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 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1918 | Ticks modelled | 28815962 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 705.50 | Gross profit | 778.68 | Gross loss | -73.18 |
| Profit factor | 10.64 | Expected payoff | 47.03 | ||
| Absolute drawdown | 11.60 | Maximal drawdown | 234.13 (2.22%) | Relative drawdown | 2.22% (234.13) |
| 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 | -33.24 | |
| Average | profit trade | 64.89 | loss trade | -24.39 | |
| Maximum | consecutive wins (profit in money) | 6 (391.22) | consecutive losses (loss in money) | 2 (-53.48) | |
| Maximal | consecutive profit (count of wins) | 391.22 (6) | consecutive loss (count of losses) | -53.48 (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 12:44 | sell | 2 | 0.10 | 1.10262 | 0.00000 | 0.00000 | ||
| 4 | 2023.04.14 12:44 | modify | 2 | 0.10 | 1.10262 | 1.10588 | 1.09353 | ||
| 5 | 2023.04.14 12:44 | modify | 1 | 0.10 | 1.10653 | 1.10588 | 1.09353 | ||
| 6 | 2023.04.14 14:29 | sell | 3 | 0.10 | 1.10003 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.14 14:29 | modify | 3 | 0.10 | 1.10003 | 1.10198 | 1.09353 | ||
| 8 | 2023.04.14 14:29 | modify | 2 | 0.10 | 1.10262 | 1.10198 | 1.09353 | ||
| 9 | 2023.04.14 14:29 | modify | 1 | 0.10 | 1.10653 | 1.10198 | 1.09353 | ||
| 10 | 2023.04.14 15:25 | sell | 4 | 0.10 | 1.09873 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.14 15:25 | modify | 4 | 0.10 | 1.09873 | 1.10198 | 1.09353 | ||
| 12 | 2023.04.17 13:53 | t/p | 1 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 130.22 | 10130.22 |
| 13 | 2023.04.17 13:53 | t/p | 2 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 91.12 | 10221.34 |
| 14 | 2023.04.17 13:53 | t/p | 3 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 65.22 | 10286.56 |
| 15 | 2023.04.17 13:53 | t/p | 4 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 52.22 | 10338.78 |
| 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 11:50 | buy | 6 | 0.10 | 1.09183 | 0.00000 | 0.00000 | ||
| 19 | 2023.06.26 11:50 | modify | 6 | 0.10 | 1.09183 | 1.08857 | 1.10092 | ||
| 20 | 2023.06.26 11:50 | modify | 5 | 0.10 | 1.08792 | 1.08857 | 1.10092 | ||
| 21 | 2023.06.27 07:17 | buy | 7 | 0.10 | 1.09443 | 0.00000 | 0.00000 | ||
| 22 | 2023.06.27 07:17 | modify | 7 | 0.10 | 1.09443 | 1.09247 | 1.10092 | ||
| 23 | 2023.06.27 07:17 | modify | 6 | 0.10 | 1.09183 | 1.09247 | 1.10092 | ||
| 24 | 2023.06.27 07:17 | modify | 5 | 0.10 | 1.08792 | 1.09247 | 1.10092 | ||
| 25 | 2023.06.27 12:16 | buy | 8 | 0.10 | 1.09573 | 0.00000 | 0.00000 | ||
| 26 | 2023.06.27 12:16 | modify | 8 | 0.10 | 1.09573 | 1.09247 | 1.10092 | ||
| 27 | 2023.06.28 13:13 | s/l | 5 | 0.10 | 1.09247 | 1.09247 | 1.10092 | 43.57 | 10382.35 |
| 28 | 2023.06.28 13:13 | s/l | 6 | 0.10 | 1.09247 | 1.09247 | 1.10092 | 5.12 | 10387.47 |
| 29 | 2023.06.28 13:13 | s/l | 7 | 0.10 | 1.09247 | 1.09247 | 1.10092 | -20.24 | 10367.22 |
| 30 | 2023.06.28 13:13 | s/l | 8 | 0.10 | 1.09247 | 1.09247 | 1.10092 | -33.24 | 10333.98 |
| 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 17:58 | sell | 10 | 0.10 | 1.09762 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.10 17:58 | modify | 10 | 0.10 | 1.09762 | 1.10087 | 1.08852 | ||
| 35 | 2023.08.10 17:58 | modify | 9 | 0.10 | 1.10152 | 1.10087 | 1.08852 | ||
| 36 | 2023.08.11 16:55 | sell | 11 | 0.10 | 1.09502 | 0.00000 | 0.00000 | ||
| 37 | 2023.08.11 16:55 | modify | 11 | 0.10 | 1.09502 | 1.09697 | 1.08852 | ||
| 38 | 2023.08.11 16:55 | modify | 10 | 0.10 | 1.09762 | 1.09697 | 1.08852 | ||
| 39 | 2023.08.11 16:55 | modify | 9 | 0.10 | 1.10152 | 1.09697 | 1.08852 | ||
| 40 | 2023.08.14 00:33 | sell | 12 | 0.10 | 1.09372 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.14 00:33 | modify | 12 | 0.10 | 1.09372 | 1.09697 | 1.08852 | ||
| 42 | 2023.08.14 13:37 | t/p | 9 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 130.44 | 10464.42 |
| 43 | 2023.08.14 13:37 | t/p | 10 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 91.44 | 10555.86 |
| 44 | 2023.08.14 13:37 | t/p | 11 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 65.22 | 10621.08 |
| 45 | 2023.08.14 13:37 | t/p | 12 | 0.10 | 1.08852 | 1.09697 | 1.08852 | 52.00 | 10673.08 |
| 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 07:30 | sell | 14 | 0.10 | 1.06942 | 0.00000 | 0.00000 | ||
| 49 | 2023.11.07 07:30 | modify | 14 | 0.10 | 1.06942 | 1.07268 | 1.06033 | ||
| 50 | 2023.11.07 07:30 | modify | 13 | 0.10 | 1.07333 | 1.07268 | 1.06033 | ||
| 51 | 2023.11.07 11:39 | sell | 15 | 0.10 | 1.06681 | 0.00000 | 0.00000 | ||
| 52 | 2023.11.07 11:39 | modify | 15 | 0.10 | 1.06681 | 1.06878 | 1.06033 | ||
| 53 | 2023.11.07 11:39 | modify | 14 | 0.10 | 1.06942 | 1.06878 | 1.06033 | ||
| 54 | 2023.11.07 11:39 | modify | 13 | 0.10 | 1.07333 | 1.06878 | 1.06033 | ||
| 55 | 2023.11.07 13:07 | s/l | 13 | 0.10 | 1.06878 | 1.06878 | 1.06033 | 45.72 | 10718.80 |
| 56 | 2023.11.07 13:07 | s/l | 14 | 0.10 | 1.06878 | 1.06878 | 1.06033 | 6.40 | 10725.20 |
| 57 | 2023.11.07 13:07 | s/l | 15 | 0.10 | 1.06878 | 1.06878 | 1.06033 | -19.70 | 10705.50 |