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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1103.47 | Gross profit | 2012.35 | Gross loss | -908.88 |
| Profit factor | 2.21 | Expected payoff | 33.44 | ||
| Absolute drawdown | 91.43 | Maximal drawdown | 414.45 (3.87%) | Relative drawdown | 3.87% (414.45) |
| Total trades | 33 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 19 (47.37%) |
| Profit trades (% of total) | 20 (60.61%) | Loss trades (% of total) | 13 (39.39%) | ||
| Largest | profit trade | 139.84 | loss trade | -109.58 | |
| Average | profit trade | 100.62 | loss trade | -69.91 | |
| Maximum | consecutive wins (profit in money) | 7 (743.47) | consecutive losses (loss in money) | 3 (-107.70) | |
| Maximal | consecutive profit (count of wins) | 743.47 (7) | consecutive loss (count of losses) | -211.97 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 04:00 | buy | 1 | 0.10 | 0.64286 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 04:00 | modify | 1 | 0.10 | 0.64286 | 0.63286 | 0.65686 | ||
| 3 | 2023.09.20 16:00 | buy | 2 | 0.10 | 0.65006 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.20 16:00 | modify | 2 | 0.10 | 0.65006 | 0.64356 | 0.65686 | ||
| 5 | 2023.09.20 16:00 | buy | 3 | 0.10 | 0.65006 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.20 16:00 | modify | 3 | 0.10 | 0.65006 | 0.64706 | 0.65686 | ||
| 7 | 2023.09.20 16:00 | buy | 4 | 0.10 | 0.65006 | 0.00000 | 0.00000 | ||
| 8 | 2023.09.20 16:00 | modify | 4 | 0.10 | 0.65006 | 0.64776 | 0.65686 | ||
| 9 | 2023.09.20 16:00 | modify | 1 | 0.10 | 0.64286 | 0.64776 | 0.65686 | ||
| 10 | 2023.09.20 20:00 | s/l | 1 | 0.10 | 0.64776 | 0.64776 | 0.65686 | 43.87 | 10043.87 |
| 11 | 2023.09.20 20:00 | s/l | 3 | 0.10 | 0.64706 | 0.64706 | 0.65686 | -30.00 | 10013.87 |
| 12 | 2023.09.20 20:00 | s/l | 4 | 0.10 | 0.64776 | 0.64776 | 0.65686 | -23.00 | 9990.87 |
| 13 | 2023.09.20 20:00 | close | 2 | 0.10 | 0.64459 | 0.64356 | 0.65686 | -54.70 | 9936.17 |
| 14 | 2023.09.29 04:00 | sell | 5 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
| 15 | 2023.09.29 04:00 | modify | 5 | 0.10 | 0.64567 | 0.65567 | 0.63167 | ||
| 16 | 2023.10.03 08:00 | t/p | 5 | 0.10 | 0.63167 | 0.65567 | 0.63167 | 139.84 | 10076.01 |
| 17 | 2023.10.12 16:00 | buy | 6 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.12 16:00 | modify | 6 | 0.10 | 0.63360 | 0.62360 | 0.64760 | ||
| 19 | 2023.11.03 16:00 | t/p | 6 | 0.10 | 0.64760 | 0.62360 | 0.64760 | 132.48 | 10208.49 |
| 20 | 2023.11.03 16:00 | sell | 7 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 21 | 2023.11.03 16:00 | modify | 7 | 0.10 | 0.65032 | 0.66032 | 0.63632 | ||
| 22 | 2023.11.08 12:00 | sell | 8 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.08 12:00 | modify | 8 | 0.10 | 0.64327 | 0.64962 | 0.63632 | ||
| 24 | 2023.11.08 12:00 | sell | 9 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 25 | 2023.11.08 12:00 | modify | 9 | 0.10 | 0.64327 | 0.64612 | 0.63632 | ||
| 26 | 2023.11.08 12:00 | sell | 10 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 27 | 2023.11.08 12:00 | modify | 10 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 28 | 2023.11.08 12:00 | modify | 7 | 0.10 | 0.65032 | 0.64542 | 0.63632 | ||
| 29 | 2023.11.08 16:00 | modify | 9 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 30 | 2023.11.08 16:00 | modify | 8 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 31 | 2023.11.10 00:00 | t/p | 7 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 139.44 | 10347.93 |
| 32 | 2023.11.10 00:00 | t/p | 8 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.18 | 10417.11 |
| 33 | 2023.11.10 00:00 | t/p | 9 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.18 | 10486.29 |
| 34 | 2023.11.10 00:00 | t/p | 10 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.18 | 10555.47 |
| 35 | 2023.11.14 16:00 | sell | 11 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 36 | 2023.11.14 16:00 | modify | 11 | 0.10 | 0.64793 | 0.65793 | 0.63393 | ||
| 37 | 2023.11.21 04:00 | s/l | 11 | 0.10 | 0.65793 | 0.65793 | 0.63393 | -100.56 | 10454.91 |
| 38 | 2023.11.21 04:00 | sell | 12 | 0.10 | 0.65835 | 0.00000 | 0.00000 | ||
| 39 | 2023.11.21 04:00 | modify | 12 | 0.10 | 0.65835 | 0.66835 | 0.64435 | ||
| 40 | 2023.12.04 00:00 | s/l | 12 | 0.10 | 0.66835 | 0.66835 | 0.64435 | -101.04 | 10353.87 |
| 41 | 2023.12.05 12:00 | buy | 13 | 0.10 | 0.65641 | 0.00000 | 0.00000 | ||
| 42 | 2023.12.05 12:00 | modify | 13 | 0.10 | 0.65641 | 0.64641 | 0.67041 | ||
| 43 | 2023.12.14 04:00 | t/p | 13 | 0.10 | 0.67041 | 0.64641 | 0.67041 | 136.24 | 10490.10 |
| 44 | 2023.12.15 04:00 | sell | 14 | 0.10 | 0.67167 | 0.00000 | 0.00000 | ||
| 45 | 2023.12.15 04:00 | modify | 14 | 0.10 | 0.67167 | 0.68167 | 0.65767 | ||
| 46 | 2023.12.22 16:00 | s/l | 14 | 0.10 | 0.68167 | 0.68167 | 0.65767 | -100.56 | 10389.54 |
| 47 | 2023.12.27 16:00 | sell | 15 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
| 48 | 2023.12.27 16:00 | modify | 15 | 0.10 | 0.68496 | 0.69496 | 0.67096 | ||
| 49 | 2024.01.03 16:00 | t/p | 15 | 0.10 | 0.67096 | 0.69496 | 0.67096 | 139.44 | 10528.98 |
| 50 | 2024.01.05 12:00 | buy | 16 | 0.10 | 0.66832 | 0.00000 | 0.00000 | ||
| 51 | 2024.01.05 12:00 | modify | 16 | 0.10 | 0.66832 | 0.65832 | 0.68232 | ||
| 52 | 2024.01.16 20:00 | s/l | 16 | 0.10 | 0.65832 | 0.65832 | 0.68232 | -103.08 | 10425.91 |
| 53 | 2024.02.13 16:00 | buy | 17 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 54 | 2024.02.13 16:00 | modify | 17 | 0.10 | 0.64627 | 0.63627 | 0.66027 | ||
| 55 | 2024.02.16 20:00 | buy | 18 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 56 | 2024.02.16 20:00 | modify | 18 | 0.10 | 0.65357 | 0.64697 | 0.66027 | ||
| 57 | 2024.02.16 20:00 | buy | 19 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 58 | 2024.02.16 20:00 | modify | 19 | 0.10 | 0.65357 | 0.65047 | 0.66027 | ||
| 59 | 2024.02.16 20:00 | buy | 20 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.16 20:00 | modify | 20 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 61 | 2024.02.16 20:00 | modify | 17 | 0.10 | 0.64627 | 0.65117 | 0.66027 | ||
| 62 | 2024.02.18 20:00 | modify | 19 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 63 | 2024.02.18 20:00 | modify | 18 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 64 | 2024.02.28 08:00 | s/l | 17 | 0.10 | 0.65117 | 0.65117 | 0.66027 | 43.87 | 10469.78 |
| 65 | 2024.02.28 08:00 | s/l | 18 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.42 | 10442.36 |
| 66 | 2024.02.28 08:00 | s/l | 19 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.42 | 10414.94 |
| 67 | 2024.02.28 08:00 | s/l | 20 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.42 | 10387.52 |
| 68 | 2024.02.28 08:00 | buy | 21 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.28 08:00 | modify | 21 | 0.10 | 0.65111 | 0.64111 | 0.66511 | ||
| 70 | 2024.03.08 16:00 | t/p | 21 | 0.10 | 0.66511 | 0.64111 | 0.66511 | 136.24 | 10523.75 |
| 71 | 2024.03.15 04:00 | buy | 22 | 0.10 | 0.65670 | 0.00000 | 0.00000 | ||
| 72 | 2024.03.15 04:00 | modify | 22 | 0.10 | 0.65670 | 0.64670 | 0.67070 | ||
| 73 | 2024.04.12 16:00 | s/l | 22 | 0.10 | 0.64670 | 0.64670 | 0.67070 | -109.58 | 10414.18 |
| 74 | 2024.04.12 16:00 | buy | 23 | 0.10 | 0.64790 | 0.00000 | 0.00000 | ||
| 75 | 2024.04.12 16:00 | modify | 23 | 0.10 | 0.64790 | 0.63790 | 0.66190 | ||
| 76 | 2024.04.19 04:00 | s/l | 23 | 0.10 | 0.63790 | 0.63790 | 0.66190 | -102.39 | 10311.78 |
| 77 | 2024.04.30 16:00 | buy | 24 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
| 78 | 2024.04.30 16:00 | modify | 24 | 0.10 | 0.64915 | 0.63915 | 0.66315 | ||
| 79 | 2024.05.03 16:00 | t/p | 24 | 0.10 | 0.66315 | 0.63915 | 0.66315 | 138.29 | 10450.07 |
| 80 | 2024.05.08 12:00 | buy | 25 | 0.10 | 0.65664 | 0.00000 | 0.00000 | ||
| 81 | 2024.05.08 12:00 | modify | 25 | 0.10 | 0.65664 | 0.64664 | 0.67064 | ||
| 82 | 2024.05.16 04:00 | t/p | 25 | 0.10 | 0.67064 | 0.64664 | 0.67064 | 136.58 | 10586.65 |
| 83 | 2024.05.22 16:00 | buy | 26 | 0.10 | 0.66371 | 0.00000 | 0.00000 | ||
| 84 | 2024.05.22 16:00 | modify | 26 | 0.10 | 0.66371 | 0.65371 | 0.67771 | ||
| 85 | 2024.07.11 16:00 | t/p | 26 | 0.10 | 0.67771 | 0.65371 | 0.67771 | 122.22 | 10708.87 |
| 86 | 2024.07.11 16:00 | sell | 27 | 0.10 | 0.67736 | 0.00000 | 0.00000 | ||
| 87 | 2024.07.11 16:00 | modify | 27 | 0.10 | 0.67736 | 0.68736 | 0.66336 | ||
| 88 | 2024.07.18 20:00 | sell | 28 | 0.10 | 0.67029 | 0.00000 | 0.00000 | ||
| 89 | 2024.07.18 20:00 | modify | 28 | 0.10 | 0.67029 | 0.67666 | 0.66336 | ||
| 90 | 2024.07.18 20:00 | sell | 29 | 0.10 | 0.67029 | 0.00000 | 0.00000 | ||
| 91 | 2024.07.18 20:00 | modify | 29 | 0.10 | 0.67029 | 0.67316 | 0.66336 | ||
| 92 | 2024.07.18 20:00 | sell | 30 | 0.10 | 0.67029 | 0.00000 | 0.00000 | ||
| 93 | 2024.07.18 20:00 | modify | 30 | 0.10 | 0.67029 | 0.67246 | 0.66336 | ||
| 94 | 2024.07.18 20:00 | modify | 27 | 0.10 | 0.67736 | 0.67246 | 0.66336 | ||
| 95 | 2024.07.19 00:00 | modify | 29 | 0.10 | 0.67029 | 0.67246 | 0.66336 | ||
| 96 | 2024.07.19 00:00 | modify | 28 | 0.10 | 0.67029 | 0.67246 | 0.66336 | ||
| 97 | 2024.07.23 08:00 | t/p | 27 | 0.10 | 0.66336 | 0.67246 | 0.66336 | 139.20 | 10848.07 |
| 98 | 2024.07.23 08:00 | t/p | 28 | 0.10 | 0.66336 | 0.67246 | 0.66336 | 69.06 | 10917.13 |
| 99 | 2024.07.23 08:00 | t/p | 29 | 0.10 | 0.66336 | 0.67246 | 0.66336 | 69.06 | 10986.19 |
| 100 | 2024.07.23 08:00 | t/p | 30 | 0.10 | 0.66336 | 0.67246 | 0.66336 | 69.06 | 11055.25 |
| 101 | 2024.07.31 04:00 | buy | 31 | 0.10 | 0.65004 | 0.00000 | 0.00000 | ||
| 102 | 2024.07.31 04:00 | modify | 31 | 0.10 | 0.65004 | 0.64004 | 0.66404 | ||
| 103 | 2024.08.05 08:00 | s/l | 31 | 0.10 | 0.64004 | 0.64004 | 0.66404 | -101.71 | 10953.54 |
| 104 | 2024.08.05 08:00 | buy | 32 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
| 105 | 2024.08.05 08:00 | modify | 32 | 0.10 | 0.64519 | 0.63519 | 0.65919 | ||
| 106 | 2024.08.08 20:00 | t/p | 32 | 0.10 | 0.65919 | 0.63519 | 0.65919 | 138.29 | 11091.83 |
| 107 | 2024.08.20 16:00 | sell | 33 | 0.10 | 0.67395 | 0.00000 | 0.00000 | ||
| 108 | 2024.08.20 16:00 | modify | 33 | 0.10 | 0.67395 | 0.68395 | 0.65995 | ||
| 109 | 2024.08.30 23:59 | close at stop | 33 | 0.10 | 0.67269 | 0.68395 | 0.65995 | 11.64 | 11103.47 |