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 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79803 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 614.58 | Gross profit | 689.73 | Gross loss | -75.15 |
| Profit factor | 9.18 | Expected payoff | 32.35 | ||
| Absolute drawdown | 40.47 | Maximal drawdown | 125.16 (8.85%) | Relative drawdown | 9.05% (99.87) |
| Total trades | 19 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
| Largest | profit trade | 77.57 | loss trade | -51.82 | |
| Average | profit trade | 40.57 | loss trade | -37.57 | |
| Maximum | consecutive wins (profit in money) | 9 (355.84) | consecutive losses (loss in money) | 1 (-51.82) | |
| Maximal | consecutive profit (count of wins) | 355.84 (9) | consecutive loss (count of losses) | -51.82 (1) | |
| Average | consecutive wins | 6 | 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 16:30 | sell | 2 | 0.10 | 1.65512 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.18 16:30 | modify | 2 | 0.10 | 1.65512 | 1.65896 | 1.64936 | ||
| 5 | 2024.01.18 16:30 | modify | 1 | 0.10 | 1.66136 | 1.65896 | 1.64936 | ||
| 6 | 2024.01.18 16:40 | sell | 3 | 0.10 | 1.65448 | 0.00000 | 0.00000 | ||
| 7 | 2024.01.18 16:40 | modify | 3 | 0.10 | 1.65448 | 1.65836 | 1.64936 | ||
| 8 | 2024.01.18 16:40 | modify | 2 | 0.10 | 1.65512 | 1.65836 | 1.64936 | ||
| 9 | 2024.01.18 16:40 | modify | 1 | 0.10 | 1.66136 | 1.65836 | 1.64936 | ||
| 10 | 2024.01.19 08:30 | sell | 4 | 0.10 | 1.65209 | 0.00000 | 0.00000 | ||
| 11 | 2024.01.19 08:30 | modify | 4 | 0.10 | 1.65209 | 1.65716 | 1.64936 | ||
| 12 | 2024.01.19 08:30 | modify | 3 | 0.10 | 1.65448 | 1.65716 | 1.64936 | ||
| 13 | 2024.01.19 08:30 | modify | 2 | 0.10 | 1.65512 | 1.65716 | 1.64936 | ||
| 14 | 2024.01.19 08:30 | modify | 1 | 0.10 | 1.66136 | 1.65716 | 1.64936 | ||
| 15 | 2024.01.19 10:05 | t/p | 1 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 77.47 | 1077.47 |
| 16 | 2024.01.19 10:05 | t/p | 2 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 37.13 | 1114.60 |
| 17 | 2024.01.19 10:05 | t/p | 3 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 33.00 | 1147.60 |
| 18 | 2024.01.19 10:05 | t/p | 4 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 17.65 | 1165.25 |
| 19 | 2024.02.27 00:00 | sell | 5 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 20 | 2024.02.27 00:00 | modify | 5 | 0.10 | 1.65923 | 1.66723 | 1.64723 | ||
| 21 | 2024.02.28 13:40 | s/l | 5 | 0.10 | 1.66723 | 1.66723 | 1.64723 | -51.82 | 1113.43 |
| 22 | 2024.04.10 00:00 | buy | 6 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 23 | 2024.04.10 00:00 | modify | 6 | 0.10 | 1.63851 | 1.63051 | 1.65051 | ||
| 24 | 2024.04.10 12:30 | buy | 7 | 0.10 | 1.64467 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.10 12:30 | modify | 7 | 0.10 | 1.64467 | 1.64091 | 1.65051 | ||
| 26 | 2024.04.10 12:30 | modify | 6 | 0.10 | 1.63851 | 1.64091 | 1.65051 | ||
| 27 | 2024.04.10 13:05 | buy | 8 | 0.10 | 1.64528 | 0.00000 | 0.00000 | ||
| 28 | 2024.04.10 13:05 | modify | 8 | 0.10 | 1.64528 | 1.64151 | 1.65051 | ||
| 29 | 2024.04.10 13:05 | modify | 7 | 0.10 | 1.64467 | 1.64151 | 1.65051 | ||
| 30 | 2024.04.10 13:05 | modify | 6 | 0.10 | 1.63851 | 1.64151 | 1.65051 | ||
| 31 | 2024.04.10 14:20 | buy | 9 | 0.10 | 1.64761 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.10 14:20 | modify | 9 | 0.10 | 1.64761 | 1.64271 | 1.65051 | ||
| 33 | 2024.04.10 14:20 | modify | 8 | 0.10 | 1.64528 | 1.64271 | 1.65051 | ||
| 34 | 2024.04.10 14:20 | modify | 7 | 0.10 | 1.64467 | 1.64271 | 1.65051 | ||
| 35 | 2024.04.10 14:20 | modify | 6 | 0.10 | 1.63851 | 1.64271 | 1.65051 | ||
| 36 | 2024.04.10 16:05 | t/p | 6 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 77.56 | 1190.99 |
| 37 | 2024.04.10 16:05 | t/p | 7 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 37.74 | 1228.73 |
| 38 | 2024.04.10 16:05 | t/p | 8 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 33.80 | 1262.53 |
| 39 | 2024.04.10 16:05 | t/p | 9 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 18.74 | 1281.27 |
| 40 | 2024.05.01 00:00 | sell | 10 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.01 00:00 | modify | 10 | 0.10 | 1.64722 | 1.65522 | 1.63522 | ||
| 42 | 2024.05.01 18:50 | sell | 11 | 0.10 | 1.64115 | 0.00000 | 0.00000 | ||
| 43 | 2024.05.01 18:50 | modify | 11 | 0.10 | 1.64115 | 1.64482 | 1.63522 | ||
| 44 | 2024.05.01 18:50 | modify | 10 | 0.10 | 1.64722 | 1.64482 | 1.63522 | ||
| 45 | 2024.05.01 22:13 | sell | 12 | 0.10 | 1.64058 | 0.00000 | 0.00000 | ||
| 46 | 2024.05.01 22:13 | modify | 12 | 0.10 | 1.64058 | 1.64422 | 1.63522 | ||
| 47 | 2024.05.01 22:13 | modify | 11 | 0.10 | 1.64115 | 1.64422 | 1.63522 | ||
| 48 | 2024.05.01 22:13 | modify | 10 | 0.10 | 1.64722 | 1.64422 | 1.63522 | ||
| 49 | 2024.05.02 05:50 | sell | 13 | 0.10 | 1.63815 | 0.00000 | 0.00000 | ||
| 50 | 2024.05.02 05:50 | modify | 13 | 0.10 | 1.63815 | 1.64302 | 1.63522 | ||
| 51 | 2024.05.02 05:50 | modify | 12 | 0.10 | 1.64058 | 1.64302 | 1.63522 | ||
| 52 | 2024.05.02 05:50 | modify | 11 | 0.10 | 1.64115 | 1.64302 | 1.63522 | ||
| 53 | 2024.05.02 05:50 | modify | 10 | 0.10 | 1.64722 | 1.64302 | 1.63522 | ||
| 54 | 2024.05.02 14:40 | t/p | 10 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 77.27 | 1358.55 |
| 55 | 2024.05.02 14:40 | t/p | 11 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 38.03 | 1396.58 |
| 56 | 2024.05.02 14:40 | t/p | 12 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 34.35 | 1430.93 |
| 57 | 2024.05.02 14:40 | t/p | 13 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 18.94 | 1449.87 |
| 58 | 2024.07.18 00:00 | sell | 14 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 59 | 2024.07.18 00:00 | modify | 14 | 0.10 | 1.62533 | 1.63333 | 1.61333 | ||
| 60 | 2024.07.18 14:15 | sell | 15 | 0.10 | 1.61872 | 0.00000 | 0.00000 | ||
| 61 | 2024.07.18 14:15 | modify | 15 | 0.10 | 1.61872 | 1.62233 | 1.61333 | ||
| 62 | 2024.07.18 14:15 | modify | 14 | 0.10 | 1.62533 | 1.62233 | 1.61333 | ||
| 63 | 2024.07.18 15:30 | s/l | 14 | 0.10 | 1.62233 | 1.62233 | 1.61333 | 19.40 | 1469.27 |
| 64 | 2024.07.18 15:30 | s/l | 15 | 0.10 | 1.62233 | 1.62233 | 1.61333 | -23.33 | 1445.94 |
| 65 | 2024.08.15 00:00 | sell | 16 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 66 | 2024.08.15 00:00 | modify | 16 | 0.10 | 1.66889 | 1.67689 | 1.65689 | ||
| 67 | 2024.08.15 02:40 | sell | 17 | 0.10 | 1.66275 | 0.00000 | 0.00000 | ||
| 68 | 2024.08.15 02:40 | modify | 17 | 0.10 | 1.66275 | 1.66649 | 1.65689 | ||
| 69 | 2024.08.15 02:40 | modify | 16 | 0.10 | 1.66889 | 1.66649 | 1.65689 | ||
| 70 | 2024.08.15 03:40 | sell | 18 | 0.10 | 1.66229 | 0.00000 | 0.00000 | ||
| 71 | 2024.08.15 03:40 | modify | 18 | 0.10 | 1.66229 | 1.66589 | 1.65689 | ||
| 72 | 2024.08.15 03:40 | modify | 17 | 0.10 | 1.66275 | 1.66589 | 1.65689 | ||
| 73 | 2024.08.15 03:40 | modify | 16 | 0.10 | 1.66889 | 1.66589 | 1.65689 | ||
| 74 | 2024.08.15 12:20 | sell | 19 | 0.10 | 1.65972 | 0.00000 | 0.00000 | ||
| 75 | 2024.08.15 12:20 | modify | 19 | 0.10 | 1.65972 | 1.66469 | 1.65689 | ||
| 76 | 2024.08.15 12:20 | modify | 18 | 0.10 | 1.66229 | 1.66469 | 1.65689 | ||
| 77 | 2024.08.15 12:20 | modify | 17 | 0.10 | 1.66275 | 1.66469 | 1.65689 | ||
| 78 | 2024.08.15 12:20 | modify | 16 | 0.10 | 1.66889 | 1.66469 | 1.65689 | ||
| 79 | 2024.08.15 14:40 | t/p | 16 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 77.57 | 1523.51 |
| 80 | 2024.08.15 14:40 | t/p | 17 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 37.88 | 1561.39 |
| 81 | 2024.08.15 14:40 | t/p | 18 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 34.90 | 1596.29 |
| 82 | 2024.08.15 14:40 | t/p | 19 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 18.29 | 1614.58 |