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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 873.51 | Gross profit | 1263.31 | Gross loss | -389.80 |
| Profit factor | 3.24 | Expected payoff | 33.60 | ||
| Absolute drawdown | 64.73 | Maximal drawdown | 309.43 (22.75%) | Relative drawdown | 22.75% (309.43) |
| Total trades | 26 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 16 (61.54%) | Loss trades (% of total) | 10 (38.46%) | ||
| Largest | profit trade | 96.86 | loss trade | -85.61 | |
| Average | profit trade | 78.96 | loss trade | -38.98 | |
| Maximum | consecutive wins (profit in money) | 7 (604.47) | consecutive losses (loss in money) | 4 (-187.48) | |
| Maximal | consecutive profit (count of wins) | 604.47 (7) | consecutive loss (count of losses) | -187.48 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 16:00 | buy | 1 | 0.10 | 1.65649 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.01 16:00 | modify | 1 | 0.10 | 1.65649 | 1.64449 | 1.67149 | ||
| 3 | 2023.11.08 20:00 | t/p | 1 | 0.10 | 1.67149 | 1.64449 | 1.67149 | 93.62 | 1093.62 |
| 4 | 2023.12.01 16:00 | buy | 2 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 5 | 2023.12.01 16:00 | modify | 2 | 0.10 | 1.63260 | 1.62060 | 1.64760 | ||
| 6 | 2023.12.05 04:00 | t/p | 2 | 0.10 | 1.64760 | 1.62060 | 1.64760 | 95.99 | 1189.61 |
| 7 | 2023.12.05 04:00 | sell | 3 | 0.10 | 1.64841 | 0.00000 | 0.00000 | ||
| 8 | 2023.12.05 04:00 | modify | 3 | 0.10 | 1.64841 | 1.66041 | 1.63341 | ||
| 9 | 2023.12.08 04:00 | t/p | 3 | 0.10 | 1.63341 | 1.66041 | 1.63341 | 96.46 | 1286.08 |
| 10 | 2023.12.15 16:00 | buy | 4 | 0.10 | 1.62453 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.15 16:00 | modify | 4 | 0.10 | 1.62453 | 1.61253 | 1.63953 | ||
| 12 | 2023.12.18 16:00 | buy | 5 | 0.10 | 1.63079 | 0.00000 | 0.00000 | ||
| 13 | 2023.12.18 16:00 | modify | 5 | 0.10 | 1.63079 | 1.62603 | 1.63953 | ||
| 14 | 2023.12.18 16:00 | buy | 6 | 0.10 | 1.63079 | 0.00000 | 0.00000 | ||
| 15 | 2023.12.18 16:00 | modify | 6 | 0.10 | 1.63079 | 1.62903 | 1.63953 | ||
| 16 | 2023.12.18 16:00 | modify | 4 | 0.10 | 1.62453 | 1.62903 | 1.63953 | ||
| 17 | 2023.12.18 20:00 | s/l | 4 | 0.10 | 1.62903 | 1.62903 | 1.63953 | 28.61 | 1314.68 |
| 18 | 2023.12.18 20:00 | s/l | 6 | 0.10 | 1.62903 | 1.62903 | 1.63953 | -11.37 | 1303.31 |
| 19 | 2023.12.18 20:00 | close | 5 | 0.10 | 1.62887 | 1.62603 | 1.63953 | -12.40 | 1290.91 |
| 20 | 2024.01.04 16:00 | sell | 7 | 0.10 | 1.63247 | 0.00000 | 0.00000 | ||
| 21 | 2024.01.04 16:00 | modify | 7 | 0.10 | 1.63247 | 1.64447 | 1.61747 | ||
| 22 | 2024.01.11 16:00 | s/l | 7 | 0.10 | 1.64447 | 1.64447 | 1.61747 | -78.26 | 1212.65 |
| 23 | 2024.01.25 16:00 | buy | 8 | 0.10 | 1.64609 | 0.00000 | 0.00000 | ||
| 24 | 2024.01.25 16:00 | modify | 8 | 0.10 | 1.64609 | 1.63409 | 1.66109 | ||
| 25 | 2024.02.01 08:00 | buy | 9 | 0.10 | 1.65235 | 0.00000 | 0.00000 | ||
| 26 | 2024.02.01 08:00 | modify | 9 | 0.10 | 1.65235 | 1.64759 | 1.66109 | ||
| 27 | 2024.02.01 08:00 | buy | 10 | 0.10 | 1.65235 | 0.00000 | 0.00000 | ||
| 28 | 2024.02.01 08:00 | modify | 10 | 0.10 | 1.65235 | 1.65059 | 1.66109 | ||
| 29 | 2024.02.01 08:00 | modify | 8 | 0.10 | 1.64609 | 1.65059 | 1.66109 | ||
| 30 | 2024.02.01 12:00 | modify | 9 | 0.10 | 1.65235 | 1.65059 | 1.66109 | ||
| 31 | 2024.02.02 04:00 | s/l | 8 | 0.10 | 1.65059 | 1.65059 | 1.66109 | 25.29 | 1237.93 |
| 32 | 2024.02.02 04:00 | s/l | 9 | 0.10 | 1.65059 | 1.65059 | 1.66109 | -11.85 | 1226.08 |
| 33 | 2024.02.02 04:00 | s/l | 10 | 0.10 | 1.65059 | 1.65059 | 1.66109 | -11.85 | 1214.22 |
| 34 | 2024.03.21 04:00 | buy | 11 | 0.10 | 1.65123 | 0.00000 | 0.00000 | ||
| 35 | 2024.03.21 04:00 | modify | 11 | 0.10 | 1.65123 | 1.63923 | 1.66623 | ||
| 36 | 2024.04.09 16:00 | s/l | 11 | 0.10 | 1.63923 | 1.63923 | 1.66623 | -85.61 | 1128.61 |
| 37 | 2024.04.10 16:00 | sell | 12 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 38 | 2024.04.10 16:00 | modify | 12 | 0.10 | 1.64979 | 1.66179 | 1.63479 | ||
| 39 | 2024.04.16 16:00 | s/l | 12 | 0.10 | 1.66179 | 1.66179 | 1.63479 | -78.16 | 1050.46 |
| 40 | 2024.04.19 04:00 | sell | 13 | 0.10 | 1.66437 | 0.00000 | 0.00000 | ||
| 41 | 2024.04.19 04:00 | modify | 13 | 0.10 | 1.66437 | 1.67637 | 1.64937 | ||
| 42 | 2024.04.23 04:00 | t/p | 13 | 0.10 | 1.64937 | 1.67637 | 1.64937 | 96.76 | 1147.22 |
| 43 | 2024.04.30 16:00 | sell | 14 | 0.10 | 1.64632 | 0.00000 | 0.00000 | ||
| 44 | 2024.04.30 16:00 | modify | 14 | 0.10 | 1.64632 | 1.65832 | 1.63132 | ||
| 45 | 2024.05.03 04:00 | t/p | 14 | 0.10 | 1.63132 | 1.65832 | 1.63132 | 96.46 | 1243.68 |
| 46 | 2024.07.25 08:00 | sell | 15 | 0.10 | 1.66025 | 0.00000 | 0.00000 | ||
| 47 | 2024.07.25 08:00 | modify | 15 | 0.10 | 1.66025 | 1.67225 | 1.64525 | ||
| 48 | 2024.07.26 08:00 | sell | 16 | 0.10 | 1.65402 | 0.00000 | 0.00000 | ||
| 49 | 2024.07.26 08:00 | modify | 16 | 0.10 | 1.65402 | 1.65875 | 1.64525 | ||
| 50 | 2024.07.26 08:00 | sell | 17 | 0.10 | 1.65402 | 0.00000 | 0.00000 | ||
| 51 | 2024.07.26 08:00 | modify | 17 | 0.10 | 1.65402 | 1.65575 | 1.64525 | ||
| 52 | 2024.07.26 08:00 | modify | 15 | 0.10 | 1.66025 | 1.65575 | 1.64525 | ||
| 53 | 2024.07.26 12:00 | s/l | 15 | 0.10 | 1.65575 | 1.65575 | 1.64525 | 28.99 | 1272.67 |
| 54 | 2024.07.26 12:00 | s/l | 17 | 0.10 | 1.65575 | 1.65575 | 1.64525 | -11.18 | 1261.49 |
| 55 | 2024.07.26 12:00 | close | 16 | 0.10 | 1.65579 | 1.65875 | 1.64525 | -11.44 | 1250.05 |
| 56 | 2024.07.31 04:00 | sell | 18 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 57 | 2024.07.31 04:00 | modify | 18 | 0.10 | 1.66530 | 1.67730 | 1.65030 | ||
| 58 | 2024.08.01 16:00 | t/p | 18 | 0.10 | 1.65030 | 1.67730 | 1.65030 | 96.66 | 1346.72 |
| 59 | 2024.08.02 16:00 | sell | 19 | 0.10 | 1.67246 | 0.00000 | 0.00000 | ||
| 60 | 2024.08.02 16:00 | modify | 19 | 0.10 | 1.67246 | 1.68446 | 1.65746 | ||
| 61 | 2024.08.05 08:00 | s/l | 19 | 0.10 | 1.68446 | 1.68446 | 1.65746 | -77.67 | 1269.05 |
| 62 | 2024.08.05 08:00 | sell | 20 | 0.10 | 1.69747 | 0.00000 | 0.00000 | ||
| 63 | 2024.08.05 08:00 | modify | 20 | 0.10 | 1.69747 | 1.70947 | 1.68247 | ||
| 64 | 2024.08.06 00:00 | t/p | 20 | 0.10 | 1.68247 | 1.70947 | 1.68247 | 96.86 | 1365.91 |
| 65 | 2024.08.07 04:00 | buy | 21 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 66 | 2024.08.07 04:00 | modify | 21 | 0.10 | 1.66380 | 1.65180 | 1.67880 | ||
| 67 | 2024.08.08 00:00 | t/p | 21 | 0.10 | 1.67880 | 1.65180 | 1.67880 | 95.52 | 1461.43 |
| 68 | 2024.08.14 16:00 | sell | 22 | 0.10 | 1.66633 | 0.00000 | 0.00000 | ||
| 69 | 2024.08.14 16:00 | modify | 22 | 0.10 | 1.66633 | 1.67833 | 1.65133 | ||
| 70 | 2024.08.19 04:00 | t/p | 22 | 0.10 | 1.65133 | 1.67833 | 1.65133 | 96.46 | 1557.89 |
| 71 | 2024.08.29 12:00 | buy | 23 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 72 | 2024.08.29 12:00 | modify | 23 | 0.10 | 1.62777 | 1.61577 | 1.64277 | ||
| 73 | 2024.09.03 16:00 | t/p | 23 | 0.10 | 1.64277 | 1.61577 | 1.64277 | 95.52 | 1653.41 |
| 74 | 2024.09.06 16:00 | sell | 24 | 0.10 | 1.66051 | 0.00000 | 0.00000 | ||
| 75 | 2024.09.06 16:00 | modify | 24 | 0.10 | 1.66051 | 1.67251 | 1.64551 | ||
| 76 | 2024.09.15 20:00 | sell | 25 | 0.10 | 1.64990 | 0.00000 | 0.00000 | ||
| 77 | 2024.09.15 20:00 | modify | 25 | 0.10 | 1.64990 | 1.65451 | 1.64551 | ||
| 78 | 2024.09.15 20:00 | modify | 24 | 0.10 | 1.66051 | 1.65451 | 1.64551 | ||
| 79 | 2024.09.17 08:00 | t/p | 24 | 0.10 | 1.64551 | 1.65451 | 1.64551 | 96.07 | 1749.47 |
| 80 | 2024.09.17 08:00 | t/p | 25 | 0.10 | 1.64551 | 1.65451 | 1.64551 | 28.18 | 1777.66 |
| 81 | 2024.10.08 04:00 | sell | 26 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 82 | 2024.10.08 04:00 | modify | 26 | 0.10 | 1.63118 | 1.64318 | 1.61618 | ||
| 83 | 2024.10.17 16:00 | t/p | 26 | 0.10 | 1.61618 | 1.64318 | 1.61618 | 95.86 | 1873.51 |