Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 891.68 | Gross profit | 1809.73 | Gross loss | -918.05 |
| Profit factor | 1.97 | Expected payoff | 24.77 | ||
| Absolute drawdown | 212.97 | Maximal drawdown | 514.12 (4.99%) | Relative drawdown | 4.99% (514.12) |
| Total trades | 36 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 21 (58.33%) | Loss trades (% of total) | 15 (41.67%) | ||
| Largest | profit trade | 151.49 | loss trade | -152.15 | |
| Average | profit trade | 86.18 | loss trade | -61.20 | |
| Maximum | consecutive wins (profit in money) | 5 (566.98) | consecutive losses (loss in money) | 3 (-342.99) | |
| Maximal | consecutive profit (count of wins) | 566.98 (5) | consecutive loss (count of losses) | -342.99 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.14 15:00 | buy | 1 | 0.10 | 1.07806 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.14 15:00 | modify | 1 | 0.10 | 1.07806 | 1.06306 | 1.09306 | ||
| 3 | 2022.04.20 10:00 | buy | 2 | 0.10 | 1.08571 | 0.00000 | 0.00000 | ||
| 4 | 2022.04.20 10:00 | modify | 2 | 0.10 | 1.08571 | 1.08331 | 1.09306 | ||
| 5 | 2022.04.20 10:00 | modify | 1 | 0.10 | 1.07806 | 1.08331 | 1.09306 | ||
| 6 | 2022.04.20 12:00 | s/l | 1 | 0.10 | 1.08331 | 1.08331 | 1.09306 | 48.20 | 10048.20 |
| 7 | 2022.04.20 12:00 | s/l | 2 | 0.10 | 1.08331 | 1.08331 | 1.09306 | -24.00 | 10024.20 |
| 8 | 2022.04.21 09:00 | sell | 3 | 0.10 | 1.09212 | 0.00000 | 0.00000 | ||
| 9 | 2022.04.21 09:00 | modify | 3 | 0.10 | 1.09212 | 1.10712 | 1.07712 | ||
| 10 | 2022.04.25 07:00 | t/p | 3 | 0.10 | 1.07712 | 1.10712 | 1.07712 | 151.49 | 10175.68 |
| 11 | 2022.05.05 17:00 | buy | 4 | 0.10 | 1.05138 | 0.00000 | 0.00000 | ||
| 12 | 2022.05.05 17:00 | modify | 4 | 0.10 | 1.05138 | 1.03638 | 1.06638 | ||
| 13 | 2022.05.06 11:00 | buy | 5 | 0.10 | 1.05914 | 0.00000 | 0.00000 | ||
| 14 | 2022.05.06 11:00 | modify | 5 | 0.10 | 1.05914 | 1.05663 | 1.06638 | ||
| 15 | 2022.05.06 11:00 | modify | 4 | 0.10 | 1.05138 | 1.05663 | 1.06638 | ||
| 16 | 2022.05.06 12:00 | s/l | 4 | 0.10 | 1.05663 | 1.05663 | 1.06638 | 51.42 | 10227.11 |
| 17 | 2022.05.06 12:00 | s/l | 5 | 0.10 | 1.05663 | 1.05663 | 1.06638 | -25.10 | 10202.01 |
| 18 | 2022.05.17 14:00 | sell | 6 | 0.10 | 1.05402 | 0.00000 | 0.00000 | ||
| 19 | 2022.05.17 14:00 | modify | 6 | 0.10 | 1.05402 | 1.06902 | 1.03902 | ||
| 20 | 2022.05.18 17:00 | sell | 7 | 0.10 | 1.04874 | 0.00000 | 0.00000 | ||
| 21 | 2022.05.18 17:00 | modify | 7 | 0.10 | 1.04874 | 1.05327 | 1.03902 | ||
| 22 | 2022.05.18 17:00 | modify | 6 | 0.10 | 1.05402 | 1.05327 | 1.03902 | ||
| 23 | 2022.05.19 11:00 | s/l | 6 | 0.10 | 1.05327 | 1.05327 | 1.03902 | 10.47 | 10212.48 |
| 24 | 2022.05.19 11:00 | s/l | 7 | 0.10 | 1.05327 | 1.05327 | 1.03902 | -43.07 | 10169.41 |
| 25 | 2022.05.19 16:00 | sell | 8 | 0.10 | 1.05865 | 0.00000 | 0.00000 | ||
| 26 | 2022.05.19 16:00 | modify | 8 | 0.10 | 1.05865 | 1.07365 | 1.04365 | ||
| 27 | 2022.05.24 08:00 | s/l | 8 | 0.10 | 1.07365 | 1.07365 | 1.04365 | -147.77 | 10021.64 |
| 28 | 2022.06.09 21:00 | buy | 9 | 0.10 | 1.06176 | 0.00000 | 0.00000 | ||
| 29 | 2022.06.09 21:00 | modify | 9 | 0.10 | 1.06176 | 1.04676 | 1.07676 | ||
| 30 | 2022.06.13 08:00 | s/l | 9 | 0.10 | 1.04676 | 1.04676 | 1.07676 | -152.15 | 9869.49 |
| 31 | 2022.07.19 10:00 | sell | 10 | 0.10 | 1.02414 | 0.00000 | 0.00000 | ||
| 32 | 2022.07.19 10:00 | modify | 10 | 0.10 | 1.02414 | 1.03914 | 1.00914 | ||
| 33 | 2022.07.26 11:00 | sell | 11 | 0.10 | 1.01514 | 0.00000 | 0.00000 | ||
| 34 | 2022.07.26 11:00 | modify | 11 | 0.10 | 1.01514 | 1.01814 | 1.00914 | ||
| 35 | 2022.07.26 11:00 | modify | 10 | 0.10 | 1.02414 | 1.01814 | 1.00914 | ||
| 36 | 2022.07.27 19:00 | s/l | 10 | 0.10 | 1.01814 | 1.01814 | 1.00914 | 65.95 | 9935.44 |
| 37 | 2022.07.27 19:00 | s/l | 11 | 0.10 | 1.01814 | 1.01814 | 1.00914 | -29.26 | 9906.18 |
| 38 | 2022.08.10 14:00 | sell | 12 | 0.10 | 1.03219 | 0.00000 | 0.00000 | ||
| 39 | 2022.08.10 14:00 | modify | 12 | 0.10 | 1.03219 | 1.04719 | 1.01719 | ||
| 40 | 2022.08.12 15:00 | sell | 13 | 0.10 | 1.02445 | 0.00000 | 0.00000 | ||
| 41 | 2022.08.12 15:00 | modify | 13 | 0.10 | 1.02445 | 1.02694 | 1.01719 | ||
| 42 | 2022.08.12 15:00 | modify | 12 | 0.10 | 1.03219 | 1.02694 | 1.01719 | ||
| 43 | 2022.08.12 18:00 | s/l | 12 | 0.10 | 1.02694 | 1.02694 | 1.01719 | 55.47 | 9961.65 |
| 44 | 2022.08.12 18:00 | s/l | 13 | 0.10 | 1.02694 | 1.02694 | 1.01719 | -24.90 | 9936.75 |
| 45 | 2022.08.22 19:00 | buy | 14 | 0.10 | 0.99360 | 0.00000 | 0.00000 | ||
| 46 | 2022.08.22 19:00 | modify | 14 | 0.10 | 0.99360 | 0.97860 | 1.00860 | ||
| 47 | 2022.08.25 04:00 | buy | 15 | 0.10 | 0.99892 | 0.00000 | 0.00000 | ||
| 48 | 2022.08.25 04:00 | modify | 15 | 0.10 | 0.99892 | 0.99435 | 1.00860 | ||
| 49 | 2022.08.25 04:00 | modify | 14 | 0.10 | 0.99360 | 0.99435 | 1.00860 | ||
| 50 | 2022.08.25 07:00 | buy | 16 | 0.10 | 1.00136 | 0.00000 | 0.00000 | ||
| 51 | 2022.08.25 07:00 | modify | 16 | 0.10 | 1.00136 | 0.99885 | 1.00860 | ||
| 52 | 2022.08.25 07:00 | modify | 15 | 0.10 | 0.99892 | 0.99885 | 1.00860 | ||
| 53 | 2022.08.25 07:00 | modify | 14 | 0.10 | 0.99360 | 0.99885 | 1.00860 | ||
| 54 | 2022.08.25 09:00 | s/l | 14 | 0.10 | 0.99885 | 0.99885 | 1.00860 | 47.12 | 9983.87 |
| 55 | 2022.08.25 09:00 | s/l | 15 | 0.10 | 0.99885 | 0.99885 | 1.00860 | -0.70 | 9983.17 |
| 56 | 2022.08.25 09:00 | s/l | 16 | 0.10 | 0.99885 | 0.99885 | 1.00860 | -25.10 | 9958.07 |
| 57 | 2022.09.23 12:00 | buy | 17 | 0.10 | 0.97541 | 0.00000 | 0.00000 | ||
| 58 | 2022.09.23 12:00 | modify | 17 | 0.10 | 0.97541 | 0.96041 | 0.99041 | ||
| 59 | 2022.09.26 01:00 | s/l | 17 | 0.10 | 0.96041 | 0.96041 | 0.99041 | -151.08 | 9807.00 |
| 60 | 2022.10.04 20:00 | sell | 18 | 0.10 | 0.99901 | 0.00000 | 0.00000 | ||
| 61 | 2022.10.04 20:00 | modify | 18 | 0.10 | 0.99901 | 1.01401 | 0.98401 | ||
| 62 | 2022.10.05 15:00 | t/p | 18 | 0.10 | 0.98401 | 1.01401 | 0.98401 | 150.74 | 9957.74 |
| 63 | 2022.10.17 17:00 | sell | 19 | 0.10 | 0.98391 | 0.00000 | 0.00000 | ||
| 64 | 2022.10.17 17:00 | modify | 19 | 0.10 | 0.98391 | 0.99891 | 0.96891 | ||
| 65 | 2022.10.20 14:00 | sell | 20 | 0.10 | 0.97860 | 0.00000 | 0.00000 | ||
| 66 | 2022.10.20 14:00 | modify | 20 | 0.10 | 0.97860 | 0.98316 | 0.96891 | ||
| 67 | 2022.10.20 14:00 | modify | 19 | 0.10 | 0.98391 | 0.98316 | 0.96891 | ||
| 68 | 2022.10.20 15:00 | s/l | 19 | 0.10 | 0.98316 | 0.98316 | 0.96891 | 11.22 | 9968.96 |
| 69 | 2022.10.20 15:00 | s/l | 20 | 0.10 | 0.98316 | 0.98316 | 0.96891 | -45.60 | 9923.36 |
| 70 | 2022.10.25 15:00 | sell | 21 | 0.10 | 0.99569 | 0.00000 | 0.00000 | ||
| 71 | 2022.10.25 15:00 | modify | 21 | 0.10 | 0.99569 | 1.01069 | 0.98069 | ||
| 72 | 2022.10.31 21:00 | sell | 22 | 0.10 | 0.98801 | 0.00000 | 0.00000 | ||
| 73 | 2022.10.31 21:00 | modify | 22 | 0.10 | 0.98801 | 0.99044 | 0.98069 | ||
| 74 | 2022.10.31 21:00 | modify | 21 | 0.10 | 0.99569 | 0.99044 | 0.98069 | ||
| 75 | 2022.11.01 03:00 | s/l | 21 | 0.10 | 0.99044 | 0.99044 | 0.98069 | 57.70 | 9981.06 |
| 76 | 2022.11.01 03:00 | s/l | 22 | 0.10 | 0.99044 | 0.99044 | 0.98069 | -23.56 | 9957.50 |
| 77 | 2022.11.02 22:00 | buy | 23 | 0.10 | 0.98179 | 0.00000 | 0.00000 | ||
| 78 | 2022.11.02 22:00 | modify | 23 | 0.10 | 0.98179 | 0.96679 | 0.99679 | ||
| 79 | 2022.11.07 09:00 | t/p | 23 | 0.10 | 0.99679 | 0.96679 | 0.99679 | 144.62 | 10102.12 |
| 80 | 2022.11.10 13:00 | buy | 24 | 0.10 | 0.99518 | 0.00000 | 0.00000 | ||
| 81 | 2022.11.10 13:00 | modify | 24 | 0.10 | 0.99518 | 0.98018 | 1.01018 | ||
| 82 | 2022.11.10 14:00 | t/p | 24 | 0.10 | 1.01018 | 0.98018 | 1.01018 | 150.00 | 10252.12 |
| 83 | 2022.11.11 10:00 | sell | 25 | 0.10 | 1.02692 | 0.00000 | 0.00000 | ||
| 84 | 2022.11.11 10:00 | modify | 25 | 0.10 | 1.02692 | 1.04192 | 1.01192 | ||
| 85 | 2022.11.15 08:00 | s/l | 25 | 0.10 | 1.04192 | 1.04192 | 1.01192 | -148.51 | 10103.61 |
| 86 | 2022.11.15 10:00 | sell | 26 | 0.10 | 1.04015 | 0.00000 | 0.00000 | ||
| 87 | 2022.11.15 10:00 | modify | 26 | 0.10 | 1.04015 | 1.05515 | 1.02515 | ||
| 88 | 2022.11.15 19:00 | sell | 27 | 0.10 | 1.03091 | 0.00000 | 0.00000 | ||
| 89 | 2022.11.15 19:00 | modify | 27 | 0.10 | 1.03091 | 1.03415 | 1.02515 | ||
| 90 | 2022.11.15 19:00 | modify | 26 | 0.10 | 1.04015 | 1.03415 | 1.02515 | ||
| 91 | 2022.11.15 20:00 | s/l | 26 | 0.10 | 1.03415 | 1.03415 | 1.02515 | 60.00 | 10163.61 |
| 92 | 2022.11.15 20:00 | s/l | 27 | 0.10 | 1.03415 | 1.03415 | 1.02515 | -32.40 | 10131.21 |
| 93 | 2022.11.28 13:00 | sell | 28 | 0.10 | 1.04728 | 0.00000 | 0.00000 | ||
| 94 | 2022.11.28 13:00 | modify | 28 | 0.10 | 1.04728 | 1.06228 | 1.03228 | ||
| 95 | 2022.11.28 16:00 | sell | 29 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
| 96 | 2022.11.28 16:00 | modify | 29 | 0.10 | 1.03977 | 1.04203 | 1.03228 | ||
| 97 | 2022.11.28 16:00 | modify | 28 | 0.10 | 1.04728 | 1.04203 | 1.03228 | ||
| 98 | 2022.11.29 21:00 | t/p | 28 | 0.10 | 1.03228 | 1.04203 | 1.03228 | 150.74 | 10281.95 |
| 99 | 2022.11.29 21:00 | t/p | 29 | 0.10 | 1.03228 | 1.04203 | 1.03228 | 75.64 | 10357.60 |
| 100 | 2022.12.13 15:00 | sell | 30 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
| 101 | 2022.12.13 15:00 | modify | 30 | 0.10 | 1.06454 | 1.07954 | 1.04954 | ||
| 102 | 2022.12.16 21:00 | sell | 31 | 0.10 | 1.05923 | 0.00000 | 0.00000 | ||
| 103 | 2022.12.16 21:00 | modify | 31 | 0.10 | 1.05923 | 1.06379 | 1.04954 | ||
| 104 | 2022.12.16 21:00 | modify | 30 | 0.10 | 1.06454 | 1.06379 | 1.04954 | ||
| 105 | 2022.12.19 08:00 | s/l | 30 | 0.10 | 1.06379 | 1.06379 | 1.04954 | 11.96 | 10369.56 |
| 106 | 2022.12.19 08:00 | s/l | 31 | 0.10 | 1.06379 | 1.06379 | 1.04954 | -44.86 | 10324.70 |
| 107 | 2023.01.05 17:00 | buy | 32 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
| 108 | 2023.01.05 17:00 | modify | 32 | 0.10 | 1.05238 | 1.03738 | 1.06738 | ||
| 109 | 2023.01.09 03:00 | t/p | 32 | 0.10 | 1.06738 | 1.03738 | 1.06738 | 147.85 | 10472.55 |
| 110 | 2023.02.02 02:00 | sell | 33 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
| 111 | 2023.02.02 02:00 | modify | 33 | 0.10 | 1.10129 | 1.11629 | 1.08629 | ||
| 112 | 2023.02.03 14:00 | t/p | 33 | 0.10 | 1.08629 | 1.11629 | 1.08629 | 150.74 | 10623.29 |
| 113 | 2023.03.24 11:00 | buy | 34 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
| 114 | 2023.03.24 11:00 | modify | 34 | 0.10 | 1.07307 | 1.05807 | 1.08807 | ||
| 115 | 2023.03.28 08:00 | buy | 35 | 0.10 | 1.08232 | 0.00000 | 0.00000 | ||
| 116 | 2023.03.28 08:00 | modify | 35 | 0.10 | 1.08232 | 1.07907 | 1.08807 | ||
| 117 | 2023.03.28 08:00 | modify | 34 | 0.10 | 1.07307 | 1.07907 | 1.08807 | ||
| 118 | 2023.03.30 11:00 | t/p | 34 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 143.55 | 10766.84 |
| 119 | 2023.03.30 11:00 | t/p | 35 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 53.20 | 10820.03 |
| 120 | 2023.03.30 15:00 | sell | 36 | 0.10 | 1.09125 | 0.00000 | 0.00000 | ||
| 121 | 2023.03.30 15:00 | modify | 36 | 0.10 | 1.09125 | 1.10625 | 1.07625 | ||
| 122 | 2023.03.31 20:59 | close at stop | 36 | 0.10 | 1.08416 | 1.10625 | 1.07625 | 71.64 | 10891.68 |