Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 581.32 | Gross profit | 873.12 | Gross loss | -291.80 |
| Profit factor | 2.99 | Expected payoff | 36.33 | ||
| Absolute drawdown | 133.70 | Maximal drawdown | 133.70 (1.34%) | Relative drawdown | 1.34% (133.70) |
| Total trades | 16 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 98.30 | loss trade | -68.22 | |
| Average | profit trade | 79.37 | loss trade | -58.36 | |
| Maximum | consecutive wins (profit in money) | 6 (383.24) | consecutive losses (loss in money) | 2 (-131.47) | |
| Maximal | consecutive profit (count of wins) | 383.24 (6) | consecutive loss (count of losses) | -131.47 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 04:00 | sell | 1 | 0.10 | 1.59194 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.07 04:00 | modify | 1 | 0.10 | 1.59194 | 1.60194 | 1.57694 | ||
| 3 | 2023.03.07 16:00 | s/l | 1 | 0.10 | 1.60194 | 1.60194 | 1.57694 | -65.67 | 9934.33 |
| 4 | 2023.03.21 12:00 | sell | 2 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.21 12:00 | modify | 2 | 0.10 | 1.61279 | 1.62279 | 1.59779 | ||
| 6 | 2023.03.22 20:00 | s/l | 2 | 0.10 | 1.62279 | 1.62279 | 1.59779 | -65.80 | 9868.53 |
| 7 | 2023.04.26 12:00 | sell | 3 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
| 8 | 2023.04.26 12:00 | modify | 3 | 0.10 | 1.67293 | 1.68293 | 1.65793 | ||
| 9 | 2023.05.01 08:00 | t/p | 3 | 0.10 | 1.65793 | 1.68293 | 1.65793 | 97.83 | 9966.36 |
| 10 | 2023.05.02 08:00 | buy | 4 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 11 | 2023.05.02 08:00 | modify | 4 | 0.10 | 1.63957 | 1.62957 | 1.65457 | ||
| 12 | 2023.05.03 08:00 | t/p | 4 | 0.10 | 1.65457 | 1.62957 | 1.65457 | 98.11 | 10064.47 |
| 13 | 2023.06.02 16:00 | buy | 5 | 0.10 | 1.62136 | 0.00000 | 0.00000 | ||
| 14 | 2023.06.02 16:00 | modify | 5 | 0.10 | 1.62136 | 1.61136 | 1.63636 | ||
| 15 | 2023.06.06 08:00 | s/l | 5 | 0.10 | 1.61136 | 1.61136 | 1.63636 | -65.91 | 9998.56 |
| 16 | 2023.07.13 16:00 | buy | 6 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.13 16:00 | modify | 6 | 0.10 | 1.62918 | 1.61918 | 1.64418 | ||
| 18 | 2023.07.17 04:00 | t/p | 6 | 0.10 | 1.64418 | 1.61918 | 1.64418 | 97.92 | 10096.47 |
| 19 | 2023.07.25 16:00 | buy | 7 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 20 | 2023.07.25 16:00 | modify | 7 | 0.10 | 1.62799 | 1.61799 | 1.64299 | ||
| 21 | 2023.07.26 04:00 | buy | 8 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
| 22 | 2023.07.26 04:00 | modify | 8 | 0.10 | 1.63416 | 1.62874 | 1.64299 | ||
| 23 | 2023.07.26 04:00 | buy | 9 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.26 04:00 | modify | 9 | 0.10 | 1.63416 | 1.63174 | 1.64299 | ||
| 25 | 2023.07.26 04:00 | modify | 7 | 0.10 | 1.62799 | 1.63174 | 1.64299 | ||
| 26 | 2023.07.26 08:00 | modify | 8 | 0.10 | 1.63416 | 1.63174 | 1.64299 | ||
| 27 | 2023.07.26 12:00 | buy | 10 | 0.10 | 1.64025 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.26 12:00 | modify | 10 | 0.10 | 1.64025 | 1.63624 | 1.64299 | ||
| 29 | 2023.07.26 12:00 | modify | 9 | 0.10 | 1.63416 | 1.63624 | 1.64299 | ||
| 30 | 2023.07.26 12:00 | modify | 8 | 0.10 | 1.63416 | 1.63624 | 1.64299 | ||
| 31 | 2023.07.26 12:00 | modify | 7 | 0.10 | 1.62799 | 1.63624 | 1.64299 | ||
| 32 | 2023.07.26 16:00 | t/p | 7 | 0.10 | 1.64299 | 1.63624 | 1.64299 | 98.11 | 10194.58 |
| 33 | 2023.07.26 16:00 | t/p | 8 | 0.10 | 1.64299 | 1.63624 | 1.64299 | 57.87 | 10252.45 |
| 34 | 2023.07.26 16:00 | t/p | 9 | 0.10 | 1.64299 | 1.63624 | 1.64299 | 57.87 | 10310.32 |
| 35 | 2023.07.26 16:00 | t/p | 10 | 0.10 | 1.64299 | 1.63624 | 1.64299 | 17.96 | 10328.28 |
| 36 | 2023.09.05 08:00 | sell | 11 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.05 08:00 | modify | 11 | 0.10 | 1.68668 | 1.69668 | 1.67168 | ||
| 38 | 2023.09.08 08:00 | sell | 12 | 0.10 | 1.67444 | 0.00000 | 0.00000 | ||
| 39 | 2023.09.08 08:00 | modify | 12 | 0.10 | 1.67444 | 1.67843 | 1.67168 | ||
| 40 | 2023.09.08 08:00 | modify | 11 | 0.10 | 1.68668 | 1.67843 | 1.67168 | ||
| 41 | 2023.09.08 20:00 | s/l | 11 | 0.10 | 1.67843 | 1.67843 | 1.67168 | 53.51 | 10381.79 |
| 42 | 2023.09.08 20:00 | s/l | 12 | 0.10 | 1.67843 | 1.67843 | 1.67168 | -26.20 | 10355.59 |
| 43 | 2023.09.14 16:00 | buy | 13 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 44 | 2023.09.14 16:00 | modify | 13 | 0.10 | 1.65504 | 1.64504 | 1.67004 | ||
| 45 | 2023.09.28 20:00 | s/l | 13 | 0.10 | 1.64504 | 1.64504 | 1.67004 | -68.22 | 10287.38 |
| 46 | 2023.10.25 04:00 | buy | 14 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.25 04:00 | modify | 14 | 0.10 | 1.66176 | 1.65176 | 1.67676 | ||
| 48 | 2023.10.26 00:00 | t/p | 14 | 0.10 | 1.67676 | 1.65176 | 1.67676 | 97.72 | 10385.10 |
| 49 | 2023.12.01 16:00 | buy | 15 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 50 | 2023.12.01 16:00 | modify | 15 | 0.10 | 1.63260 | 1.62260 | 1.64760 | ||
| 51 | 2023.12.05 04:00 | t/p | 15 | 0.10 | 1.64760 | 1.62260 | 1.64760 | 97.92 | 10483.02 |
| 52 | 2023.12.14 04:00 | buy | 16 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
| 53 | 2023.12.14 04:00 | modify | 16 | 0.10 | 1.62447 | 1.61447 | 1.63947 | ||
| 54 | 2023.12.14 16:00 | t/p | 16 | 0.10 | 1.63947 | 1.61447 | 1.63947 | 98.30 | 10581.32 |