Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2610 | Ticks modelled | 79577 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 397.25 | Gross profit | 535.09 | Gross loss | -137.84 |
| Profit factor | 3.88 | Expected payoff | 26.48 | ||
| Absolute drawdown | 40.80 | Maximal drawdown | 135.44 (1.33%) | Relative drawdown | 1.33% (135.44) |
| Total trades | 15 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 98.53 | loss trade | -39.63 | |
| Average | profit trade | 53.51 | loss trade | -27.57 | |
| Maximum | consecutive wins (profit in money) | 5 (277.39) | consecutive losses (loss in money) | 2 (-79.25) | |
| Maximal | consecutive profit (count of wins) | 277.39 (5) | consecutive loss (count of losses) | -79.25 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.02.27 20:00 | sell | 1 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
| 2 | 2023.02.27 20:00 | modify | 1 | 0.10 | 1.57482 | 1.58082 | 1.55982 | ||
| 3 | 2023.02.28 01:40 | sell | 2 | 0.10 | 1.56951 | 0.00000 | 0.00000 | ||
| 4 | 2023.02.28 01:40 | modify | 2 | 0.10 | 1.56951 | 1.57407 | 1.55982 | ||
| 5 | 2023.02.28 01:40 | modify | 1 | 0.10 | 1.57482 | 1.57407 | 1.55982 | ||
| 6 | 2023.02.28 04:40 | s/l | 1 | 0.10 | 1.57407 | 1.57407 | 1.55982 | 4.80 | 10004.80 |
| 7 | 2023.02.28 04:40 | s/l | 2 | 0.10 | 1.57407 | 1.57407 | 1.55982 | -30.01 | 9974.79 |
| 8 | 2023.04.03 20:00 | buy | 3 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 9 | 2023.04.03 20:00 | modify | 3 | 0.10 | 1.60669 | 1.60069 | 1.62169 | ||
| 10 | 2023.04.04 04:40 | buy | 4 | 0.10 | 1.61216 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.04 04:40 | modify | 4 | 0.10 | 1.61216 | 1.60744 | 1.62169 | ||
| 12 | 2023.04.04 04:40 | modify | 3 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
| 13 | 2023.04.04 06:50 | buy | 5 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
| 14 | 2023.04.04 06:50 | modify | 5 | 0.10 | 1.61281 | 1.61044 | 1.62169 | ||
| 15 | 2023.04.04 06:50 | modify | 4 | 0.10 | 1.61216 | 1.61044 | 1.62169 | ||
| 16 | 2023.04.04 06:50 | modify | 3 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
| 17 | 2023.04.04 10:45 | buy | 6 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.04 10:45 | modify | 6 | 0.10 | 1.61664 | 1.61269 | 1.62169 | ||
| 19 | 2023.04.04 10:45 | modify | 5 | 0.10 | 1.61281 | 1.61269 | 1.62169 | ||
| 20 | 2023.04.04 10:45 | modify | 4 | 0.10 | 1.61216 | 1.61269 | 1.62169 | ||
| 21 | 2023.04.04 10:45 | modify | 3 | 0.10 | 1.60669 | 1.61269 | 1.62169 | ||
| 22 | 2023.04.04 14:30 | t/p | 3 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 98.52 | 10073.31 |
| 23 | 2023.04.04 14:30 | t/p | 4 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 62.71 | 10136.02 |
| 24 | 2023.04.04 14:30 | t/p | 5 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 58.44 | 10194.46 |
| 25 | 2023.04.04 14:30 | t/p | 6 | 0.10 | 1.62169 | 1.61269 | 1.62169 | 33.23 | 10227.69 |
| 26 | 2023.04.24 20:00 | sell | 7 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
| 27 | 2023.04.24 20:00 | modify | 7 | 0.10 | 1.64959 | 1.65559 | 1.63459 | ||
| 28 | 2023.04.25 04:05 | s/l | 7 | 0.10 | 1.65559 | 1.65559 | 1.63459 | -39.63 | 10188.06 |
| 29 | 2023.06.22 20:00 | sell | 8 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
| 30 | 2023.06.22 20:00 | modify | 8 | 0.10 | 1.62150 | 1.62750 | 1.60650 | ||
| 31 | 2023.06.23 02:30 | s/l | 8 | 0.10 | 1.62750 | 1.62750 | 1.60650 | -39.63 | 10148.44 |
| 32 | 2023.07.25 20:00 | buy | 9 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 33 | 2023.07.25 20:00 | modify | 9 | 0.10 | 1.62829 | 1.62229 | 1.64329 | ||
| 34 | 2023.07.26 03:20 | buy | 10 | 0.10 | 1.63367 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.26 03:20 | modify | 10 | 0.10 | 1.63367 | 1.62904 | 1.64329 | ||
| 36 | 2023.07.26 03:20 | modify | 9 | 0.10 | 1.62829 | 1.62904 | 1.64329 | ||
| 37 | 2023.07.26 03:40 | buy | 11 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.26 03:40 | modify | 11 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
| 39 | 2023.07.26 03:40 | modify | 10 | 0.10 | 1.63367 | 1.63204 | 1.64329 | ||
| 40 | 2023.07.26 03:40 | modify | 9 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
| 41 | 2023.07.26 09:20 | buy | 12 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
| 42 | 2023.07.26 09:20 | modify | 12 | 0.10 | 1.63811 | 1.63429 | 1.64329 | ||
| 43 | 2023.07.26 09:20 | modify | 11 | 0.10 | 1.63458 | 1.63429 | 1.64329 | ||
| 44 | 2023.07.26 09:20 | modify | 10 | 0.10 | 1.63367 | 1.63429 | 1.64329 | ||
| 45 | 2023.07.26 09:20 | modify | 9 | 0.10 | 1.62829 | 1.63429 | 1.64329 | ||
| 46 | 2023.07.26 12:40 | t/p | 9 | 0.10 | 1.64329 | 1.63429 | 1.64329 | 98.53 | 10246.96 |
| 47 | 2023.07.26 12:40 | t/p | 10 | 0.10 | 1.64329 | 1.63429 | 1.64329 | 63.31 | 10310.27 |
| 48 | 2023.07.26 12:40 | t/p | 11 | 0.10 | 1.64329 | 1.63429 | 1.64329 | 57.33 | 10367.60 |
| 49 | 2023.07.26 12:40 | t/p | 12 | 0.10 | 1.64329 | 1.63429 | 1.64329 | 34.09 | 10401.69 |
| 50 | 2023.08.02 20:00 | sell | 13 | 0.10 | 1.67188 | 0.00000 | 0.00000 | ||
| 51 | 2023.08.02 20:00 | modify | 13 | 0.10 | 1.67188 | 1.67788 | 1.65688 | ||
| 52 | 2023.08.04 01:20 | sell | 14 | 0.10 | 1.66634 | 0.00000 | 0.00000 | ||
| 53 | 2023.08.04 01:20 | modify | 14 | 0.10 | 1.66634 | 1.67113 | 1.65688 | ||
| 54 | 2023.08.04 01:20 | modify | 13 | 0.10 | 1.67188 | 1.67113 | 1.65688 | ||
| 55 | 2023.08.04 05:05 | sell | 15 | 0.10 | 1.66558 | 0.00000 | 0.00000 | ||
| 56 | 2023.08.04 05:05 | modify | 15 | 0.10 | 1.66558 | 1.66813 | 1.65688 | ||
| 57 | 2023.08.04 05:05 | modify | 14 | 0.10 | 1.66634 | 1.66813 | 1.65688 | ||
| 58 | 2023.08.04 05:05 | modify | 13 | 0.10 | 1.67188 | 1.66813 | 1.65688 | ||
| 59 | 2023.08.04 05:40 | s/l | 13 | 0.10 | 1.66813 | 1.66813 | 1.65688 | 24.14 | 10425.83 |
| 60 | 2023.08.04 05:40 | s/l | 14 | 0.10 | 1.66813 | 1.66813 | 1.65688 | -11.79 | 10414.04 |
| 61 | 2023.08.04 05:40 | s/l | 15 | 0.10 | 1.66813 | 1.66813 | 1.65688 | -16.79 | 10397.25 |