Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 266.94 | Gross profit | 577.87 | Gross loss | -310.93 |
| Profit factor | 1.86 | Expected payoff | 14.83 | ||
| Absolute drawdown | 122.44 | Maximal drawdown | 191.30 (1.90%) | Relative drawdown | 1.90% (191.30) |
| Total trades | 18 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 66.11 | loss trade | -87.59 | |
| Average | profit trade | 48.16 | loss trade | -51.82 | |
| Maximum | consecutive wins (profit in money) | 7 (331.43) | consecutive losses (loss in money) | 1 (-87.59) | |
| Maximal | consecutive profit (count of wins) | 331.43 (7) | consecutive loss (count of losses) | -87.59 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.22 12:00 | sell | 1 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.22 12:00 | modify | 1 | 0.10 | 1.61939 | 1.63239 | 1.60939 | ||
| 3 | 2023.06.23 08:00 | s/l | 1 | 0.10 | 1.63239 | 1.63239 | 1.60939 | -86.28 | 9913.72 |
| 4 | 2023.07.10 16:00 | sell | 2 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.10 16:00 | modify | 2 | 0.10 | 1.64819 | 1.66119 | 1.63819 | ||
| 6 | 2023.07.12 04:00 | t/p | 2 | 0.10 | 1.63819 | 1.66119 | 1.63819 | 65.98 | 9979.70 |
| 7 | 2023.07.17 12:00 | sell | 3 | 0.10 | 1.64832 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.17 12:00 | modify | 3 | 0.10 | 1.64832 | 1.66132 | 1.63832 | ||
| 9 | 2023.07.20 08:00 | sell | 4 | 0.10 | 1.64221 | 0.00000 | 0.00000 | ||
| 10 | 2023.07.20 08:00 | modify | 4 | 0.10 | 1.64221 | 1.64432 | 1.63832 | ||
| 11 | 2023.07.20 08:00 | modify | 3 | 0.10 | 1.64832 | 1.64432 | 1.63832 | ||
| 12 | 2023.07.20 16:00 | s/l | 3 | 0.10 | 1.64432 | 1.64432 | 1.63832 | 25.82 | 10005.53 |
| 13 | 2023.07.20 16:00 | s/l | 4 | 0.10 | 1.64432 | 1.64432 | 1.63832 | -13.98 | 9991.55 |
| 14 | 2023.07.25 20:00 | buy | 5 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.25 20:00 | modify | 5 | 0.10 | 1.62829 | 1.61529 | 1.63829 | ||
| 16 | 2023.07.26 04:00 | t/p | 5 | 0.10 | 1.63829 | 1.61529 | 1.63829 | 65.87 | 10057.42 |
| 17 | 2023.08.02 12:00 | sell | 6 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 18 | 2023.08.02 12:00 | modify | 6 | 0.10 | 1.66928 | 1.68228 | 1.65928 | ||
| 19 | 2023.08.08 08:00 | s/l | 6 | 0.10 | 1.68228 | 1.68228 | 1.65928 | -86.94 | 9970.48 |
| 20 | 2023.08.08 12:00 | sell | 7 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 21 | 2023.08.08 12:00 | modify | 7 | 0.10 | 1.68249 | 1.69549 | 1.67249 | ||
| 22 | 2023.08.09 00:00 | t/p | 7 | 0.10 | 1.67249 | 1.69549 | 1.67249 | 66.11 | 10036.59 |
| 23 | 2023.08.22 16:00 | buy | 8 | 0.10 | 1.68854 | 0.00000 | 0.00000 | ||
| 24 | 2023.08.22 16:00 | modify | 8 | 0.10 | 1.68854 | 1.67554 | 1.69854 | ||
| 25 | 2023.08.24 00:00 | s/l | 8 | 0.10 | 1.67554 | 1.67554 | 1.69854 | -87.59 | 9949.01 |
| 26 | 2023.09.05 12:00 | sell | 9 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 27 | 2023.09.05 12:00 | modify | 9 | 0.10 | 1.68598 | 1.69898 | 1.67598 | ||
| 28 | 2023.09.07 00:00 | sell | 10 | 0.10 | 1.68037 | 0.00000 | 0.00000 | ||
| 29 | 2023.09.07 00:00 | modify | 10 | 0.10 | 1.68037 | 1.68248 | 1.67598 | ||
| 30 | 2023.09.07 00:00 | modify | 9 | 0.10 | 1.68598 | 1.68248 | 1.67598 | ||
| 31 | 2023.09.07 04:00 | s/l | 9 | 0.10 | 1.68248 | 1.68248 | 1.67598 | 22.65 | 9971.65 |
| 32 | 2023.09.07 04:00 | s/l | 10 | 0.10 | 1.68248 | 1.68248 | 1.67598 | -13.98 | 9957.67 |
| 33 | 2023.10.19 12:00 | sell | 11 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 34 | 2023.10.19 12:00 | modify | 11 | 0.10 | 1.67255 | 1.68555 | 1.66255 | ||
| 35 | 2023.10.25 04:00 | t/p | 11 | 0.10 | 1.66255 | 1.68555 | 1.66255 | 65.71 | 10023.38 |
| 36 | 2023.11.15 16:00 | buy | 12 | 0.10 | 1.66511 | 0.00000 | 0.00000 | ||
| 37 | 2023.11.15 16:00 | modify | 12 | 0.10 | 1.66511 | 1.65211 | 1.67511 | ||
| 38 | 2023.11.16 04:00 | t/p | 12 | 0.10 | 1.67511 | 1.65211 | 1.67511 | 65.12 | 10088.51 |
| 39 | 2024.04.10 20:00 | sell | 13 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 40 | 2024.04.10 20:00 | modify | 13 | 0.10 | 1.64952 | 1.66252 | 1.63952 | ||
| 41 | 2024.04.11 12:00 | sell | 14 | 0.10 | 1.64495 | 0.00000 | 0.00000 | ||
| 42 | 2024.04.11 12:00 | modify | 14 | 0.10 | 1.64495 | 1.64802 | 1.63952 | ||
| 43 | 2024.04.11 12:00 | modify | 13 | 0.10 | 1.64952 | 1.64802 | 1.63952 | ||
| 44 | 2024.04.11 16:00 | sell | 15 | 0.10 | 1.64332 | 0.00000 | 0.00000 | ||
| 45 | 2024.04.11 16:00 | modify | 15 | 0.10 | 1.64332 | 1.64552 | 1.63952 | ||
| 46 | 2024.04.11 16:00 | modify | 14 | 0.10 | 1.64495 | 1.64552 | 1.63952 | ||
| 47 | 2024.04.11 16:00 | modify | 13 | 0.10 | 1.64952 | 1.64552 | 1.63952 | ||
| 48 | 2024.04.12 00:00 | t/p | 13 | 0.10 | 1.63952 | 1.64552 | 1.63952 | 65.71 | 10154.22 |
| 49 | 2024.04.12 00:00 | t/p | 14 | 0.10 | 1.63952 | 1.64552 | 1.63952 | 35.84 | 10190.06 |
| 50 | 2024.04.12 00:00 | t/p | 15 | 0.10 | 1.63952 | 1.64552 | 1.63952 | 25.04 | 10215.10 |
| 51 | 2024.04.16 20:00 | sell | 16 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 52 | 2024.04.16 20:00 | modify | 16 | 0.10 | 1.65789 | 1.67089 | 1.64789 | ||
| 53 | 2024.04.24 04:00 | t/p | 16 | 0.10 | 1.64789 | 1.67089 | 1.64789 | 65.18 | 10280.28 |
| 54 | 2024.04.24 12:00 | buy | 17 | 0.10 | 1.64366 | 0.00000 | 0.00000 | ||
| 55 | 2024.04.24 12:00 | modify | 17 | 0.10 | 1.64366 | 1.63066 | 1.65366 | ||
| 56 | 2024.04.24 16:00 | buy | 18 | 0.10 | 1.64834 | 0.00000 | 0.00000 | ||
| 57 | 2024.04.24 16:00 | modify | 18 | 0.10 | 1.64834 | 1.64516 | 1.65366 | ||
| 58 | 2024.04.24 16:00 | modify | 17 | 0.10 | 1.64366 | 1.64516 | 1.65366 | ||
| 59 | 2024.04.25 00:00 | s/l | 17 | 0.10 | 1.64516 | 1.64516 | 1.65366 | 8.82 | 10289.11 |
| 60 | 2024.04.25 00:00 | s/l | 18 | 0.10 | 1.64516 | 1.64516 | 1.65366 | -22.17 | 10266.94 |