Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1159.08 | Gross profit | 1520.71 | Gross loss | -361.63 |
| Profit factor | 4.21 | Expected payoff | 57.95 | ||
| Absolute drawdown | 177.57 | Maximal drawdown | 211.96 (15.15%) | Relative drawdown | 20.05% (206.20) |
| Total trades | 20 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 158.81 | loss trade | -104.88 | |
| Average | profit trade | 95.04 | loss trade | -90.41 | |
| Maximum | consecutive wins (profit in money) | 7 (769.57) | consecutive losses (loss in money) | 1 (-104.88) | |
| Maximal | consecutive profit (count of wins) | 769.57 (7) | consecutive loss (count of losses) | -104.88 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 08:00 | sell | 1 | 0.10 | 1.07344 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.03 08:00 | modify | 1 | 0.10 | 1.07344 | 1.08344 | 1.05844 | ||
| 3 | 2024.05.15 08:00 | s/l | 1 | 0.10 | 1.08344 | 1.08344 | 1.05844 | -95.60 | 904.40 |
| 4 | 2024.05.15 08:00 | sell | 2 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 5 | 2024.05.15 08:00 | modify | 2 | 0.10 | 1.08258 | 1.09258 | 1.06758 | ||
| 6 | 2024.06.10 16:00 | sell | 3 | 0.10 | 1.07501 | 0.00000 | 0.00000 | ||
| 7 | 2024.06.10 16:00 | modify | 3 | 0.10 | 1.07501 | 1.08183 | 1.06758 | ||
| 8 | 2024.06.10 16:00 | modify | 2 | 0.10 | 1.08258 | 1.08183 | 1.06758 | ||
| 9 | 2024.06.12 16:00 | s/l | 2 | 0.10 | 1.08183 | 1.08183 | 1.06758 | 19.83 | 924.23 |
| 10 | 2024.06.12 16:00 | s/l | 3 | 0.10 | 1.08183 | 1.08183 | 1.06758 | -67.32 | 856.91 |
| 11 | 2024.06.14 16:00 | buy | 4 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 12 | 2024.06.14 16:00 | modify | 4 | 0.10 | 1.07016 | 1.06016 | 1.08516 | ||
| 13 | 2024.07.04 20:00 | buy | 5 | 0.10 | 1.08159 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.04 20:00 | modify | 5 | 0.10 | 1.08159 | 1.07541 | 1.08516 | ||
| 15 | 2024.07.04 20:00 | modify | 4 | 0.10 | 1.07016 | 1.07541 | 1.08516 | ||
| 16 | 2024.07.11 12:00 | t/p | 4 | 0.10 | 1.08516 | 1.07541 | 1.08516 | 123.66 | 980.58 |
| 17 | 2024.07.11 12:00 | t/p | 5 | 0.10 | 1.08516 | 1.07541 | 1.08516 | 28.87 | 1009.45 |
| 18 | 2024.07.17 16:00 | sell | 6 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 19 | 2024.07.17 16:00 | modify | 6 | 0.10 | 1.09323 | 1.10323 | 1.07823 | ||
| 20 | 2024.07.23 12:00 | sell | 7 | 0.10 | 1.08569 | 0.00000 | 0.00000 | ||
| 21 | 2024.07.23 12:00 | modify | 7 | 0.10 | 1.08569 | 1.09248 | 1.07823 | ||
| 22 | 2024.07.23 12:00 | modify | 6 | 0.10 | 1.09323 | 1.09248 | 1.07823 | ||
| 23 | 2024.07.24 00:00 | sell | 8 | 0.10 | 1.08495 | 0.00000 | 0.00000 | ||
| 24 | 2024.07.24 00:00 | modify | 8 | 0.10 | 1.08495 | 1.08948 | 1.07823 | ||
| 25 | 2024.07.24 00:00 | modify | 7 | 0.10 | 1.08569 | 1.08948 | 1.07823 | ||
| 26 | 2024.07.24 00:00 | modify | 6 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 27 | 2024.07.29 12:00 | sell | 9 | 0.10 | 1.08178 | 0.00000 | 0.00000 | ||
| 28 | 2024.07.29 12:00 | modify | 9 | 0.10 | 1.08178 | 1.08798 | 1.07823 | ||
| 29 | 2024.07.29 12:00 | modify | 8 | 0.10 | 1.08495 | 1.08798 | 1.07823 | ||
| 30 | 2024.07.29 12:00 | modify | 7 | 0.10 | 1.08569 | 1.08798 | 1.07823 | ||
| 31 | 2024.07.29 12:00 | modify | 6 | 0.10 | 1.09323 | 1.08798 | 1.07823 | ||
| 32 | 2024.08.01 12:00 | t/p | 6 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 157.49 | 1166.93 |
| 33 | 2024.08.01 12:00 | t/p | 7 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 79.44 | 1246.38 |
| 34 | 2024.08.01 12:00 | t/p | 8 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 71.60 | 1317.98 |
| 35 | 2024.08.01 12:00 | t/p | 9 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 37.70 | 1355.68 |
| 36 | 2024.08.05 16:00 | sell | 10 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 37 | 2024.08.05 16:00 | modify | 10 | 0.10 | 1.09561 | 1.10561 | 1.08061 | ||
| 38 | 2024.08.19 16:00 | s/l | 10 | 0.10 | 1.10561 | 1.10561 | 1.08061 | -93.84 | 1261.85 |
| 39 | 2024.09.16 16:00 | sell | 11 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 40 | 2024.09.16 16:00 | modify | 11 | 0.10 | 1.11226 | 1.12226 | 1.09726 | ||
| 41 | 2024.10.03 00:00 | sell | 12 | 0.10 | 1.10459 | 0.00000 | 0.00000 | ||
| 42 | 2024.10.03 00:00 | modify | 12 | 0.10 | 1.10459 | 1.11151 | 1.09726 | ||
| 43 | 2024.10.03 00:00 | modify | 11 | 0.10 | 1.11226 | 1.11151 | 1.09726 | ||
| 44 | 2024.10.04 16:00 | t/p | 11 | 0.10 | 1.09726 | 1.11151 | 1.09726 | 158.81 | 1420.65 |
| 45 | 2024.10.04 16:00 | t/p | 12 | 0.10 | 1.09726 | 1.11151 | 1.09726 | 73.74 | 1494.39 |
| 46 | 2025.01.08 16:00 | buy | 13 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 47 | 2025.01.08 16:00 | modify | 13 | 0.10 | 1.03047 | 1.02047 | 1.04547 | ||
| 48 | 2025.01.13 12:00 | s/l | 13 | 0.10 | 1.02047 | 1.02047 | 1.04547 | -104.88 | 1389.51 |
| 49 | 2025.01.13 16:00 | buy | 14 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.13 16:00 | modify | 14 | 0.10 | 1.01999 | 1.00999 | 1.03499 | ||
| 51 | 2025.01.15 16:00 | t/p | 14 | 0.10 | 1.03499 | 1.00999 | 1.03499 | 148.05 | 1537.56 |
| 52 | 2025.02.03 08:00 | buy | 15 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 53 | 2025.02.03 08:00 | modify | 15 | 0.10 | 1.02278 | 1.01278 | 1.03778 | ||
| 54 | 2025.02.04 16:00 | t/p | 15 | 0.10 | 1.03778 | 1.01278 | 1.03778 | 149.02 | 1686.59 |
| 55 | 2025.02.10 08:00 | buy | 16 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.10 08:00 | modify | 16 | 0.10 | 1.03159 | 1.02159 | 1.04659 | ||
| 57 | 2025.02.12 20:00 | buy | 17 | 0.10 | 1.03938 | 0.00000 | 0.00000 | ||
| 58 | 2025.02.12 20:00 | modify | 17 | 0.10 | 1.03938 | 1.03234 | 1.04659 | ||
| 59 | 2025.02.12 20:00 | modify | 16 | 0.10 | 1.03159 | 1.03234 | 1.04659 | ||
| 60 | 2025.02.13 08:00 | buy | 18 | 0.10 | 1.04286 | 0.00000 | 0.00000 | ||
| 61 | 2025.02.13 08:00 | modify | 18 | 0.10 | 1.04286 | 1.03684 | 1.04659 | ||
| 62 | 2025.02.13 08:00 | modify | 17 | 0.10 | 1.03938 | 1.03684 | 1.04659 | ||
| 63 | 2025.02.13 08:00 | modify | 16 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 64 | 2025.02.14 00:00 | t/p | 16 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 144.15 | 1830.74 |
| 65 | 2025.02.14 00:00 | t/p | 17 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 68.20 | 1898.93 |
| 66 | 2025.02.14 00:00 | t/p | 18 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 36.32 | 1935.26 |
| 67 | 2025.04.21 12:00 | sell | 19 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 68 | 2025.04.21 12:00 | modify | 19 | 0.10 | 1.15427 | 1.16427 | 1.13927 | ||
| 69 | 2025.04.22 16:00 | sell | 20 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.22 16:00 | modify | 20 | 0.10 | 1.14652 | 1.15352 | 1.13927 | ||
| 71 | 2025.04.22 16:00 | modify | 19 | 0.10 | 1.15427 | 1.15352 | 1.13927 | ||
| 72 | 2025.04.23 00:00 | t/p | 19 | 0.10 | 1.13927 | 1.15352 | 1.13927 | 150.88 | 2086.14 |
| 73 | 2025.04.23 00:00 | t/p | 20 | 0.10 | 1.13927 | 1.15352 | 1.13927 | 72.94 | 2159.08 |