Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 718.35 | Gross profit | 1047.95 | Gross loss | -329.60 |
| Profit factor | 3.18 | Expected payoff | 34.21 | ||
| Absolute drawdown | 251.25 | Maximal drawdown | 251.25 (25.12%) | Relative drawdown | 25.12% (251.25) |
| Total trades | 21 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
| Largest | profit trade | 89.17 | loss trade | -77.61 | |
| Average | profit trade | 65.50 | loss trade | -65.92 | |
| Maximum | consecutive wins (profit in money) | 11 (789.23) | consecutive losses (loss in money) | 3 (-221.24) | |
| Maximal | consecutive profit (count of wins) | 789.23 (11) | consecutive loss (count of losses) | -221.24 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 12:00 | sell | 1 | 0.10 | 1.62690 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.04 12:00 | modify | 1 | 0.10 | 1.62690 | 1.63890 | 1.61290 | ||
| 3 | 2024.01.08 16:00 | s/l | 1 | 0.10 | 1.63890 | 1.63890 | 1.61290 | -73.87 | 926.13 |
| 4 | 2024.01.30 12:00 | sell | 2 | 0.10 | 1.64394 | 0.00000 | 0.00000 | ||
| 5 | 2024.01.30 12:00 | modify | 2 | 0.10 | 1.64394 | 1.65594 | 1.62994 | ||
| 6 | 2024.02.01 12:00 | s/l | 2 | 0.10 | 1.65594 | 1.65594 | 1.62994 | -73.48 | 852.65 |
| 7 | 2024.02.26 12:00 | sell | 3 | 0.10 | 1.65653 | 0.00000 | 0.00000 | ||
| 8 | 2024.02.26 12:00 | modify | 3 | 0.10 | 1.65653 | 1.66853 | 1.64253 | ||
| 9 | 2024.02.28 16:00 | s/l | 3 | 0.10 | 1.66853 | 1.66853 | 1.64253 | -73.88 | 778.76 |
| 10 | 2024.03.07 12:00 | buy | 4 | 0.10 | 1.64988 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.07 12:00 | modify | 4 | 0.10 | 1.64988 | 1.63788 | 1.66388 | ||
| 12 | 2024.03.18 00:00 | buy | 5 | 0.10 | 1.65992 | 0.00000 | 0.00000 | ||
| 13 | 2024.03.18 00:00 | modify | 5 | 0.10 | 1.65992 | 1.65478 | 1.66388 | ||
| 14 | 2024.03.18 00:00 | modify | 4 | 0.10 | 1.64988 | 1.65478 | 1.66388 | ||
| 15 | 2024.03.19 00:00 | buy | 6 | 0.10 | 1.65850 | 0.00000 | 0.00000 | ||
| 16 | 2024.03.19 00:00 | modify | 6 | 0.10 | 1.65850 | 1.65338 | 1.66388 | ||
| 17 | 2024.03.19 04:00 | t/p | 4 | 0.10 | 1.66388 | 1.65478 | 1.66388 | 81.03 | 859.80 |
| 18 | 2024.03.19 04:00 | t/p | 5 | 0.10 | 1.66388 | 1.65478 | 1.66388 | 23.94 | 883.74 |
| 19 | 2024.03.19 04:00 | t/p | 6 | 0.10 | 1.66388 | 1.65338 | 1.66388 | 33.29 | 917.03 |
| 20 | 2024.04.22 12:00 | buy | 7 | 0.10 | 1.65233 | 0.00000 | 0.00000 | ||
| 21 | 2024.04.22 12:00 | modify | 7 | 0.10 | 1.65233 | 1.64033 | 1.66633 | ||
| 22 | 2024.04.26 08:00 | s/l | 7 | 0.10 | 1.64033 | 1.64033 | 1.66633 | -77.61 | 839.42 |
| 23 | 2024.04.30 12:00 | sell | 8 | 0.10 | 1.64212 | 0.00000 | 0.00000 | ||
| 24 | 2024.04.30 12:00 | modify | 8 | 0.10 | 1.64212 | 1.65412 | 1.62812 | ||
| 25 | 2024.05.03 16:00 | t/p | 8 | 0.10 | 1.62812 | 1.65412 | 1.62812 | 87.61 | 927.03 |
| 26 | 2024.05.29 12:00 | sell | 9 | 0.10 | 1.63613 | 0.00000 | 0.00000 | ||
| 27 | 2024.05.29 12:00 | modify | 9 | 0.10 | 1.63613 | 1.64813 | 1.62213 | ||
| 28 | 2024.06.10 16:00 | sell | 10 | 0.10 | 1.62623 | 0.00000 | 0.00000 | ||
| 29 | 2024.06.10 16:00 | modify | 10 | 0.10 | 1.62623 | 1.63123 | 1.62213 | ||
| 30 | 2024.06.10 16:00 | modify | 9 | 0.10 | 1.63613 | 1.63123 | 1.62213 | ||
| 31 | 2024.06.11 04:00 | s/l | 9 | 0.10 | 1.63123 | 1.63123 | 1.62213 | 32.84 | 959.87 |
| 32 | 2024.06.11 04:00 | s/l | 10 | 0.10 | 1.63123 | 1.63123 | 1.62213 | -30.76 | 929.12 |
| 33 | 2024.06.24 12:00 | sell | 11 | 0.10 | 1.61596 | 0.00000 | 0.00000 | ||
| 34 | 2024.06.24 12:00 | modify | 11 | 0.10 | 1.61596 | 1.62796 | 1.60196 | ||
| 35 | 2024.06.25 08:00 | sell | 12 | 0.10 | 1.60888 | 0.00000 | 0.00000 | ||
| 36 | 2024.06.25 08:00 | modify | 12 | 0.10 | 1.60888 | 1.61456 | 1.60196 | ||
| 37 | 2024.06.25 08:00 | modify | 11 | 0.10 | 1.61596 | 1.61456 | 1.60196 | ||
| 38 | 2024.06.26 08:00 | t/p | 11 | 0.10 | 1.60196 | 1.61456 | 1.60196 | 87.03 | 1016.15 |
| 39 | 2024.06.26 08:00 | t/p | 12 | 0.10 | 1.60196 | 1.61456 | 1.60196 | 43.02 | 1059.17 |
| 40 | 2024.08.07 12:00 | buy | 13 | 0.10 | 1.66411 | 0.00000 | 0.00000 | ||
| 41 | 2024.08.07 12:00 | modify | 13 | 0.10 | 1.66411 | 1.65211 | 1.67811 | ||
| 42 | 2024.08.08 00:00 | t/p | 13 | 0.10 | 1.67811 | 1.65211 | 1.67811 | 84.95 | 1144.12 |
| 43 | 2024.08.14 12:00 | sell | 14 | 0.10 | 1.66350 | 0.00000 | 0.00000 | ||
| 44 | 2024.08.14 12:00 | modify | 14 | 0.10 | 1.66350 | 1.67550 | 1.64950 | ||
| 45 | 2024.08.19 04:00 | t/p | 14 | 0.10 | 1.64950 | 1.67550 | 1.64950 | 87.61 | 1231.73 |
| 46 | 2024.08.29 12:00 | buy | 15 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 47 | 2024.08.29 12:00 | modify | 15 | 0.10 | 1.62777 | 1.61577 | 1.64177 | ||
| 48 | 2024.09.03 08:00 | t/p | 15 | 0.10 | 1.64177 | 1.61577 | 1.64177 | 84.95 | 1316.68 |
| 49 | 2024.09.13 12:00 | sell | 16 | 0.10 | 1.65497 | 0.00000 | 0.00000 | ||
| 50 | 2024.09.13 12:00 | modify | 16 | 0.10 | 1.65497 | 1.66697 | 1.64097 | ||
| 51 | 2024.09.18 00:00 | sell | 17 | 0.10 | 1.64506 | 0.00000 | 0.00000 | ||
| 52 | 2024.09.18 00:00 | modify | 17 | 0.10 | 1.64506 | 1.65007 | 1.64097 | ||
| 53 | 2024.09.18 00:00 | modify | 16 | 0.10 | 1.65497 | 1.65007 | 1.64097 | ||
| 54 | 2024.09.18 12:00 | t/p | 16 | 0.10 | 1.64097 | 1.65007 | 1.64097 | 87.22 | 1403.91 |
| 55 | 2024.09.18 12:00 | t/p | 17 | 0.10 | 1.64097 | 1.65007 | 1.64097 | 25.31 | 1429.22 |
| 56 | 2024.11.08 12:00 | sell | 18 | 0.10 | 1.62546 | 0.00000 | 0.00000 | ||
| 57 | 2024.11.08 12:00 | modify | 18 | 0.10 | 1.62546 | 1.63746 | 1.61146 | ||
| 58 | 2024.11.21 20:00 | t/p | 18 | 0.10 | 1.61146 | 1.63746 | 1.61146 | 89.17 | 1518.39 |
| 59 | 2024.11.22 12:00 | buy | 19 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.22 12:00 | modify | 19 | 0.10 | 1.60215 | 1.59015 | 1.61615 | ||
| 61 | 2024.11.25 20:00 | t/p | 19 | 0.10 | 1.61615 | 1.59015 | 1.61615 | 86.07 | 1604.46 |
| 62 | 2024.12.06 12:00 | sell | 20 | 0.10 | 1.64994 | 0.00000 | 0.00000 | ||
| 63 | 2024.12.06 12:00 | modify | 20 | 0.10 | 1.64994 | 1.66194 | 1.63594 | ||
| 64 | 2024.12.09 16:00 | t/p | 20 | 0.10 | 1.63594 | 1.66194 | 1.63594 | 86.83 | 1691.29 |
| 65 | 2024.12.20 12:00 | sell | 21 | 0.10 | 1.66877 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.20 12:00 | modify | 21 | 0.10 | 1.66877 | 1.68077 | 1.65477 | ||
| 67 | 2024.12.31 23:59 | close at stop | 21 | 0.10 | 1.66468 | 1.68077 | 1.65477 | 27.06 | 1718.35 |