Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 663.21 | Gross profit | 725.44 | Gross loss | -62.23 |
| Profit factor | 11.66 | Expected payoff | 82.90 | ||
| Absolute drawdown | 23.26 | Maximal drawdown | 73.69 (4.63%) | Relative drawdown | 5.29% (64.23) |
| Total trades | 8 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 130.34 | loss trade | -62.23 | |
| Average | profit trade | 103.63 | loss trade | -62.23 | |
| Maximum | consecutive wins (profit in money) | 5 (510.69) | consecutive losses (loss in money) | 1 (-62.23) | |
| Maximal | consecutive profit (count of wins) | 510.69 (5) | consecutive loss (count of losses) | -62.23 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.09 00:00 | buy | 1 | 0.10 | 0.66722 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.09 00:00 | modify | 1 | 0.10 | 0.66722 | 0.66122 | 0.68022 | ||
| 3 | 2024.09.13 16:00 | buy | 2 | 0.10 | 0.67141 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.13 16:00 | modify | 2 | 0.10 | 0.67141 | 0.66787 | 0.68022 | ||
| 5 | 2024.09.13 16:00 | modify | 1 | 0.10 | 0.66722 | 0.66787 | 0.68022 | ||
| 6 | 2024.09.18 20:00 | t/p | 1 | 0.10 | 0.68022 | 0.66787 | 0.68022 | 127.49 | 1127.49 |
| 7 | 2024.09.18 20:00 | t/p | 2 | 0.10 | 0.68022 | 0.66787 | 0.68022 | 87.26 | 1214.75 |
| 8 | 2024.10.08 00:00 | buy | 3 | 0.10 | 0.67580 | 0.00000 | 0.00000 | ||
| 9 | 2024.10.08 00:00 | modify | 3 | 0.10 | 0.67580 | 0.66980 | 0.68880 | ||
| 10 | 2024.10.16 00:00 | s/l | 3 | 0.10 | 0.66980 | 0.66980 | 0.68880 | -62.23 | 1152.52 |
| 11 | 2025.02.21 00:00 | sell | 4 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
| 12 | 2025.02.21 00:00 | modify | 4 | 0.10 | 0.64020 | 0.64620 | 0.62720 | ||
| 13 | 2025.02.25 08:00 | sell | 5 | 0.10 | 0.63369 | 0.00000 | 0.00000 | ||
| 14 | 2025.02.25 08:00 | modify | 5 | 0.10 | 0.63369 | 0.63695 | 0.62720 | ||
| 15 | 2025.02.25 08:00 | modify | 4 | 0.10 | 0.64020 | 0.63695 | 0.62720 | ||
| 16 | 2025.02.27 16:00 | t/p | 4 | 0.10 | 0.62720 | 0.63695 | 0.62720 | 130.16 | 1282.67 |
| 17 | 2025.02.27 16:00 | t/p | 5 | 0.10 | 0.62720 | 0.63695 | 0.62720 | 65.01 | 1347.68 |
| 18 | 2025.02.28 12:00 | buy | 6 | 0.10 | 0.62209 | 0.00000 | 0.00000 | ||
| 19 | 2025.02.28 12:00 | modify | 6 | 0.10 | 0.62209 | 0.61609 | 0.63509 | ||
| 20 | 2025.03.06 04:00 | t/p | 6 | 0.10 | 0.63509 | 0.61609 | 0.63509 | 128.32 | 1476.00 |
| 21 | 2025.03.18 00:00 | sell | 7 | 0.10 | 0.63802 | 0.00000 | 0.00000 | ||
| 22 | 2025.03.18 00:00 | modify | 7 | 0.10 | 0.63802 | 0.64402 | 0.62502 | ||
| 23 | 2025.03.25 16:00 | sell | 8 | 0.10 | 0.63069 | 0.00000 | 0.00000 | ||
| 24 | 2025.03.25 16:00 | modify | 8 | 0.10 | 0.63069 | 0.63347 | 0.62502 | ||
| 25 | 2025.03.25 16:00 | modify | 7 | 0.10 | 0.63802 | 0.63347 | 0.62502 | ||
| 26 | 2025.03.31 12:00 | t/p | 7 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 130.34 | 1606.35 |
| 27 | 2025.03.31 12:00 | t/p | 8 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 56.86 | 1663.21 |