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 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=19; 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 | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1065.72 | Gross profit | 1395.23 | Gross loss | -329.51 |
| Profit factor | 4.23 | Expected payoff | 40.99 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 199.33 (1.87%) | Relative drawdown | 1.87% (199.33) |
| Total trades | 26 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 18 (69.23%) | Loss trades (% of total) | 8 (30.77%) | ||
| Largest | profit trade | 144.12 | loss trade | -156.45 | |
| Average | profit trade | 77.51 | loss trade | -41.19 | |
| Maximum | consecutive wins (profit in money) | 5 (447.11) | consecutive losses (loss in money) | 2 (-28.73) | |
| Maximal | consecutive profit (count of wins) | 447.11 (5) | consecutive loss (count of losses) | -156.45 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.05 04:00 | sell | 1 | 0.10 | 1.06177 | 0.00000 | 0.00000 | ||
| 2 | 2022.05.05 04:00 | modify | 1 | 0.10 | 1.06177 | 1.07677 | 1.04877 | ||
| 3 | 2022.05.06 00:00 | sell | 2 | 0.10 | 1.05394 | 0.00000 | 0.00000 | ||
| 4 | 2022.05.06 00:00 | modify | 2 | 0.10 | 1.05394 | 1.05722 | 1.04877 | ||
| 5 | 2022.05.06 00:00 | modify | 1 | 0.10 | 1.06177 | 1.05722 | 1.04877 | ||
| 6 | 2022.05.06 08:00 | t/p | 1 | 0.10 | 1.04877 | 1.05722 | 1.04877 | 130.74 | 10130.74 |
| 7 | 2022.05.06 08:00 | t/p | 2 | 0.10 | 1.04877 | 1.05722 | 1.04877 | 51.70 | 10182.44 |
| 8 | 2022.05.13 00:00 | buy | 3 | 0.10 | 1.03813 | 0.00000 | 0.00000 | ||
| 9 | 2022.05.13 00:00 | modify | 3 | 0.10 | 1.03813 | 1.02313 | 1.05113 | ||
| 10 | 2022.05.13 16:00 | buy | 4 | 0.10 | 1.04143 | 0.00000 | 0.00000 | ||
| 11 | 2022.05.13 16:00 | modify | 4 | 0.10 | 1.04143 | 1.03878 | 1.05113 | ||
| 12 | 2022.05.13 16:00 | modify | 3 | 0.10 | 1.03813 | 1.03878 | 1.05113 | ||
| 13 | 2022.05.17 12:00 | t/p | 3 | 0.10 | 1.05113 | 1.03878 | 1.05113 | 127.85 | 10310.29 |
| 14 | 2022.05.17 12:00 | t/p | 4 | 0.10 | 1.05113 | 1.03878 | 1.05113 | 94.85 | 10405.14 |
| 15 | 2022.05.17 16:00 | sell | 5 | 0.10 | 1.05324 | 0.00000 | 0.00000 | ||
| 16 | 2022.05.17 16:00 | modify | 5 | 0.10 | 1.05324 | 1.06824 | 1.04024 | ||
| 17 | 2022.05.18 20:00 | sell | 6 | 0.10 | 1.04658 | 0.00000 | 0.00000 | ||
| 18 | 2022.05.18 20:00 | modify | 6 | 0.10 | 1.04658 | 1.04934 | 1.04024 | ||
| 19 | 2022.05.18 20:00 | modify | 5 | 0.10 | 1.05324 | 1.04934 | 1.04024 | ||
| 20 | 2022.05.19 04:00 | s/l | 5 | 0.10 | 1.04934 | 1.04934 | 1.04024 | 41.97 | 10447.11 |
| 21 | 2022.05.19 04:00 | s/l | 6 | 0.10 | 1.04934 | 1.04934 | 1.04024 | -25.37 | 10421.74 |
| 22 | 2022.05.24 00:00 | sell | 7 | 0.10 | 1.06836 | 0.00000 | 0.00000 | ||
| 23 | 2022.05.24 00:00 | modify | 7 | 0.10 | 1.06836 | 1.08336 | 1.05536 | ||
| 24 | 2022.06.10 16:00 | t/p | 7 | 0.10 | 1.05536 | 1.08336 | 1.05536 | 144.12 | 10565.87 |
| 25 | 2022.06.13 04:00 | buy | 8 | 0.10 | 1.04946 | 0.00000 | 0.00000 | ||
| 26 | 2022.06.13 04:00 | modify | 8 | 0.10 | 1.04946 | 1.03446 | 1.06246 | ||
| 27 | 2022.06.20 12:00 | buy | 9 | 0.10 | 1.05288 | 0.00000 | 0.00000 | ||
| 28 | 2022.06.20 12:00 | modify | 9 | 0.10 | 1.05288 | 1.05011 | 1.06246 | ||
| 29 | 2022.06.20 12:00 | modify | 8 | 0.10 | 1.04946 | 1.05011 | 1.06246 | ||
| 30 | 2022.06.20 20:00 | s/l | 8 | 0.10 | 1.05011 | 1.05011 | 1.06246 | -1.03 | 10564.84 |
| 31 | 2022.06.20 20:00 | s/l | 9 | 0.10 | 1.05011 | 1.05011 | 1.06246 | -27.70 | 10537.14 |
| 32 | 2022.06.30 00:00 | buy | 10 | 0.10 | 1.04486 | 0.00000 | 0.00000 | ||
| 33 | 2022.06.30 00:00 | modify | 10 | 0.10 | 1.04486 | 1.02986 | 1.05786 | ||
| 34 | 2022.06.30 20:00 | buy | 11 | 0.10 | 1.04821 | 0.00000 | 0.00000 | ||
| 35 | 2022.06.30 20:00 | modify | 11 | 0.10 | 1.04821 | 1.04551 | 1.05786 | ||
| 36 | 2022.06.30 20:00 | modify | 10 | 0.10 | 1.04486 | 1.04551 | 1.05786 | ||
| 37 | 2022.07.01 04:00 | s/l | 10 | 0.10 | 1.04551 | 1.04551 | 1.05786 | 5.42 | 10542.56 |
| 38 | 2022.07.01 04:00 | s/l | 11 | 0.10 | 1.04551 | 1.04551 | 1.05786 | -28.08 | 10514.48 |
| 39 | 2022.07.12 00:00 | buy | 12 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
| 40 | 2022.07.12 00:00 | modify | 12 | 0.10 | 1.00486 | 0.98986 | 1.01786 | ||
| 41 | 2022.07.18 16:00 | t/p | 12 | 0.10 | 1.01786 | 0.98986 | 1.01786 | 123.55 | 10638.03 |
| 42 | 2022.08.16 00:00 | buy | 13 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
| 43 | 2022.08.16 00:00 | modify | 13 | 0.10 | 1.01644 | 1.00144 | 1.02944 | ||
| 44 | 2022.08.22 08:00 | s/l | 13 | 0.10 | 1.00144 | 1.00144 | 1.02944 | -156.45 | 10481.58 |
| 45 | 2022.08.23 04:00 | buy | 14 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
| 46 | 2022.08.23 04:00 | modify | 14 | 0.10 | 0.99447 | 0.97947 | 1.00747 | ||
| 47 | 2022.08.25 20:00 | buy | 15 | 0.10 | 0.99796 | 0.00000 | 0.00000 | ||
| 48 | 2022.08.25 20:00 | modify | 15 | 0.10 | 0.99796 | 0.99512 | 1.00747 | ||
| 49 | 2022.08.25 20:00 | modify | 14 | 0.10 | 0.99447 | 0.99512 | 1.00747 | ||
| 50 | 2022.08.26 08:00 | s/l | 14 | 0.10 | 0.99512 | 0.99512 | 1.00747 | 1.12 | 10482.70 |
| 51 | 2022.08.26 08:00 | s/l | 15 | 0.10 | 0.99512 | 0.99512 | 1.00747 | -29.48 | 10453.22 |
| 52 | 2022.10.05 00:00 | sell | 16 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 53 | 2022.10.05 00:00 | modify | 16 | 0.10 | 0.99839 | 1.01339 | 0.98539 | ||
| 54 | 2022.10.05 12:00 | sell | 17 | 0.10 | 0.99053 | 0.00000 | 0.00000 | ||
| 55 | 2022.10.05 12:00 | modify | 17 | 0.10 | 0.99053 | 0.99384 | 0.98539 | ||
| 56 | 2022.10.05 12:00 | modify | 16 | 0.10 | 0.99839 | 0.99384 | 0.98539 | ||
| 57 | 2022.10.05 16:00 | t/p | 16 | 0.10 | 0.98539 | 0.99384 | 0.98539 | 130.00 | 10583.22 |
| 58 | 2022.10.05 16:00 | t/p | 17 | 0.10 | 0.98539 | 0.99384 | 0.98539 | 51.40 | 10634.62 |
| 59 | 2022.10.10 04:00 | buy | 18 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 60 | 2022.10.10 04:00 | modify | 18 | 0.10 | 0.97405 | 0.95905 | 0.98705 | ||
| 61 | 2022.10.18 08:00 | t/p | 18 | 0.10 | 0.98705 | 0.95905 | 0.98705 | 121.39 | 10756.01 |
| 62 | 2022.11.21 16:00 | buy | 19 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 63 | 2022.11.21 16:00 | modify | 19 | 0.10 | 1.02427 | 1.00927 | 1.03727 | ||
| 64 | 2022.11.23 16:00 | t/p | 19 | 0.10 | 1.03727 | 1.00927 | 1.03727 | 127.85 | 10883.86 |
| 65 | 2023.02.07 00:00 | buy | 20 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 66 | 2023.02.07 00:00 | modify | 20 | 0.10 | 1.07318 | 1.05818 | 1.08618 | ||
| 67 | 2023.02.09 12:00 | buy | 21 | 0.10 | 1.07660 | 0.00000 | 0.00000 | ||
| 68 | 2023.02.09 12:00 | modify | 21 | 0.10 | 1.07660 | 1.07383 | 1.08618 | ||
| 69 | 2023.02.09 12:00 | modify | 20 | 0.10 | 1.07318 | 1.07383 | 1.08618 | ||
| 70 | 2023.02.09 20:00 | s/l | 20 | 0.10 | 1.07383 | 1.07383 | 1.08618 | 2.20 | 10886.06 |
| 71 | 2023.02.09 20:00 | s/l | 21 | 0.10 | 1.07383 | 1.07383 | 1.08618 | -27.70 | 10858.36 |
| 72 | 2023.04.14 08:00 | sell | 22 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 73 | 2023.04.14 08:00 | modify | 22 | 0.10 | 1.10653 | 1.12153 | 1.09353 | ||
| 74 | 2023.04.17 00:00 | sell | 23 | 0.10 | 1.09844 | 0.00000 | 0.00000 | ||
| 75 | 2023.04.17 00:00 | modify | 23 | 0.10 | 1.09844 | 1.10198 | 1.09353 | ||
| 76 | 2023.04.17 00:00 | modify | 22 | 0.10 | 1.10653 | 1.10198 | 1.09353 | ||
| 77 | 2023.04.17 16:00 | t/p | 22 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 130.74 | 10989.10 |
| 78 | 2023.04.17 16:00 | t/p | 23 | 0.10 | 1.09353 | 1.10198 | 1.09353 | 49.10 | 11038.20 |
| 79 | 2023.04.25 04:00 | sell | 24 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 80 | 2023.04.25 04:00 | modify | 24 | 0.10 | 1.10528 | 1.12028 | 1.09228 | ||
| 81 | 2023.04.28 04:00 | sell | 25 | 0.10 | 1.10193 | 0.00000 | 0.00000 | ||
| 82 | 2023.04.28 04:00 | modify | 25 | 0.10 | 1.10193 | 1.10463 | 1.09228 | ||
| 83 | 2023.04.28 04:00 | modify | 24 | 0.10 | 1.10528 | 1.10463 | 1.09228 | ||
| 84 | 2023.04.28 12:00 | sell | 26 | 0.10 | 1.09736 | 0.00000 | 0.00000 | ||
| 85 | 2023.04.28 12:00 | modify | 26 | 0.10 | 1.09736 | 1.10073 | 1.09228 | ||
| 86 | 2023.04.28 12:00 | modify | 25 | 0.10 | 1.10193 | 1.10073 | 1.09228 | ||
| 87 | 2023.04.28 12:00 | modify | 24 | 0.10 | 1.10528 | 1.10073 | 1.09228 | ||
| 88 | 2023.04.28 16:00 | s/l | 24 | 0.10 | 1.10073 | 1.10073 | 1.09228 | 49.22 | 11087.42 |
| 89 | 2023.04.28 16:00 | s/l | 25 | 0.10 | 1.10073 | 1.10073 | 1.09228 | 12.00 | 11099.42 |
| 90 | 2023.04.28 16:00 | s/l | 26 | 0.10 | 1.10073 | 1.10073 | 1.09228 | -33.70 | 11065.72 |