Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 30 | ||
| Total net profit | 906.92 | Gross profit | 930.86 | Gross loss | -23.94 |
| Profit factor | 38.88 | Expected payoff | 100.77 | ||
| Absolute drawdown | 24.34 | Maximal drawdown | 103.16 (1.00%) | Relative drawdown | 1.00% (103.16) |
| Total trades | 9 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 151.54 | loss trade | -23.94 | |
| Average | profit trade | 116.36 | loss trade | -23.94 | |
| Maximum | consecutive wins (profit in money) | 6 (696.41) | consecutive losses (loss in money) | 1 (-23.94) | |
| Maximal | consecutive profit (count of wins) | 696.41 (6) | consecutive loss (count of losses) | -23.94 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.10 16:00 | buy | 1 | 0.10 | 0.97056 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.10 16:00 | modify | 1 | 0.10 | 0.97056 | 0.95556 | 0.98556 | ||
| 3 | 2022.10.18 08:00 | t/p | 1 | 0.10 | 0.98556 | 0.95556 | 0.98556 | 144.86 | 10144.86 |
| 4 | 2022.10.26 12:00 | sell | 2 | 0.10 | 1.00211 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.26 12:00 | modify | 2 | 0.10 | 1.00211 | 1.01711 | 0.98711 | ||
| 6 | 2022.10.31 08:00 | sell | 3 | 0.10 | 0.99291 | 0.00000 | 0.00000 | ||
| 7 | 2022.10.31 08:00 | modify | 3 | 0.10 | 0.99291 | 0.99686 | 0.98711 | ||
| 8 | 2022.10.31 08:00 | modify | 2 | 0.10 | 1.00211 | 0.99686 | 0.98711 | ||
| 9 | 2022.11.01 16:00 | t/p | 2 | 0.10 | 0.98711 | 0.99686 | 0.98711 | 151.32 | 10296.18 |
| 10 | 2022.11.01 16:00 | t/p | 3 | 0.10 | 0.98711 | 0.99686 | 0.98711 | 58.22 | 10354.40 |
| 11 | 2022.11.21 16:00 | buy | 4 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 12 | 2022.11.21 16:00 | modify | 4 | 0.10 | 1.02427 | 1.00927 | 1.03927 | ||
| 13 | 2022.11.23 20:00 | t/p | 4 | 0.10 | 1.03927 | 1.00927 | 1.03927 | 148.72 | 10503.11 |
| 14 | 2023.04.14 08:00 | sell | 5 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 15 | 2023.04.14 08:00 | modify | 5 | 0.10 | 1.10653 | 1.12153 | 1.09153 | ||
| 16 | 2023.04.17 16:00 | t/p | 5 | 0.10 | 1.09153 | 1.12153 | 1.09153 | 150.22 | 10653.33 |
| 17 | 2023.06.23 12:00 | buy | 6 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
| 18 | 2023.06.23 12:00 | modify | 6 | 0.10 | 1.08792 | 1.07292 | 1.10292 | ||
| 19 | 2023.06.27 12:00 | buy | 7 | 0.10 | 1.09475 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.27 12:00 | modify | 7 | 0.10 | 1.09475 | 1.09242 | 1.10292 | ||
| 21 | 2023.06.27 12:00 | modify | 6 | 0.10 | 1.08792 | 1.09242 | 1.10292 | ||
| 22 | 2023.06.28 16:00 | s/l | 6 | 0.10 | 1.09242 | 1.09242 | 1.10292 | 43.07 | 10696.41 |
| 23 | 2023.06.28 16:00 | s/l | 7 | 0.10 | 1.09242 | 1.09242 | 1.10292 | -23.94 | 10672.47 |
| 24 | 2023.08.10 16:00 | sell | 8 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 25 | 2023.08.10 16:00 | modify | 8 | 0.10 | 1.10152 | 1.11652 | 1.08652 | ||
| 26 | 2023.08.11 20:00 | sell | 9 | 0.10 | 1.09468 | 0.00000 | 0.00000 | ||
| 27 | 2023.08.11 20:00 | modify | 9 | 0.10 | 1.09468 | 1.09702 | 1.08652 | ||
| 28 | 2023.08.11 20:00 | modify | 8 | 0.10 | 1.10152 | 1.09702 | 1.08652 | ||
| 29 | 2023.08.17 04:00 | t/p | 8 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 151.54 | 10824.00 |
| 30 | 2023.08.17 04:00 | t/p | 9 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 82.92 | 10906.92 |