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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=110; 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=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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 704.47 | Gross profit | 1438.46 | Gross loss | -733.99 |
| Profit factor | 1.96 | Expected payoff | 35.22 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 309.03 (2.96%) | Relative drawdown | 2.96% (309.03) |
| Total trades | 20 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 12 (60.00%) | Loss trades (% of total) | 8 (40.00%) | ||
| Largest | profit trade | 154.17 | loss trade | -117.71 | |
| Average | profit trade | 119.87 | loss trade | -91.75 | |
| Maximum | consecutive wins (profit in money) | 5 (593.12) | consecutive losses (loss in money) | 2 (-226.39) | |
| Maximal | consecutive profit (count of wins) | 593.12 (5) | consecutive loss (count of losses) | -226.39 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.05 00:00 | sell | 1 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.05 00:00 | modify | 1 | 0.10 | 0.99839 | 1.00939 | 0.98339 | ||
| 3 | 2022.10.06 16:00 | t/p | 1 | 0.10 | 0.98339 | 1.00939 | 0.98339 | 150.66 | 10150.66 |
| 4 | 2022.10.10 04:00 | buy | 2 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.10 04:00 | modify | 2 | 0.10 | 0.97405 | 0.96305 | 0.98905 | ||
| 6 | 2022.10.24 00:00 | t/p | 2 | 0.10 | 0.98905 | 0.96305 | 0.98905 | 141.01 | 10291.67 |
| 7 | 2022.10.26 00:00 | sell | 3 | 0.10 | 0.99617 | 0.00000 | 0.00000 | ||
| 8 | 2022.10.26 00:00 | modify | 3 | 0.10 | 0.99617 | 1.00717 | 0.98117 | ||
| 9 | 2022.10.26 16:00 | s/l | 3 | 0.10 | 1.00717 | 1.00717 | 0.98117 | -110.00 | 10181.67 |
| 10 | 2022.11.21 16:00 | buy | 4 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 11 | 2022.11.21 16:00 | modify | 4 | 0.10 | 1.02427 | 1.01327 | 1.03927 | ||
| 12 | 2022.11.23 20:00 | t/p | 4 | 0.10 | 1.03927 | 1.01327 | 1.03927 | 148.72 | 10330.38 |
| 13 | 2023.02.06 04:00 | buy | 5 | 0.10 | 1.07930 | 0.00000 | 0.00000 | ||
| 14 | 2023.02.06 04:00 | modify | 5 | 0.10 | 1.07930 | 1.06830 | 1.09430 | ||
| 15 | 2023.02.07 16:00 | s/l | 5 | 0.10 | 1.06830 | 1.06830 | 1.09430 | -110.64 | 10219.74 |
| 16 | 2023.03.31 00:00 | sell | 6 | 0.10 | 1.09040 | 0.00000 | 0.00000 | ||
| 17 | 2023.03.31 00:00 | modify | 6 | 0.10 | 1.09040 | 1.10140 | 1.07540 | ||
| 18 | 2023.04.13 12:00 | s/l | 6 | 0.10 | 1.10140 | 1.10140 | 1.07540 | -107.15 | 10112.59 |
| 19 | 2023.04.14 08:00 | sell | 7 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 20 | 2023.04.14 08:00 | modify | 7 | 0.10 | 1.10653 | 1.11753 | 1.09153 | ||
| 21 | 2023.04.17 16:00 | t/p | 7 | 0.10 | 1.09153 | 1.11753 | 1.09153 | 150.22 | 10262.81 |
| 22 | 2023.04.25 04:00 | sell | 8 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 23 | 2023.04.25 04:00 | modify | 8 | 0.10 | 1.10528 | 1.11628 | 1.09028 | ||
| 24 | 2023.05.12 12:00 | t/p | 8 | 0.10 | 1.09028 | 1.11628 | 1.09028 | 154.17 | 10416.98 |
| 25 | 2023.05.15 00:00 | buy | 9 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 26 | 2023.05.15 00:00 | modify | 9 | 0.10 | 1.08556 | 1.07456 | 1.10056 | ||
| 27 | 2023.05.25 00:00 | s/l | 9 | 0.10 | 1.07456 | 1.07456 | 1.10056 | -117.71 | 10299.27 |
| 28 | 2023.06.09 04:00 | sell | 10 | 0.10 | 1.07777 | 0.00000 | 0.00000 | ||
| 29 | 2023.06.09 04:00 | modify | 10 | 0.10 | 1.07777 | 1.08877 | 1.06277 | ||
| 30 | 2023.06.15 16:00 | s/l | 10 | 0.10 | 1.08877 | 1.08877 | 1.06277 | -108.68 | 10190.59 |
| 31 | 2023.06.16 00:00 | sell | 11 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
| 32 | 2023.06.16 00:00 | modify | 11 | 0.10 | 1.09455 | 1.10555 | 1.07955 | ||
| 33 | 2023.06.30 12:00 | sell | 12 | 0.10 | 1.08537 | 0.00000 | 0.00000 | ||
| 34 | 2023.06.30 12:00 | modify | 12 | 0.10 | 1.08537 | 1.08930 | 1.07955 | ||
| 35 | 2023.06.30 12:00 | modify | 11 | 0.10 | 1.09455 | 1.08930 | 1.07955 | ||
| 36 | 2023.06.30 16:00 | s/l | 11 | 0.10 | 1.08930 | 1.08930 | 1.07955 | 55.57 | 10246.16 |
| 37 | 2023.06.30 16:00 | s/l | 12 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -39.30 | 10206.86 |
| 38 | 2023.07.06 00:00 | buy | 13 | 0.10 | 1.08584 | 0.00000 | 0.00000 | ||
| 39 | 2023.07.06 00:00 | modify | 13 | 0.10 | 1.08584 | 1.07484 | 1.10084 | ||
| 40 | 2023.07.11 04:00 | t/p | 13 | 0.10 | 1.10084 | 1.07484 | 1.10084 | 148.07 | 10354.93 |
| 41 | 2023.07.14 00:00 | sell | 14 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 42 | 2023.07.14 00:00 | modify | 14 | 0.10 | 1.12235 | 1.13335 | 1.10735 | ||
| 43 | 2023.07.20 20:00 | sell | 15 | 0.10 | 1.11319 | 0.00000 | 0.00000 | ||
| 44 | 2023.07.20 20:00 | modify | 15 | 0.10 | 1.11319 | 1.11710 | 1.10735 | ||
| 45 | 2023.07.20 20:00 | modify | 14 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
| 46 | 2023.07.24 12:00 | t/p | 14 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 151.75 | 10506.69 |
| 47 | 2023.07.24 12:00 | t/p | 15 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 58.84 | 10565.53 |
| 48 | 2023.08.10 16:00 | sell | 16 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 49 | 2023.08.10 16:00 | modify | 16 | 0.10 | 1.10152 | 1.11252 | 1.08652 | ||
| 50 | 2023.08.11 20:00 | sell | 17 | 0.10 | 1.09468 | 0.00000 | 0.00000 | ||
| 51 | 2023.08.11 20:00 | modify | 17 | 0.10 | 1.09468 | 1.09702 | 1.08652 | ||
| 52 | 2023.08.11 20:00 | modify | 16 | 0.10 | 1.10152 | 1.09702 | 1.08652 | ||
| 53 | 2023.08.17 04:00 | t/p | 16 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 151.54 | 10717.06 |
| 54 | 2023.08.17 04:00 | t/p | 17 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 82.92 | 10799.98 |
| 55 | 2023.09.04 00:00 | buy | 18 | 0.10 | 1.07788 | 0.00000 | 0.00000 | ||
| 56 | 2023.09.04 00:00 | modify | 18 | 0.10 | 1.07788 | 1.06688 | 1.09288 | ||
| 57 | 2023.09.14 16:00 | s/l | 18 | 0.10 | 1.06688 | 1.06688 | 1.09288 | -117.71 | 10682.27 |
| 58 | 2023.09.28 08:00 | buy | 19 | 0.10 | 1.05114 | 0.00000 | 0.00000 | ||
| 59 | 2023.09.28 08:00 | modify | 19 | 0.10 | 1.05114 | 1.04014 | 1.06614 | ||
| 60 | 2023.09.28 16:00 | buy | 20 | 0.10 | 1.05792 | 0.00000 | 0.00000 | ||
| 61 | 2023.09.28 16:00 | modify | 20 | 0.10 | 1.05792 | 1.05564 | 1.06614 | ||
| 62 | 2023.09.28 16:00 | modify | 19 | 0.10 | 1.05114 | 1.05564 | 1.06614 | ||
| 63 | 2023.09.28 20:00 | s/l | 19 | 0.10 | 1.05564 | 1.05564 | 1.06614 | 45.00 | 10727.27 |
| 64 | 2023.09.28 20:00 | s/l | 20 | 0.10 | 1.05564 | 1.05564 | 1.06614 | -22.80 | 10704.47 |