Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 532.83 | Gross profit | 892.78 | Gross loss | -359.95 |
| Profit factor | 2.48 | Expected payoff | 29.60 | ||
| Absolute drawdown | 214.99 | Maximal drawdown | 327.04 (3.10%) | Relative drawdown | 3.10% (327.04) |
| Total trades | 18 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 11 (61.11%) | Loss trades (% of total) | 7 (38.89%) | ||
| Largest | profit trade | 141.67 | loss trade | -153.98 | |
| Average | profit trade | 81.16 | loss trade | -51.42 | |
| Maximum | consecutive wins (profit in money) | 6 (463.76) | consecutive losses (loss in money) | 3 (-204.99) | |
| Maximal | consecutive profit (count of wins) | 463.76 (6) | consecutive loss (count of losses) | -204.99 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 16:00 | buy | 1 | 0.10 | 1.11225 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.21 16:00 | modify | 1 | 0.10 | 1.11225 | 1.09725 | 1.12625 | ||
| 3 | 2023.07.27 20:00 | s/l | 1 | 0.10 | 1.09725 | 1.09725 | 1.12625 | -153.98 | 9846.02 |
| 4 | 2023.08.02 20:00 | buy | 2 | 0.10 | 1.09424 | 0.00000 | 0.00000 | ||
| 5 | 2023.08.02 20:00 | modify | 2 | 0.10 | 1.09424 | 1.07924 | 1.10824 | ||
| 6 | 2023.08.11 12:00 | buy | 3 | 0.10 | 1.10001 | 0.00000 | 0.00000 | ||
| 7 | 2023.08.11 12:00 | modify | 3 | 0.10 | 1.10001 | 1.09494 | 1.10824 | ||
| 8 | 2023.08.11 12:00 | modify | 2 | 0.10 | 1.09424 | 1.09494 | 1.10824 | ||
| 9 | 2023.08.11 20:00 | s/l | 2 | 0.10 | 1.09494 | 1.09494 | 1.10824 | -0.30 | 9845.71 |
| 10 | 2023.08.11 20:00 | s/l | 3 | 0.10 | 1.09494 | 1.09494 | 1.10824 | -50.70 | 9795.01 |
| 11 | 2023.08.30 20:00 | sell | 4 | 0.10 | 1.09217 | 0.00000 | 0.00000 | ||
| 12 | 2023.08.30 20:00 | modify | 4 | 0.10 | 1.09217 | 1.10717 | 1.07817 | ||
| 13 | 2023.09.01 20:00 | t/p | 4 | 0.10 | 1.07817 | 1.10717 | 1.07817 | 140.67 | 9935.68 |
| 14 | 2023.09.25 20:00 | buy | 5 | 0.10 | 1.05957 | 0.00000 | 0.00000 | ||
| 15 | 2023.09.25 20:00 | modify | 5 | 0.10 | 1.05957 | 1.04457 | 1.07357 | ||
| 16 | 2023.11.03 20:00 | t/p | 5 | 0.10 | 1.07357 | 1.04457 | 1.07357 | 112.78 | 10048.45 |
| 17 | 2023.11.03 20:00 | sell | 6 | 0.10 | 1.07248 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.03 20:00 | modify | 6 | 0.10 | 1.07248 | 1.08748 | 1.05848 | ||
| 19 | 2023.11.09 20:00 | sell | 7 | 0.10 | 1.06673 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.09 20:00 | modify | 7 | 0.10 | 1.06673 | 1.07178 | 1.05848 | ||
| 21 | 2023.11.09 20:00 | modify | 6 | 0.10 | 1.07248 | 1.07178 | 1.05848 | ||
| 22 | 2023.11.14 12:00 | s/l | 6 | 0.10 | 1.07178 | 1.07178 | 1.05848 | 8.50 | 10056.95 |
| 23 | 2023.11.14 12:00 | s/l | 7 | 0.10 | 1.07178 | 1.07178 | 1.05848 | -50.00 | 10006.95 |
| 24 | 2023.12.27 20:00 | sell | 8 | 0.10 | 1.11015 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.27 20:00 | modify | 8 | 0.10 | 1.11015 | 1.12515 | 1.09615 | ||
| 26 | 2024.01.02 08:00 | sell | 9 | 0.10 | 1.10156 | 0.00000 | 0.00000 | ||
| 27 | 2024.01.02 08:00 | modify | 9 | 0.10 | 1.10156 | 1.10665 | 1.09615 | ||
| 28 | 2024.01.02 08:00 | modify | 8 | 0.10 | 1.11015 | 1.10665 | 1.09615 | ||
| 29 | 2024.01.02 16:00 | t/p | 8 | 0.10 | 1.09615 | 1.10665 | 1.09615 | 141.00 | 10147.95 |
| 30 | 2024.01.02 16:00 | t/p | 9 | 0.10 | 1.09615 | 1.10665 | 1.09615 | 54.10 | 10202.05 |
| 31 | 2024.01.11 08:00 | sell | 10 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.11 08:00 | modify | 10 | 0.10 | 1.09790 | 1.11290 | 1.08390 | ||
| 33 | 2024.01.16 12:00 | sell | 11 | 0.10 | 1.08923 | 0.00000 | 0.00000 | ||
| 34 | 2024.01.16 12:00 | modify | 11 | 0.10 | 1.08923 | 1.09440 | 1.08390 | ||
| 35 | 2024.01.16 12:00 | modify | 10 | 0.10 | 1.09790 | 1.09440 | 1.08390 | ||
| 36 | 2024.01.16 20:00 | sell | 12 | 0.10 | 1.08737 | 0.00000 | 0.00000 | ||
| 37 | 2024.01.16 20:00 | modify | 12 | 0.10 | 1.08737 | 1.09300 | 1.08390 | ||
| 38 | 2024.01.16 20:00 | modify | 11 | 0.10 | 1.08923 | 1.09300 | 1.08390 | ||
| 39 | 2024.01.16 20:00 | modify | 10 | 0.10 | 1.09790 | 1.09300 | 1.08390 | ||
| 40 | 2024.01.23 16:00 | t/p | 10 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 141.67 | 10343.72 |
| 41 | 2024.01.23 16:00 | t/p | 11 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 54.47 | 10398.18 |
| 42 | 2024.01.23 16:00 | t/p | 12 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 35.87 | 10434.05 |
| 43 | 2024.03.08 04:00 | sell | 13 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.08 04:00 | modify | 13 | 0.10 | 1.09476 | 1.10976 | 1.08076 | ||
| 45 | 2024.03.20 00:00 | sell | 14 | 0.10 | 1.08617 | 0.00000 | 0.00000 | ||
| 46 | 2024.03.20 00:00 | modify | 14 | 0.10 | 1.08617 | 1.09126 | 1.08076 | ||
| 47 | 2024.03.20 00:00 | modify | 13 | 0.10 | 1.09476 | 1.09126 | 1.08076 | ||
| 48 | 2024.03.20 20:00 | s/l | 13 | 0.10 | 1.09126 | 1.09126 | 1.08076 | 36.67 | 10470.71 |
| 49 | 2024.03.20 20:00 | s/l | 14 | 0.10 | 1.09126 | 1.09126 | 1.08076 | -50.90 | 10419.81 |
| 50 | 2024.03.24 20:00 | buy | 15 | 0.10 | 1.08098 | 0.00000 | 0.00000 | ||
| 51 | 2024.03.24 20:00 | modify | 15 | 0.10 | 1.08098 | 1.06598 | 1.09498 | ||
| 52 | 2024.04.04 16:00 | buy | 16 | 0.10 | 1.08679 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.04 16:00 | modify | 16 | 0.10 | 1.08679 | 1.08168 | 1.09498 | ||
| 54 | 2024.04.04 16:00 | modify | 15 | 0.10 | 1.08098 | 1.08168 | 1.09498 | ||
| 55 | 2024.04.05 16:00 | s/l | 15 | 0.10 | 1.08168 | 1.08168 | 1.09498 | -2.30 | 10417.52 |
| 56 | 2024.04.05 16:00 | s/l | 16 | 0.10 | 1.08168 | 1.08168 | 1.09498 | -51.76 | 10365.75 |
| 57 | 2024.04.10 20:00 | buy | 17 | 0.10 | 1.07466 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.10 20:00 | modify | 17 | 0.10 | 1.07466 | 1.05966 | 1.08866 | ||
| 59 | 2024.05.15 12:00 | buy | 18 | 0.10 | 1.08323 | 0.00000 | 0.00000 | ||
| 60 | 2024.05.15 12:00 | modify | 18 | 0.10 | 1.08323 | 1.07816 | 1.08866 | ||
| 61 | 2024.05.15 12:00 | modify | 17 | 0.10 | 1.07466 | 1.07816 | 1.08866 | ||
| 62 | 2024.05.16 00:00 | t/p | 17 | 0.10 | 1.08866 | 1.07816 | 1.08866 | 114.77 | 10480.52 |
| 63 | 2024.05.16 00:00 | t/p | 18 | 0.10 | 1.08866 | 1.07816 | 1.08866 | 52.31 | 10532.83 |