Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| 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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2604 | Ticks modelled | 4206 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 659.40 | Gross profit | 867.61 | Gross loss | -208.21 |
| Profit factor | 4.17 | Expected payoff | 32.97 | ||
| Absolute drawdown | 11.50 | Maximal drawdown | 133.30 (1.30%) | Relative drawdown | 1.30% (133.30) |
| Total trades | 20 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 67.65 | loss trade | -89.45 | |
| Average | profit trade | 54.23 | loss trade | -52.05 | |
| Maximum | consecutive wins (profit in money) | 8 (462.01) | consecutive losses (loss in money) | 1 (-89.45) | |
| Maximal | consecutive profit (count of wins) | 462.01 (8) | consecutive loss (count of losses) | -89.45 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 00:00 | sell | 1 | 0.10 | 1.64269 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.07 00:00 | modify | 1 | 0.10 | 1.64269 | 1.65569 | 1.63269 | ||
| 3 | 2023.07.09 20:00 | sell | 2 | 0.10 | 1.63789 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.09 20:00 | modify | 2 | 0.10 | 1.63789 | 1.64019 | 1.63269 | ||
| 5 | 2023.07.09 20:00 | modify | 1 | 0.10 | 1.64269 | 1.64019 | 1.63269 | ||
| 6 | 2023.07.10 00:00 | s/l | 1 | 0.10 | 1.64019 | 1.64019 | 1.63269 | 16.78 | 10016.78 |
| 7 | 2023.07.10 00:00 | s/l | 2 | 0.10 | 1.64019 | 1.64019 | 1.63269 | -15.70 | 10001.09 |
| 8 | 2023.07.10 16:00 | sell | 3 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 9 | 2023.07.10 16:00 | modify | 3 | 0.10 | 1.64819 | 1.66119 | 1.63819 | ||
| 10 | 2023.07.12 04:00 | t/p | 3 | 0.10 | 1.63819 | 1.66119 | 1.63819 | 67.39 | 10068.47 |
| 11 | 2023.07.25 20:00 | buy | 4 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 12 | 2023.07.25 20:00 | modify | 4 | 0.10 | 1.62829 | 1.61529 | 1.63829 | ||
| 13 | 2023.07.26 04:00 | t/p | 4 | 0.10 | 1.63829 | 1.61529 | 1.63829 | 67.27 | 10135.74 |
| 14 | 2023.08.01 00:00 | buy | 5 | 0.10 | 1.63766 | 0.00000 | 0.00000 | ||
| 15 | 2023.08.01 00:00 | modify | 5 | 0.10 | 1.63766 | 1.62466 | 1.64766 | ||
| 16 | 2023.08.01 08:00 | t/p | 5 | 0.10 | 1.64766 | 1.62466 | 1.64766 | 67.65 | 10203.39 |
| 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 | -88.78 | 10114.60 |
| 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 | 67.52 | 10182.12 |
| 23 | 2023.08.17 08:00 | sell | 8 | 0.10 | 1.70115 | 0.00000 | 0.00000 | ||
| 24 | 2023.08.17 08:00 | modify | 8 | 0.10 | 1.70115 | 1.71415 | 1.69115 | ||
| 25 | 2023.08.22 08:00 | sell | 9 | 0.10 | 1.69538 | 0.00000 | 0.00000 | ||
| 26 | 2023.08.22 08:00 | modify | 9 | 0.10 | 1.69538 | 1.69765 | 1.69115 | ||
| 27 | 2023.08.22 08:00 | modify | 8 | 0.10 | 1.70115 | 1.69765 | 1.69115 | ||
| 28 | 2023.08.22 12:00 | t/p | 8 | 0.10 | 1.69115 | 1.69765 | 1.69115 | 67.25 | 10249.37 |
| 29 | 2023.08.22 12:00 | t/p | 9 | 0.10 | 1.69115 | 1.69765 | 1.69115 | 28.62 | 10277.99 |
| 30 | 2023.08.22 16:00 | buy | 10 | 0.10 | 1.68854 | 0.00000 | 0.00000 | ||
| 31 | 2023.08.22 16:00 | modify | 10 | 0.10 | 1.68854 | 1.67554 | 1.69854 | ||
| 32 | 2023.08.24 00:00 | s/l | 10 | 0.10 | 1.67554 | 1.67554 | 1.69854 | -89.45 | 10188.54 |
| 33 | 2023.09.05 12:00 | sell | 11 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 34 | 2023.09.05 12:00 | modify | 11 | 0.10 | 1.68598 | 1.69898 | 1.67598 | ||
| 35 | 2023.09.07 00:00 | sell | 12 | 0.10 | 1.68037 | 0.00000 | 0.00000 | ||
| 36 | 2023.09.07 00:00 | modify | 12 | 0.10 | 1.68037 | 1.68248 | 1.67598 | ||
| 37 | 2023.09.07 00:00 | modify | 11 | 0.10 | 1.68598 | 1.68248 | 1.67598 | ||
| 38 | 2023.09.07 04:00 | s/l | 11 | 0.10 | 1.68248 | 1.68248 | 1.67598 | 23.13 | 10211.68 |
| 39 | 2023.09.07 04:00 | s/l | 12 | 0.10 | 1.68248 | 1.68248 | 1.67598 | -14.28 | 10197.40 |
| 40 | 2023.09.15 00:00 | buy | 13 | 0.10 | 1.65413 | 0.00000 | 0.00000 | ||
| 41 | 2023.09.15 00:00 | modify | 13 | 0.10 | 1.65413 | 1.64113 | 1.66413 | ||
| 42 | 2023.09.21 12:00 | t/p | 13 | 0.10 | 1.66413 | 1.64113 | 1.66413 | 65.40 | 10262.80 |
| 43 | 2023.10.03 16:00 | sell | 14 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
| 44 | 2023.10.03 16:00 | modify | 14 | 0.10 | 1.66118 | 1.67418 | 1.65118 | ||
| 45 | 2023.10.05 04:00 | t/p | 14 | 0.10 | 1.65118 | 1.67418 | 1.65118 | 67.12 | 10329.92 |
| 46 | 2023.10.19 12:00 | sell | 15 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.19 12:00 | modify | 15 | 0.10 | 1.67255 | 1.68555 | 1.66255 | ||
| 48 | 2023.10.25 04:00 | t/p | 15 | 0.10 | 1.66255 | 1.68555 | 1.66255 | 67.11 | 10397.03 |
| 49 | 2023.11.15 16:00 | buy | 16 | 0.10 | 1.66511 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.15 16:00 | modify | 16 | 0.10 | 1.66511 | 1.65211 | 1.67511 | ||
| 51 | 2023.11.16 04:00 | t/p | 16 | 0.10 | 1.67511 | 1.65211 | 1.67511 | 66.52 | 10463.55 |
| 52 | 2024.04.10 20:00 | sell | 17 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.10 20:00 | modify | 17 | 0.10 | 1.64952 | 1.66252 | 1.63952 | ||
| 54 | 2024.04.11 12:00 | sell | 18 | 0.10 | 1.64495 | 0.00000 | 0.00000 | ||
| 55 | 2024.04.11 12:00 | modify | 18 | 0.10 | 1.64495 | 1.64702 | 1.63952 | ||
| 56 | 2024.04.11 12:00 | modify | 17 | 0.10 | 1.64952 | 1.64702 | 1.63952 | ||
| 57 | 2024.04.11 16:00 | sell | 19 | 0.10 | 1.64332 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.11 16:00 | modify | 19 | 0.10 | 1.64332 | 1.64502 | 1.63952 | ||
| 59 | 2024.04.11 16:00 | modify | 18 | 0.10 | 1.64495 | 1.64502 | 1.63952 | ||
| 60 | 2024.04.11 16:00 | modify | 17 | 0.10 | 1.64952 | 1.64502 | 1.63952 | ||
| 61 | 2024.04.12 00:00 | t/p | 17 | 0.10 | 1.63952 | 1.64502 | 1.63952 | 67.11 | 10530.66 |
| 62 | 2024.04.12 00:00 | t/p | 18 | 0.10 | 1.63952 | 1.64502 | 1.63952 | 36.60 | 10567.26 |
| 63 | 2024.04.12 00:00 | t/p | 19 | 0.10 | 1.63952 | 1.64502 | 1.63952 | 25.57 | 10592.83 |
| 64 | 2024.04.16 20:00 | sell | 20 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.16 20:00 | modify | 20 | 0.10 | 1.65789 | 1.67089 | 1.64789 | ||
| 66 | 2024.04.24 04:00 | t/p | 20 | 0.10 | 1.64789 | 1.67089 | 1.64789 | 66.57 | 10659.40 |