Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1000.00 | Spread | 40 | ||
| Total net profit | 580.68 | Gross profit | 1122.81 | Gross loss | -542.13 |
| Profit factor | 2.07 | Expected payoff | 21.51 | ||
| Absolute drawdown | 130.14 | Maximal drawdown | 241.91 (15.17%) | Relative drawdown | 16.13% (167.32) |
| Total trades | 27 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 18 (66.67%) | Loss trades (% of total) | 9 (33.33%) | ||
| Largest | profit trade | 87.57 | loss trade | -80.93 | |
| Average | profit trade | 62.38 | loss trade | -60.24 | |
| Maximum | consecutive wins (profit in money) | 5 (368.64) | consecutive losses (loss in money) | 3 (-224.50) | |
| Maximal | consecutive profit (count of wins) | 368.64 (5) | consecutive loss (count of losses) | -224.50 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.08 12:00 | sell | 1 | 0.10 | 1.63638 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.08 12:00 | modify | 1 | 0.10 | 1.63638 | 1.64838 | 1.62238 | ||
| 3 | 2024.01.10 04:00 | sell | 2 | 0.10 | 1.63078 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.10 04:00 | modify | 2 | 0.10 | 1.63078 | 1.63568 | 1.62238 | ||
| 5 | 2024.01.10 04:00 | modify | 1 | 0.10 | 1.63638 | 1.63568 | 1.62238 | ||
| 6 | 2024.01.10 16:00 | s/l | 1 | 0.10 | 1.63568 | 1.63568 | 1.62238 | 4.72 | 1004.72 |
| 7 | 2024.01.10 16:00 | s/l | 2 | 0.10 | 1.63568 | 1.63568 | 1.62238 | -30.31 | 974.41 |
| 8 | 2024.01.19 12:00 | buy | 3 | 0.10 | 1.65011 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.19 12:00 | modify | 3 | 0.10 | 1.65011 | 1.63811 | 1.66411 | ||
| 10 | 2024.01.29 12:00 | s/l | 3 | 0.10 | 1.63811 | 1.63811 | 1.66411 | -78.70 | 895.71 |
| 11 | 2024.01.29 12:00 | buy | 4 | 0.10 | 1.64026 | 0.00000 | 0.00000 | ||
| 12 | 2024.01.29 12:00 | modify | 4 | 0.10 | 1.64026 | 1.62826 | 1.65426 | ||
| 13 | 2024.02.01 12:00 | t/p | 4 | 0.10 | 1.65426 | 1.62826 | 1.65426 | 83.78 | 979.49 |
| 14 | 2024.02.08 12:00 | sell | 5 | 0.10 | 1.65651 | 0.00000 | 0.00000 | ||
| 15 | 2024.02.08 12:00 | modify | 5 | 0.10 | 1.65651 | 1.66851 | 1.64251 | ||
| 16 | 2024.02.12 16:00 | sell | 6 | 0.10 | 1.64870 | 0.00000 | 0.00000 | ||
| 17 | 2024.02.12 16:00 | modify | 6 | 0.10 | 1.64870 | 1.65301 | 1.64251 | ||
| 18 | 2024.02.12 16:00 | modify | 5 | 0.10 | 1.65651 | 1.65301 | 1.64251 | ||
| 19 | 2024.02.13 08:00 | s/l | 5 | 0.10 | 1.65301 | 1.65301 | 1.64251 | 22.23 | 1001.72 |
| 20 | 2024.02.13 08:00 | s/l | 6 | 0.10 | 1.65301 | 1.65301 | 1.64251 | -26.47 | 975.26 |
| 21 | 2024.04.09 12:00 | buy | 7 | 0.10 | 1.64109 | 0.00000 | 0.00000 | ||
| 22 | 2024.04.09 12:00 | modify | 7 | 0.10 | 1.64109 | 1.62909 | 1.65509 | ||
| 23 | 2024.04.16 04:00 | t/p | 7 | 0.10 | 1.65509 | 1.62909 | 1.65509 | 82.66 | 1057.92 |
| 24 | 2024.04.29 12:00 | buy | 8 | 0.10 | 1.63201 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.29 12:00 | modify | 8 | 0.10 | 1.63201 | 1.62001 | 1.64601 | ||
| 26 | 2024.04.30 08:00 | buy | 9 | 0.10 | 1.63996 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.30 08:00 | modify | 9 | 0.10 | 1.63996 | 1.63551 | 1.64601 | ||
| 28 | 2024.04.30 08:00 | modify | 8 | 0.10 | 1.63201 | 1.63551 | 1.64601 | ||
| 29 | 2024.04.30 16:00 | t/p | 8 | 0.10 | 1.64601 | 1.63551 | 1.64601 | 86.02 | 1143.94 |
| 30 | 2024.04.30 16:00 | t/p | 9 | 0.10 | 1.64601 | 1.63551 | 1.64601 | 37.42 | 1181.36 |
| 31 | 2024.05.24 12:00 | sell | 10 | 0.10 | 1.63886 | 0.00000 | 0.00000 | ||
| 32 | 2024.05.24 12:00 | modify | 10 | 0.10 | 1.63886 | 1.65086 | 1.62486 | ||
| 33 | 2024.05.27 16:00 | sell | 11 | 0.10 | 1.63102 | 0.00000 | 0.00000 | ||
| 34 | 2024.05.27 16:00 | modify | 11 | 0.10 | 1.63102 | 1.63536 | 1.62486 | ||
| 35 | 2024.05.27 16:00 | modify | 10 | 0.10 | 1.63886 | 1.63536 | 1.62486 | ||
| 36 | 2024.05.29 12:00 | s/l | 10 | 0.10 | 1.63536 | 1.63536 | 1.62486 | 22.23 | 1203.59 |
| 37 | 2024.05.29 12:00 | s/l | 11 | 0.10 | 1.63536 | 1.63536 | 1.62486 | -26.46 | 1177.13 |
| 38 | 2024.06.17 12:00 | sell | 12 | 0.10 | 1.62431 | 0.00000 | 0.00000 | ||
| 39 | 2024.06.17 12:00 | modify | 12 | 0.10 | 1.62431 | 1.63631 | 1.61031 | ||
| 40 | 2024.06.18 16:00 | sell | 13 | 0.10 | 1.61450 | 0.00000 | 0.00000 | ||
| 41 | 2024.06.18 16:00 | modify | 13 | 0.10 | 1.61450 | 1.61871 | 1.61031 | ||
| 42 | 2024.06.18 16:00 | modify | 12 | 0.10 | 1.62431 | 1.61871 | 1.61031 | ||
| 43 | 2024.06.19 08:00 | t/p | 12 | 0.10 | 1.61031 | 1.61871 | 1.61031 | 86.99 | 1264.12 |
| 44 | 2024.06.19 08:00 | t/p | 13 | 0.10 | 1.61031 | 1.61871 | 1.61031 | 26.11 | 1290.23 |
| 45 | 2024.06.24 12:00 | sell | 14 | 0.10 | 1.61596 | 0.00000 | 0.00000 | ||
| 46 | 2024.06.24 12:00 | modify | 14 | 0.10 | 1.61596 | 1.62796 | 1.60196 | ||
| 47 | 2024.06.26 08:00 | t/p | 14 | 0.10 | 1.60196 | 1.62796 | 1.60196 | 86.99 | 1377.22 |
| 48 | 2024.07.04 12:00 | buy | 15 | 0.10 | 1.60489 | 0.00000 | 0.00000 | ||
| 49 | 2024.07.04 12:00 | modify | 15 | 0.10 | 1.60489 | 1.59289 | 1.61889 | ||
| 50 | 2024.07.16 16:00 | t/p | 15 | 0.10 | 1.61889 | 1.59289 | 1.61889 | 80.98 | 1458.21 |
| 51 | 2024.08.14 12:00 | sell | 16 | 0.10 | 1.66350 | 0.00000 | 0.00000 | ||
| 52 | 2024.08.14 12:00 | modify | 16 | 0.10 | 1.66350 | 1.67550 | 1.64950 | ||
| 53 | 2024.08.19 04:00 | t/p | 16 | 0.10 | 1.64950 | 1.67550 | 1.64950 | 87.57 | 1545.78 |
| 54 | 2024.08.19 12:00 | buy | 17 | 0.10 | 1.64882 | 0.00000 | 0.00000 | ||
| 55 | 2024.08.19 12:00 | modify | 17 | 0.10 | 1.64882 | 1.63682 | 1.66282 | ||
| 56 | 2024.08.29 04:00 | s/l | 17 | 0.10 | 1.63682 | 1.63682 | 1.66282 | -80.93 | 1464.85 |
| 57 | 2024.09.13 12:00 | sell | 18 | 0.10 | 1.65497 | 0.00000 | 0.00000 | ||
| 58 | 2024.09.13 12:00 | modify | 18 | 0.10 | 1.65497 | 1.66697 | 1.64097 | ||
| 59 | 2024.09.18 00:00 | sell | 19 | 0.10 | 1.64506 | 0.00000 | 0.00000 | ||
| 60 | 2024.09.18 00:00 | modify | 19 | 0.10 | 1.64506 | 1.64937 | 1.64097 | ||
| 61 | 2024.09.18 00:00 | modify | 18 | 0.10 | 1.65497 | 1.64937 | 1.64097 | ||
| 62 | 2024.09.18 12:00 | t/p | 18 | 0.10 | 1.64097 | 1.64937 | 1.64097 | 87.18 | 1552.03 |
| 63 | 2024.09.18 12:00 | t/p | 19 | 0.10 | 1.64097 | 1.64937 | 1.64097 | 25.30 | 1577.33 |
| 64 | 2024.10.03 12:00 | sell | 20 | 0.10 | 1.61170 | 0.00000 | 0.00000 | ||
| 65 | 2024.10.03 12:00 | modify | 20 | 0.10 | 1.61170 | 1.62370 | 1.59770 | ||
| 66 | 2024.10.07 16:00 | s/l | 20 | 0.10 | 1.62370 | 1.62370 | 1.59770 | -73.84 | 1503.49 |
| 67 | 2024.11.05 12:00 | buy | 21 | 0.10 | 1.64575 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.05 12:00 | modify | 21 | 0.10 | 1.64575 | 1.63375 | 1.65975 | ||
| 69 | 2024.11.06 12:00 | s/l | 21 | 0.10 | 1.63375 | 1.63375 | 1.65975 | -74.77 | 1428.72 |
| 70 | 2024.11.06 12:00 | buy | 22 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 71 | 2024.11.06 12:00 | modify | 22 | 0.10 | 1.63345 | 1.62145 | 1.64745 | ||
| 72 | 2024.11.07 08:00 | s/l | 22 | 0.10 | 1.62145 | 1.62145 | 1.64745 | -75.89 | 1352.83 |
| 73 | 2024.11.11 12:00 | buy | 23 | 0.10 | 1.61933 | 0.00000 | 0.00000 | ||
| 74 | 2024.11.11 12:00 | modify | 23 | 0.10 | 1.61933 | 1.60733 | 1.63333 | ||
| 75 | 2024.11.12 20:00 | buy | 24 | 0.10 | 1.62513 | 0.00000 | 0.00000 | ||
| 76 | 2024.11.12 20:00 | modify | 24 | 0.10 | 1.62513 | 1.62003 | 1.63333 | ||
| 77 | 2024.11.12 20:00 | modify | 23 | 0.10 | 1.61933 | 1.62003 | 1.63333 | ||
| 78 | 2024.11.15 12:00 | t/p | 23 | 0.10 | 1.63333 | 1.62003 | 1.63333 | 83.22 | 1436.05 |
| 79 | 2024.11.15 12:00 | t/p | 24 | 0.10 | 1.63333 | 1.62003 | 1.63333 | 47.91 | 1483.96 |
| 80 | 2024.11.21 12:00 | buy | 25 | 0.10 | 1.61423 | 0.00000 | 0.00000 | ||
| 81 | 2024.11.21 12:00 | modify | 25 | 0.10 | 1.61423 | 1.60223 | 1.62823 | ||
| 82 | 2024.11.22 12:00 | s/l | 25 | 0.10 | 1.60223 | 1.60223 | 1.62823 | -74.77 | 1409.19 |
| 83 | 2024.11.22 12:00 | buy | 26 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 84 | 2024.11.22 12:00 | modify | 26 | 0.10 | 1.60215 | 1.59015 | 1.61615 | ||
| 85 | 2024.11.25 20:00 | t/p | 26 | 0.10 | 1.61615 | 1.59015 | 1.61615 | 86.02 | 1495.21 |
| 86 | 2024.12.09 12:00 | buy | 27 | 0.10 | 1.64093 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.09 12:00 | modify | 27 | 0.10 | 1.64093 | 1.62893 | 1.65493 | ||
| 88 | 2024.12.11 08:00 | t/p | 27 | 0.10 | 1.65493 | 1.62893 | 1.65493 | 85.46 | 1580.68 |