Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| 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=8; 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=130; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=19; 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 | 7248 | Ticks modelled | 13495 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 608.04 | Gross profit | 909.90 | Gross loss | -301.86 |
| Profit factor | 3.01 | Expected payoff | 35.77 | ||
| Absolute drawdown | 59.02 | Maximal drawdown | 326.77 (3.06%) | Relative drawdown | 3.06% (326.77) |
| Total trades | 17 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 98.43 | loss trade | -85.86 | |
| Average | profit trade | 69.99 | loss trade | -75.47 | |
| Maximum | consecutive wins (profit in money) | 6 (459.64) | consecutive losses (loss in money) | 2 (-130.56) | |
| Maximal | consecutive profit (count of wins) | 459.64 (6) | consecutive loss (count of losses) | -130.56 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.15 12:00 | buy | 1 | 0.10 | 1.59463 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.15 12:00 | modify | 1 | 0.10 | 1.59463 | 1.58163 | 1.60963 | ||
| 3 | 2023.03.21 07:00 | buy | 2 | 0.10 | 1.60231 | 0.00000 | 0.00000 | ||
| 4 | 2023.03.21 07:00 | modify | 2 | 0.10 | 1.60231 | 1.59538 | 1.60963 | ||
| 5 | 2023.03.21 07:00 | modify | 1 | 0.10 | 1.59463 | 1.59538 | 1.60963 | ||
| 6 | 2023.03.21 11:00 | t/p | 1 | 0.10 | 1.60963 | 1.59538 | 1.60963 | 97.24 | 10097.24 |
| 7 | 2023.03.21 11:00 | t/p | 2 | 0.10 | 1.60963 | 1.59538 | 1.60963 | 48.02 | 10145.26 |
| 8 | 2023.04.03 13:00 | buy | 3 | 0.10 | 1.60693 | 0.00000 | 0.00000 | ||
| 9 | 2023.04.03 13:00 | modify | 3 | 0.10 | 1.60693 | 1.59393 | 1.62193 | ||
| 10 | 2023.04.04 09:00 | buy | 4 | 0.10 | 1.61895 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.04 09:00 | modify | 4 | 0.10 | 1.61895 | 1.61368 | 1.62193 | ||
| 12 | 2023.04.04 09:00 | modify | 3 | 0.10 | 1.60693 | 1.61368 | 1.62193 | ||
| 13 | 2023.04.04 15:00 | t/p | 3 | 0.10 | 1.62193 | 1.61368 | 1.62193 | 98.20 | 10243.46 |
| 14 | 2023.04.04 15:00 | t/p | 4 | 0.10 | 1.62193 | 1.61368 | 1.62193 | 19.55 | 10263.01 |
| 15 | 2023.04.05 10:00 | sell | 5 | 0.10 | 1.63712 | 0.00000 | 0.00000 | ||
| 16 | 2023.04.05 10:00 | modify | 5 | 0.10 | 1.63712 | 1.65012 | 1.62212 | ||
| 17 | 2023.04.05 21:00 | t/p | 5 | 0.10 | 1.62212 | 1.65012 | 1.62212 | 98.43 | 10361.44 |
| 18 | 2023.05.02 05:00 | buy | 6 | 0.10 | 1.64126 | 0.00000 | 0.00000 | ||
| 19 | 2023.05.02 05:00 | modify | 6 | 0.10 | 1.64126 | 1.62826 | 1.65626 | ||
| 20 | 2023.05.03 08:00 | t/p | 6 | 0.10 | 1.65626 | 1.62826 | 1.65626 | 98.21 | 10459.64 |
| 21 | 2023.06.20 03:00 | sell | 7 | 0.10 | 1.60568 | 0.00000 | 0.00000 | ||
| 22 | 2023.06.20 03:00 | modify | 7 | 0.10 | 1.60568 | 1.61868 | 1.59068 | ||
| 23 | 2023.06.21 14:00 | s/l | 7 | 0.10 | 1.61868 | 1.61868 | 1.59068 | -85.44 | 10374.20 |
| 24 | 2023.06.28 02:00 | sell | 8 | 0.10 | 1.65061 | 0.00000 | 0.00000 | ||
| 25 | 2023.06.28 02:00 | modify | 8 | 0.10 | 1.65061 | 1.66361 | 1.63561 | ||
| 26 | 2023.07.03 06:00 | t/p | 8 | 0.10 | 1.63561 | 1.66361 | 1.63561 | 97.76 | 10471.97 |
| 27 | 2023.07.06 14:00 | sell | 9 | 0.10 | 1.64060 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.06 14:00 | modify | 9 | 0.10 | 1.64060 | 1.65360 | 1.62560 | ||
| 29 | 2023.07.13 13:00 | sell | 10 | 0.10 | 1.62830 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.13 13:00 | modify | 10 | 0.10 | 1.62830 | 1.63385 | 1.62560 | ||
| 31 | 2023.07.13 13:00 | modify | 9 | 0.10 | 1.64060 | 1.63385 | 1.62560 | ||
| 32 | 2023.07.13 14:00 | t/p | 9 | 0.10 | 1.62560 | 1.63385 | 1.62560 | 97.50 | 10569.46 |
| 33 | 2023.07.13 14:00 | t/p | 10 | 0.10 | 1.62560 | 1.63385 | 1.62560 | 17.72 | 10587.18 |
| 34 | 2023.07.20 03:00 | buy | 11 | 0.10 | 1.64187 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.20 03:00 | modify | 11 | 0.10 | 1.64187 | 1.62887 | 1.65687 | ||
| 36 | 2023.07.25 15:00 | s/l | 11 | 0.10 | 1.62887 | 1.62887 | 1.65687 | -85.86 | 10501.33 |
| 37 | 2023.09.14 14:00 | buy | 12 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
| 38 | 2023.09.14 14:00 | modify | 12 | 0.10 | 1.65571 | 1.64271 | 1.67071 | ||
| 39 | 2023.09.21 14:00 | buy | 13 | 0.10 | 1.66325 | 0.00000 | 0.00000 | ||
| 40 | 2023.09.21 14:00 | modify | 13 | 0.10 | 1.66325 | 1.65646 | 1.67071 | ||
| 41 | 2023.09.21 14:00 | modify | 12 | 0.10 | 1.65571 | 1.65646 | 1.67071 | ||
| 42 | 2023.09.22 08:00 | s/l | 12 | 0.10 | 1.65646 | 1.65646 | 1.67071 | 3.38 | 10504.71 |
| 43 | 2023.09.22 08:00 | s/l | 13 | 0.10 | 1.65646 | 1.65646 | 1.67071 | -44.73 | 10459.98 |
| 44 | 2023.11.07 05:00 | sell | 14 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 45 | 2023.11.07 05:00 | modify | 14 | 0.10 | 1.66294 | 1.67594 | 1.64794 | ||
| 46 | 2023.11.09 20:00 | s/l | 14 | 0.10 | 1.67594 | 1.67594 | 1.64794 | -85.83 | 10374.15 |
| 47 | 2023.12.01 16:00 | buy | 15 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 48 | 2023.12.01 16:00 | modify | 15 | 0.10 | 1.63260 | 1.61960 | 1.64760 | ||
| 49 | 2023.12.05 04:00 | t/p | 15 | 0.10 | 1.64760 | 1.61960 | 1.64760 | 98.01 | 10472.15 |
| 50 | 2023.12.14 16:00 | sell | 16 | 0.10 | 1.64087 | 0.00000 | 0.00000 | ||
| 51 | 2023.12.14 16:00 | modify | 16 | 0.10 | 1.64087 | 1.65387 | 1.62587 | ||
| 52 | 2023.12.15 15:00 | sell | 17 | 0.10 | 1.63160 | 0.00000 | 0.00000 | ||
| 53 | 2023.12.15 15:00 | modify | 17 | 0.10 | 1.63160 | 1.63712 | 1.62587 | ||
| 54 | 2023.12.15 15:00 | modify | 16 | 0.10 | 1.64087 | 1.63712 | 1.62587 | ||
| 55 | 2023.12.15 16:00 | t/p | 16 | 0.10 | 1.62587 | 1.63712 | 1.62587 | 98.29 | 10570.44 |
| 56 | 2023.12.15 16:00 | t/p | 17 | 0.10 | 1.62587 | 1.63712 | 1.62587 | 37.60 | 10608.04 |