Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2619 | Ticks modelled | 78985 | Modelling quality | n/a |
| Mismatched charts errors | 57 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 684.90 | Gross profit | 763.28 | Gross loss | -78.38 |
| Profit factor | 9.74 | Expected payoff | 45.66 | ||
| Absolute drawdown | 11.60 | Maximal drawdown | 234.23 (2.22%) | Relative drawdown | 2.22% (234.23) |
| Total trades | 15 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
| Largest | profit trade | 130.44 | loss trade | -35.74 | |
| Average | profit trade | 63.61 | loss trade | -26.13 | |
| Maximum | consecutive wins (profit in money) | 6 (384.72) | consecutive losses (loss in money) | 2 (-56.08) | |
| Maximal | consecutive profit (count of wins) | 384.72 (6) | consecutive loss (count of losses) | -56.08 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.14 08:00 | sell | 1 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 2 | 2023.04.14 08:00 | modify | 1 | 0.10 | 1.10653 | 1.11453 | 1.09353 | ||
| 3 | 2023.04.14 12:50 | sell | 2 | 0.10 | 1.10235 | 0.00000 | 0.00000 | ||
| 4 | 2023.04.14 12:50 | modify | 2 | 0.10 | 1.10235 | 1.10588 | 1.09353 | ||
| 5 | 2023.04.14 12:50 | modify | 1 | 0.10 | 1.10653 | 1.10588 | 1.09353 | ||
| 6 | 2023.04.14 14:46 | sell | 3 | 0.10 | 1.09993 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.14 14:46 | modify | 3 | 0.10 | 1.09993 | 1.10198 | 1.09353 | ||
| 8 | 2023.04.14 14:46 | modify | 2 | 0.10 | 1.10235 | 1.10198 | 1.09353 | ||
| 9 | 2023.04.14 14:46 | modify | 1 | 0.10 | 1.10653 | 1.10198 | 1.09353 | ||
| 10 | 2023.04.14 17:55 | sell | 4 | 0.10 | 1.09847 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.14 17:55 | modify | 4 | 0.10 | 1.09847 | 1.10198 | 1.09353 | ||
| 12 | 2023.04.17 13:40 | t/p | 1 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 130.22 | 10130.22 |
| 13 | 2023.04.17 13:40 | t/p | 2 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 88.42 | 10218.64 |
| 14 | 2023.04.17 13:40 | t/p | 3 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 64.22 | 10282.86 |
| 15 | 2023.04.17 13:40 | t/p | 4 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 49.62 | 10332.48 |
| 16 | 2023.06.23 12:00 | buy | 5 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
| 17 | 2023.06.23 12:00 | modify | 5 | 0.10 | 1.08792 | 1.07992 | 1.10092 | ||
| 18 | 2023.06.26 11:40 | buy | 6 | 0.10 | 1.09209 | 0.00000 | 0.00000 | ||
| 19 | 2023.06.26 11:40 | modify | 6 | 0.10 | 1.09209 | 1.08857 | 1.10092 | ||
| 20 | 2023.06.26 11:40 | modify | 5 | 0.10 | 1.08792 | 1.08857 | 1.10092 | ||
| 21 | 2023.06.27 07:40 | buy | 7 | 0.10 | 1.09444 | 0.00000 | 0.00000 | ||
| 22 | 2023.06.27 07:40 | modify | 7 | 0.10 | 1.09444 | 1.09247 | 1.10092 | ||
| 23 | 2023.06.27 07:40 | modify | 6 | 0.10 | 1.09209 | 1.09247 | 1.10092 | ||
| 24 | 2023.06.27 07:40 | modify | 5 | 0.10 | 1.08792 | 1.09247 | 1.10092 | ||
| 25 | 2023.06.27 12:20 | buy | 8 | 0.10 | 1.09598 | 0.00000 | 0.00000 | ||
| 26 | 2023.06.27 12:20 | modify | 8 | 0.10 | 1.09598 | 1.09247 | 1.10092 | ||
| 27 | 2023.06.28 13:15 | s/l | 5 | 0.10 | 1.09247 | 1.09247 | 1.10092 | 43.57 | 10376.05 |
| 28 | 2023.06.28 13:15 | s/l | 6 | 0.10 | 1.09247 | 1.09247 | 1.10092 | 2.52 | 10378.57 |
| 29 | 2023.06.28 13:15 | s/l | 7 | 0.10 | 1.09247 | 1.09247 | 1.10092 | -20.34 | 10358.22 |
| 30 | 2023.06.28 13:15 | s/l | 8 | 0.10 | 1.09247 | 1.09247 | 1.10092 | -35.74 | 10322.48 |
| 31 | 2023.08.10 16:00 | sell | 9 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.10 16:00 | modify | 9 | 0.10 | 1.10152 | 1.10952 | 1.08852 | ||
| 33 | 2023.08.10 17:40 | sell | 10 | 0.10 | 1.09761 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.10 17:40 | modify | 10 | 0.10 | 1.09761 | 1.10087 | 1.08852 | ||
| 35 | 2023.08.10 17:40 | modify | 9 | 0.10 | 1.10152 | 1.10087 | 1.08852 | ||
| 36 | 2023.08.11 17:30 | sell | 11 | 0.10 | 1.09475 | 0.00000 | 0.00000 | ||
| 37 | 2023.08.11 17:30 | modify | 11 | 0.10 | 1.09475 | 1.09697 | 1.08852 | ||
| 38 | 2023.08.11 17:30 | modify | 10 | 0.10 | 1.09761 | 1.09697 | 1.08852 | ||
| 39 | 2023.08.11 17:30 | modify | 9 | 0.10 | 1.10152 | 1.09697 | 1.08852 | ||
| 40 | 2023.08.14 00:40 | sell | 12 | 0.10 | 1.09359 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.14 00:40 | modify | 12 | 0.10 | 1.09359 | 1.09697 | 1.08852 | ||
| 42 | 2023.08.14 13:40 | t/p | 9 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 130.44 | 10452.92 |
| 43 | 2023.08.14 13:40 | t/p | 10 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 91.34 | 10544.26 |
| 44 | 2023.08.14 13:40 | t/p | 11 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 62.52 | 10606.78 |
| 45 | 2023.08.14 13:40 | t/p | 12 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 50.70 | 10657.48 |
| 46 | 2023.11.06 08:00 | sell | 13 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.06 08:00 | modify | 13 | 0.10 | 1.07333 | 1.08133 | 1.06033 | ||
| 48 | 2023.11.07 07:40 | sell | 14 | 0.10 | 1.06918 | 0.00000 | 0.00000 | ||
| 49 | 2023.11.07 07:40 | modify | 14 | 0.10 | 1.06918 | 1.07268 | 1.06033 | ||
| 50 | 2023.11.07 07:40 | modify | 13 | 0.10 | 1.07333 | 1.07268 | 1.06033 | ||
| 51 | 2023.11.07 11:40 | sell | 15 | 0.10 | 1.06655 | 0.00000 | 0.00000 | ||
| 52 | 2023.11.07 11:40 | modify | 15 | 0.10 | 1.06655 | 1.06878 | 1.06033 | ||
| 53 | 2023.11.07 11:40 | modify | 14 | 0.10 | 1.06918 | 1.06878 | 1.06033 | ||
| 54 | 2023.11.07 11:40 | modify | 13 | 0.10 | 1.07333 | 1.06878 | 1.06033 | ||
| 55 | 2023.11.07 13:05 | s/l | 13 | 0.10 | 1.06878 | 1.06878 | 1.06033 | 45.72 | 10703.20 |
| 56 | 2023.11.07 13:05 | s/l | 14 | 0.10 | 1.06878 | 1.06878 | 1.06033 | 4.00 | 10707.20 |
| 57 | 2023.11.07 13:05 | s/l | 15 | 0.10 | 1.06878 | 1.06878 | 1.06033 | -22.30 | 10684.90 |