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 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 1908 | Ticks modelled | 17501009 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 359.72 | Gross profit | 402.07 | Gross loss | -42.36 |
| Profit factor | 9.49 | Expected payoff | 51.39 | ||
| Absolute drawdown | 133.46 | Maximal drawdown | 179.70 (17.18%) | Relative drawdown | 17.18% (179.70) |
| Total trades | 7 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 137.37 | loss trade | -21.18 | |
| Average | profit trade | 80.41 | loss trade | -21.18 | |
| Maximum | consecutive wins (profit in money) | 5 (402.07) | consecutive losses (loss in money) | 2 (-42.36) | |
| Maximal | consecutive profit (count of wins) | 402.07 (5) | consecutive loss (count of losses) | -42.36 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.19 12:00 | sell | 1 | 0.10 | 0.66695 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.19 12:00 | modify | 1 | 0.10 | 0.66695 | 0.68195 | 0.65295 | ||
| 3 | 2024.07.23 13:33 | sell | 2 | 0.10 | 0.66135 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.23 13:33 | modify | 2 | 0.10 | 0.66135 | 0.66625 | 0.65295 | ||
| 5 | 2024.07.23 13:33 | sell | 3 | 0.10 | 0.66135 | 0.00000 | 0.00000 | ||
| 6 | 2024.07.23 13:33 | modify | 3 | 0.10 | 0.66135 | 0.66345 | 0.65295 | ||
| 7 | 2024.07.23 13:33 | modify | 1 | 0.10 | 0.66695 | 0.66345 | 0.65295 | ||
| 8 | 2024.07.23 13:33 | modify | 2 | 0.10 | 0.66135 | 0.66345 | 0.65295 | ||
| 9 | 2024.07.24 03:24 | sell | 4 | 0.10 | 0.65925 | 0.00000 | 0.00000 | ||
| 10 | 2024.07.24 03:24 | modify | 4 | 0.10 | 0.65925 | 0.66205 | 0.65295 | ||
| 11 | 2024.07.24 03:24 | modify | 3 | 0.10 | 0.66135 | 0.66205 | 0.65295 | ||
| 12 | 2024.07.24 03:24 | modify | 2 | 0.10 | 0.66135 | 0.66205 | 0.65295 | ||
| 13 | 2024.07.24 03:24 | modify | 1 | 0.10 | 0.66695 | 0.66205 | 0.65295 | ||
| 14 | 2024.07.25 07:26 | t/p | 1 | 0.10 | 0.65295 | 0.66205 | 0.65295 | 137.37 | 1137.37 |
| 15 | 2024.07.25 07:26 | t/p | 2 | 0.10 | 0.65295 | 0.66205 | 0.65295 | 83.72 | 1221.09 |
| 16 | 2024.07.25 07:26 | t/p | 3 | 0.10 | 0.65295 | 0.66205 | 0.65295 | 83.72 | 1304.82 |
| 17 | 2024.07.25 07:26 | t/p | 4 | 0.10 | 0.65295 | 0.66205 | 0.65295 | 62.79 | 1367.61 |
| 18 | 2025.02.28 12:00 | buy | 5 | 0.10 | 0.62209 | 0.00000 | 0.00000 | ||
| 19 | 2025.02.28 12:00 | modify | 5 | 0.10 | 0.62209 | 0.60709 | 0.63609 | ||
| 20 | 2025.03.04 23:02 | buy | 6 | 0.10 | 0.62769 | 0.00000 | 0.00000 | ||
| 21 | 2025.03.04 23:02 | modify | 6 | 0.10 | 0.62769 | 0.62279 | 0.63609 | ||
| 22 | 2025.03.04 23:02 | buy | 7 | 0.10 | 0.62769 | 0.00000 | 0.00000 | ||
| 23 | 2025.03.04 23:02 | modify | 7 | 0.10 | 0.62769 | 0.62559 | 0.63609 | ||
| 24 | 2025.03.04 23:02 | modify | 5 | 0.10 | 0.62209 | 0.62559 | 0.63609 | ||
| 25 | 2025.03.04 23:02 | modify | 6 | 0.10 | 0.62769 | 0.62559 | 0.63609 | ||
| 26 | 2025.03.05 00:38 | s/l | 5 | 0.10 | 0.62559 | 0.62559 | 0.63609 | 34.46 | 1402.07 |
| 27 | 2025.03.05 00:38 | s/l | 6 | 0.10 | 0.62559 | 0.62559 | 0.63609 | -21.18 | 1380.89 |
| 28 | 2025.03.05 00:38 | s/l | 7 | 0.10 | 0.62559 | 0.62559 | 0.63609 | -21.18 | 1359.72 |