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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 203.55 | Gross profit | 547.12 | Gross loss | -343.58 |
| Profit factor | 1.59 | Expected payoff | 10.18 | ||
| Absolute drawdown | 173.20 | Maximal drawdown | 210.43 (2.10%) | Relative drawdown | 2.10% (210.43) |
| Total trades | 20 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 12 (60.00%) | Loss trades (% of total) | 8 (40.00%) | ||
| Largest | profit trade | 79.50 | loss trade | -87.10 | |
| Average | profit trade | 45.59 | loss trade | -42.95 | |
| Maximum | consecutive wins (profit in money) | 5 (304.23) | consecutive losses (loss in money) | 2 (-99.44) | |
| Maximal | consecutive profit (count of wins) | 304.23 (5) | consecutive loss (count of losses) | -99.44 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.07 04:00 | buy | 1 | 0.10 | 1.60209 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.07 04:00 | modify | 1 | 0.10 | 1.60209 | 1.58909 | 1.61409 | ||
| 3 | 2023.06.07 20:00 | buy | 2 | 0.10 | 1.60811 | 0.00000 | 0.00000 | ||
| 4 | 2023.06.07 20:00 | modify | 2 | 0.10 | 1.60811 | 1.60629 | 1.61409 | ||
| 5 | 2023.06.07 20:00 | modify | 1 | 0.10 | 1.60209 | 1.60629 | 1.61409 | ||
| 6 | 2023.06.08 00:00 | s/l | 1 | 0.10 | 1.60629 | 1.60629 | 1.61409 | 26.72 | 10026.72 |
| 7 | 2023.06.08 00:00 | s/l | 2 | 0.10 | 1.60629 | 1.60629 | 1.61409 | -13.16 | 10013.57 |
| 8 | 2023.06.22 12:00 | sell | 3 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 9 | 2023.06.22 12:00 | modify | 3 | 0.10 | 1.61939 | 1.63239 | 1.60739 | ||
| 10 | 2023.06.23 08:00 | s/l | 3 | 0.10 | 1.63239 | 1.63239 | 1.60739 | -86.29 | 9927.28 |
| 11 | 2023.07.26 00:00 | buy | 4 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 12 | 2023.07.26 00:00 | modify | 4 | 0.10 | 1.62829 | 1.61529 | 1.64029 | ||
| 13 | 2023.07.26 12:00 | t/p | 4 | 0.10 | 1.64029 | 1.61529 | 1.64029 | 79.50 | 10006.78 |
| 14 | 2023.08.02 12:00 | sell | 5 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 15 | 2023.08.02 12:00 | modify | 5 | 0.10 | 1.66928 | 1.68228 | 1.65728 | ||
| 16 | 2023.08.08 08:00 | s/l | 5 | 0.10 | 1.68228 | 1.68228 | 1.65728 | -86.96 | 9919.82 |
| 17 | 2023.08.24 04:00 | buy | 6 | 0.10 | 1.67696 | 0.00000 | 0.00000 | ||
| 18 | 2023.08.24 04:00 | modify | 6 | 0.10 | 1.67696 | 1.66396 | 1.68896 | ||
| 19 | 2023.08.28 20:00 | buy | 7 | 0.10 | 1.68321 | 0.00000 | 0.00000 | ||
| 20 | 2023.08.28 20:00 | modify | 7 | 0.10 | 1.68321 | 1.68116 | 1.68896 | ||
| 21 | 2023.08.28 20:00 | modify | 6 | 0.10 | 1.67696 | 1.68116 | 1.68896 | ||
| 22 | 2023.08.29 00:00 | s/l | 6 | 0.10 | 1.68116 | 1.68116 | 1.68896 | 26.72 | 9946.54 |
| 23 | 2023.08.29 00:00 | s/l | 7 | 0.10 | 1.68116 | 1.68116 | 1.68896 | -13.95 | 9932.59 |
| 24 | 2023.09.05 12:00 | sell | 8 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 25 | 2023.09.05 12:00 | modify | 8 | 0.10 | 1.68598 | 1.69898 | 1.67398 | ||
| 26 | 2023.09.07 00:00 | sell | 9 | 0.10 | 1.68037 | 0.00000 | 0.00000 | ||
| 27 | 2023.09.07 00:00 | modify | 9 | 0.10 | 1.68037 | 1.68238 | 1.67398 | ||
| 28 | 2023.09.07 00:00 | modify | 8 | 0.10 | 1.68598 | 1.68238 | 1.67398 | ||
| 29 | 2023.09.07 04:00 | s/l | 8 | 0.10 | 1.68238 | 1.68238 | 1.67398 | 23.32 | 9955.91 |
| 30 | 2023.09.07 04:00 | s/l | 9 | 0.10 | 1.68238 | 1.68238 | 1.67398 | -13.32 | 9942.59 |
| 31 | 2023.09.15 00:00 | buy | 10 | 0.10 | 1.65413 | 0.00000 | 0.00000 | ||
| 32 | 2023.09.15 00:00 | modify | 10 | 0.10 | 1.65413 | 1.64113 | 1.66613 | ||
| 33 | 2023.09.15 20:00 | buy | 11 | 0.10 | 1.65788 | 0.00000 | 0.00000 | ||
| 34 | 2023.09.15 20:00 | modify | 11 | 0.10 | 1.65788 | 1.65473 | 1.66613 | ||
| 35 | 2023.09.15 20:00 | modify | 10 | 0.10 | 1.65413 | 1.65473 | 1.66613 | ||
| 36 | 2023.09.17 20:00 | s/l | 10 | 0.10 | 1.65473 | 1.65473 | 1.66613 | 3.97 | 9946.56 |
| 37 | 2023.09.17 20:00 | s/l | 11 | 0.10 | 1.65473 | 1.65473 | 1.66613 | -20.87 | 9925.69 |
| 38 | 2023.10.03 16:00 | sell | 12 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
| 39 | 2023.10.03 16:00 | modify | 12 | 0.10 | 1.66118 | 1.67418 | 1.64918 | ||
| 40 | 2023.10.06 16:00 | sell | 13 | 0.10 | 1.65729 | 0.00000 | 0.00000 | ||
| 41 | 2023.10.06 16:00 | modify | 13 | 0.10 | 1.65729 | 1.66058 | 1.64918 | ||
| 42 | 2023.10.06 16:00 | modify | 12 | 0.10 | 1.66118 | 1.66058 | 1.64918 | ||
| 43 | 2023.10.09 00:00 | s/l | 12 | 0.10 | 1.66058 | 1.66058 | 1.64918 | 3.17 | 9928.86 |
| 44 | 2023.10.09 00:00 | s/l | 13 | 0.10 | 1.66058 | 1.66058 | 1.64918 | -21.94 | 9906.93 |
| 45 | 2023.10.19 12:00 | sell | 14 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 46 | 2023.10.19 12:00 | modify | 14 | 0.10 | 1.67255 | 1.68555 | 1.66055 | ||
| 47 | 2023.10.24 16:00 | sell | 15 | 0.10 | 1.66869 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.24 16:00 | modify | 15 | 0.10 | 1.66869 | 1.67195 | 1.66055 | ||
| 49 | 2023.10.24 16:00 | modify | 14 | 0.10 | 1.67255 | 1.67195 | 1.66055 | ||
| 50 | 2023.10.25 04:00 | t/p | 14 | 0.10 | 1.66055 | 1.67195 | 1.66055 | 78.99 | 9985.91 |
| 51 | 2023.10.25 04:00 | t/p | 15 | 0.10 | 1.66055 | 1.67195 | 1.66055 | 53.81 | 10039.73 |
| 52 | 2024.01.18 00:00 | sell | 16 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 53 | 2024.01.18 00:00 | modify | 16 | 0.10 | 1.66136 | 1.67436 | 1.64936 | ||
| 54 | 2024.01.18 12:00 | sell | 17 | 0.10 | 1.65758 | 0.00000 | 0.00000 | ||
| 55 | 2024.01.18 12:00 | modify | 17 | 0.10 | 1.65758 | 1.66076 | 1.64936 | ||
| 56 | 2024.01.18 12:00 | modify | 16 | 0.10 | 1.66136 | 1.66076 | 1.64936 | ||
| 57 | 2024.01.18 16:00 | sell | 18 | 0.10 | 1.65507 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.18 16:00 | modify | 18 | 0.10 | 1.65507 | 1.65716 | 1.64936 | ||
| 59 | 2024.01.18 16:00 | modify | 17 | 0.10 | 1.65758 | 1.65716 | 1.64936 | ||
| 60 | 2024.01.18 16:00 | modify | 16 | 0.10 | 1.66136 | 1.65716 | 1.64936 | ||
| 61 | 2024.01.19 12:00 | t/p | 16 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 79.38 | 10119.11 |
| 62 | 2024.01.19 12:00 | t/p | 17 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 54.33 | 10173.45 |
| 63 | 2024.01.19 12:00 | t/p | 18 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 37.70 | 10211.15 |
| 64 | 2024.02.27 00:00 | sell | 19 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 65 | 2024.02.27 00:00 | modify | 19 | 0.10 | 1.65923 | 1.67223 | 1.64723 | ||
| 66 | 2024.03.05 08:00 | s/l | 19 | 0.10 | 1.67223 | 1.67223 | 1.64723 | -87.10 | 10124.06 |
| 67 | 2024.04.10 00:00 | buy | 20 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 68 | 2024.04.10 00:00 | modify | 20 | 0.10 | 1.63851 | 1.62551 | 1.65051 | ||
| 69 | 2024.04.10 20:00 | t/p | 20 | 0.10 | 1.65051 | 1.62551 | 1.65051 | 79.49 | 10203.55 |