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=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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 774.53 | Gross profit | 2067.67 | Gross loss | -1293.14 |
| Profit factor | 1.60 | Expected payoff | 18.89 | ||
| Absolute drawdown | 14.88 | Maximal drawdown | 442.32 (19.95%) | Relative drawdown | 23.42% (343.32) |
| Total trades | 41 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 23 (52.17%) |
| Profit trades (% of total) | 23 (56.10%) | Loss trades (% of total) | 18 (43.90%) | ||
| Largest | profit trade | 139.44 | loss trade | -104.79 | |
| Average | profit trade | 89.90 | loss trade | -71.84 | |
| Maximum | consecutive wins (profit in money) | 10 (953.45) | consecutive losses (loss in money) | 4 (-407.32) | |
| Maximal | consecutive profit (count of wins) | 953.45 (10) | consecutive loss (count of losses) | -407.32 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 0.66032 | 0.63632 | ||
| 3 | 2023.11.07 12:00 | sell | 2 | 0.10 | 0.64175 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.07 12:00 | modify | 2 | 0.10 | 0.64175 | 0.64682 | 0.63632 | ||
| 5 | 2023.11.07 12:00 | sell | 3 | 0.10 | 0.64175 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.07 12:00 | modify | 3 | 0.10 | 0.64175 | 0.64542 | 0.63632 | ||
| 7 | 2023.11.07 12:00 | modify | 1 | 0.10 | 0.65032 | 0.64542 | 0.63632 | ||
| 8 | 2023.11.07 16:00 | modify | 2 | 0.10 | 0.64175 | 0.64542 | 0.63632 | ||
| 9 | 2023.11.08 12:00 | sell | 4 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 10 | 2023.11.08 12:00 | modify | 4 | 0.10 | 0.64327 | 0.64892 | 0.63632 | ||
| 11 | 2023.11.08 16:00 | modify | 4 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 12 | 2023.11.10 00:00 | t/p | 1 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 139.44 | 1139.44 |
| 13 | 2023.11.10 00:00 | t/p | 2 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 53.90 | 1193.34 |
| 14 | 2023.11.10 00:00 | t/p | 3 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 53.90 | 1247.24 |
| 15 | 2023.11.10 00:00 | t/p | 4 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.18 | 1316.42 |
| 16 | 2023.11.14 16:00 | sell | 5 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.14 16:00 | modify | 5 | 0.10 | 0.64793 | 0.65793 | 0.63393 | ||
| 18 | 2023.11.21 04:00 | s/l | 5 | 0.10 | 0.65793 | 0.65793 | 0.63393 | -100.56 | 1215.86 |
| 19 | 2023.11.28 16:00 | sell | 6 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.28 16:00 | modify | 6 | 0.10 | 0.66413 | 0.67413 | 0.65013 | ||
| 21 | 2023.12.05 08:00 | sell | 7 | 0.10 | 0.65713 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.05 08:00 | modify | 7 | 0.10 | 0.65713 | 0.66273 | 0.65013 | ||
| 23 | 2023.12.05 08:00 | modify | 6 | 0.10 | 0.66413 | 0.66273 | 0.65013 | ||
| 24 | 2023.12.11 08:00 | sell | 8 | 0.10 | 0.65546 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.11 08:00 | modify | 8 | 0.10 | 0.65546 | 0.66063 | 0.65013 | ||
| 26 | 2023.12.11 08:00 | sell | 9 | 0.10 | 0.65546 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.11 08:00 | modify | 9 | 0.10 | 0.65546 | 0.65923 | 0.65013 | ||
| 28 | 2023.12.11 08:00 | modify | 7 | 0.10 | 0.65713 | 0.65923 | 0.65013 | ||
| 29 | 2023.12.11 08:00 | modify | 6 | 0.10 | 0.66413 | 0.65923 | 0.65013 | ||
| 30 | 2023.12.11 12:00 | modify | 8 | 0.10 | 0.65546 | 0.65923 | 0.65013 | ||
| 31 | 2023.12.12 04:00 | s/l | 6 | 0.10 | 0.65923 | 0.65923 | 0.65013 | 47.88 | 1263.74 |
| 32 | 2023.12.12 04:00 | s/l | 7 | 0.10 | 0.65923 | 0.65923 | 0.65013 | -21.56 | 1242.18 |
| 33 | 2023.12.12 04:00 | s/l | 8 | 0.10 | 0.65923 | 0.65923 | 0.65013 | -37.78 | 1204.40 |
| 34 | 2023.12.12 04:00 | s/l | 9 | 0.10 | 0.65923 | 0.65923 | 0.65013 | -37.78 | 1166.62 |
| 35 | 2023.12.13 20:00 | sell | 10 | 0.10 | 0.66647 | 0.00000 | 0.00000 | ||
| 36 | 2023.12.13 20:00 | modify | 10 | 0.10 | 0.66647 | 0.67647 | 0.65247 | ||
| 37 | 2023.12.19 16:00 | s/l | 10 | 0.10 | 0.67647 | 0.67647 | 0.65247 | -100.48 | 1066.14 |
| 38 | 2023.12.27 16:00 | sell | 11 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
| 39 | 2023.12.27 16:00 | modify | 11 | 0.10 | 0.68496 | 0.69496 | 0.67096 | ||
| 40 | 2024.01.03 04:00 | sell | 12 | 0.10 | 0.67655 | 0.00000 | 0.00000 | ||
| 41 | 2024.01.03 04:00 | modify | 12 | 0.10 | 0.67655 | 0.68146 | 0.67096 | ||
| 42 | 2024.01.03 04:00 | sell | 13 | 0.10 | 0.67655 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.03 04:00 | modify | 13 | 0.10 | 0.67655 | 0.68006 | 0.67096 | ||
| 44 | 2024.01.03 04:00 | modify | 11 | 0.10 | 0.68496 | 0.68006 | 0.67096 | ||
| 45 | 2024.01.03 08:00 | modify | 12 | 0.10 | 0.67655 | 0.68006 | 0.67096 | ||
| 46 | 2024.01.03 16:00 | t/p | 11 | 0.10 | 0.67096 | 0.68006 | 0.67096 | 139.44 | 1205.58 |
| 47 | 2024.01.03 16:00 | t/p | 12 | 0.10 | 0.67096 | 0.68006 | 0.67096 | 55.90 | 1261.48 |
| 48 | 2024.01.03 16:00 | t/p | 13 | 0.10 | 0.67096 | 0.68006 | 0.67096 | 55.90 | 1317.38 |
| 49 | 2024.01.05 12:00 | buy | 14 | 0.10 | 0.66832 | 0.00000 | 0.00000 | ||
| 50 | 2024.01.05 12:00 | modify | 14 | 0.10 | 0.66832 | 0.65832 | 0.68232 | ||
| 51 | 2024.01.16 20:00 | s/l | 14 | 0.10 | 0.65832 | 0.65832 | 0.68232 | -103.08 | 1214.30 |
| 52 | 2024.02.13 16:00 | buy | 15 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 53 | 2024.02.13 16:00 | modify | 15 | 0.10 | 0.64627 | 0.63627 | 0.66027 | ||
| 54 | 2024.02.16 20:00 | buy | 16 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 55 | 2024.02.16 20:00 | modify | 16 | 0.10 | 0.65357 | 0.64767 | 0.66027 | ||
| 56 | 2024.02.16 20:00 | modify | 15 | 0.10 | 0.64627 | 0.64767 | 0.66027 | ||
| 57 | 2024.02.21 20:00 | buy | 17 | 0.10 | 0.65487 | 0.00000 | 0.00000 | ||
| 58 | 2024.02.21 20:00 | modify | 17 | 0.10 | 0.65487 | 0.64977 | 0.66027 | ||
| 59 | 2024.02.21 20:00 | buy | 18 | 0.10 | 0.65487 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.21 20:00 | modify | 18 | 0.10 | 0.65487 | 0.65117 | 0.66027 | ||
| 61 | 2024.02.21 20:00 | modify | 16 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 62 | 2024.02.21 20:00 | modify | 15 | 0.10 | 0.64627 | 0.65117 | 0.66027 | ||
| 63 | 2024.02.22 00:00 | modify | 17 | 0.10 | 0.65487 | 0.65117 | 0.66027 | ||
| 64 | 2024.02.28 08:00 | s/l | 15 | 0.10 | 0.65117 | 0.65117 | 0.66027 | 43.87 | 1258.17 |
| 65 | 2024.02.28 08:00 | s/l | 16 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.42 | 1230.75 |
| 66 | 2024.02.28 08:00 | s/l | 17 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -39.39 | 1191.36 |
| 67 | 2024.02.28 08:00 | s/l | 18 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -39.39 | 1151.96 |
| 68 | 2024.02.28 08:00 | buy | 19 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.28 08:00 | modify | 19 | 0.10 | 0.65111 | 0.64111 | 0.66511 | ||
| 70 | 2024.03.08 16:00 | t/p | 19 | 0.10 | 0.66511 | 0.64111 | 0.66511 | 136.24 | 1288.20 |
| 71 | 2024.03.19 08:00 | buy | 20 | 0.10 | 0.65212 | 0.00000 | 0.00000 | ||
| 72 | 2024.03.19 08:00 | modify | 20 | 0.10 | 0.65212 | 0.64212 | 0.66612 | ||
| 73 | 2024.04.08 20:00 | buy | 21 | 0.10 | 0.66062 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.08 20:00 | modify | 21 | 0.10 | 0.66062 | 0.65562 | 0.66612 | ||
| 75 | 2024.04.08 20:00 | buy | 22 | 0.10 | 0.66062 | 0.00000 | 0.00000 | ||
| 76 | 2024.04.08 20:00 | modify | 22 | 0.10 | 0.66062 | 0.65702 | 0.66612 | ||
| 77 | 2024.04.08 20:00 | modify | 20 | 0.10 | 0.65212 | 0.65702 | 0.66612 | ||
| 78 | 2024.04.09 00:00 | modify | 21 | 0.10 | 0.66062 | 0.65702 | 0.66612 | ||
| 79 | 2024.04.10 16:00 | s/l | 20 | 0.10 | 0.65702 | 0.65702 | 0.66612 | 41.48 | 1329.68 |
| 80 | 2024.04.10 16:00 | s/l | 21 | 0.10 | 0.65702 | 0.65702 | 0.66612 | -36.68 | 1292.99 |
| 81 | 2024.04.10 16:00 | s/l | 22 | 0.10 | 0.65702 | 0.65702 | 0.66612 | -36.68 | 1256.31 |
| 82 | 2024.04.10 16:00 | buy | 23 | 0.10 | 0.65103 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.10 16:00 | modify | 23 | 0.10 | 0.65103 | 0.64103 | 0.66503 | ||
| 84 | 2024.04.16 04:00 | s/l | 23 | 0.10 | 0.64103 | 0.64103 | 0.66503 | -102.05 | 1154.26 |
| 85 | 2024.04.16 16:00 | buy | 24 | 0.10 | 0.64111 | 0.00000 | 0.00000 | ||
| 86 | 2024.04.16 16:00 | modify | 24 | 0.10 | 0.64111 | 0.63111 | 0.65511 | ||
| 87 | 2024.04.26 12:00 | t/p | 24 | 0.10 | 0.65511 | 0.63111 | 0.65511 | 135.90 | 1290.15 |
| 88 | 2024.04.30 16:00 | buy | 25 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.30 16:00 | modify | 25 | 0.10 | 0.64915 | 0.63915 | 0.66315 | ||
| 90 | 2024.05.03 04:00 | buy | 26 | 0.10 | 0.65777 | 0.00000 | 0.00000 | ||
| 91 | 2024.05.03 04:00 | modify | 26 | 0.10 | 0.65777 | 0.65265 | 0.66315 | ||
| 92 | 2024.05.03 04:00 | buy | 27 | 0.10 | 0.65777 | 0.00000 | 0.00000 | ||
| 93 | 2024.05.03 04:00 | modify | 27 | 0.10 | 0.65777 | 0.65405 | 0.66315 | ||
| 94 | 2024.05.03 04:00 | modify | 25 | 0.10 | 0.64915 | 0.65405 | 0.66315 | ||
| 95 | 2024.05.03 08:00 | modify | 26 | 0.10 | 0.65777 | 0.65405 | 0.66315 | ||
| 96 | 2024.05.03 16:00 | t/p | 25 | 0.10 | 0.66315 | 0.65405 | 0.66315 | 138.29 | 1428.44 |
| 97 | 2024.05.03 16:00 | t/p | 26 | 0.10 | 0.66315 | 0.65405 | 0.66315 | 53.80 | 1482.24 |
| 98 | 2024.05.03 16:00 | t/p | 27 | 0.10 | 0.66315 | 0.65405 | 0.66315 | 53.80 | 1536.04 |
| 99 | 2024.05.08 12:00 | buy | 28 | 0.10 | 0.65664 | 0.00000 | 0.00000 | ||
| 100 | 2024.05.08 12:00 | modify | 28 | 0.10 | 0.65664 | 0.64664 | 0.67064 | ||
| 101 | 2024.05.16 04:00 | t/p | 28 | 0.10 | 0.67064 | 0.64664 | 0.67064 | 136.58 | 1672.62 |
| 102 | 2024.05.22 16:00 | buy | 29 | 0.10 | 0.66371 | 0.00000 | 0.00000 | ||
| 103 | 2024.05.22 16:00 | modify | 29 | 0.10 | 0.66371 | 0.65371 | 0.67771 | ||
| 104 | 2024.07.04 08:00 | buy | 30 | 0.10 | 0.67224 | 0.00000 | 0.00000 | ||
| 105 | 2024.07.04 08:00 | modify | 30 | 0.10 | 0.67224 | 0.66721 | 0.67771 | ||
| 106 | 2024.07.04 08:00 | buy | 31 | 0.10 | 0.67224 | 0.00000 | 0.00000 | ||
| 107 | 2024.07.04 08:00 | modify | 31 | 0.10 | 0.67224 | 0.66861 | 0.67771 | ||
| 108 | 2024.07.04 08:00 | modify | 29 | 0.10 | 0.66371 | 0.66861 | 0.67771 | ||
| 109 | 2024.07.04 12:00 | modify | 30 | 0.10 | 0.67224 | 0.66861 | 0.67771 | ||
| 110 | 2024.07.11 16:00 | t/p | 29 | 0.10 | 0.67771 | 0.66861 | 0.67771 | 122.22 | 1794.84 |
| 111 | 2024.07.11 16:00 | t/p | 30 | 0.10 | 0.67771 | 0.66861 | 0.67771 | 52.31 | 1847.15 |
| 112 | 2024.07.11 16:00 | t/p | 31 | 0.10 | 0.67771 | 0.66861 | 0.67771 | 52.31 | 1899.45 |
| 113 | 2024.07.11 16:00 | sell | 32 | 0.10 | 0.67736 | 0.00000 | 0.00000 | ||
| 114 | 2024.07.11 16:00 | modify | 32 | 0.10 | 0.67736 | 0.68736 | 0.66336 | ||
| 115 | 2024.07.18 20:00 | sell | 33 | 0.10 | 0.67029 | 0.00000 | 0.00000 | ||
| 116 | 2024.07.18 20:00 | modify | 33 | 0.10 | 0.67029 | 0.67596 | 0.66336 | ||
| 117 | 2024.07.18 20:00 | modify | 32 | 0.10 | 0.67736 | 0.67596 | 0.66336 | ||
| 118 | 2024.07.23 08:00 | t/p | 32 | 0.10 | 0.66336 | 0.67596 | 0.66336 | 139.20 | 2038.65 |
| 119 | 2024.07.23 08:00 | t/p | 33 | 0.10 | 0.66336 | 0.67596 | 0.66336 | 69.06 | 2107.71 |
| 120 | 2024.07.24 20:00 | buy | 34 | 0.10 | 0.65818 | 0.00000 | 0.00000 | ||
| 121 | 2024.07.24 20:00 | modify | 34 | 0.10 | 0.65818 | 0.64818 | 0.67218 | ||
| 122 | 2024.07.31 04:00 | s/l | 34 | 0.10 | 0.64818 | 0.64818 | 0.67218 | -102.39 | 2005.32 |
| 123 | 2024.08.05 08:00 | buy | 35 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
| 124 | 2024.08.05 08:00 | modify | 35 | 0.10 | 0.64519 | 0.63519 | 0.65919 | ||
| 125 | 2024.08.08 20:00 | t/p | 35 | 0.10 | 0.65919 | 0.63519 | 0.65919 | 138.29 | 2143.61 |
| 126 | 2024.08.16 20:00 | sell | 36 | 0.10 | 0.66688 | 0.00000 | 0.00000 | ||
| 127 | 2024.08.16 20:00 | modify | 36 | 0.10 | 0.66688 | 0.67688 | 0.65288 | ||
| 128 | 2024.08.23 16:00 | s/l | 36 | 0.10 | 0.67688 | 0.67688 | 0.65288 | -100.56 | 2043.05 |
| 129 | 2024.08.23 20:00 | sell | 37 | 0.10 | 0.67950 | 0.00000 | 0.00000 | ||
| 130 | 2024.08.23 20:00 | modify | 37 | 0.10 | 0.67950 | 0.68950 | 0.66550 | ||
| 131 | 2024.09.09 12:00 | t/p | 37 | 0.10 | 0.66550 | 0.68950 | 0.66550 | 138.80 | 2181.85 |
| 132 | 2024.09.18 12:00 | sell | 38 | 0.10 | 0.67861 | 0.00000 | 0.00000 | ||
| 133 | 2024.09.18 12:00 | modify | 38 | 0.10 | 0.67861 | 0.68861 | 0.66461 | ||
| 134 | 2024.09.24 20:00 | s/l | 38 | 0.10 | 0.68861 | 0.68861 | 0.66461 | -100.48 | 2081.37 |
| 135 | 2024.10.03 12:00 | buy | 39 | 0.10 | 0.68541 | 0.00000 | 0.00000 | ||
| 136 | 2024.10.03 12:00 | modify | 39 | 0.10 | 0.68541 | 0.67541 | 0.69941 | ||
| 137 | 2024.10.07 20:00 | s/l | 39 | 0.10 | 0.67541 | 0.67541 | 0.69941 | -100.68 | 1980.68 |
| 138 | 2024.10.09 20:00 | buy | 40 | 0.10 | 0.67164 | 0.00000 | 0.00000 | ||
| 139 | 2024.10.09 20:00 | modify | 40 | 0.10 | 0.67164 | 0.66164 | 0.68564 | ||
| 140 | 2024.10.23 20:00 | s/l | 40 | 0.10 | 0.66164 | 0.66164 | 0.68564 | -104.79 | 1875.90 |
| 141 | 2024.10.29 16:00 | buy | 41 | 0.10 | 0.65590 | 0.00000 | 0.00000 | ||
| 142 | 2024.10.29 16:00 | modify | 41 | 0.10 | 0.65590 | 0.64590 | 0.66990 | ||
| 143 | 2024.10.31 23:59 | s/l | 41 | 0.10 | 0.64590 | 0.64590 | 0.66990 | -101.37 | 1774.53 |