Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| 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=12; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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 | 2608 | Ticks modelled | 4215 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 305.85 | Gross profit | 582.82 | Gross loss | -276.97 |
| Profit factor | 2.10 | Expected payoff | 13.30 | ||
| Absolute drawdown | 59.66 | Maximal drawdown | 130.92 (1.29%) | Relative drawdown | 1.29% (130.92) |
| Total trades | 23 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 73.96 | loss trade | -89.86 | |
| Average | profit trade | 41.63 | loss trade | -30.77 | |
| Maximum | consecutive wins (profit in money) | 5 (214.40) | consecutive losses (loss in money) | 3 (-105.46) | |
| Maximal | consecutive profit (count of wins) | 214.40 (5) | consecutive loss (count of losses) | -108.68 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 12:00 | sell | 1 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 12:00 | modify | 1 | 0.10 | 1.68598 | 1.69898 | 1.67498 | ||
| 3 | 2023.09.07 00:00 | sell | 2 | 0.10 | 1.68037 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.07 00:00 | modify | 2 | 0.10 | 1.68037 | 1.68268 | 1.67498 | ||
| 5 | 2023.09.07 00:00 | modify | 1 | 0.10 | 1.68598 | 1.68268 | 1.67498 | ||
| 6 | 2023.09.07 04:00 | s/l | 1 | 0.10 | 1.68268 | 1.68268 | 1.67498 | 21.77 | 10021.77 |
| 7 | 2023.09.07 04:00 | s/l | 2 | 0.10 | 1.68268 | 1.68268 | 1.67498 | -15.53 | 10006.24 |
| 8 | 2023.10.03 16:00 | sell | 3 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.03 16:00 | modify | 3 | 0.10 | 1.66118 | 1.67418 | 1.65018 | ||
| 10 | 2023.10.05 20:00 | sell | 4 | 0.10 | 1.65545 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.05 20:00 | modify | 4 | 0.10 | 1.65545 | 1.65788 | 1.65018 | ||
| 12 | 2023.10.05 20:00 | modify | 3 | 0.10 | 1.66118 | 1.65788 | 1.65018 | ||
| 13 | 2023.10.06 08:00 | s/l | 3 | 0.10 | 1.65788 | 1.65788 | 1.65018 | 21.67 | 10027.92 |
| 14 | 2023.10.06 08:00 | s/l | 4 | 0.10 | 1.65788 | 1.65788 | 1.65018 | -16.43 | 10011.48 |
| 15 | 2023.10.10 04:00 | buy | 5 | 0.10 | 1.64788 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.10 04:00 | modify | 5 | 0.10 | 1.64788 | 1.63488 | 1.65888 | ||
| 17 | 2023.10.10 12:00 | buy | 6 | 0.10 | 1.65408 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.10 12:00 | modify | 6 | 0.10 | 1.65408 | 1.65173 | 1.65888 | ||
| 19 | 2023.10.10 12:00 | modify | 5 | 0.10 | 1.64788 | 1.65173 | 1.65888 | ||
| 20 | 2023.10.10 16:00 | s/l | 5 | 0.10 | 1.65173 | 1.65173 | 1.65888 | 25.88 | 10037.36 |
| 21 | 2023.10.10 16:00 | s/l | 6 | 0.10 | 1.65173 | 1.65173 | 1.65888 | -15.80 | 10021.56 |
| 22 | 2023.10.19 12:00 | sell | 7 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.19 12:00 | modify | 7 | 0.10 | 1.67255 | 1.68555 | 1.66155 | ||
| 24 | 2023.10.25 04:00 | t/p | 7 | 0.10 | 1.66155 | 1.68555 | 1.66155 | 73.54 | 10095.11 |
| 25 | 2023.11.09 00:00 | sell | 8 | 0.10 | 1.67149 | 0.00000 | 0.00000 | ||
| 26 | 2023.11.09 00:00 | modify | 8 | 0.10 | 1.67149 | 1.68449 | 1.66049 | ||
| 27 | 2023.11.20 04:00 | sell | 9 | 0.10 | 1.66791 | 0.00000 | 0.00000 | ||
| 28 | 2023.11.20 04:00 | modify | 9 | 0.10 | 1.66791 | 1.67094 | 1.66049 | ||
| 29 | 2023.11.20 04:00 | modify | 8 | 0.10 | 1.67149 | 1.67094 | 1.66049 | ||
| 30 | 2023.11.20 08:00 | sell | 10 | 0.10 | 1.66580 | 0.00000 | 0.00000 | ||
| 31 | 2023.11.20 08:00 | modify | 10 | 0.10 | 1.66580 | 1.66819 | 1.66049 | ||
| 32 | 2023.11.20 08:00 | modify | 9 | 0.10 | 1.66791 | 1.66819 | 1.66049 | ||
| 33 | 2023.11.20 08:00 | modify | 8 | 0.10 | 1.67149 | 1.66819 | 1.66049 | ||
| 34 | 2023.11.20 12:00 | s/l | 8 | 0.10 | 1.66819 | 1.66819 | 1.66049 | 21.26 | 10116.36 |
| 35 | 2023.11.20 12:00 | s/l | 9 | 0.10 | 1.66819 | 1.66819 | 1.66049 | -1.88 | 10114.48 |
| 36 | 2023.11.20 12:00 | s/l | 10 | 0.10 | 1.66819 | 1.66819 | 1.66049 | -16.07 | 10098.41 |
| 37 | 2024.01.16 08:00 | sell | 11 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 38 | 2024.01.16 08:00 | modify | 11 | 0.10 | 1.64979 | 1.66279 | 1.63879 | ||
| 39 | 2024.01.17 12:00 | s/l | 11 | 0.10 | 1.66279 | 1.66279 | 1.63879 | -87.51 | 10010.90 |
| 40 | 2024.01.18 00:00 | sell | 12 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 41 | 2024.01.18 00:00 | modify | 12 | 0.10 | 1.66136 | 1.67436 | 1.65036 | ||
| 42 | 2024.01.18 16:00 | sell | 13 | 0.10 | 1.65507 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.18 16:00 | modify | 13 | 0.10 | 1.65507 | 1.65751 | 1.65036 | ||
| 44 | 2024.01.18 16:00 | modify | 12 | 0.10 | 1.66136 | 1.65751 | 1.65036 | ||
| 45 | 2024.01.19 12:00 | t/p | 12 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 73.85 | 10084.74 |
| 46 | 2024.01.19 12:00 | t/p | 13 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 31.56 | 10116.30 |
| 47 | 2024.04.10 20:00 | sell | 14 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 48 | 2024.04.10 20:00 | modify | 14 | 0.10 | 1.64952 | 1.66252 | 1.63852 | ||
| 49 | 2024.04.11 16:00 | sell | 15 | 0.10 | 1.64332 | 0.00000 | 0.00000 | ||
| 50 | 2024.04.11 16:00 | modify | 15 | 0.10 | 1.64332 | 1.64567 | 1.63852 | ||
| 51 | 2024.04.11 16:00 | modify | 14 | 0.10 | 1.64952 | 1.64567 | 1.63852 | ||
| 52 | 2024.04.12 12:00 | t/p | 14 | 0.10 | 1.63852 | 1.64567 | 1.63852 | 73.54 | 10189.84 |
| 53 | 2024.04.12 12:00 | t/p | 15 | 0.10 | 1.63852 | 1.64567 | 1.63852 | 32.17 | 10222.01 |
| 54 | 2024.04.16 20:00 | sell | 16 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 55 | 2024.04.16 20:00 | modify | 16 | 0.10 | 1.65789 | 1.67089 | 1.64689 | ||
| 56 | 2024.04.18 04:00 | sell | 17 | 0.10 | 1.65454 | 0.00000 | 0.00000 | ||
| 57 | 2024.04.18 04:00 | modify | 17 | 0.10 | 1.65454 | 1.65734 | 1.64689 | ||
| 58 | 2024.04.18 04:00 | modify | 16 | 0.10 | 1.65789 | 1.65734 | 1.64689 | ||
| 59 | 2024.04.18 08:00 | s/l | 16 | 0.10 | 1.65734 | 1.65734 | 1.64689 | 3.28 | 10225.30 |
| 60 | 2024.04.18 08:00 | s/l | 17 | 0.10 | 1.65734 | 1.65734 | 1.64689 | -18.82 | 10206.48 |
| 61 | 2024.04.24 08:00 | buy | 18 | 0.10 | 1.64333 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.24 08:00 | modify | 18 | 0.10 | 1.64333 | 1.63033 | 1.65433 | ||
| 63 | 2024.04.29 08:00 | s/l | 18 | 0.10 | 1.63033 | 1.63033 | 1.65433 | -89.86 | 10116.61 |
| 64 | 2024.05.01 00:00 | sell | 19 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 65 | 2024.05.01 00:00 | modify | 19 | 0.10 | 1.64722 | 1.66022 | 1.63622 | ||
| 66 | 2024.05.02 00:00 | sell | 20 | 0.10 | 1.64113 | 0.00000 | 0.00000 | ||
| 67 | 2024.05.02 00:00 | modify | 20 | 0.10 | 1.64113 | 1.64337 | 1.63622 | ||
| 68 | 2024.05.02 00:00 | modify | 19 | 0.10 | 1.64722 | 1.64337 | 1.63622 | ||
| 69 | 2024.05.02 04:00 | s/l | 19 | 0.10 | 1.64337 | 1.64337 | 1.63622 | 25.57 | 10142.18 |
| 70 | 2024.05.02 04:00 | s/l | 20 | 0.10 | 1.64337 | 1.64337 | 1.63622 | -15.06 | 10127.12 |
| 71 | 2024.08.15 00:00 | sell | 21 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 72 | 2024.08.15 00:00 | modify | 21 | 0.10 | 1.66889 | 1.68189 | 1.65789 | ||
| 73 | 2024.08.15 08:00 | sell | 22 | 0.10 | 1.66255 | 0.00000 | 0.00000 | ||
| 74 | 2024.08.15 08:00 | modify | 22 | 0.10 | 1.66255 | 1.66504 | 1.65789 | ||
| 75 | 2024.08.15 08:00 | modify | 21 | 0.10 | 1.66889 | 1.66504 | 1.65789 | ||
| 76 | 2024.08.15 16:00 | t/p | 21 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 73.96 | 10201.08 |
| 77 | 2024.08.15 16:00 | t/p | 22 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 31.33 | 10232.41 |
| 78 | 2024.08.29 16:00 | buy | 23 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 79 | 2024.08.29 16:00 | modify | 23 | 0.10 | 1.62925 | 1.61625 | 1.64025 | ||
| 80 | 2024.08.30 23:59 | t/p | 23 | 0.10 | 1.64025 | 1.61625 | 1.64025 | 73.44 | 10305.85 |