Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1598.09 | Gross profit | 1969.74 | Gross loss | -371.65 |
| Profit factor | 5.30 | Expected payoff | 43.19 | ||
| Absolute drawdown | 40.10 | Maximal drawdown | 262.33 (2.54%) | Relative drawdown | 2.54% (262.33) |
| Total trades | 37 | Short positions (won %) | 21 (80.95%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 130.97 | loss trade | -53.43 | |
| Average | profit trade | 72.95 | loss trade | -37.17 | |
| Maximum | consecutive wins (profit in money) | 13 (1073.47) | consecutive losses (loss in money) | 2 (-103.74) | |
| Maximal | consecutive profit (count of wins) | 1073.47 (13) | consecutive loss (count of losses) | -103.74 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.13 12:00 | sell | 1 | 0.10 | 0.68572 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.13 12:00 | modify | 1 | 0.10 | 0.68572 | 0.69072 | 0.67272 | ||
| 3 | 2023.07.18 12:00 | sell | 2 | 0.10 | 0.68043 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.18 12:00 | modify | 2 | 0.10 | 0.68043 | 0.68507 | 0.67272 | ||
| 5 | 2023.07.18 12:00 | modify | 1 | 0.10 | 0.68572 | 0.68507 | 0.67272 | ||
| 6 | 2023.07.21 08:00 | sell | 3 | 0.10 | 0.67567 | 0.00000 | 0.00000 | ||
| 7 | 2023.07.21 08:00 | modify | 3 | 0.10 | 0.67567 | 0.67987 | 0.67272 | ||
| 8 | 2023.07.21 08:00 | modify | 2 | 0.10 | 0.68043 | 0.67987 | 0.67272 | ||
| 9 | 2023.07.21 08:00 | modify | 1 | 0.10 | 0.68572 | 0.67987 | 0.67272 | ||
| 10 | 2023.07.21 15:00 | t/p | 1 | 0.10 | 0.67272 | 0.67987 | 0.67272 | 130.87 | 10130.87 |
| 11 | 2023.07.21 15:00 | t/p | 2 | 0.10 | 0.67272 | 0.67987 | 0.67272 | 77.64 | 10208.51 |
| 12 | 2023.07.21 15:00 | t/p | 3 | 0.10 | 0.67272 | 0.67987 | 0.67272 | 29.50 | 10238.01 |
| 13 | 2023.08.01 11:00 | buy | 4 | 0.10 | 0.66350 | 0.00000 | 0.00000 | ||
| 14 | 2023.08.01 11:00 | modify | 4 | 0.10 | 0.66350 | 0.65850 | 0.67650 | ||
| 15 | 2023.08.02 05:00 | s/l | 4 | 0.10 | 0.65850 | 0.65850 | 0.67650 | -50.31 | 10187.69 |
| 16 | 2023.08.02 16:00 | buy | 5 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
| 17 | 2023.08.02 16:00 | modify | 5 | 0.10 | 0.65437 | 0.64937 | 0.66737 | ||
| 18 | 2023.08.11 16:00 | s/l | 5 | 0.10 | 0.64937 | 0.64937 | 0.66737 | -53.43 | 10134.26 |
| 19 | 2023.09.05 09:00 | buy | 6 | 0.10 | 0.63797 | 0.00000 | 0.00000 | ||
| 20 | 2023.09.05 09:00 | modify | 6 | 0.10 | 0.63797 | 0.63297 | 0.65097 | ||
| 21 | 2023.09.11 12:00 | buy | 7 | 0.10 | 0.64334 | 0.00000 | 0.00000 | ||
| 22 | 2023.09.11 12:00 | modify | 7 | 0.10 | 0.64334 | 0.63862 | 0.65097 | ||
| 23 | 2023.09.11 12:00 | modify | 6 | 0.10 | 0.63797 | 0.63862 | 0.65097 | ||
| 24 | 2023.09.13 13:00 | s/l | 6 | 0.10 | 0.63862 | 0.63862 | 0.65097 | 4.00 | 10138.27 |
| 25 | 2023.09.13 13:00 | s/l | 7 | 0.10 | 0.63862 | 0.63862 | 0.65097 | -47.82 | 10090.44 |
| 26 | 2023.09.20 15:00 | sell | 8 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
| 27 | 2023.09.20 15:00 | modify | 8 | 0.10 | 0.64964 | 0.65464 | 0.63664 | ||
| 28 | 2023.09.21 14:00 | sell | 9 | 0.10 | 0.63971 | 0.00000 | 0.00000 | ||
| 29 | 2023.09.21 14:00 | modify | 9 | 0.10 | 0.63971 | 0.64379 | 0.63664 | ||
| 30 | 2023.09.21 14:00 | modify | 8 | 0.10 | 0.64964 | 0.64379 | 0.63664 | ||
| 31 | 2023.09.22 09:00 | s/l | 8 | 0.10 | 0.64379 | 0.64379 | 0.63664 | 58.93 | 10149.38 |
| 32 | 2023.09.22 09:00 | s/l | 9 | 0.10 | 0.64379 | 0.64379 | 0.63664 | -40.69 | 10108.69 |
| 33 | 2023.09.22 14:00 | sell | 10 | 0.10 | 0.64566 | 0.00000 | 0.00000 | ||
| 34 | 2023.09.22 14:00 | modify | 10 | 0.10 | 0.64566 | 0.65066 | 0.63266 | ||
| 35 | 2023.09.25 15:00 | sell | 11 | 0.10 | 0.64046 | 0.00000 | 0.00000 | ||
| 36 | 2023.09.25 15:00 | modify | 11 | 0.10 | 0.64046 | 0.64501 | 0.63266 | ||
| 37 | 2023.09.25 15:00 | modify | 10 | 0.10 | 0.64566 | 0.64501 | 0.63266 | ||
| 38 | 2023.09.27 01:00 | sell | 12 | 0.10 | 0.63906 | 0.00000 | 0.00000 | ||
| 39 | 2023.09.27 01:00 | modify | 12 | 0.10 | 0.63906 | 0.64176 | 0.63266 | ||
| 40 | 2023.09.27 01:00 | modify | 11 | 0.10 | 0.64046 | 0.64176 | 0.63266 | ||
| 41 | 2023.09.27 01:00 | modify | 10 | 0.10 | 0.64566 | 0.64176 | 0.63266 | ||
| 42 | 2023.09.28 15:00 | s/l | 10 | 0.10 | 0.64176 | 0.64176 | 0.63266 | 39.65 | 10148.33 |
| 43 | 2023.09.28 15:00 | s/l | 11 | 0.10 | 0.64176 | 0.64176 | 0.63266 | -12.46 | 10135.88 |
| 44 | 2023.09.28 15:00 | s/l | 12 | 0.10 | 0.64176 | 0.64176 | 0.63266 | -26.68 | 10109.20 |
| 45 | 2023.09.29 04:00 | sell | 13 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
| 46 | 2023.09.29 04:00 | modify | 13 | 0.10 | 0.64567 | 0.65067 | 0.63267 | ||
| 47 | 2023.10.02 05:00 | sell | 14 | 0.10 | 0.64043 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.02 05:00 | modify | 14 | 0.10 | 0.64043 | 0.64502 | 0.63267 | ||
| 49 | 2023.10.02 05:00 | modify | 13 | 0.10 | 0.64567 | 0.64502 | 0.63267 | ||
| 50 | 2023.10.02 13:00 | sell | 15 | 0.10 | 0.63893 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.02 13:00 | modify | 15 | 0.10 | 0.63893 | 0.64177 | 0.63267 | ||
| 52 | 2023.10.02 13:00 | modify | 14 | 0.10 | 0.64043 | 0.64177 | 0.63267 | ||
| 53 | 2023.10.02 13:00 | modify | 13 | 0.10 | 0.64567 | 0.64177 | 0.63267 | ||
| 54 | 2023.10.03 05:00 | t/p | 13 | 0.10 | 0.63267 | 0.64177 | 0.63267 | 130.22 | 10239.42 |
| 55 | 2023.10.03 05:00 | t/p | 14 | 0.10 | 0.63267 | 0.64177 | 0.63267 | 77.71 | 10317.13 |
| 56 | 2023.10.03 05:00 | t/p | 15 | 0.10 | 0.63267 | 0.64177 | 0.63267 | 62.71 | 10379.83 |
| 57 | 2023.11.03 15:00 | sell | 16 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.03 15:00 | modify | 16 | 0.10 | 0.64964 | 0.65464 | 0.63664 | ||
| 59 | 2023.11.07 20:00 | sell | 17 | 0.10 | 0.64312 | 0.00000 | 0.00000 | ||
| 60 | 2023.11.07 20:00 | modify | 17 | 0.10 | 0.64312 | 0.64574 | 0.63664 | ||
| 61 | 2023.11.07 20:00 | modify | 16 | 0.10 | 0.64964 | 0.64574 | 0.63664 | ||
| 62 | 2023.11.09 12:00 | sell | 18 | 0.10 | 0.63977 | 0.00000 | 0.00000 | ||
| 63 | 2023.11.09 12:00 | modify | 18 | 0.10 | 0.63977 | 0.64379 | 0.63664 | ||
| 64 | 2023.11.09 12:00 | modify | 17 | 0.10 | 0.64312 | 0.64379 | 0.63664 | ||
| 65 | 2023.11.09 12:00 | modify | 16 | 0.10 | 0.64964 | 0.64379 | 0.63664 | ||
| 66 | 2023.11.09 20:00 | t/p | 16 | 0.10 | 0.63664 | 0.64379 | 0.63664 | 130.65 | 10510.48 |
| 67 | 2023.11.09 20:00 | t/p | 17 | 0.10 | 0.63664 | 0.64379 | 0.63664 | 65.23 | 10575.72 |
| 68 | 2023.11.09 20:00 | t/p | 18 | 0.10 | 0.63664 | 0.64379 | 0.63664 | 31.30 | 10607.02 |
| 69 | 2023.12.14 04:00 | sell | 19 | 0.10 | 0.67139 | 0.00000 | 0.00000 | ||
| 70 | 2023.12.14 04:00 | modify | 19 | 0.10 | 0.67139 | 0.67639 | 0.65839 | ||
| 71 | 2023.12.19 15:00 | s/l | 19 | 0.10 | 0.67639 | 0.67639 | 0.65839 | -49.68 | 10557.34 |
| 72 | 2024.02.08 15:00 | buy | 20 | 0.10 | 0.64892 | 0.00000 | 0.00000 | ||
| 73 | 2024.02.08 15:00 | modify | 20 | 0.10 | 0.64892 | 0.64392 | 0.66192 | ||
| 74 | 2024.02.16 18:00 | buy | 21 | 0.10 | 0.65421 | 0.00000 | 0.00000 | ||
| 75 | 2024.02.16 18:00 | modify | 21 | 0.10 | 0.65421 | 0.64957 | 0.66192 | ||
| 76 | 2024.02.16 18:00 | modify | 20 | 0.10 | 0.64892 | 0.64957 | 0.66192 | ||
| 77 | 2024.02.20 10:00 | buy | 22 | 0.10 | 0.65564 | 0.00000 | 0.00000 | ||
| 78 | 2024.02.20 10:00 | modify | 22 | 0.10 | 0.65564 | 0.65282 | 0.66192 | ||
| 79 | 2024.02.20 10:00 | modify | 21 | 0.10 | 0.65421 | 0.65282 | 0.66192 | ||
| 80 | 2024.02.20 10:00 | modify | 20 | 0.10 | 0.64892 | 0.65282 | 0.66192 | ||
| 81 | 2024.02.22 11:00 | buy | 23 | 0.10 | 0.65873 | 0.00000 | 0.00000 | ||
| 82 | 2024.02.22 11:00 | modify | 23 | 0.10 | 0.65873 | 0.65477 | 0.66192 | ||
| 83 | 2024.02.22 11:00 | modify | 22 | 0.10 | 0.65564 | 0.65477 | 0.66192 | ||
| 84 | 2024.02.22 11:00 | modify | 21 | 0.10 | 0.65421 | 0.65477 | 0.66192 | ||
| 85 | 2024.02.22 11:00 | modify | 20 | 0.10 | 0.64892 | 0.65477 | 0.66192 | ||
| 86 | 2024.02.22 15:00 | s/l | 20 | 0.10 | 0.65477 | 0.65477 | 0.66192 | 54.13 | 10611.47 |
| 87 | 2024.02.22 15:00 | s/l | 21 | 0.10 | 0.65477 | 0.65477 | 0.66192 | 3.73 | 10615.20 |
| 88 | 2024.02.22 15:00 | s/l | 22 | 0.10 | 0.65477 | 0.65477 | 0.66192 | -9.95 | 10605.25 |
| 89 | 2024.02.22 15:00 | s/l | 23 | 0.10 | 0.65477 | 0.65477 | 0.66192 | -39.60 | 10565.65 |
| 90 | 2024.02.28 08:00 | buy | 24 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
| 91 | 2024.02.28 08:00 | modify | 24 | 0.10 | 0.65111 | 0.64611 | 0.66411 | ||
| 92 | 2024.03.06 17:00 | buy | 25 | 0.10 | 0.65786 | 0.00000 | 0.00000 | ||
| 93 | 2024.03.06 17:00 | modify | 25 | 0.10 | 0.65786 | 0.65501 | 0.66411 | ||
| 94 | 2024.03.06 17:00 | modify | 24 | 0.10 | 0.65111 | 0.65501 | 0.66411 | ||
| 95 | 2024.03.07 11:00 | buy | 26 | 0.10 | 0.66092 | 0.00000 | 0.00000 | ||
| 96 | 2024.03.07 11:00 | modify | 26 | 0.10 | 0.66092 | 0.65696 | 0.66411 | ||
| 97 | 2024.03.07 11:00 | modify | 25 | 0.10 | 0.65786 | 0.65696 | 0.66411 | ||
| 98 | 2024.03.07 11:00 | modify | 24 | 0.10 | 0.65111 | 0.65696 | 0.66411 | ||
| 99 | 2024.03.08 10:00 | t/p | 24 | 0.10 | 0.66411 | 0.65696 | 0.66411 | 126.57 | 10692.22 |
| 100 | 2024.03.08 10:00 | t/p | 25 | 0.10 | 0.66411 | 0.65696 | 0.66411 | 61.25 | 10753.48 |
| 101 | 2024.03.08 10:00 | t/p | 26 | 0.10 | 0.66411 | 0.65696 | 0.66411 | 31.59 | 10785.06 |
| 102 | 2024.03.08 12:00 | sell | 27 | 0.10 | 0.66458 | 0.00000 | 0.00000 | ||
| 103 | 2024.03.08 12:00 | modify | 27 | 0.10 | 0.66458 | 0.66958 | 0.65158 | ||
| 104 | 2024.03.14 21:00 | sell | 28 | 0.10 | 0.65794 | 0.00000 | 0.00000 | ||
| 105 | 2024.03.14 21:00 | modify | 28 | 0.10 | 0.65794 | 0.66068 | 0.65158 | ||
| 106 | 2024.03.14 21:00 | modify | 27 | 0.10 | 0.66458 | 0.66068 | 0.65158 | ||
| 107 | 2024.03.19 02:00 | sell | 29 | 0.10 | 0.65471 | 0.00000 | 0.00000 | ||
| 108 | 2024.03.19 02:00 | modify | 29 | 0.10 | 0.65471 | 0.65873 | 0.65158 | ||
| 109 | 2024.03.19 02:00 | modify | 28 | 0.10 | 0.65794 | 0.65873 | 0.65158 | ||
| 110 | 2024.03.19 02:00 | modify | 27 | 0.10 | 0.66458 | 0.65873 | 0.65158 | ||
| 111 | 2024.03.19 09:00 | t/p | 27 | 0.10 | 0.65158 | 0.65873 | 0.65158 | 130.97 | 10916.04 |
| 112 | 2024.03.19 09:00 | t/p | 28 | 0.10 | 0.65158 | 0.65873 | 0.65158 | 63.92 | 10979.96 |
| 113 | 2024.03.19 09:00 | t/p | 29 | 0.10 | 0.65158 | 0.65873 | 0.65158 | 31.30 | 11011.26 |
| 114 | 2024.03.21 06:00 | sell | 30 | 0.10 | 0.66231 | 0.00000 | 0.00000 | ||
| 115 | 2024.03.21 06:00 | modify | 30 | 0.10 | 0.66231 | 0.66731 | 0.64931 | ||
| 116 | 2024.03.21 16:00 | sell | 31 | 0.10 | 0.65685 | 0.00000 | 0.00000 | ||
| 117 | 2024.03.21 16:00 | modify | 31 | 0.10 | 0.65685 | 0.66166 | 0.64931 | ||
| 118 | 2024.03.21 16:00 | modify | 30 | 0.10 | 0.66231 | 0.66166 | 0.64931 | ||
| 119 | 2024.03.22 05:00 | sell | 32 | 0.10 | 0.65238 | 0.00000 | 0.00000 | ||
| 120 | 2024.03.22 05:00 | modify | 32 | 0.10 | 0.65238 | 0.65646 | 0.64931 | ||
| 121 | 2024.03.22 05:00 | modify | 31 | 0.10 | 0.65685 | 0.65646 | 0.64931 | ||
| 122 | 2024.03.22 05:00 | modify | 30 | 0.10 | 0.66231 | 0.65646 | 0.64931 | ||
| 123 | 2024.03.28 10:00 | t/p | 30 | 0.10 | 0.64931 | 0.65646 | 0.64931 | 130.76 | 11142.02 |
| 124 | 2024.03.28 10:00 | t/p | 31 | 0.10 | 0.64931 | 0.65646 | 0.64931 | 76.16 | 11218.18 |
| 125 | 2024.03.28 10:00 | t/p | 32 | 0.10 | 0.64931 | 0.65646 | 0.64931 | 31.35 | 11249.53 |
| 126 | 2024.04.01 17:00 | buy | 33 | 0.10 | 0.64864 | 0.00000 | 0.00000 | ||
| 127 | 2024.04.01 17:00 | modify | 33 | 0.10 | 0.64864 | 0.64364 | 0.66164 | ||
| 128 | 2024.04.04 14:00 | t/p | 33 | 0.10 | 0.66164 | 0.64364 | 0.66164 | 128.44 | 11377.97 |
| 129 | 2024.04.30 15:00 | buy | 34 | 0.10 | 0.64953 | 0.00000 | 0.00000 | ||
| 130 | 2024.04.30 15:00 | modify | 34 | 0.10 | 0.64953 | 0.64453 | 0.66253 | ||
| 131 | 2024.05.02 16:00 | buy | 35 | 0.10 | 0.65489 | 0.00000 | 0.00000 | ||
| 132 | 2024.05.02 16:00 | modify | 35 | 0.10 | 0.65489 | 0.65018 | 0.66253 | ||
| 133 | 2024.05.02 16:00 | modify | 34 | 0.10 | 0.64953 | 0.65018 | 0.66253 | ||
| 134 | 2024.05.03 13:00 | t/p | 34 | 0.10 | 0.66253 | 0.65018 | 0.66253 | 128.44 | 11506.41 |
| 135 | 2024.05.03 13:00 | t/p | 35 | 0.10 | 0.66253 | 0.65018 | 0.66253 | 76.09 | 11582.50 |
| 136 | 2024.06.07 17:00 | buy | 36 | 0.10 | 0.65921 | 0.00000 | 0.00000 | ||
| 137 | 2024.06.07 17:00 | modify | 36 | 0.10 | 0.65921 | 0.65421 | 0.67221 | ||
| 138 | 2024.06.12 13:00 | buy | 37 | 0.10 | 0.66907 | 0.00000 | 0.00000 | ||
| 139 | 2024.06.12 13:00 | modify | 37 | 0.10 | 0.66907 | 0.66506 | 0.67221 | ||
| 140 | 2024.06.12 13:00 | modify | 36 | 0.10 | 0.65921 | 0.66506 | 0.67221 | ||
| 141 | 2024.06.13 02:00 | s/l | 36 | 0.10 | 0.66506 | 0.66506 | 0.67221 | 56.63 | 11639.12 |
| 142 | 2024.06.13 02:00 | s/l | 37 | 0.10 | 0.66506 | 0.66506 | 0.67221 | -41.04 | 11598.09 |