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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 903.95 | Gross profit | 985.32 | Gross loss | -81.37 |
| Profit factor | 12.11 | Expected payoff | 56.50 | ||
| Absolute drawdown | 11.60 | Maximal drawdown | 277.33 (2.51%) | Relative drawdown | 2.51% (277.33) |
| Total trades | 16 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 151.75 | loss trade | -39.00 | |
| Average | profit trade | 82.11 | loss trade | -20.34 | |
| Maximum | consecutive wins (profit in money) | 12 (985.32) | consecutive losses (loss in money) | 4 (-81.37) | |
| Maximal | consecutive profit (count of wins) | 985.32 (12) | consecutive loss (count of losses) | -81.37 (4) | |
| Average | consecutive wins | 12 | consecutive losses | 4 | |
| # | 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 | 1.12153 | 1.09153 | ||
| 3 | 2023.04.14 15:30 | sell | 2 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
| 4 | 2023.04.14 15:30 | modify | 2 | 0.10 | 1.09875 | 1.10503 | 1.09153 | ||
| 5 | 2023.04.14 15:30 | modify | 1 | 0.10 | 1.10653 | 1.10503 | 1.09153 | ||
| 6 | 2023.04.14 15:40 | sell | 3 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.14 15:40 | modify | 3 | 0.10 | 1.09750 | 1.10128 | 1.09153 | ||
| 8 | 2023.04.14 15:40 | modify | 2 | 0.10 | 1.09875 | 1.10128 | 1.09153 | ||
| 9 | 2023.04.14 15:40 | modify | 1 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 10 | 2023.04.17 14:40 | t/p | 1 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.22 | 10150.22 |
| 11 | 2023.04.17 14:40 | t/p | 2 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 72.42 | 10222.64 |
| 12 | 2023.04.17 14:40 | t/p | 3 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 59.92 | 10282.56 |
| 13 | 2023.05.19 00:00 | buy | 4 | 0.10 | 1.07779 | 0.00000 | 0.00000 | ||
| 14 | 2023.05.19 00:00 | modify | 4 | 0.10 | 1.07779 | 1.06279 | 1.09279 | ||
| 15 | 2023.06.14 14:30 | buy | 5 | 0.10 | 1.08552 | 0.00000 | 0.00000 | ||
| 16 | 2023.06.14 14:30 | modify | 5 | 0.10 | 1.08552 | 1.07929 | 1.09279 | ||
| 17 | 2023.06.14 14:30 | modify | 4 | 0.10 | 1.07779 | 1.07929 | 1.09279 | ||
| 18 | 2023.06.15 12:40 | buy | 6 | 0.10 | 1.08839 | 0.00000 | 0.00000 | ||
| 19 | 2023.06.15 12:40 | modify | 6 | 0.10 | 1.08839 | 1.08454 | 1.09279 | ||
| 20 | 2023.06.15 12:40 | modify | 5 | 0.10 | 1.08552 | 1.08454 | 1.09279 | ||
| 21 | 2023.06.15 12:40 | modify | 4 | 0.10 | 1.07779 | 1.08454 | 1.09279 | ||
| 22 | 2023.06.15 13:10 | buy | 7 | 0.10 | 1.08691 | 0.00000 | 0.00000 | ||
| 23 | 2023.06.15 13:10 | modify | 7 | 0.10 | 1.08691 | 1.08304 | 1.09279 | ||
| 24 | 2023.06.15 13:15 | modify | 7 | 0.10 | 1.08691 | 1.08454 | 1.09279 | ||
| 25 | 2023.06.15 15:30 | t/p | 4 | 0.10 | 1.09279 | 1.08454 | 1.09279 | 132.66 | 10415.22 |
| 26 | 2023.06.15 15:30 | t/p | 5 | 0.10 | 1.09279 | 1.08454 | 1.09279 | 70.77 | 10485.99 |
| 27 | 2023.06.15 15:30 | t/p | 6 | 0.10 | 1.09279 | 1.08454 | 1.09279 | 44.00 | 10529.99 |
| 28 | 2023.06.15 15:30 | t/p | 7 | 0.10 | 1.09279 | 1.08454 | 1.09279 | 58.80 | 10588.79 |
| 29 | 2023.07.14 00:00 | sell | 8 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.14 00:00 | modify | 8 | 0.10 | 1.12235 | 1.13735 | 1.10735 | ||
| 31 | 2023.07.20 14:55 | sell | 9 | 0.10 | 1.11467 | 0.00000 | 0.00000 | ||
| 32 | 2023.07.20 14:55 | modify | 9 | 0.10 | 1.11467 | 1.12085 | 1.10735 | ||
| 33 | 2023.07.20 14:55 | modify | 8 | 0.10 | 1.12235 | 1.12085 | 1.10735 | ||
| 34 | 2023.07.20 15:40 | sell | 10 | 0.10 | 1.11320 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.20 15:40 | modify | 10 | 0.10 | 1.11320 | 1.11710 | 1.10735 | ||
| 36 | 2023.07.20 15:40 | modify | 9 | 0.10 | 1.11467 | 1.11710 | 1.10735 | ||
| 37 | 2023.07.20 15:40 | modify | 8 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
| 38 | 2023.07.20 16:40 | sell | 11 | 0.10 | 1.11184 | 0.00000 | 0.00000 | ||
| 39 | 2023.07.20 16:40 | modify | 11 | 0.10 | 1.11184 | 1.11560 | 1.10735 | ||
| 40 | 2023.07.20 16:40 | modify | 10 | 0.10 | 1.11320 | 1.11560 | 1.10735 | ||
| 41 | 2023.07.20 16:40 | modify | 9 | 0.10 | 1.11467 | 1.11560 | 1.10735 | ||
| 42 | 2023.07.20 16:40 | modify | 8 | 0.10 | 1.12235 | 1.11560 | 1.10735 | ||
| 43 | 2023.07.24 08:40 | t/p | 8 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 151.75 | 10740.55 |
| 44 | 2023.07.24 08:40 | t/p | 9 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 73.64 | 10814.19 |
| 45 | 2023.07.24 08:40 | t/p | 10 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 58.94 | 10873.13 |
| 46 | 2023.07.24 08:40 | t/p | 11 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 45.34 | 10918.47 |
| 47 | 2023.09.28 08:00 | buy | 12 | 0.10 | 1.05114 | 0.00000 | 0.00000 | ||
| 48 | 2023.09.28 08:00 | modify | 12 | 0.10 | 1.05114 | 1.03614 | 1.06614 | ||
| 49 | 2023.09.29 05:05 | buy | 13 | 0.10 | 1.05881 | 0.00000 | 0.00000 | ||
| 50 | 2023.09.29 05:05 | modify | 13 | 0.10 | 1.05881 | 1.05264 | 1.06614 | ||
| 51 | 2023.09.29 05:05 | modify | 12 | 0.10 | 1.05114 | 1.05264 | 1.06614 | ||
| 52 | 2023.09.29 08:50 | buy | 14 | 0.10 | 1.06179 | 0.00000 | 0.00000 | ||
| 53 | 2023.09.29 08:50 | modify | 14 | 0.10 | 1.06179 | 1.05789 | 1.06614 | ||
| 54 | 2023.09.29 08:50 | modify | 13 | 0.10 | 1.05881 | 1.05789 | 1.06614 | ||
| 55 | 2023.09.29 08:50 | modify | 12 | 0.10 | 1.05114 | 1.05789 | 1.06614 | ||
| 56 | 2023.09.29 11:35 | buy | 15 | 0.10 | 1.06026 | 0.00000 | 0.00000 | ||
| 57 | 2023.09.29 11:35 | modify | 15 | 0.10 | 1.06026 | 1.05639 | 1.06614 | ||
| 58 | 2023.09.29 11:40 | modify | 15 | 0.10 | 1.06026 | 1.05789 | 1.06614 | ||
| 59 | 2023.09.29 13:40 | s/l | 12 | 0.10 | 1.05789 | 1.05789 | 1.06614 | 66.86 | 10985.32 |
| 60 | 2023.09.29 13:40 | s/l | 13 | 0.10 | 1.05789 | 1.05789 | 1.06614 | -9.20 | 10976.12 |
| 61 | 2023.09.29 13:40 | s/l | 14 | 0.10 | 1.05789 | 1.05789 | 1.06614 | -39.00 | 10937.12 |
| 62 | 2023.09.29 13:40 | s/l | 15 | 0.10 | 1.05789 | 1.05789 | 1.06614 | -23.70 | 10913.42 |
| 63 | 2023.11.15 00:00 | sell | 16 | 0.10 | 1.08776 | 0.00000 | 0.00000 | ||
| 64 | 2023.11.15 00:00 | modify | 16 | 0.10 | 1.08776 | 1.10276 | 1.07276 | ||
| 65 | 2023.11.30 23:59 | close at stop | 16 | 0.10 | 1.08908 | 1.10276 | 1.07276 | -9.47 | 10903.95 |