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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=3; 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 | 114.44 | Gross profit | 317.88 | Gross loss | -203.44 |
| Profit factor | 1.56 | Expected payoff | 14.30 | ||
| Absolute drawdown | 50.15 | Maximal drawdown | 105.80 (1.04%) | Relative drawdown | 1.04% (105.80) |
| Total trades | 8 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 73.98 | loss trade | -88.15 | |
| Average | profit trade | 63.58 | loss trade | -67.81 | |
| Maximum | consecutive wins (profit in money) | 2 (147.62) | consecutive losses (loss in money) | 1 (-88.15) | |
| Maximal | consecutive profit (count of wins) | 147.62 (2) | consecutive loss (count of losses) | -88.15 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.15 00:00 | buy | 1 | 0.10 | 1.65413 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.15 00:00 | modify | 1 | 0.10 | 1.65413 | 1.64113 | 1.66513 | ||
| 3 | 2023.09.21 12:00 | buy | 2 | 0.10 | 1.66202 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.21 12:00 | modify | 2 | 0.10 | 1.66202 | 1.65798 | 1.66513 | ||
| 5 | 2023.09.21 12:00 | modify | 1 | 0.10 | 1.65413 | 1.65798 | 1.66513 | ||
| 6 | 2023.09.22 04:00 | s/l | 1 | 0.10 | 1.65798 | 1.65798 | 1.66513 | 22.41 | 10022.41 |
| 7 | 2023.09.22 04:00 | s/l | 2 | 0.10 | 1.65798 | 1.65798 | 1.66513 | -27.66 | 9994.76 |
| 8 | 2024.01.18 00:00 | sell | 3 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.18 00:00 | modify | 3 | 0.10 | 1.66136 | 1.67436 | 1.65036 | ||
| 10 | 2024.01.19 12:00 | t/p | 3 | 0.10 | 1.65036 | 1.67436 | 1.65036 | 73.87 | 10068.62 |
| 11 | 2024.02.27 00:00 | sell | 4 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 12 | 2024.02.27 00:00 | modify | 4 | 0.10 | 1.65923 | 1.67223 | 1.64823 | ||
| 13 | 2024.03.05 08:00 | s/l | 4 | 0.10 | 1.67223 | 1.67223 | 1.64823 | -88.15 | 9980.48 |
| 14 | 2024.04.10 00:00 | buy | 5 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 15 | 2024.04.10 00:00 | modify | 5 | 0.10 | 1.63851 | 1.62551 | 1.64951 | ||
| 16 | 2024.04.10 16:00 | t/p | 5 | 0.10 | 1.64951 | 1.62551 | 1.64951 | 73.96 | 10054.44 |
| 17 | 2024.05.01 00:00 | sell | 6 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 18 | 2024.05.01 00:00 | modify | 6 | 0.10 | 1.64722 | 1.66022 | 1.63622 | ||
| 19 | 2024.05.02 16:00 | t/p | 6 | 0.10 | 1.63622 | 1.66022 | 1.63622 | 73.66 | 10128.10 |
| 20 | 2024.07.18 00:00 | sell | 7 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 21 | 2024.07.18 00:00 | modify | 7 | 0.10 | 1.62533 | 1.63833 | 1.61433 | ||
| 22 | 2024.07.22 16:00 | s/l | 7 | 0.10 | 1.63833 | 1.63833 | 1.61433 | -87.64 | 10040.46 |
| 23 | 2024.08.15 00:00 | sell | 8 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 24 | 2024.08.15 00:00 | modify | 8 | 0.10 | 1.66889 | 1.68189 | 1.65789 | ||
| 25 | 2024.08.15 16:00 | t/p | 8 | 0.10 | 1.65789 | 1.68189 | 1.65789 | 73.98 | 10114.44 |