Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 425.95 | Gross profit | 1512.23 | Gross loss | -1086.28 |
| Profit factor | 1.39 | Expected payoff | 12.17 | ||
| Absolute drawdown | 327.70 | Maximal drawdown | 512.08 (4.73%) | Relative drawdown | 4.73% (512.08) |
| Total trades | 35 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 18 (77.78%) |
| Profit trades (% of total) | 23 (65.71%) | Loss trades (% of total) | 12 (34.29%) | ||
| Largest | profit trade | 109.32 | loss trade | -160.26 | |
| Average | profit trade | 65.75 | loss trade | -90.52 | |
| Maximum | consecutive wins (profit in money) | 11 (803.22) | consecutive losses (loss in money) | 2 (-312.82) | |
| Maximal | consecutive profit (count of wins) | 803.22 (11) | consecutive loss (count of losses) | -312.82 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 16:00 | buy | 1 | 0.10 | 0.64482 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.01 16:00 | modify | 1 | 0.10 | 0.64482 | 0.62982 | 0.65582 | ||
| 3 | 2023.10.03 12:00 | s/l | 1 | 0.10 | 0.62982 | 0.62982 | 0.65582 | -160.26 | 9839.74 |
| 4 | 2023.10.04 16:00 | sell | 2 | 0.10 | 0.63356 | 0.00000 | 0.00000 | ||
| 5 | 2023.10.04 16:00 | modify | 2 | 0.10 | 0.63356 | 0.64856 | 0.62256 | ||
| 6 | 2023.11.03 16:00 | s/l | 2 | 0.10 | 0.64856 | 0.64856 | 0.62256 | -152.56 | 9687.18 |
| 7 | 2023.11.03 16:00 | sell | 3 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 8 | 2023.11.03 16:00 | modify | 3 | 0.10 | 0.65032 | 0.66532 | 0.63932 | ||
| 9 | 2023.11.07 08:00 | sell | 4 | 0.10 | 0.64232 | 0.00000 | 0.00000 | ||
| 10 | 2023.11.07 08:00 | modify | 4 | 0.10 | 0.64232 | 0.64427 | 0.63932 | ||
| 11 | 2023.11.07 08:00 | modify | 3 | 0.10 | 0.65032 | 0.64427 | 0.63932 | ||
| 12 | 2023.11.08 04:00 | s/l | 3 | 0.10 | 0.64427 | 0.64427 | 0.63932 | 60.26 | 9747.44 |
| 13 | 2023.11.08 04:00 | s/l | 4 | 0.10 | 0.64427 | 0.64427 | 0.63932 | -19.58 | 9727.86 |
| 14 | 2023.11.10 12:00 | buy | 5 | 0.10 | 0.63536 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.10 12:00 | modify | 5 | 0.10 | 0.63536 | 0.62036 | 0.64636 | ||
| 16 | 2023.11.13 20:00 | buy | 6 | 0.10 | 0.63831 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.13 20:00 | modify | 6 | 0.10 | 0.63831 | 0.63591 | 0.64636 | ||
| 18 | 2023.11.13 20:00 | modify | 5 | 0.10 | 0.63536 | 0.63591 | 0.64636 | ||
| 19 | 2023.11.14 16:00 | t/p | 5 | 0.10 | 0.64636 | 0.63591 | 0.64636 | 109.32 | 9837.18 |
| 20 | 2023.11.14 16:00 | t/p | 6 | 0.10 | 0.64636 | 0.63591 | 0.64636 | 80.16 | 9917.33 |
| 21 | 2023.11.14 16:00 | sell | 7 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.14 16:00 | modify | 7 | 0.10 | 0.64793 | 0.66293 | 0.63693 | ||
| 23 | 2023.11.28 04:00 | s/l | 7 | 0.10 | 0.66293 | 0.66293 | 0.63693 | -151.12 | 9766.21 |
| 24 | 2023.11.28 16:00 | sell | 8 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
| 25 | 2023.11.28 16:00 | modify | 8 | 0.10 | 0.66413 | 0.67913 | 0.65313 | ||
| 26 | 2023.12.05 04:00 | sell | 9 | 0.10 | 0.65753 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.05 04:00 | modify | 9 | 0.10 | 0.65753 | 0.66083 | 0.65313 | ||
| 28 | 2023.12.05 04:00 | modify | 8 | 0.10 | 0.66413 | 0.66083 | 0.65313 | ||
| 29 | 2023.12.07 04:00 | t/p | 8 | 0.10 | 0.65313 | 0.66083 | 0.65313 | 109.12 | 9875.33 |
| 30 | 2023.12.07 04:00 | t/p | 9 | 0.10 | 0.65313 | 0.66083 | 0.65313 | 43.68 | 9919.01 |
| 31 | 2023.12.07 16:00 | sell | 10 | 0.10 | 0.65900 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.07 16:00 | modify | 10 | 0.10 | 0.65900 | 0.67400 | 0.64800 | ||
| 33 | 2023.12.11 04:00 | sell | 11 | 0.10 | 0.65599 | 0.00000 | 0.00000 | ||
| 34 | 2023.12.11 04:00 | modify | 11 | 0.10 | 0.65599 | 0.65845 | 0.64800 | ||
| 35 | 2023.12.11 04:00 | modify | 10 | 0.10 | 0.65900 | 0.65845 | 0.64800 | ||
| 36 | 2023.12.12 04:00 | s/l | 10 | 0.10 | 0.65845 | 0.65845 | 0.64800 | 5.26 | 9924.27 |
| 37 | 2023.12.12 04:00 | s/l | 11 | 0.10 | 0.65845 | 0.65845 | 0.64800 | -24.68 | 9899.59 |
| 38 | 2023.12.19 16:00 | sell | 12 | 0.10 | 0.67626 | 0.00000 | 0.00000 | ||
| 39 | 2023.12.19 16:00 | modify | 12 | 0.10 | 0.67626 | 0.69126 | 0.66526 | ||
| 40 | 2024.01.05 16:00 | t/p | 12 | 0.10 | 0.66526 | 0.69126 | 0.66526 | 108.48 | 10008.07 |
| 41 | 2024.01.05 16:00 | sell | 13 | 0.10 | 0.67344 | 0.00000 | 0.00000 | ||
| 42 | 2024.01.05 16:00 | modify | 13 | 0.10 | 0.67344 | 0.68844 | 0.66244 | ||
| 43 | 2024.01.09 08:00 | sell | 14 | 0.10 | 0.67066 | 0.00000 | 0.00000 | ||
| 44 | 2024.01.09 08:00 | modify | 14 | 0.10 | 0.67066 | 0.67289 | 0.66244 | ||
| 45 | 2024.01.09 08:00 | modify | 13 | 0.10 | 0.67344 | 0.67289 | 0.66244 | ||
| 46 | 2024.01.12 16:00 | s/l | 13 | 0.10 | 0.67289 | 0.67289 | 0.66244 | 4.94 | 10013.01 |
| 47 | 2024.01.12 16:00 | s/l | 14 | 0.10 | 0.67289 | 0.67289 | 0.66244 | -22.70 | 9990.31 |
| 48 | 2024.01.19 12:00 | sell | 15 | 0.10 | 0.65987 | 0.00000 | 0.00000 | ||
| 49 | 2024.01.19 12:00 | modify | 15 | 0.10 | 0.65987 | 0.67487 | 0.64887 | ||
| 50 | 2024.01.23 00:00 | sell | 16 | 0.10 | 0.65700 | 0.00000 | 0.00000 | ||
| 51 | 2024.01.23 00:00 | modify | 16 | 0.10 | 0.65700 | 0.65932 | 0.64887 | ||
| 52 | 2024.01.23 00:00 | modify | 15 | 0.10 | 0.65987 | 0.65932 | 0.64887 | ||
| 53 | 2024.01.23 04:00 | s/l | 15 | 0.10 | 0.65932 | 0.65932 | 0.64887 | 5.34 | 9995.65 |
| 54 | 2024.01.23 04:00 | s/l | 16 | 0.10 | 0.65932 | 0.65932 | 0.64887 | -23.20 | 9972.45 |
| 55 | 2024.02.01 08:00 | buy | 17 | 0.10 | 0.65354 | 0.00000 | 0.00000 | ||
| 56 | 2024.02.01 08:00 | modify | 17 | 0.10 | 0.65354 | 0.63854 | 0.66454 | ||
| 57 | 2024.03.08 12:00 | t/p | 17 | 0.10 | 0.66454 | 0.63854 | 0.66454 | 97.69 | 10070.14 |
| 58 | 2024.03.08 12:00 | sell | 18 | 0.10 | 0.66458 | 0.00000 | 0.00000 | ||
| 59 | 2024.03.08 12:00 | modify | 18 | 0.10 | 0.66458 | 0.67958 | 0.65358 | ||
| 60 | 2024.03.15 00:00 | sell | 19 | 0.10 | 0.65782 | 0.00000 | 0.00000 | ||
| 61 | 2024.03.15 00:00 | modify | 19 | 0.10 | 0.65782 | 0.66128 | 0.65358 | ||
| 62 | 2024.03.15 00:00 | modify | 18 | 0.10 | 0.66458 | 0.66128 | 0.65358 | ||
| 63 | 2024.03.19 04:00 | t/p | 18 | 0.10 | 0.65358 | 0.66128 | 0.65358 | 109.28 | 10179.42 |
| 64 | 2024.03.19 04:00 | t/p | 19 | 0.10 | 0.65358 | 0.66128 | 0.65358 | 42.24 | 10221.66 |
| 65 | 2024.03.19 08:00 | buy | 20 | 0.10 | 0.65212 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.19 08:00 | modify | 20 | 0.10 | 0.65212 | 0.63712 | 0.66312 | ||
| 67 | 2024.03.20 20:00 | buy | 21 | 0.10 | 0.65878 | 0.00000 | 0.00000 | ||
| 68 | 2024.03.20 20:00 | modify | 21 | 0.10 | 0.65878 | 0.65542 | 0.66312 | ||
| 69 | 2024.03.20 20:00 | modify | 20 | 0.10 | 0.65212 | 0.65542 | 0.66312 | ||
| 70 | 2024.03.21 08:00 | t/p | 20 | 0.10 | 0.66312 | 0.65542 | 0.66312 | 108.63 | 10330.29 |
| 71 | 2024.03.21 08:00 | t/p | 21 | 0.10 | 0.66312 | 0.65542 | 0.66312 | 42.37 | 10372.67 |
| 72 | 2024.03.28 12:00 | buy | 22 | 0.10 | 0.64914 | 0.00000 | 0.00000 | ||
| 73 | 2024.03.28 12:00 | modify | 22 | 0.10 | 0.64914 | 0.63414 | 0.66014 | ||
| 74 | 2024.04.03 12:00 | buy | 23 | 0.10 | 0.65202 | 0.00000 | 0.00000 | ||
| 75 | 2024.04.03 12:00 | modify | 23 | 0.10 | 0.65202 | 0.64969 | 0.66014 | ||
| 76 | 2024.04.03 12:00 | modify | 22 | 0.10 | 0.64914 | 0.64969 | 0.66014 | ||
| 77 | 2024.04.03 16:00 | buy | 24 | 0.10 | 0.65598 | 0.00000 | 0.00000 | ||
| 78 | 2024.04.03 16:00 | modify | 24 | 0.10 | 0.65598 | 0.65244 | 0.66014 | ||
| 79 | 2024.04.03 16:00 | modify | 23 | 0.10 | 0.65202 | 0.65244 | 0.66014 | ||
| 80 | 2024.04.03 16:00 | modify | 22 | 0.10 | 0.64914 | 0.65244 | 0.66014 | ||
| 81 | 2024.04.04 00:00 | buy | 25 | 0.10 | 0.65708 | 0.00000 | 0.00000 | ||
| 82 | 2024.04.04 00:00 | modify | 25 | 0.10 | 0.65708 | 0.65519 | 0.66014 | ||
| 83 | 2024.04.04 00:00 | modify | 24 | 0.10 | 0.65598 | 0.65519 | 0.66014 | ||
| 84 | 2024.04.04 00:00 | modify | 23 | 0.10 | 0.65202 | 0.65519 | 0.66014 | ||
| 85 | 2024.04.04 00:00 | modify | 22 | 0.10 | 0.64914 | 0.65519 | 0.66014 | ||
| 86 | 2024.04.04 12:00 | t/p | 22 | 0.10 | 0.66014 | 0.65519 | 0.66014 | 107.61 | 10480.27 |
| 87 | 2024.04.04 12:00 | t/p | 23 | 0.10 | 0.66014 | 0.65519 | 0.66014 | 80.17 | 10560.45 |
| 88 | 2024.04.04 12:00 | t/p | 24 | 0.10 | 0.66014 | 0.65519 | 0.66014 | 40.57 | 10601.02 |
| 89 | 2024.04.04 12:00 | t/p | 25 | 0.10 | 0.66014 | 0.65519 | 0.66014 | 30.60 | 10631.62 |
| 90 | 2024.04.10 16:00 | buy | 26 | 0.10 | 0.65103 | 0.00000 | 0.00000 | ||
| 91 | 2024.04.10 16:00 | modify | 26 | 0.10 | 0.65103 | 0.63603 | 0.66203 | ||
| 92 | 2024.05.03 04:00 | buy | 27 | 0.10 | 0.65777 | 0.00000 | 0.00000 | ||
| 93 | 2024.05.03 04:00 | modify | 27 | 0.10 | 0.65777 | 0.65433 | 0.66203 | ||
| 94 | 2024.05.03 04:00 | modify | 26 | 0.10 | 0.65103 | 0.65433 | 0.66203 | ||
| 95 | 2024.05.03 16:00 | t/p | 26 | 0.10 | 0.66203 | 0.65433 | 0.66203 | 101.45 | 10733.07 |
| 96 | 2024.05.03 16:00 | t/p | 27 | 0.10 | 0.66203 | 0.65433 | 0.66203 | 42.60 | 10775.67 |
| 97 | 2024.05.03 16:00 | sell | 28 | 0.10 | 0.66136 | 0.00000 | 0.00000 | ||
| 98 | 2024.05.03 16:00 | modify | 28 | 0.10 | 0.66136 | 0.67636 | 0.65036 | ||
| 99 | 2024.07.08 04:00 | s/l | 28 | 0.10 | 0.67636 | 0.67636 | 0.65036 | -155.12 | 10620.55 |
| 100 | 2024.07.16 16:00 | buy | 29 | 0.10 | 0.67273 | 0.00000 | 0.00000 | ||
| 101 | 2024.07.16 16:00 | modify | 29 | 0.10 | 0.67273 | 0.65773 | 0.68373 | ||
| 102 | 2024.07.24 20:00 | s/l | 29 | 0.10 | 0.65773 | 0.65773 | 0.68373 | -152.74 | 10467.82 |
| 103 | 2024.08.05 08:00 | buy | 30 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
| 104 | 2024.08.05 08:00 | modify | 30 | 0.10 | 0.64519 | 0.63019 | 0.65619 | ||
| 105 | 2024.08.06 00:00 | buy | 31 | 0.10 | 0.65181 | 0.00000 | 0.00000 | ||
| 106 | 2024.08.06 00:00 | modify | 31 | 0.10 | 0.65181 | 0.64849 | 0.65619 | ||
| 107 | 2024.08.06 00:00 | modify | 30 | 0.10 | 0.64519 | 0.64849 | 0.65619 | ||
| 108 | 2024.08.06 12:00 | s/l | 30 | 0.10 | 0.64849 | 0.64849 | 0.65619 | 32.66 | 10500.47 |
| 109 | 2024.08.06 12:00 | s/l | 31 | 0.10 | 0.64849 | 0.64849 | 0.65619 | -33.20 | 10467.27 |
| 110 | 2024.08.08 16:00 | sell | 32 | 0.10 | 0.65784 | 0.00000 | 0.00000 | ||
| 111 | 2024.08.08 16:00 | modify | 32 | 0.10 | 0.65784 | 0.67284 | 0.64684 | ||
| 112 | 2024.08.19 20:00 | s/l | 32 | 0.10 | 0.67284 | 0.67284 | 0.64684 | -150.72 | 10316.55 |
| 113 | 2024.08.22 16:00 | buy | 33 | 0.10 | 0.67098 | 0.00000 | 0.00000 | ||
| 114 | 2024.08.22 16:00 | modify | 33 | 0.10 | 0.67098 | 0.65598 | 0.68198 | ||
| 115 | 2024.08.26 20:00 | buy | 34 | 0.10 | 0.67759 | 0.00000 | 0.00000 | ||
| 116 | 2024.08.26 20:00 | modify | 34 | 0.10 | 0.67759 | 0.67428 | 0.68198 | ||
| 117 | 2024.08.26 20:00 | modify | 33 | 0.10 | 0.67098 | 0.67428 | 0.68198 | ||
| 118 | 2024.08.29 12:00 | t/p | 33 | 0.10 | 0.68198 | 0.67428 | 0.68198 | 107.61 | 10424.16 |
| 119 | 2024.08.29 12:00 | t/p | 34 | 0.10 | 0.68198 | 0.67428 | 0.68198 | 42.19 | 10466.35 |
| 120 | 2024.08.30 16:00 | buy | 35 | 0.10 | 0.67674 | 0.00000 | 0.00000 | ||
| 121 | 2024.08.30 16:00 | modify | 35 | 0.10 | 0.67674 | 0.66174 | 0.68774 | ||
| 122 | 2024.08.30 23:59 | close at stop | 35 | 0.10 | 0.67270 | 0.66174 | 0.68774 | -40.40 | 10425.95 |