Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7218 | Ticks modelled | 13436 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1409.04 | Gross profit | 1814.98 | Gross loss | -405.94 |
| Profit factor | 4.47 | Expected payoff | 41.44 | ||
| Absolute drawdown | 107.34 | Maximal drawdown | 283.42 (2.79%) | Relative drawdown | 2.79% (283.42) |
| Total trades | 34 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 25 (73.53%) | Loss trades (% of total) | 9 (26.47%) | ||
| Largest | profit trade | 129.84 | loss trade | -90.56 | |
| Average | profit trade | 72.60 | loss trade | -45.10 | |
| Maximum | consecutive wins (profit in money) | 13 (1066.45) | consecutive losses (loss in money) | 2 (-53.64) | |
| Maximal | consecutive profit (count of wins) | 1066.45 (13) | consecutive loss (count of losses) | -90.56 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 09:00 | buy | 1 | 0.10 | 0.63797 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 09:00 | modify | 1 | 0.10 | 0.63797 | 0.62897 | 0.65097 | ||
| 3 | 2023.09.11 12:00 | buy | 2 | 0.10 | 0.64334 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.11 12:00 | modify | 2 | 0.10 | 0.64334 | 0.63862 | 0.65097 | ||
| 5 | 2023.09.11 12:00 | modify | 1 | 0.10 | 0.63797 | 0.63862 | 0.65097 | ||
| 6 | 2023.09.13 13:00 | s/l | 1 | 0.10 | 0.63862 | 0.63862 | 0.65097 | 3.76 | 10003.76 |
| 7 | 2023.09.13 13:00 | s/l | 2 | 0.10 | 0.63862 | 0.63862 | 0.65097 | -47.88 | 9955.88 |
| 8 | 2023.09.20 13:00 | sell | 3 | 0.10 | 0.64851 | 0.00000 | 0.00000 | ||
| 9 | 2023.09.20 13:00 | modify | 3 | 0.10 | 0.64851 | 0.65751 | 0.63551 | ||
| 10 | 2023.09.21 02:00 | sell | 4 | 0.10 | 0.64201 | 0.00000 | 0.00000 | ||
| 11 | 2023.09.21 02:00 | modify | 4 | 0.10 | 0.64201 | 0.64526 | 0.63551 | ||
| 12 | 2023.09.21 02:00 | modify | 3 | 0.10 | 0.64851 | 0.64526 | 0.63551 | ||
| 13 | 2023.09.22 12:00 | s/l | 3 | 0.10 | 0.64526 | 0.64526 | 0.63551 | 32.18 | 9988.06 |
| 14 | 2023.09.22 12:00 | s/l | 4 | 0.10 | 0.64526 | 0.64526 | 0.63551 | -32.58 | 9955.48 |
| 15 | 2023.09.22 14:00 | sell | 5 | 0.10 | 0.64566 | 0.00000 | 0.00000 | ||
| 16 | 2023.09.22 14:00 | modify | 5 | 0.10 | 0.64566 | 0.65466 | 0.63266 | ||
| 17 | 2023.09.25 15:00 | sell | 6 | 0.10 | 0.64046 | 0.00000 | 0.00000 | ||
| 18 | 2023.09.25 15:00 | modify | 6 | 0.10 | 0.64046 | 0.64501 | 0.63266 | ||
| 19 | 2023.09.25 15:00 | modify | 5 | 0.10 | 0.64566 | 0.64501 | 0.63266 | ||
| 20 | 2023.09.27 01:00 | sell | 7 | 0.10 | 0.63906 | 0.00000 | 0.00000 | ||
| 21 | 2023.09.27 01:00 | modify | 7 | 0.10 | 0.63906 | 0.64241 | 0.63266 | ||
| 22 | 2023.09.27 01:00 | modify | 6 | 0.10 | 0.64046 | 0.64241 | 0.63266 | ||
| 23 | 2023.09.27 01:00 | modify | 5 | 0.10 | 0.64566 | 0.64241 | 0.63266 | ||
| 24 | 2023.09.28 16:00 | s/l | 5 | 0.10 | 0.64241 | 0.64241 | 0.63266 | 32.02 | 9987.50 |
| 25 | 2023.09.28 16:00 | s/l | 6 | 0.10 | 0.64241 | 0.64241 | 0.63266 | -19.90 | 9967.60 |
| 26 | 2023.09.28 16:00 | s/l | 7 | 0.10 | 0.64241 | 0.64241 | 0.63266 | -33.74 | 9933.86 |
| 27 | 2023.09.29 05:00 | sell | 8 | 0.10 | 0.64568 | 0.00000 | 0.00000 | ||
| 28 | 2023.09.29 05:00 | modify | 8 | 0.10 | 0.64568 | 0.65468 | 0.63268 | ||
| 29 | 2023.10.02 05:00 | sell | 9 | 0.10 | 0.64043 | 0.00000 | 0.00000 | ||
| 30 | 2023.10.02 05:00 | modify | 9 | 0.10 | 0.64043 | 0.64503 | 0.63268 | ||
| 31 | 2023.10.02 05:00 | modify | 8 | 0.10 | 0.64568 | 0.64503 | 0.63268 | ||
| 32 | 2023.10.02 13:00 | sell | 10 | 0.10 | 0.63893 | 0.00000 | 0.00000 | ||
| 33 | 2023.10.02 13:00 | modify | 10 | 0.10 | 0.63893 | 0.64243 | 0.63268 | ||
| 34 | 2023.10.02 13:00 | modify | 9 | 0.10 | 0.64043 | 0.64243 | 0.63268 | ||
| 35 | 2023.10.02 13:00 | modify | 8 | 0.10 | 0.64568 | 0.64243 | 0.63268 | ||
| 36 | 2023.10.03 05:00 | t/p | 8 | 0.10 | 0.63268 | 0.64243 | 0.63268 | 129.84 | 10063.70 |
| 37 | 2023.10.03 05:00 | t/p | 9 | 0.10 | 0.63268 | 0.64243 | 0.63268 | 77.42 | 10141.12 |
| 38 | 2023.10.03 05:00 | t/p | 10 | 0.10 | 0.63268 | 0.64243 | 0.63268 | 62.42 | 10203.54 |
| 39 | 2023.11.03 15:00 | sell | 11 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
| 40 | 2023.11.03 15:00 | modify | 11 | 0.10 | 0.64964 | 0.65864 | 0.63664 | ||
| 41 | 2023.11.07 20:00 | sell | 12 | 0.10 | 0.64312 | 0.00000 | 0.00000 | ||
| 42 | 2023.11.07 20:00 | modify | 12 | 0.10 | 0.64312 | 0.64639 | 0.63664 | ||
| 43 | 2023.11.07 20:00 | modify | 11 | 0.10 | 0.64964 | 0.64639 | 0.63664 | ||
| 44 | 2023.11.09 12:00 | sell | 13 | 0.10 | 0.63977 | 0.00000 | 0.00000 | ||
| 45 | 2023.11.09 12:00 | modify | 13 | 0.10 | 0.63977 | 0.64379 | 0.63664 | ||
| 46 | 2023.11.09 12:00 | modify | 12 | 0.10 | 0.64312 | 0.64379 | 0.63664 | ||
| 47 | 2023.11.09 12:00 | modify | 11 | 0.10 | 0.64964 | 0.64379 | 0.63664 | ||
| 48 | 2023.11.09 20:00 | t/p | 11 | 0.10 | 0.63664 | 0.64379 | 0.63664 | 129.52 | 10333.06 |
| 49 | 2023.11.09 20:00 | t/p | 12 | 0.10 | 0.63664 | 0.64379 | 0.63664 | 64.48 | 10397.54 |
| 50 | 2023.11.09 20:00 | t/p | 13 | 0.10 | 0.63664 | 0.64379 | 0.63664 | 31.30 | 10428.84 |
| 51 | 2023.12.14 05:00 | sell | 14 | 0.10 | 0.67117 | 0.00000 | 0.00000 | ||
| 52 | 2023.12.14 05:00 | modify | 14 | 0.10 | 0.67117 | 0.68017 | 0.65817 | ||
| 53 | 2023.12.21 20:00 | s/l | 14 | 0.10 | 0.68017 | 0.68017 | 0.65817 | -90.56 | 10338.28 |
| 54 | 2024.02.08 15:00 | buy | 15 | 0.10 | 0.64892 | 0.00000 | 0.00000 | ||
| 55 | 2024.02.08 15:00 | modify | 15 | 0.10 | 0.64892 | 0.63992 | 0.66192 | ||
| 56 | 2024.02.16 18:00 | buy | 16 | 0.10 | 0.65421 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.16 18:00 | modify | 16 | 0.10 | 0.65421 | 0.64957 | 0.66192 | ||
| 58 | 2024.02.16 18:00 | modify | 15 | 0.10 | 0.64892 | 0.64957 | 0.66192 | ||
| 59 | 2024.02.20 10:00 | buy | 17 | 0.10 | 0.65564 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.20 10:00 | modify | 17 | 0.10 | 0.65564 | 0.65217 | 0.66192 | ||
| 61 | 2024.02.20 10:00 | modify | 16 | 0.10 | 0.65421 | 0.65217 | 0.66192 | ||
| 62 | 2024.02.20 10:00 | modify | 15 | 0.10 | 0.64892 | 0.65217 | 0.66192 | ||
| 63 | 2024.02.22 11:00 | buy | 18 | 0.10 | 0.65873 | 0.00000 | 0.00000 | ||
| 64 | 2024.02.22 11:00 | modify | 18 | 0.10 | 0.65873 | 0.65477 | 0.66192 | ||
| 65 | 2024.02.22 11:00 | modify | 17 | 0.10 | 0.65564 | 0.65477 | 0.66192 | ||
| 66 | 2024.02.22 11:00 | modify | 16 | 0.10 | 0.65421 | 0.65477 | 0.66192 | ||
| 67 | 2024.02.22 11:00 | modify | 15 | 0.10 | 0.64892 | 0.65477 | 0.66192 | ||
| 68 | 2024.02.22 15:00 | s/l | 15 | 0.10 | 0.65477 | 0.65477 | 0.66192 | 53.71 | 10391.99 |
| 69 | 2024.02.22 15:00 | s/l | 16 | 0.10 | 0.65477 | 0.65477 | 0.66192 | 3.55 | 10395.54 |
| 70 | 2024.02.22 15:00 | s/l | 17 | 0.10 | 0.65477 | 0.65477 | 0.66192 | -10.07 | 10385.47 |
| 71 | 2024.02.22 15:00 | s/l | 18 | 0.10 | 0.65477 | 0.65477 | 0.66192 | -39.60 | 10345.87 |
| 72 | 2024.02.28 08:00 | buy | 19 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 73 | 2024.02.28 08:00 | modify | 19 | 0.10 | 0.65111 | 0.64211 | 0.66411 | ||
| 74 | 2024.03.06 17:00 | buy | 20 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 75 | 2024.03.06 17:00 | modify | 20 | 0.10 | 0.65786 | 0.65436 | 0.66411 | ||
| 76 | 2024.03.06 17:00 | modify | 19 | 0.10 | 0.65111 | 0.65436 | 0.66411 | ||
| 77 | 2024.03.07 11:00 | buy | 21 | 0.10 | 0.66092 | 0.00000 | 0.00000 | ||
| 78 | 2024.03.07 11:00 | modify | 21 | 0.10 | 0.66092 | 0.65696 | 0.66411 | ||
| 79 | 2024.03.07 11:00 | modify | 20 | 0.10 | 0.65786 | 0.65696 | 0.66411 | ||
| 80 | 2024.03.07 11:00 | modify | 19 | 0.10 | 0.65111 | 0.65696 | 0.66411 | ||
| 81 | 2024.03.08 10:00 | t/p | 19 | 0.10 | 0.66411 | 0.65696 | 0.66411 | 126.24 | 10472.11 |
| 82 | 2024.03.08 10:00 | t/p | 20 | 0.10 | 0.66411 | 0.65696 | 0.66411 | 61.13 | 10533.24 |
| 83 | 2024.03.08 10:00 | t/p | 21 | 0.10 | 0.66411 | 0.65696 | 0.66411 | 31.56 | 10564.80 |
| 84 | 2024.03.08 12:00 | sell | 22 | 0.10 | 0.66458 | 0.00000 | 0.00000 | ||
| 85 | 2024.03.08 12:00 | modify | 22 | 0.10 | 0.66458 | 0.67358 | 0.65158 | ||
| 86 | 2024.03.14 21:00 | sell | 23 | 0.10 | 0.65794 | 0.00000 | 0.00000 | ||
| 87 | 2024.03.14 21:00 | modify | 23 | 0.10 | 0.65794 | 0.66133 | 0.65158 | ||
| 88 | 2024.03.14 21:00 | modify | 22 | 0.10 | 0.66458 | 0.66133 | 0.65158 | ||
| 89 | 2024.03.19 02:00 | sell | 24 | 0.10 | 0.65471 | 0.00000 | 0.00000 | ||
| 90 | 2024.03.19 02:00 | modify | 24 | 0.10 | 0.65471 | 0.65873 | 0.65158 | ||
| 91 | 2024.03.19 02:00 | modify | 23 | 0.10 | 0.65794 | 0.65873 | 0.65158 | ||
| 92 | 2024.03.19 02:00 | modify | 22 | 0.10 | 0.66458 | 0.65873 | 0.65158 | ||
| 93 | 2024.03.19 09:00 | t/p | 22 | 0.10 | 0.65158 | 0.65873 | 0.65158 | 129.28 | 10694.08 |
| 94 | 2024.03.19 09:00 | t/p | 23 | 0.10 | 0.65158 | 0.65873 | 0.65158 | 63.36 | 10757.44 |
| 95 | 2024.03.19 09:00 | t/p | 24 | 0.10 | 0.65158 | 0.65873 | 0.65158 | 31.30 | 10788.74 |
| 96 | 2024.03.21 06:00 | sell | 25 | 0.10 | 0.66231 | 0.00000 | 0.00000 | ||
| 97 | 2024.03.21 06:00 | modify | 25 | 0.10 | 0.66231 | 0.67131 | 0.64931 | ||
| 98 | 2024.03.21 16:00 | sell | 26 | 0.10 | 0.65685 | 0.00000 | 0.00000 | ||
| 99 | 2024.03.21 16:00 | modify | 26 | 0.10 | 0.65685 | 0.66166 | 0.64931 | ||
| 100 | 2024.03.21 16:00 | modify | 25 | 0.10 | 0.66231 | 0.66166 | 0.64931 | ||
| 101 | 2024.03.22 05:00 | sell | 27 | 0.10 | 0.65238 | 0.00000 | 0.00000 | ||
| 102 | 2024.03.22 05:00 | modify | 27 | 0.10 | 0.65238 | 0.65646 | 0.64931 | ||
| 103 | 2024.03.22 05:00 | modify | 26 | 0.10 | 0.65685 | 0.65646 | 0.64931 | ||
| 104 | 2024.03.22 05:00 | modify | 25 | 0.10 | 0.66231 | 0.65646 | 0.64931 | ||
| 105 | 2024.03.28 10:00 | t/p | 25 | 0.10 | 0.64931 | 0.65646 | 0.64931 | 129.44 | 10918.18 |
| 106 | 2024.03.28 10:00 | t/p | 26 | 0.10 | 0.64931 | 0.65646 | 0.64931 | 74.84 | 10993.02 |
| 107 | 2024.03.28 10:00 | t/p | 27 | 0.10 | 0.64931 | 0.65646 | 0.64931 | 30.22 | 11023.24 |
| 108 | 2024.04.01 17:00 | buy | 28 | 0.10 | 0.64864 | 0.00000 | 0.00000 | ||
| 109 | 2024.04.01 17:00 | modify | 28 | 0.10 | 0.64864 | 0.63964 | 0.66164 | ||
| 110 | 2024.04.04 14:00 | t/p | 28 | 0.10 | 0.66164 | 0.63964 | 0.66164 | 128.29 | 11151.53 |
| 111 | 2024.04.30 15:00 | buy | 29 | 0.10 | 0.64953 | 0.00000 | 0.00000 | ||
| 112 | 2024.04.30 15:00 | modify | 29 | 0.10 | 0.64953 | 0.64053 | 0.66253 | ||
| 113 | 2024.05.02 16:00 | buy | 30 | 0.10 | 0.65489 | 0.00000 | 0.00000 | ||
| 114 | 2024.05.02 16:00 | modify | 30 | 0.10 | 0.65489 | 0.65018 | 0.66253 | ||
| 115 | 2024.05.02 16:00 | modify | 29 | 0.10 | 0.64953 | 0.65018 | 0.66253 | ||
| 116 | 2024.05.03 13:00 | t/p | 29 | 0.10 | 0.66253 | 0.65018 | 0.66253 | 128.29 | 11279.82 |
| 117 | 2024.05.03 13:00 | t/p | 30 | 0.10 | 0.66253 | 0.65018 | 0.66253 | 76.06 | 11355.88 |
| 118 | 2024.06.07 17:00 | buy | 31 | 0.10 | 0.65921 | 0.00000 | 0.00000 | ||
| 119 | 2024.06.07 17:00 | modify | 31 | 0.10 | 0.65921 | 0.65021 | 0.67221 | ||
| 120 | 2024.06.12 13:00 | buy | 32 | 0.10 | 0.66907 | 0.00000 | 0.00000 | ||
| 121 | 2024.06.12 13:00 | modify | 32 | 0.10 | 0.66907 | 0.66506 | 0.67221 | ||
| 122 | 2024.06.12 13:00 | modify | 31 | 0.10 | 0.65921 | 0.66506 | 0.67221 | ||
| 123 | 2024.06.13 02:00 | s/l | 31 | 0.10 | 0.66506 | 0.66506 | 0.67221 | 56.45 | 11412.33 |
| 124 | 2024.06.13 02:00 | s/l | 32 | 0.10 | 0.66506 | 0.66506 | 0.67221 | -41.13 | 11371.20 |
| 125 | 2024.07.03 16:00 | sell | 33 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
| 126 | 2024.07.03 16:00 | modify | 33 | 0.10 | 0.67175 | 0.68075 | 0.65875 | ||
| 127 | 2024.07.24 05:00 | t/p | 33 | 0.10 | 0.65875 | 0.68075 | 0.65875 | 128.32 | 11499.52 |
| 128 | 2024.08.19 05:00 | sell | 34 | 0.10 | 0.66867 | 0.00000 | 0.00000 | ||
| 129 | 2024.08.19 05:00 | modify | 34 | 0.10 | 0.66867 | 0.67767 | 0.65567 | ||
| 130 | 2024.08.23 15:00 | s/l | 34 | 0.10 | 0.67767 | 0.67767 | 0.65567 | -90.48 | 11409.04 |