Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 758.56 | Gross profit | 1100.15 | Gross loss | -341.59 |
| Profit factor | 3.22 | Expected payoff | 39.92 | ||
| Absolute drawdown | 97.22 | Maximal drawdown | 213.45 (12.20%) | Relative drawdown | 15.58% (166.61) |
| Total trades | 19 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 146.94 | loss trade | -97.22 | |
| Average | profit trade | 100.01 | loss trade | -42.70 | |
| Maximum | consecutive wins (profit in money) | 4 (419.96) | consecutive losses (loss in money) | 2 (-42.81) | |
| Maximal | consecutive profit (count of wins) | 419.96 (4) | consecutive loss (count of losses) | -97.22 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.06 08:00 | sell | 1 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.06 08:00 | modify | 1 | 0.10 | 1.07333 | 1.08333 | 1.05933 | ||
| 3 | 2023.11.14 16:00 | s/l | 1 | 0.10 | 1.08333 | 1.08333 | 1.05933 | -97.22 | 902.78 |
| 4 | 2023.12.15 08:00 | sell | 2 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 5 | 2023.12.15 08:00 | modify | 2 | 0.10 | 1.09938 | 1.10938 | 1.08538 | ||
| 6 | 2023.12.15 16:00 | sell | 3 | 0.10 | 1.09157 | 0.00000 | 0.00000 | ||
| 7 | 2023.12.15 16:00 | modify | 3 | 0.10 | 1.09157 | 1.09588 | 1.08538 | ||
| 8 | 2023.12.15 16:00 | sell | 4 | 0.10 | 1.09157 | 0.00000 | 0.00000 | ||
| 9 | 2023.12.15 16:00 | modify | 4 | 0.10 | 1.09157 | 1.09378 | 1.08538 | ||
| 10 | 2023.12.15 16:00 | modify | 2 | 0.10 | 1.09938 | 1.09378 | 1.08538 | ||
| 11 | 2023.12.15 20:00 | modify | 3 | 0.10 | 1.09157 | 1.09378 | 1.08538 | ||
| 12 | 2023.12.19 08:00 | s/l | 2 | 0.10 | 1.09378 | 1.09378 | 1.08538 | 56.69 | 959.47 |
| 13 | 2023.12.19 08:00 | s/l | 3 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -21.41 | 938.06 |
| 14 | 2023.12.19 08:00 | s/l | 4 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -21.41 | 916.66 |
| 15 | 2023.12.28 08:00 | sell | 5 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 16 | 2023.12.28 08:00 | modify | 5 | 0.10 | 1.11167 | 1.12167 | 1.09767 | ||
| 17 | 2023.12.29 04:00 | sell | 6 | 0.10 | 1.10652 | 0.00000 | 0.00000 | ||
| 18 | 2023.12.29 04:00 | modify | 6 | 0.10 | 1.10652 | 1.10887 | 1.09767 | ||
| 19 | 2023.12.29 04:00 | modify | 5 | 0.10 | 1.11167 | 1.10887 | 1.09767 | ||
| 20 | 2024.01.02 12:00 | t/p | 5 | 0.10 | 1.09767 | 1.10887 | 1.09767 | 141.04 | 1057.70 |
| 21 | 2024.01.02 12:00 | t/p | 6 | 0.10 | 1.09767 | 1.10887 | 1.09767 | 89.19 | 1146.89 |
| 22 | 2024.01.11 08:00 | sell | 7 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 23 | 2024.01.11 08:00 | modify | 7 | 0.10 | 1.09790 | 1.10790 | 1.08390 | ||
| 24 | 2024.01.23 16:00 | t/p | 7 | 0.10 | 1.08390 | 1.10790 | 1.08390 | 143.47 | 1290.36 |
| 25 | 2024.02.05 08:00 | buy | 8 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 26 | 2024.02.05 08:00 | modify | 8 | 0.10 | 1.07832 | 1.06832 | 1.09232 | ||
| 27 | 2024.02.22 12:00 | buy | 9 | 0.10 | 1.08602 | 0.00000 | 0.00000 | ||
| 28 | 2024.02.22 12:00 | modify | 9 | 0.10 | 1.08602 | 1.08182 | 1.09232 | ||
| 29 | 2024.02.22 12:00 | buy | 10 | 0.10 | 1.08602 | 0.00000 | 0.00000 | ||
| 30 | 2024.02.22 12:00 | modify | 10 | 0.10 | 1.08602 | 1.08392 | 1.09232 | ||
| 31 | 2024.02.22 12:00 | modify | 8 | 0.10 | 1.07832 | 1.08392 | 1.09232 | ||
| 32 | 2024.02.22 16:00 | s/l | 8 | 0.10 | 1.08392 | 1.08392 | 1.09232 | 43.38 | 1333.75 |
| 33 | 2024.02.22 16:00 | s/l | 9 | 0.10 | 1.08182 | 1.08182 | 1.09232 | -42.00 | 1291.75 |
| 34 | 2024.02.22 16:00 | s/l | 10 | 0.10 | 1.08392 | 1.08392 | 1.09232 | -21.00 | 1270.75 |
| 35 | 2024.03.08 04:00 | sell | 11 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 36 | 2024.03.08 04:00 | modify | 11 | 0.10 | 1.09476 | 1.10476 | 1.08076 | ||
| 37 | 2024.03.18 20:00 | sell | 12 | 0.10 | 1.08692 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.18 20:00 | modify | 12 | 0.10 | 1.08692 | 1.09126 | 1.08076 | ||
| 39 | 2024.03.18 20:00 | sell | 13 | 0.10 | 1.08692 | 0.00000 | 0.00000 | ||
| 40 | 2024.03.18 20:00 | modify | 13 | 0.10 | 1.08692 | 1.08916 | 1.08076 | ||
| 41 | 2024.03.18 20:00 | modify | 11 | 0.10 | 1.09476 | 1.08916 | 1.08076 | ||
| 42 | 2024.03.19 00:00 | modify | 12 | 0.10 | 1.08692 | 1.08916 | 1.08076 | ||
| 43 | 2024.03.20 20:00 | s/l | 11 | 0.10 | 1.08916 | 1.08916 | 1.08076 | 59.47 | 1330.22 |
| 44 | 2024.03.20 20:00 | s/l | 12 | 0.10 | 1.08916 | 1.08916 | 1.08076 | -21.71 | 1308.51 |
| 45 | 2024.03.20 20:00 | s/l | 13 | 0.10 | 1.08916 | 1.08916 | 1.08076 | -21.71 | 1286.80 |
| 46 | 2024.04.04 12:00 | sell | 14 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 47 | 2024.04.04 12:00 | modify | 14 | 0.10 | 1.08529 | 1.09529 | 1.07129 | ||
| 48 | 2024.04.11 16:00 | t/p | 14 | 0.10 | 1.07129 | 1.09529 | 1.07129 | 142.43 | 1429.23 |
| 49 | 2024.07.17 16:00 | sell | 15 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.17 16:00 | modify | 15 | 0.10 | 1.09323 | 1.10323 | 1.07923 | ||
| 51 | 2024.07.23 16:00 | sell | 16 | 0.10 | 1.08543 | 0.00000 | 0.00000 | ||
| 52 | 2024.07.23 16:00 | modify | 16 | 0.10 | 1.08543 | 1.08973 | 1.07923 | ||
| 53 | 2024.07.23 16:00 | sell | 17 | 0.10 | 1.08543 | 0.00000 | 0.00000 | ||
| 54 | 2024.07.23 16:00 | modify | 17 | 0.10 | 1.08543 | 1.08763 | 1.07923 | ||
| 55 | 2024.07.23 16:00 | modify | 15 | 0.10 | 1.09323 | 1.08763 | 1.07923 | ||
| 56 | 2024.07.23 20:00 | modify | 16 | 0.10 | 1.08543 | 1.08763 | 1.07923 | ||
| 57 | 2024.08.01 12:00 | t/p | 15 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 145.90 | 1575.13 |
| 58 | 2024.08.01 12:00 | t/p | 16 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 65.82 | 1640.95 |
| 59 | 2024.08.01 12:00 | t/p | 17 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 65.82 | 1706.77 |
| 60 | 2024.08.05 16:00 | sell | 18 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 61 | 2024.08.05 16:00 | modify | 18 | 0.10 | 1.09561 | 1.10561 | 1.08161 | ||
| 62 | 2024.08.19 16:00 | s/l | 18 | 0.10 | 1.10561 | 1.10561 | 1.08161 | -95.14 | 1611.62 |
| 63 | 2024.09.16 16:00 | sell | 19 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 64 | 2024.09.16 16:00 | modify | 19 | 0.10 | 1.11226 | 1.12226 | 1.09826 | ||
| 65 | 2024.10.04 16:00 | t/p | 19 | 0.10 | 1.09826 | 1.12226 | 1.09826 | 146.94 | 1758.56 |