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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 657.70 | Gross profit | 1538.17 | Gross loss | -880.48 |
| Profit factor | 1.75 | Expected payoff | 19.34 | ||
| Absolute drawdown | 271.74 | Maximal drawdown | 470.68 (4.62%) | Relative drawdown | 4.62% (470.68) |
| Total trades | 34 | Short positions (won %) | 20 (45.00%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 17 (50.00%) | Loss trades (% of total) | 17 (50.00%) | ||
| Largest | profit trade | 151.41 | loss trade | -124.37 | |
| Average | profit trade | 90.48 | loss trade | -51.79 | |
| Maximum | consecutive wins (profit in money) | 5 (498.37) | consecutive losses (loss in money) | 4 (-286.08) | |
| Maximal | consecutive profit (count of wins) | 498.37 (5) | consecutive loss (count of losses) | -286.08 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 08:00 | sell | 1 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.02 08:00 | modify | 1 | 0.10 | 0.67010 | 0.68210 | 0.65510 | ||
| 3 | 2023.05.22 08:00 | sell | 2 | 0.10 | 0.66333 | 0.00000 | 0.00000 | ||
| 4 | 2023.05.22 08:00 | modify | 2 | 0.10 | 0.66333 | 0.66485 | 0.65510 | ||
| 5 | 2023.05.22 08:00 | sell | 3 | 0.10 | 0.66333 | 0.00000 | 0.00000 | ||
| 6 | 2023.05.22 08:00 | modify | 3 | 0.10 | 0.66333 | 0.66560 | 0.65510 | ||
| 7 | 2023.05.22 08:00 | modify | 1 | 0.10 | 0.67010 | 0.66560 | 0.65510 | ||
| 8 | 2023.05.22 12:00 | s/l | 2 | 0.10 | 0.66485 | 0.66485 | 0.65510 | -15.20 | 9984.80 |
| 9 | 2023.05.22 20:00 | s/l | 1 | 0.10 | 0.66560 | 0.66560 | 0.65510 | 47.16 | 10031.96 |
| 10 | 2023.05.22 20:00 | s/l | 3 | 0.10 | 0.66560 | 0.66560 | 0.65510 | -22.70 | 10009.26 |
| 11 | 2023.05.25 16:00 | buy | 4 | 0.10 | 0.65069 | 0.00000 | 0.00000 | ||
| 12 | 2023.05.25 16:00 | modify | 4 | 0.10 | 0.65069 | 0.63869 | 0.66569 | ||
| 13 | 2023.06.06 08:00 | t/p | 4 | 0.10 | 0.66569 | 0.63869 | 0.66569 | 146.88 | 10156.14 |
| 14 | 2023.06.07 12:00 | sell | 5 | 0.10 | 0.66966 | 0.00000 | 0.00000 | ||
| 15 | 2023.06.07 12:00 | modify | 5 | 0.10 | 0.66966 | 0.68166 | 0.65466 | ||
| 16 | 2023.06.14 16:00 | s/l | 5 | 0.10 | 0.68166 | 0.68166 | 0.65466 | -119.24 | 10036.90 |
| 17 | 2023.06.14 16:00 | sell | 6 | 0.10 | 0.68303 | 0.00000 | 0.00000 | ||
| 18 | 2023.06.14 16:00 | modify | 6 | 0.10 | 0.68303 | 0.69503 | 0.66803 | ||
| 19 | 2023.06.21 12:00 | sell | 7 | 0.10 | 0.67601 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.21 12:00 | modify | 7 | 0.10 | 0.67601 | 0.67778 | 0.66803 | ||
| 21 | 2023.06.21 12:00 | sell | 8 | 0.10 | 0.67601 | 0.00000 | 0.00000 | ||
| 22 | 2023.06.21 12:00 | modify | 8 | 0.10 | 0.67601 | 0.67853 | 0.66803 | ||
| 23 | 2023.06.21 12:00 | modify | 6 | 0.10 | 0.68303 | 0.67853 | 0.66803 | ||
| 24 | 2023.06.21 16:00 | s/l | 6 | 0.10 | 0.67853 | 0.67853 | 0.66803 | 45.76 | 10082.66 |
| 25 | 2023.06.21 16:00 | s/l | 7 | 0.10 | 0.67778 | 0.67778 | 0.66803 | -17.70 | 10064.96 |
| 26 | 2023.06.21 16:00 | s/l | 8 | 0.10 | 0.67853 | 0.67853 | 0.66803 | -25.20 | 10039.76 |
| 27 | 2023.07.04 16:00 | sell | 9 | 0.10 | 0.67033 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.04 16:00 | modify | 9 | 0.10 | 0.67033 | 0.68233 | 0.65533 | ||
| 29 | 2023.07.13 08:00 | s/l | 9 | 0.10 | 0.68233 | 0.68233 | 0.65533 | -118.81 | 9920.95 |
| 30 | 2023.08.03 12:00 | buy | 10 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
| 31 | 2023.08.03 12:00 | modify | 10 | 0.10 | 0.65311 | 0.64111 | 0.66811 | ||
| 32 | 2023.08.17 04:00 | s/l | 10 | 0.10 | 0.64111 | 0.64111 | 0.66811 | -124.37 | 9796.58 |
| 33 | 2023.09.27 20:00 | buy | 11 | 0.10 | 0.63559 | 0.00000 | 0.00000 | ||
| 34 | 2023.09.27 20:00 | modify | 11 | 0.10 | 0.63559 | 0.62359 | 0.65059 | ||
| 35 | 2023.10.10 00:00 | buy | 12 | 0.10 | 0.64237 | 0.00000 | 0.00000 | ||
| 36 | 2023.10.10 00:00 | modify | 12 | 0.10 | 0.64237 | 0.64084 | 0.65059 | ||
| 37 | 2023.10.10 00:00 | buy | 13 | 0.10 | 0.64237 | 0.00000 | 0.00000 | ||
| 38 | 2023.10.10 00:00 | modify | 13 | 0.10 | 0.64237 | 0.64009 | 0.65059 | ||
| 39 | 2023.10.10 00:00 | modify | 11 | 0.10 | 0.63559 | 0.64009 | 0.65059 | ||
| 40 | 2023.10.10 04:00 | modify | 12 | 0.10 | 0.64237 | 0.64009 | 0.65059 | ||
| 41 | 2023.10.10 08:00 | s/l | 11 | 0.10 | 0.64009 | 0.64009 | 0.65059 | 40.95 | 9837.53 |
| 42 | 2023.10.10 08:00 | s/l | 12 | 0.10 | 0.64009 | 0.64009 | 0.65059 | -22.80 | 9814.73 |
| 43 | 2023.10.10 08:00 | s/l | 13 | 0.10 | 0.64009 | 0.64009 | 0.65059 | -22.80 | 9791.93 |
| 44 | 2023.10.12 16:00 | buy | 14 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
| 45 | 2023.10.12 16:00 | modify | 14 | 0.10 | 0.63360 | 0.62160 | 0.64860 | ||
| 46 | 2023.11.03 16:00 | t/p | 14 | 0.10 | 0.64860 | 0.62160 | 0.64860 | 143.14 | 9935.07 |
| 47 | 2023.11.03 16:00 | sell | 15 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 48 | 2023.11.03 16:00 | modify | 15 | 0.10 | 0.65032 | 0.66232 | 0.63532 | ||
| 49 | 2023.11.08 12:00 | sell | 16 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.08 12:00 | modify | 16 | 0.10 | 0.64327 | 0.64507 | 0.63532 | ||
| 51 | 2023.11.08 12:00 | sell | 17 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 52 | 2023.11.08 12:00 | modify | 17 | 0.10 | 0.64327 | 0.64582 | 0.63532 | ||
| 53 | 2023.11.08 12:00 | modify | 15 | 0.10 | 0.65032 | 0.64582 | 0.63532 | ||
| 54 | 2023.11.08 16:00 | modify | 16 | 0.10 | 0.64327 | 0.64582 | 0.63532 | ||
| 55 | 2023.11.09 12:00 | sell | 18 | 0.10 | 0.63977 | 0.00000 | 0.00000 | ||
| 56 | 2023.11.09 12:00 | modify | 18 | 0.10 | 0.63977 | 0.64357 | 0.63532 | ||
| 57 | 2023.11.09 12:00 | modify | 17 | 0.10 | 0.64327 | 0.64357 | 0.63532 | ||
| 58 | 2023.11.09 12:00 | modify | 16 | 0.10 | 0.64327 | 0.64357 | 0.63532 | ||
| 59 | 2023.11.09 12:00 | modify | 15 | 0.10 | 0.65032 | 0.64357 | 0.63532 | ||
| 60 | 2023.11.10 12:00 | t/p | 15 | 0.10 | 0.63532 | 0.64357 | 0.63532 | 150.76 | 10085.82 |
| 61 | 2023.11.10 12:00 | t/p | 16 | 0.10 | 0.63532 | 0.64357 | 0.63532 | 79.93 | 10165.76 |
| 62 | 2023.11.10 12:00 | t/p | 17 | 0.10 | 0.63532 | 0.64357 | 0.63532 | 79.93 | 10245.69 |
| 63 | 2023.11.10 12:00 | t/p | 18 | 0.10 | 0.63532 | 0.64357 | 0.63532 | 44.61 | 10290.30 |
| 64 | 2023.11.14 16:00 | sell | 19 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.14 16:00 | modify | 19 | 0.10 | 0.64793 | 0.65993 | 0.63293 | ||
| 66 | 2023.11.27 12:00 | s/l | 19 | 0.10 | 0.65993 | 0.65993 | 0.63293 | -118.59 | 10171.70 |
| 67 | 2023.11.28 16:00 | sell | 20 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.28 16:00 | modify | 20 | 0.10 | 0.66413 | 0.67613 | 0.64913 | ||
| 69 | 2023.12.05 08:00 | sell | 21 | 0.10 | 0.65713 | 0.00000 | 0.00000 | ||
| 70 | 2023.12.05 08:00 | modify | 21 | 0.10 | 0.65713 | 0.65888 | 0.64913 | ||
| 71 | 2023.12.05 08:00 | sell | 22 | 0.10 | 0.65713 | 0.00000 | 0.00000 | ||
| 72 | 2023.12.05 08:00 | modify | 22 | 0.10 | 0.65713 | 0.65963 | 0.64913 | ||
| 73 | 2023.12.05 08:00 | modify | 20 | 0.10 | 0.66413 | 0.65963 | 0.64913 | ||
| 74 | 2023.12.05 12:00 | modify | 21 | 0.10 | 0.65713 | 0.65963 | 0.64913 | ||
| 75 | 2023.12.06 04:00 | s/l | 20 | 0.10 | 0.65963 | 0.65963 | 0.64913 | 45.87 | 10217.57 |
| 76 | 2023.12.06 04:00 | s/l | 21 | 0.10 | 0.65963 | 0.65963 | 0.64913 | -24.89 | 10192.68 |
| 77 | 2023.12.06 04:00 | s/l | 22 | 0.10 | 0.65963 | 0.65963 | 0.64913 | -24.89 | 10167.79 |
| 78 | 2024.01.03 12:00 | buy | 23 | 0.10 | 0.67319 | 0.00000 | 0.00000 | ||
| 79 | 2024.01.03 12:00 | modify | 23 | 0.10 | 0.67319 | 0.66119 | 0.68819 | ||
| 80 | 2024.01.16 04:00 | s/l | 23 | 0.10 | 0.66119 | 0.66119 | 0.68819 | -124.05 | 10043.73 |
| 81 | 2024.02.13 16:00 | buy | 24 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 82 | 2024.02.13 16:00 | modify | 24 | 0.10 | 0.64627 | 0.63427 | 0.66127 | ||
| 83 | 2024.02.23 20:00 | buy | 25 | 0.10 | 0.65677 | 0.00000 | 0.00000 | ||
| 84 | 2024.02.23 20:00 | modify | 25 | 0.10 | 0.65677 | 0.65302 | 0.66127 | ||
| 85 | 2024.02.23 20:00 | modify | 24 | 0.10 | 0.64627 | 0.65302 | 0.66127 | ||
| 86 | 2024.02.27 04:00 | s/l | 24 | 0.10 | 0.65302 | 0.65302 | 0.66127 | 63.13 | 10106.87 |
| 87 | 2024.02.27 04:00 | s/l | 25 | 0.10 | 0.65302 | 0.65302 | 0.66127 | -38.12 | 10068.74 |
| 88 | 2024.03.05 08:00 | buy | 26 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
| 89 | 2024.03.05 08:00 | modify | 26 | 0.10 | 0.64871 | 0.63671 | 0.66371 | ||
| 90 | 2024.03.08 12:00 | t/p | 26 | 0.10 | 0.66371 | 0.63671 | 0.66371 | 148.44 | 10217.18 |
| 91 | 2024.03.08 12:00 | sell | 27 | 0.10 | 0.66458 | 0.00000 | 0.00000 | ||
| 92 | 2024.03.08 12:00 | modify | 27 | 0.10 | 0.66458 | 0.67658 | 0.64958 | ||
| 93 | 2024.03.15 00:00 | sell | 28 | 0.10 | 0.65782 | 0.00000 | 0.00000 | ||
| 94 | 2024.03.15 00:00 | modify | 28 | 0.10 | 0.65782 | 0.65933 | 0.64958 | ||
| 95 | 2024.03.15 00:00 | sell | 29 | 0.10 | 0.65782 | 0.00000 | 0.00000 | ||
| 96 | 2024.03.15 00:00 | modify | 29 | 0.10 | 0.65782 | 0.66008 | 0.64958 | ||
| 97 | 2024.03.15 00:00 | modify | 27 | 0.10 | 0.66458 | 0.66008 | 0.64958 | ||
| 98 | 2024.03.15 04:00 | modify | 28 | 0.10 | 0.65782 | 0.66008 | 0.64958 | ||
| 99 | 2024.03.21 00:00 | s/l | 27 | 0.10 | 0.66008 | 0.66008 | 0.64958 | 46.41 | 10263.59 |
| 100 | 2024.03.21 00:00 | s/l | 28 | 0.10 | 0.66008 | 0.66008 | 0.64958 | -21.95 | 10241.64 |
| 101 | 2024.03.21 00:00 | s/l | 29 | 0.10 | 0.66008 | 0.66008 | 0.64958 | -21.95 | 10219.69 |
| 102 | 2024.04.03 16:00 | sell | 30 | 0.10 | 0.65568 | 0.00000 | 0.00000 | ||
| 103 | 2024.04.03 16:00 | modify | 30 | 0.10 | 0.65568 | 0.66768 | 0.64068 | ||
| 104 | 2024.04.16 16:00 | t/p | 30 | 0.10 | 0.64068 | 0.66768 | 0.64068 | 151.41 | 10371.09 |
| 105 | 2024.04.16 16:00 | buy | 31 | 0.10 | 0.64111 | 0.00000 | 0.00000 | ||
| 106 | 2024.04.16 16:00 | modify | 31 | 0.10 | 0.64111 | 0.62911 | 0.65611 | ||
| 107 | 2024.04.23 16:00 | buy | 32 | 0.10 | 0.64803 | 0.00000 | 0.00000 | ||
| 108 | 2024.04.23 16:00 | modify | 32 | 0.10 | 0.64803 | 0.64636 | 0.65611 | ||
| 109 | 2024.04.23 16:00 | buy | 33 | 0.10 | 0.64803 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.23 16:00 | modify | 33 | 0.10 | 0.64803 | 0.64561 | 0.65611 | ||
| 111 | 2024.04.23 16:00 | modify | 31 | 0.10 | 0.64111 | 0.64561 | 0.65611 | ||
| 112 | 2024.04.23 20:00 | modify | 32 | 0.10 | 0.64803 | 0.64561 | 0.65611 | ||
| 113 | 2024.04.29 04:00 | t/p | 31 | 0.10 | 0.65611 | 0.64561 | 0.65611 | 145.95 | 10517.04 |
| 114 | 2024.04.29 04:00 | t/p | 32 | 0.10 | 0.65611 | 0.64561 | 0.65611 | 78.93 | 10595.97 |
| 115 | 2024.04.29 04:00 | t/p | 33 | 0.10 | 0.65611 | 0.64561 | 0.65611 | 78.93 | 10674.90 |
| 116 | 2024.04.30 16:00 | buy | 34 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
| 117 | 2024.04.30 16:00 | modify | 34 | 0.10 | 0.64915 | 0.63715 | 0.66415 | ||
| 118 | 2024.04.30 23:59 | close at stop | 34 | 0.10 | 0.64743 | 0.63715 | 0.66415 | -17.20 | 10657.70 |