Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| 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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1576.43 | Gross profit | 1918.88 | Gross loss | -342.45 |
| Profit factor | 5.60 | Expected payoff | 41.49 | ||
| Absolute drawdown | 62.03 | Maximal drawdown | 256.97 (2.52%) | Relative drawdown | 2.52% (256.97) |
| Total trades | 38 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 22 (68.18%) |
| Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
| Largest | profit trade | 150.76 | loss trade | -50.31 | |
| Average | profit trade | 68.53 | loss trade | -34.25 | |
| Maximum | consecutive wins (profit in money) | 6 (435.15) | consecutive losses (loss in money) | 2 (-80.59) | |
| Maximal | consecutive profit (count of wins) | 435.15 (6) | consecutive loss (count of losses) | -80.59 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.13 12:00 | sell | 1 | 0.10 | 0.68572 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.13 12:00 | modify | 1 | 0.10 | 0.68572 | 0.69072 | 0.67072 | ||
| 3 | 2023.07.18 04:00 | sell | 2 | 0.10 | 0.68269 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.18 04:00 | modify | 2 | 0.10 | 0.68269 | 0.68497 | 0.67072 | ||
| 5 | 2023.07.18 04:00 | modify | 1 | 0.10 | 0.68572 | 0.68497 | 0.67072 | ||
| 6 | 2023.07.19 07:00 | sell | 3 | 0.10 | 0.67891 | 0.00000 | 0.00000 | ||
| 7 | 2023.07.19 07:00 | modify | 3 | 0.10 | 0.67891 | 0.68197 | 0.67072 | ||
| 8 | 2023.07.19 07:00 | modify | 2 | 0.10 | 0.68269 | 0.68197 | 0.67072 | ||
| 9 | 2023.07.19 07:00 | modify | 1 | 0.10 | 0.68572 | 0.68197 | 0.67072 | ||
| 10 | 2023.07.20 02:00 | s/l | 1 | 0.10 | 0.68197 | 0.68197 | 0.67072 | 38.26 | 10038.26 |
| 11 | 2023.07.20 02:00 | s/l | 2 | 0.10 | 0.68197 | 0.68197 | 0.67072 | 7.63 | 10045.89 |
| 12 | 2023.07.20 02:00 | s/l | 3 | 0.10 | 0.68197 | 0.68197 | 0.67072 | -30.28 | 10015.61 |
| 13 | 2023.08.01 11:00 | buy | 4 | 0.10 | 0.66350 | 0.00000 | 0.00000 | ||
| 14 | 2023.08.01 11:00 | modify | 4 | 0.10 | 0.66350 | 0.65850 | 0.67850 | ||
| 15 | 2023.08.02 05:00 | s/l | 4 | 0.10 | 0.65850 | 0.65850 | 0.67850 | -50.31 | 9965.30 |
| 16 | 2023.08.02 16:00 | buy | 5 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
| 17 | 2023.08.02 16:00 | modify | 5 | 0.10 | 0.65437 | 0.64937 | 0.66937 | ||
| 18 | 2023.08.04 01:00 | buy | 6 | 0.10 | 0.65739 | 0.00000 | 0.00000 | ||
| 19 | 2023.08.04 01:00 | modify | 6 | 0.10 | 0.65739 | 0.65512 | 0.66937 | ||
| 20 | 2023.08.04 01:00 | modify | 5 | 0.10 | 0.65437 | 0.65512 | 0.66937 | ||
| 21 | 2023.08.04 11:00 | s/l | 5 | 0.10 | 0.65512 | 0.65512 | 0.66937 | 6.25 | 9971.56 |
| 22 | 2023.08.04 11:00 | s/l | 6 | 0.10 | 0.65512 | 0.65512 | 0.66937 | -22.70 | 9948.86 |
| 23 | 2023.08.10 14:00 | sell | 7 | 0.10 | 0.65838 | 0.00000 | 0.00000 | ||
| 24 | 2023.08.10 14:00 | modify | 7 | 0.10 | 0.65838 | 0.66338 | 0.64338 | ||
| 25 | 2023.08.10 21:00 | sell | 8 | 0.10 | 0.65136 | 0.00000 | 0.00000 | ||
| 26 | 2023.08.10 21:00 | modify | 8 | 0.10 | 0.65136 | 0.65463 | 0.64338 | ||
| 27 | 2023.08.10 21:00 | modify | 7 | 0.10 | 0.65838 | 0.65463 | 0.64338 | ||
| 28 | 2023.08.16 02:00 | t/p | 7 | 0.10 | 0.64338 | 0.65463 | 0.64338 | 150.43 | 10099.29 |
| 29 | 2023.08.16 02:00 | t/p | 8 | 0.10 | 0.64338 | 0.65463 | 0.64338 | 80.23 | 10179.52 |
| 30 | 2023.09.20 15:00 | sell | 9 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
| 31 | 2023.09.20 15:00 | modify | 9 | 0.10 | 0.64964 | 0.65464 | 0.63464 | ||
| 32 | 2023.09.21 14:00 | sell | 10 | 0.10 | 0.63971 | 0.00000 | 0.00000 | ||
| 33 | 2023.09.21 14:00 | modify | 10 | 0.10 | 0.63971 | 0.64439 | 0.63464 | ||
| 34 | 2023.09.21 14:00 | modify | 9 | 0.10 | 0.64964 | 0.64439 | 0.63464 | ||
| 35 | 2023.09.22 10:00 | s/l | 9 | 0.10 | 0.64439 | 0.64439 | 0.63464 | 52.93 | 10232.45 |
| 36 | 2023.09.22 10:00 | s/l | 10 | 0.10 | 0.64439 | 0.64439 | 0.63464 | -46.69 | 10185.76 |
| 37 | 2023.09.22 14:00 | sell | 11 | 0.10 | 0.64566 | 0.00000 | 0.00000 | ||
| 38 | 2023.09.22 14:00 | modify | 11 | 0.10 | 0.64566 | 0.65066 | 0.63066 | ||
| 39 | 2023.09.25 04:00 | sell | 12 | 0.10 | 0.64241 | 0.00000 | 0.00000 | ||
| 40 | 2023.09.25 04:00 | modify | 12 | 0.10 | 0.64241 | 0.64491 | 0.63066 | ||
| 41 | 2023.09.25 04:00 | modify | 11 | 0.10 | 0.64566 | 0.64491 | 0.63066 | ||
| 42 | 2023.09.28 13:00 | sell | 13 | 0.10 | 0.63884 | 0.00000 | 0.00000 | ||
| 43 | 2023.09.28 13:00 | modify | 13 | 0.10 | 0.63884 | 0.64191 | 0.63066 | ||
| 44 | 2023.09.28 13:00 | modify | 12 | 0.10 | 0.64241 | 0.64191 | 0.63066 | ||
| 45 | 2023.09.28 13:00 | modify | 11 | 0.10 | 0.64566 | 0.64191 | 0.63066 | ||
| 46 | 2023.09.28 15:00 | s/l | 11 | 0.10 | 0.64191 | 0.64191 | 0.63066 | 38.15 | 10223.91 |
| 47 | 2023.09.28 15:00 | s/l | 12 | 0.10 | 0.64191 | 0.64191 | 0.63066 | 5.54 | 10229.45 |
| 48 | 2023.09.28 15:00 | s/l | 13 | 0.10 | 0.64191 | 0.64191 | 0.63066 | -30.70 | 10198.75 |
| 49 | 2023.09.29 05:00 | sell | 14 | 0.10 | 0.64568 | 0.00000 | 0.00000 | ||
| 50 | 2023.09.29 05:00 | modify | 14 | 0.10 | 0.64568 | 0.65068 | 0.63068 | ||
| 51 | 2023.09.29 18:00 | sell | 15 | 0.10 | 0.64264 | 0.00000 | 0.00000 | ||
| 52 | 2023.09.29 18:00 | modify | 15 | 0.10 | 0.64264 | 0.64493 | 0.63068 | ||
| 53 | 2023.09.29 18:00 | modify | 14 | 0.10 | 0.64568 | 0.64493 | 0.63068 | ||
| 54 | 2023.10.02 13:00 | sell | 16 | 0.10 | 0.63893 | 0.00000 | 0.00000 | ||
| 55 | 2023.10.02 13:00 | modify | 16 | 0.10 | 0.63893 | 0.64193 | 0.63068 | ||
| 56 | 2023.10.02 13:00 | modify | 15 | 0.10 | 0.64264 | 0.64193 | 0.63068 | ||
| 57 | 2023.10.02 13:00 | modify | 14 | 0.10 | 0.64568 | 0.64193 | 0.63068 | ||
| 58 | 2023.10.03 11:00 | t/p | 14 | 0.10 | 0.63068 | 0.64193 | 0.63068 | 150.22 | 10348.97 |
| 59 | 2023.10.03 11:00 | t/p | 15 | 0.10 | 0.63068 | 0.64193 | 0.63068 | 119.82 | 10468.78 |
| 60 | 2023.10.03 11:00 | t/p | 16 | 0.10 | 0.63068 | 0.64193 | 0.63068 | 82.61 | 10551.39 |
| 61 | 2023.10.12 20:00 | buy | 17 | 0.10 | 0.63166 | 0.00000 | 0.00000 | ||
| 62 | 2023.10.12 20:00 | modify | 17 | 0.10 | 0.63166 | 0.62666 | 0.64666 | ||
| 63 | 2023.10.18 06:00 | buy | 18 | 0.10 | 0.63871 | 0.00000 | 0.00000 | ||
| 64 | 2023.10.18 06:00 | modify | 18 | 0.10 | 0.63871 | 0.63541 | 0.64666 | ||
| 65 | 2023.10.18 06:00 | modify | 17 | 0.10 | 0.63166 | 0.63541 | 0.64666 | ||
| 66 | 2023.10.18 15:00 | s/l | 17 | 0.10 | 0.63541 | 0.63541 | 0.64666 | 36.25 | 10587.65 |
| 67 | 2023.10.18 15:00 | s/l | 18 | 0.10 | 0.63541 | 0.63541 | 0.64666 | -33.00 | 10554.65 |
| 68 | 2023.11.03 15:00 | sell | 19 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
| 69 | 2023.11.03 15:00 | modify | 19 | 0.10 | 0.64964 | 0.65464 | 0.63464 | ||
| 70 | 2023.11.07 07:00 | sell | 20 | 0.10 | 0.64279 | 0.00000 | 0.00000 | ||
| 71 | 2023.11.07 07:00 | modify | 20 | 0.10 | 0.64279 | 0.64589 | 0.63464 | ||
| 72 | 2023.11.07 07:00 | modify | 19 | 0.10 | 0.64964 | 0.64589 | 0.63464 | ||
| 73 | 2023.11.09 12:00 | sell | 21 | 0.10 | 0.63977 | 0.00000 | 0.00000 | ||
| 74 | 2023.11.09 12:00 | modify | 21 | 0.10 | 0.63977 | 0.64439 | 0.63464 | ||
| 75 | 2023.11.09 12:00 | modify | 20 | 0.10 | 0.64279 | 0.64439 | 0.63464 | ||
| 76 | 2023.11.09 12:00 | modify | 19 | 0.10 | 0.64964 | 0.64439 | 0.63464 | ||
| 77 | 2023.11.10 16:00 | t/p | 19 | 0.10 | 0.63464 | 0.64439 | 0.63464 | 150.76 | 10705.40 |
| 78 | 2023.11.10 16:00 | t/p | 20 | 0.10 | 0.63464 | 0.64439 | 0.63464 | 82.04 | 10787.44 |
| 79 | 2023.11.10 16:00 | t/p | 21 | 0.10 | 0.63464 | 0.64439 | 0.63464 | 51.41 | 10838.85 |
| 80 | 2024.02.08 15:00 | buy | 22 | 0.10 | 0.64892 | 0.00000 | 0.00000 | ||
| 81 | 2024.02.08 15:00 | modify | 22 | 0.10 | 0.64892 | 0.64392 | 0.66392 | ||
| 82 | 2024.02.09 18:00 | buy | 23 | 0.10 | 0.65211 | 0.00000 | 0.00000 | ||
| 83 | 2024.02.09 18:00 | modify | 23 | 0.10 | 0.65211 | 0.64967 | 0.66392 | ||
| 84 | 2024.02.09 18:00 | modify | 22 | 0.10 | 0.64892 | 0.64967 | 0.66392 | ||
| 85 | 2024.02.13 14:00 | s/l | 22 | 0.10 | 0.64967 | 0.64967 | 0.66392 | 6.56 | 10845.42 |
| 86 | 2024.02.13 14:00 | s/l | 23 | 0.10 | 0.64967 | 0.64967 | 0.66392 | -25.02 | 10820.39 |
| 87 | 2024.02.28 08:00 | buy | 24 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 88 | 2024.02.28 08:00 | modify | 24 | 0.10 | 0.65111 | 0.64611 | 0.66611 | ||
| 89 | 2024.03.06 14:00 | buy | 25 | 0.10 | 0.65431 | 0.00000 | 0.00000 | ||
| 90 | 2024.03.06 14:00 | modify | 25 | 0.10 | 0.65431 | 0.65186 | 0.66611 | ||
| 91 | 2024.03.06 14:00 | modify | 24 | 0.10 | 0.65111 | 0.65186 | 0.66611 | ||
| 92 | 2024.03.06 17:00 | buy | 26 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 93 | 2024.03.06 17:00 | modify | 26 | 0.10 | 0.65786 | 0.65486 | 0.66611 | ||
| 94 | 2024.03.06 17:00 | modify | 25 | 0.10 | 0.65431 | 0.65486 | 0.66611 | ||
| 95 | 2024.03.06 17:00 | modify | 24 | 0.10 | 0.65111 | 0.65486 | 0.66611 | ||
| 96 | 2024.03.07 11:00 | buy | 27 | 0.10 | 0.66092 | 0.00000 | 0.00000 | ||
| 97 | 2024.03.07 11:00 | modify | 27 | 0.10 | 0.66092 | 0.65636 | 0.66611 | ||
| 98 | 2024.03.07 11:00 | modify | 26 | 0.10 | 0.65786 | 0.65636 | 0.66611 | ||
| 99 | 2024.03.07 11:00 | modify | 25 | 0.10 | 0.65431 | 0.65636 | 0.66611 | ||
| 100 | 2024.03.07 11:00 | modify | 24 | 0.10 | 0.65111 | 0.65636 | 0.66611 | ||
| 101 | 2024.03.08 14:00 | t/p | 24 | 0.10 | 0.66611 | 0.65636 | 0.66611 | 146.57 | 10966.96 |
| 102 | 2024.03.08 14:00 | t/p | 25 | 0.10 | 0.66611 | 0.65636 | 0.66611 | 116.75 | 11083.71 |
| 103 | 2024.03.08 14:00 | t/p | 26 | 0.10 | 0.66611 | 0.65636 | 0.66611 | 81.25 | 11164.97 |
| 104 | 2024.03.08 14:00 | t/p | 27 | 0.10 | 0.66611 | 0.65636 | 0.66611 | 51.59 | 11216.55 |
| 105 | 2024.03.22 06:00 | buy | 28 | 0.10 | 0.65294 | 0.00000 | 0.00000 | ||
| 106 | 2024.03.22 06:00 | modify | 28 | 0.10 | 0.65294 | 0.64794 | 0.66794 | ||
| 107 | 2024.04.03 16:00 | buy | 29 | 0.10 | 0.65598 | 0.00000 | 0.00000 | ||
| 108 | 2024.04.03 16:00 | modify | 29 | 0.10 | 0.65598 | 0.65369 | 0.66794 | ||
| 109 | 2024.04.03 16:00 | modify | 28 | 0.10 | 0.65294 | 0.65369 | 0.66794 | ||
| 110 | 2024.04.04 09:00 | buy | 30 | 0.10 | 0.65995 | 0.00000 | 0.00000 | ||
| 111 | 2024.04.04 09:00 | modify | 30 | 0.10 | 0.65995 | 0.65669 | 0.66794 | ||
| 112 | 2024.04.04 09:00 | modify | 29 | 0.10 | 0.65598 | 0.65669 | 0.66794 | ||
| 113 | 2024.04.04 09:00 | modify | 28 | 0.10 | 0.65294 | 0.65669 | 0.66794 | ||
| 114 | 2024.04.05 03:00 | s/l | 28 | 0.10 | 0.65669 | 0.65669 | 0.66794 | 33.13 | 11249.69 |
| 115 | 2024.04.05 03:00 | s/l | 29 | 0.10 | 0.65669 | 0.65669 | 0.66794 | 5.85 | 11255.54 |
| 116 | 2024.04.05 03:00 | s/l | 30 | 0.10 | 0.65669 | 0.65669 | 0.66794 | -32.91 | 11222.63 |
| 117 | 2024.04.10 18:00 | buy | 31 | 0.10 | 0.65166 | 0.00000 | 0.00000 | ||
| 118 | 2024.04.10 18:00 | modify | 31 | 0.10 | 0.65166 | 0.64666 | 0.66666 | ||
| 119 | 2024.04.11 13:00 | buy | 32 | 0.10 | 0.65479 | 0.00000 | 0.00000 | ||
| 120 | 2024.04.11 13:00 | modify | 32 | 0.10 | 0.65479 | 0.65241 | 0.66666 | ||
| 121 | 2024.04.11 13:00 | modify | 31 | 0.10 | 0.65166 | 0.65241 | 0.66666 | ||
| 122 | 2024.04.11 15:00 | s/l | 31 | 0.10 | 0.65241 | 0.65241 | 0.66666 | 6.56 | 11229.19 |
| 123 | 2024.04.11 15:00 | s/l | 32 | 0.10 | 0.65241 | 0.65241 | 0.66666 | -23.80 | 11205.39 |
| 124 | 2024.04.30 15:00 | buy | 33 | 0.10 | 0.64953 | 0.00000 | 0.00000 | ||
| 125 | 2024.04.30 15:00 | modify | 33 | 0.10 | 0.64953 | 0.64453 | 0.66453 | ||
| 126 | 2024.05.01 22:00 | buy | 34 | 0.10 | 0.65273 | 0.00000 | 0.00000 | ||
| 127 | 2024.05.01 22:00 | modify | 34 | 0.10 | 0.65273 | 0.65028 | 0.66453 | ||
| 128 | 2024.05.01 22:00 | modify | 33 | 0.10 | 0.64953 | 0.65028 | 0.66453 | ||
| 129 | 2024.05.02 18:00 | buy | 35 | 0.10 | 0.65638 | 0.00000 | 0.00000 | ||
| 130 | 2024.05.02 18:00 | modify | 35 | 0.10 | 0.65638 | 0.65328 | 0.66453 | ||
| 131 | 2024.05.02 18:00 | modify | 34 | 0.10 | 0.65273 | 0.65328 | 0.66453 | ||
| 132 | 2024.05.02 18:00 | modify | 33 | 0.10 | 0.64953 | 0.65328 | 0.66453 | ||
| 133 | 2024.05.03 13:00 | t/p | 33 | 0.10 | 0.66453 | 0.65328 | 0.66453 | 148.44 | 11353.83 |
| 134 | 2024.05.03 13:00 | t/p | 34 | 0.10 | 0.66453 | 0.65328 | 0.66453 | 116.75 | 11470.59 |
| 135 | 2024.05.03 13:00 | t/p | 35 | 0.10 | 0.66453 | 0.65328 | 0.66453 | 81.19 | 11551.77 |
| 136 | 2024.06.07 17:00 | buy | 36 | 0.10 | 0.65921 | 0.00000 | 0.00000 | ||
| 137 | 2024.06.07 17:00 | modify | 36 | 0.10 | 0.65921 | 0.65421 | 0.67421 | ||
| 138 | 2024.06.12 06:00 | buy | 37 | 0.10 | 0.66226 | 0.00000 | 0.00000 | ||
| 139 | 2024.06.12 06:00 | modify | 37 | 0.10 | 0.66226 | 0.65996 | 0.67421 | ||
| 140 | 2024.06.12 06:00 | modify | 36 | 0.10 | 0.65921 | 0.65996 | 0.67421 | ||
| 141 | 2024.06.12 13:00 | buy | 38 | 0.10 | 0.66907 | 0.00000 | 0.00000 | ||
| 142 | 2024.06.12 13:00 | modify | 38 | 0.10 | 0.66907 | 0.66446 | 0.67421 | ||
| 143 | 2024.06.12 13:00 | modify | 37 | 0.10 | 0.66226 | 0.66446 | 0.67421 | ||
| 144 | 2024.06.12 13:00 | modify | 36 | 0.10 | 0.65921 | 0.66446 | 0.67421 | ||
| 145 | 2024.06.13 06:00 | s/l | 36 | 0.10 | 0.66446 | 0.66446 | 0.67421 | 50.63 | 11602.40 |
| 146 | 2024.06.13 06:00 | s/l | 37 | 0.10 | 0.66446 | 0.66446 | 0.67421 | 21.06 | 11623.47 |
| 147 | 2024.06.13 06:00 | s/l | 38 | 0.10 | 0.66446 | 0.66446 | 0.67421 | -47.04 | 11576.43 |