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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 591.15 | Gross profit | 898.46 | Gross loss | -307.32 |
| Profit factor | 2.92 | Expected payoff | 24.63 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 176.36 (13.28%) | Relative drawdown | 13.28% (176.36) |
| Total trades | 24 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 14 (58.33%) | Loss trades (% of total) | 10 (41.67%) | ||
| Largest | profit trade | 87.75 | loss trade | -44.96 | |
| Average | profit trade | 64.18 | loss trade | -30.73 | |
| Maximum | consecutive wins (profit in money) | 5 (326.05) | consecutive losses (loss in money) | 4 (-95.80) | |
| Maximal | consecutive profit (count of wins) | 326.05 (5) | consecutive loss (count of losses) | -95.80 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.01 12:00 | sell | 1 | 0.10 | 1.65803 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.01 12:00 | modify | 1 | 0.10 | 1.65803 | 1.66503 | 1.64403 | ||
| 3 | 2024.02.02 12:00 | sell | 2 | 0.10 | 1.64746 | 0.00000 | 0.00000 | ||
| 4 | 2024.02.02 12:00 | modify | 2 | 0.10 | 1.64746 | 1.65033 | 1.64403 | ||
| 5 | 2024.02.02 12:00 | modify | 1 | 0.10 | 1.65803 | 1.65033 | 1.64403 | ||
| 6 | 2024.02.02 16:00 | s/l | 1 | 0.10 | 1.65033 | 1.65033 | 1.64403 | 47.81 | 1047.81 |
| 7 | 2024.02.02 16:00 | s/l | 2 | 0.10 | 1.65033 | 1.65033 | 1.64403 | -17.75 | 1030.06 |
| 8 | 2024.04.30 16:00 | sell | 3 | 0.10 | 1.64632 | 0.00000 | 0.00000 | ||
| 9 | 2024.04.30 16:00 | modify | 3 | 0.10 | 1.64632 | 1.65332 | 1.63232 | ||
| 10 | 2024.05.03 04:00 | t/p | 3 | 0.10 | 1.63232 | 1.65332 | 1.63232 | 87.55 | 1117.62 |
| 11 | 2024.07.25 08:00 | sell | 4 | 0.10 | 1.66025 | 0.00000 | 0.00000 | ||
| 12 | 2024.07.25 08:00 | modify | 4 | 0.10 | 1.66025 | 1.66725 | 1.64625 | ||
| 13 | 2024.07.31 04:00 | s/l | 4 | 0.10 | 1.66725 | 1.66725 | 1.64625 | -42.51 | 1075.10 |
| 14 | 2024.07.31 04:00 | sell | 5 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 15 | 2024.07.31 04:00 | modify | 5 | 0.10 | 1.66530 | 1.67230 | 1.65130 | ||
| 16 | 2024.08.01 12:00 | t/p | 5 | 0.10 | 1.65130 | 1.67230 | 1.65130 | 87.16 | 1162.26 |
| 17 | 2024.08.02 16:00 | sell | 6 | 0.10 | 1.67246 | 0.00000 | 0.00000 | ||
| 18 | 2024.08.02 16:00 | modify | 6 | 0.10 | 1.67246 | 1.67946 | 1.65846 | ||
| 19 | 2024.08.05 00:00 | s/l | 6 | 0.10 | 1.67946 | 1.67946 | 1.65846 | -43.10 | 1119.17 |
| 20 | 2024.08.07 04:00 | buy | 7 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 21 | 2024.08.07 04:00 | modify | 7 | 0.10 | 1.66380 | 1.65680 | 1.67780 | ||
| 22 | 2024.08.07 08:00 | buy | 8 | 0.10 | 1.66821 | 0.00000 | 0.00000 | ||
| 23 | 2024.08.07 08:00 | modify | 8 | 0.10 | 1.66821 | 1.66450 | 1.67780 | ||
| 24 | 2024.08.07 08:00 | modify | 7 | 0.10 | 1.66380 | 1.66450 | 1.67780 | ||
| 25 | 2024.08.07 12:00 | s/l | 7 | 0.10 | 1.66450 | 1.66450 | 1.67780 | 4.32 | 1123.49 |
| 26 | 2024.08.07 12:00 | s/l | 8 | 0.10 | 1.66450 | 1.66450 | 1.67780 | -22.94 | 1100.55 |
| 27 | 2024.08.29 12:00 | buy | 9 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 28 | 2024.08.29 12:00 | modify | 9 | 0.10 | 1.62777 | 1.62077 | 1.64177 | ||
| 29 | 2024.09.03 08:00 | t/p | 9 | 0.10 | 1.64177 | 1.62077 | 1.64177 | 84.88 | 1185.43 |
| 30 | 2024.09.04 04:00 | sell | 10 | 0.10 | 1.64980 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.04 04:00 | modify | 10 | 0.10 | 1.64980 | 1.65680 | 1.63580 | ||
| 32 | 2024.09.06 16:00 | s/l | 10 | 0.10 | 1.65680 | 1.65680 | 1.63580 | -42.51 | 1142.92 |
| 33 | 2024.09.06 16:00 | sell | 11 | 0.10 | 1.66051 | 0.00000 | 0.00000 | ||
| 34 | 2024.09.06 16:00 | modify | 11 | 0.10 | 1.66051 | 1.66751 | 1.64651 | ||
| 35 | 2024.09.12 08:00 | t/p | 11 | 0.10 | 1.64651 | 1.66751 | 1.64651 | 87.75 | 1230.66 |
| 36 | 2024.10.08 04:00 | sell | 12 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 37 | 2024.10.08 04:00 | modify | 12 | 0.10 | 1.63118 | 1.63818 | 1.61718 | ||
| 38 | 2024.10.10 16:00 | sell | 13 | 0.10 | 1.62267 | 0.00000 | 0.00000 | ||
| 39 | 2024.10.10 16:00 | modify | 13 | 0.10 | 1.62267 | 1.62698 | 1.61718 | ||
| 40 | 2024.10.10 16:00 | modify | 12 | 0.10 | 1.63118 | 1.62698 | 1.61718 | ||
| 41 | 2024.10.14 16:00 | s/l | 12 | 0.10 | 1.62698 | 1.62698 | 1.61718 | 27.14 | 1257.80 |
| 42 | 2024.10.14 16:00 | s/l | 13 | 0.10 | 1.62698 | 1.62698 | 1.61718 | -26.26 | 1231.53 |
| 43 | 2024.11.06 12:00 | buy | 14 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.06 12:00 | modify | 14 | 0.10 | 1.63345 | 1.62645 | 1.64745 | ||
| 45 | 2024.11.07 04:00 | s/l | 14 | 0.10 | 1.62645 | 1.62645 | 1.64745 | -44.96 | 1186.58 |
| 46 | 2024.11.07 04:00 | buy | 15 | 0.10 | 1.62239 | 0.00000 | 0.00000 | ||
| 47 | 2024.11.07 04:00 | modify | 15 | 0.10 | 1.62239 | 1.61539 | 1.63639 | ||
| 48 | 2024.11.19 12:00 | buy | 16 | 0.10 | 1.62686 | 0.00000 | 0.00000 | ||
| 49 | 2024.11.19 12:00 | modify | 16 | 0.10 | 1.62686 | 1.62309 | 1.63639 | ||
| 50 | 2024.11.19 12:00 | modify | 15 | 0.10 | 1.62239 | 1.62309 | 1.63639 | ||
| 51 | 2024.11.19 20:00 | s/l | 15 | 0.10 | 1.62309 | 1.62309 | 1.63639 | -1.27 | 1185.31 |
| 52 | 2024.11.19 20:00 | s/l | 16 | 0.10 | 1.62309 | 1.62309 | 1.63639 | -23.31 | 1162.00 |
| 53 | 2024.11.22 12:00 | buy | 17 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.22 12:00 | modify | 17 | 0.10 | 1.60215 | 1.59515 | 1.61615 | ||
| 55 | 2024.11.25 04:00 | buy | 18 | 0.10 | 1.60648 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.25 04:00 | modify | 18 | 0.10 | 1.60648 | 1.60285 | 1.61615 | ||
| 57 | 2024.11.25 04:00 | modify | 17 | 0.10 | 1.60215 | 1.60285 | 1.61615 | ||
| 58 | 2024.11.25 20:00 | t/p | 17 | 0.10 | 1.61615 | 1.60285 | 1.61615 | 86.01 | 1248.01 |
| 59 | 2024.11.25 20:00 | t/p | 18 | 0.10 | 1.61615 | 1.60285 | 1.61615 | 59.79 | 1307.80 |
| 60 | 2024.12.04 04:00 | sell | 19 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 61 | 2024.12.04 04:00 | modify | 19 | 0.10 | 1.63574 | 1.64274 | 1.62174 | ||
| 62 | 2024.12.05 16:00 | s/l | 19 | 0.10 | 1.64274 | 1.64274 | 1.62174 | -42.71 | 1265.09 |
| 63 | 2024.12.06 16:00 | sell | 20 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.06 16:00 | modify | 20 | 0.10 | 1.65309 | 1.66009 | 1.63909 | ||
| 65 | 2024.12.09 08:00 | sell | 21 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.09 08:00 | modify | 21 | 0.10 | 1.64455 | 1.64889 | 1.63909 | ||
| 67 | 2024.12.09 08:00 | modify | 20 | 0.10 | 1.65309 | 1.64889 | 1.63909 | ||
| 68 | 2024.12.09 16:00 | t/p | 20 | 0.10 | 1.63909 | 1.64889 | 1.63909 | 86.77 | 1351.87 |
| 69 | 2024.12.09 16:00 | t/p | 21 | 0.10 | 1.63909 | 1.64889 | 1.63909 | 33.77 | 1385.64 |
| 70 | 2024.12.09 16:00 | buy | 22 | 0.10 | 1.63810 | 0.00000 | 0.00000 | ||
| 71 | 2024.12.09 16:00 | modify | 22 | 0.10 | 1.63810 | 1.63110 | 1.65210 | ||
| 72 | 2024.12.10 04:00 | t/p | 22 | 0.10 | 1.65210 | 1.63110 | 1.65210 | 86.00 | 1471.64 |
| 73 | 2024.12.12 04:00 | buy | 23 | 0.10 | 1.63747 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.12 04:00 | modify | 23 | 0.10 | 1.63747 | 1.63047 | 1.65147 | ||
| 75 | 2024.12.12 20:00 | buy | 24 | 0.10 | 1.64596 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.12 20:00 | modify | 24 | 0.10 | 1.64596 | 1.64167 | 1.65147 | ||
| 77 | 2024.12.12 20:00 | modify | 23 | 0.10 | 1.63747 | 1.64167 | 1.65147 | ||
| 78 | 2024.12.13 20:00 | t/p | 23 | 0.10 | 1.65147 | 1.64167 | 1.65147 | 86.00 | 1557.64 |
| 79 | 2024.12.13 20:00 | t/p | 24 | 0.10 | 1.65147 | 1.64167 | 1.65147 | 33.51 | 1591.15 |