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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 1467.74 | Gross profit | 2222.32 | Gross loss | -754.58 |
| Profit factor | 2.95 | Expected payoff | 41.94 | ||
| Absolute drawdown | 392.20 | Maximal drawdown | 392.20 (3.92%) | Relative drawdown | 3.92% (392.20) |
| Total trades | 35 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 26 (74.29%) | Loss trades (% of total) | 9 (25.71%) | ||
| Largest | profit trade | 164.87 | loss trade | -124.30 | |
| Average | profit trade | 85.47 | loss trade | -83.84 | |
| Maximum | consecutive wins (profit in money) | 9 (790.24) | consecutive losses (loss in money) | 3 (-208.33) | |
| Maximal | consecutive profit (count of wins) | 790.24 (9) | consecutive loss (count of losses) | -244.30 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.04 12:00 | buy | 1 | 0.10 | 1.09997 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.04 12:00 | modify | 1 | 0.10 | 1.09997 | 1.08797 | 1.11497 | ||
| 3 | 2022.04.06 07:00 | s/l | 1 | 0.10 | 1.08797 | 1.08797 | 1.11497 | -122.15 | 9877.85 |
| 4 | 2022.04.25 07:00 | buy | 2 | 0.10 | 1.07173 | 0.00000 | 0.00000 | ||
| 5 | 2022.04.25 07:00 | modify | 2 | 0.10 | 1.07173 | 1.05973 | 1.08673 | ||
| 6 | 2022.04.27 08:00 | s/l | 2 | 0.10 | 1.05973 | 1.05973 | 1.08673 | -122.15 | 9755.70 |
| 7 | 2022.05.17 12:00 | sell | 3 | 0.10 | 1.05393 | 0.00000 | 0.00000 | ||
| 8 | 2022.05.17 12:00 | modify | 3 | 0.10 | 1.05393 | 1.06593 | 1.03893 | ||
| 9 | 2022.05.18 21:00 | sell | 4 | 0.10 | 1.04617 | 0.00000 | 0.00000 | ||
| 10 | 2022.05.18 21:00 | modify | 4 | 0.10 | 1.04617 | 1.05243 | 1.03893 | ||
| 11 | 2022.05.18 21:00 | modify | 3 | 0.10 | 1.05393 | 1.05243 | 1.03893 | ||
| 12 | 2022.05.19 11:00 | s/l | 3 | 0.10 | 1.05243 | 1.05243 | 1.03893 | 17.97 | 9773.67 |
| 13 | 2022.05.19 11:00 | s/l | 4 | 0.10 | 1.05243 | 1.05243 | 1.03893 | -60.37 | 9713.30 |
| 14 | 2022.05.23 10:00 | sell | 5 | 0.10 | 1.06784 | 0.00000 | 0.00000 | ||
| 15 | 2022.05.23 10:00 | modify | 5 | 0.10 | 1.06784 | 1.07984 | 1.05284 | ||
| 16 | 2022.06.10 13:00 | t/p | 5 | 0.10 | 1.05284 | 1.07984 | 1.05284 | 164.87 | 9878.17 |
| 17 | 2022.06.13 07:00 | buy | 6 | 0.10 | 1.04729 | 0.00000 | 0.00000 | ||
| 18 | 2022.06.13 07:00 | modify | 6 | 0.10 | 1.04729 | 1.03529 | 1.06229 | ||
| 19 | 2022.06.16 17:00 | buy | 7 | 0.10 | 1.05631 | 0.00000 | 0.00000 | ||
| 20 | 2022.06.16 17:00 | modify | 7 | 0.10 | 1.05631 | 1.05104 | 1.06229 | ||
| 21 | 2022.06.16 17:00 | modify | 6 | 0.10 | 1.04729 | 1.05104 | 1.06229 | ||
| 22 | 2022.06.16 18:00 | buy | 8 | 0.10 | 1.05878 | 0.00000 | 0.00000 | ||
| 23 | 2022.06.16 18:00 | modify | 8 | 0.10 | 1.05878 | 1.05329 | 1.06229 | ||
| 24 | 2022.06.16 18:00 | modify | 7 | 0.10 | 1.05631 | 1.05329 | 1.06229 | ||
| 25 | 2022.06.16 18:00 | modify | 6 | 0.10 | 1.04729 | 1.05329 | 1.06229 | ||
| 26 | 2022.06.17 02:00 | s/l | 6 | 0.10 | 1.05329 | 1.05329 | 1.06229 | 53.55 | 9931.71 |
| 27 | 2022.06.17 02:00 | s/l | 7 | 0.10 | 1.05329 | 1.05329 | 1.06229 | -31.28 | 9900.44 |
| 28 | 2022.06.17 02:00 | s/l | 8 | 0.10 | 1.05329 | 1.05329 | 1.06229 | -55.98 | 9844.46 |
| 29 | 2022.07.05 09:00 | buy | 9 | 0.10 | 1.03102 | 0.00000 | 0.00000 | ||
| 30 | 2022.07.05 09:00 | modify | 9 | 0.10 | 1.03102 | 1.01902 | 1.04602 | ||
| 31 | 2022.07.06 11:00 | s/l | 9 | 0.10 | 1.01902 | 1.01902 | 1.04602 | -121.08 | 9723.38 |
| 32 | 2022.08.10 13:00 | sell | 10 | 0.10 | 1.03242 | 0.00000 | 0.00000 | ||
| 33 | 2022.08.10 13:00 | modify | 10 | 0.10 | 1.03242 | 1.04442 | 1.01742 | ||
| 34 | 2022.08.15 08:00 | sell | 11 | 0.10 | 1.02340 | 0.00000 | 0.00000 | ||
| 35 | 2022.08.15 08:00 | modify | 11 | 0.10 | 1.02340 | 1.02867 | 1.01742 | ||
| 36 | 2022.08.15 08:00 | modify | 10 | 0.10 | 1.03242 | 1.02867 | 1.01742 | ||
| 37 | 2022.08.15 18:00 | t/p | 10 | 0.10 | 1.01742 | 1.02867 | 1.01742 | 153.72 | 9877.10 |
| 38 | 2022.08.15 18:00 | t/p | 11 | 0.10 | 1.01742 | 1.02867 | 1.01742 | 59.80 | 9936.90 |
| 39 | 2022.08.23 07:00 | buy | 12 | 0.10 | 0.99093 | 0.00000 | 0.00000 | ||
| 40 | 2022.08.23 07:00 | modify | 12 | 0.10 | 0.99093 | 0.97893 | 1.00593 | ||
| 41 | 2022.08.23 14:00 | buy | 13 | 0.10 | 1.00007 | 0.00000 | 0.00000 | ||
| 42 | 2022.08.23 14:00 | modify | 13 | 0.10 | 1.00007 | 0.99468 | 1.00593 | ||
| 43 | 2022.08.23 14:00 | modify | 12 | 0.10 | 0.99093 | 0.99468 | 1.00593 | ||
| 44 | 2022.08.24 02:00 | s/l | 12 | 0.10 | 0.99468 | 0.99468 | 1.00593 | 36.42 | 9973.32 |
| 45 | 2022.08.24 02:00 | s/l | 13 | 0.10 | 0.99468 | 0.99468 | 1.00593 | -54.98 | 9918.35 |
| 46 | 2022.09.09 09:00 | sell | 14 | 0.10 | 1.01064 | 0.00000 | 0.00000 | ||
| 47 | 2022.09.09 09:00 | modify | 14 | 0.10 | 1.01064 | 1.02264 | 0.99564 | ||
| 48 | 2022.09.13 15:00 | sell | 15 | 0.10 | 1.00147 | 0.00000 | 0.00000 | ||
| 49 | 2022.09.13 15:00 | modify | 15 | 0.10 | 1.00147 | 1.00689 | 0.99564 | ||
| 50 | 2022.09.13 15:00 | modify | 14 | 0.10 | 1.01064 | 1.00689 | 0.99564 | ||
| 51 | 2022.09.14 12:00 | sell | 16 | 0.10 | 0.99921 | 0.00000 | 0.00000 | ||
| 52 | 2022.09.14 12:00 | modify | 16 | 0.10 | 0.99921 | 1.00464 | 0.99564 | ||
| 53 | 2022.09.14 12:00 | modify | 15 | 0.10 | 1.00147 | 1.00464 | 0.99564 | ||
| 54 | 2022.09.14 12:00 | modify | 14 | 0.10 | 1.01064 | 1.00464 | 0.99564 | ||
| 55 | 2022.09.16 08:00 | t/p | 14 | 0.10 | 0.99564 | 1.00464 | 0.99564 | 155.20 | 10073.55 |
| 56 | 2022.09.16 08:00 | t/p | 15 | 0.10 | 0.99564 | 1.00464 | 0.99564 | 62.02 | 10135.57 |
| 57 | 2022.09.16 08:00 | t/p | 16 | 0.10 | 0.99564 | 1.00464 | 0.99564 | 38.67 | 10174.24 |
| 58 | 2022.09.21 07:00 | buy | 17 | 0.10 | 0.99007 | 0.00000 | 0.00000 | ||
| 59 | 2022.09.21 07:00 | modify | 17 | 0.10 | 0.99007 | 0.97807 | 1.00507 | ||
| 60 | 2022.09.23 08:00 | s/l | 17 | 0.10 | 0.97807 | 0.97807 | 1.00507 | -124.30 | 10049.94 |
| 61 | 2022.10.26 08:00 | sell | 18 | 0.10 | 1.00330 | 0.00000 | 0.00000 | ||
| 62 | 2022.10.26 08:00 | modify | 18 | 0.10 | 1.00330 | 1.01530 | 0.98830 | ||
| 63 | 2022.10.28 09:00 | sell | 19 | 0.10 | 0.99412 | 0.00000 | 0.00000 | ||
| 64 | 2022.10.28 09:00 | modify | 19 | 0.10 | 0.99412 | 0.99955 | 0.98830 | ||
| 65 | 2022.10.28 09:00 | modify | 18 | 0.10 | 1.00330 | 0.99955 | 0.98830 | ||
| 66 | 2022.10.31 16:00 | t/p | 18 | 0.10 | 0.98830 | 0.99955 | 0.98830 | 153.72 | 10203.65 |
| 67 | 2022.10.31 16:00 | t/p | 19 | 0.10 | 0.98830 | 0.99955 | 0.98830 | 58.94 | 10262.60 |
| 68 | 2022.11.03 10:00 | buy | 20 | 0.10 | 0.97562 | 0.00000 | 0.00000 | ||
| 69 | 2022.11.03 10:00 | modify | 20 | 0.10 | 0.97562 | 0.96362 | 0.99062 | ||
| 70 | 2022.11.04 14:00 | buy | 21 | 0.10 | 0.98694 | 0.00000 | 0.00000 | ||
| 71 | 2022.11.04 14:00 | modify | 21 | 0.10 | 0.98694 | 0.98162 | 0.99062 | ||
| 72 | 2022.11.04 14:00 | modify | 20 | 0.10 | 0.97562 | 0.98162 | 0.99062 | ||
| 73 | 2022.11.04 15:00 | t/p | 20 | 0.10 | 0.99062 | 0.98162 | 0.99062 | 148.92 | 10411.52 |
| 74 | 2022.11.04 15:00 | t/p | 21 | 0.10 | 0.99062 | 0.98162 | 0.99062 | 36.80 | 10448.32 |
| 75 | 2022.11.21 10:00 | buy | 22 | 0.10 | 1.02297 | 0.00000 | 0.00000 | ||
| 76 | 2022.11.21 10:00 | modify | 22 | 0.10 | 1.02297 | 1.01097 | 1.03797 | ||
| 77 | 2022.11.22 22:00 | buy | 23 | 0.10 | 1.03056 | 0.00000 | 0.00000 | ||
| 78 | 2022.11.22 22:00 | modify | 23 | 0.10 | 1.03056 | 1.02447 | 1.03797 | ||
| 79 | 2022.11.22 22:00 | modify | 22 | 0.10 | 1.02297 | 1.02447 | 1.03797 | ||
| 80 | 2022.11.23 05:00 | buy | 24 | 0.10 | 1.03198 | 0.00000 | 0.00000 | ||
| 81 | 2022.11.23 05:00 | modify | 24 | 0.10 | 1.03198 | 1.02672 | 1.03797 | ||
| 82 | 2022.11.23 05:00 | modify | 23 | 0.10 | 1.03056 | 1.02672 | 1.03797 | ||
| 83 | 2022.11.23 05:00 | modify | 22 | 0.10 | 1.02297 | 1.02672 | 1.03797 | ||
| 84 | 2022.11.23 16:00 | t/p | 22 | 0.10 | 1.03797 | 1.02672 | 1.03797 | 147.85 | 10596.17 |
| 85 | 2022.11.23 16:00 | t/p | 23 | 0.10 | 1.03797 | 1.02672 | 1.03797 | 73.02 | 10669.19 |
| 86 | 2022.11.23 16:00 | t/p | 24 | 0.10 | 1.03797 | 1.02672 | 1.03797 | 59.90 | 10729.09 |
| 87 | 2023.01.03 09:00 | buy | 25 | 0.10 | 1.05548 | 0.00000 | 0.00000 | ||
| 88 | 2023.01.03 09:00 | modify | 25 | 0.10 | 1.05548 | 1.04348 | 1.07048 | ||
| 89 | 2023.01.05 01:00 | buy | 26 | 0.10 | 1.06321 | 0.00000 | 0.00000 | ||
| 90 | 2023.01.05 01:00 | modify | 26 | 0.10 | 1.06321 | 1.05698 | 1.07048 | ||
| 91 | 2023.01.05 01:00 | modify | 25 | 0.10 | 1.05548 | 1.05698 | 1.07048 | ||
| 92 | 2023.01.05 14:00 | s/l | 25 | 0.10 | 1.05698 | 1.05698 | 1.07048 | 10.70 | 10739.79 |
| 93 | 2023.01.05 14:00 | s/l | 26 | 0.10 | 1.05698 | 1.05698 | 1.07048 | -62.30 | 10677.49 |
| 94 | 2023.03.15 12:00 | buy | 27 | 0.10 | 1.05902 | 0.00000 | 0.00000 | ||
| 95 | 2023.03.15 12:00 | modify | 27 | 0.10 | 1.05902 | 1.04702 | 1.07402 | ||
| 96 | 2023.03.17 07:00 | buy | 28 | 0.10 | 1.06656 | 0.00000 | 0.00000 | ||
| 97 | 2023.03.17 07:00 | modify | 28 | 0.10 | 1.06656 | 1.06052 | 1.07402 | ||
| 98 | 2023.03.17 07:00 | modify | 27 | 0.10 | 1.05902 | 1.06052 | 1.07402 | ||
| 99 | 2023.03.20 03:00 | buy | 29 | 0.10 | 1.06822 | 0.00000 | 0.00000 | ||
| 100 | 2023.03.20 03:00 | modify | 29 | 0.10 | 1.06822 | 1.06277 | 1.07402 | ||
| 101 | 2023.03.20 03:00 | modify | 28 | 0.10 | 1.06656 | 1.06277 | 1.07402 | ||
| 102 | 2023.03.20 03:00 | modify | 27 | 0.10 | 1.05902 | 1.06277 | 1.07402 | ||
| 103 | 2023.03.21 10:00 | t/p | 27 | 0.10 | 1.07402 | 1.06277 | 1.07402 | 143.55 | 10821.04 |
| 104 | 2023.03.21 10:00 | t/p | 28 | 0.10 | 1.07402 | 1.06277 | 1.07402 | 72.45 | 10893.49 |
| 105 | 2023.03.21 10:00 | t/p | 29 | 0.10 | 1.07402 | 1.06277 | 1.07402 | 56.92 | 10950.41 |
| 106 | 2023.03.23 07:00 | sell | 30 | 0.10 | 1.09151 | 0.00000 | 0.00000 | ||
| 107 | 2023.03.23 07:00 | modify | 30 | 0.10 | 1.09151 | 1.10351 | 1.07651 | ||
| 108 | 2023.03.23 20:00 | sell | 31 | 0.10 | 1.08397 | 0.00000 | 0.00000 | ||
| 109 | 2023.03.23 20:00 | modify | 31 | 0.10 | 1.08397 | 1.09001 | 1.07651 | ||
| 110 | 2023.03.23 20:00 | modify | 30 | 0.10 | 1.09151 | 1.09001 | 1.07651 | ||
| 111 | 2023.03.24 02:00 | sell | 32 | 0.10 | 1.08250 | 0.00000 | 0.00000 | ||
| 112 | 2023.03.24 02:00 | modify | 32 | 0.10 | 1.08250 | 1.08776 | 1.07651 | ||
| 113 | 2023.03.24 02:00 | modify | 31 | 0.10 | 1.08397 | 1.08776 | 1.07651 | ||
| 114 | 2023.03.24 02:00 | modify | 30 | 0.10 | 1.09151 | 1.08776 | 1.07651 | ||
| 115 | 2023.03.24 10:00 | t/p | 30 | 0.10 | 1.07651 | 1.08776 | 1.07651 | 150.74 | 11101.15 |
| 116 | 2023.03.24 10:00 | t/p | 31 | 0.10 | 1.07651 | 1.08776 | 1.07651 | 75.34 | 11176.50 |
| 117 | 2023.03.24 10:00 | t/p | 32 | 0.10 | 1.07651 | 1.08776 | 1.07651 | 59.90 | 11236.40 |
| 118 | 2023.03.24 10:00 | buy | 33 | 0.10 | 1.07287 | 0.00000 | 0.00000 | ||
| 119 | 2023.03.24 10:00 | modify | 33 | 0.10 | 1.07287 | 1.06087 | 1.08787 | ||
| 120 | 2023.03.28 01:00 | buy | 34 | 0.10 | 1.08188 | 0.00000 | 0.00000 | ||
| 121 | 2023.03.28 01:00 | modify | 34 | 0.10 | 1.08188 | 1.07662 | 1.08787 | ||
| 122 | 2023.03.28 01:00 | modify | 33 | 0.10 | 1.07287 | 1.07662 | 1.08787 | ||
| 123 | 2023.03.28 13:00 | buy | 35 | 0.10 | 1.08422 | 0.00000 | 0.00000 | ||
| 124 | 2023.03.28 13:00 | modify | 35 | 0.10 | 1.08422 | 1.07887 | 1.08787 | ||
| 125 | 2023.03.28 13:00 | modify | 34 | 0.10 | 1.08188 | 1.07887 | 1.08787 | ||
| 126 | 2023.03.28 13:00 | modify | 33 | 0.10 | 1.07287 | 1.07887 | 1.08787 | ||
| 127 | 2023.03.30 09:00 | t/p | 33 | 0.10 | 1.08787 | 1.07887 | 1.08787 | 143.55 | 11379.94 |
| 128 | 2023.03.30 09:00 | t/p | 34 | 0.10 | 1.08787 | 1.07887 | 1.08787 | 55.60 | 11435.54 |
| 129 | 2023.03.30 09:00 | t/p | 35 | 0.10 | 1.08787 | 1.07887 | 1.08787 | 32.20 | 11467.74 |