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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=80; IT_TakeProfit=130; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 300.83 | Gross profit | 359.22 | Gross loss | -58.39 |
| Profit factor | 6.15 | Expected payoff | 42.98 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 158.74 (1.54%) | Relative drawdown | 1.54% (158.74) |
| Total trades | 7 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 130.44 | loss trade | -38.11 | |
| Average | profit trade | 71.84 | loss trade | -29.20 | |
| Maximum | consecutive wins (profit in money) | 3 (181.97) | consecutive losses (loss in money) | 1 (-38.11) | |
| Maximal | consecutive profit (count of wins) | 181.97 (3) | consecutive loss (count of losses) | -38.11 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.14 08:00 | sell | 1 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 2 | 2023.04.14 08:00 | modify | 1 | 0.10 | 1.10653 | 1.11453 | 1.09353 | ||
| 3 | 2023.04.17 00:00 | sell | 2 | 0.10 | 1.09844 | 0.00000 | 0.00000 | ||
| 4 | 2023.04.17 00:00 | modify | 2 | 0.10 | 1.09844 | 1.10198 | 1.09353 | ||
| 5 | 2023.04.17 00:00 | modify | 1 | 0.10 | 1.10653 | 1.10198 | 1.09353 | ||
| 6 | 2023.04.17 16:00 | t/p | 1 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 130.22 | 10130.22 |
| 7 | 2023.04.17 16:00 | t/p | 2 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 49.10 | 10179.32 |
| 8 | 2023.06.23 12:00 | buy | 3 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
| 9 | 2023.06.23 12:00 | modify | 3 | 0.10 | 1.08792 | 1.07992 | 1.10092 | ||
| 10 | 2023.06.26 12:00 | buy | 4 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.26 12:00 | modify | 4 | 0.10 | 1.09206 | 1.08857 | 1.10092 | ||
| 12 | 2023.06.26 12:00 | modify | 3 | 0.10 | 1.08792 | 1.08857 | 1.10092 | ||
| 13 | 2023.06.29 08:00 | s/l | 3 | 0.10 | 1.08857 | 1.08857 | 1.10092 | 2.65 | 10181.97 |
| 14 | 2023.06.29 08:00 | s/l | 4 | 0.10 | 1.08857 | 1.08857 | 1.10092 | -38.11 | 10143.86 |
| 15 | 2023.08.10 16:00 | sell | 5 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 16 | 2023.08.10 16:00 | modify | 5 | 0.10 | 1.10152 | 1.10952 | 1.08852 | ||
| 17 | 2023.08.14 16:00 | t/p | 5 | 0.10 | 1.08852 | 1.10952 | 1.08852 | 130.44 | 10274.29 |
| 18 | 2023.11.06 08:00 | sell | 6 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 19 | 2023.11.06 08:00 | modify | 6 | 0.10 | 1.07333 | 1.08133 | 1.06033 | ||
| 20 | 2023.11.09 20:00 | sell | 7 | 0.10 | 1.06673 | 0.00000 | 0.00000 | ||
| 21 | 2023.11.09 20:00 | modify | 7 | 0.10 | 1.06673 | 1.06878 | 1.06033 | ||
| 22 | 2023.11.09 20:00 | modify | 6 | 0.10 | 1.07333 | 1.06878 | 1.06033 | ||
| 23 | 2023.11.10 12:00 | s/l | 6 | 0.10 | 1.06878 | 1.06878 | 1.06033 | 46.82 | 10321.11 |
| 24 | 2023.11.10 12:00 | s/l | 7 | 0.10 | 1.06878 | 1.06878 | 1.06033 | -20.28 | 10300.83 |