Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (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=5; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 464.89 | Gross profit | 953.08 | Gross loss | -488.18 |
| Profit factor | 1.95 | Expected payoff | 16.60 | ||
| Absolute drawdown | 155.07 | Maximal drawdown | 227.06 (2.25%) | Relative drawdown | 2.25% (227.06) |
| Total trades | 28 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
| Largest | profit trade | 110.97 | loss trade | -50.31 | |
| Average | profit trade | 59.57 | loss trade | -40.68 | |
| Maximum | consecutive wins (profit in money) | 8 (613.05) | consecutive losses (loss in money) | 3 (-128.01) | |
| Maximal | consecutive profit (count of wins) | 613.05 (8) | consecutive loss (count of losses) | -128.01 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.03 12:00 | buy | 1 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
| 2 | 2023.08.03 12:00 | modify | 1 | 0.10 | 0.65311 | 0.64811 | 0.66411 | ||
| 3 | 2023.08.07 00:00 | buy | 2 | 0.10 | 0.65760 | 0.00000 | 0.00000 | ||
| 4 | 2023.08.07 00:00 | modify | 2 | 0.10 | 0.65760 | 0.65476 | 0.66411 | ||
| 5 | 2023.08.07 00:00 | modify | 1 | 0.10 | 0.65311 | 0.65476 | 0.66411 | ||
| 6 | 2023.08.08 04:00 | s/l | 1 | 0.10 | 0.65476 | 0.65476 | 0.66411 | 15.56 | 10015.56 |
| 7 | 2023.08.08 04:00 | s/l | 2 | 0.10 | 0.65476 | 0.65476 | 0.66411 | -28.71 | 9986.85 |
| 8 | 2023.10.13 00:00 | buy | 3 | 0.10 | 0.63187 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.13 00:00 | modify | 3 | 0.10 | 0.63187 | 0.62687 | 0.64287 | ||
| 10 | 2023.10.17 12:00 | buy | 4 | 0.10 | 0.63642 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.17 12:00 | modify | 4 | 0.10 | 0.63642 | 0.63352 | 0.64287 | ||
| 12 | 2023.10.17 12:00 | modify | 3 | 0.10 | 0.63187 | 0.63352 | 0.64287 | ||
| 13 | 2023.10.18 16:00 | s/l | 3 | 0.10 | 0.63352 | 0.63352 | 0.64287 | 15.56 | 10002.42 |
| 14 | 2023.10.18 16:00 | s/l | 4 | 0.10 | 0.63352 | 0.63352 | 0.64287 | -29.31 | 9973.10 |
| 15 | 2023.10.24 12:00 | sell | 5 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.24 12:00 | modify | 5 | 0.10 | 0.63635 | 0.64135 | 0.62535 | ||
| 17 | 2023.11.02 00:00 | s/l | 5 | 0.10 | 0.64135 | 0.64135 | 0.62535 | -48.81 | 9924.29 |
| 18 | 2023.11.02 08:00 | sell | 6 | 0.10 | 0.64268 | 0.00000 | 0.00000 | ||
| 19 | 2023.11.02 08:00 | modify | 6 | 0.10 | 0.64268 | 0.64768 | 0.63168 | ||
| 20 | 2023.11.03 16:00 | s/l | 6 | 0.10 | 0.64768 | 0.64768 | 0.63168 | -49.89 | 9874.40 |
| 21 | 2023.11.06 04:00 | sell | 7 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.06 04:00 | modify | 7 | 0.10 | 0.65116 | 0.65616 | 0.64016 | ||
| 23 | 2023.11.08 12:00 | sell | 8 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
| 24 | 2023.11.08 12:00 | modify | 8 | 0.10 | 0.64327 | 0.64621 | 0.64016 | ||
| 25 | 2023.11.08 12:00 | modify | 7 | 0.10 | 0.65116 | 0.64621 | 0.64016 | ||
| 26 | 2023.11.08 20:00 | t/p | 7 | 0.10 | 0.64016 | 0.64621 | 0.64016 | 110.22 | 9984.62 |
| 27 | 2023.11.08 20:00 | t/p | 8 | 0.10 | 0.64016 | 0.64621 | 0.64016 | 31.10 | 10015.72 |
| 28 | 2023.11.15 00:00 | sell | 9 | 0.10 | 0.64978 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.15 00:00 | modify | 9 | 0.10 | 0.64978 | 0.65478 | 0.63878 | ||
| 30 | 2023.11.20 04:00 | s/l | 9 | 0.10 | 0.65478 | 0.65478 | 0.63878 | -49.46 | 9966.26 |
| 31 | 2023.12.06 00:00 | buy | 10 | 0.10 | 0.65574 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.06 00:00 | modify | 10 | 0.10 | 0.65574 | 0.65074 | 0.66674 | ||
| 33 | 2023.12.08 04:00 | buy | 11 | 0.10 | 0.66133 | 0.00000 | 0.00000 | ||
| 34 | 2023.12.08 04:00 | modify | 11 | 0.10 | 0.66133 | 0.65904 | 0.66674 | ||
| 35 | 2023.12.08 04:00 | modify | 10 | 0.10 | 0.65574 | 0.65904 | 0.66674 | ||
| 36 | 2023.12.08 16:00 | s/l | 10 | 0.10 | 0.65904 | 0.65904 | 0.66674 | 31.75 | 9998.01 |
| 37 | 2023.12.08 16:00 | s/l | 11 | 0.10 | 0.65904 | 0.65904 | 0.66674 | -22.90 | 9975.11 |
| 38 | 2023.12.14 08:00 | sell | 12 | 0.10 | 0.67093 | 0.00000 | 0.00000 | ||
| 39 | 2023.12.14 08:00 | modify | 12 | 0.10 | 0.67093 | 0.67593 | 0.65993 | ||
| 40 | 2023.12.19 16:00 | s/l | 12 | 0.10 | 0.67593 | 0.67593 | 0.65993 | -49.68 | 9925.44 |
| 41 | 2024.01.16 08:00 | buy | 13 | 0.10 | 0.66199 | 0.00000 | 0.00000 | ||
| 42 | 2024.01.16 08:00 | modify | 13 | 0.10 | 0.66199 | 0.65699 | 0.67299 | ||
| 43 | 2024.01.17 04:00 | s/l | 13 | 0.10 | 0.65699 | 0.65699 | 0.67299 | -50.31 | 9875.13 |
| 44 | 2024.01.17 12:00 | buy | 14 | 0.10 | 0.65593 | 0.00000 | 0.00000 | ||
| 45 | 2024.01.17 12:00 | modify | 14 | 0.10 | 0.65593 | 0.65093 | 0.66693 | ||
| 46 | 2024.01.24 16:00 | buy | 15 | 0.10 | 0.66062 | 0.00000 | 0.00000 | ||
| 47 | 2024.01.24 16:00 | modify | 15 | 0.10 | 0.66062 | 0.65758 | 0.66693 | ||
| 48 | 2024.01.24 16:00 | modify | 14 | 0.10 | 0.65593 | 0.65758 | 0.66693 | ||
| 49 | 2024.01.24 20:00 | s/l | 14 | 0.10 | 0.65758 | 0.65758 | 0.66693 | 14.32 | 9889.44 |
| 50 | 2024.01.24 20:00 | s/l | 15 | 0.10 | 0.65758 | 0.65758 | 0.66693 | -30.40 | 9859.04 |
| 51 | 2024.02.14 00:00 | buy | 16 | 0.10 | 0.64555 | 0.00000 | 0.00000 | ||
| 52 | 2024.02.14 00:00 | modify | 16 | 0.10 | 0.64555 | 0.64055 | 0.65655 | ||
| 53 | 2024.02.15 00:00 | buy | 17 | 0.10 | 0.65013 | 0.00000 | 0.00000 | ||
| 54 | 2024.02.15 00:00 | modify | 17 | 0.10 | 0.65013 | 0.64720 | 0.65655 | ||
| 55 | 2024.02.15 00:00 | modify | 16 | 0.10 | 0.64555 | 0.64720 | 0.65655 | ||
| 56 | 2024.02.20 16:00 | t/p | 16 | 0.10 | 0.65655 | 0.64720 | 0.65655 | 108.13 | 9967.17 |
| 57 | 2024.02.20 16:00 | t/p | 17 | 0.10 | 0.65655 | 0.64720 | 0.65655 | 63.26 | 10030.44 |
| 58 | 2024.02.29 00:00 | buy | 18 | 0.10 | 0.64972 | 0.00000 | 0.00000 | ||
| 59 | 2024.02.29 00:00 | modify | 18 | 0.10 | 0.64972 | 0.64472 | 0.66072 | ||
| 60 | 2024.03.07 12:00 | t/p | 18 | 0.10 | 0.66072 | 0.64472 | 0.66072 | 107.82 | 10138.25 |
| 61 | 2024.03.08 00:00 | sell | 19 | 0.10 | 0.66207 | 0.00000 | 0.00000 | ||
| 62 | 2024.03.08 00:00 | modify | 19 | 0.10 | 0.66207 | 0.66707 | 0.65107 | ||
| 63 | 2024.03.15 04:00 | sell | 20 | 0.10 | 0.65640 | 0.00000 | 0.00000 | ||
| 64 | 2024.03.15 04:00 | modify | 20 | 0.10 | 0.65640 | 0.65877 | 0.65107 | ||
| 65 | 2024.03.15 04:00 | modify | 19 | 0.10 | 0.66207 | 0.65877 | 0.65107 | ||
| 66 | 2024.03.19 04:00 | sell | 21 | 0.10 | 0.65411 | 0.00000 | 0.00000 | ||
| 67 | 2024.03.19 04:00 | modify | 21 | 0.10 | 0.65411 | 0.65712 | 0.65107 | ||
| 68 | 2024.03.19 04:00 | modify | 20 | 0.10 | 0.65640 | 0.65712 | 0.65107 | ||
| 69 | 2024.03.19 04:00 | modify | 19 | 0.10 | 0.66207 | 0.65712 | 0.65107 | ||
| 70 | 2024.03.19 12:00 | t/p | 19 | 0.10 | 0.65107 | 0.65712 | 0.65107 | 110.97 | 10249.23 |
| 71 | 2024.03.19 12:00 | t/p | 20 | 0.10 | 0.65107 | 0.65712 | 0.65107 | 53.52 | 10302.74 |
| 72 | 2024.03.19 12:00 | t/p | 21 | 0.10 | 0.65107 | 0.65712 | 0.65107 | 30.40 | 10333.14 |
| 73 | 2024.03.19 12:00 | buy | 22 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
| 74 | 2024.03.19 12:00 | modify | 22 | 0.10 | 0.65215 | 0.64715 | 0.66315 | ||
| 75 | 2024.03.21 00:00 | buy | 23 | 0.10 | 0.66013 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.21 00:00 | modify | 23 | 0.10 | 0.66013 | 0.65710 | 0.66315 | ||
| 77 | 2024.03.21 00:00 | modify | 22 | 0.10 | 0.65215 | 0.65710 | 0.66315 | ||
| 78 | 2024.03.21 08:00 | t/p | 22 | 0.10 | 0.66315 | 0.65710 | 0.66315 | 108.75 | 10441.89 |
| 79 | 2024.03.21 08:00 | t/p | 23 | 0.10 | 0.66315 | 0.65710 | 0.66315 | 30.20 | 10472.09 |
| 80 | 2024.05.03 08:00 | sell | 24 | 0.10 | 0.65743 | 0.00000 | 0.00000 | ||
| 81 | 2024.05.03 08:00 | modify | 24 | 0.10 | 0.65743 | 0.66243 | 0.64643 | ||
| 82 | 2024.05.03 16:00 | s/l | 24 | 0.10 | 0.66243 | 0.66243 | 0.64643 | -50.00 | 10422.09 |
| 83 | 2024.05.23 00:00 | buy | 25 | 0.10 | 0.66211 | 0.00000 | 0.00000 | ||
| 84 | 2024.05.23 00:00 | modify | 25 | 0.10 | 0.66211 | 0.65711 | 0.67311 | ||
| 85 | 2024.06.06 04:00 | buy | 26 | 0.10 | 0.66675 | 0.00000 | 0.00000 | ||
| 86 | 2024.06.06 04:00 | modify | 26 | 0.10 | 0.66675 | 0.66376 | 0.67311 | ||
| 87 | 2024.06.06 04:00 | modify | 25 | 0.10 | 0.66211 | 0.66376 | 0.67311 | ||
| 88 | 2024.06.06 12:00 | s/l | 25 | 0.10 | 0.66376 | 0.66376 | 0.67311 | 12.13 | 10434.23 |
| 89 | 2024.06.06 12:00 | s/l | 26 | 0.10 | 0.66376 | 0.66376 | 0.67311 | -29.90 | 10404.33 |
| 90 | 2024.06.10 00:00 | buy | 27 | 0.10 | 0.65846 | 0.00000 | 0.00000 | ||
| 91 | 2024.06.10 00:00 | modify | 27 | 0.10 | 0.65846 | 0.65346 | 0.66946 | ||
| 92 | 2024.06.12 16:00 | t/p | 27 | 0.10 | 0.66946 | 0.65346 | 0.66946 | 109.38 | 10513.70 |
| 93 | 2024.06.19 04:00 | sell | 28 | 0.10 | 0.66604 | 0.00000 | 0.00000 | ||
| 94 | 2024.06.19 04:00 | modify | 28 | 0.10 | 0.66604 | 0.67104 | 0.65504 | ||
| 95 | 2024.06.28 23:59 | s/l | 28 | 0.10 | 0.67104 | 0.67104 | 0.65504 | -48.81 | 10464.89 |