Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 903.04 | Gross profit | 1347.47 | Gross loss | -444.43 |
| Profit factor | 3.03 | Expected payoff | 34.73 | ||
| Absolute drawdown | 52.06 | Maximal drawdown | 219.25 (1.97%) | Relative drawdown | 1.97% (219.25) |
| Total trades | 26 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
| Largest | profit trade | 102.11 | loss trade | -59.70 | |
| Average | profit trade | 79.26 | loss trade | -49.38 | |
| Maximum | consecutive wins (profit in money) | 6 (478.03) | consecutive losses (loss in money) | 3 (-164.47) | |
| Maximal | consecutive profit (count of wins) | 478.03 (6) | consecutive loss (count of losses) | -164.47 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.26 20:00 | buy | 1 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.26 20:00 | modify | 1 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
| 3 | 2022.08.02 08:00 | t/p | 1 | 0.10 | 1.47411 | 1.45011 | 1.47411 | 95.53 | 10095.53 |
| 4 | 2022.08.28 20:00 | sell | 2 | 0.10 | 1.44743 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.28 20:00 | modify | 2 | 0.10 | 1.44743 | 1.45643 | 1.43243 | ||
| 6 | 2022.08.30 16:00 | s/l | 2 | 0.10 | 1.45643 | 1.45643 | 1.43243 | -59.38 | 10036.15 |
| 7 | 2022.09.09 20:00 | buy | 3 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
| 8 | 2022.09.09 20:00 | modify | 3 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
| 9 | 2022.09.13 16:00 | buy | 4 | 0.10 | 1.47852 | 0.00000 | 0.00000 | ||
| 10 | 2022.09.13 16:00 | modify | 4 | 0.10 | 1.47852 | 1.47546 | 1.48296 | ||
| 11 | 2022.09.13 16:00 | modify | 3 | 0.10 | 1.46796 | 1.47546 | 1.48296 | ||
| 12 | 2022.09.14 04:00 | t/p | 3 | 0.10 | 1.48296 | 1.47546 | 1.48296 | 98.08 | 10134.23 |
| 13 | 2022.09.14 04:00 | t/p | 4 | 0.10 | 1.48296 | 1.47546 | 1.48296 | 28.96 | 10163.18 |
| 14 | 2022.10.02 20:00 | sell | 5 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
| 15 | 2022.10.02 20:00 | modify | 5 | 0.10 | 1.52792 | 1.53692 | 1.51292 | ||
| 16 | 2022.10.03 12:00 | t/p | 5 | 0.10 | 1.51292 | 1.53692 | 1.51292 | 100.29 | 10263.48 |
| 17 | 2022.10.04 20:00 | sell | 6 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
| 18 | 2022.10.04 20:00 | modify | 6 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
| 19 | 2022.10.05 20:00 | t/p | 6 | 0.10 | 1.52112 | 1.54512 | 1.52112 | 100.29 | 10363.77 |
| 20 | 2022.10.16 20:00 | sell | 7 | 0.10 | 1.56511 | 0.00000 | 0.00000 | ||
| 21 | 2022.10.16 20:00 | modify | 7 | 0.10 | 1.56511 | 1.57411 | 1.55011 | ||
| 22 | 2022.10.19 12:00 | sell | 8 | 0.10 | 1.55672 | 0.00000 | 0.00000 | ||
| 23 | 2022.10.19 12:00 | modify | 8 | 0.10 | 1.55672 | 1.55986 | 1.55011 | ||
| 24 | 2022.10.19 12:00 | modify | 7 | 0.10 | 1.56511 | 1.55986 | 1.55011 | ||
| 25 | 2022.10.19 16:00 | s/l | 7 | 0.10 | 1.55986 | 1.55986 | 1.55011 | 35.91 | 10399.68 |
| 26 | 2022.10.19 16:00 | s/l | 8 | 0.10 | 1.55986 | 1.55986 | 1.55011 | -20.93 | 10378.75 |
| 27 | 2022.11.09 20:00 | sell | 9 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
| 28 | 2022.11.09 20:00 | modify | 9 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
| 29 | 2022.11.11 00:00 | t/p | 9 | 0.10 | 1.54210 | 1.56610 | 1.54210 | 101.20 | 10479.95 |
| 30 | 2022.12.12 16:00 | sell | 10 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
| 31 | 2022.12.12 16:00 | modify | 10 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
| 32 | 2022.12.13 16:00 | t/p | 10 | 0.10 | 1.54576 | 1.56976 | 1.54576 | 100.29 | 10580.25 |
| 33 | 2022.12.16 12:00 | sell | 11 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
| 34 | 2022.12.16 12:00 | modify | 11 | 0.10 | 1.58770 | 1.59670 | 1.57270 | ||
| 35 | 2022.12.20 08:00 | s/l | 11 | 0.10 | 1.59670 | 1.59670 | 1.57270 | -59.38 | 10520.86 |
| 36 | 2023.01.10 16:00 | sell | 12 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
| 37 | 2023.01.10 16:00 | modify | 12 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
| 38 | 2023.01.17 20:00 | t/p | 12 | 0.10 | 1.54381 | 1.56781 | 1.54381 | 102.11 | 10622.98 |
| 39 | 2023.01.18 08:00 | buy | 13 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
| 40 | 2023.01.18 08:00 | modify | 13 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
| 41 | 2023.01.19 04:00 | t/p | 13 | 0.10 | 1.55757 | 1.53357 | 1.55757 | 98.07 | 10721.05 |
| 42 | 2023.01.25 12:00 | buy | 14 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 43 | 2023.01.25 12:00 | modify | 14 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
| 44 | 2023.01.31 04:00 | buy | 15 | 0.10 | 1.54191 | 0.00000 | 0.00000 | ||
| 45 | 2023.01.31 04:00 | modify | 15 | 0.10 | 1.54191 | 1.53486 | 1.54911 | ||
| 46 | 2023.01.31 04:00 | modify | 14 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
| 47 | 2023.01.31 12:00 | t/p | 14 | 0.10 | 1.54911 | 1.53486 | 1.54911 | 96.18 | 10817.22 |
| 48 | 2023.01.31 12:00 | t/p | 15 | 0.10 | 1.54911 | 1.53486 | 1.54911 | 47.99 | 10865.21 |
| 49 | 2023.02.05 20:00 | sell | 16 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
| 50 | 2023.02.05 20:00 | modify | 16 | 0.10 | 1.56285 | 1.57185 | 1.54785 | ||
| 51 | 2023.02.07 04:00 | t/p | 16 | 0.10 | 1.54785 | 1.57185 | 1.54785 | 100.60 | 10965.81 |
| 52 | 2023.02.08 12:00 | buy | 17 | 0.10 | 1.54041 | 0.00000 | 0.00000 | ||
| 53 | 2023.02.08 12:00 | modify | 17 | 0.10 | 1.54041 | 1.53141 | 1.55541 | ||
| 54 | 2023.02.08 20:00 | buy | 18 | 0.10 | 1.54878 | 0.00000 | 0.00000 | ||
| 55 | 2023.02.08 20:00 | modify | 18 | 0.10 | 1.54878 | 1.54566 | 1.55541 | ||
| 56 | 2023.02.08 20:00 | modify | 17 | 0.10 | 1.54041 | 1.54566 | 1.55541 | ||
| 57 | 2023.02.09 00:00 | s/l | 17 | 0.10 | 1.54566 | 1.54566 | 1.55541 | 33.09 | 10998.90 |
| 58 | 2023.02.09 00:00 | s/l | 18 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -22.70 | 10976.20 |
| 59 | 2023.02.26 20:00 | sell | 19 | 0.10 | 1.56589 | 0.00000 | 0.00000 | ||
| 60 | 2023.02.26 20:00 | modify | 19 | 0.10 | 1.56589 | 1.57489 | 1.55089 | ||
| 61 | 2023.02.27 16:00 | s/l | 19 | 0.10 | 1.57489 | 1.57489 | 1.55089 | -59.69 | 10916.51 |
| 62 | 2023.02.27 20:00 | sell | 20 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
| 63 | 2023.02.27 20:00 | modify | 20 | 0.10 | 1.57482 | 1.58382 | 1.55982 | ||
| 64 | 2023.03.06 12:00 | s/l | 20 | 0.10 | 1.58382 | 1.58382 | 1.55982 | -57.87 | 10858.64 |
| 65 | 2023.03.12 20:00 | sell | 21 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
| 66 | 2023.03.12 20:00 | modify | 21 | 0.10 | 1.61392 | 1.62292 | 1.59892 | ||
| 67 | 2023.03.13 16:00 | t/p | 21 | 0.10 | 1.59892 | 1.62292 | 1.59892 | 100.29 | 10958.94 |
| 68 | 2023.04.03 20:00 | buy | 22 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.03 20:00 | modify | 22 | 0.10 | 1.60669 | 1.59769 | 1.62169 | ||
| 70 | 2023.04.04 16:00 | t/p | 22 | 0.10 | 1.62169 | 1.59769 | 1.62169 | 99.34 | 11058.27 |
| 71 | 2023.04.06 20:00 | sell | 23 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
| 72 | 2023.04.06 20:00 | modify | 23 | 0.10 | 1.63696 | 1.64596 | 1.62196 | ||
| 73 | 2023.04.19 00:00 | sell | 24 | 0.10 | 1.62931 | 0.00000 | 0.00000 | ||
| 74 | 2023.04.19 00:00 | modify | 24 | 0.10 | 1.62931 | 1.63621 | 1.62196 | ||
| 75 | 2023.04.19 00:00 | modify | 23 | 0.10 | 1.63696 | 1.63621 | 1.62196 | ||
| 76 | 2023.04.20 12:00 | s/l | 23 | 0.10 | 1.63621 | 1.63621 | 1.62196 | 9.25 | 11067.52 |
| 77 | 2023.04.20 12:00 | s/l | 24 | 0.10 | 1.63621 | 1.63621 | 1.62196 | -45.08 | 11022.44 |
| 78 | 2023.04.24 08:00 | sell | 25 | 0.10 | 1.64367 | 0.00000 | 0.00000 | ||
| 79 | 2023.04.24 08:00 | modify | 25 | 0.10 | 1.64367 | 1.65267 | 1.62867 | ||
| 80 | 2023.04.25 04:00 | s/l | 25 | 0.10 | 1.65267 | 1.65267 | 1.62867 | -59.70 | 10962.74 |
| 81 | 2023.04.25 12:00 | sell | 26 | 0.10 | 1.65584 | 0.00000 | 0.00000 | ||
| 82 | 2023.04.25 12:00 | modify | 26 | 0.10 | 1.65584 | 1.66484 | 1.64084 | ||
| 83 | 2023.04.26 08:00 | s/l | 26 | 0.10 | 1.66484 | 1.66484 | 1.64084 | -59.70 | 10903.04 |