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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 232.48 | Gross profit | 1183.40 | Gross loss | -950.92 |
| Profit factor | 1.24 | Expected payoff | 10.11 | ||
| Absolute drawdown | 157.61 | Maximal drawdown | 390.78 (3.74%) | Relative drawdown | 3.78% (386.74) |
| Total trades | 23 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 13 (56.52%) | Loss trades (% of total) | 10 (43.48%) | ||
| Largest | profit trade | 129.60 | loss trade | -156.84 | |
| Average | profit trade | 91.03 | loss trade | -95.09 | |
| Maximum | consecutive wins (profit in money) | 6 (543.84) | consecutive losses (loss in money) | 3 (-205.72) | |
| Maximal | consecutive profit (count of wins) | 543.84 (6) | consecutive loss (count of losses) | -307.96 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.11 12:00 | sell | 1 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.11 12:00 | modify | 1 | 0.10 | 0.64304 | 0.65804 | 0.63004 | ||
| 3 | 2023.10.03 12:00 | t/p | 1 | 0.10 | 0.63004 | 0.65804 | 0.63004 | 128.24 | 10128.24 |
| 4 | 2023.10.13 00:00 | buy | 2 | 0.10 | 0.63187 | 0.00000 | 0.00000 | ||
| 5 | 2023.10.13 00:00 | modify | 2 | 0.10 | 0.63187 | 0.61687 | 0.64487 | ||
| 6 | 2023.10.17 16:00 | buy | 3 | 0.10 | 0.63786 | 0.00000 | 0.00000 | ||
| 7 | 2023.10.17 16:00 | modify | 3 | 0.10 | 0.63786 | 0.63577 | 0.64487 | ||
| 8 | 2023.10.17 16:00 | modify | 2 | 0.10 | 0.63187 | 0.63577 | 0.64487 | ||
| 9 | 2023.10.17 20:00 | s/l | 2 | 0.10 | 0.63577 | 0.63577 | 0.64487 | 38.32 | 10166.56 |
| 10 | 2023.10.17 20:00 | s/l | 3 | 0.10 | 0.63577 | 0.63577 | 0.64487 | -20.90 | 10145.66 |
| 11 | 2023.10.24 12:00 | sell | 4 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
| 12 | 2023.10.24 12:00 | modify | 4 | 0.10 | 0.63635 | 0.65135 | 0.62335 | ||
| 13 | 2023.11.03 16:00 | s/l | 4 | 0.10 | 0.65135 | 0.65135 | 0.62335 | -150.96 | 9994.70 |
| 14 | 2023.11.06 04:00 | sell | 5 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.06 04:00 | modify | 5 | 0.10 | 0.65116 | 0.66616 | 0.63816 | ||
| 16 | 2023.11.08 12:00 | sell | 6 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.08 12:00 | modify | 6 | 0.10 | 0.64327 | 0.64661 | 0.63816 | ||
| 18 | 2023.11.08 12:00 | modify | 5 | 0.10 | 0.65116 | 0.64661 | 0.63816 | ||
| 19 | 2023.11.09 20:00 | t/p | 5 | 0.10 | 0.63816 | 0.64661 | 0.63816 | 129.60 | 10124.30 |
| 20 | 2023.11.09 20:00 | t/p | 6 | 0.10 | 0.63816 | 0.64661 | 0.63816 | 50.86 | 10175.16 |
| 21 | 2023.11.15 00:00 | sell | 7 | 0.10 | 0.64978 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.15 00:00 | modify | 7 | 0.10 | 0.64978 | 0.66478 | 0.63678 | ||
| 23 | 2023.11.28 16:00 | s/l | 7 | 0.10 | 0.66478 | 0.66478 | 0.63678 | -151.04 | 10024.12 |
| 24 | 2023.12.05 16:00 | buy | 8 | 0.10 | 0.65653 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.05 16:00 | modify | 8 | 0.10 | 0.65653 | 0.64153 | 0.66953 | ||
| 26 | 2023.12.14 04:00 | t/p | 8 | 0.10 | 0.66953 | 0.64153 | 0.66953 | 126.24 | 10150.35 |
| 27 | 2023.12.14 08:00 | sell | 9 | 0.10 | 0.67093 | 0.00000 | 0.00000 | ||
| 28 | 2023.12.14 08:00 | modify | 9 | 0.10 | 0.67093 | 0.68593 | 0.65793 | ||
| 29 | 2023.12.28 04:00 | s/l | 9 | 0.10 | 0.68593 | 0.68593 | 0.65793 | -151.12 | 9999.23 |
| 30 | 2024.01.16 08:00 | buy | 10 | 0.10 | 0.66199 | 0.00000 | 0.00000 | ||
| 31 | 2024.01.16 08:00 | modify | 10 | 0.10 | 0.66199 | 0.64699 | 0.67499 | ||
| 32 | 2024.02.05 16:00 | s/l | 10 | 0.10 | 0.64699 | 0.64699 | 0.67499 | -156.84 | 9842.39 |
| 33 | 2024.02.14 00:00 | buy | 11 | 0.10 | 0.64555 | 0.00000 | 0.00000 | ||
| 34 | 2024.02.14 00:00 | modify | 11 | 0.10 | 0.64555 | 0.63055 | 0.65855 | ||
| 35 | 2024.02.16 20:00 | buy | 12 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 36 | 2024.02.16 20:00 | modify | 12 | 0.10 | 0.65357 | 0.65010 | 0.65855 | ||
| 37 | 2024.02.16 20:00 | modify | 11 | 0.10 | 0.64555 | 0.65010 | 0.65855 | ||
| 38 | 2024.02.22 08:00 | t/p | 11 | 0.10 | 0.65855 | 0.65010 | 0.65855 | 126.58 | 9968.97 |
| 39 | 2024.02.22 08:00 | t/p | 12 | 0.10 | 0.65855 | 0.65010 | 0.65855 | 47.75 | 10016.72 |
| 40 | 2024.02.29 00:00 | buy | 13 | 0.10 | 0.64972 | 0.00000 | 0.00000 | ||
| 41 | 2024.02.29 00:00 | modify | 13 | 0.10 | 0.64972 | 0.63472 | 0.66272 | ||
| 42 | 2024.03.08 04:00 | t/p | 13 | 0.10 | 0.66272 | 0.63472 | 0.66272 | 127.26 | 10143.99 |
| 43 | 2024.03.08 16:00 | sell | 14 | 0.10 | 0.66406 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.08 16:00 | modify | 14 | 0.10 | 0.66406 | 0.67906 | 0.65106 | ||
| 45 | 2024.03.15 20:00 | sell | 15 | 0.10 | 0.65601 | 0.00000 | 0.00000 | ||
| 46 | 2024.03.15 20:00 | modify | 15 | 0.10 | 0.65601 | 0.65951 | 0.65106 | ||
| 47 | 2024.03.15 20:00 | modify | 14 | 0.10 | 0.66406 | 0.65951 | 0.65106 | ||
| 48 | 2024.03.19 12:00 | t/p | 14 | 0.10 | 0.65106 | 0.65951 | 0.65106 | 129.28 | 10273.27 |
| 49 | 2024.03.19 12:00 | t/p | 15 | 0.10 | 0.65106 | 0.65951 | 0.65106 | 49.34 | 10322.61 |
| 50 | 2024.03.19 12:00 | buy | 16 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
| 51 | 2024.03.19 12:00 | modify | 16 | 0.10 | 0.65215 | 0.63715 | 0.66515 | ||
| 52 | 2024.03.21 00:00 | buy | 17 | 0.10 | 0.66013 | 0.00000 | 0.00000 | ||
| 53 | 2024.03.21 00:00 | modify | 17 | 0.10 | 0.66013 | 0.65670 | 0.66515 | ||
| 54 | 2024.03.21 00:00 | modify | 16 | 0.10 | 0.65215 | 0.65670 | 0.66515 | ||
| 55 | 2024.03.21 04:00 | buy | 18 | 0.10 | 0.66259 | 0.00000 | 0.00000 | ||
| 56 | 2024.03.21 04:00 | modify | 18 | 0.10 | 0.66259 | 0.65865 | 0.66515 | ||
| 57 | 2024.03.21 04:00 | modify | 17 | 0.10 | 0.66013 | 0.65865 | 0.66515 | ||
| 58 | 2024.03.21 04:00 | modify | 16 | 0.10 | 0.65215 | 0.65865 | 0.66515 | ||
| 59 | 2024.03.21 16:00 | s/l | 16 | 0.10 | 0.65865 | 0.65865 | 0.66515 | 63.63 | 10386.24 |
| 60 | 2024.03.21 16:00 | s/l | 17 | 0.10 | 0.65865 | 0.65865 | 0.66515 | -14.80 | 10371.44 |
| 61 | 2024.03.21 16:00 | s/l | 18 | 0.10 | 0.65865 | 0.65865 | 0.66515 | -39.40 | 10332.04 |
| 62 | 2024.04.29 08:00 | sell | 19 | 0.10 | 0.65629 | 0.00000 | 0.00000 | ||
| 63 | 2024.04.29 08:00 | modify | 19 | 0.10 | 0.65629 | 0.67129 | 0.64329 | ||
| 64 | 2024.05.16 04:00 | s/l | 19 | 0.10 | 0.67129 | 0.67129 | 0.64329 | -151.52 | 10180.52 |
| 65 | 2024.05.23 00:00 | buy | 20 | 0.10 | 0.66211 | 0.00000 | 0.00000 | ||
| 66 | 2024.05.23 00:00 | modify | 20 | 0.10 | 0.66211 | 0.64711 | 0.67511 | ||
| 67 | 2024.06.12 16:00 | buy | 21 | 0.10 | 0.67020 | 0.00000 | 0.00000 | ||
| 68 | 2024.06.12 16:00 | modify | 21 | 0.10 | 0.67020 | 0.66666 | 0.67511 | ||
| 69 | 2024.06.12 16:00 | modify | 20 | 0.10 | 0.66211 | 0.66666 | 0.67511 | ||
| 70 | 2024.06.12 20:00 | s/l | 20 | 0.10 | 0.66666 | 0.66666 | 0.67511 | 39.34 | 10219.86 |
| 71 | 2024.06.12 20:00 | s/l | 21 | 0.10 | 0.66666 | 0.66666 | 0.67511 | -35.40 | 10184.46 |
| 72 | 2024.06.19 04:00 | sell | 22 | 0.10 | 0.66604 | 0.00000 | 0.00000 | ||
| 73 | 2024.06.19 04:00 | modify | 22 | 0.10 | 0.66604 | 0.68104 | 0.65304 | ||
| 74 | 2024.07.25 08:00 | t/p | 22 | 0.10 | 0.65304 | 0.68104 | 0.65304 | 126.96 | 10311.42 |
| 75 | 2024.08.19 08:00 | sell | 23 | 0.10 | 0.66889 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.19 08:00 | modify | 23 | 0.10 | 0.66889 | 0.68389 | 0.65589 | ||
| 77 | 2024.08.30 23:59 | close at stop | 23 | 0.10 | 0.67668 | 0.68389 | 0.65589 | -78.94 | 10232.48 |