Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=90; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2617 | Ticks modelled | 80110 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1086.00 | Gross profit | 1388.06 | Gross loss | -302.05 |
| Profit factor | 4.60 | Expected payoff | 30.17 | ||
| Absolute drawdown | 29.09 | Maximal drawdown | 133.32 (1.30%) | Relative drawdown | 1.30% (133.32) |
| Total trades | 36 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 23 (73.91%) |
| Profit trades (% of total) | 25 (69.44%) | Loss trades (% of total) | 11 (30.56%) | ||
| Largest | profit trade | 101.13 | loss trade | -59.83 | |
| Average | profit trade | 55.52 | loss trade | -27.46 | |
| Maximum | consecutive wins (profit in money) | 8 (440.13) | consecutive losses (loss in money) | 3 (-97.75) | |
| Maximal | consecutive profit (count of wins) | 444.62 (7) | consecutive loss (count of losses) | -97.75 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.05 16:00 | buy | 1 | 0.10 | 1.43813 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.05 16:00 | modify | 1 | 0.10 | 1.43813 | 1.42913 | 1.45313 | ||
| 3 | 2022.04.06 13:15 | buy | 2 | 0.10 | 1.44566 | 0.00000 | 0.00000 | ||
| 4 | 2022.04.06 13:15 | modify | 2 | 0.10 | 1.44566 | 1.43888 | 1.45313 | ||
| 5 | 2022.04.06 13:15 | modify | 1 | 0.10 | 1.43813 | 1.43888 | 1.45313 | ||
| 6 | 2022.04.06 15:25 | buy | 3 | 0.10 | 1.44877 | 0.00000 | 0.00000 | ||
| 7 | 2022.04.06 15:25 | modify | 3 | 0.10 | 1.44877 | 1.44338 | 1.45313 | ||
| 8 | 2022.04.06 15:25 | modify | 2 | 0.10 | 1.44566 | 1.44338 | 1.45313 | ||
| 9 | 2022.04.06 15:25 | modify | 1 | 0.10 | 1.43813 | 1.44338 | 1.45313 | ||
| 10 | 2022.04.06 18:40 | t/p | 1 | 0.10 | 1.45313 | 1.44338 | 1.45313 | 99.37 | 10099.37 |
| 11 | 2022.04.06 18:40 | t/p | 2 | 0.10 | 1.45313 | 1.44338 | 1.45313 | 49.80 | 10149.17 |
| 12 | 2022.04.06 18:40 | t/p | 3 | 0.10 | 1.45313 | 1.44338 | 1.45313 | 29.07 | 10178.24 |
| 13 | 2022.04.20 20:00 | buy | 4 | 0.10 | 1.45720 | 0.00000 | 0.00000 | ||
| 14 | 2022.04.20 20:00 | modify | 4 | 0.10 | 1.45720 | 1.44820 | 1.47220 | ||
| 15 | 2022.04.21 06:55 | buy | 5 | 0.10 | 1.46470 | 0.00000 | 0.00000 | ||
| 16 | 2022.04.21 06:55 | modify | 5 | 0.10 | 1.46470 | 1.45795 | 1.47220 | ||
| 17 | 2022.04.21 06:55 | modify | 4 | 0.10 | 1.45720 | 1.45795 | 1.47220 | ||
| 18 | 2022.04.21 07:50 | buy | 6 | 0.10 | 1.46773 | 0.00000 | 0.00000 | ||
| 19 | 2022.04.21 07:50 | modify | 6 | 0.10 | 1.46773 | 1.46245 | 1.47220 | ||
| 20 | 2022.04.21 07:50 | modify | 5 | 0.10 | 1.46470 | 1.46245 | 1.47220 | ||
| 21 | 2022.04.21 07:50 | modify | 4 | 0.10 | 1.45720 | 1.46245 | 1.47220 | ||
| 22 | 2022.04.21 08:10 | buy | 7 | 0.10 | 1.46559 | 0.00000 | 0.00000 | ||
| 23 | 2022.04.21 08:10 | modify | 7 | 0.10 | 1.46559 | 1.46245 | 1.47220 | ||
| 24 | 2022.04.21 17:40 | t/p | 4 | 0.10 | 1.47220 | 1.46245 | 1.47220 | 98.09 | 10276.32 |
| 25 | 2022.04.21 17:40 | t/p | 5 | 0.10 | 1.47220 | 1.46245 | 1.47220 | 50.00 | 10326.32 |
| 26 | 2022.04.21 17:40 | t/p | 6 | 0.10 | 1.47220 | 1.46245 | 1.47220 | 29.80 | 10356.12 |
| 27 | 2022.04.21 17:40 | t/p | 7 | 0.10 | 1.47220 | 1.46245 | 1.47220 | 44.06 | 10400.18 |
| 28 | 2022.04.21 20:00 | sell | 8 | 0.10 | 1.46967 | 0.00000 | 0.00000 | ||
| 29 | 2022.04.21 20:00 | modify | 8 | 0.10 | 1.46967 | 1.47867 | 1.45467 | ||
| 30 | 2022.04.22 04:40 | s/l | 8 | 0.10 | 1.47867 | 1.47867 | 1.45467 | -59.83 | 10340.36 |
| 31 | 2022.07.26 20:00 | buy | 9 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
| 32 | 2022.07.26 20:00 | modify | 9 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
| 33 | 2022.07.29 12:40 | buy | 10 | 0.10 | 1.46665 | 0.00000 | 0.00000 | ||
| 34 | 2022.07.29 12:40 | modify | 10 | 0.10 | 1.46665 | 1.45986 | 1.47411 | ||
| 35 | 2022.07.29 12:40 | modify | 9 | 0.10 | 1.45911 | 1.45986 | 1.47411 | ||
| 36 | 2022.07.29 13:30 | buy | 11 | 0.10 | 1.46751 | 0.00000 | 0.00000 | ||
| 37 | 2022.07.29 13:30 | modify | 11 | 0.10 | 1.46751 | 1.46436 | 1.47411 | ||
| 38 | 2022.07.29 13:30 | modify | 10 | 0.10 | 1.46665 | 1.46436 | 1.47411 | ||
| 39 | 2022.07.29 13:30 | modify | 9 | 0.10 | 1.45911 | 1.46436 | 1.47411 | ||
| 40 | 2022.07.29 14:30 | s/l | 9 | 0.10 | 1.46436 | 1.46436 | 1.47411 | 31.83 | 10372.19 |
| 41 | 2022.07.29 14:30 | s/l | 10 | 0.10 | 1.46436 | 1.46436 | 1.47411 | -15.26 | 10356.93 |
| 42 | 2022.07.29 14:30 | s/l | 11 | 0.10 | 1.46436 | 1.46436 | 1.47411 | -21.00 | 10335.93 |
| 43 | 2022.09.09 20:00 | buy | 12 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
| 44 | 2022.09.09 20:00 | modify | 12 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
| 45 | 2022.09.11 21:40 | buy | 13 | 0.10 | 1.47549 | 0.00000 | 0.00000 | ||
| 46 | 2022.09.11 21:40 | modify | 13 | 0.10 | 1.47549 | 1.46871 | 1.48296 | ||
| 47 | 2022.09.11 21:40 | modify | 12 | 0.10 | 1.46796 | 1.46871 | 1.48296 | ||
| 48 | 2022.09.11 21:53 | buy | 14 | 0.10 | 1.47622 | 0.00000 | 0.00000 | ||
| 49 | 2022.09.11 21:53 | modify | 14 | 0.10 | 1.47622 | 1.47321 | 1.48296 | ||
| 50 | 2022.09.11 21:53 | modify | 13 | 0.10 | 1.47549 | 1.47321 | 1.48296 | ||
| 51 | 2022.09.11 21:53 | modify | 12 | 0.10 | 1.46796 | 1.47321 | 1.48296 | ||
| 52 | 2022.09.11 22:20 | s/l | 12 | 0.10 | 1.47321 | 1.47321 | 1.48296 | 35.00 | 10370.93 |
| 53 | 2022.09.11 22:20 | s/l | 13 | 0.10 | 1.47321 | 1.47321 | 1.48296 | -15.20 | 10355.73 |
| 54 | 2022.09.11 22:20 | s/l | 14 | 0.10 | 1.47321 | 1.47321 | 1.48296 | -20.07 | 10335.66 |
| 55 | 2022.10.04 20:00 | sell | 15 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
| 56 | 2022.10.04 20:00 | modify | 15 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
| 57 | 2022.10.05 15:40 | sell | 16 | 0.10 | 1.52538 | 0.00000 | 0.00000 | ||
| 58 | 2022.10.05 15:40 | modify | 16 | 0.10 | 1.52538 | 1.53087 | 1.52112 | ||
| 59 | 2022.10.05 15:40 | modify | 15 | 0.10 | 1.53612 | 1.53087 | 1.52112 | ||
| 60 | 2022.10.05 19:20 | t/p | 15 | 0.10 | 1.52112 | 1.53087 | 1.52112 | 100.52 | 10436.18 |
| 61 | 2022.10.05 19:20 | t/p | 16 | 0.10 | 1.52112 | 1.53087 | 1.52112 | 28.47 | 10464.65 |
| 62 | 2022.11.09 20:00 | sell | 17 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
| 63 | 2022.11.09 20:00 | modify | 17 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
| 64 | 2022.11.10 14:05 | sell | 18 | 0.10 | 1.54942 | 0.00000 | 0.00000 | ||
| 65 | 2022.11.10 14:05 | modify | 18 | 0.10 | 1.54942 | 1.55635 | 1.54210 | ||
| 66 | 2022.11.10 14:05 | modify | 17 | 0.10 | 1.55710 | 1.55635 | 1.54210 | ||
| 67 | 2022.11.10 20:30 | t/p | 17 | 0.10 | 1.54210 | 1.55635 | 1.54210 | 101.13 | 10565.78 |
| 68 | 2022.11.10 20:30 | t/p | 18 | 0.10 | 1.54210 | 1.55635 | 1.54210 | 48.91 | 10614.69 |
| 69 | 2022.12.12 16:00 | sell | 19 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
| 70 | 2022.12.12 16:00 | modify | 19 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
| 71 | 2022.12.13 14:10 | sell | 20 | 0.10 | 1.55025 | 0.00000 | 0.00000 | ||
| 72 | 2022.12.13 14:10 | modify | 20 | 0.10 | 1.55025 | 1.55551 | 1.54576 | ||
| 73 | 2022.12.13 14:10 | modify | 19 | 0.10 | 1.56076 | 1.55551 | 1.54576 | ||
| 74 | 2022.12.13 14:40 | t/p | 19 | 0.10 | 1.54576 | 1.55551 | 1.54576 | 100.51 | 10715.21 |
| 75 | 2022.12.13 14:40 | t/p | 20 | 0.10 | 1.54576 | 1.55551 | 1.54576 | 30.00 | 10745.21 |
| 76 | 2022.12.16 12:00 | sell | 21 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
| 77 | 2022.12.16 12:00 | modify | 21 | 0.10 | 1.58770 | 1.59670 | 1.57270 | ||
| 78 | 2022.12.18 22:05 | sell | 22 | 0.10 | 1.57712 | 0.00000 | 0.00000 | ||
| 79 | 2022.12.18 22:05 | modify | 22 | 0.10 | 1.57712 | 1.58245 | 1.57270 | ||
| 80 | 2022.12.18 22:05 | modify | 21 | 0.10 | 1.58770 | 1.58245 | 1.57270 | ||
| 81 | 2022.12.18 23:30 | s/l | 21 | 0.10 | 1.58245 | 1.58245 | 1.57270 | 35.07 | 10780.28 |
| 82 | 2022.12.18 23:30 | s/l | 22 | 0.10 | 1.58245 | 1.58245 | 1.57270 | -35.61 | 10744.67 |
| 83 | 2023.01.10 16:00 | sell | 23 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
| 84 | 2023.01.10 16:00 | modify | 23 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
| 85 | 2023.01.12 14:00 | sell | 24 | 0.10 | 1.55103 | 0.00000 | 0.00000 | ||
| 86 | 2023.01.12 14:00 | modify | 24 | 0.10 | 1.55103 | 1.55806 | 1.54381 | ||
| 87 | 2023.01.12 14:00 | modify | 23 | 0.10 | 1.55881 | 1.55806 | 1.54381 | ||
| 88 | 2023.01.12 14:15 | sell | 25 | 0.10 | 1.55050 | 0.00000 | 0.00000 | ||
| 89 | 2023.01.12 14:15 | modify | 25 | 0.10 | 1.55050 | 1.55356 | 1.54381 | ||
| 90 | 2023.01.12 14:15 | modify | 24 | 0.10 | 1.55103 | 1.55356 | 1.54381 | ||
| 91 | 2023.01.12 14:15 | modify | 23 | 0.10 | 1.55881 | 1.55356 | 1.54381 | ||
| 92 | 2023.01.12 14:20 | s/l | 23 | 0.10 | 1.55356 | 1.55356 | 1.54381 | 36.29 | 10780.96 |
| 93 | 2023.01.12 14:20 | s/l | 24 | 0.10 | 1.55356 | 1.55356 | 1.54381 | -16.90 | 10764.06 |
| 94 | 2023.01.12 14:20 | s/l | 25 | 0.10 | 1.55356 | 1.55356 | 1.54381 | -20.44 | 10743.62 |
| 95 | 2023.01.18 08:00 | buy | 26 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
| 96 | 2023.01.18 08:00 | modify | 26 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
| 97 | 2023.01.18 17:20 | buy | 27 | 0.10 | 1.55027 | 0.00000 | 0.00000 | ||
| 98 | 2023.01.18 17:20 | modify | 27 | 0.10 | 1.55027 | 1.54332 | 1.55757 | ||
| 99 | 2023.01.18 17:20 | modify | 26 | 0.10 | 1.54257 | 1.54332 | 1.55757 | ||
| 100 | 2023.01.18 17:30 | buy | 28 | 0.10 | 1.55109 | 0.00000 | 0.00000 | ||
| 101 | 2023.01.18 17:30 | modify | 28 | 0.10 | 1.55109 | 1.54782 | 1.55757 | ||
| 102 | 2023.01.18 17:30 | modify | 27 | 0.10 | 1.55027 | 1.54782 | 1.55757 | ||
| 103 | 2023.01.18 17:30 | modify | 26 | 0.10 | 1.54257 | 1.54782 | 1.55757 | ||
| 104 | 2023.01.19 00:20 | t/p | 26 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 98.09 | 10841.71 |
| 105 | 2023.01.19 00:20 | t/p | 27 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 46.76 | 10888.47 |
| 106 | 2023.01.19 00:20 | t/p | 28 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 41.29 | 10929.75 |
| 107 | 2023.01.25 12:00 | buy | 29 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 108 | 2023.01.25 12:00 | modify | 29 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
| 109 | 2023.01.31 03:30 | buy | 30 | 0.10 | 1.54167 | 0.00000 | 0.00000 | ||
| 110 | 2023.01.31 03:30 | modify | 30 | 0.10 | 1.54167 | 1.53486 | 1.54911 | ||
| 111 | 2023.01.31 03:30 | modify | 29 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
| 112 | 2023.01.31 03:40 | buy | 31 | 0.10 | 1.54237 | 0.00000 | 0.00000 | ||
| 113 | 2023.01.31 03:40 | modify | 31 | 0.10 | 1.54237 | 1.53936 | 1.54911 | ||
| 114 | 2023.01.31 03:40 | modify | 30 | 0.10 | 1.54167 | 1.53936 | 1.54911 | ||
| 115 | 2023.01.31 03:40 | modify | 29 | 0.10 | 1.53411 | 1.53936 | 1.54911 | ||
| 116 | 2023.01.31 09:50 | buy | 32 | 0.10 | 1.54487 | 0.00000 | 0.00000 | ||
| 117 | 2023.01.31 09:50 | modify | 32 | 0.10 | 1.54487 | 1.53936 | 1.54911 | ||
| 118 | 2023.01.31 10:40 | t/p | 29 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 96.20 | 11025.95 |
| 119 | 2023.01.31 10:40 | t/p | 30 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 49.60 | 11075.55 |
| 120 | 2023.01.31 10:40 | t/p | 31 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 44.93 | 11120.48 |
| 121 | 2023.01.31 10:40 | t/p | 32 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 28.27 | 11148.75 |
| 122 | 2023.02.08 12:00 | buy | 33 | 0.10 | 1.54041 | 0.00000 | 0.00000 | ||
| 123 | 2023.02.08 12:00 | modify | 33 | 0.10 | 1.54041 | 1.53141 | 1.55541 | ||
| 124 | 2023.02.08 17:40 | buy | 34 | 0.10 | 1.54816 | 0.00000 | 0.00000 | ||
| 125 | 2023.02.08 17:40 | modify | 34 | 0.10 | 1.54816 | 1.54116 | 1.55541 | ||
| 126 | 2023.02.08 17:40 | modify | 33 | 0.10 | 1.54041 | 1.54116 | 1.55541 | ||
| 127 | 2023.02.08 18:40 | buy | 35 | 0.10 | 1.54885 | 0.00000 | 0.00000 | ||
| 128 | 2023.02.08 18:40 | modify | 35 | 0.10 | 1.54885 | 1.54566 | 1.55541 | ||
| 129 | 2023.02.08 18:40 | modify | 34 | 0.10 | 1.54816 | 1.54566 | 1.55541 | ||
| 130 | 2023.02.08 18:40 | modify | 33 | 0.10 | 1.54041 | 1.54566 | 1.55541 | ||
| 131 | 2023.02.08 22:05 | s/l | 33 | 0.10 | 1.54566 | 1.54566 | 1.55541 | 35.00 | 11183.75 |
| 132 | 2023.02.08 22:05 | s/l | 34 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -16.66 | 11167.09 |
| 133 | 2023.02.08 22:05 | s/l | 35 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -21.26 | 11145.83 |
| 134 | 2023.02.27 08:00 | sell | 36 | 0.10 | 1.57061 | 0.00000 | 0.00000 | ||
| 135 | 2023.02.27 08:00 | modify | 36 | 0.10 | 1.57061 | 1.57961 | 1.55561 | ||
| 136 | 2023.02.28 08:06 | s/l | 36 | 0.10 | 1.57961 | 1.57961 | 1.55561 | -59.83 | 11086.00 |