Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=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 | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 623.15 | Gross profit | 1105.08 | Gross loss | -481.92 |
| Profit factor | 2.29 | Expected payoff | 36.66 | ||
| Absolute drawdown | 152.63 | Maximal drawdown | 233.61 (2.21%) | Relative drawdown | 2.21% (233.61) |
| Total trades | 17 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 155.95 | loss trade | -136.14 | |
| Average | profit trade | 100.46 | loss trade | -80.32 | |
| Maximum | consecutive wins (profit in money) | 4 (509.42) | consecutive losses (loss in money) | 2 (-158.21) | |
| Maximal | consecutive profit (count of wins) | 509.42 (4) | consecutive loss (count of losses) | -158.21 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.16 00:00 | buy | 1 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.16 00:00 | modify | 1 | 0.10 | 1.01644 | 1.00444 | 1.03144 | ||
| 3 | 2022.08.19 16:00 | s/l | 1 | 0.10 | 1.00444 | 1.00444 | 1.03144 | -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 | 2022.08.31 04:00 | buy | 3 | 0.10 | 1.00352 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.31 04:00 | modify | 3 | 0.10 | 1.00352 | 0.99972 | 1.00947 | ||
| 8 | 2022.08.31 04:00 | modify | 2 | 0.10 | 0.99447 | 0.99972 | 1.00947 | ||
| 9 | 2022.08.31 12:00 | s/l | 2 | 0.10 | 0.99972 | 0.99972 | 1.00947 | 43.89 | 9918.52 |
| 10 | 2022.08.31 12:00 | s/l | 3 | 0.10 | 0.99972 | 0.99972 | 1.00947 | -38.00 | 9880.52 |
| 11 | 2022.10.05 00:00 | sell | 4 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 12 | 2022.10.05 00:00 | modify | 4 | 0.10 | 0.99839 | 1.01039 | 0.98339 | ||
| 13 | 2022.10.06 16:00 | t/p | 4 | 0.10 | 0.98339 | 1.01039 | 0.98339 | 152.23 | 10032.75 |
| 14 | 2022.10.10 04:00 | buy | 5 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 15 | 2022.10.10 04:00 | modify | 5 | 0.10 | 0.97405 | 0.96205 | 0.98905 | ||
| 16 | 2022.10.24 00:00 | t/p | 5 | 0.10 | 0.98905 | 0.96205 | 0.98905 | 134.94 | 10167.69 |
| 17 | 2022.11.21 16:00 | buy | 6 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 18 | 2022.11.21 16:00 | modify | 6 | 0.10 | 1.02427 | 1.01227 | 1.03927 | ||
| 19 | 2022.11.23 04:00 | buy | 7 | 0.10 | 1.03183 | 0.00000 | 0.00000 | ||
| 20 | 2022.11.23 04:00 | modify | 7 | 0.10 | 1.03183 | 1.02952 | 1.03927 | ||
| 21 | 2022.11.23 04:00 | modify | 6 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
| 22 | 2022.11.23 20:00 | t/p | 6 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 147.85 | 10315.53 |
| 23 | 2022.11.23 20:00 | t/p | 7 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 74.40 | 10389.93 |
| 24 | 2023.02.07 00:00 | buy | 8 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 25 | 2023.02.07 00:00 | modify | 8 | 0.10 | 1.07318 | 1.06118 | 1.08818 | ||
| 26 | 2023.02.22 20:00 | s/l | 8 | 0.10 | 1.06118 | 1.06118 | 1.08818 | -136.14 | 10253.80 |
| 27 | 2023.04.14 08:00 | sell | 9 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 28 | 2023.04.14 08:00 | modify | 9 | 0.10 | 1.10653 | 1.11853 | 1.09153 | ||
| 29 | 2023.04.16 20:00 | sell | 10 | 0.10 | 1.09888 | 0.00000 | 0.00000 | ||
| 30 | 2023.04.16 20:00 | modify | 10 | 0.10 | 1.09888 | 1.10128 | 1.09153 | ||
| 31 | 2023.04.16 20:00 | modify | 9 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 32 | 2023.04.17 16:00 | t/p | 9 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.74 | 10404.54 |
| 33 | 2023.04.17 16:00 | t/p | 10 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 74.24 | 10478.78 |
| 34 | 2023.04.25 04:00 | sell | 11 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 35 | 2023.04.25 04:00 | modify | 11 | 0.10 | 1.10528 | 1.11728 | 1.09028 | ||
| 36 | 2023.04.26 04:00 | sell | 12 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 37 | 2023.04.26 04:00 | modify | 12 | 0.10 | 1.09750 | 1.10003 | 1.09028 | ||
| 38 | 2023.04.26 04:00 | modify | 11 | 0.10 | 1.10528 | 1.10003 | 1.09028 | ||
| 39 | 2023.04.26 08:00 | s/l | 11 | 0.10 | 1.10003 | 1.10003 | 1.09028 | 53.24 | 10532.03 |
| 40 | 2023.04.26 08:00 | s/l | 12 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -25.30 | 10506.73 |
| 41 | 2023.05.15 00:00 | buy | 13 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 42 | 2023.05.15 00:00 | modify | 13 | 0.10 | 1.08556 | 1.07356 | 1.10056 | ||
| 43 | 2023.05.25 08:00 | s/l | 13 | 0.10 | 1.07356 | 1.07356 | 1.10056 | -132.91 | 10373.82 |
| 44 | 2023.06.16 00:00 | sell | 14 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
| 45 | 2023.06.16 00:00 | modify | 14 | 0.10 | 1.09455 | 1.10655 | 1.07955 | ||
| 46 | 2023.06.23 08:00 | sell | 15 | 0.10 | 1.08688 | 0.00000 | 0.00000 | ||
| 47 | 2023.06.23 08:00 | modify | 15 | 0.10 | 1.08688 | 1.08930 | 1.07955 | ||
| 48 | 2023.06.23 08:00 | modify | 14 | 0.10 | 1.09455 | 1.08930 | 1.07955 | ||
| 49 | 2023.06.23 16:00 | s/l | 14 | 0.10 | 1.08930 | 1.08930 | 1.07955 | 57.70 | 10431.52 |
| 50 | 2023.06.23 16:00 | s/l | 15 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -24.20 | 10407.32 |
| 51 | 2023.07.14 00:00 | sell | 16 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 52 | 2023.07.14 00:00 | modify | 16 | 0.10 | 1.12235 | 1.13435 | 1.10735 | ||
| 53 | 2023.07.20 20:00 | sell | 17 | 0.10 | 1.11319 | 0.00000 | 0.00000 | ||
| 54 | 2023.07.20 20:00 | modify | 17 | 0.10 | 1.11319 | 1.11710 | 1.10735 | ||
| 55 | 2023.07.20 20:00 | modify | 16 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
| 56 | 2023.07.24 12:00 | t/p | 16 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 155.95 | 10563.27 |
| 57 | 2023.07.24 12:00 | t/p | 17 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 59.89 | 10623.15 |