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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 155.02 | Gross profit | 212.92 | Gross loss | -57.90 |
| Profit factor | 3.68 | Expected payoff | 25.84 | ||
| Absolute drawdown | 118.70 | Maximal drawdown | 234.19 (20.54%) | Relative drawdown | 20.54% (234.19) |
| Total trades | 6 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 127.73 | loss trade | -22.30 | |
| Average | profit trade | 70.97 | loss trade | -19.30 | |
| Maximum | consecutive wins (profit in money) | 1 (127.73) | consecutive losses (loss in money) | 2 (-36.80) | |
| Maximal | consecutive profit (count of wins) | 127.73 (1) | consecutive loss (count of losses) | -36.80 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.17 12:00 | buy | 1 | 0.10 | 0.65593 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.17 12:00 | modify | 1 | 0.10 | 0.65593 | 0.64193 | 0.66893 | ||
| 3 | 2024.03.07 16:00 | buy | 2 | 0.10 | 0.66191 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.07 16:00 | modify | 2 | 0.10 | 0.66191 | 0.65983 | 0.66893 | ||
| 5 | 2024.03.07 16:00 | modify | 1 | 0.10 | 0.65593 | 0.65983 | 0.66893 | ||
| 6 | 2024.03.11 00:00 | buy | 3 | 0.10 | 0.66271 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.11 00:00 | modify | 3 | 0.10 | 0.66271 | 0.66048 | 0.66893 | ||
| 8 | 2024.03.11 00:00 | modify | 2 | 0.10 | 0.66191 | 0.66048 | 0.66893 | ||
| 9 | 2024.03.11 00:00 | modify | 1 | 0.10 | 0.65593 | 0.66048 | 0.66893 | ||
| 10 | 2024.03.11 16:00 | s/l | 1 | 0.10 | 0.66048 | 0.66048 | 0.66893 | 40.09 | 1040.09 |
| 11 | 2024.03.11 16:00 | s/l | 2 | 0.10 | 0.66048 | 0.66048 | 0.66893 | -14.50 | 1025.59 |
| 12 | 2024.03.11 16:00 | s/l | 3 | 0.10 | 0.66048 | 0.66048 | 0.66893 | -22.30 | 1003.29 |
| 13 | 2024.03.19 12:00 | buy | 4 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.19 12:00 | modify | 4 | 0.10 | 0.65215 | 0.63815 | 0.66515 | ||
| 15 | 2024.03.20 20:00 | buy | 5 | 0.10 | 0.65878 | 0.00000 | 0.00000 | ||
| 16 | 2024.03.20 20:00 | modify | 5 | 0.10 | 0.65878 | 0.65670 | 0.66515 | ||
| 17 | 2024.03.20 20:00 | modify | 4 | 0.10 | 0.65215 | 0.65670 | 0.66515 | ||
| 18 | 2024.03.21 16:00 | s/l | 4 | 0.10 | 0.65670 | 0.65670 | 0.66515 | 45.10 | 1048.39 |
| 19 | 2024.03.21 16:00 | s/l | 5 | 0.10 | 0.65670 | 0.65670 | 0.66515 | -21.10 | 1027.29 |
| 20 | 2024.06.19 12:00 | sell | 6 | 0.10 | 0.66695 | 0.00000 | 0.00000 | ||
| 21 | 2024.06.19 12:00 | modify | 6 | 0.10 | 0.66695 | 0.68095 | 0.65395 | ||
| 22 | 2024.07.25 08:00 | t/p | 6 | 0.10 | 0.65395 | 0.68095 | 0.65395 | 127.73 | 1155.02 |