Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 1917 | Ticks modelled | 39963006 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 845.56 | Gross profit | 1375.30 | Gross loss | -529.73 |
| Profit factor | 2.60 | Expected payoff | 28.19 | ||
| Absolute drawdown | 151.68 | Maximal drawdown | 449.13 (4.08%) | Relative drawdown | 4.08% (449.13) |
| Total trades | 30 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 18 (44.44%) |
| Profit trades (% of total) | 20 (66.67%) | Loss trades (% of total) | 10 (33.33%) | ||
| Largest | profit trade | 144.12 | loss trade | -146.45 | |
| Average | profit trade | 68.76 | loss trade | -52.97 | |
| Maximum | consecutive wins (profit in money) | 13 (997.38) | consecutive losses (loss in money) | 3 (-212.85) | |
| Maximal | consecutive profit (count of wins) | 997.38 (13) | consecutive loss (count of losses) | -212.85 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.05 00:00 | buy | 1 | 0.10 | 1.09778 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.05 00:00 | modify | 1 | 0.10 | 1.09778 | 1.08378 | 1.11078 | ||
| 3 | 2022.04.08 13:39 | s/l | 1 | 0.10 | 1.08378 | 1.08378 | 1.11078 | -145.38 | 9854.62 |
| 4 | 2022.05.05 04:00 | sell | 2 | 0.10 | 1.06177 | 0.00000 | 0.00000 | ||
| 5 | 2022.05.05 04:00 | modify | 2 | 0.10 | 1.06177 | 1.07577 | 1.04877 | ||
| 6 | 2022.05.05 11:28 | sell | 3 | 0.10 | 1.05591 | 0.00000 | 0.00000 | ||
| 7 | 2022.05.05 11:28 | modify | 3 | 0.10 | 1.05591 | 1.06112 | 1.04877 | ||
| 8 | 2022.05.05 11:28 | modify | 2 | 0.10 | 1.06177 | 1.06112 | 1.04877 | ||
| 9 | 2022.05.05 11:54 | sell | 4 | 0.10 | 1.05461 | 0.00000 | 0.00000 | ||
| 10 | 2022.05.05 11:54 | modify | 4 | 0.10 | 1.05461 | 1.05852 | 1.04877 | ||
| 11 | 2022.05.05 11:54 | modify | 3 | 0.10 | 1.05591 | 1.05852 | 1.04877 | ||
| 12 | 2022.05.05 11:54 | modify | 2 | 0.10 | 1.06177 | 1.05852 | 1.04877 | ||
| 13 | 2022.05.05 14:17 | sell | 5 | 0.10 | 1.05397 | 0.00000 | 0.00000 | ||
| 14 | 2022.05.05 14:17 | modify | 5 | 0.10 | 1.05397 | 1.05657 | 1.04877 | ||
| 15 | 2022.05.05 14:17 | modify | 4 | 0.10 | 1.05461 | 1.05657 | 1.04877 | ||
| 16 | 2022.05.05 14:17 | modify | 3 | 0.10 | 1.05591 | 1.05657 | 1.04877 | ||
| 17 | 2022.05.05 14:17 | modify | 2 | 0.10 | 1.06177 | 1.05657 | 1.04877 | ||
| 18 | 2022.05.06 06:57 | t/p | 2 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 130.74 | 9985.36 |
| 19 | 2022.05.06 06:57 | t/p | 3 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 72.14 | 10057.51 |
| 20 | 2022.05.06 06:57 | t/p | 4 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 59.14 | 10116.65 |
| 21 | 2022.05.06 06:57 | t/p | 5 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 52.74 | 10169.39 |
| 22 | 2022.05.13 00:00 | buy | 6 | 0.10 | 1.03813 | 0.00000 | 0.00000 | ||
| 23 | 2022.05.13 00:00 | modify | 6 | 0.10 | 1.03813 | 1.02413 | 1.05113 | ||
| 24 | 2022.05.16 10:58 | buy | 7 | 0.10 | 1.04399 | 0.00000 | 0.00000 | ||
| 25 | 2022.05.16 10:58 | modify | 7 | 0.10 | 1.04399 | 1.03878 | 1.05113 | ||
| 26 | 2022.05.16 10:58 | modify | 6 | 0.10 | 1.03813 | 1.03878 | 1.05113 | ||
| 27 | 2022.05.17 00:48 | buy | 8 | 0.10 | 1.04529 | 0.00000 | 0.00000 | ||
| 28 | 2022.05.17 00:48 | modify | 8 | 0.10 | 1.04529 | 1.04138 | 1.05113 | ||
| 29 | 2022.05.17 00:48 | modify | 7 | 0.10 | 1.04399 | 1.04138 | 1.05113 | ||
| 30 | 2022.05.17 00:48 | modify | 6 | 0.10 | 1.03813 | 1.04138 | 1.05113 | ||
| 31 | 2022.05.17 06:08 | buy | 9 | 0.10 | 1.04594 | 0.00000 | 0.00000 | ||
| 32 | 2022.05.17 06:08 | modify | 9 | 0.10 | 1.04594 | 1.04333 | 1.05113 | ||
| 33 | 2022.05.17 06:08 | modify | 8 | 0.10 | 1.04529 | 1.04333 | 1.05113 | ||
| 34 | 2022.05.17 06:08 | modify | 7 | 0.10 | 1.04399 | 1.04333 | 1.05113 | ||
| 35 | 2022.05.17 06:08 | modify | 6 | 0.10 | 1.03813 | 1.04333 | 1.05113 | ||
| 36 | 2022.05.17 10:19 | t/p | 6 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 127.85 | 10297.24 |
| 37 | 2022.05.17 10:19 | t/p | 7 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 70.32 | 10367.57 |
| 38 | 2022.05.17 10:19 | t/p | 8 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 58.40 | 10425.97 |
| 39 | 2022.05.17 10:19 | t/p | 9 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 51.90 | 10477.87 |
| 40 | 2022.05.24 00:00 | sell | 10 | 0.10 | 1.06836 | 0.00000 | 0.00000 | ||
| 41 | 2022.05.24 00:00 | modify | 10 | 0.10 | 1.06836 | 1.08236 | 1.05536 | ||
| 42 | 2022.06.09 17:21 | sell | 11 | 0.10 | 1.06250 | 0.00000 | 0.00000 | ||
| 43 | 2022.06.09 17:21 | modify | 11 | 0.10 | 1.06250 | 1.06771 | 1.05536 | ||
| 44 | 2022.06.09 17:21 | modify | 10 | 0.10 | 1.06836 | 1.06771 | 1.05536 | ||
| 45 | 2022.06.09 20:05 | sell | 12 | 0.10 | 1.06121 | 0.00000 | 0.00000 | ||
| 46 | 2022.06.09 20:05 | modify | 12 | 0.10 | 1.06121 | 1.06511 | 1.05536 | ||
| 47 | 2022.06.09 20:05 | modify | 11 | 0.10 | 1.06250 | 1.06511 | 1.05536 | ||
| 48 | 2022.06.09 20:05 | modify | 10 | 0.10 | 1.06836 | 1.06511 | 1.05536 | ||
| 49 | 2022.06.10 09:16 | sell | 13 | 0.10 | 1.06056 | 0.00000 | 0.00000 | ||
| 50 | 2022.06.10 09:16 | modify | 13 | 0.10 | 1.06056 | 1.06316 | 1.05536 | ||
| 51 | 2022.06.10 09:16 | modify | 12 | 0.10 | 1.06121 | 1.06316 | 1.05536 | ||
| 52 | 2022.06.10 09:16 | modify | 11 | 0.10 | 1.06250 | 1.06316 | 1.05536 | ||
| 53 | 2022.06.10 09:16 | modify | 10 | 0.10 | 1.06836 | 1.06316 | 1.05536 | ||
| 54 | 2022.06.10 12:30 | t/p | 10 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 144.12 | 10621.99 |
| 55 | 2022.06.10 12:30 | t/p | 11 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 72.14 | 10694.13 |
| 56 | 2022.06.10 12:30 | t/p | 12 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 59.24 | 10753.38 |
| 57 | 2022.06.10 12:30 | t/p | 13 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 52.00 | 10805.38 |
| 58 | 2022.06.13 04:00 | buy | 14 | 0.10 | 1.04946 | 0.00000 | 0.00000 | ||
| 59 | 2022.06.13 04:00 | modify | 14 | 0.10 | 1.04946 | 1.03546 | 1.06246 | ||
| 60 | 2022.06.16 16:27 | buy | 15 | 0.10 | 1.05531 | 0.00000 | 0.00000 | ||
| 61 | 2022.06.16 16:27 | modify | 15 | 0.10 | 1.05531 | 1.05011 | 1.06246 | ||
| 62 | 2022.06.16 16:27 | modify | 14 | 0.10 | 1.04946 | 1.05011 | 1.06246 | ||
| 63 | 2022.06.16 16:44 | buy | 16 | 0.10 | 1.05663 | 0.00000 | 0.00000 | ||
| 64 | 2022.06.16 16:44 | modify | 16 | 0.10 | 1.05663 | 1.05271 | 1.06246 | ||
| 65 | 2022.06.16 16:44 | modify | 15 | 0.10 | 1.05531 | 1.05271 | 1.06246 | ||
| 66 | 2022.06.16 16:44 | modify | 14 | 0.10 | 1.04946 | 1.05271 | 1.06246 | ||
| 67 | 2022.06.16 16:46 | buy | 17 | 0.10 | 1.05727 | 0.00000 | 0.00000 | ||
| 68 | 2022.06.16 16:46 | modify | 17 | 0.10 | 1.05727 | 1.05466 | 1.06246 | ||
| 69 | 2022.06.16 16:46 | modify | 16 | 0.10 | 1.05663 | 1.05466 | 1.06246 | ||
| 70 | 2022.06.16 16:46 | modify | 15 | 0.10 | 1.05531 | 1.05466 | 1.06246 | ||
| 71 | 2022.06.16 16:46 | modify | 14 | 0.10 | 1.04946 | 1.05466 | 1.06246 | ||
| 72 | 2022.06.16 20:26 | s/l | 14 | 0.10 | 1.05466 | 1.05466 | 1.06246 | 46.62 | 10852.00 |
| 73 | 2022.06.16 20:26 | s/l | 15 | 0.10 | 1.05466 | 1.05466 | 1.06246 | -6.50 | 10845.50 |
| 74 | 2022.06.16 20:26 | s/l | 16 | 0.10 | 1.05466 | 1.05466 | 1.06246 | -19.70 | 10825.80 |
| 75 | 2022.06.16 20:26 | s/l | 17 | 0.10 | 1.05466 | 1.05466 | 1.06246 | -26.10 | 10799.70 |
| 76 | 2022.07.12 00:00 | buy | 18 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
| 77 | 2022.07.12 00:00 | modify | 18 | 0.10 | 1.00486 | 0.99086 | 1.01786 | ||
| 78 | 2022.07.13 14:48 | buy | 19 | 0.10 | 1.01074 | 0.00000 | 0.00000 | ||
| 79 | 2022.07.13 14:48 | modify | 19 | 0.10 | 1.01074 | 1.00551 | 1.01786 | ||
| 80 | 2022.07.13 14:48 | modify | 18 | 0.10 | 1.00486 | 1.00551 | 1.01786 | ||
| 81 | 2022.07.13 14:56 | buy | 20 | 0.10 | 1.01212 | 0.00000 | 0.00000 | ||
| 82 | 2022.07.13 14:56 | modify | 20 | 0.10 | 1.01212 | 1.00811 | 1.01786 | ||
| 83 | 2022.07.13 14:56 | modify | 19 | 0.10 | 1.01074 | 1.00811 | 1.01786 | ||
| 84 | 2022.07.13 14:56 | modify | 18 | 0.10 | 1.00486 | 1.00811 | 1.01786 | ||
| 85 | 2022.07.13 15:44 | s/l | 18 | 0.10 | 1.00811 | 1.00811 | 1.01786 | 31.42 | 10831.12 |
| 86 | 2022.07.13 15:44 | s/l | 19 | 0.10 | 1.00811 | 1.00811 | 1.01786 | -26.30 | 10804.82 |
| 87 | 2022.07.13 15:44 | s/l | 20 | 0.10 | 1.00811 | 1.00811 | 1.01786 | -40.10 | 10764.72 |
| 88 | 2022.08.16 00:00 | buy | 21 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
| 89 | 2022.08.16 00:00 | modify | 21 | 0.10 | 1.01644 | 1.00244 | 1.02944 | ||
| 90 | 2022.08.22 01:07 | s/l | 21 | 0.10 | 1.00244 | 1.00244 | 1.02944 | -146.45 | 10618.27 |
| 91 | 2022.08.23 04:00 | buy | 22 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
| 92 | 2022.08.23 04:00 | modify | 22 | 0.10 | 0.99447 | 0.98047 | 1.00747 | ||
| 93 | 2022.08.23 14:00 | buy | 23 | 0.10 | 1.00046 | 0.00000 | 0.00000 | ||
| 94 | 2022.08.23 14:00 | modify | 23 | 0.10 | 1.00046 | 0.99512 | 1.00747 | ||
| 95 | 2022.08.23 14:00 | modify | 22 | 0.10 | 0.99447 | 0.99512 | 1.00747 | ||
| 96 | 2022.08.23 14:01 | buy | 24 | 0.10 | 1.00170 | 0.00000 | 0.00000 | ||
| 97 | 2022.08.23 14:01 | modify | 24 | 0.10 | 1.00170 | 0.99772 | 1.00747 | ||
| 98 | 2022.08.23 14:01 | modify | 23 | 0.10 | 1.00046 | 0.99772 | 1.00747 | ||
| 99 | 2022.08.23 14:01 | modify | 22 | 0.10 | 0.99447 | 0.99772 | 1.00747 | ||
| 100 | 2022.08.23 14:30 | s/l | 22 | 0.10 | 0.99772 | 0.99772 | 1.00747 | 32.50 | 10650.77 |
| 101 | 2022.08.23 14:30 | s/l | 23 | 0.10 | 0.99772 | 0.99772 | 1.00747 | -27.40 | 10623.37 |
| 102 | 2022.08.23 14:30 | s/l | 24 | 0.10 | 0.99772 | 0.99772 | 1.00747 | -39.80 | 10583.57 |
| 103 | 2022.10.05 00:00 | sell | 25 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 104 | 2022.10.05 00:00 | modify | 25 | 0.10 | 0.99839 | 1.01239 | 0.98539 | ||
| 105 | 2022.10.05 08:21 | sell | 26 | 0.10 | 0.99252 | 0.00000 | 0.00000 | ||
| 106 | 2022.10.05 08:21 | modify | 26 | 0.10 | 0.99252 | 0.99774 | 0.98539 | ||
| 107 | 2022.10.05 08:21 | modify | 25 | 0.10 | 0.99839 | 0.99774 | 0.98539 | ||
| 108 | 2022.10.05 10:21 | sell | 27 | 0.10 | 0.99124 | 0.00000 | 0.00000 | ||
| 109 | 2022.10.05 10:21 | modify | 27 | 0.10 | 0.99124 | 0.99514 | 0.98539 | ||
| 110 | 2022.10.05 10:21 | modify | 26 | 0.10 | 0.99252 | 0.99514 | 0.98539 | ||
| 111 | 2022.10.05 10:21 | modify | 25 | 0.10 | 0.99839 | 0.99514 | 0.98539 | ||
| 112 | 2022.10.05 11:45 | sell | 28 | 0.10 | 0.99059 | 0.00000 | 0.00000 | ||
| 113 | 2022.10.05 11:45 | modify | 28 | 0.10 | 0.99059 | 0.99319 | 0.98539 | ||
| 114 | 2022.10.05 11:45 | modify | 27 | 0.10 | 0.99124 | 0.99319 | 0.98539 | ||
| 115 | 2022.10.05 11:45 | modify | 26 | 0.10 | 0.99252 | 0.99319 | 0.98539 | ||
| 116 | 2022.10.05 11:45 | modify | 25 | 0.10 | 0.99839 | 0.99319 | 0.98539 | ||
| 117 | 2022.10.05 14:01 | t/p | 25 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 130.00 | 10713.57 |
| 118 | 2022.10.05 14:01 | t/p | 26 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 71.30 | 10784.87 |
| 119 | 2022.10.05 14:01 | t/p | 27 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 58.50 | 10843.37 |
| 120 | 2022.10.05 14:01 | t/p | 28 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 52.00 | 10895.37 |
| 121 | 2023.02.07 00:00 | buy | 29 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 122 | 2023.02.07 00:00 | modify | 29 | 0.10 | 1.07318 | 1.05918 | 1.08618 | ||
| 123 | 2023.02.09 13:51 | buy | 30 | 0.10 | 1.07903 | 0.00000 | 0.00000 | ||
| 124 | 2023.02.09 13:51 | modify | 30 | 0.10 | 1.07903 | 1.07383 | 1.08618 | ||
| 125 | 2023.02.09 13:51 | modify | 29 | 0.10 | 1.07318 | 1.07383 | 1.08618 | ||
| 126 | 2023.02.09 18:41 | s/l | 29 | 0.10 | 1.07383 | 1.07383 | 1.08618 | 2.20 | 10897.56 |
| 127 | 2023.02.09 18:41 | s/l | 30 | 0.10 | 1.07383 | 1.07383 | 1.08618 | -52.00 | 10845.56 |