Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 39.59 | Gross profit | 887.42 | Gross loss | -847.83 |
| Profit factor | 1.05 | Expected payoff | 1.89 | ||
| Absolute drawdown | 113.87 | Maximal drawdown | 627.32 (5.88%) | Relative drawdown | 5.88% (627.32) |
| Total trades | 21 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 11 (27.27%) |
| Profit trades (% of total) | 10 (47.62%) | Loss trades (% of total) | 11 (52.38%) | ||
| Largest | profit trade | 141.95 | loss trade | -128.73 | |
| Average | profit trade | 88.74 | loss trade | -77.08 | |
| Maximum | consecutive wins (profit in money) | 6 (614.52) | consecutive losses (loss in money) | 5 (-405.48) | |
| Maximal | consecutive profit (count of wins) | 614.52 (6) | consecutive loss (count of losses) | -405.48 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.12 16:00 | sell | 1 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.12 16:00 | modify | 1 | 0.10 | 0.67813 | 0.69013 | 0.66413 | ||
| 3 | 2023.07.27 20:00 | sell | 2 | 0.10 | 0.67019 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.27 20:00 | modify | 2 | 0.10 | 0.67019 | 0.67393 | 0.66413 | ||
| 5 | 2023.07.27 20:00 | modify | 1 | 0.10 | 0.67813 | 0.67393 | 0.66413 | ||
| 6 | 2023.07.28 08:00 | t/p | 1 | 0.10 | 0.66413 | 0.67393 | 0.66413 | 141.95 | 10141.95 |
| 7 | 2023.07.28 08:00 | t/p | 2 | 0.10 | 0.66413 | 0.67393 | 0.66413 | 60.71 | 10202.66 |
| 8 | 2023.08.02 16:00 | buy | 3 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
| 9 | 2023.08.02 16:00 | modify | 3 | 0.10 | 0.65437 | 0.64237 | 0.66837 | ||
| 10 | 2023.08.16 20:00 | s/l | 3 | 0.10 | 0.64237 | 0.64237 | 0.66837 | -124.37 | 10078.29 |
| 11 | 2023.08.17 04:00 | buy | 4 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
| 12 | 2023.08.17 04:00 | modify | 4 | 0.10 | 0.63847 | 0.62647 | 0.65247 | ||
| 13 | 2023.09.19 08:00 | buy | 5 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.19 08:00 | modify | 5 | 0.10 | 0.64549 | 0.63987 | 0.65247 | ||
| 15 | 2023.09.19 08:00 | buy | 6 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
| 16 | 2023.09.19 08:00 | modify | 6 | 0.10 | 0.64549 | 0.64337 | 0.65247 | ||
| 17 | 2023.09.19 08:00 | modify | 4 | 0.10 | 0.63847 | 0.64337 | 0.65247 | ||
| 18 | 2023.09.19 12:00 | modify | 5 | 0.10 | 0.64549 | 0.64337 | 0.65247 | ||
| 19 | 2023.09.20 08:00 | buy | 7 | 0.10 | 0.64632 | 0.00000 | 0.00000 | ||
| 20 | 2023.09.20 08:00 | modify | 7 | 0.10 | 0.64632 | 0.64267 | 0.65247 | ||
| 21 | 2023.09.20 12:00 | modify | 7 | 0.10 | 0.64632 | 0.64337 | 0.65247 | ||
| 22 | 2023.09.21 04:00 | s/l | 4 | 0.10 | 0.64337 | 0.64337 | 0.65247 | 38.08 | 10116.37 |
| 23 | 2023.09.21 04:00 | s/l | 5 | 0.10 | 0.64337 | 0.64337 | 0.65247 | -22.45 | 10093.93 |
| 24 | 2023.09.21 04:00 | s/l | 6 | 0.10 | 0.64337 | 0.64337 | 0.65247 | -22.45 | 10071.48 |
| 25 | 2023.09.21 04:00 | s/l | 7 | 0.10 | 0.64337 | 0.64337 | 0.65247 | -30.44 | 10041.04 |
| 26 | 2023.09.29 04:00 | sell | 8 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
| 27 | 2023.09.29 04:00 | modify | 8 | 0.10 | 0.64567 | 0.65767 | 0.63167 | ||
| 28 | 2023.10.03 08:00 | t/p | 8 | 0.10 | 0.63167 | 0.65767 | 0.63167 | 140.22 | 10181.26 |
| 29 | 2023.10.12 16:00 | buy | 9 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
| 30 | 2023.10.12 16:00 | modify | 9 | 0.10 | 0.63360 | 0.62160 | 0.64760 | ||
| 31 | 2023.11.03 16:00 | t/p | 9 | 0.10 | 0.64760 | 0.62160 | 0.64760 | 133.14 | 10314.40 |
| 32 | 2023.11.03 16:00 | sell | 10 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 33 | 2023.11.03 16:00 | modify | 10 | 0.10 | 0.65032 | 0.66232 | 0.63632 | ||
| 34 | 2023.11.07 08:00 | sell | 11 | 0.10 | 0.64232 | 0.00000 | 0.00000 | ||
| 35 | 2023.11.07 08:00 | modify | 11 | 0.10 | 0.64232 | 0.64612 | 0.63632 | ||
| 36 | 2023.11.07 08:00 | modify | 10 | 0.10 | 0.65032 | 0.64612 | 0.63632 | ||
| 37 | 2023.11.08 12:00 | sell | 12 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.08 12:00 | modify | 12 | 0.10 | 0.64327 | 0.64892 | 0.63632 | ||
| 39 | 2023.11.08 12:00 | sell | 13 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 40 | 2023.11.08 12:00 | modify | 13 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 41 | 2023.11.08 12:00 | modify | 11 | 0.10 | 0.64232 | 0.64542 | 0.63632 | ||
| 42 | 2023.11.08 12:00 | modify | 10 | 0.10 | 0.65032 | 0.64542 | 0.63632 | ||
| 43 | 2023.11.08 16:00 | modify | 12 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 44 | 2023.11.10 00:00 | t/p | 10 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 140.76 | 10455.15 |
| 45 | 2023.11.10 00:00 | t/p | 11 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 60.54 | 10515.69 |
| 46 | 2023.11.10 00:00 | t/p | 12 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.93 | 10585.63 |
| 47 | 2023.11.10 00:00 | t/p | 13 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.93 | 10655.56 |
| 48 | 2023.11.14 16:00 | sell | 14 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 49 | 2023.11.14 16:00 | modify | 14 | 0.10 | 0.64793 | 0.65993 | 0.63393 | ||
| 50 | 2023.11.27 12:00 | s/l | 14 | 0.10 | 0.65993 | 0.65993 | 0.63393 | -118.59 | 10536.97 |
| 51 | 2024.01.03 16:00 | buy | 15 | 0.10 | 0.67144 | 0.00000 | 0.00000 | ||
| 52 | 2024.01.03 16:00 | modify | 15 | 0.10 | 0.67144 | 0.65944 | 0.68544 | ||
| 53 | 2024.01.16 16:00 | s/l | 15 | 0.10 | 0.65944 | 0.65944 | 0.68544 | -124.05 | 10412.91 |
| 54 | 2024.01.17 08:00 | buy | 16 | 0.10 | 0.65561 | 0.00000 | 0.00000 | ||
| 55 | 2024.01.17 08:00 | modify | 16 | 0.10 | 0.65561 | 0.64361 | 0.66961 | ||
| 56 | 2024.03.11 00:00 | buy | 17 | 0.10 | 0.66271 | 0.00000 | 0.00000 | ||
| 57 | 2024.03.11 00:00 | modify | 17 | 0.10 | 0.66271 | 0.65701 | 0.66961 | ||
| 58 | 2024.03.11 00:00 | buy | 18 | 0.10 | 0.66271 | 0.00000 | 0.00000 | ||
| 59 | 2024.03.11 00:00 | modify | 18 | 0.10 | 0.66271 | 0.66051 | 0.66961 | ||
| 60 | 2024.03.11 00:00 | modify | 16 | 0.10 | 0.65561 | 0.66051 | 0.66961 | ||
| 61 | 2024.03.11 04:00 | modify | 17 | 0.10 | 0.66271 | 0.66051 | 0.66961 | ||
| 62 | 2024.03.11 16:00 | s/l | 16 | 0.10 | 0.66051 | 0.66051 | 0.66961 | 32.16 | 10445.07 |
| 63 | 2024.03.11 16:00 | s/l | 17 | 0.10 | 0.66051 | 0.66051 | 0.66961 | -22.00 | 10423.07 |
| 64 | 2024.03.11 16:00 | s/l | 18 | 0.10 | 0.66051 | 0.66051 | 0.66961 | -22.00 | 10401.07 |
| 65 | 2024.03.19 08:00 | buy | 19 | 0.10 | 0.65212 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.19 08:00 | modify | 19 | 0.10 | 0.65212 | 0.64012 | 0.66612 | ||
| 67 | 2024.04.16 16:00 | s/l | 19 | 0.10 | 0.64012 | 0.64012 | 0.66612 | -128.73 | 10272.34 |
| 68 | 2024.04.24 04:00 | sell | 20 | 0.10 | 0.65169 | 0.00000 | 0.00000 | ||
| 69 | 2024.04.24 04:00 | modify | 20 | 0.10 | 0.65169 | 0.66369 | 0.63769 | ||
| 70 | 2024.05.03 16:00 | s/l | 20 | 0.10 | 0.66369 | 0.66369 | 0.63769 | -118.81 | 10153.53 |
| 71 | 2024.05.03 16:00 | sell | 21 | 0.10 | 0.66136 | 0.00000 | 0.00000 | ||
| 72 | 2024.05.03 16:00 | modify | 21 | 0.10 | 0.66136 | 0.67336 | 0.64736 | ||
| 73 | 2024.06.28 23:59 | s/l | 21 | 0.10 | 0.67336 | 0.67336 | 0.64736 | -113.94 | 10039.59 |