Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1909 | Ticks modelled | 33407865 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 164.04 | Gross profit | 324.47 | Gross loss | -160.43 |
| Profit factor | 2.02 | Expected payoff | 12.62 | ||
| Absolute drawdown | 40.48 | Maximal drawdown | 160.88 (1.58%) | Relative drawdown | 1.58% (160.88) |
| Total trades | 13 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 7 (53.85%) | Loss trades (% of total) | 6 (46.15%) | ||
| Largest | profit trade | 98.54 | loss trade | -39.64 | |
| Average | profit trade | 46.35 | loss trade | -26.74 | |
| Maximum | consecutive wins (profit in money) | 4 (256.23) | consecutive losses (loss in money) | 2 (-79.27) | |
| Maximal | consecutive profit (count of wins) | 256.23 (4) | consecutive loss (count of losses) | -79.27 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.02.27 20:00 | sell | 1 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
| 2 | 2023.02.27 20:00 | modify | 1 | 0.10 | 1.57482 | 1.58082 | 1.55982 | ||
| 3 | 2023.02.28 01:55 | sell | 2 | 0.10 | 1.56956 | 0.00000 | 0.00000 | ||
| 4 | 2023.02.28 01:55 | modify | 2 | 0.10 | 1.56956 | 1.57407 | 1.55982 | ||
| 5 | 2023.02.28 01:55 | modify | 1 | 0.10 | 1.57482 | 1.57407 | 1.55982 | ||
| 6 | 2023.02.28 04:37 | s/l | 1 | 0.10 | 1.57407 | 1.57407 | 1.55982 | 4.80 | 10004.80 |
| 7 | 2023.02.28 04:37 | s/l | 2 | 0.10 | 1.57407 | 1.57407 | 1.55982 | -29.69 | 9975.11 |
| 8 | 2023.04.03 20:00 | buy | 3 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 9 | 2023.04.03 20:00 | modify | 3 | 0.10 | 1.60669 | 1.60069 | 1.62169 | ||
| 10 | 2023.04.04 04:43 | buy | 4 | 0.10 | 1.61196 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.04 04:43 | modify | 4 | 0.10 | 1.61196 | 1.60744 | 1.62169 | ||
| 12 | 2023.04.04 04:43 | modify | 3 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
| 13 | 2023.04.04 06:07 | buy | 5 | 0.10 | 1.61269 | 0.00000 | 0.00000 | ||
| 14 | 2023.04.04 06:07 | modify | 5 | 0.10 | 1.61269 | 1.61044 | 1.62169 | ||
| 15 | 2023.04.04 06:07 | modify | 4 | 0.10 | 1.61196 | 1.61044 | 1.62169 | ||
| 16 | 2023.04.04 06:07 | modify | 3 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
| 17 | 2023.04.04 07:34 | buy | 6 | 0.10 | 1.61646 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.04 07:34 | modify | 6 | 0.10 | 1.61646 | 1.61269 | 1.62169 | ||
| 19 | 2023.04.04 07:34 | modify | 5 | 0.10 | 1.61269 | 1.61269 | 1.62169 | ||
| 20 | 2023.04.04 07:34 | modify | 4 | 0.10 | 1.61196 | 1.61269 | 1.62169 | ||
| 21 | 2023.04.04 07:34 | modify | 3 | 0.10 | 1.60669 | 1.61269 | 1.62169 | ||
| 22 | 2023.04.04 14:20 | t/p | 3 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 98.54 | 10073.65 |
| 23 | 2023.04.04 14:20 | t/p | 4 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 64.04 | 10137.69 |
| 24 | 2023.04.04 14:20 | t/p | 5 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 59.23 | 10196.92 |
| 25 | 2023.04.04 14:20 | t/p | 6 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 34.42 | 10231.34 |
| 26 | 2023.04.24 20:00 | sell | 7 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
| 27 | 2023.04.24 20:00 | modify | 7 | 0.10 | 1.64959 | 1.65559 | 1.63459 | ||
| 28 | 2023.04.25 04:03 | s/l | 7 | 0.10 | 1.65559 | 1.65559 | 1.63459 | -39.64 | 10191.70 |
| 29 | 2023.06.22 20:00 | sell | 8 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
| 30 | 2023.06.22 20:00 | modify | 8 | 0.10 | 1.62150 | 1.62750 | 1.60650 | ||
| 31 | 2023.06.23 02:06 | s/l | 8 | 0.10 | 1.62750 | 1.62750 | 1.60650 | -39.64 | 10152.07 |
| 32 | 2023.07.25 20:00 | buy | 9 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 33 | 2023.07.25 20:00 | modify | 9 | 0.10 | 1.62829 | 1.62229 | 1.64329 | ||
| 34 | 2023.07.26 01:30 | buy | 10 | 0.10 | 1.63824 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.26 01:30 | modify | 10 | 0.10 | 1.63824 | 1.63429 | 1.64329 | ||
| 36 | 2023.07.26 01:30 | modify | 9 | 0.10 | 1.62829 | 1.63429 | 1.64329 | ||
| 37 | 2023.07.26 02:44 | s/l | 9 | 0.10 | 1.63429 | 1.63429 | 1.64329 | 39.30 | 10191.36 |
| 38 | 2023.07.26 02:44 | s/l | 10 | 0.10 | 1.63429 | 1.63429 | 1.64329 | -26.00 | 10165.36 |
| 39 | 2023.08.02 20:00 | sell | 11 | 0.10 | 1.67188 | 0.00000 | 0.00000 | ||
| 40 | 2023.08.02 20:00 | modify | 11 | 0.10 | 1.67188 | 1.67788 | 1.65688 | ||
| 41 | 2023.08.04 01:00 | sell | 12 | 0.10 | 1.66656 | 0.00000 | 0.00000 | ||
| 42 | 2023.08.04 01:00 | modify | 12 | 0.10 | 1.66656 | 1.67113 | 1.65688 | ||
| 43 | 2023.08.04 01:00 | modify | 11 | 0.10 | 1.67188 | 1.67113 | 1.65688 | ||
| 44 | 2023.08.04 01:39 | sell | 13 | 0.10 | 1.66583 | 0.00000 | 0.00000 | ||
| 45 | 2023.08.04 01:39 | modify | 13 | 0.10 | 1.66583 | 1.66813 | 1.65688 | ||
| 46 | 2023.08.04 01:39 | modify | 12 | 0.10 | 1.66656 | 1.66813 | 1.65688 | ||
| 47 | 2023.08.04 01:39 | modify | 11 | 0.10 | 1.67188 | 1.66813 | 1.65688 | ||
| 48 | 2023.08.04 02:30 | s/l | 11 | 0.10 | 1.66813 | 1.66813 | 1.65688 | 24.15 | 10189.51 |
| 49 | 2023.08.04 02:30 | s/l | 12 | 0.10 | 1.66813 | 1.66813 | 1.65688 | -10.33 | 10179.18 |
| 50 | 2023.08.04 02:30 | s/l | 13 | 0.10 | 1.66813 | 1.66813 | 1.65688 | -15.14 | 10164.04 |