Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79364 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 893.84 | Gross profit | 955.40 | Gross loss | -61.56 |
| Profit factor | 15.52 | Expected payoff | 59.59 | ||
| Absolute drawdown | 134.88 | Maximal drawdown | 209.20 (2.03%) | Relative drawdown | 2.03% (209.20) |
| Total trades | 15 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
| Largest | profit trade | 150.74 | loss trade | -31.30 | |
| Average | profit trade | 79.62 | loss trade | -20.52 | |
| Maximum | consecutive wins (profit in money) | 8 (841.87) | consecutive losses (loss in money) | 1 (-31.30) | |
| Maximal | consecutive profit (count of wins) | 841.87 (8) | consecutive loss (count of losses) | -31.30 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.18 12:00 | sell | 1 | 0.10 | 1.01425 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.18 12:00 | modify | 1 | 0.10 | 1.01425 | 1.02925 | 0.99925 | ||
| 3 | 2022.07.27 16:25 | sell | 2 | 0.10 | 1.01037 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.27 16:25 | modify | 2 | 0.10 | 1.01037 | 1.01350 | 0.99925 | ||
| 5 | 2022.07.27 16:25 | modify | 1 | 0.10 | 1.01425 | 1.01350 | 0.99925 | ||
| 6 | 2022.07.27 17:20 | s/l | 1 | 0.10 | 1.01350 | 1.01350 | 0.99925 | 14.19 | 10014.19 |
| 7 | 2022.07.27 17:20 | s/l | 2 | 0.10 | 1.01350 | 1.01350 | 0.99925 | -31.30 | 9982.89 |
| 8 | 2022.10.10 16:00 | buy | 3 | 0.10 | 0.97056 | 0.00000 | 0.00000 | ||
| 9 | 2022.10.10 16:00 | modify | 3 | 0.10 | 0.97056 | 0.95556 | 0.98556 | ||
| 10 | 2022.10.11 15:40 | buy | 4 | 0.10 | 0.97657 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.11 15:40 | modify | 4 | 0.10 | 0.97657 | 0.97506 | 0.98556 | ||
| 12 | 2022.10.11 15:40 | modify | 3 | 0.10 | 0.97056 | 0.97506 | 0.98556 | ||
| 13 | 2022.10.11 15:55 | s/l | 3 | 0.10 | 0.97506 | 0.97506 | 0.98556 | 43.92 | 10026.81 |
| 14 | 2022.10.11 15:55 | s/l | 4 | 0.10 | 0.97506 | 0.97506 | 0.98556 | -15.10 | 10011.71 |
| 15 | 2022.10.26 12:00 | sell | 5 | 0.10 | 1.00211 | 0.00000 | 0.00000 | ||
| 16 | 2022.10.26 12:00 | modify | 5 | 0.10 | 1.00211 | 1.01711 | 0.98711 | ||
| 17 | 2022.10.27 16:20 | sell | 6 | 0.10 | 0.99828 | 0.00000 | 0.00000 | ||
| 18 | 2022.10.27 16:20 | modify | 6 | 0.10 | 0.99828 | 1.00136 | 0.98711 | ||
| 19 | 2022.10.27 16:20 | modify | 5 | 0.10 | 1.00211 | 1.00136 | 0.98711 | ||
| 20 | 2022.10.27 19:05 | sell | 7 | 0.10 | 0.99602 | 0.00000 | 0.00000 | ||
| 21 | 2022.10.27 19:05 | modify | 7 | 0.10 | 0.99602 | 0.99761 | 0.98711 | ||
| 22 | 2022.10.27 19:05 | modify | 6 | 0.10 | 0.99828 | 0.99761 | 0.98711 | ||
| 23 | 2022.10.27 19:05 | modify | 5 | 0.10 | 1.00211 | 0.99761 | 0.98711 | ||
| 24 | 2022.10.28 01:20 | s/l | 5 | 0.10 | 0.99761 | 0.99761 | 0.98711 | 47.97 | 10059.69 |
| 25 | 2022.10.28 01:20 | s/l | 6 | 0.10 | 0.99761 | 0.99761 | 0.98711 | 7.44 | 10067.13 |
| 26 | 2022.10.28 01:20 | s/l | 7 | 0.10 | 0.99761 | 0.99761 | 0.98711 | -15.16 | 10051.97 |
| 27 | 2022.11.21 16:00 | buy | 8 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 28 | 2022.11.21 16:00 | modify | 8 | 0.10 | 1.02427 | 1.00927 | 1.03927 | ||
| 29 | 2022.11.22 08:50 | buy | 9 | 0.10 | 1.02818 | 0.00000 | 0.00000 | ||
| 30 | 2022.11.22 08:50 | modify | 9 | 0.10 | 1.02818 | 1.02502 | 1.03927 | ||
| 31 | 2022.11.22 08:50 | modify | 8 | 0.10 | 1.02427 | 1.02502 | 1.03927 | ||
| 32 | 2022.11.22 20:30 | buy | 10 | 0.10 | 1.03043 | 0.00000 | 0.00000 | ||
| 33 | 2022.11.22 20:30 | modify | 10 | 0.10 | 1.03043 | 1.02877 | 1.03927 | ||
| 34 | 2022.11.22 20:30 | modify | 9 | 0.10 | 1.02818 | 1.02877 | 1.03927 | ||
| 35 | 2022.11.22 20:30 | modify | 8 | 0.10 | 1.02427 | 1.02877 | 1.03927 | ||
| 36 | 2022.11.23 02:20 | buy | 11 | 0.10 | 1.03186 | 0.00000 | 0.00000 | ||
| 37 | 2022.11.23 02:20 | modify | 11 | 0.10 | 1.03186 | 1.02952 | 1.03927 | ||
| 38 | 2022.11.23 02:20 | modify | 10 | 0.10 | 1.03043 | 1.02952 | 1.03927 | ||
| 39 | 2022.11.23 02:20 | modify | 9 | 0.10 | 1.02818 | 1.02952 | 1.03927 | ||
| 40 | 2022.11.23 02:20 | modify | 8 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
| 41 | 2022.11.23 19:30 | t/p | 8 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 147.85 | 10199.82 |
| 42 | 2022.11.23 19:30 | t/p | 9 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 109.82 | 10309.65 |
| 43 | 2022.11.23 19:30 | t/p | 10 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 87.32 | 10396.97 |
| 44 | 2022.11.23 19:30 | t/p | 11 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 74.10 | 10471.07 |
| 45 | 2023.04.14 08:00 | sell | 12 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 46 | 2023.04.14 08:00 | modify | 12 | 0.10 | 1.10653 | 1.12153 | 1.09153 | ||
| 47 | 2023.04.14 13:30 | sell | 13 | 0.10 | 1.10250 | 0.00000 | 0.00000 | ||
| 48 | 2023.04.14 13:30 | modify | 13 | 0.10 | 1.10250 | 1.10578 | 1.09153 | ||
| 49 | 2023.04.14 13:30 | modify | 12 | 0.10 | 1.10653 | 1.10578 | 1.09153 | ||
| 50 | 2023.04.14 15:10 | sell | 14 | 0.10 | 1.10032 | 0.00000 | 0.00000 | ||
| 51 | 2023.04.14 15:10 | modify | 14 | 0.10 | 1.10032 | 1.10203 | 1.09153 | ||
| 52 | 2023.04.14 15:10 | modify | 13 | 0.10 | 1.10250 | 1.10203 | 1.09153 | ||
| 53 | 2023.04.14 15:10 | modify | 12 | 0.10 | 1.10653 | 1.10203 | 1.09153 | ||
| 54 | 2023.04.14 15:30 | sell | 15 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
| 55 | 2023.04.14 15:30 | modify | 15 | 0.10 | 1.09875 | 1.10128 | 1.09153 | ||
| 56 | 2023.04.14 15:30 | modify | 14 | 0.10 | 1.10032 | 1.10128 | 1.09153 | ||
| 57 | 2023.04.14 15:30 | modify | 13 | 0.10 | 1.10250 | 1.10128 | 1.09153 | ||
| 58 | 2023.04.14 15:30 | modify | 12 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 59 | 2023.04.17 14:40 | t/p | 12 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.74 | 10621.81 |
| 60 | 2023.04.17 14:40 | t/p | 13 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 110.44 | 10732.26 |
| 61 | 2023.04.17 14:40 | t/p | 14 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 88.64 | 10820.90 |
| 62 | 2023.04.17 14:40 | t/p | 15 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 72.94 | 10893.84 |