Strategy Tester: RSIEnvelopeTrader

Strategy Tester Report

RSIEnvelopeTrader

BlueberryMarkets-Demo (Build 1415)

Symbol		AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period		4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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	1915	Ticks modelled	17025622	Modelling quality	99.90%
Mismatched charts errors	0

Initial deposit	10000.00			Spread	30
Total net profit	365.77	Gross profit	520.85	Gross loss	-155.08
Profit factor	3.36	Expected payoff	21.52
Absolute drawdown	67.01	Maximal drawdown	270.54 (2.65%)	Relative drawdown	2.65% (270.54)

Total trades	17	Short positions (won %)	11 (72.73%)	Long positions (won %)	6 (33.33%)
		Profit trades (% of total)	10 (58.82%)	Loss trades (% of total)	7 (41.18%)
Largest		profit trade	140.54	loss trade	-27.88
Average		profit trade	52.09	loss trade	-22.15
Maximum		consecutive wins (profit in money)	5 (401.06)	consecutive losses (loss in money)	2 (-43.00)
Maximal		consecutive profit (count of wins)	401.06 (5)	consecutive loss (count of losses)	-43.00 (2)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2023.04.14 00:00	sell	1	0.10	0.67833	0.00000	0.00000
2	2023.04.14 00:00	modify	1	0.10	0.67833	0.69133	0.66433
3	2023.04.14 14:22	sell	2	0.10	0.67273	0.00000	0.00000
4	2023.04.14 14:22	modify	2	0.10	0.67273	0.67763	0.66433
5	2023.04.14 14:22	sell	3	0.10	0.67273	0.00000	0.00000
6	2023.04.14 14:22	modify	3	0.10	0.67273	0.67483	0.66433
7	2023.04.14 14:22	modify	1	0.10	0.67833	0.67483	0.66433
8	2023.04.14 14:22	modify	2	0.10	0.67273	0.67483	0.66433
9	2023.04.14 15:43	sell	4	0.10	0.66992	0.00000	0.00000
10	2023.04.14 15:43	modify	4	0.10	0.66992	0.67273	0.66433
11	2023.04.14 15:43	modify	3	0.10	0.67273	0.67273	0.66433
12	2023.04.14 15:43	modify	2	0.10	0.67273	0.67273	0.66433
13	2023.04.14 15:43	modify	1	0.10	0.67833	0.67273	0.66433
14	2023.04.18 03:02	s/l	1	0.10	0.67273	0.67273	0.66433	56.22	10056.22
15	2023.04.18 03:02	s/l	2	0.10	0.67273	0.67273	0.66433	0.22	10056.43
16	2023.04.18 03:02	s/l	3	0.10	0.67273	0.67273	0.66433	0.22	10056.65
17	2023.04.18 03:02	s/l	4	0.10	0.67273	0.67273	0.66433	-27.88	10028.77
18	2023.06.23 16:00	buy	5	0.10	0.66887	0.00000	0.00000
19	2023.06.23 16:00	modify	5	0.10	0.66887	0.65587	0.68287
20	2023.07.12 12:32	buy	6	0.10	0.67452	0.00000	0.00000
21	2023.07.12 12:32	modify	6	0.10	0.67452	0.66957	0.68287
22	2023.07.12 12:32	buy	7	0.10	0.67452	0.00000	0.00000
23	2023.07.12 12:32	modify	7	0.10	0.67452	0.67237	0.68287
24	2023.07.12 12:32	modify	5	0.10	0.66887	0.67237	0.68287
25	2023.07.12 12:32	modify	6	0.10	0.67452	0.67237	0.68287
26	2023.07.12 12:53	s/l	5	0.10	0.67237	0.67237	0.68287	29.70	10058.46
27	2023.07.12 12:53	s/l	6	0.10	0.67237	0.67237	0.68287	-21.50	10036.96
28	2023.07.12 12:53	s/l	7	0.10	0.67237	0.67237	0.68287	-21.50	10015.46
29	2023.11.06 04:00	sell	8	0.10	0.65116	0.00000	0.00000
30	2023.11.06 04:00	modify	8	0.10	0.65116	0.66416	0.63716
31	2023.11.07 03:31	sell	9	0.10	0.64556	0.00000	0.00000
32	2023.11.07 03:31	modify	9	0.10	0.64556	0.65046	0.63716
33	2023.11.07 03:31	sell	10	0.10	0.64556	0.00000	0.00000
34	2023.11.07 03:31	modify	10	0.10	0.64556	0.64766	0.63716
35	2023.11.07 03:31	modify	8	0.10	0.65116	0.64766	0.63716
36	2023.11.07 03:31	modify	9	0.10	0.64556	0.64766	0.63716
37	2023.11.07 06:40	sell	11	0.10	0.64275	0.00000	0.00000
38	2023.11.07 06:40	modify	11	0.10	0.64275	0.64556	0.63716
39	2023.11.07 06:40	modify	10	0.10	0.64556	0.64556	0.63716
40	2023.11.07 06:40	modify	9	0.10	0.64556	0.64556	0.63716
41	2023.11.07 06:40	modify	8	0.10	0.65116	0.64556	0.63716
42	2023.11.09 19:18	t/p	8	0.10	0.63716	0.64556	0.63716	140.54	10156.00
43	2023.11.09 19:18	t/p	9	0.10	0.63716	0.64556	0.63716	84.43	10240.44
44	2023.11.09 19:18	t/p	10	0.10	0.63716	0.64556	0.63716	84.43	10324.87
45	2023.11.09 19:18	t/p	11	0.10	0.63716	0.64556	0.63716	56.33	10381.20
46	2023.11.15 16:00	sell	12	0.10	0.65258	0.00000	0.00000
47	2023.11.15 16:00	modify	12	0.10	0.65258	0.66558	0.63858
48	2023.11.16 02:08	sell	13	0.10	0.64697	0.00000	0.00000
49	2023.11.16 02:08	modify	13	0.10	0.64697	0.65188	0.63858
50	2023.11.16 02:08	sell	14	0.10	0.64697	0.00000	0.00000
51	2023.11.16 02:08	modify	14	0.10	0.64697	0.64908	0.63858
52	2023.11.16 02:08	modify	12	0.10	0.65258	0.64908	0.63858
53	2023.11.16 02:08	modify	13	0.10	0.64697	0.64908	0.63858
54	2023.11.16 08:33	s/l	12	0.10	0.64908	0.64908	0.63858	35.32	10416.53
55	2023.11.16 08:33	s/l	13	0.10	0.64908	0.64908	0.63858	-21.10	10395.43
56	2023.11.16 08:33	s/l	14	0.10	0.64908	0.64908	0.63858	-21.10	10374.33
57	2024.01.17 12:00	buy	15	0.10	0.65593	0.00000	0.00000
58	2024.01.17 12:00	modify	15	0.10	0.65593	0.64293	0.66993
59	2024.01.22 01:07	buy	16	0.10	0.66153	0.00000	0.00000
60	2024.01.22 01:07	modify	16	0.10	0.66153	0.65663	0.66993
61	2024.01.22 01:07	buy	17	0.10	0.66153	0.00000	0.00000
62	2024.01.22 01:07	modify	17	0.10	0.66153	0.65943	0.66993
63	2024.01.22 01:07	modify	15	0.10	0.65593	0.65943	0.66993
64	2024.01.22 01:07	modify	16	0.10	0.66153	0.65943	0.66993
65	2024.01.22 03:42	s/l	15	0.10	0.65943	0.65943	0.66993	33.44	10407.77
66	2024.01.22 03:42	s/l	16	0.10	0.65943	0.65943	0.66993	-21.00	10386.77
67	2024.01.22 03:42	s/l	17	0.10	0.65943	0.65943	0.66993	-21.00	10365.77