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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 147.51 | Gross profit | 626.27 | Gross loss | -478.76 |
| Profit factor | 1.31 | Expected payoff | 7.76 | ||
| Absolute drawdown | 14.30 | Maximal drawdown | 306.84 (2.94%) | Relative drawdown | 2.94% (306.84) |
| Total trades | 19 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 9 (47.37%) | Loss trades (% of total) | 10 (52.63%) | ||
| Largest | profit trade | 96.05 | loss trade | -65.04 | |
| Average | profit trade | 69.59 | loss trade | -47.88 | |
| Maximum | consecutive wins (profit in money) | 5 (387.83) | consecutive losses (loss in money) | 5 (-228.14) | |
| Maximal | consecutive profit (count of wins) | 387.83 (5) | consecutive loss (count of losses) | -228.14 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 1.53612 | 1.54612 | 1.52112 | ||
| 3 | 2022.10.05 20:00 | t/p | 1 | 0.10 | 1.52112 | 1.54612 | 1.52112 | 96.05 | 10096.05 |
| 4 | 2022.10.16 20:00 | sell | 2 | 0.10 | 1.56511 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.16 20:00 | modify | 2 | 0.10 | 1.56511 | 1.57511 | 1.55011 | ||
| 6 | 2022.10.20 16:00 | t/p | 2 | 0.10 | 1.55011 | 1.57511 | 1.55011 | 95.39 | 10191.44 |
| 7 | 2022.11.09 20:00 | sell | 3 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
| 8 | 2022.11.09 20:00 | modify | 3 | 0.10 | 1.55710 | 1.56710 | 1.54210 | ||
| 9 | 2022.11.11 00:00 | t/p | 3 | 0.10 | 1.54210 | 1.56710 | 1.54210 | 95.66 | 10287.10 |
| 10 | 2022.12.12 20:00 | sell | 4 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
| 11 | 2022.12.12 20:00 | modify | 4 | 0.10 | 1.56069 | 1.57069 | 1.54569 | ||
| 12 | 2022.12.13 16:00 | t/p | 4 | 0.10 | 1.54569 | 1.57069 | 1.54569 | 96.05 | 10383.15 |
| 13 | 2023.02.05 20:00 | sell | 5 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
| 14 | 2023.02.05 20:00 | modify | 5 | 0.10 | 1.56285 | 1.57285 | 1.54785 | ||
| 15 | 2023.02.06 08:00 | sell | 6 | 0.10 | 1.55660 | 0.00000 | 0.00000 | ||
| 16 | 2023.02.06 08:00 | modify | 6 | 0.10 | 1.55660 | 1.56210 | 1.54785 | ||
| 17 | 2023.02.06 08:00 | modify | 5 | 0.10 | 1.56285 | 1.56210 | 1.54785 | ||
| 18 | 2023.02.06 12:00 | s/l | 5 | 0.10 | 1.56210 | 1.56210 | 1.54785 | 4.68 | 10387.83 |
| 19 | 2023.02.06 12:00 | s/l | 6 | 0.10 | 1.56210 | 1.56210 | 1.54785 | -35.27 | 10352.56 |
| 20 | 2023.02.26 20:00 | sell | 7 | 0.10 | 1.56589 | 0.00000 | 0.00000 | ||
| 21 | 2023.02.26 20:00 | modify | 7 | 0.10 | 1.56589 | 1.57589 | 1.55089 | ||
| 22 | 2023.02.27 16:00 | s/l | 7 | 0.10 | 1.57589 | 1.57589 | 1.55089 | -64.25 | 10288.30 |
| 23 | 2023.02.27 20:00 | sell | 8 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
| 24 | 2023.02.27 20:00 | modify | 8 | 0.10 | 1.57482 | 1.58482 | 1.55982 | ||
| 25 | 2023.03.06 16:00 | s/l | 8 | 0.10 | 1.58482 | 1.58482 | 1.55982 | -65.04 | 10223.27 |
| 26 | 2023.03.12 20:00 | sell | 9 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
| 27 | 2023.03.12 20:00 | modify | 9 | 0.10 | 1.61392 | 1.62392 | 1.59892 | ||
| 28 | 2023.03.13 08:00 | sell | 10 | 0.10 | 1.60687 | 0.00000 | 0.00000 | ||
| 29 | 2023.03.13 08:00 | modify | 10 | 0.10 | 1.60687 | 1.61017 | 1.59892 | ||
| 30 | 2023.03.13 08:00 | modify | 9 | 0.10 | 1.61392 | 1.61017 | 1.59892 | ||
| 31 | 2023.03.13 12:00 | s/l | 9 | 0.10 | 1.61017 | 1.61017 | 1.59892 | 23.91 | 10247.18 |
| 32 | 2023.03.13 12:00 | s/l | 10 | 0.10 | 1.61017 | 1.61017 | 1.59892 | -21.16 | 10226.02 |
| 33 | 2023.04.03 20:00 | buy | 11 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 34 | 2023.04.03 20:00 | modify | 11 | 0.10 | 1.60669 | 1.59669 | 1.62169 | ||
| 35 | 2023.04.04 16:00 | t/p | 11 | 0.10 | 1.62169 | 1.59669 | 1.62169 | 95.97 | 10321.99 |
| 36 | 2023.04.06 20:00 | sell | 12 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
| 37 | 2023.04.06 20:00 | modify | 12 | 0.10 | 1.63696 | 1.64696 | 1.62196 | ||
| 38 | 2023.04.17 16:00 | sell | 13 | 0.10 | 1.63090 | 0.00000 | 0.00000 | ||
| 39 | 2023.04.17 16:00 | modify | 13 | 0.10 | 1.63090 | 1.63621 | 1.62196 | ||
| 40 | 2023.04.17 16:00 | modify | 12 | 0.10 | 1.63696 | 1.63621 | 1.62196 | ||
| 41 | 2023.04.17 20:00 | sell | 14 | 0.10 | 1.63014 | 0.00000 | 0.00000 | ||
| 42 | 2023.04.17 20:00 | modify | 14 | 0.10 | 1.63014 | 1.63321 | 1.62196 | ||
| 43 | 2023.04.17 20:00 | modify | 13 | 0.10 | 1.63090 | 1.63321 | 1.62196 | ||
| 44 | 2023.04.17 20:00 | modify | 12 | 0.10 | 1.63696 | 1.63321 | 1.62196 | ||
| 45 | 2023.04.19 08:00 | s/l | 12 | 0.10 | 1.63321 | 1.63321 | 1.62196 | 22.60 | 10344.58 |
| 46 | 2023.04.19 08:00 | s/l | 13 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -15.07 | 10329.51 |
| 47 | 2023.04.19 08:00 | s/l | 14 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -19.95 | 10309.56 |
| 48 | 2023.04.24 20:00 | sell | 15 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
| 49 | 2023.04.24 20:00 | modify | 15 | 0.10 | 1.64959 | 1.65959 | 1.63459 | ||
| 50 | 2023.04.26 04:00 | s/l | 15 | 0.10 | 1.65959 | 1.65959 | 1.63459 | -64.38 | 10245.18 |
| 51 | 2023.06.04 20:00 | buy | 16 | 0.10 | 1.62035 | 0.00000 | 0.00000 | ||
| 52 | 2023.06.04 20:00 | modify | 16 | 0.10 | 1.62035 | 1.61035 | 1.63535 | ||
| 53 | 2023.06.06 08:00 | s/l | 16 | 0.10 | 1.61035 | 1.61035 | 1.63535 | -64.49 | 10180.69 |
| 54 | 2023.06.22 20:00 | sell | 17 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
| 55 | 2023.06.22 20:00 | modify | 17 | 0.10 | 1.62150 | 1.63150 | 1.60650 | ||
| 56 | 2023.06.23 04:00 | s/l | 17 | 0.10 | 1.63150 | 1.63150 | 1.60650 | -64.24 | 10116.45 |
| 57 | 2023.07.25 20:00 | buy | 18 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 58 | 2023.07.25 20:00 | modify | 18 | 0.10 | 1.62829 | 1.61829 | 1.64329 | ||
| 59 | 2023.07.26 16:00 | t/p | 18 | 0.10 | 1.64329 | 1.61829 | 1.64329 | 95.97 | 10212.42 |
| 60 | 2023.08.02 20:00 | sell | 19 | 0.10 | 1.67188 | 0.00000 | 0.00000 | ||
| 61 | 2023.08.02 20:00 | modify | 19 | 0.10 | 1.67188 | 1.68188 | 1.65688 | ||
| 62 | 2023.08.08 08:00 | s/l | 19 | 0.10 | 1.68188 | 1.68188 | 1.65688 | -64.91 | 10147.51 |