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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1207.09 | Gross profit | 1710.50 | Gross loss | -503.41 |
| Profit factor | 3.40 | Expected payoff | 48.28 | ||
| Absolute drawdown | 8.83 | Maximal drawdown | 358.45 (3.40%) | Relative drawdown | 3.40% (358.45) |
| Total trades | 25 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 129.52 | loss trade | -104.45 | |
| Average | profit trade | 95.03 | loss trade | -71.92 | |
| Maximum | consecutive wins (profit in money) | 11 (1072.42) | consecutive losses (loss in money) | 3 (-172.09) | |
| Maximal | consecutive profit (count of wins) | 1072.42 (11) | consecutive loss (count of losses) | -172.09 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.27 20:00 | buy | 1 | 0.10 | 0.63559 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.27 20:00 | modify | 1 | 0.10 | 0.63559 | 0.62559 | 0.64859 | ||
| 3 | 2023.09.29 00:00 | buy | 2 | 0.10 | 0.64291 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.29 00:00 | modify | 2 | 0.10 | 0.64291 | 0.64014 | 0.64859 | ||
| 5 | 2023.09.29 00:00 | modify | 1 | 0.10 | 0.63559 | 0.64014 | 0.64859 | ||
| 6 | 2023.09.29 12:00 | t/p | 1 | 0.10 | 0.64859 | 0.64014 | 0.64859 | 128.63 | 10128.63 |
| 7 | 2023.09.29 12:00 | t/p | 2 | 0.10 | 0.64859 | 0.64014 | 0.64859 | 56.80 | 10185.43 |
| 8 | 2023.10.12 16:00 | buy | 3 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.12 16:00 | modify | 3 | 0.10 | 0.63360 | 0.62360 | 0.64660 | ||
| 10 | 2023.11.03 16:00 | t/p | 3 | 0.10 | 0.64660 | 0.62360 | 0.64660 | 122.48 | 10307.91 |
| 11 | 2023.11.03 16:00 | sell | 4 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 12 | 2023.11.03 16:00 | modify | 4 | 0.10 | 0.65032 | 0.66032 | 0.63732 | ||
| 13 | 2023.11.09 20:00 | t/p | 4 | 0.10 | 0.63732 | 0.66032 | 0.63732 | 129.52 | 10437.43 |
| 14 | 2023.11.14 16:00 | sell | 5 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.14 16:00 | modify | 5 | 0.10 | 0.64793 | 0.65793 | 0.63493 | ||
| 16 | 2023.11.21 04:00 | s/l | 5 | 0.10 | 0.65793 | 0.65793 | 0.63493 | -100.56 | 10336.87 |
| 17 | 2023.11.28 16:00 | sell | 6 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.28 16:00 | modify | 6 | 0.10 | 0.66413 | 0.67413 | 0.65113 | ||
| 19 | 2023.12.05 04:00 | sell | 7 | 0.10 | 0.65753 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.05 04:00 | modify | 7 | 0.10 | 0.65753 | 0.66088 | 0.65113 | ||
| 21 | 2023.12.05 04:00 | sell | 8 | 0.10 | 0.65753 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.05 04:00 | modify | 8 | 0.10 | 0.65753 | 0.66088 | 0.65113 | ||
| 23 | 2023.12.05 04:00 | modify | 6 | 0.10 | 0.66413 | 0.66088 | 0.65113 | ||
| 24 | 2023.12.07 20:00 | s/l | 6 | 0.10 | 0.66088 | 0.66088 | 0.65113 | 31.62 | 10368.49 |
| 25 | 2023.12.07 20:00 | s/l | 7 | 0.10 | 0.66088 | 0.66088 | 0.65113 | -33.82 | 10334.67 |
| 26 | 2023.12.07 20:00 | s/l | 8 | 0.10 | 0.66088 | 0.66088 | 0.65113 | -33.82 | 10300.85 |
| 27 | 2024.01.03 12:00 | buy | 9 | 0.10 | 0.67319 | 0.00000 | 0.00000 | ||
| 28 | 2024.01.03 12:00 | modify | 9 | 0.10 | 0.67319 | 0.66319 | 0.68619 | ||
| 29 | 2024.01.16 04:00 | s/l | 9 | 0.10 | 0.66319 | 0.66319 | 0.68619 | -104.45 | 10196.40 |
| 30 | 2024.02.13 16:00 | buy | 10 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 31 | 2024.02.13 16:00 | modify | 10 | 0.10 | 0.64627 | 0.63627 | 0.65927 | ||
| 32 | 2024.02.16 00:00 | buy | 11 | 0.10 | 0.65278 | 0.00000 | 0.00000 | ||
| 33 | 2024.02.16 00:00 | modify | 11 | 0.10 | 0.65278 | 0.64952 | 0.65927 | ||
| 34 | 2024.02.16 00:00 | buy | 12 | 0.10 | 0.65278 | 0.00000 | 0.00000 | ||
| 35 | 2024.02.16 00:00 | modify | 12 | 0.10 | 0.65278 | 0.64952 | 0.65927 | ||
| 36 | 2024.02.16 00:00 | modify | 10 | 0.10 | 0.64627 | 0.64952 | 0.65927 | ||
| 37 | 2024.02.16 20:00 | buy | 13 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 38 | 2024.02.16 20:00 | modify | 13 | 0.10 | 0.65357 | 0.65082 | 0.65927 | ||
| 39 | 2024.02.16 20:00 | modify | 12 | 0.10 | 0.65278 | 0.65082 | 0.65927 | ||
| 40 | 2024.02.16 20:00 | modify | 11 | 0.10 | 0.65278 | 0.65082 | 0.65927 | ||
| 41 | 2024.02.16 20:00 | modify | 10 | 0.10 | 0.64627 | 0.65082 | 0.65927 | ||
| 42 | 2024.02.22 12:00 | t/p | 10 | 0.10 | 0.65927 | 0.65082 | 0.65927 | 126.24 | 10322.64 |
| 43 | 2024.02.22 12:00 | t/p | 11 | 0.10 | 0.65927 | 0.65082 | 0.65927 | 62.85 | 10385.49 |
| 44 | 2024.02.22 12:00 | t/p | 12 | 0.10 | 0.65927 | 0.65082 | 0.65927 | 62.85 | 10448.34 |
| 45 | 2024.02.22 12:00 | t/p | 13 | 0.10 | 0.65927 | 0.65082 | 0.65927 | 54.95 | 10503.28 |
| 46 | 2024.03.05 08:00 | buy | 14 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.05 08:00 | modify | 14 | 0.10 | 0.64871 | 0.63871 | 0.66171 | ||
| 48 | 2024.03.07 16:00 | t/p | 14 | 0.10 | 0.66171 | 0.63871 | 0.66171 | 128.63 | 10631.92 |
| 49 | 2024.03.08 12:00 | sell | 15 | 0.10 | 0.66458 | 0.00000 | 0.00000 | ||
| 50 | 2024.03.08 12:00 | modify | 15 | 0.10 | 0.66458 | 0.67458 | 0.65158 | ||
| 51 | 2024.03.15 00:00 | sell | 16 | 0.10 | 0.65782 | 0.00000 | 0.00000 | ||
| 52 | 2024.03.15 00:00 | modify | 16 | 0.10 | 0.65782 | 0.66133 | 0.65158 | ||
| 53 | 2024.03.15 00:00 | sell | 17 | 0.10 | 0.65782 | 0.00000 | 0.00000 | ||
| 54 | 2024.03.15 00:00 | modify | 17 | 0.10 | 0.65782 | 0.66133 | 0.65158 | ||
| 55 | 2024.03.15 00:00 | modify | 15 | 0.10 | 0.66458 | 0.66133 | 0.65158 | ||
| 56 | 2024.03.19 12:00 | t/p | 15 | 0.10 | 0.65158 | 0.66133 | 0.65158 | 129.28 | 10761.20 |
| 57 | 2024.03.19 12:00 | t/p | 16 | 0.10 | 0.65158 | 0.66133 | 0.65158 | 62.24 | 10823.44 |
| 58 | 2024.03.19 12:00 | t/p | 17 | 0.10 | 0.65158 | 0.66133 | 0.65158 | 62.24 | 10885.68 |
| 59 | 2024.04.03 16:00 | sell | 18 | 0.10 | 0.65568 | 0.00000 | 0.00000 | ||
| 60 | 2024.04.03 16:00 | modify | 18 | 0.10 | 0.65568 | 0.66568 | 0.64268 | ||
| 61 | 2024.04.16 04:00 | t/p | 18 | 0.10 | 0.64268 | 0.66568 | 0.64268 | 128.96 | 11014.64 |
| 62 | 2024.04.16 16:00 | buy | 19 | 0.10 | 0.64111 | 0.00000 | 0.00000 | ||
| 63 | 2024.04.16 16:00 | modify | 19 | 0.10 | 0.64111 | 0.63111 | 0.65411 | ||
| 64 | 2024.04.26 08:00 | t/p | 19 | 0.10 | 0.65411 | 0.63111 | 0.65411 | 125.90 | 11140.53 |
| 65 | 2024.04.30 16:00 | buy | 20 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
| 66 | 2024.04.30 16:00 | modify | 20 | 0.10 | 0.64915 | 0.63915 | 0.66215 | ||
| 67 | 2024.05.03 16:00 | t/p | 20 | 0.10 | 0.66215 | 0.63915 | 0.66215 | 128.29 | 11268.82 |
| 68 | 2024.05.03 16:00 | sell | 21 | 0.10 | 0.66136 | 0.00000 | 0.00000 | ||
| 69 | 2024.05.03 16:00 | modify | 21 | 0.10 | 0.66136 | 0.67136 | 0.64836 | ||
| 70 | 2024.05.16 04:00 | s/l | 21 | 0.10 | 0.67136 | 0.67136 | 0.64836 | -101.04 | 11167.78 |
| 71 | 2024.06.07 16:00 | buy | 22 | 0.10 | 0.65903 | 0.00000 | 0.00000 | ||
| 72 | 2024.06.07 16:00 | modify | 22 | 0.10 | 0.65903 | 0.64903 | 0.67203 | ||
| 73 | 2024.06.19 00:00 | buy | 23 | 0.10 | 0.66636 | 0.00000 | 0.00000 | ||
| 74 | 2024.06.19 00:00 | modify | 23 | 0.10 | 0.66636 | 0.66358 | 0.67203 | ||
| 75 | 2024.06.19 00:00 | modify | 22 | 0.10 | 0.65903 | 0.66358 | 0.67203 | ||
| 76 | 2024.06.21 16:00 | s/l | 22 | 0.10 | 0.66358 | 0.66358 | 0.67203 | 40.71 | 11208.49 |
| 77 | 2024.06.21 16:00 | s/l | 23 | 0.10 | 0.66358 | 0.66358 | 0.67203 | -29.17 | 11179.33 |
| 78 | 2024.07.03 16:00 | sell | 24 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
| 79 | 2024.07.03 16:00 | modify | 24 | 0.10 | 0.67175 | 0.68175 | 0.65875 | ||
| 80 | 2024.07.24 08:00 | t/p | 24 | 0.10 | 0.65875 | 0.68175 | 0.65875 | 128.32 | 11307.65 |
| 81 | 2024.08.16 20:00 | sell | 25 | 0.10 | 0.66688 | 0.00000 | 0.00000 | ||
| 82 | 2024.08.16 20:00 | modify | 25 | 0.10 | 0.66688 | 0.67688 | 0.65388 | ||
| 83 | 2024.08.23 16:00 | s/l | 25 | 0.10 | 0.67688 | 0.67688 | 0.65388 | -100.56 | 11207.09 |