Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| 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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 943.69 | Gross profit | 1141.88 | Gross loss | -198.18 |
| Profit factor | 5.76 | Expected payoff | 58.98 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 164.52 (1.60%) | Relative drawdown | 1.60% (164.52) |
| Total trades | 16 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 150.88 | loss trade | -89.78 | |
| Average | profit trade | 103.81 | loss trade | -39.64 | |
| Maximum | consecutive wins (profit in money) | 3 (361.39) | consecutive losses (loss in money) | 1 (-89.78) | |
| Maximal | consecutive profit (count of wins) | 361.39 (3) | consecutive loss (count of losses) | -89.78 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 1.05311 | 0.00000 | 0.00000 | ||
| 2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 1.05311 | 1.04411 | 1.06811 | ||
| 3 | 2023.01.05 12:00 | buy | 2 | 0.10 | 1.06141 | 0.00000 | 0.00000 | ||
| 4 | 2023.01.05 12:00 | modify | 2 | 0.10 | 1.06141 | 1.05911 | 1.06811 | ||
| 5 | 2023.01.05 12:00 | modify | 1 | 0.10 | 1.05311 | 1.05911 | 1.06811 | ||
| 6 | 2023.01.05 16:00 | s/l | 1 | 0.10 | 1.05911 | 1.05911 | 1.06811 | 57.43 | 10057.43 |
| 7 | 2023.01.05 16:00 | s/l | 2 | 0.10 | 1.05911 | 1.05911 | 1.06811 | -23.00 | 10034.43 |
| 8 | 2023.01.06 12:00 | buy | 3 | 0.10 | 1.04972 | 0.00000 | 0.00000 | ||
| 9 | 2023.01.06 12:00 | modify | 3 | 0.10 | 1.04972 | 1.04072 | 1.06472 | ||
| 10 | 2023.01.06 20:00 | t/p | 3 | 0.10 | 1.06472 | 1.04072 | 1.06472 | 150.00 | 10184.43 |
| 11 | 2023.03.01 12:00 | sell | 4 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
| 12 | 2023.03.01 12:00 | modify | 4 | 0.10 | 1.06696 | 1.07596 | 1.05196 | ||
| 13 | 2023.03.02 16:00 | sell | 5 | 0.10 | 1.06085 | 0.00000 | 0.00000 | ||
| 14 | 2023.03.02 16:00 | modify | 5 | 0.10 | 1.06085 | 1.06396 | 1.05196 | ||
| 15 | 2023.03.02 16:00 | modify | 4 | 0.10 | 1.06696 | 1.06396 | 1.05196 | ||
| 16 | 2023.03.05 20:00 | s/l | 4 | 0.10 | 1.06396 | 1.06396 | 1.05196 | 30.88 | 10215.31 |
| 17 | 2023.03.05 20:00 | s/l | 5 | 0.10 | 1.06396 | 1.06396 | 1.05196 | -30.88 | 10184.43 |
| 18 | 2023.03.13 00:00 | sell | 6 | 0.10 | 1.06811 | 0.00000 | 0.00000 | ||
| 19 | 2023.03.13 00:00 | modify | 6 | 0.10 | 1.06811 | 1.07711 | 1.05311 | ||
| 20 | 2023.03.15 16:00 | t/p | 6 | 0.10 | 1.05311 | 1.07711 | 1.05311 | 150.44 | 10334.87 |
| 21 | 2023.03.21 12:00 | sell | 7 | 0.10 | 1.07787 | 0.00000 | 0.00000 | ||
| 22 | 2023.03.21 12:00 | modify | 7 | 0.10 | 1.07787 | 1.08687 | 1.06287 | ||
| 23 | 2023.03.22 20:00 | s/l | 7 | 0.10 | 1.08687 | 1.08687 | 1.06287 | -89.78 | 10245.09 |
| 24 | 2023.03.24 12:00 | buy | 8 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
| 25 | 2023.03.24 12:00 | modify | 8 | 0.10 | 1.07410 | 1.06510 | 1.08910 | ||
| 26 | 2023.03.30 16:00 | t/p | 8 | 0.10 | 1.08910 | 1.06510 | 1.08910 | 146.15 | 10391.23 |
| 27 | 2023.04.03 00:00 | buy | 9 | 0.10 | 1.08054 | 0.00000 | 0.00000 | ||
| 28 | 2023.04.03 00:00 | modify | 9 | 0.10 | 1.08054 | 1.07154 | 1.09554 | ||
| 29 | 2023.04.04 16:00 | t/p | 9 | 0.10 | 1.09554 | 1.07154 | 1.09554 | 149.36 | 10540.59 |
| 30 | 2023.06.16 12:00 | sell | 10 | 0.10 | 1.09602 | 0.00000 | 0.00000 | ||
| 31 | 2023.06.16 12:00 | modify | 10 | 0.10 | 1.09602 | 1.10502 | 1.08102 | ||
| 32 | 2023.06.20 16:00 | sell | 11 | 0.10 | 1.08996 | 0.00000 | 0.00000 | ||
| 33 | 2023.06.20 16:00 | modify | 11 | 0.10 | 1.08996 | 1.09302 | 1.08102 | ||
| 34 | 2023.06.20 16:00 | modify | 10 | 0.10 | 1.09602 | 1.09302 | 1.08102 | ||
| 35 | 2023.06.21 12:00 | s/l | 10 | 0.10 | 1.09302 | 1.09302 | 1.08102 | 30.66 | 10571.25 |
| 36 | 2023.06.21 12:00 | s/l | 11 | 0.10 | 1.09302 | 1.09302 | 1.08102 | -30.38 | 10540.87 |
| 37 | 2023.06.23 08:00 | buy | 12 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
| 38 | 2023.06.23 08:00 | modify | 12 | 0.10 | 1.08718 | 1.07818 | 1.10218 | ||
| 39 | 2023.06.27 16:00 | buy | 13 | 0.10 | 1.09628 | 0.00000 | 0.00000 | ||
| 40 | 2023.06.27 16:00 | modify | 13 | 0.10 | 1.09628 | 1.09393 | 1.10218 | ||
| 41 | 2023.06.27 16:00 | modify | 12 | 0.10 | 1.08718 | 1.09393 | 1.10218 | ||
| 42 | 2023.06.28 08:00 | s/l | 12 | 0.10 | 1.09393 | 1.09393 | 1.10218 | 65.57 | 10606.44 |
| 43 | 2023.06.28 08:00 | s/l | 13 | 0.10 | 1.09393 | 1.09393 | 1.10218 | -24.14 | 10582.30 |
| 44 | 2023.09.29 08:00 | sell | 14 | 0.10 | 1.06063 | 0.00000 | 0.00000 | ||
| 45 | 2023.09.29 08:00 | modify | 14 | 0.10 | 1.06063 | 1.06963 | 1.04563 | ||
| 46 | 2023.10.03 16:00 | t/p | 14 | 0.10 | 1.04563 | 1.06963 | 1.04563 | 150.44 | 10732.74 |
| 47 | 2023.10.24 04:00 | sell | 15 | 0.10 | 1.06825 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.24 04:00 | modify | 15 | 0.10 | 1.06825 | 1.07725 | 1.05325 | ||
| 49 | 2023.10.24 20:00 | sell | 16 | 0.10 | 1.05917 | 0.00000 | 0.00000 | ||
| 50 | 2023.10.24 20:00 | modify | 16 | 0.10 | 1.05917 | 1.06150 | 1.05325 | ||
| 51 | 2023.10.24 20:00 | modify | 15 | 0.10 | 1.06825 | 1.06150 | 1.05325 | ||
| 52 | 2023.10.26 16:00 | t/p | 15 | 0.10 | 1.05325 | 1.06150 | 1.05325 | 150.88 | 10883.62 |
| 53 | 2023.10.26 16:00 | t/p | 16 | 0.10 | 1.05325 | 1.06150 | 1.05325 | 60.08 | 10943.69 |