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=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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 141.81 | Gross profit | 877.29 | Gross loss | -735.48 |
| Profit factor | 1.19 | Expected payoff | 7.88 | ||
| Absolute drawdown | 170.86 | Maximal drawdown | 342.89 (3.33%) | Relative drawdown | 3.33% (342.89) |
| Total trades | 18 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 9 (22.22%) |
| Profit trades (% of total) | 7 (38.89%) | Loss trades (% of total) | 11 (61.11%) | ||
| Largest | profit trade | 145.95 | loss trade | -77.53 | |
| Average | profit trade | 125.33 | loss trade | -66.86 | |
| Maximum | consecutive wins (profit in money) | 3 (425.20) | consecutive losses (loss in money) | 4 (-289.52) | |
| Maximal | consecutive profit (count of wins) | 425.20 (3) | consecutive loss (count of losses) | -289.52 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.16 12:00 | buy | 1 | 0.10 | 1.01306 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.16 12:00 | modify | 1 | 0.10 | 1.01306 | 1.00606 | 1.02706 | ||
| 3 | 2022.08.19 12:00 | s/l | 1 | 0.10 | 1.00606 | 1.00606 | 1.02706 | -75.38 | 9924.62 |
| 4 | 2022.08.22 16:00 | buy | 2 | 0.10 | 0.99375 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.22 16:00 | modify | 2 | 0.10 | 0.99375 | 0.98675 | 1.00775 | ||
| 6 | 2022.08.26 16:00 | t/p | 2 | 0.10 | 1.00775 | 0.98675 | 1.00775 | 133.55 | 10058.17 |
| 7 | 2022.09.21 20:00 | buy | 3 | 0.10 | 0.98537 | 0.00000 | 0.00000 | ||
| 8 | 2022.09.21 20:00 | modify | 3 | 0.10 | 0.98537 | 0.97837 | 0.99937 | ||
| 9 | 2022.09.23 08:00 | s/l | 3 | 0.10 | 0.97837 | 0.97837 | 0.99937 | -74.30 | 9983.86 |
| 10 | 2022.09.23 12:00 | buy | 4 | 0.10 | 0.97541 | 0.00000 | 0.00000 | ||
| 11 | 2022.09.23 12:00 | modify | 4 | 0.10 | 0.97541 | 0.96841 | 0.98941 | ||
| 12 | 2022.09.23 20:00 | s/l | 4 | 0.10 | 0.96841 | 0.96841 | 0.98941 | -70.00 | 9913.86 |
| 13 | 2022.09.26 20:00 | buy | 5 | 0.10 | 0.96118 | 0.00000 | 0.00000 | ||
| 14 | 2022.09.26 20:00 | modify | 5 | 0.10 | 0.96118 | 0.95418 | 0.97518 | ||
| 15 | 2022.09.28 08:00 | s/l | 5 | 0.10 | 0.95418 | 0.95418 | 0.97518 | -72.15 | 9841.71 |
| 16 | 2022.10.26 20:00 | sell | 6 | 0.10 | 1.00814 | 0.00000 | 0.00000 | ||
| 17 | 2022.10.26 20:00 | modify | 6 | 0.10 | 1.00814 | 1.01514 | 0.99414 | ||
| 18 | 2022.10.28 08:00 | t/p | 6 | 0.10 | 0.99414 | 1.01514 | 0.99414 | 142.97 | 9984.69 |
| 19 | 2022.11.11 20:00 | sell | 7 | 0.10 | 1.03622 | 0.00000 | 0.00000 | ||
| 20 | 2022.11.11 20:00 | modify | 7 | 0.10 | 1.03622 | 1.04322 | 1.02222 | ||
| 21 | 2022.11.15 12:00 | s/l | 7 | 0.10 | 1.04322 | 1.04322 | 1.02222 | -68.51 | 9916.17 |
| 22 | 2023.01.12 20:00 | sell | 8 | 0.10 | 1.08490 | 0.00000 | 0.00000 | ||
| 23 | 2023.01.12 20:00 | modify | 8 | 0.10 | 1.08490 | 1.09190 | 1.07090 | ||
| 24 | 2023.01.23 08:00 | s/l | 8 | 0.10 | 1.09190 | 1.09190 | 1.07090 | -63.31 | 9852.86 |
| 25 | 2023.02.02 00:00 | sell | 9 | 0.10 | 1.10123 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.02 00:00 | modify | 9 | 0.10 | 1.10123 | 1.10823 | 1.08723 | ||
| 27 | 2023.02.03 16:00 | t/p | 9 | 0.10 | 1.08723 | 1.10823 | 1.08723 | 140.74 | 9993.60 |
| 28 | 2023.03.22 20:00 | sell | 10 | 0.10 | 1.08652 | 0.00000 | 0.00000 | ||
| 29 | 2023.03.22 20:00 | modify | 10 | 0.10 | 1.08652 | 1.09352 | 1.07252 | ||
| 30 | 2023.03.24 12:00 | t/p | 10 | 0.10 | 1.07252 | 1.09352 | 1.07252 | 142.97 | 10136.58 |
| 31 | 2023.04.13 16:00 | sell | 11 | 0.10 | 1.10530 | 0.00000 | 0.00000 | ||
| 32 | 2023.04.13 16:00 | modify | 11 | 0.10 | 1.10530 | 1.11230 | 1.09130 | ||
| 33 | 2023.04.17 16:00 | t/p | 11 | 0.10 | 1.09130 | 1.11230 | 1.09130 | 141.49 | 10278.06 |
| 34 | 2023.05.14 20:00 | buy | 12 | 0.10 | 1.08640 | 0.00000 | 0.00000 | ||
| 35 | 2023.05.14 20:00 | modify | 12 | 0.10 | 1.08640 | 1.07940 | 1.10040 | ||
| 36 | 2023.05.18 16:00 | s/l | 12 | 0.10 | 1.07940 | 1.07940 | 1.10040 | -76.45 | 10201.61 |
| 37 | 2023.05.18 16:00 | buy | 13 | 0.10 | 1.07782 | 0.00000 | 0.00000 | ||
| 38 | 2023.05.18 16:00 | modify | 13 | 0.10 | 1.07782 | 1.07082 | 1.09182 | ||
| 39 | 2023.05.25 16:00 | s/l | 13 | 0.10 | 1.07082 | 1.07082 | 1.09182 | -77.53 | 10124.08 |
| 40 | 2023.06.14 16:00 | sell | 14 | 0.10 | 1.08577 | 0.00000 | 0.00000 | ||
| 41 | 2023.06.14 16:00 | modify | 14 | 0.10 | 1.08577 | 1.09277 | 1.07177 | ||
| 42 | 2023.06.15 16:00 | s/l | 14 | 0.10 | 1.09277 | 1.09277 | 1.07177 | -67.77 | 10056.31 |
| 43 | 2023.07.12 16:00 | sell | 15 | 0.10 | 1.11220 | 0.00000 | 0.00000 | ||
| 44 | 2023.07.12 16:00 | modify | 15 | 0.10 | 1.11220 | 1.11920 | 1.09820 | ||
| 45 | 2023.07.13 16:00 | s/l | 15 | 0.10 | 1.11920 | 1.11920 | 1.09820 | -67.77 | 9988.54 |
| 46 | 2023.07.14 12:00 | sell | 16 | 0.10 | 1.12243 | 0.00000 | 0.00000 | ||
| 47 | 2023.07.14 12:00 | modify | 16 | 0.10 | 1.12243 | 1.12943 | 1.10843 | ||
| 48 | 2023.07.24 08:00 | t/p | 16 | 0.10 | 1.10843 | 1.12943 | 1.10843 | 145.95 | 10134.49 |
| 49 | 2023.07.24 08:00 | buy | 17 | 0.10 | 1.10841 | 0.00000 | 0.00000 | ||
| 50 | 2023.07.24 08:00 | modify | 17 | 0.10 | 1.10841 | 1.10141 | 1.12241 | ||
| 51 | 2023.07.27 12:00 | buy | 18 | 0.10 | 1.11414 | 0.00000 | 0.00000 | ||
| 52 | 2023.07.27 12:00 | modify | 18 | 0.10 | 1.11414 | 1.11191 | 1.12241 | ||
| 53 | 2023.07.27 12:00 | modify | 17 | 0.10 | 1.10841 | 1.11191 | 1.12241 | ||
| 54 | 2023.07.27 16:00 | s/l | 17 | 0.10 | 1.11191 | 1.11191 | 1.12241 | 29.62 | 10164.11 |
| 55 | 2023.07.27 16:00 | s/l | 18 | 0.10 | 1.11191 | 1.11191 | 1.12241 | -22.30 | 10141.81 |