Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 30 | ||
| Total net profit | 469.19 | Gross profit | 1215.57 | Gross loss | -746.38 |
| Profit factor | 1.63 | Expected payoff | 29.32 | ||
| Absolute drawdown | 118.84 | Maximal drawdown | 524.10 (5.04%) | Relative drawdown | 5.04% (524.10) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
| Largest | profit trade | 144.87 | loss trade | -146.45 | |
| Average | profit trade | 121.56 | loss trade | -124.40 | |
| Maximum | consecutive wins (profit in money) | 3 (396.26) | consecutive losses (loss in money) | 3 (-438.29) | |
| Maximal | consecutive profit (count of wins) | 396.26 (3) | consecutive loss (count of losses) | -438.29 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 16:00 | buy | 1 | 0.10 | 1.03781 | 0.00000 | 0.00000 | ||
| 2 | 2022.05.12 16:00 | modify | 1 | 0.10 | 1.03781 | 1.02381 | 1.05081 | ||
| 3 | 2022.05.17 12:00 | t/p | 1 | 0.10 | 1.05081 | 1.02381 | 1.05081 | 126.77 | 10126.77 |
| 4 | 2022.05.23 20:00 | sell | 2 | 0.10 | 1.06867 | 0.00000 | 0.00000 | ||
| 5 | 2022.05.23 20:00 | modify | 2 | 0.10 | 1.06867 | 1.08267 | 1.05567 | ||
| 6 | 2022.06.10 16:00 | t/p | 2 | 0.10 | 1.05567 | 1.08267 | 1.05567 | 144.87 | 10271.64 |
| 7 | 2022.06.13 08:00 | buy | 3 | 0.10 | 1.04686 | 0.00000 | 0.00000 | ||
| 8 | 2022.06.13 08:00 | modify | 3 | 0.10 | 1.04686 | 1.03286 | 1.05986 | ||
| 9 | 2022.06.16 20:00 | t/p | 3 | 0.10 | 1.05986 | 1.03286 | 1.05986 | 124.62 | 10396.26 |
| 10 | 2022.07.05 16:00 | buy | 4 | 0.10 | 1.02568 | 0.00000 | 0.00000 | ||
| 11 | 2022.07.05 16:00 | modify | 4 | 0.10 | 1.02568 | 1.01168 | 1.03868 | ||
| 12 | 2022.07.08 08:00 | s/l | 4 | 0.10 | 1.01168 | 1.01168 | 1.03868 | -145.38 | 10250.88 |
| 13 | 2022.07.08 08:00 | buy | 5 | 0.10 | 1.01112 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.08 08:00 | modify | 5 | 0.10 | 1.01112 | 0.99712 | 1.02412 | ||
| 15 | 2022.07.14 16:00 | s/l | 5 | 0.10 | 0.99712 | 0.99712 | 1.02412 | -146.45 | 10104.43 |
| 16 | 2022.08.16 12:00 | buy | 6 | 0.10 | 1.01306 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.16 12:00 | modify | 6 | 0.10 | 1.01306 | 0.99906 | 1.02606 | ||
| 18 | 2022.08.22 12:00 | s/l | 6 | 0.10 | 0.99906 | 0.99906 | 1.02606 | -146.45 | 9957.97 |
| 19 | 2022.08.22 16:00 | buy | 7 | 0.10 | 0.99375 | 0.00000 | 0.00000 | ||
| 20 | 2022.08.22 16:00 | modify | 7 | 0.10 | 0.99375 | 0.97975 | 1.00675 | ||
| 21 | 2022.08.26 16:00 | t/p | 7 | 0.10 | 1.00675 | 0.97975 | 1.00675 | 123.55 | 10081.52 |
| 22 | 2022.09.21 20:00 | buy | 8 | 0.10 | 0.98537 | 0.00000 | 0.00000 | ||
| 23 | 2022.09.21 20:00 | modify | 8 | 0.10 | 0.98537 | 0.97137 | 0.99837 | ||
| 24 | 2022.09.23 16:00 | s/l | 8 | 0.10 | 0.97137 | 0.97137 | 0.99837 | -144.30 | 9937.21 |
| 25 | 2022.09.26 20:00 | buy | 9 | 0.10 | 0.96118 | 0.00000 | 0.00000 | ||
| 26 | 2022.09.26 20:00 | modify | 9 | 0.10 | 0.96118 | 0.94718 | 0.97418 | ||
| 27 | 2022.09.28 20:00 | t/p | 9 | 0.10 | 0.97418 | 0.94718 | 0.97418 | 127.85 | 10065.06 |
| 28 | 2022.10.26 20:00 | sell | 10 | 0.10 | 1.00814 | 0.00000 | 0.00000 | ||
| 29 | 2022.10.26 20:00 | modify | 10 | 0.10 | 1.00814 | 1.02214 | 0.99514 | ||
| 30 | 2022.10.28 08:00 | t/p | 10 | 0.10 | 0.99514 | 1.02214 | 0.99514 | 132.97 | 10198.04 |
| 31 | 2022.11.11 20:00 | sell | 11 | 0.10 | 1.03622 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.11 20:00 | modify | 11 | 0.10 | 1.03622 | 1.05022 | 1.02322 | ||
| 33 | 2022.11.14 12:00 | sell | 12 | 0.10 | 1.02838 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.14 12:00 | modify | 12 | 0.10 | 1.02838 | 1.03232 | 1.02322 | ||
| 35 | 2022.11.14 12:00 | modify | 11 | 0.10 | 1.03622 | 1.03232 | 1.02322 | ||
| 36 | 2022.11.14 16:00 | s/l | 11 | 0.10 | 1.03232 | 1.03232 | 1.02322 | 39.74 | 10237.78 |
| 37 | 2022.11.14 16:00 | s/l | 12 | 0.10 | 1.03232 | 1.03232 | 1.02322 | -39.40 | 10198.38 |
| 38 | 2023.01.12 20:00 | sell | 13 | 0.10 | 1.08490 | 0.00000 | 0.00000 | ||
| 39 | 2023.01.12 20:00 | modify | 13 | 0.10 | 1.08490 | 1.09890 | 1.07190 | ||
| 40 | 2023.02.02 00:00 | s/l | 13 | 0.10 | 1.09890 | 1.09890 | 1.07190 | -124.39 | 10073.99 |
| 41 | 2023.02.02 00:00 | sell | 14 | 0.10 | 1.10123 | 0.00000 | 0.00000 | ||
| 42 | 2023.02.02 00:00 | modify | 14 | 0.10 | 1.10123 | 1.11523 | 1.08823 | ||
| 43 | 2023.02.03 16:00 | t/p | 14 | 0.10 | 1.08823 | 1.11523 | 1.08823 | 130.74 | 10204.73 |
| 44 | 2023.03.22 20:00 | sell | 15 | 0.10 | 1.08652 | 0.00000 | 0.00000 | ||
| 45 | 2023.03.22 20:00 | modify | 15 | 0.10 | 1.08652 | 1.10052 | 1.07352 | ||
| 46 | 2023.03.24 12:00 | t/p | 15 | 0.10 | 1.07352 | 1.10052 | 1.07352 | 132.97 | 10337.70 |
| 47 | 2023.04.13 16:00 | sell | 16 | 0.10 | 1.10530 | 0.00000 | 0.00000 | ||
| 48 | 2023.04.13 16:00 | modify | 16 | 0.10 | 1.10530 | 1.11930 | 1.09230 | ||
| 49 | 2023.04.17 16:00 | t/p | 16 | 0.10 | 1.09230 | 1.11930 | 1.09230 | 131.49 | 10469.19 |