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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 243.00 | Gross profit | 928.85 | Gross loss | -685.85 |
| Profit factor | 1.35 | Expected payoff | 12.79 | ||
| Absolute drawdown | 313.78 | Maximal drawdown | 341.91 (3.41%) | Relative drawdown | 3.41% (341.91) |
| Total trades | 19 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 152.23 | loss trade | -159.36 | |
| Average | profit trade | 84.44 | loss trade | -85.73 | |
| Maximum | consecutive wins (profit in money) | 5 (628.04) | consecutive losses (loss in money) | 3 (-300.01) | |
| Maximal | consecutive profit (count of wins) | 628.04 (5) | consecutive loss (count of losses) | -300.01 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.12 00:00 | buy | 1 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.12 00:00 | modify | 1 | 0.10 | 1.00486 | 0.99086 | 1.01986 | ||
| 3 | 2022.07.13 16:00 | buy | 2 | 0.10 | 1.00808 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.13 16:00 | modify | 2 | 0.10 | 1.00808 | 1.00561 | 1.01986 | ||
| 5 | 2022.07.13 16:00 | modify | 1 | 0.10 | 1.00486 | 1.00561 | 1.01986 | ||
| 6 | 2022.07.13 20:00 | s/l | 1 | 0.10 | 1.00561 | 1.00561 | 1.01986 | 6.42 | 10006.42 |
| 7 | 2022.07.13 20:00 | s/l | 2 | 0.10 | 1.00561 | 1.00561 | 1.01986 | -24.70 | 9981.72 |
| 8 | 2022.07.18 12:00 | sell | 3 | 0.10 | 1.01425 | 0.00000 | 0.00000 | ||
| 9 | 2022.07.18 12:00 | modify | 3 | 0.10 | 1.01425 | 1.02825 | 0.99925 | ||
| 10 | 2022.08.02 04:00 | s/l | 3 | 0.10 | 1.02825 | 1.02825 | 0.99925 | -128.85 | 9852.87 |
| 11 | 2022.08.16 00:00 | buy | 4 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
| 12 | 2022.08.16 00:00 | modify | 4 | 0.10 | 1.01644 | 1.00244 | 1.03144 | ||
| 13 | 2022.08.22 04:00 | s/l | 4 | 0.10 | 1.00244 | 1.00244 | 1.03144 | -146.45 | 9706.42 |
| 14 | 2022.08.23 04:00 | buy | 5 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
| 15 | 2022.08.23 04:00 | modify | 5 | 0.10 | 0.99447 | 0.98047 | 1.00947 | ||
| 16 | 2022.08.23 16:00 | buy | 6 | 0.10 | 0.99763 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.23 16:00 | modify | 6 | 0.10 | 0.99763 | 0.99522 | 1.00947 | ||
| 18 | 2022.08.23 16:00 | modify | 5 | 0.10 | 0.99447 | 0.99522 | 1.00947 | ||
| 19 | 2022.08.24 04:00 | s/l | 5 | 0.10 | 0.99522 | 0.99522 | 1.00947 | 6.42 | 9712.84 |
| 20 | 2022.08.24 04:00 | s/l | 6 | 0.10 | 0.99522 | 0.99522 | 1.00947 | -25.18 | 9687.67 |
| 21 | 2022.10.05 00:00 | sell | 7 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 22 | 2022.10.05 00:00 | modify | 7 | 0.10 | 0.99839 | 1.01239 | 0.98339 | ||
| 23 | 2022.10.06 16:00 | t/p | 7 | 0.10 | 0.98339 | 1.01239 | 0.98339 | 152.23 | 9839.90 |
| 24 | 2022.10.10 04:00 | buy | 8 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 25 | 2022.10.10 04:00 | modify | 8 | 0.10 | 0.97405 | 0.96005 | 0.98905 | ||
| 26 | 2022.10.24 00:00 | t/p | 8 | 0.10 | 0.98905 | 0.96005 | 0.98905 | 134.94 | 9974.84 |
| 27 | 2022.11.21 16:00 | buy | 9 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 28 | 2022.11.21 16:00 | modify | 9 | 0.10 | 1.02427 | 1.01027 | 1.03927 | ||
| 29 | 2022.11.22 12:00 | buy | 10 | 0.10 | 1.02730 | 0.00000 | 0.00000 | ||
| 30 | 2022.11.22 12:00 | modify | 10 | 0.10 | 1.02730 | 1.02502 | 1.03927 | ||
| 31 | 2022.11.22 12:00 | modify | 9 | 0.10 | 1.02427 | 1.02502 | 1.03927 | ||
| 32 | 2022.11.23 04:00 | buy | 11 | 0.10 | 1.03183 | 0.00000 | 0.00000 | ||
| 33 | 2022.11.23 04:00 | modify | 11 | 0.10 | 1.03183 | 1.02952 | 1.03927 | ||
| 34 | 2022.11.23 04:00 | modify | 10 | 0.10 | 1.02730 | 1.02952 | 1.03927 | ||
| 35 | 2022.11.23 04:00 | modify | 9 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
| 36 | 2022.11.23 20:00 | t/p | 9 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 147.85 | 10122.69 |
| 37 | 2022.11.23 20:00 | t/p | 10 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 118.62 | 10241.31 |
| 38 | 2022.11.23 20:00 | t/p | 11 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 74.40 | 10315.71 |
| 39 | 2023.02.07 00:00 | buy | 12 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 40 | 2023.02.07 00:00 | modify | 12 | 0.10 | 1.07318 | 1.05918 | 1.08818 | ||
| 41 | 2023.02.23 12:00 | s/l | 12 | 0.10 | 1.05918 | 1.05918 | 1.08818 | -159.36 | 10156.35 |
| 42 | 2023.04.14 08:00 | sell | 13 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 43 | 2023.04.14 08:00 | modify | 13 | 0.10 | 1.10653 | 1.12053 | 1.09153 | ||
| 44 | 2023.04.16 20:00 | sell | 14 | 0.10 | 1.09888 | 0.00000 | 0.00000 | ||
| 45 | 2023.04.16 20:00 | modify | 14 | 0.10 | 1.09888 | 1.10128 | 1.09153 | ||
| 46 | 2023.04.16 20:00 | modify | 13 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 47 | 2023.04.17 16:00 | t/p | 13 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.74 | 10307.09 |
| 48 | 2023.04.17 16:00 | t/p | 14 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 74.24 | 10381.33 |
| 49 | 2023.04.25 04:00 | sell | 15 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 50 | 2023.04.25 04:00 | modify | 15 | 0.10 | 1.10528 | 1.11928 | 1.09028 | ||
| 51 | 2023.04.26 04:00 | sell | 16 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 52 | 2023.04.26 04:00 | modify | 16 | 0.10 | 1.09750 | 1.10003 | 1.09028 | ||
| 53 | 2023.04.26 04:00 | modify | 15 | 0.10 | 1.10528 | 1.10003 | 1.09028 | ||
| 54 | 2023.04.26 08:00 | s/l | 15 | 0.10 | 1.10003 | 1.10003 | 1.09028 | 53.24 | 10434.58 |
| 55 | 2023.04.26 08:00 | s/l | 16 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -25.30 | 10409.28 |
| 56 | 2023.05.15 00:00 | buy | 17 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 57 | 2023.05.15 00:00 | modify | 17 | 0.10 | 1.08556 | 1.07156 | 1.10056 | ||
| 58 | 2023.05.25 08:00 | s/l | 17 | 0.10 | 1.07156 | 1.07156 | 1.10056 | -152.91 | 10256.37 |
| 59 | 2023.06.16 00:00 | sell | 18 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
| 60 | 2023.06.16 00:00 | modify | 18 | 0.10 | 1.09455 | 1.10855 | 1.07955 | ||
| 61 | 2023.06.21 04:00 | sell | 19 | 0.10 | 1.09149 | 0.00000 | 0.00000 | ||
| 62 | 2023.06.21 04:00 | modify | 19 | 0.10 | 1.09149 | 1.09380 | 1.07955 | ||
| 63 | 2023.06.21 04:00 | modify | 18 | 0.10 | 1.09455 | 1.09380 | 1.07955 | ||
| 64 | 2023.06.21 16:00 | s/l | 18 | 0.10 | 1.09380 | 1.09380 | 1.07955 | 9.73 | 10266.10 |
| 65 | 2023.06.21 16:00 | s/l | 19 | 0.10 | 1.09380 | 1.09380 | 1.07955 | -23.10 | 10243.00 |