 | 0.10 | 0.66220 | 0.00000 | 0.00000 | ||
| 100 | 2024.04.09 12:00 | modify | 31 | 0.10 | 0.66220 | 0.65800 | 0.66515 | ||
| 101 | 2024.04.09 12:00 | modify | 30 | 0.10 | 0.65215 | 0.65800 | 0.66515 | ||
| 102 | 2024.04.10 16:00 | s/l | 30 | 0.10 | 0.65800 | 0.65800 | 0.66515 | 51.64 | 10714.31 |
| 103 | 2024.04.10 16:00 | s/l | 31 | 0.10 | 0.65800 | 0.65800 | 0.66515 | -42.31 | 10672.00 |
| 104 | 2024.04.29 08:00 | sell | 32 | 0.10 | 0.65629 | 0.00000 | 0.00000 | ||
| 105 | 2024.04.29 08:00 | modify | 32 | 0.10 | 0.65629 | 0.66629 | 0.64329 | ||
| 106 | 2024.04.30 23:59 | close at stop | 32 | 0.10 | 0.64773 | 0.66629 | 0.64329 | 85.71 | 10757.71 |