Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=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=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 519.80 | Gross profit | 866.39 | Gross loss | -346.59 |
| Profit factor | 2.50 | Expected payoff | 28.88 | ||
| Absolute drawdown | 56.65 | Maximal drawdown | 162.34 (1.61%) | Relative drawdown | 1.61% (162.34) |
| Total trades | 18 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 11 (61.11%) | Loss trades (% of total) | 7 (38.89%) | ||
| Largest | profit trade | 98.57 | loss trade | -74.89 | |
| Average | profit trade | 78.76 | loss trade | -49.51 | |
| Maximum | consecutive wins (profit in money) | 5 (410.25) | consecutive losses (loss in money) | 2 (-145.09) | |
| Maximal | consecutive profit (count of wins) | 410.25 (5) | consecutive loss (count of losses) | -145.09 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.05 20:00 | sell | 1 | 0.10 | 1.56671 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.05 20:00 | modify | 1 | 0.10 | 1.56671 | 1.57771 | 1.55171 | ||
| 3 | 2022.12.06 04:00 | sell | 2 | 0.10 | 1.56051 | 0.00000 | 0.00000 | ||
| 4 | 2022.12.06 04:00 | modify | 2 | 0.10 | 1.56051 | 1.56596 | 1.55171 | ||
| 5 | 2022.12.06 04:00 | sell | 3 | 0.10 | 1.56051 | 0.00000 | 0.00000 | ||
| 6 | 2022.12.06 04:00 | modify | 3 | 0.10 | 1.56051 | 1.56221 | 1.55171 | ||
| 7 | 2022.12.06 04:00 | modify | 1 | 0.10 | 1.56671 | 1.56221 | 1.55171 | ||
| 8 | 2022.12.06 08:00 | modify | 2 | 0.10 | 1.56051 | 1.56221 | 1.55171 | ||
| 9 | 2022.12.06 12:00 | s/l | 1 | 0.10 | 1.56221 | 1.56221 | 1.55171 | 29.52 | 10029.52 |
| 10 | 2022.12.06 12:00 | s/l | 2 | 0.10 | 1.56221 | 1.56221 | 1.55171 | -11.20 | 10018.32 |
| 11 | 2022.12.06 12:00 | s/l | 3 | 0.10 | 1.56221 | 1.56221 | 1.55171 | -11.20 | 10007.12 |
| 12 | 2023.02.03 16:00 | sell | 4 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
| 13 | 2023.02.03 16:00 | modify | 4 | 0.10 | 1.55647 | 1.56747 | 1.54147 | ||
| 14 | 2023.02.07 20:00 | t/p | 4 | 0.10 | 1.54147 | 1.56747 | 1.54147 | 98.57 | 10105.69 |
| 15 | 2023.03.07 04:00 | sell | 5 | 0.10 | 1.59194 | 0.00000 | 0.00000 | ||
| 16 | 2023.03.07 04:00 | modify | 5 | 0.10 | 1.59194 | 1.60294 | 1.57694 | ||
| 17 | 2023.03.07 16:00 | s/l | 5 | 0.10 | 1.60294 | 1.60294 | 1.57694 | -72.48 | 10033.21 |
| 18 | 2023.03.21 12:00 | sell | 6 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
| 19 | 2023.03.21 12:00 | modify | 6 | 0.10 | 1.61279 | 1.62379 | 1.59779 | ||
| 20 | 2023.03.22 20:00 | s/l | 6 | 0.10 | 1.62379 | 1.62379 | 1.59779 | -72.61 | 9960.60 |
| 21 | 2023.04.26 12:00 | sell | 7 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
| 22 | 2023.04.26 12:00 | modify | 7 | 0.10 | 1.67293 | 1.68393 | 1.65793 | ||
| 23 | 2023.04.27 20:00 | sell | 8 | 0.10 | 1.66290 | 0.00000 | 0.00000 | ||
| 24 | 2023.04.27 20:00 | modify | 8 | 0.10 | 1.66290 | 1.66768 | 1.65793 | ||
| 25 | 2023.04.27 20:00 | modify | 7 | 0.10 | 1.67293 | 1.66768 | 1.65793 | ||
| 26 | 2023.04.28 08:00 | s/l | 7 | 0.10 | 1.66768 | 1.66768 | 1.65793 | 34.07 | 9994.66 |
| 27 | 2023.04.28 08:00 | s/l | 8 | 0.10 | 1.66768 | 1.66768 | 1.65793 | -31.62 | 9963.04 |
| 28 | 2023.05.02 08:00 | buy | 9 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 29 | 2023.05.02 08:00 | modify | 9 | 0.10 | 1.63957 | 1.62857 | 1.65457 | ||
| 30 | 2023.05.03 08:00 | t/p | 9 | 0.10 | 1.65457 | 1.62857 | 1.65457 | 98.25 | 10061.29 |
| 31 | 2023.06.02 16:00 | buy | 10 | 0.10 | 1.62136 | 0.00000 | 0.00000 | ||
| 32 | 2023.06.02 16:00 | modify | 10 | 0.10 | 1.62136 | 1.61036 | 1.63636 | ||
| 33 | 2023.06.06 08:00 | s/l | 10 | 0.10 | 1.61036 | 1.61036 | 1.63636 | -72.58 | 9988.71 |
| 34 | 2023.07.13 16:00 | buy | 11 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.13 16:00 | modify | 11 | 0.10 | 1.62918 | 1.61818 | 1.64418 | ||
| 36 | 2023.07.17 04:00 | t/p | 11 | 0.10 | 1.64418 | 1.61818 | 1.64418 | 98.06 | 10086.76 |
| 37 | 2023.07.25 16:00 | buy | 12 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.25 16:00 | modify | 12 | 0.10 | 1.62799 | 1.61699 | 1.64299 | ||
| 39 | 2023.07.26 04:00 | buy | 13 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
| 40 | 2023.07.26 04:00 | modify | 13 | 0.10 | 1.63416 | 1.62874 | 1.64299 | ||
| 41 | 2023.07.26 04:00 | buy | 14 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
| 42 | 2023.07.26 04:00 | modify | 14 | 0.10 | 1.63416 | 1.63249 | 1.64299 | ||
| 43 | 2023.07.26 04:00 | modify | 12 | 0.10 | 1.62799 | 1.63249 | 1.64299 | ||
| 44 | 2023.07.26 08:00 | modify | 13 | 0.10 | 1.63416 | 1.63249 | 1.64299 | ||
| 45 | 2023.07.26 16:00 | t/p | 12 | 0.10 | 1.64299 | 1.63249 | 1.64299 | 98.25 | 10185.01 |
| 46 | 2023.07.26 16:00 | t/p | 13 | 0.10 | 1.64299 | 1.63249 | 1.64299 | 57.95 | 10242.96 |
| 47 | 2023.07.26 16:00 | t/p | 14 | 0.10 | 1.64299 | 1.63249 | 1.64299 | 57.95 | 10300.91 |
| 48 | 2023.09.05 08:00 | sell | 15 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 49 | 2023.09.05 08:00 | modify | 15 | 0.10 | 1.68668 | 1.69768 | 1.67168 | ||
| 50 | 2023.09.11 04:00 | t/p | 15 | 0.10 | 1.67168 | 1.69768 | 1.67168 | 98.04 | 10398.95 |
| 51 | 2023.09.14 16:00 | buy | 16 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 52 | 2023.09.14 16:00 | modify | 16 | 0.10 | 1.65504 | 1.64404 | 1.67004 | ||
| 53 | 2023.09.28 20:00 | s/l | 16 | 0.10 | 1.64404 | 1.64404 | 1.67004 | -74.89 | 10324.06 |
| 54 | 2023.10.25 04:00 | buy | 17 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 55 | 2023.10.25 04:00 | modify | 17 | 0.10 | 1.66176 | 1.65076 | 1.67676 | ||
| 56 | 2023.10.26 00:00 | t/p | 17 | 0.10 | 1.67676 | 1.65076 | 1.67676 | 97.87 | 10421.94 |
| 57 | 2023.11.02 00:00 | buy | 18 | 0.10 | 1.64866 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.02 00:00 | modify | 18 | 0.10 | 1.64866 | 1.63766 | 1.66366 | ||
| 59 | 2023.11.07 08:00 | t/p | 18 | 0.10 | 1.66366 | 1.63766 | 1.66366 | 97.86 | 10519.80 |