Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 280.97 | Gross profit | 384.62 | Gross loss | -103.66 |
| Profit factor | 3.71 | Expected payoff | 35.12 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 69.33 (5.45%) | Relative drawdown | 6.02% (67.91) |
| Total trades | 8 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 77.52 | loss trade | -51.88 | |
| Average | profit trade | 64.10 | loss trade | -51.83 | |
| Maximum | consecutive wins (profit in money) | 3 (192.90) | consecutive losses (loss in money) | 1 (-51.88) | |
| Maximal | consecutive profit (count of wins) | 192.90 (3) | consecutive loss (count of losses) | -51.88 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.18 00:00 | sell | 1 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.18 00:00 | modify | 1 | 0.10 | 1.66136 | 1.66936 | 1.64936 | ||
| 3 | 2024.01.18 16:00 | sell | 2 | 0.10 | 1.65507 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.18 16:00 | modify | 2 | 0.10 | 1.65507 | 1.65896 | 1.64936 | ||
| 5 | 2024.01.18 16:00 | modify | 1 | 0.10 | 1.66136 | 1.65896 | 1.64936 | ||
| 6 | 2024.01.19 12:00 | t/p | 1 | 0.10 | 1.64936 | 1.65896 | 1.64936 | 77.42 | 1077.42 |
| 7 | 2024.01.19 12:00 | t/p | 2 | 0.10 | 1.64936 | 1.65896 | 1.64936 | 36.78 | 1114.20 |
| 8 | 2024.02.27 00:00 | sell | 3 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 9 | 2024.02.27 00:00 | modify | 3 | 0.10 | 1.65923 | 1.66723 | 1.64723 | ||
| 10 | 2024.02.28 16:00 | s/l | 3 | 0.10 | 1.66723 | 1.66723 | 1.64723 | -51.78 | 1062.42 |
| 11 | 2024.04.10 00:00 | buy | 4 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 12 | 2024.04.10 00:00 | modify | 4 | 0.10 | 1.63851 | 1.63051 | 1.65051 | ||
| 13 | 2024.04.10 20:00 | t/p | 4 | 0.10 | 1.65051 | 1.63051 | 1.65051 | 77.50 | 1139.92 |
| 14 | 2024.05.01 00:00 | sell | 5 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 15 | 2024.05.01 00:00 | modify | 5 | 0.10 | 1.64722 | 1.65522 | 1.63522 | ||
| 16 | 2024.05.02 00:00 | sell | 6 | 0.10 | 1.64113 | 0.00000 | 0.00000 | ||
| 17 | 2024.05.02 00:00 | modify | 6 | 0.10 | 1.64113 | 1.64482 | 1.63522 | ||
| 18 | 2024.05.02 00:00 | modify | 5 | 0.10 | 1.64722 | 1.64482 | 1.63522 | ||
| 19 | 2024.05.02 16:00 | t/p | 5 | 0.10 | 1.63522 | 1.64482 | 1.63522 | 77.22 | 1217.14 |
| 20 | 2024.05.02 16:00 | t/p | 6 | 0.10 | 1.63522 | 1.64482 | 1.63522 | 38.18 | 1255.32 |
| 21 | 2024.07.18 00:00 | sell | 7 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 22 | 2024.07.18 00:00 | modify | 7 | 0.10 | 1.62533 | 1.63333 | 1.61333 | ||
| 23 | 2024.07.22 04:00 | s/l | 7 | 0.10 | 1.63333 | 1.63333 | 1.61333 | -51.88 | 1203.45 |
| 24 | 2024.08.15 00:00 | sell | 8 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 25 | 2024.08.15 00:00 | modify | 8 | 0.10 | 1.66889 | 1.67689 | 1.65689 | ||
| 26 | 2024.08.15 16:00 | t/p | 8 | 0.10 | 1.65689 | 1.67689 | 1.65689 | 77.52 | 1280.97 |