Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 421.74 | Gross profit | 481.74 | Gross loss | -60.00 |
| Profit factor | 8.03 | Expected payoff | 60.25 | ||
| Absolute drawdown | 60.00 | Maximal drawdown | 60.00 (6.00%) | Relative drawdown | 6.00% (60.00) |
| Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 109.80 | loss trade | -60.00 | |
| Average | profit trade | 80.29 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 6 (481.74) | consecutive losses (loss in money) | 1 (-60.00) | |
| Maximal | consecutive profit (count of wins) | 481.74 (6) | consecutive loss (count of losses) | -60.00 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.17 00:00 | buy | 1 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.17 00:00 | modify | 1 | 0.10 | 0.65914 | 0.65314 | 0.67014 | ||
| 3 | 2024.01.17 16:00 | s/l | 1 | 0.10 | 0.65314 | 0.65314 | 0.67014 | -60.00 | 940.00 |
| 4 | 2024.02.14 00:00 | buy | 2 | 0.10 | 0.64555 | 0.00000 | 0.00000 | ||
| 5 | 2024.02.14 00:00 | modify | 2 | 0.10 | 0.64555 | 0.63955 | 0.65655 | ||
| 6 | 2024.02.15 08:00 | buy | 3 | 0.10 | 0.64957 | 0.00000 | 0.00000 | ||
| 7 | 2024.02.15 08:00 | modify | 3 | 0.10 | 0.64957 | 0.64665 | 0.65655 | ||
| 8 | 2024.02.15 08:00 | modify | 2 | 0.10 | 0.64555 | 0.64665 | 0.65655 | ||
| 9 | 2024.02.20 16:00 | t/p | 2 | 0.10 | 0.65655 | 0.64665 | 0.65655 | 109.40 | 1049.40 |
| 10 | 2024.02.20 16:00 | t/p | 3 | 0.10 | 0.65655 | 0.64665 | 0.65655 | 69.50 | 1118.90 |
| 11 | 2024.03.08 00:00 | sell | 4 | 0.10 | 0.66207 | 0.00000 | 0.00000 | ||
| 12 | 2024.03.08 00:00 | modify | 4 | 0.10 | 0.66207 | 0.66807 | 0.65107 | ||
| 13 | 2024.03.15 04:00 | sell | 5 | 0.10 | 0.65640 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.15 04:00 | modify | 5 | 0.10 | 0.65640 | 0.65932 | 0.65107 | ||
| 15 | 2024.03.15 04:00 | modify | 4 | 0.10 | 0.66207 | 0.65932 | 0.65107 | ||
| 16 | 2024.03.19 04:00 | sell | 6 | 0.10 | 0.65411 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.19 04:00 | modify | 6 | 0.10 | 0.65411 | 0.65712 | 0.65107 | ||
| 18 | 2024.03.19 04:00 | modify | 5 | 0.10 | 0.65640 | 0.65712 | 0.65107 | ||
| 19 | 2024.03.19 04:00 | modify | 4 | 0.10 | 0.66207 | 0.65712 | 0.65107 | ||
| 20 | 2024.03.19 12:00 | t/p | 4 | 0.10 | 0.65107 | 0.65712 | 0.65107 | 109.46 | 1228.36 |
| 21 | 2024.03.19 12:00 | t/p | 5 | 0.10 | 0.65107 | 0.65712 | 0.65107 | 53.18 | 1281.54 |
| 22 | 2024.03.19 12:00 | t/p | 6 | 0.10 | 0.65107 | 0.65712 | 0.65107 | 30.40 | 1311.94 |
| 23 | 2024.06.10 00:00 | buy | 7 | 0.10 | 0.65846 | 0.00000 | 0.00000 | ||
| 24 | 2024.06.10 00:00 | modify | 7 | 0.10 | 0.65846 | 0.65246 | 0.66946 | ||
| 25 | 2024.06.12 16:00 | t/p | 7 | 0.10 | 0.66946 | 0.65246 | 0.66946 | 109.80 | 1421.74 |