Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2613 | Ticks modelled | 79200 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1051.92 | Gross profit | 1223.60 | Gross loss | -171.68 |
| Profit factor | 7.13 | Expected payoff | 35.06 | ||
| Absolute drawdown | 33.46 | Maximal drawdown | 258.03 (2.42%) | Relative drawdown | 2.42% (258.03) |
| Total trades | 30 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 111.49 | loss trade | -37.47 | |
| Average | profit trade | 55.62 | loss trade | -21.46 | |
| Maximum | consecutive wins (profit in money) | 8 (540.20) | consecutive losses (loss in money) | 2 (-47.74) | |
| Maximal | consecutive profit (count of wins) | 540.20 (8) | consecutive loss (count of losses) | -47.74 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.17 16:00 | sell | 1 | 0.10 | 1.05324 | 0.00000 | 0.00000 | ||
| 2 | 2022.05.17 16:00 | modify | 1 | 0.10 | 1.05324 | 1.06524 | 1.04224 | ||
| 3 | 2022.05.18 15:59 | sell | 2 | 0.10 | 1.04912 | 0.00000 | 0.00000 | ||
| 4 | 2022.05.18 15:59 | modify | 2 | 0.10 | 1.04912 | 1.05159 | 1.04224 | ||
| 5 | 2022.05.18 15:59 | modify | 1 | 0.10 | 1.05324 | 1.05159 | 1.04224 | ||
| 6 | 2022.05.18 16:40 | sell | 3 | 0.10 | 1.04824 | 0.00000 | 0.00000 | ||
| 7 | 2022.05.18 16:40 | modify | 3 | 0.10 | 1.04824 | 1.05049 | 1.04224 | ||
| 8 | 2022.05.18 16:40 | modify | 2 | 0.10 | 1.04912 | 1.05049 | 1.04224 | ||
| 9 | 2022.05.18 16:40 | modify | 1 | 0.10 | 1.05324 | 1.05049 | 1.04224 | ||
| 10 | 2022.05.19 03:30 | s/l | 1 | 0.10 | 1.05049 | 1.05049 | 1.04224 | 30.47 | 10030.47 |
| 11 | 2022.05.19 03:30 | s/l | 2 | 0.10 | 1.05049 | 1.05049 | 1.04224 | -11.47 | 10019.00 |
| 12 | 2022.05.19 03:30 | s/l | 3 | 0.10 | 1.05049 | 1.05049 | 1.04224 | -20.27 | 9998.73 |
| 13 | 2022.05.30 20:00 | sell | 4 | 0.10 | 1.07790 | 0.00000 | 0.00000 | ||
| 14 | 2022.05.30 20:00 | modify | 4 | 0.10 | 1.07790 | 1.08990 | 1.06690 | ||
| 15 | 2022.05.31 01:25 | sell | 5 | 0.10 | 1.07405 | 0.00000 | 0.00000 | ||
| 16 | 2022.05.31 01:25 | modify | 5 | 0.10 | 1.07405 | 1.07625 | 1.06690 | ||
| 17 | 2022.05.31 01:25 | modify | 4 | 0.10 | 1.07790 | 1.07625 | 1.06690 | ||
| 18 | 2022.05.31 06:40 | sell | 6 | 0.10 | 1.07275 | 0.00000 | 0.00000 | ||
| 19 | 2022.05.31 06:40 | modify | 6 | 0.10 | 1.07275 | 1.07515 | 1.06690 | ||
| 20 | 2022.05.31 06:40 | modify | 5 | 0.10 | 1.07405 | 1.07515 | 1.06690 | ||
| 21 | 2022.05.31 06:40 | modify | 4 | 0.10 | 1.07790 | 1.07515 | 1.06690 | ||
| 22 | 2022.06.01 11:40 | sell | 7 | 0.10 | 1.07019 | 0.00000 | 0.00000 | ||
| 23 | 2022.06.01 11:40 | modify | 7 | 0.10 | 1.07019 | 1.07405 | 1.06690 | ||
| 24 | 2022.06.01 11:40 | modify | 6 | 0.10 | 1.07275 | 1.07405 | 1.06690 | ||
| 25 | 2022.06.01 11:40 | modify | 5 | 0.10 | 1.07405 | 1.07405 | 1.06690 | ||
| 26 | 2022.06.01 11:40 | modify | 4 | 0.10 | 1.07790 | 1.07405 | 1.06690 | ||
| 27 | 2022.06.01 14:33 | t/p | 4 | 0.10 | 1.06690 | 1.07405 | 1.06690 | 111.49 | 10110.22 |
| 28 | 2022.06.01 14:33 | t/p | 5 | 0.10 | 1.06690 | 1.07405 | 1.06690 | 72.24 | 10182.46 |
| 29 | 2022.06.01 14:33 | t/p | 6 | 0.10 | 1.06690 | 1.07405 | 1.06690 | 59.24 | 10241.71 |
| 30 | 2022.06.01 14:33 | t/p | 7 | 0.10 | 1.06690 | 1.07405 | 1.06690 | 32.90 | 10274.61 |
| 31 | 2022.06.01 20:00 | buy | 8 | 0.10 | 1.06530 | 0.00000 | 0.00000 | ||
| 32 | 2022.06.01 20:00 | modify | 8 | 0.10 | 1.06530 | 1.05330 | 1.07630 | ||
| 33 | 2022.06.02 08:46 | buy | 9 | 0.10 | 1.06920 | 0.00000 | 0.00000 | ||
| 34 | 2022.06.02 08:46 | modify | 9 | 0.10 | 1.06920 | 1.06695 | 1.07630 | ||
| 35 | 2022.06.02 08:46 | modify | 8 | 0.10 | 1.06530 | 1.06695 | 1.07630 | ||
| 36 | 2022.06.02 13:35 | buy | 10 | 0.10 | 1.07040 | 0.00000 | 0.00000 | ||
| 37 | 2022.06.02 13:35 | modify | 10 | 0.10 | 1.07040 | 1.06805 | 1.07630 | ||
| 38 | 2022.06.02 13:35 | modify | 9 | 0.10 | 1.06920 | 1.06805 | 1.07630 | ||
| 39 | 2022.06.02 13:35 | modify | 8 | 0.10 | 1.06530 | 1.06805 | 1.07630 | ||
| 40 | 2022.06.03 02:05 | t/p | 8 | 0.10 | 1.07630 | 1.06805 | 1.07630 | 105.70 | 10380.30 |
| 41 | 2022.06.03 02:05 | t/p | 9 | 0.10 | 1.07630 | 1.06805 | 1.07630 | 69.92 | 10450.23 |
| 42 | 2022.06.03 02:05 | t/p | 10 | 0.10 | 1.07630 | 1.06805 | 1.07630 | 57.92 | 10508.15 |
| 43 | 2022.08.22 20:00 | buy | 11 | 0.10 | 0.99458 | 0.00000 | 0.00000 | ||
| 44 | 2022.08.22 20:00 | modify | 11 | 0.10 | 0.99458 | 0.98258 | 1.00558 | ||
| 45 | 2022.08.23 14:35 | buy | 12 | 0.10 | 0.99954 | 0.00000 | 0.00000 | ||
| 46 | 2022.08.23 14:35 | modify | 12 | 0.10 | 0.99954 | 0.99733 | 1.00558 | ||
| 47 | 2022.08.23 14:35 | modify | 11 | 0.10 | 0.99458 | 0.99733 | 1.00558 | ||
| 48 | 2022.08.23 14:40 | s/l | 11 | 0.10 | 0.99733 | 0.99733 | 1.00558 | 26.42 | 10534.58 |
| 49 | 2022.08.23 14:40 | s/l | 12 | 0.10 | 0.99733 | 0.99733 | 1.00558 | -22.10 | 10512.48 |
| 50 | 2022.10.10 16:00 | buy | 13 | 0.10 | 0.97056 | 0.00000 | 0.00000 | ||
| 51 | 2022.10.10 16:00 | modify | 13 | 0.10 | 0.97056 | 0.95856 | 0.98156 | ||
| 52 | 2022.10.11 18:15 | buy | 14 | 0.10 | 0.97559 | 0.00000 | 0.00000 | ||
| 53 | 2022.10.11 18:15 | modify | 14 | 0.10 | 0.97559 | 0.97331 | 0.98156 | ||
| 54 | 2022.10.11 18:15 | modify | 13 | 0.10 | 0.97056 | 0.97331 | 0.98156 | ||
| 55 | 2022.10.11 18:30 | s/l | 13 | 0.10 | 0.97331 | 0.97331 | 0.98156 | 26.42 | 10538.90 |
| 56 | 2022.10.11 18:30 | s/l | 14 | 0.10 | 0.97331 | 0.97331 | 0.98156 | -22.80 | 10516.10 |
| 57 | 2022.10.13 20:00 | sell | 15 | 0.10 | 0.97745 | 0.00000 | 0.00000 | ||
| 58 | 2022.10.13 20:00 | modify | 15 | 0.10 | 0.97745 | 0.98945 | 0.96645 | ||
| 59 | 2022.10.14 09:50 | sell | 16 | 0.10 | 0.97222 | 0.00000 | 0.00000 | ||
| 60 | 2022.10.14 09:50 | modify | 16 | 0.10 | 0.97222 | 0.97470 | 0.96645 | ||
| 61 | 2022.10.14 09:50 | modify | 15 | 0.10 | 0.97745 | 0.97470 | 0.96645 | ||
| 62 | 2022.10.14 10:30 | s/l | 15 | 0.10 | 0.97470 | 0.97470 | 0.96645 | 28.24 | 10544.34 |
| 63 | 2022.10.14 10:30 | s/l | 16 | 0.10 | 0.97470 | 0.97470 | 0.96645 | -24.80 | 10519.54 |
| 64 | 2022.10.17 20:00 | sell | 17 | 0.10 | 0.98353 | 0.00000 | 0.00000 | ||
| 65 | 2022.10.17 20:00 | modify | 17 | 0.10 | 0.98353 | 0.99553 | 0.97253 | ||
| 66 | 2022.10.19 10:30 | sell | 18 | 0.10 | 0.97953 | 0.00000 | 0.00000 | ||
| 67 | 2022.10.19 10:30 | modify | 18 | 0.10 | 0.97953 | 0.98188 | 0.97253 | ||
| 68 | 2022.10.19 10:30 | modify | 17 | 0.10 | 0.98353 | 0.98188 | 0.97253 | ||
| 69 | 2022.10.19 10:50 | sell | 19 | 0.10 | 0.97843 | 0.00000 | 0.00000 | ||
| 70 | 2022.10.19 10:50 | modify | 19 | 0.10 | 0.97843 | 0.98078 | 0.97253 | ||
| 71 | 2022.10.19 10:50 | modify | 18 | 0.10 | 0.97953 | 0.98078 | 0.97253 | ||
| 72 | 2022.10.19 10:50 | modify | 17 | 0.10 | 0.98353 | 0.98078 | 0.97253 | ||
| 73 | 2022.10.19 17:15 | sell | 20 | 0.10 | 0.97571 | 0.00000 | 0.00000 | ||
| 74 | 2022.10.19 17:15 | modify | 20 | 0.10 | 0.97571 | 0.97968 | 0.97253 | ||
| 75 | 2022.10.19 17:15 | modify | 19 | 0.10 | 0.97843 | 0.97968 | 0.97253 | ||
| 76 | 2022.10.19 17:15 | modify | 18 | 0.10 | 0.97953 | 0.97968 | 0.97253 | ||
| 77 | 2022.10.19 17:15 | modify | 17 | 0.10 | 0.98353 | 0.97968 | 0.97253 | ||
| 78 | 2022.10.20 06:40 | s/l | 17 | 0.10 | 0.97968 | 0.97968 | 0.97253 | 42.22 | 10561.76 |
| 79 | 2022.10.20 06:40 | s/l | 18 | 0.10 | 0.97968 | 0.97968 | 0.97253 | 0.73 | 10562.49 |
| 80 | 2022.10.20 06:40 | s/l | 19 | 0.10 | 0.97968 | 0.97968 | 0.97253 | -10.27 | 10552.22 |
| 81 | 2022.10.20 06:40 | s/l | 20 | 0.10 | 0.97968 | 0.97968 | 0.97253 | -37.47 | 10514.75 |
| 82 | 2022.12.13 20:00 | sell | 21 | 0.10 | 1.06357 | 0.00000 | 0.00000 | ||
| 83 | 2022.12.13 20:00 | modify | 21 | 0.10 | 1.06357 | 1.07557 | 1.05257 | ||
| 84 | 2022.12.15 17:50 | sell | 22 | 0.10 | 1.05967 | 0.00000 | 0.00000 | ||
| 85 | 2022.12.15 17:50 | modify | 22 | 0.10 | 1.05967 | 1.06192 | 1.05257 | ||
| 86 | 2022.12.15 17:50 | modify | 21 | 0.10 | 1.06357 | 1.06192 | 1.05257 | ||
| 87 | 2022.12.15 18:40 | s/l | 21 | 0.10 | 1.06192 | 1.06192 | 1.05257 | 19.47 | 10534.22 |
| 88 | 2022.12.15 18:40 | s/l | 22 | 0.10 | 1.06192 | 1.06192 | 1.05257 | -22.50 | 10511.72 |
| 89 | 2023.04.13 20:00 | sell | 23 | 0.10 | 1.10466 | 0.00000 | 0.00000 | ||
| 90 | 2023.04.13 20:00 | modify | 23 | 0.10 | 1.10466 | 1.11666 | 1.09366 | ||
| 91 | 2023.04.14 14:33 | sell | 24 | 0.10 | 1.09962 | 0.00000 | 0.00000 | ||
| 92 | 2023.04.14 14:33 | modify | 24 | 0.10 | 1.09962 | 1.10191 | 1.09366 | ||
| 93 | 2023.04.14 14:33 | modify | 23 | 0.10 | 1.10466 | 1.10191 | 1.09366 | ||
| 94 | 2023.04.14 14:53 | sell | 25 | 0.10 | 1.10061 | 0.00000 | 0.00000 | ||
| 95 | 2023.04.14 14:53 | modify | 25 | 0.10 | 1.10061 | 1.10301 | 1.09366 | ||
| 96 | 2023.04.14 15:00 | modify | 25 | 0.10 | 1.10061 | 1.10191 | 1.09366 | ||
| 97 | 2023.04.17 01:30 | sell | 26 | 0.10 | 1.09667 | 0.00000 | 0.00000 | ||
| 98 | 2023.04.17 01:30 | modify | 26 | 0.10 | 1.09667 | 1.10081 | 1.09366 | ||
| 99 | 2023.04.17 01:30 | modify | 24 | 0.10 | 1.09962 | 1.10081 | 1.09366 | ||
| 100 | 2023.04.17 01:30 | modify | 25 | 0.10 | 1.10061 | 1.10081 | 1.09366 | ||
| 101 | 2023.04.17 01:30 | modify | 23 | 0.10 | 1.10466 | 1.10081 | 1.09366 | ||
| 102 | 2023.04.17 13:40 | t/p | 23 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 111.49 | 10623.21 |
| 103 | 2023.04.17 13:40 | t/p | 24 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 60.34 | 10683.55 |
| 104 | 2023.04.17 13:40 | t/p | 25 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 70.24 | 10753.80 |
| 105 | 2023.04.17 13:40 | t/p | 26 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 30.10 | 10783.90 |
| 106 | 2023.04.25 20:00 | buy | 27 | 0.10 | 1.09730 | 0.00000 | 0.00000 | ||
| 107 | 2023.04.25 20:00 | modify | 27 | 0.10 | 1.09730 | 1.08530 | 1.10830 | ||
| 108 | 2023.04.26 06:40 | buy | 28 | 0.10 | 1.10145 | 0.00000 | 0.00000 | ||
| 109 | 2023.04.26 06:40 | modify | 28 | 0.10 | 1.10145 | 1.09895 | 1.10830 | ||
| 110 | 2023.04.26 06:40 | modify | 27 | 0.10 | 1.09730 | 1.09895 | 1.10830 | ||
| 111 | 2023.04.26 07:30 | buy | 29 | 0.10 | 1.10229 | 0.00000 | 0.00000 | ||
| 112 | 2023.04.26 07:30 | modify | 29 | 0.10 | 1.10229 | 1.10005 | 1.10830 | ||
| 113 | 2023.04.26 07:30 | modify | 28 | 0.10 | 1.10145 | 1.10005 | 1.10830 | ||
| 114 | 2023.04.26 07:30 | modify | 27 | 0.10 | 1.09730 | 1.10005 | 1.10830 | ||
| 115 | 2023.04.26 10:20 | buy | 30 | 0.10 | 1.10525 | 0.00000 | 0.00000 | ||
| 116 | 2023.04.26 10:20 | modify | 30 | 0.10 | 1.10525 | 1.10115 | 1.10830 | ||
| 117 | 2023.04.26 10:20 | modify | 29 | 0.10 | 1.10229 | 1.10115 | 1.10830 | ||
| 118 | 2023.04.26 10:20 | modify | 28 | 0.10 | 1.10145 | 1.10115 | 1.10830 | ||
| 119 | 2023.04.26 10:20 | modify | 27 | 0.10 | 1.09730 | 1.10115 | 1.10830 | ||
| 120 | 2023.04.26 13:40 | t/p | 27 | 0.10 | 1.10830 | 1.10115 | 1.10830 | 108.92 | 10892.82 |
| 121 | 2023.04.26 13:40 | t/p | 28 | 0.10 | 1.10830 | 1.10115 | 1.10830 | 68.50 | 10961.32 |
| 122 | 2023.04.26 13:40 | t/p | 29 | 0.10 | 1.10830 | 1.10115 | 1.10830 | 60.10 | 11021.42 |
| 123 | 2023.04.26 13:40 | t/p | 30 | 0.10 | 1.10830 | 1.10115 | 1.10830 | 30.50 | 11051.92 |