Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 1 Hour (H1) 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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 | 7239 | Ticks modelled | 13478 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1104.88 | Gross profit | 1914.10 | Gross loss | -809.22 |
| Profit factor | 2.37 | Expected payoff | 29.86 | ||
| Absolute drawdown | 289.18 | Maximal drawdown | 301.41 (29.78%) | Relative drawdown | 29.78% (301.41) |
| Total trades | 37 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 23 (56.52%) |
| Profit trades (% of total) | 22 (59.46%) | Loss trades (% of total) | 15 (40.54%) | ||
| Largest | profit trade | 148.80 | loss trade | -101.71 | |
| Average | profit trade | 87.00 | loss trade | -53.95 | |
| Maximum | consecutive wins (profit in money) | 5 (407.62) | consecutive losses (loss in money) | 3 (-165.48) | |
| Maximal | consecutive profit (count of wins) | 407.62 (5) | consecutive loss (count of losses) | -202.03 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 22:00 | sell | 1 | 0.10 | 0.63983 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.01 22:00 | modify | 1 | 0.10 | 0.63983 | 0.64983 | 0.62483 | ||
| 3 | 2023.11.03 13:00 | s/l | 1 | 0.10 | 0.64983 | 0.64983 | 0.62483 | -100.32 | 899.68 |
| 4 | 2023.11.06 21:00 | buy | 2 | 0.10 | 0.64916 | 0.00000 | 0.00000 | ||
| 5 | 2023.11.06 21:00 | modify | 2 | 0.10 | 0.64916 | 0.63916 | 0.66416 | ||
| 6 | 2023.11.09 12:00 | s/l | 2 | 0.10 | 0.63916 | 0.63916 | 0.66416 | -101.71 | 797.97 |
| 7 | 2023.11.09 20:00 | buy | 3 | 0.10 | 0.63712 | 0.00000 | 0.00000 | ||
| 8 | 2023.11.09 20:00 | modify | 3 | 0.10 | 0.63712 | 0.62712 | 0.65212 | ||
| 9 | 2023.11.15 12:00 | t/p | 3 | 0.10 | 0.65212 | 0.62712 | 0.65212 | 148.63 | 946.60 |
| 10 | 2023.12.06 22:00 | buy | 4 | 0.10 | 0.65503 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.06 22:00 | modify | 4 | 0.10 | 0.65503 | 0.64503 | 0.67003 | ||
| 12 | 2023.12.08 05:00 | buy | 5 | 0.10 | 0.66203 | 0.00000 | 0.00000 | ||
| 13 | 2023.12.08 05:00 | modify | 5 | 0.10 | 0.66203 | 0.65578 | 0.67003 | ||
| 14 | 2023.12.08 05:00 | buy | 6 | 0.10 | 0.66203 | 0.00000 | 0.00000 | ||
| 15 | 2023.12.08 05:00 | modify | 6 | 0.10 | 0.66203 | 0.65878 | 0.67003 | ||
| 16 | 2023.12.08 05:00 | modify | 4 | 0.10 | 0.65503 | 0.65878 | 0.67003 | ||
| 17 | 2023.12.08 06:00 | modify | 5 | 0.10 | 0.66203 | 0.65878 | 0.67003 | ||
| 18 | 2023.12.08 14:00 | s/l | 4 | 0.10 | 0.65878 | 0.65878 | 0.67003 | 36.13 | 982.73 |
| 19 | 2023.12.08 14:00 | s/l | 5 | 0.10 | 0.65878 | 0.65878 | 0.67003 | -32.50 | 950.23 |
| 20 | 2023.12.08 14:00 | s/l | 6 | 0.10 | 0.65878 | 0.65878 | 0.67003 | -32.50 | 917.73 |
| 21 | 2023.12.13 20:00 | sell | 7 | 0.10 | 0.66647 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.13 20:00 | modify | 7 | 0.10 | 0.66647 | 0.67647 | 0.65147 | ||
| 23 | 2023.12.19 15:00 | s/l | 7 | 0.10 | 0.67647 | 0.67647 | 0.65147 | -100.48 | 817.25 |
| 24 | 2023.12.20 21:00 | buy | 8 | 0.10 | 0.67277 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.20 21:00 | modify | 8 | 0.10 | 0.67277 | 0.66277 | 0.68777 | ||
| 26 | 2023.12.26 04:00 | buy | 9 | 0.10 | 0.68178 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.26 04:00 | modify | 9 | 0.10 | 0.68178 | 0.67802 | 0.68777 | ||
| 28 | 2023.12.26 04:00 | modify | 8 | 0.10 | 0.67277 | 0.67802 | 0.68777 | ||
| 29 | 2024.01.02 14:00 | s/l | 8 | 0.10 | 0.67802 | 0.67802 | 0.68777 | 48.05 | 865.31 |
| 30 | 2024.01.02 14:00 | s/l | 9 | 0.10 | 0.67802 | 0.67802 | 0.68777 | -39.99 | 825.31 |
| 31 | 2024.01.02 21:00 | buy | 10 | 0.10 | 0.67607 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.02 21:00 | modify | 10 | 0.10 | 0.67607 | 0.66607 | 0.69107 | ||
| 33 | 2024.01.05 14:00 | s/l | 10 | 0.10 | 0.66607 | 0.66607 | 0.69107 | -101.71 | 723.60 |
| 34 | 2024.01.29 21:00 | sell | 11 | 0.10 | 0.66107 | 0.00000 | 0.00000 | ||
| 35 | 2024.01.29 21:00 | modify | 11 | 0.10 | 0.66107 | 0.67107 | 0.64607 | ||
| 36 | 2024.02.02 14:00 | sell | 12 | 0.10 | 0.65422 | 0.00000 | 0.00000 | ||
| 37 | 2024.02.02 14:00 | modify | 12 | 0.10 | 0.65422 | 0.66032 | 0.64607 | ||
| 38 | 2024.02.02 14:00 | sell | 13 | 0.10 | 0.65422 | 0.00000 | 0.00000 | ||
| 39 | 2024.02.02 14:00 | modify | 13 | 0.10 | 0.65422 | 0.65732 | 0.64607 | ||
| 40 | 2024.02.02 14:00 | modify | 11 | 0.10 | 0.66107 | 0.65732 | 0.64607 | ||
| 41 | 2024.02.02 15:00 | modify | 12 | 0.10 | 0.65422 | 0.65732 | 0.64607 | ||
| 42 | 2024.02.02 16:00 | sell | 14 | 0.10 | 0.65189 | 0.00000 | 0.00000 | ||
| 43 | 2024.02.02 16:00 | modify | 14 | 0.10 | 0.65189 | 0.65582 | 0.64607 | ||
| 44 | 2024.02.02 16:00 | modify | 13 | 0.10 | 0.65422 | 0.65582 | 0.64607 | ||
| 45 | 2024.02.02 16:00 | modify | 12 | 0.10 | 0.65422 | 0.65582 | 0.64607 | ||
| 46 | 2024.02.02 16:00 | modify | 11 | 0.10 | 0.66107 | 0.65582 | 0.64607 | ||
| 47 | 2024.02.13 15:00 | t/p | 11 | 0.10 | 0.64607 | 0.65582 | 0.64607 | 148.80 | 872.40 |
| 48 | 2024.02.13 15:00 | t/p | 12 | 0.10 | 0.64607 | 0.65582 | 0.64607 | 80.78 | 953.18 |
| 49 | 2024.02.13 15:00 | t/p | 13 | 0.10 | 0.64607 | 0.65582 | 0.64607 | 80.78 | 1033.96 |
| 50 | 2024.02.13 15:00 | t/p | 14 | 0.10 | 0.64607 | 0.65582 | 0.64607 | 57.48 | 1091.44 |
| 51 | 2024.02.14 21:00 | sell | 15 | 0.10 | 0.64908 | 0.00000 | 0.00000 | ||
| 52 | 2024.02.14 21:00 | modify | 15 | 0.10 | 0.64908 | 0.65908 | 0.63408 | ||
| 53 | 2024.02.22 08:00 | s/l | 15 | 0.10 | 0.65908 | 0.65908 | 0.63408 | -100.80 | 990.64 |
| 54 | 2024.03.04 22:00 | buy | 16 | 0.10 | 0.65096 | 0.00000 | 0.00000 | ||
| 55 | 2024.03.04 22:00 | modify | 16 | 0.10 | 0.65096 | 0.64096 | 0.66596 | ||
| 56 | 2024.03.06 17:00 | buy | 17 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 57 | 2024.03.06 17:00 | modify | 17 | 0.10 | 0.65786 | 0.65171 | 0.66596 | ||
| 58 | 2024.03.06 17:00 | buy | 18 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 59 | 2024.03.06 17:00 | modify | 18 | 0.10 | 0.65786 | 0.65471 | 0.66596 | ||
| 60 | 2024.03.06 17:00 | modify | 16 | 0.10 | 0.65096 | 0.65471 | 0.66596 | ||
| 61 | 2024.03.06 18:00 | modify | 17 | 0.10 | 0.65786 | 0.65471 | 0.66596 | ||
| 62 | 2024.03.08 14:00 | t/p | 16 | 0.10 | 0.66596 | 0.65471 | 0.66596 | 147.95 | 1138.59 |
| 63 | 2024.03.08 14:00 | t/p | 17 | 0.10 | 0.66596 | 0.65471 | 0.66596 | 79.63 | 1218.22 |
| 64 | 2024.03.08 14:00 | t/p | 18 | 0.10 | 0.66596 | 0.65471 | 0.66596 | 79.63 | 1297.86 |
| 65 | 2024.03.31 21:00 | buy | 19 | 0.10 | 0.65149 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.31 21:00 | modify | 19 | 0.10 | 0.65149 | 0.64149 | 0.66649 | ||
| 67 | 2024.04.04 04:00 | buy | 20 | 0.10 | 0.65837 | 0.00000 | 0.00000 | ||
| 68 | 2024.04.04 04:00 | modify | 20 | 0.10 | 0.65837 | 0.65224 | 0.66649 | ||
| 69 | 2024.04.04 04:00 | buy | 21 | 0.10 | 0.65837 | 0.00000 | 0.00000 | ||
| 70 | 2024.04.04 04:00 | modify | 21 | 0.10 | 0.65837 | 0.65524 | 0.66649 | ||
| 71 | 2024.04.04 04:00 | modify | 19 | 0.10 | 0.65149 | 0.65524 | 0.66649 | ||
| 72 | 2024.04.04 05:00 | modify | 20 | 0.10 | 0.65837 | 0.65524 | 0.66649 | ||
| 73 | 2024.04.04 10:00 | buy | 22 | 0.10 | 0.66063 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.04 10:00 | modify | 22 | 0.10 | 0.66063 | 0.65674 | 0.66649 | ||
| 75 | 2024.04.04 10:00 | modify | 21 | 0.10 | 0.65837 | 0.65674 | 0.66649 | ||
| 76 | 2024.04.04 10:00 | modify | 20 | 0.10 | 0.65837 | 0.65674 | 0.66649 | ||
| 77 | 2024.04.04 10:00 | modify | 19 | 0.10 | 0.65149 | 0.65674 | 0.66649 | ||
| 78 | 2024.04.05 03:00 | s/l | 19 | 0.10 | 0.65674 | 0.65674 | 0.66649 | 50.11 | 1347.96 |
| 79 | 2024.04.05 03:00 | s/l | 20 | 0.10 | 0.65674 | 0.65674 | 0.66649 | -16.64 | 1331.32 |
| 80 | 2024.04.05 03:00 | s/l | 21 | 0.10 | 0.65674 | 0.65674 | 0.66649 | -16.64 | 1314.68 |
| 81 | 2024.04.05 03:00 | s/l | 22 | 0.10 | 0.65674 | 0.65674 | 0.66649 | -39.24 | 1275.44 |
| 82 | 2024.04.30 23:00 | buy | 23 | 0.10 | 0.64760 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.30 23:00 | modify | 23 | 0.10 | 0.64760 | 0.63760 | 0.66260 | ||
| 84 | 2024.05.03 13:00 | t/p | 23 | 0.10 | 0.66260 | 0.63760 | 0.66260 | 148.29 | 1423.73 |
| 85 | 2024.05.29 23:00 | buy | 24 | 0.10 | 0.66109 | 0.00000 | 0.00000 | ||
| 86 | 2024.05.29 23:00 | modify | 24 | 0.10 | 0.66109 | 0.65109 | 0.67609 | ||
| 87 | 2024.06.03 15:00 | buy | 25 | 0.10 | 0.66807 | 0.00000 | 0.00000 | ||
| 88 | 2024.06.03 15:00 | modify | 25 | 0.10 | 0.66807 | 0.66184 | 0.67609 | ||
| 89 | 2024.06.03 15:00 | buy | 26 | 0.10 | 0.66807 | 0.00000 | 0.00000 | ||
| 90 | 2024.06.03 15:00 | modify | 26 | 0.10 | 0.66807 | 0.66484 | 0.67609 | ||
| 91 | 2024.06.03 15:00 | modify | 24 | 0.10 | 0.66109 | 0.66484 | 0.67609 | ||
| 92 | 2024.06.03 16:00 | modify | 25 | 0.10 | 0.66807 | 0.66484 | 0.67609 | ||
| 93 | 2024.06.04 09:00 | s/l | 24 | 0.10 | 0.66484 | 0.66484 | 0.67609 | 35.45 | 1459.17 |
| 94 | 2024.06.04 09:00 | s/l | 25 | 0.10 | 0.66484 | 0.66484 | 0.67609 | -32.64 | 1426.53 |
| 95 | 2024.06.04 09:00 | s/l | 26 | 0.10 | 0.66484 | 0.66484 | 0.67609 | -32.64 | 1393.89 |
| 96 | 2024.07.05 20:00 | sell | 27 | 0.10 | 0.67516 | 0.00000 | 0.00000 | ||
| 97 | 2024.07.05 20:00 | modify | 27 | 0.10 | 0.67516 | 0.68516 | 0.66016 | ||
| 98 | 2024.07.19 19:00 | sell | 28 | 0.10 | 0.66830 | 0.00000 | 0.00000 | ||
| 99 | 2024.07.19 19:00 | modify | 28 | 0.10 | 0.66830 | 0.67441 | 0.66016 | ||
| 100 | 2024.07.19 19:00 | sell | 29 | 0.10 | 0.66830 | 0.00000 | 0.00000 | ||
| 101 | 2024.07.19 19:00 | modify | 29 | 0.10 | 0.66830 | 0.67141 | 0.66016 | ||
| 102 | 2024.07.19 19:00 | modify | 27 | 0.10 | 0.67516 | 0.67141 | 0.66016 | ||
| 103 | 2024.07.19 20:00 | modify | 28 | 0.10 | 0.66830 | 0.67141 | 0.66016 | ||
| 104 | 2024.07.22 06:00 | sell | 30 | 0.10 | 0.66614 | 0.00000 | 0.00000 | ||
| 105 | 2024.07.22 06:00 | modify | 30 | 0.10 | 0.66614 | 0.66991 | 0.66016 | ||
| 106 | 2024.07.22 06:00 | modify | 29 | 0.10 | 0.66830 | 0.66991 | 0.66016 | ||
| 107 | 2024.07.22 06:00 | modify | 28 | 0.10 | 0.66830 | 0.66991 | 0.66016 | ||
| 108 | 2024.07.22 06:00 | modify | 27 | 0.10 | 0.67516 | 0.66991 | 0.66016 | ||
| 109 | 2024.07.24 04:00 | t/p | 27 | 0.10 | 0.66016 | 0.66991 | 0.66016 | 148.64 | 1542.53 |
| 110 | 2024.07.24 04:00 | t/p | 28 | 0.10 | 0.66016 | 0.66991 | 0.66016 | 81.16 | 1623.69 |
| 111 | 2024.07.24 04:00 | t/p | 29 | 0.10 | 0.66016 | 0.66991 | 0.66016 | 81.16 | 1704.85 |
| 112 | 2024.07.24 04:00 | t/p | 30 | 0.10 | 0.66016 | 0.66991 | 0.66016 | 59.64 | 1764.49 |
| 113 | 2024.07.29 23:00 | sell | 31 | 0.10 | 0.65570 | 0.00000 | 0.00000 | ||
| 114 | 2024.07.29 23:00 | modify | 31 | 0.10 | 0.65570 | 0.66570 | 0.64070 | ||
| 115 | 2024.08.02 01:00 | sell | 32 | 0.10 | 0.64888 | 0.00000 | 0.00000 | ||
| 116 | 2024.08.02 01:00 | modify | 32 | 0.10 | 0.64888 | 0.65495 | 0.64070 | ||
| 117 | 2024.08.02 01:00 | sell | 33 | 0.10 | 0.64888 | 0.00000 | 0.00000 | ||
| 118 | 2024.08.02 01:00 | modify | 33 | 0.10 | 0.64888 | 0.65195 | 0.64070 | ||
| 119 | 2024.08.02 01:00 | modify | 31 | 0.10 | 0.65570 | 0.65195 | 0.64070 | ||
| 120 | 2024.08.02 02:00 | modify | 32 | 0.10 | 0.64888 | 0.65195 | 0.64070 | ||
| 121 | 2024.08.02 05:00 | s/l | 31 | 0.10 | 0.65195 | 0.65195 | 0.64070 | 37.02 | 1801.51 |
| 122 | 2024.08.02 05:00 | s/l | 32 | 0.10 | 0.65195 | 0.65195 | 0.64070 | -30.70 | 1770.81 |
| 123 | 2024.08.02 05:00 | s/l | 33 | 0.10 | 0.65195 | 0.65195 | 0.64070 | -30.70 | 1740.11 |
| 124 | 2024.08.14 20:00 | buy | 34 | 0.10 | 0.66001 | 0.00000 | 0.00000 | ||
| 125 | 2024.08.14 20:00 | modify | 34 | 0.10 | 0.66001 | 0.65001 | 0.67501 | ||
| 126 | 2024.08.18 22:00 | buy | 35 | 0.10 | 0.66689 | 0.00000 | 0.00000 | ||
| 127 | 2024.08.18 22:00 | modify | 35 | 0.10 | 0.66689 | 0.66076 | 0.67501 | ||
| 128 | 2024.08.18 22:00 | buy | 36 | 0.10 | 0.66689 | 0.00000 | 0.00000 | ||
| 129 | 2024.08.18 22:00 | modify | 36 | 0.10 | 0.66689 | 0.66376 | 0.67501 | ||
| 130 | 2024.08.18 22:00 | modify | 34 | 0.10 | 0.66001 | 0.66376 | 0.67501 | ||
| 131 | 2024.08.18 23:00 | modify | 35 | 0.10 | 0.66689 | 0.66376 | 0.67501 | ||
| 132 | 2024.08.19 04:00 | buy | 37 | 0.10 | 0.66926 | 0.00000 | 0.00000 | ||
| 133 | 2024.08.19 04:00 | modify | 37 | 0.10 | 0.66926 | 0.66526 | 0.67501 | ||
| 134 | 2024.08.19 04:00 | modify | 36 | 0.10 | 0.66689 | 0.66526 | 0.67501 | ||
| 135 | 2024.08.19 04:00 | modify | 35 | 0.10 | 0.66689 | 0.66526 | 0.67501 | ||
| 136 | 2024.08.19 04:00 | modify | 34 | 0.10 | 0.66001 | 0.66526 | 0.67501 | ||
| 137 | 2024.08.21 01:00 | t/p | 34 | 0.10 | 0.67501 | 0.66526 | 0.67501 | 147.61 | 1887.72 |
| 138 | 2024.08.21 01:00 | t/p | 35 | 0.10 | 0.67501 | 0.66526 | 0.67501 | 80.17 | 1967.89 |
| 139 | 2024.08.21 01:00 | t/p | 36 | 0.10 | 0.67501 | 0.66526 | 0.67501 | 80.17 | 2048.06 |
| 140 | 2024.08.21 01:00 | t/p | 37 | 0.10 | 0.67501 | 0.66526 | 0.67501 | 56.82 | 2104.88 |