Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 402.60 | Gross profit | 659.49 | Gross loss | -256.89 |
| Profit factor | 2.57 | Expected payoff | 22.37 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 151.39 (1.49%) | Relative drawdown | 1.49% (151.39) |
| Total trades | 18 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 9 (50.00%) | Loss trades (% of total) | 9 (50.00%) | ||
| Largest | profit trade | 96.27 | loss trade | -32.65 | |
| Average | profit trade | 73.28 | loss trade | -28.54 | |
| Maximum | consecutive wins (profit in money) | 3 (233.64) | consecutive losses (loss in money) | 4 (-128.67) | |
| Maximal | consecutive profit (count of wins) | 233.64 (3) | consecutive loss (count of losses) | -128.67 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.11.10 08:00 | sell | 1 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
| 2 | 2022.11.10 08:00 | modify | 1 | 0.10 | 1.56174 | 1.56674 | 1.54674 | ||
| 3 | 2022.11.10 16:00 | t/p | 1 | 0.10 | 1.54674 | 1.56674 | 1.54674 | 96.27 | 10096.27 |
| 4 | 2022.12.16 12:00 | sell | 2 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
| 5 | 2022.12.16 12:00 | modify | 2 | 0.10 | 1.58770 | 1.59270 | 1.57270 | ||
| 6 | 2022.12.18 20:00 | sell | 3 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
| 7 | 2022.12.18 20:00 | modify | 3 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
| 8 | 2022.12.18 20:00 | modify | 2 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
| 9 | 2022.12.19 00:00 | s/l | 2 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 48.01 | 10144.28 |
| 10 | 2022.12.19 00:00 | s/l | 3 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -15.85 | 10128.43 |
| 11 | 2023.01.25 12:00 | buy | 4 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 12 | 2023.01.25 12:00 | modify | 4 | 0.10 | 1.53411 | 1.52911 | 1.54911 | ||
| 13 | 2023.01.26 16:00 | s/l | 4 | 0.10 | 1.52911 | 1.52911 | 1.54911 | -32.65 | 10095.78 |
| 14 | 2023.03.12 20:00 | sell | 5 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
| 15 | 2023.03.12 20:00 | modify | 5 | 0.10 | 1.61392 | 1.61892 | 1.59892 | ||
| 16 | 2023.03.13 00:00 | s/l | 5 | 0.10 | 1.61892 | 1.61892 | 1.59892 | -32.22 | 10063.56 |
| 17 | 2023.04.03 20:00 | buy | 6 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.03 20:00 | modify | 6 | 0.10 | 1.60669 | 1.60169 | 1.62169 | ||
| 19 | 2023.04.04 16:00 | t/p | 6 | 0.10 | 1.62169 | 1.60169 | 1.62169 | 96.06 | 10159.62 |
| 20 | 2023.06.02 08:00 | buy | 7 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
| 21 | 2023.06.02 08:00 | modify | 7 | 0.10 | 1.62825 | 1.62325 | 1.64325 | ||
| 22 | 2023.06.02 12:00 | s/l | 7 | 0.10 | 1.62325 | 1.62325 | 1.64325 | -32.08 | 10127.54 |
| 23 | 2023.06.04 20:00 | buy | 8 | 0.10 | 1.62035 | 0.00000 | 0.00000 | ||
| 24 | 2023.06.04 20:00 | modify | 8 | 0.10 | 1.62035 | 1.61535 | 1.63535 | ||
| 25 | 2023.06.05 16:00 | s/l | 8 | 0.10 | 1.61535 | 1.61535 | 1.63535 | -32.28 | 10095.26 |
| 26 | 2023.06.20 16:00 | sell | 9 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
| 27 | 2023.06.20 16:00 | modify | 9 | 0.10 | 1.61018 | 1.61518 | 1.59518 | ||
| 28 | 2023.06.21 12:00 | s/l | 9 | 0.10 | 1.61518 | 1.61518 | 1.59518 | -32.22 | 10063.04 |
| 29 | 2023.06.22 12:00 | sell | 10 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 30 | 2023.06.22 12:00 | modify | 10 | 0.10 | 1.61939 | 1.62439 | 1.60439 | ||
| 31 | 2023.06.22 16:00 | s/l | 10 | 0.10 | 1.62439 | 1.62439 | 1.60439 | -32.09 | 10030.95 |
| 32 | 2023.07.10 16:00 | sell | 11 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 33 | 2023.07.10 16:00 | modify | 11 | 0.10 | 1.64819 | 1.65319 | 1.63319 | ||
| 34 | 2023.07.12 16:00 | sell | 12 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.12 16:00 | modify | 12 | 0.10 | 1.63979 | 1.64444 | 1.63319 | ||
| 36 | 2023.07.12 16:00 | modify | 11 | 0.10 | 1.64819 | 1.64444 | 1.63319 | ||
| 37 | 2023.07.13 08:00 | t/p | 11 | 0.10 | 1.63319 | 1.64444 | 1.63319 | 95.61 | 10126.56 |
| 38 | 2023.07.13 08:00 | t/p | 12 | 0.10 | 1.63319 | 1.64444 | 1.63319 | 41.97 | 10168.53 |
| 39 | 2023.07.25 20:00 | buy | 13 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 40 | 2023.07.25 20:00 | modify | 13 | 0.10 | 1.62829 | 1.62329 | 1.64329 | ||
| 41 | 2023.07.26 16:00 | t/p | 13 | 0.10 | 1.64329 | 1.62329 | 1.64329 | 96.06 | 10264.59 |
| 42 | 2023.08.02 12:00 | sell | 14 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.02 12:00 | modify | 14 | 0.10 | 1.66928 | 1.67428 | 1.65428 | ||
| 44 | 2023.08.03 04:00 | s/l | 14 | 0.10 | 1.67428 | 1.67428 | 1.65428 | -32.48 | 10232.11 |
| 45 | 2023.08.08 12:00 | sell | 15 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 46 | 2023.08.08 12:00 | modify | 15 | 0.10 | 1.68249 | 1.68749 | 1.66749 | ||
| 47 | 2023.08.09 08:00 | sell | 16 | 0.10 | 1.67265 | 0.00000 | 0.00000 | ||
| 48 | 2023.08.09 08:00 | modify | 16 | 0.10 | 1.67265 | 1.67499 | 1.66749 | ||
| 49 | 2023.08.09 08:00 | modify | 15 | 0.10 | 1.68249 | 1.67499 | 1.66749 | ||
| 50 | 2023.08.09 12:00 | s/l | 15 | 0.10 | 1.67499 | 1.67499 | 1.66749 | 48.00 | 10280.11 |
| 51 | 2023.08.09 12:00 | s/l | 16 | 0.10 | 1.67499 | 1.67499 | 1.66749 | -15.02 | 10265.09 |
| 52 | 2023.09.05 12:00 | sell | 17 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 53 | 2023.09.05 12:00 | modify | 17 | 0.10 | 1.68598 | 1.69098 | 1.67098 | ||
| 54 | 2023.09.07 08:00 | sell | 18 | 0.10 | 1.67757 | 0.00000 | 0.00000 | ||
| 55 | 2023.09.07 08:00 | modify | 18 | 0.10 | 1.67757 | 1.68223 | 1.67098 | ||
| 56 | 2023.09.07 08:00 | modify | 17 | 0.10 | 1.68598 | 1.68223 | 1.67098 | ||
| 57 | 2023.09.11 04:00 | t/p | 17 | 0.10 | 1.67098 | 1.68223 | 1.67098 | 95.48 | 10360.57 |
| 58 | 2023.09.11 04:00 | t/p | 18 | 0.10 | 1.67098 | 1.68223 | 1.67098 | 42.03 | 10402.60 |