Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1000.00 | Spread | 30 | ||
| Total net profit | 1131.14 | Gross profit | 1769.84 | Gross loss | -638.69 |
| Profit factor | 2.77 | Expected payoff | 35.35 | ||
| Absolute drawdown | 54.72 | Maximal drawdown | 200.31 (8.81%) | Relative drawdown | 14.70% (162.88) |
| Total trades | 32 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 19 (59.38%) | Loss trades (% of total) | 13 (40.62%) | ||
| Largest | profit trade | 139.93 | loss trade | -61.61 | |
| Average | profit trade | 93.15 | loss trade | -49.13 | |
| Maximum | consecutive wins (profit in money) | 7 (740.57) | consecutive losses (loss in money) | 3 (-99.01) | |
| Maximal | consecutive profit (count of wins) | 740.57 (7) | consecutive loss (count of losses) | -121.81 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.07 16:00 | buy | 1 | 0.10 | 0.65903 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.07 16:00 | modify | 1 | 0.10 | 0.65903 | 0.65303 | 0.67303 | ||
| 3 | 2024.06.18 16:00 | buy | 2 | 0.10 | 0.66535 | 0.00000 | 0.00000 | ||
| 4 | 2024.06.18 16:00 | modify | 2 | 0.10 | 0.66535 | 0.66113 | 0.67303 | ||
| 5 | 2024.06.18 16:00 | modify | 1 | 0.10 | 0.65903 | 0.66113 | 0.67303 | ||
| 6 | 2024.06.19 08:00 | buy | 3 | 0.10 | 0.66749 | 0.00000 | 0.00000 | ||
| 7 | 2024.06.19 08:00 | modify | 3 | 0.10 | 0.66749 | 0.66463 | 0.67303 | ||
| 8 | 2024.06.19 08:00 | modify | 2 | 0.10 | 0.66535 | 0.66463 | 0.67303 | ||
| 9 | 2024.06.19 08:00 | modify | 1 | 0.10 | 0.65903 | 0.66463 | 0.67303 | ||
| 10 | 2024.06.21 12:00 | s/l | 1 | 0.10 | 0.66463 | 0.66463 | 0.67303 | 53.50 | 1053.50 |
| 11 | 2024.06.21 12:00 | s/l | 2 | 0.10 | 0.66463 | 0.66463 | 0.67303 | -8.09 | 1045.41 |
| 12 | 2024.06.21 12:00 | s/l | 3 | 0.10 | 0.66463 | 0.66463 | 0.67303 | -29.31 | 1016.09 |
| 13 | 2024.07.25 08:00 | buy | 4 | 0.10 | 0.65365 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.25 08:00 | modify | 4 | 0.10 | 0.65365 | 0.64765 | 0.66765 | ||
| 15 | 2024.08.05 08:00 | s/l | 4 | 0.10 | 0.64765 | 0.64765 | 0.66765 | -61.61 | 954.48 |
| 16 | 2024.08.05 08:00 | buy | 5 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
| 17 | 2024.08.05 08:00 | modify | 5 | 0.10 | 0.64519 | 0.63919 | 0.65919 | ||
| 18 | 2024.08.08 20:00 | t/p | 5 | 0.10 | 0.65919 | 0.63919 | 0.65919 | 139.11 | 1093.59 |
| 19 | 2024.08.23 16:00 | sell | 6 | 0.10 | 0.67760 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.23 16:00 | modify | 6 | 0.10 | 0.67760 | 0.68360 | 0.66360 | ||
| 21 | 2024.09.03 20:00 | sell | 7 | 0.10 | 0.67122 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.03 20:00 | modify | 7 | 0.10 | 0.67122 | 0.67550 | 0.66360 | ||
| 23 | 2024.09.03 20:00 | modify | 6 | 0.10 | 0.67760 | 0.67550 | 0.66360 | ||
| 24 | 2024.09.06 16:00 | s/l | 6 | 0.10 | 0.67550 | 0.67550 | 0.66360 | 20.03 | 1113.62 |
| 25 | 2024.09.06 16:00 | s/l | 7 | 0.10 | 0.67550 | 0.67550 | 0.66360 | -43.15 | 1070.48 |
| 26 | 2024.09.06 16:00 | buy | 8 | 0.10 | 0.66781 | 0.00000 | 0.00000 | ||
| 27 | 2024.09.06 16:00 | modify | 8 | 0.10 | 0.66781 | 0.66181 | 0.68181 | ||
| 28 | 2024.09.18 00:00 | buy | 9 | 0.10 | 0.67630 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.18 00:00 | modify | 9 | 0.10 | 0.67630 | 0.67341 | 0.68181 | ||
| 30 | 2024.09.18 00:00 | modify | 8 | 0.10 | 0.66781 | 0.67341 | 0.68181 | ||
| 31 | 2024.09.18 20:00 | t/p | 8 | 0.10 | 0.68181 | 0.67341 | 0.68181 | 138.21 | 1208.69 |
| 32 | 2024.09.18 20:00 | t/p | 9 | 0.10 | 0.68181 | 0.67341 | 0.68181 | 55.10 | 1263.79 |
| 33 | 2024.09.26 16:00 | sell | 10 | 0.10 | 0.68991 | 0.00000 | 0.00000 | ||
| 34 | 2024.09.26 16:00 | modify | 10 | 0.10 | 0.68991 | 0.69591 | 0.67591 | ||
| 35 | 2024.10.07 20:00 | t/p | 10 | 0.10 | 0.67591 | 0.69591 | 0.67591 | 139.38 | 1403.17 |
| 36 | 2024.11.06 04:00 | buy | 11 | 0.10 | 0.65202 | 0.00000 | 0.00000 | ||
| 37 | 2024.11.06 04:00 | modify | 11 | 0.10 | 0.65202 | 0.64602 | 0.66602 | ||
| 38 | 2024.11.06 20:00 | buy | 12 | 0.10 | 0.65853 | 0.00000 | 0.00000 | ||
| 39 | 2024.11.06 20:00 | modify | 12 | 0.10 | 0.65853 | 0.65412 | 0.66602 | ||
| 40 | 2024.11.06 20:00 | modify | 11 | 0.10 | 0.65202 | 0.65412 | 0.66602 | ||
| 41 | 2024.11.07 16:00 | t/p | 11 | 0.10 | 0.66602 | 0.65412 | 0.66602 | 139.46 | 1542.63 |
| 42 | 2024.11.07 16:00 | t/p | 12 | 0.10 | 0.66602 | 0.65412 | 0.66602 | 74.36 | 1617.00 |
| 43 | 2024.11.07 16:00 | sell | 13 | 0.10 | 0.66852 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.07 16:00 | modify | 13 | 0.10 | 0.66852 | 0.67452 | 0.65452 | ||
| 45 | 2024.11.08 16:00 | sell | 14 | 0.10 | 0.65996 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.08 16:00 | modify | 14 | 0.10 | 0.65996 | 0.66292 | 0.65452 | ||
| 47 | 2024.11.08 16:00 | modify | 13 | 0.10 | 0.66852 | 0.66292 | 0.65452 | ||
| 48 | 2024.11.12 12:00 | t/p | 13 | 0.10 | 0.65452 | 0.66292 | 0.65452 | 139.79 | 1756.79 |
| 49 | 2024.11.12 12:00 | t/p | 14 | 0.10 | 0.65452 | 0.66292 | 0.65452 | 54.26 | 1811.05 |
| 50 | 2024.12.02 16:00 | buy | 15 | 0.10 | 0.64496 | 0.00000 | 0.00000 | ||
| 51 | 2024.12.02 16:00 | modify | 15 | 0.10 | 0.64496 | 0.63896 | 0.65896 | ||
| 52 | 2024.12.06 16:00 | s/l | 15 | 0.10 | 0.63896 | 0.63896 | 0.65896 | -61.07 | 1749.98 |
| 53 | 2024.12.09 16:00 | sell | 16 | 0.10 | 0.64662 | 0.00000 | 0.00000 | ||
| 54 | 2024.12.09 16:00 | modify | 16 | 0.10 | 0.64662 | 0.65262 | 0.63262 | ||
| 55 | 2024.12.11 00:00 | sell | 17 | 0.10 | 0.63750 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.11 00:00 | modify | 17 | 0.10 | 0.63750 | 0.64032 | 0.63262 | ||
| 57 | 2024.12.11 00:00 | modify | 16 | 0.10 | 0.64662 | 0.64032 | 0.63262 | ||
| 58 | 2024.12.12 04:00 | s/l | 16 | 0.10 | 0.64032 | 0.64032 | 0.63262 | 62.65 | 1812.63 |
| 59 | 2024.12.12 04:00 | s/l | 17 | 0.10 | 0.64032 | 0.64032 | 0.63262 | -28.41 | 1784.23 |
| 60 | 2024.12.12 04:00 | sell | 18 | 0.10 | 0.64161 | 0.00000 | 0.00000 | ||
| 61 | 2024.12.12 04:00 | modify | 18 | 0.10 | 0.64161 | 0.64761 | 0.62761 | ||
| 62 | 2024.12.15 20:00 | sell | 19 | 0.10 | 0.63502 | 0.00000 | 0.00000 | ||
| 63 | 2024.12.15 20:00 | modify | 19 | 0.10 | 0.63502 | 0.63951 | 0.62761 | ||
| 64 | 2024.12.15 20:00 | modify | 18 | 0.10 | 0.64161 | 0.63951 | 0.62761 | ||
| 65 | 2024.12.18 20:00 | t/p | 18 | 0.10 | 0.62761 | 0.63951 | 0.62761 | 139.72 | 1923.95 |
| 66 | 2024.12.18 20:00 | t/p | 19 | 0.10 | 0.62761 | 0.63951 | 0.62761 | 73.89 | 1997.84 |
| 67 | 2025.01.06 12:00 | sell | 20 | 0.10 | 0.62851 | 0.00000 | 0.00000 | ||
| 68 | 2025.01.06 12:00 | modify | 20 | 0.10 | 0.62851 | 0.63451 | 0.61451 | ||
| 69 | 2025.01.08 12:00 | sell | 21 | 0.10 | 0.62002 | 0.00000 | 0.00000 | ||
| 70 | 2025.01.08 12:00 | modify | 21 | 0.10 | 0.62002 | 0.62291 | 0.61451 | ||
| 71 | 2025.01.08 12:00 | modify | 20 | 0.10 | 0.62851 | 0.62291 | 0.61451 | ||
| 72 | 2025.01.09 16:00 | sell | 22 | 0.10 | 0.61915 | 0.00000 | 0.00000 | ||
| 73 | 2025.01.09 16:00 | modify | 22 | 0.10 | 0.61915 | 0.62221 | 0.61451 | ||
| 74 | 2025.01.09 16:00 | modify | 21 | 0.10 | 0.62002 | 0.62221 | 0.61451 | ||
| 75 | 2025.01.09 16:00 | modify | 20 | 0.10 | 0.62851 | 0.62221 | 0.61451 | ||
| 76 | 2025.01.10 16:00 | t/p | 20 | 0.10 | 0.61451 | 0.62221 | 0.61451 | 139.58 | 2137.43 |
| 77 | 2025.01.10 16:00 | t/p | 21 | 0.10 | 0.61451 | 0.62221 | 0.61451 | 54.82 | 2192.25 |
| 78 | 2025.01.10 16:00 | t/p | 22 | 0.10 | 0.61451 | 0.62221 | 0.61451 | 46.33 | 2238.58 |
| 79 | 2025.01.20 16:00 | sell | 23 | 0.10 | 0.62570 | 0.00000 | 0.00000 | ||
| 80 | 2025.01.20 16:00 | modify | 23 | 0.10 | 0.62570 | 0.63170 | 0.61170 | ||
| 81 | 2025.01.24 04:00 | s/l | 23 | 0.10 | 0.63170 | 0.63170 | 0.61170 | -60.42 | 2178.16 |
| 82 | 2025.02.04 16:00 | sell | 24 | 0.10 | 0.62480 | 0.00000 | 0.00000 | ||
| 83 | 2025.02.04 16:00 | modify | 24 | 0.10 | 0.62480 | 0.63080 | 0.61080 | ||
| 84 | 2025.02.12 04:00 | s/l | 24 | 0.10 | 0.63080 | 0.63080 | 0.61080 | -60.55 | 2117.61 |
| 85 | 2025.02.14 16:00 | sell | 25 | 0.10 | 0.63618 | 0.00000 | 0.00000 | ||
| 86 | 2025.02.14 16:00 | modify | 25 | 0.10 | 0.63618 | 0.64218 | 0.62218 | ||
| 87 | 2025.02.28 04:00 | t/p | 25 | 0.10 | 0.62218 | 0.64218 | 0.62218 | 139.03 | 2256.64 |
| 88 | 2025.03.05 16:00 | sell | 26 | 0.10 | 0.63051 | 0.00000 | 0.00000 | ||
| 89 | 2025.03.05 16:00 | modify | 26 | 0.10 | 0.63051 | 0.63651 | 0.61651 | ||
| 90 | 2025.03.06 20:00 | s/l | 26 | 0.10 | 0.63651 | 0.63651 | 0.61651 | -60.21 | 2196.43 |
| 91 | 2025.03.20 12:00 | buy | 27 | 0.10 | 0.62899 | 0.00000 | 0.00000 | ||
| 92 | 2025.03.20 12:00 | modify | 27 | 0.10 | 0.62899 | 0.62299 | 0.64299 | ||
| 93 | 2025.03.31 16:00 | s/l | 27 | 0.10 | 0.62299 | 0.62299 | 0.64299 | -61.61 | 2134.83 |
| 94 | 2025.04.03 12:00 | sell | 28 | 0.10 | 0.63593 | 0.00000 | 0.00000 | ||
| 95 | 2025.04.03 12:00 | modify | 28 | 0.10 | 0.63593 | 0.64193 | 0.62193 | ||
| 96 | 2025.04.04 08:00 | t/p | 28 | 0.10 | 0.62193 | 0.64193 | 0.62193 | 139.93 | 2274.76 |
| 97 | 2025.04.11 04:00 | sell | 29 | 0.10 | 0.62421 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.11 04:00 | modify | 29 | 0.10 | 0.62421 | 0.63021 | 0.61021 | ||
| 99 | 2025.04.11 20:00 | s/l | 29 | 0.10 | 0.63021 | 0.63021 | 0.61021 | -60.00 | 2214.76 |
| 100 | 2025.04.14 08:00 | sell | 30 | 0.10 | 0.63244 | 0.00000 | 0.00000 | ||
| 101 | 2025.04.14 08:00 | modify | 30 | 0.10 | 0.63244 | 0.63844 | 0.61844 | ||
| 102 | 2025.04.15 16:00 | s/l | 30 | 0.10 | 0.63844 | 0.63844 | 0.61844 | -60.07 | 2154.69 |
| 103 | 2025.04.21 04:00 | sell | 31 | 0.10 | 0.64242 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.21 04:00 | modify | 31 | 0.10 | 0.64242 | 0.64842 | 0.62842 | ||
| 105 | 2025.04.24 04:00 | sell | 32 | 0.10 | 0.63590 | 0.00000 | 0.00000 | ||
| 106 | 2025.04.24 04:00 | modify | 32 | 0.10 | 0.63590 | 0.64032 | 0.62842 | ||
| 107 | 2025.04.24 04:00 | modify | 31 | 0.10 | 0.64242 | 0.64032 | 0.62842 | ||
| 108 | 2025.04.24 16:00 | s/l | 31 | 0.10 | 0.64032 | 0.64032 | 0.62842 | 20.65 | 2175.34 |
| 109 | 2025.04.24 16:00 | s/l | 32 | 0.10 | 0.64032 | 0.64032 | 0.62842 | -44.20 | 2131.14 |