Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 970.25 | Gross profit | 1690.59 | Gross loss | -720.34 |
| Profit factor | 2.35 | Expected payoff | 31.30 | ||
| Absolute drawdown | 14.88 | Maximal drawdown | 264.45 (11.83%) | Relative drawdown | 15.18% (205.65) |
| Total trades | 31 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 139.60 | loss trade | -133.42 | |
| Average | profit trade | 88.98 | loss trade | -60.03 | |
| Maximum | consecutive wins (profit in money) | 6 (616.15) | consecutive losses (loss in money) | 3 (-67.55) | |
| Maximal | consecutive profit (count of wins) | 616.15 (6) | consecutive loss (count of losses) | -264.45 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 16:00 | sell | 1 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.03 16:00 | modify | 1 | 0.10 | 0.65032 | 0.66332 | 0.63632 | ||
| 3 | 2023.11.07 08:00 | sell | 2 | 0.10 | 0.64232 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.07 08:00 | modify | 2 | 0.10 | 0.64232 | 0.64682 | 0.63632 | ||
| 5 | 2023.11.07 08:00 | modify | 1 | 0.10 | 0.65032 | 0.64682 | 0.63632 | ||
| 6 | 2023.11.08 12:00 | sell | 3 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 7 | 2023.11.08 12:00 | modify | 3 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 8 | 2023.11.08 12:00 | modify | 2 | 0.10 | 0.64232 | 0.64542 | 0.63632 | ||
| 9 | 2023.11.08 12:00 | modify | 1 | 0.10 | 0.65032 | 0.64542 | 0.63632 | ||
| 10 | 2023.11.10 00:00 | t/p | 1 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 139.44 | 1139.44 |
| 11 | 2023.11.10 00:00 | t/p | 2 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 59.60 | 1199.04 |
| 12 | 2023.11.10 00:00 | t/p | 3 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.18 | 1268.22 |
| 13 | 2023.11.14 16:00 | sell | 4 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 14 | 2023.11.14 16:00 | modify | 4 | 0.10 | 0.64793 | 0.66093 | 0.63393 | ||
| 15 | 2023.11.27 12:00 | s/l | 4 | 0.10 | 0.66093 | 0.66093 | 0.63393 | -131.04 | 1137.18 |
| 16 | 2023.11.28 16:00 | sell | 5 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.28 16:00 | modify | 5 | 0.10 | 0.66413 | 0.67713 | 0.65013 | ||
| 18 | 2023.12.05 08:00 | sell | 6 | 0.10 | 0.65713 | 0.00000 | 0.00000 | ||
| 19 | 2023.12.05 08:00 | modify | 6 | 0.10 | 0.65713 | 0.65923 | 0.65013 | ||
| 20 | 2023.12.05 08:00 | modify | 5 | 0.10 | 0.66413 | 0.65923 | 0.65013 | ||
| 21 | 2023.12.06 04:00 | s/l | 5 | 0.10 | 0.65923 | 0.65923 | 0.65013 | 48.36 | 1185.54 |
| 22 | 2023.12.06 04:00 | s/l | 6 | 0.10 | 0.65923 | 0.65923 | 0.65013 | -21.08 | 1164.46 |
| 23 | 2023.12.27 16:00 | sell | 7 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
| 24 | 2023.12.27 16:00 | modify | 7 | 0.10 | 0.68496 | 0.69796 | 0.67096 | ||
| 25 | 2024.01.03 16:00 | t/p | 7 | 0.10 | 0.67096 | 0.69796 | 0.67096 | 139.44 | 1303.90 |
| 26 | 2024.01.05 12:00 | buy | 8 | 0.10 | 0.66832 | 0.00000 | 0.00000 | ||
| 27 | 2024.01.05 12:00 | modify | 8 | 0.10 | 0.66832 | 0.65532 | 0.68232 | ||
| 28 | 2024.01.17 08:00 | s/l | 8 | 0.10 | 0.65532 | 0.65532 | 0.68232 | -133.42 | 1170.48 |
| 29 | 2024.02.13 16:00 | buy | 9 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 30 | 2024.02.13 16:00 | modify | 9 | 0.10 | 0.64627 | 0.63327 | 0.66027 | ||
| 31 | 2024.02.16 00:00 | buy | 10 | 0.10 | 0.65278 | 0.00000 | 0.00000 | ||
| 32 | 2024.02.16 00:00 | modify | 10 | 0.10 | 0.65278 | 0.64977 | 0.66027 | ||
| 33 | 2024.02.16 00:00 | modify | 9 | 0.10 | 0.64627 | 0.64977 | 0.66027 | ||
| 34 | 2024.02.16 16:00 | s/l | 9 | 0.10 | 0.64977 | 0.64977 | 0.66027 | 33.29 | 1203.77 |
| 35 | 2024.02.16 16:00 | s/l | 10 | 0.10 | 0.64977 | 0.64977 | 0.66027 | -30.10 | 1173.67 |
| 36 | 2024.02.20 16:00 | sell | 11 | 0.10 | 0.65680 | 0.00000 | 0.00000 | ||
| 37 | 2024.02.20 16:00 | modify | 11 | 0.10 | 0.65680 | 0.66980 | 0.64280 | ||
| 38 | 2024.02.29 12:00 | sell | 12 | 0.10 | 0.64980 | 0.00000 | 0.00000 | ||
| 39 | 2024.02.29 12:00 | modify | 12 | 0.10 | 0.64980 | 0.65190 | 0.64280 | ||
| 40 | 2024.02.29 12:00 | modify | 11 | 0.10 | 0.65680 | 0.65190 | 0.64280 | ||
| 41 | 2024.02.29 16:00 | s/l | 11 | 0.10 | 0.65190 | 0.65190 | 0.64280 | 48.12 | 1221.79 |
| 42 | 2024.02.29 16:00 | s/l | 12 | 0.10 | 0.65190 | 0.65190 | 0.64280 | -21.00 | 1200.79 |
| 43 | 2024.03.05 08:00 | buy | 13 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.05 08:00 | modify | 13 | 0.10 | 0.64871 | 0.63571 | 0.66271 | ||
| 45 | 2024.03.08 04:00 | t/p | 13 | 0.10 | 0.66271 | 0.63571 | 0.66271 | 138.29 | 1339.08 |
| 46 | 2024.03.19 08:00 | buy | 14 | 0.10 | 0.65212 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.19 08:00 | modify | 14 | 0.10 | 0.65212 | 0.63912 | 0.66612 | ||
| 48 | 2024.04.05 08:00 | buy | 15 | 0.10 | 0.65846 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.05 08:00 | modify | 15 | 0.10 | 0.65846 | 0.65562 | 0.66612 | ||
| 50 | 2024.04.05 08:00 | modify | 14 | 0.10 | 0.65212 | 0.65562 | 0.66612 | ||
| 51 | 2024.04.05 16:00 | s/l | 14 | 0.10 | 0.65562 | 0.65562 | 0.66612 | 28.50 | 1367.58 |
| 52 | 2024.04.05 16:00 | s/l | 15 | 0.10 | 0.65562 | 0.65562 | 0.66612 | -28.40 | 1339.18 |
| 53 | 2024.04.09 12:00 | sell | 16 | 0.10 | 0.66190 | 0.00000 | 0.00000 | ||
| 54 | 2024.04.09 12:00 | modify | 16 | 0.10 | 0.66190 | 0.67490 | 0.64790 | ||
| 55 | 2024.04.12 16:00 | t/p | 16 | 0.10 | 0.64790 | 0.67490 | 0.64790 | 139.60 | 1478.78 |
| 56 | 2024.04.30 16:00 | buy | 17 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
| 57 | 2024.04.30 16:00 | modify | 17 | 0.10 | 0.64915 | 0.63615 | 0.66315 | ||
| 58 | 2024.05.03 16:00 | t/p | 17 | 0.10 | 0.66315 | 0.63615 | 0.66315 | 138.29 | 1617.07 |
| 59 | 2024.05.15 16:00 | sell | 18 | 0.10 | 0.66723 | 0.00000 | 0.00000 | ||
| 60 | 2024.05.15 16:00 | modify | 18 | 0.10 | 0.66723 | 0.68023 | 0.65323 | ||
| 61 | 2024.05.24 00:00 | sell | 19 | 0.10 | 0.66000 | 0.00000 | 0.00000 | ||
| 62 | 2024.05.24 00:00 | modify | 19 | 0.10 | 0.66000 | 0.66233 | 0.65323 | ||
| 63 | 2024.05.24 00:00 | modify | 18 | 0.10 | 0.66723 | 0.66233 | 0.65323 | ||
| 64 | 2024.05.24 16:00 | s/l | 18 | 0.10 | 0.66233 | 0.66233 | 0.65323 | 48.12 | 1665.19 |
| 65 | 2024.05.24 16:00 | s/l | 19 | 0.10 | 0.66233 | 0.66233 | 0.65323 | -23.30 | 1641.89 |
| 66 | 2024.06.07 16:00 | buy | 20 | 0.10 | 0.65903 | 0.00000 | 0.00000 | ||
| 67 | 2024.06.07 16:00 | modify | 20 | 0.10 | 0.65903 | 0.64603 | 0.67303 | ||
| 68 | 2024.06.18 16:00 | buy | 21 | 0.10 | 0.66535 | 0.00000 | 0.00000 | ||
| 69 | 2024.06.18 16:00 | modify | 21 | 0.10 | 0.66535 | 0.66253 | 0.67303 | ||
| 70 | 2024.06.18 16:00 | modify | 20 | 0.10 | 0.65903 | 0.66253 | 0.67303 | ||
| 71 | 2024.06.20 20:00 | buy | 22 | 0.10 | 0.66609 | 0.00000 | 0.00000 | ||
| 72 | 2024.06.20 20:00 | modify | 22 | 0.10 | 0.66609 | 0.66393 | 0.67303 | ||
| 73 | 2024.06.20 20:00 | modify | 21 | 0.10 | 0.66535 | 0.66393 | 0.67303 | ||
| 74 | 2024.06.20 20:00 | modify | 20 | 0.10 | 0.65903 | 0.66393 | 0.67303 | ||
| 75 | 2024.06.21 04:00 | buy | 23 | 0.10 | 0.66690 | 0.00000 | 0.00000 | ||
| 76 | 2024.06.21 04:00 | modify | 23 | 0.10 | 0.66690 | 0.66253 | 0.67303 | ||
| 77 | 2024.06.21 08:00 | modify | 23 | 0.10 | 0.66690 | 0.66393 | 0.67303 | ||
| 78 | 2024.06.21 16:00 | s/l | 20 | 0.10 | 0.66393 | 0.66393 | 0.67303 | 44.21 | 1686.10 |
| 79 | 2024.06.21 16:00 | s/l | 21 | 0.10 | 0.66393 | 0.66393 | 0.67303 | -15.91 | 1670.19 |
| 80 | 2024.06.21 16:00 | s/l | 22 | 0.10 | 0.66393 | 0.66393 | 0.67303 | -21.94 | 1648.25 |
| 81 | 2024.06.21 16:00 | s/l | 23 | 0.10 | 0.66393 | 0.66393 | 0.67303 | -29.70 | 1618.55 |
| 82 | 2024.07.03 16:00 | sell | 24 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
| 83 | 2024.07.03 16:00 | modify | 24 | 0.10 | 0.67175 | 0.68475 | 0.65775 | ||
| 84 | 2024.07.22 12:00 | sell | 25 | 0.10 | 0.66537 | 0.00000 | 0.00000 | ||
| 85 | 2024.07.22 12:00 | modify | 25 | 0.10 | 0.66537 | 0.66825 | 0.65775 | ||
| 86 | 2024.07.22 12:00 | modify | 24 | 0.10 | 0.67175 | 0.66825 | 0.65775 | ||
| 87 | 2024.07.23 00:00 | sell | 26 | 0.10 | 0.66382 | 0.00000 | 0.00000 | ||
| 88 | 2024.07.23 00:00 | modify | 26 | 0.10 | 0.66382 | 0.66825 | 0.65775 | ||
| 89 | 2024.07.25 00:00 | t/p | 24 | 0.10 | 0.65775 | 0.66825 | 0.65775 | 138.08 | 1756.63 |
| 90 | 2024.07.25 00:00 | t/p | 25 | 0.10 | 0.65775 | 0.66825 | 0.65775 | 75.80 | 1832.43 |
| 91 | 2024.07.25 00:00 | t/p | 26 | 0.10 | 0.65775 | 0.66825 | 0.65775 | 60.38 | 1892.81 |
| 92 | 2024.08.05 08:00 | buy | 27 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
| 93 | 2024.08.05 08:00 | modify | 27 | 0.10 | 0.64519 | 0.63219 | 0.65919 | ||
| 94 | 2024.08.08 20:00 | t/p | 27 | 0.10 | 0.65919 | 0.63219 | 0.65919 | 138.29 | 2031.10 |
| 95 | 2024.09.06 16:00 | buy | 28 | 0.10 | 0.66781 | 0.00000 | 0.00000 | ||
| 96 | 2024.09.06 16:00 | modify | 28 | 0.10 | 0.66781 | 0.65481 | 0.68181 | ||
| 97 | 2024.09.16 12:00 | buy | 29 | 0.10 | 0.67504 | 0.00000 | 0.00000 | ||
| 98 | 2024.09.16 12:00 | modify | 29 | 0.10 | 0.67504 | 0.67271 | 0.68181 | ||
| 99 | 2024.09.16 12:00 | modify | 28 | 0.10 | 0.66781 | 0.67271 | 0.68181 | ||
| 100 | 2024.09.18 20:00 | t/p | 28 | 0.10 | 0.68181 | 0.67271 | 0.68181 | 136.58 | 2167.68 |
| 101 | 2024.09.18 20:00 | t/p | 29 | 0.10 | 0.68181 | 0.67271 | 0.68181 | 67.02 | 2234.70 |
| 102 | 2024.10.03 12:00 | buy | 30 | 0.10 | 0.68541 | 0.00000 | 0.00000 | ||
| 103 | 2024.10.03 12:00 | modify | 30 | 0.10 | 0.68541 | 0.67241 | 0.69941 | ||
| 104 | 2024.10.08 04:00 | s/l | 30 | 0.10 | 0.67241 | 0.67241 | 0.69941 | -131.03 | 2103.67 |
| 105 | 2024.10.23 12:00 | buy | 31 | 0.10 | 0.66393 | 0.00000 | 0.00000 | ||
| 106 | 2024.10.23 12:00 | modify | 31 | 0.10 | 0.66393 | 0.65093 | 0.67793 | ||
| 107 | 2024.10.31 23:59 | s/l | 31 | 0.10 | 0.65093 | 0.65093 | 0.67793 | -133.42 | 1970.25 |