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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 737.97 | Gross profit | 747.45 | Gross loss | -9.47 |
| Profit factor | 78.91 | Expected payoff | 92.25 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 174.98 (1.70%) | Relative drawdown | 1.70% (174.98) |
| Total trades | 8 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 151.75 | loss trade | -9.47 | |
| Average | profit trade | 106.78 | loss trade | -9.47 | |
| Maximum | consecutive wins (profit in money) | 7 (747.45) | consecutive losses (loss in money) | 1 (-9.47) | |
| Maximal | consecutive profit (count of wins) | 747.45 (7) | consecutive loss (count of losses) | -9.47 (1) | |
| Average | consecutive wins | 7 | 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 | 1.12153 | 1.09153 | ||
| 3 | 2023.04.16 20:00 | sell | 2 | 0.10 | 1.09888 | 0.00000 | 0.00000 | ||
| 4 | 2023.04.16 20:00 | modify | 2 | 0.10 | 1.09888 | 1.10503 | 1.09153 | ||
| 5 | 2023.04.16 20:00 | modify | 1 | 0.10 | 1.10653 | 1.10503 | 1.09153 | ||
| 6 | 2023.04.17 16:00 | t/p | 1 | 0.10 | 1.09153 | 1.10503 | 1.09153 | 150.22 | 10150.22 |
| 7 | 2023.04.17 16:00 | t/p | 2 | 0.10 | 1.09153 | 1.10503 | 1.09153 | 73.72 | 10223.94 |
| 8 | 2023.05.19 00:00 | buy | 3 | 0.10 | 1.07779 | 0.00000 | 0.00000 | ||
| 9 | 2023.05.19 00:00 | modify | 3 | 0.10 | 1.07779 | 1.06279 | 1.09279 | ||
| 10 | 2023.06.15 16:00 | t/p | 3 | 0.10 | 1.09279 | 1.06279 | 1.09279 | 132.66 | 10356.60 |
| 11 | 2023.07.14 00:00 | sell | 4 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 12 | 2023.07.14 00:00 | modify | 4 | 0.10 | 1.12235 | 1.13735 | 1.10735 | ||
| 13 | 2023.07.20 20:00 | sell | 5 | 0.10 | 1.11319 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.20 20:00 | modify | 5 | 0.10 | 1.11319 | 1.11710 | 1.10735 | ||
| 15 | 2023.07.20 20:00 | modify | 4 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
| 16 | 2023.07.21 12:00 | sell | 6 | 0.10 | 1.11183 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.21 12:00 | modify | 6 | 0.10 | 1.11183 | 1.11560 | 1.10735 | ||
| 18 | 2023.07.21 12:00 | modify | 5 | 0.10 | 1.11319 | 1.11560 | 1.10735 | ||
| 19 | 2023.07.21 12:00 | modify | 4 | 0.10 | 1.12235 | 1.11560 | 1.10735 | ||
| 20 | 2023.07.24 12:00 | t/p | 4 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 151.75 | 10508.36 |
| 21 | 2023.07.24 12:00 | t/p | 5 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 58.84 | 10567.19 |
| 22 | 2023.07.24 12:00 | t/p | 6 | 0.10 | 1.10735 | 1.11560 | 1.10735 | 45.02 | 10612.21 |
| 23 | 2023.09.28 08:00 | buy | 7 | 0.10 | 1.05114 | 0.00000 | 0.00000 | ||
| 24 | 2023.09.28 08:00 | modify | 7 | 0.10 | 1.05114 | 1.03614 | 1.06614 | ||
| 25 | 2023.10.23 20:00 | t/p | 7 | 0.10 | 1.06614 | 1.03614 | 1.06614 | 135.23 | 10747.45 |
| 26 | 2023.11.15 00:00 | sell | 8 | 0.10 | 1.08776 | 0.00000 | 0.00000 | ||
| 27 | 2023.11.15 00:00 | modify | 8 | 0.10 | 1.08776 | 1.10276 | 1.07276 | ||
| 28 | 2023.11.30 23:59 | close at stop | 8 | 0.10 | 1.08908 | 1.10276 | 1.07276 | -9.47 | 10737.97 |