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 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 492.89 | Gross profit | 1070.15 | Gross loss | -577.26 |
| Profit factor | 1.85 | Expected payoff | 25.94 | ||
| Absolute drawdown | 93.41 | Maximal drawdown | 413.94 (3.87%) | Relative drawdown | 3.87% (413.94) |
| Total trades | 19 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 141.95 | loss trade | -124.37 | |
| Average | profit trade | 97.29 | loss trade | -72.16 | |
| Maximum | consecutive wins (profit in money) | 4 (381.10) | consecutive losses (loss in money) | 3 (-205.87) | |
| Maximal | consecutive profit (count of wins) | 381.10 (4) | consecutive loss (count of losses) | -205.87 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 12:00 | buy | 1 | 0.10 | 0.66656 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.07 12:00 | modify | 1 | 0.10 | 0.66656 | 0.65456 | 0.68056 | ||
| 3 | 2023.04.14 16:00 | t/p | 1 | 0.10 | 0.68056 | 0.65456 | 0.68056 | 127.52 | 10127.52 |
| 4 | 2023.04.20 16:00 | sell | 2 | 0.10 | 0.67523 | 0.00000 | 0.00000 | ||
| 5 | 2023.04.20 16:00 | modify | 2 | 0.10 | 0.67523 | 0.68723 | 0.66123 | ||
| 6 | 2023.04.24 12:00 | sell | 3 | 0.10 | 0.66816 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.24 12:00 | modify | 3 | 0.10 | 0.66816 | 0.67103 | 0.66123 | ||
| 8 | 2023.04.24 12:00 | modify | 2 | 0.10 | 0.67523 | 0.67103 | 0.66123 | ||
| 9 | 2023.04.26 04:00 | t/p | 2 | 0.10 | 0.66123 | 0.67103 | 0.66123 | 140.43 | 10267.96 |
| 10 | 2023.04.26 04:00 | t/p | 3 | 0.10 | 0.66123 | 0.67103 | 0.66123 | 69.52 | 10337.47 |
| 11 | 2023.05.02 08:00 | sell | 4 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
| 12 | 2023.05.02 08:00 | modify | 4 | 0.10 | 0.67010 | 0.68210 | 0.65610 | ||
| 13 | 2023.05.17 08:00 | sell | 5 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
| 14 | 2023.05.17 08:00 | modify | 5 | 0.10 | 0.66292 | 0.66590 | 0.65610 | ||
| 15 | 2023.05.17 08:00 | modify | 4 | 0.10 | 0.67010 | 0.66590 | 0.65610 | ||
| 16 | 2023.05.17 12:00 | s/l | 4 | 0.10 | 0.66590 | 0.66590 | 0.65610 | 43.62 | 10381.10 |
| 17 | 2023.05.17 12:00 | s/l | 5 | 0.10 | 0.66590 | 0.66590 | 0.65610 | -29.80 | 10351.30 |
| 18 | 2023.05.24 08:00 | buy | 6 | 0.10 | 0.65730 | 0.00000 | 0.00000 | ||
| 19 | 2023.05.24 08:00 | modify | 6 | 0.10 | 0.65730 | 0.64530 | 0.67130 | ||
| 20 | 2023.06.07 16:00 | t/p | 6 | 0.10 | 0.67130 | 0.64530 | 0.67130 | 135.63 | 10486.93 |
| 21 | 2023.06.14 16:00 | sell | 7 | 0.10 | 0.68303 | 0.00000 | 0.00000 | ||
| 22 | 2023.06.14 16:00 | modify | 7 | 0.10 | 0.68303 | 0.69503 | 0.66903 | ||
| 23 | 2023.06.21 12:00 | sell | 8 | 0.10 | 0.67601 | 0.00000 | 0.00000 | ||
| 24 | 2023.06.21 12:00 | modify | 8 | 0.10 | 0.67601 | 0.67883 | 0.66903 | ||
| 25 | 2023.06.21 12:00 | modify | 7 | 0.10 | 0.68303 | 0.67883 | 0.66903 | ||
| 26 | 2023.06.21 20:00 | s/l | 7 | 0.10 | 0.67883 | 0.67883 | 0.66903 | 42.76 | 10529.69 |
| 27 | 2023.06.21 20:00 | s/l | 8 | 0.10 | 0.67883 | 0.67883 | 0.66903 | -28.20 | 10501.49 |
| 28 | 2023.07.12 16:00 | sell | 9 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
| 29 | 2023.07.12 16:00 | modify | 9 | 0.10 | 0.67813 | 0.69013 | 0.66413 | ||
| 30 | 2023.07.28 08:00 | t/p | 9 | 0.10 | 0.66413 | 0.69013 | 0.66413 | 141.95 | 10643.43 |
| 31 | 2023.08.02 16:00 | buy | 10 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.02 16:00 | modify | 10 | 0.10 | 0.65437 | 0.64237 | 0.66837 | ||
| 33 | 2023.08.16 20:00 | s/l | 10 | 0.10 | 0.64237 | 0.64237 | 0.66837 | -124.37 | 10519.07 |
| 34 | 2023.09.05 08:00 | buy | 11 | 0.10 | 0.63794 | 0.00000 | 0.00000 | ||
| 35 | 2023.09.05 08:00 | modify | 11 | 0.10 | 0.63794 | 0.62594 | 0.65194 | ||
| 36 | 2023.11.06 04:00 | t/p | 11 | 0.10 | 0.65194 | 0.62594 | 0.65194 | 120.66 | 10639.73 |
| 37 | 2023.11.14 16:00 | sell | 12 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.14 16:00 | modify | 12 | 0.10 | 0.64793 | 0.65993 | 0.63393 | ||
| 39 | 2023.11.27 12:00 | s/l | 12 | 0.10 | 0.65993 | 0.65993 | 0.63393 | -118.59 | 10521.14 |
| 40 | 2023.11.28 20:00 | sell | 13 | 0.10 | 0.66517 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.28 20:00 | modify | 13 | 0.10 | 0.66517 | 0.67717 | 0.65117 | ||
| 42 | 2023.12.08 20:00 | sell | 14 | 0.10 | 0.65793 | 0.00000 | 0.00000 | ||
| 43 | 2023.12.08 20:00 | modify | 14 | 0.10 | 0.65793 | 0.66097 | 0.65117 | ||
| 44 | 2023.12.08 20:00 | modify | 13 | 0.10 | 0.66517 | 0.66097 | 0.65117 | ||
| 45 | 2023.12.10 20:00 | sell | 15 | 0.10 | 0.65665 | 0.00000 | 0.00000 | ||
| 46 | 2023.12.10 20:00 | modify | 15 | 0.10 | 0.65665 | 0.66167 | 0.65117 | ||
| 47 | 2023.12.10 20:00 | modify | 14 | 0.10 | 0.65793 | 0.66167 | 0.65117 | ||
| 48 | 2023.12.10 20:00 | modify | 13 | 0.10 | 0.66517 | 0.66167 | 0.65117 | ||
| 49 | 2023.12.13 20:00 | s/l | 13 | 0.10 | 0.66167 | 0.66167 | 0.65117 | 36.62 | 10557.76 |
| 50 | 2023.12.13 20:00 | s/l | 14 | 0.10 | 0.66167 | 0.66167 | 0.65117 | -37.08 | 10520.68 |
| 51 | 2023.12.13 20:00 | s/l | 15 | 0.10 | 0.66167 | 0.66167 | 0.65117 | -49.88 | 10470.81 |
| 52 | 2023.12.13 20:00 | sell | 16 | 0.10 | 0.66647 | 0.00000 | 0.00000 | ||
| 53 | 2023.12.13 20:00 | modify | 16 | 0.10 | 0.66647 | 0.67847 | 0.65247 | ||
| 54 | 2023.12.21 16:00 | s/l | 16 | 0.10 | 0.67847 | 0.67847 | 0.65247 | -118.92 | 10351.89 |
| 55 | 2023.12.21 20:00 | sell | 17 | 0.10 | 0.67984 | 0.00000 | 0.00000 | ||
| 56 | 2023.12.21 20:00 | modify | 17 | 0.10 | 0.67984 | 0.69184 | 0.66584 | ||
| 57 | 2024.01.04 12:00 | sell | 18 | 0.10 | 0.67281 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.04 12:00 | modify | 18 | 0.10 | 0.67281 | 0.67564 | 0.66584 | ||
| 59 | 2024.01.04 12:00 | modify | 17 | 0.10 | 0.67984 | 0.67564 | 0.66584 | ||
| 60 | 2024.01.05 16:00 | t/p | 17 | 0.10 | 0.66584 | 0.67564 | 0.66584 | 141.62 | 10493.51 |
| 61 | 2024.01.05 16:00 | t/p | 18 | 0.10 | 0.66584 | 0.67564 | 0.66584 | 69.81 | 10563.32 |
| 62 | 2024.01.17 08:00 | buy | 19 | 0.10 | 0.65561 | 0.00000 | 0.00000 | ||
| 63 | 2024.01.17 08:00 | modify | 19 | 0.10 | 0.65561 | 0.64361 | 0.66961 | ||
| 64 | 2024.02.29 23:59 | close at stop | 19 | 0.10 | 0.64997 | 0.64361 | 0.66961 | -70.44 | 10492.89 |