Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 358.47 | Gross profit | 1583.11 | Gross loss | -1224.64 |
| Profit factor | 1.29 | Expected payoff | 10.86 | ||
| Absolute drawdown | 166.40 | Maximal drawdown | 401.09 (3.92%) | Relative drawdown | 3.92% (401.09) |
| Total trades | 33 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 15 (45.45%) | Loss trades (% of total) | 18 (54.55%) | ||
| Largest | profit trade | 141.95 | loss trade | -129.05 | |
| Average | profit trade | 105.54 | loss trade | -68.04 | |
| Maximum | consecutive wins (profit in money) | 6 (623.91) | consecutive losses (loss in money) | 3 (-83.00) | |
| Maximal | consecutive profit (count of wins) | 623.91 (6) | consecutive loss (count of losses) | -246.24 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 08:00 | sell | 1 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.02 08:00 | modify | 1 | 0.10 | 0.67010 | 0.68210 | 0.65610 | ||
| 3 | 2023.05.17 08:00 | sell | 2 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
| 4 | 2023.05.17 08:00 | modify | 2 | 0.10 | 0.66292 | 0.66730 | 0.65610 | ||
| 5 | 2023.05.17 08:00 | sell | 3 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
| 6 | 2023.05.17 08:00 | modify | 3 | 0.10 | 0.66292 | 0.66590 | 0.65610 | ||
| 7 | 2023.05.17 08:00 | sell | 4 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.17 08:00 | modify | 4 | 0.10 | 0.66292 | 0.66520 | 0.65610 | ||
| 9 | 2023.05.17 08:00 | modify | 1 | 0.10 | 0.67010 | 0.66520 | 0.65610 | ||
| 10 | 2023.05.17 12:00 | s/l | 1 | 0.10 | 0.66520 | 0.66520 | 0.65610 | 50.62 | 10050.62 |
| 11 | 2023.05.17 12:00 | s/l | 3 | 0.10 | 0.66590 | 0.66590 | 0.65610 | -29.80 | 10020.82 |
| 12 | 2023.05.17 12:00 | s/l | 4 | 0.10 | 0.66520 | 0.66520 | 0.65610 | -22.80 | 9998.02 |
| 13 | 2023.05.17 12:00 | close | 2 | 0.10 | 0.66596 | 0.66730 | 0.65610 | -30.40 | 9967.62 |
| 14 | 2023.05.24 08:00 | buy | 5 | 0.10 | 0.65730 | 0.00000 | 0.00000 | ||
| 15 | 2023.05.24 08:00 | modify | 5 | 0.10 | 0.65730 | 0.64530 | 0.67130 | ||
| 16 | 2023.06.07 16:00 | t/p | 5 | 0.10 | 0.67130 | 0.64530 | 0.67130 | 135.63 | 10103.26 |
| 17 | 2023.06.12 08:00 | sell | 6 | 0.10 | 0.67615 | 0.00000 | 0.00000 | ||
| 18 | 2023.06.12 08:00 | modify | 6 | 0.10 | 0.67615 | 0.68815 | 0.66215 | ||
| 19 | 2023.06.15 20:00 | s/l | 6 | 0.10 | 0.68815 | 0.68815 | 0.66215 | -119.46 | 9983.80 |
| 20 | 2023.06.20 12:00 | buy | 7 | 0.10 | 0.67872 | 0.00000 | 0.00000 | ||
| 21 | 2023.06.20 12:00 | modify | 7 | 0.10 | 0.67872 | 0.66672 | 0.69272 | ||
| 22 | 2023.06.23 16:00 | s/l | 7 | 0.10 | 0.66672 | 0.66672 | 0.69272 | -121.56 | 9862.24 |
| 23 | 2023.06.28 12:00 | buy | 8 | 0.10 | 0.66260 | 0.00000 | 0.00000 | ||
| 24 | 2023.06.28 12:00 | modify | 8 | 0.10 | 0.66260 | 0.65060 | 0.67660 | ||
| 25 | 2023.07.12 16:00 | t/p | 8 | 0.10 | 0.67660 | 0.65060 | 0.67660 | 135.63 | 9997.87 |
| 26 | 2023.07.12 16:00 | sell | 9 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
| 27 | 2023.07.12 16:00 | modify | 9 | 0.10 | 0.67813 | 0.69013 | 0.66413 | ||
| 28 | 2023.07.28 08:00 | t/p | 9 | 0.10 | 0.66413 | 0.69013 | 0.66413 | 141.95 | 10139.82 |
| 29 | 2023.07.28 08:00 | buy | 10 | 0.10 | 0.66305 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.28 08:00 | modify | 10 | 0.10 | 0.66305 | 0.65105 | 0.67705 | ||
| 31 | 2023.08.08 12:00 | s/l | 10 | 0.10 | 0.65105 | 0.65105 | 0.67705 | -122.81 | 10017.01 |
| 32 | 2023.08.08 12:00 | buy | 11 | 0.10 | 0.65052 | 0.00000 | 0.00000 | ||
| 33 | 2023.08.08 12:00 | modify | 11 | 0.10 | 0.65052 | 0.63852 | 0.66452 | ||
| 34 | 2023.08.17 04:00 | s/l | 11 | 0.10 | 0.63852 | 0.63852 | 0.66452 | -123.43 | 9893.58 |
| 35 | 2023.08.17 04:00 | buy | 12 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
| 36 | 2023.08.17 04:00 | modify | 12 | 0.10 | 0.63847 | 0.62647 | 0.65247 | ||
| 37 | 2023.09.19 08:00 | buy | 13 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
| 38 | 2023.09.19 08:00 | modify | 13 | 0.10 | 0.64549 | 0.64127 | 0.65247 | ||
| 39 | 2023.09.19 08:00 | buy | 14 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
| 40 | 2023.09.19 08:00 | modify | 14 | 0.10 | 0.64549 | 0.64267 | 0.65247 | ||
| 41 | 2023.09.19 08:00 | buy | 15 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
| 42 | 2023.09.19 08:00 | modify | 15 | 0.10 | 0.64549 | 0.64337 | 0.65247 | ||
| 43 | 2023.09.19 08:00 | modify | 12 | 0.10 | 0.63847 | 0.64337 | 0.65247 | ||
| 44 | 2023.09.19 12:00 | modify | 14 | 0.10 | 0.64549 | 0.64337 | 0.65247 | ||
| 45 | 2023.09.19 12:00 | modify | 13 | 0.10 | 0.64549 | 0.64337 | 0.65247 | ||
| 46 | 2023.09.21 04:00 | s/l | 12 | 0.10 | 0.64337 | 0.64337 | 0.65247 | 38.08 | 9931.66 |
| 47 | 2023.09.21 04:00 | s/l | 13 | 0.10 | 0.64337 | 0.64337 | 0.65247 | -22.45 | 9909.22 |
| 48 | 2023.09.21 04:00 | s/l | 14 | 0.10 | 0.64337 | 0.64337 | 0.65247 | -22.45 | 9886.77 |
| 49 | 2023.09.21 04:00 | s/l | 15 | 0.10 | 0.64337 | 0.64337 | 0.65247 | -22.45 | 9864.32 |
| 50 | 2023.09.29 04:00 | sell | 16 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
| 51 | 2023.09.29 04:00 | modify | 16 | 0.10 | 0.64567 | 0.65767 | 0.63167 | ||
| 52 | 2023.10.03 08:00 | t/p | 16 | 0.10 | 0.63167 | 0.65767 | 0.63167 | 140.22 | 10004.54 |
| 53 | 2023.10.12 16:00 | buy | 17 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
| 54 | 2023.10.12 16:00 | modify | 17 | 0.10 | 0.63360 | 0.62160 | 0.64760 | ||
| 55 | 2023.11.03 16:00 | t/p | 17 | 0.10 | 0.64760 | 0.62160 | 0.64760 | 133.14 | 10137.68 |
| 56 | 2023.11.03 16:00 | sell | 18 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
| 57 | 2023.11.03 16:00 | modify | 18 | 0.10 | 0.65032 | 0.66232 | 0.63632 | ||
| 58 | 2023.11.08 12:00 | sell | 19 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 59 | 2023.11.08 12:00 | modify | 19 | 0.10 | 0.64327 | 0.64752 | 0.63632 | ||
| 60 | 2023.11.08 12:00 | sell | 20 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 61 | 2023.11.08 12:00 | modify | 20 | 0.10 | 0.64327 | 0.64612 | 0.63632 | ||
| 62 | 2023.11.08 12:00 | sell | 21 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 63 | 2023.11.08 12:00 | modify | 21 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 64 | 2023.11.08 12:00 | modify | 18 | 0.10 | 0.65032 | 0.64542 | 0.63632 | ||
| 65 | 2023.11.08 16:00 | modify | 20 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 66 | 2023.11.08 16:00 | modify | 19 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
| 67 | 2023.11.10 00:00 | t/p | 18 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 140.76 | 10278.43 |
| 68 | 2023.11.10 00:00 | t/p | 19 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.93 | 10348.37 |
| 69 | 2023.11.10 00:00 | t/p | 20 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.93 | 10418.30 |
| 70 | 2023.11.10 00:00 | t/p | 21 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.93 | 10488.23 |
| 71 | 2023.11.14 16:00 | sell | 22 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
| 72 | 2023.11.14 16:00 | modify | 22 | 0.10 | 0.64793 | 0.65993 | 0.63393 | ||
| 73 | 2023.11.27 12:00 | s/l | 22 | 0.10 | 0.65993 | 0.65993 | 0.63393 | -118.59 | 10369.64 |
| 74 | 2023.11.28 04:00 | sell | 23 | 0.10 | 0.66187 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.28 04:00 | modify | 23 | 0.10 | 0.66187 | 0.67387 | 0.64787 | ||
| 76 | 2023.12.19 16:00 | s/l | 23 | 0.10 | 0.67387 | 0.67387 | 0.64787 | -117.73 | 10251.91 |
| 77 | 2023.12.27 16:00 | sell | 24 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
| 78 | 2023.12.27 16:00 | modify | 24 | 0.10 | 0.68496 | 0.69696 | 0.67096 | ||
| 79 | 2024.01.03 16:00 | t/p | 24 | 0.10 | 0.67096 | 0.69696 | 0.67096 | 140.76 | 10392.67 |
| 80 | 2024.01.05 12:00 | buy | 25 | 0.10 | 0.66832 | 0.00000 | 0.00000 | ||
| 81 | 2024.01.05 12:00 | modify | 25 | 0.10 | 0.66832 | 0.65632 | 0.68232 | ||
| 82 | 2024.01.17 08:00 | s/l | 25 | 0.10 | 0.65632 | 0.65632 | 0.68232 | -123.12 | 10269.55 |
| 83 | 2024.02.13 16:00 | buy | 26 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
| 84 | 2024.02.13 16:00 | modify | 26 | 0.10 | 0.64627 | 0.63427 | 0.66027 | ||
| 85 | 2024.02.16 20:00 | buy | 27 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 86 | 2024.02.16 20:00 | modify | 27 | 0.10 | 0.65357 | 0.64907 | 0.66027 | ||
| 87 | 2024.02.16 20:00 | buy | 28 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 88 | 2024.02.16 20:00 | modify | 28 | 0.10 | 0.65357 | 0.65047 | 0.66027 | ||
| 89 | 2024.02.16 20:00 | buy | 29 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
| 90 | 2024.02.16 20:00 | modify | 29 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 91 | 2024.02.16 20:00 | modify | 26 | 0.10 | 0.64627 | 0.65117 | 0.66027 | ||
| 92 | 2024.02.18 20:00 | modify | 28 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 93 | 2024.02.18 20:00 | modify | 27 | 0.10 | 0.65357 | 0.65117 | 0.66027 | ||
| 94 | 2024.02.28 08:00 | s/l | 26 | 0.10 | 0.65117 | 0.65117 | 0.66027 | 44.32 | 10313.87 |
| 95 | 2024.02.28 08:00 | s/l | 27 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.12 | 10286.75 |
| 96 | 2024.02.28 08:00 | s/l | 28 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.12 | 10259.63 |
| 97 | 2024.02.28 08:00 | s/l | 29 | 0.10 | 0.65117 | 0.65117 | 0.66027 | -27.12 | 10232.51 |
| 98 | 2024.02.28 08:00 | buy | 30 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 99 | 2024.02.28 08:00 | modify | 30 | 0.10 | 0.65111 | 0.63911 | 0.66511 | ||
| 100 | 2024.03.08 16:00 | t/p | 30 | 0.10 | 0.66511 | 0.63911 | 0.66511 | 136.57 | 10369.08 |
| 101 | 2024.03.15 04:00 | buy | 31 | 0.10 | 0.65670 | 0.00000 | 0.00000 | ||
| 102 | 2024.03.15 04:00 | modify | 31 | 0.10 | 0.65670 | 0.64470 | 0.67070 | ||
| 103 | 2024.04.15 20:00 | s/l | 31 | 0.10 | 0.64470 | 0.64470 | 0.67070 | -129.05 | 10240.04 |
| 104 | 2024.04.15 20:00 | buy | 32 | 0.10 | 0.64459 | 0.00000 | 0.00000 | ||
| 105 | 2024.04.15 20:00 | modify | 32 | 0.10 | 0.64459 | 0.63259 | 0.65859 | ||
| 106 | 2024.04.29 08:00 | t/p | 32 | 0.10 | 0.65859 | 0.63259 | 0.65859 | 135.63 | 10375.67 |
| 107 | 2024.04.30 16:00 | buy | 33 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
| 108 | 2024.04.30 16:00 | modify | 33 | 0.10 | 0.64915 | 0.63715 | 0.66315 | ||
| 109 | 2024.04.30 23:59 | close at stop | 33 | 0.10 | 0.64743 | 0.63715 | 0.66315 | -17.20 | 10358.47 |