Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1586.11 | Gross profit | 2087.41 | Gross loss | -501.31 |
| Profit factor | 4.16 | Expected payoff | 63.44 | ||
| Absolute drawdown | 272.64 | Maximal drawdown | 423.38 (4.17%) | Relative drawdown | 4.17% (423.38) |
| Total trades | 25 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
| Largest | profit trade | 157.43 | loss trade | -154.30 | |
| Average | profit trade | 109.86 | loss trade | -83.55 | |
| Maximum | consecutive wins (profit in money) | 11 (1442.00) | consecutive losses (loss in money) | 2 (-305.38) | |
| Maximal | consecutive profit (count of wins) | 1442.00 (11) | consecutive loss (count of losses) | -305.38 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.12 08:00 | sell | 1 | 0.10 | 1.01747 | 0.00000 | 0.00000 | ||
| 2 | 2022.09.12 08:00 | modify | 1 | 0.10 | 1.01747 | 1.03247 | 1.00247 | ||
| 3 | 2022.09.13 16:00 | t/p | 1 | 0.10 | 1.00247 | 1.03247 | 1.00247 | 150.74 | 10150.74 |
| 4 | 2022.09.21 08:00 | buy | 2 | 0.10 | 0.99132 | 0.00000 | 0.00000 | ||
| 5 | 2022.09.21 08:00 | modify | 2 | 0.10 | 0.99132 | 0.97632 | 1.00632 | ||
| 6 | 2022.09.23 12:00 | s/l | 2 | 0.10 | 0.97632 | 0.97632 | 1.00632 | -154.30 | 9996.44 |
| 7 | 2022.09.23 12:00 | buy | 3 | 0.10 | 0.97541 | 0.00000 | 0.00000 | ||
| 8 | 2022.09.23 12:00 | modify | 3 | 0.10 | 0.97541 | 0.96041 | 0.99041 | ||
| 9 | 2022.09.26 04:00 | s/l | 3 | 0.10 | 0.96041 | 0.96041 | 0.99041 | -151.08 | 9845.36 |
| 10 | 2022.10.04 08:00 | sell | 4 | 0.10 | 0.98751 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.04 08:00 | modify | 4 | 0.10 | 0.98751 | 1.00251 | 0.97251 | ||
| 12 | 2022.10.07 16:00 | sell | 5 | 0.10 | 0.97837 | 0.00000 | 0.00000 | ||
| 13 | 2022.10.07 16:00 | modify | 5 | 0.10 | 0.97837 | 0.98376 | 0.97251 | ||
| 14 | 2022.10.07 16:00 | modify | 4 | 0.10 | 0.98751 | 0.98376 | 0.97251 | ||
| 15 | 2022.10.10 08:00 | t/p | 4 | 0.10 | 0.97251 | 0.98376 | 0.97251 | 154.46 | 9999.82 |
| 16 | 2022.10.10 08:00 | t/p | 5 | 0.10 | 0.97251 | 0.98376 | 0.97251 | 59.34 | 10059.17 |
| 17 | 2022.10.14 04:00 | sell | 6 | 0.10 | 0.97869 | 0.00000 | 0.00000 | ||
| 18 | 2022.10.14 04:00 | modify | 6 | 0.10 | 0.97869 | 0.99369 | 0.96369 | ||
| 19 | 2022.10.14 12:00 | sell | 7 | 0.10 | 0.97187 | 0.00000 | 0.00000 | ||
| 20 | 2022.10.14 12:00 | modify | 7 | 0.10 | 0.97187 | 0.97719 | 0.96369 | ||
| 21 | 2022.10.14 12:00 | modify | 6 | 0.10 | 0.97869 | 0.97719 | 0.96369 | ||
| 22 | 2022.10.14 16:00 | s/l | 6 | 0.10 | 0.97719 | 0.97719 | 0.96369 | 15.00 | 10074.17 |
| 23 | 2022.10.14 16:00 | s/l | 7 | 0.10 | 0.97719 | 0.97719 | 0.96369 | -53.20 | 10020.97 |
| 24 | 2022.10.26 08:00 | sell | 8 | 0.10 | 1.00330 | 0.00000 | 0.00000 | ||
| 25 | 2022.10.26 08:00 | modify | 8 | 0.10 | 1.00330 | 1.01830 | 0.98830 | ||
| 26 | 2022.10.31 16:00 | t/p | 8 | 0.10 | 0.98830 | 1.01830 | 0.98830 | 153.72 | 10174.68 |
| 27 | 2022.11.03 08:00 | buy | 9 | 0.10 | 0.97865 | 0.00000 | 0.00000 | ||
| 28 | 2022.11.03 08:00 | modify | 9 | 0.10 | 0.97865 | 0.96365 | 0.99365 | ||
| 29 | 2022.11.04 16:00 | t/p | 9 | 0.10 | 0.99365 | 0.96365 | 0.99365 | 148.92 | 10323.61 |
| 30 | 2022.11.10 12:00 | buy | 10 | 0.10 | 0.99474 | 0.00000 | 0.00000 | ||
| 31 | 2022.11.10 12:00 | modify | 10 | 0.10 | 0.99474 | 0.97974 | 1.00974 | ||
| 32 | 2022.11.10 16:00 | t/p | 10 | 0.10 | 1.00974 | 0.97974 | 1.00974 | 150.00 | 10473.61 |
| 33 | 2022.11.21 08:00 | buy | 11 | 0.10 | 1.02580 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.21 08:00 | modify | 11 | 0.10 | 1.02580 | 1.01080 | 1.04080 | ||
| 35 | 2022.11.24 00:00 | t/p | 11 | 0.10 | 1.04080 | 1.01080 | 1.04080 | 144.62 | 10618.23 |
| 36 | 2022.11.28 12:00 | sell | 12 | 0.10 | 1.04741 | 0.00000 | 0.00000 | ||
| 37 | 2022.11.28 12:00 | modify | 12 | 0.10 | 1.04741 | 1.06241 | 1.03241 | ||
| 38 | 2022.11.30 00:00 | t/p | 12 | 0.10 | 1.03241 | 1.06241 | 1.03241 | 151.49 | 10769.72 |
| 39 | 2023.01.03 12:00 | buy | 13 | 0.10 | 1.05311 | 0.00000 | 0.00000 | ||
| 40 | 2023.01.03 12:00 | modify | 13 | 0.10 | 1.05311 | 1.03811 | 1.06811 | ||
| 41 | 2023.01.09 08:00 | t/p | 13 | 0.10 | 1.06811 | 1.03811 | 1.06811 | 143.55 | 10913.26 |
| 42 | 2023.03.15 12:00 | buy | 14 | 0.10 | 1.05902 | 0.00000 | 0.00000 | ||
| 43 | 2023.03.15 12:00 | modify | 14 | 0.10 | 1.05902 | 1.04402 | 1.07402 | ||
| 44 | 2023.03.21 12:00 | t/p | 14 | 0.10 | 1.07402 | 1.04402 | 1.07402 | 143.55 | 11056.81 |
| 45 | 2023.03.23 04:00 | sell | 15 | 0.10 | 1.09007 | 0.00000 | 0.00000 | ||
| 46 | 2023.03.23 04:00 | modify | 15 | 0.10 | 1.09007 | 1.10507 | 1.07507 | ||
| 47 | 2023.03.24 12:00 | t/p | 15 | 0.10 | 1.07507 | 1.10507 | 1.07507 | 150.74 | 11207.55 |
| 48 | 2023.03.24 12:00 | buy | 16 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
| 49 | 2023.03.24 12:00 | modify | 16 | 0.10 | 1.07410 | 1.05910 | 1.08910 | ||
| 50 | 2023.03.28 00:00 | buy | 17 | 0.10 | 1.08091 | 0.00000 | 0.00000 | ||
| 51 | 2023.03.28 00:00 | modify | 17 | 0.10 | 1.08091 | 1.07560 | 1.08910 | ||
| 52 | 2023.03.28 00:00 | modify | 16 | 0.10 | 1.07410 | 1.07560 | 1.08910 | ||
| 53 | 2023.03.30 16:00 | t/p | 16 | 0.10 | 1.08910 | 1.07560 | 1.08910 | 143.55 | 11351.10 |
| 54 | 2023.03.30 16:00 | t/p | 17 | 0.10 | 1.08910 | 1.07560 | 1.08910 | 77.60 | 11428.69 |
| 55 | 2023.06.23 08:00 | buy | 18 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
| 56 | 2023.06.23 08:00 | modify | 18 | 0.10 | 1.08718 | 1.07218 | 1.10218 | ||
| 57 | 2023.06.27 08:00 | buy | 19 | 0.10 | 1.09423 | 0.00000 | 0.00000 | ||
| 58 | 2023.06.27 08:00 | modify | 19 | 0.10 | 1.09423 | 1.08868 | 1.10218 | ||
| 59 | 2023.06.27 08:00 | modify | 18 | 0.10 | 1.08718 | 1.08868 | 1.10218 | ||
| 60 | 2023.06.27 16:00 | buy | 20 | 0.10 | 1.09628 | 0.00000 | 0.00000 | ||
| 61 | 2023.06.27 16:00 | modify | 20 | 0.10 | 1.09628 | 1.09093 | 1.10218 | ||
| 62 | 2023.06.27 16:00 | modify | 19 | 0.10 | 1.09423 | 1.09093 | 1.10218 | ||
| 63 | 2023.06.27 16:00 | modify | 18 | 0.10 | 1.08718 | 1.09093 | 1.10218 | ||
| 64 | 2023.06.28 16:00 | s/l | 18 | 0.10 | 1.09093 | 1.09093 | 1.10218 | 34.27 | 11462.97 |
| 65 | 2023.06.28 16:00 | s/l | 19 | 0.10 | 1.09093 | 1.09093 | 1.10218 | -34.08 | 11428.89 |
| 66 | 2023.06.28 16:00 | s/l | 20 | 0.10 | 1.09093 | 1.09093 | 1.10218 | -54.58 | 11374.31 |
| 67 | 2023.07.13 12:00 | sell | 21 | 0.10 | 1.11742 | 0.00000 | 0.00000 | ||
| 68 | 2023.07.13 12:00 | modify | 21 | 0.10 | 1.11742 | 1.13242 | 1.10242 | ||
| 69 | 2023.07.24 16:00 | sell | 22 | 0.10 | 1.10823 | 0.00000 | 0.00000 | ||
| 70 | 2023.07.24 16:00 | modify | 22 | 0.10 | 1.10823 | 1.11367 | 1.10242 | ||
| 71 | 2023.07.24 16:00 | modify | 21 | 0.10 | 1.11742 | 1.11367 | 1.10242 | ||
| 72 | 2023.07.24 20:00 | sell | 23 | 0.10 | 1.10602 | 0.00000 | 0.00000 | ||
| 73 | 2023.07.24 20:00 | modify | 23 | 0.10 | 1.10602 | 1.11217 | 1.10242 | ||
| 74 | 2023.07.24 20:00 | modify | 22 | 0.10 | 1.10823 | 1.11217 | 1.10242 | ||
| 75 | 2023.07.24 20:00 | modify | 21 | 0.10 | 1.11742 | 1.11217 | 1.10242 | ||
| 76 | 2023.07.25 16:00 | t/p | 21 | 0.10 | 1.10242 | 1.11217 | 1.10242 | 157.43 | 11531.75 |
| 77 | 2023.07.25 16:00 | t/p | 22 | 0.10 | 1.10242 | 1.11217 | 1.10242 | 58.84 | 11590.59 |
| 78 | 2023.07.25 16:00 | t/p | 23 | 0.10 | 1.10242 | 1.11217 | 1.10242 | 36.74 | 11627.33 |
| 79 | 2023.07.28 08:00 | buy | 24 | 0.10 | 1.09548 | 0.00000 | 0.00000 | ||
| 80 | 2023.07.28 08:00 | modify | 24 | 0.10 | 1.09548 | 1.08048 | 1.11048 | ||
| 81 | 2023.07.31 08:00 | buy | 25 | 0.10 | 1.10228 | 0.00000 | 0.00000 | ||
| 82 | 2023.07.31 08:00 | modify | 25 | 0.10 | 1.10228 | 1.09698 | 1.11048 | ||
| 83 | 2023.07.31 08:00 | modify | 24 | 0.10 | 1.09548 | 1.09698 | 1.11048 | ||
| 84 | 2023.08.01 12:00 | s/l | 24 | 0.10 | 1.09698 | 1.09698 | 1.11048 | 12.85 | 11640.18 |
| 85 | 2023.08.01 12:00 | s/l | 25 | 0.10 | 1.09698 | 1.09698 | 1.11048 | -54.08 | 11586.11 |