Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 631.84 | Gross profit | 976.69 | Gross loss | -344.85 |
| Profit factor | 2.83 | Expected payoff | 30.09 | ||
| Absolute drawdown | 46.75 | Maximal drawdown | 144.20 (1.43%) | Relative drawdown | 1.43% (144.20) |
| Total trades | 21 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
| Largest | profit trade | 101.43 | loss trade | -59.83 | |
| Average | profit trade | 75.13 | loss trade | -43.11 | |
| Maximum | consecutive wins (profit in money) | 3 (302.47) | consecutive losses (loss in money) | 2 (-119.65) | |
| Maximal | consecutive profit (count of wins) | 302.47 (3) | consecutive loss (count of losses) | -119.65 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.05 20:00 | buy | 1 | 0.10 | 1.43908 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.05 20:00 | modify | 1 | 0.10 | 1.43908 | 1.43008 | 1.45408 | ||
| 3 | 2022.04.07 04:00 | t/p | 1 | 0.10 | 1.45408 | 1.43008 | 1.45408 | 97.45 | 10097.45 |
| 4 | 2022.04.21 12:00 | sell | 2 | 0.10 | 1.46500 | 0.00000 | 0.00000 | ||
| 5 | 2022.04.21 12:00 | modify | 2 | 0.10 | 1.46500 | 1.47400 | 1.45000 | ||
| 6 | 2022.04.22 04:00 | s/l | 2 | 0.10 | 1.47400 | 1.47400 | 1.45000 | -59.83 | 10037.63 |
| 7 | 2022.04.24 20:00 | sell | 3 | 0.10 | 1.48932 | 0.00000 | 0.00000 | ||
| 8 | 2022.04.24 20:00 | modify | 3 | 0.10 | 1.48932 | 1.49832 | 1.47432 | ||
| 9 | 2022.04.25 04:00 | s/l | 3 | 0.10 | 1.49832 | 1.49832 | 1.47432 | -59.83 | 9977.80 |
| 10 | 2022.05.01 20:00 | sell | 4 | 0.10 | 1.49128 | 0.00000 | 0.00000 | ||
| 11 | 2022.05.01 20:00 | modify | 4 | 0.10 | 1.49128 | 1.50028 | 1.47628 | ||
| 12 | 2022.05.03 08:00 | t/p | 4 | 0.10 | 1.47628 | 1.50028 | 1.47628 | 100.83 | 10078.63 |
| 13 | 2022.05.10 04:00 | sell | 5 | 0.10 | 1.51765 | 0.00000 | 0.00000 | ||
| 14 | 2022.05.10 04:00 | modify | 5 | 0.10 | 1.51765 | 1.52665 | 1.50265 | ||
| 15 | 2022.05.11 16:00 | t/p | 5 | 0.10 | 1.50265 | 1.52665 | 1.50265 | 100.52 | 10179.15 |
| 16 | 2022.07.26 20:00 | buy | 6 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
| 17 | 2022.07.26 20:00 | modify | 6 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
| 18 | 2022.08.02 08:00 | t/p | 6 | 0.10 | 1.47411 | 1.45011 | 1.47411 | 95.55 | 10274.70 |
| 19 | 2022.08.28 20:00 | sell | 7 | 0.10 | 1.44743 | 0.00000 | 0.00000 | ||
| 20 | 2022.08.28 20:00 | modify | 7 | 0.10 | 1.44743 | 1.45643 | 1.43243 | ||
| 21 | 2022.08.30 16:00 | s/l | 7 | 0.10 | 1.45643 | 1.45643 | 1.43243 | -59.52 | 10215.18 |
| 22 | 2022.09.09 20:00 | buy | 8 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
| 23 | 2022.09.09 20:00 | modify | 8 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
| 24 | 2022.09.13 04:00 | buy | 9 | 0.10 | 1.47496 | 0.00000 | 0.00000 | ||
| 25 | 2022.09.13 04:00 | modify | 9 | 0.10 | 1.47496 | 1.47096 | 1.48296 | ||
| 26 | 2022.09.13 04:00 | modify | 8 | 0.10 | 1.46796 | 1.47096 | 1.48296 | ||
| 27 | 2022.09.13 12:00 | s/l | 8 | 0.10 | 1.47096 | 1.47096 | 1.48296 | 18.73 | 10233.91 |
| 28 | 2022.09.13 12:00 | s/l | 9 | 0.10 | 1.47096 | 1.47096 | 1.48296 | -26.67 | 10207.24 |
| 29 | 2022.10.02 20:00 | sell | 10 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
| 30 | 2022.10.02 20:00 | modify | 10 | 0.10 | 1.52792 | 1.53692 | 1.51292 | ||
| 31 | 2022.10.03 12:00 | t/p | 10 | 0.10 | 1.51292 | 1.53692 | 1.51292 | 100.52 | 10307.77 |
| 32 | 2022.11.09 20:00 | sell | 11 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
| 33 | 2022.11.09 20:00 | modify | 11 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
| 34 | 2022.11.11 00:00 | t/p | 11 | 0.10 | 1.54210 | 1.56610 | 1.54210 | 101.43 | 10409.20 |
| 35 | 2022.12.12 16:00 | sell | 12 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
| 36 | 2022.12.12 16:00 | modify | 12 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
| 37 | 2022.12.13 16:00 | t/p | 12 | 0.10 | 1.54576 | 1.56976 | 1.54576 | 100.51 | 10509.71 |
| 38 | 2022.12.16 04:00 | sell | 13 | 0.10 | 1.58503 | 0.00000 | 0.00000 | ||
| 39 | 2022.12.16 04:00 | modify | 13 | 0.10 | 1.58503 | 1.59403 | 1.57003 | ||
| 40 | 2022.12.20 08:00 | s/l | 13 | 0.10 | 1.59403 | 1.59403 | 1.57003 | -59.52 | 10450.19 |
| 41 | 2023.01.10 16:00 | sell | 14 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
| 42 | 2023.01.10 16:00 | modify | 14 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
| 43 | 2023.01.13 20:00 | sell | 15 | 0.10 | 1.55185 | 0.00000 | 0.00000 | ||
| 44 | 2023.01.13 20:00 | modify | 15 | 0.10 | 1.55185 | 1.55581 | 1.54381 | ||
| 45 | 2023.01.13 20:00 | modify | 14 | 0.10 | 1.55881 | 1.55581 | 1.54381 | ||
| 46 | 2023.01.16 12:00 | s/l | 14 | 0.10 | 1.55581 | 1.55581 | 1.54381 | 21.87 | 10472.06 |
| 47 | 2023.01.16 12:00 | s/l | 15 | 0.10 | 1.55581 | 1.55581 | 1.54381 | -26.15 | 10445.91 |
| 48 | 2023.01.18 08:00 | buy | 16 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
| 49 | 2023.01.18 08:00 | modify | 16 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
| 50 | 2023.01.19 04:00 | t/p | 16 | 0.10 | 1.55757 | 1.53357 | 1.55757 | 98.09 | 10544.00 |
| 51 | 2023.01.25 12:00 | buy | 17 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 52 | 2023.01.25 12:00 | modify | 17 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
| 53 | 2023.01.25 16:00 | buy | 18 | 0.10 | 1.54105 | 0.00000 | 0.00000 | ||
| 54 | 2023.01.25 16:00 | modify | 18 | 0.10 | 1.54105 | 1.53711 | 1.54911 | ||
| 55 | 2023.01.25 16:00 | modify | 17 | 0.10 | 1.53411 | 1.53711 | 1.54911 | ||
| 56 | 2023.01.25 20:00 | s/l | 17 | 0.10 | 1.53711 | 1.53711 | 1.54911 | 20.00 | 10564.00 |
| 57 | 2023.01.25 20:00 | s/l | 18 | 0.10 | 1.53711 | 1.53711 | 1.54911 | -26.27 | 10537.73 |
| 58 | 2023.02.05 20:00 | sell | 19 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
| 59 | 2023.02.05 20:00 | modify | 19 | 0.10 | 1.56285 | 1.57185 | 1.54785 | ||
| 60 | 2023.02.07 04:00 | t/p | 19 | 0.10 | 1.54785 | 1.57185 | 1.54785 | 100.83 | 10638.56 |
| 61 | 2023.03.12 20:00 | sell | 20 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
| 62 | 2023.03.12 20:00 | modify | 20 | 0.10 | 1.61392 | 1.62292 | 1.59892 | ||
| 63 | 2023.03.13 08:00 | sell | 21 | 0.10 | 1.60687 | 0.00000 | 0.00000 | ||
| 64 | 2023.03.13 08:00 | modify | 21 | 0.10 | 1.60687 | 1.61092 | 1.59892 | ||
| 65 | 2023.03.13 08:00 | modify | 20 | 0.10 | 1.61392 | 1.61092 | 1.59892 | ||
| 66 | 2023.03.13 12:00 | s/l | 20 | 0.10 | 1.61092 | 1.61092 | 1.59892 | 20.34 | 10658.90 |
| 67 | 2023.03.13 12:00 | s/l | 21 | 0.10 | 1.61092 | 1.61092 | 1.59892 | -27.06 | 10631.84 |