Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
| 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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 30 | ||
| Total net profit | -106.31 | Gross profit | 465.00 | Gross loss | -571.32 |
| Profit factor | 0.81 | Expected payoff | -7.09 | ||
| Absolute drawdown | 241.33 | Maximal drawdown | 304.25 (3.02%) | Relative drawdown | 3.02% (304.25) |
| Total trades | 15 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 150.74 | loss trade | -136.14 | |
| Average | profit trade | 66.43 | loss trade | -71.41 | |
| Maximum | consecutive wins (profit in money) | 3 (285.73) | consecutive losses (loss in money) | 3 (-262.57) | |
| Maximal | consecutive profit (count of wins) | 285.73 (3) | consecutive loss (count of losses) | -262.57 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.16 04:00 | buy | 1 | 0.10 | 1.01650 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.16 04:00 | modify | 1 | 0.10 | 1.01650 | 1.00450 | 1.03150 | ||
| 3 | 2022.08.19 16:00 | s/l | 1 | 0.10 | 1.00450 | 1.00450 | 1.03150 | -125.38 | 9874.62 |
| 4 | 2022.08.23 04:00 | buy | 2 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.23 04:00 | modify | 2 | 0.10 | 0.99447 | 0.98247 | 1.00947 | ||
| 6 | 2022.08.23 16:00 | buy | 3 | 0.10 | 0.99763 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.23 16:00 | modify | 3 | 0.10 | 0.99763 | 0.99597 | 1.00947 | ||
| 8 | 2022.08.23 16:00 | modify | 2 | 0.10 | 0.99447 | 0.99597 | 1.00947 | ||
| 9 | 2022.08.23 20:00 | s/l | 2 | 0.10 | 0.99597 | 0.99597 | 1.00947 | 15.00 | 9889.62 |
| 10 | 2022.08.23 20:00 | s/l | 3 | 0.10 | 0.99597 | 0.99597 | 1.00947 | -16.60 | 9873.02 |
| 11 | 2022.10.10 04:00 | buy | 4 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 12 | 2022.10.10 04:00 | modify | 4 | 0.10 | 0.97405 | 0.96205 | 0.98905 | ||
| 13 | 2022.10.24 00:00 | t/p | 4 | 0.10 | 0.98905 | 0.96205 | 0.98905 | 134.94 | 10007.96 |
| 14 | 2022.12.02 04:00 | sell | 5 | 0.10 | 1.05242 | 0.00000 | 0.00000 | ||
| 15 | 2022.12.02 04:00 | modify | 5 | 0.10 | 1.05242 | 1.06442 | 1.03742 | ||
| 16 | 2022.12.05 20:00 | sell | 6 | 0.10 | 1.04924 | 0.00000 | 0.00000 | ||
| 17 | 2022.12.05 20:00 | modify | 6 | 0.10 | 1.04924 | 1.05092 | 1.03742 | ||
| 18 | 2022.12.05 20:00 | modify | 5 | 0.10 | 1.05242 | 1.05092 | 1.03742 | ||
| 19 | 2022.12.06 04:00 | s/l | 5 | 0.10 | 1.05092 | 1.05092 | 1.03742 | 16.49 | 10024.45 |
| 20 | 2022.12.06 04:00 | s/l | 6 | 0.10 | 1.05092 | 1.05092 | 1.03742 | -16.06 | 10008.39 |
| 21 | 2022.12.19 00:00 | buy | 7 | 0.10 | 1.05872 | 0.00000 | 0.00000 | ||
| 22 | 2022.12.19 00:00 | modify | 7 | 0.10 | 1.05872 | 1.04672 | 1.07372 | ||
| 23 | 2022.12.21 16:00 | buy | 8 | 0.10 | 1.06183 | 0.00000 | 0.00000 | ||
| 24 | 2022.12.21 16:00 | modify | 8 | 0.10 | 1.06183 | 1.06022 | 1.07372 | ||
| 25 | 2022.12.21 16:00 | modify | 7 | 0.10 | 1.05872 | 1.06022 | 1.07372 | ||
| 26 | 2022.12.21 20:00 | s/l | 7 | 0.10 | 1.06022 | 1.06022 | 1.07372 | 12.85 | 10021.24 |
| 27 | 2022.12.21 20:00 | s/l | 8 | 0.10 | 1.06022 | 1.06022 | 1.07372 | -16.10 | 10005.14 |
| 28 | 2023.02.07 00:00 | buy | 9 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 29 | 2023.02.07 00:00 | modify | 9 | 0.10 | 1.07318 | 1.06118 | 1.08818 | ||
| 30 | 2023.02.22 20:00 | s/l | 9 | 0.10 | 1.06118 | 1.06118 | 1.08818 | -136.14 | 9869.00 |
| 31 | 2023.03.31 00:00 | sell | 10 | 0.10 | 1.09040 | 0.00000 | 0.00000 | ||
| 32 | 2023.03.31 00:00 | modify | 10 | 0.10 | 1.09040 | 1.10240 | 1.07540 | ||
| 33 | 2023.04.13 12:00 | s/l | 10 | 0.10 | 1.10240 | 1.10240 | 1.07540 | -110.34 | 9758.67 |
| 34 | 2023.04.14 08:00 | sell | 11 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 35 | 2023.04.14 08:00 | modify | 11 | 0.10 | 1.10653 | 1.11853 | 1.09153 | ||
| 36 | 2023.04.16 20:00 | sell | 12 | 0.10 | 1.09888 | 0.00000 | 0.00000 | ||
| 37 | 2023.04.16 20:00 | modify | 12 | 0.10 | 1.09888 | 1.10053 | 1.09153 | ||
| 38 | 2023.04.16 20:00 | modify | 11 | 0.10 | 1.10653 | 1.10053 | 1.09153 | ||
| 39 | 2023.04.17 16:00 | t/p | 11 | 0.10 | 1.09153 | 1.10053 | 1.09153 | 150.74 | 9909.41 |
| 40 | 2023.04.17 16:00 | t/p | 12 | 0.10 | 1.09153 | 1.10053 | 1.09153 | 74.24 | 9983.65 |
| 41 | 2023.04.25 04:00 | sell | 13 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 42 | 2023.04.25 04:00 | modify | 13 | 0.10 | 1.10528 | 1.11728 | 1.09028 | ||
| 43 | 2023.04.26 04:00 | sell | 14 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 44 | 2023.04.26 04:00 | modify | 14 | 0.10 | 1.09750 | 1.09928 | 1.09028 | ||
| 45 | 2023.04.26 04:00 | modify | 13 | 0.10 | 1.10528 | 1.09928 | 1.09028 | ||
| 46 | 2023.04.26 08:00 | s/l | 13 | 0.10 | 1.09928 | 1.09928 | 1.09028 | 60.74 | 10044.40 |
| 47 | 2023.04.26 08:00 | s/l | 14 | 0.10 | 1.09928 | 1.09928 | 1.09028 | -17.80 | 10026.60 |
| 48 | 2023.05.15 00:00 | buy | 15 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 49 | 2023.05.15 00:00 | modify | 15 | 0.10 | 1.08556 | 1.07356 | 1.10056 | ||
| 50 | 2023.05.25 08:00 | s/l | 15 | 0.10 | 1.07356 | 1.07356 | 1.10056 | -132.91 | 9893.69 |