Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1231.43 | Gross profit | 2511.08 | Gross loss | -1279.64 |
| Profit factor | 1.96 | Expected payoff | 34.21 | ||
| Absolute drawdown | 9.00 | Maximal drawdown | 632.06 (5.80%) | Relative drawdown | 5.80% (632.06) |
| Total trades | 36 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 23 (63.89%) | Loss trades (% of total) | 13 (36.11%) | ||
| Largest | profit trade | 164.87 | loss trade | -152.15 | |
| Average | profit trade | 109.18 | loss trade | -98.43 | |
| Maximum | consecutive wins (profit in money) | 7 (664.58) | consecutive losses (loss in money) | 4 (-358.47) | |
| Maximal | consecutive profit (count of wins) | 746.53 (6) | consecutive loss (count of losses) | -358.47 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.08 12:00 | sell | 1 | 0.10 | 1.07355 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.08 12:00 | modify | 1 | 0.10 | 1.07355 | 1.08855 | 1.05855 | ||
| 3 | 2022.06.10 12:00 | t/p | 1 | 0.10 | 1.05855 | 1.08855 | 1.05855 | 152.97 | 10152.97 |
| 4 | 2022.06.14 12:00 | buy | 2 | 0.10 | 1.04449 | 0.00000 | 0.00000 | ||
| 5 | 2022.06.14 12:00 | modify | 2 | 0.10 | 1.04449 | 1.02949 | 1.05949 | ||
| 6 | 2022.06.16 20:00 | t/p | 2 | 0.10 | 1.05949 | 1.02949 | 1.05949 | 145.70 | 10298.67 |
| 7 | 2022.06.24 12:00 | buy | 3 | 0.10 | 1.05188 | 0.00000 | 0.00000 | ||
| 8 | 2022.06.24 12:00 | modify | 3 | 0.10 | 1.05188 | 1.03688 | 1.06688 | ||
| 9 | 2022.06.28 08:00 | buy | 4 | 0.10 | 1.05872 | 0.00000 | 0.00000 | ||
| 10 | 2022.06.28 08:00 | modify | 4 | 0.10 | 1.05872 | 1.05263 | 1.06688 | ||
| 11 | 2022.06.28 08:00 | modify | 3 | 0.10 | 1.05188 | 1.05263 | 1.06688 | ||
| 12 | 2022.06.28 16:00 | s/l | 3 | 0.10 | 1.05263 | 1.05263 | 1.06688 | 5.35 | 10304.02 |
| 13 | 2022.06.28 16:00 | s/l | 4 | 0.10 | 1.05263 | 1.05263 | 1.06688 | -60.90 | 10243.12 |
| 14 | 2022.07.13 12:00 | sell | 5 | 0.10 | 1.00676 | 0.00000 | 0.00000 | ||
| 15 | 2022.07.13 12:00 | modify | 5 | 0.10 | 1.00676 | 1.02176 | 0.99176 | ||
| 16 | 2022.07.19 08:00 | s/l | 5 | 0.10 | 1.02176 | 1.02176 | 0.99176 | -145.54 | 10097.58 |
| 17 | 2022.07.25 12:00 | sell | 6 | 0.10 | 1.02296 | 0.00000 | 0.00000 | ||
| 18 | 2022.07.25 12:00 | modify | 6 | 0.10 | 1.02296 | 1.03796 | 1.00796 | ||
| 19 | 2022.07.27 08:00 | sell | 7 | 0.10 | 1.01394 | 0.00000 | 0.00000 | ||
| 20 | 2022.07.27 08:00 | modify | 7 | 0.10 | 1.01394 | 1.01921 | 1.00796 | ||
| 21 | 2022.07.27 08:00 | sell | 8 | 0.10 | 1.01394 | 0.00000 | 0.00000 | ||
| 22 | 2022.07.27 08:00 | modify | 8 | 0.10 | 1.01394 | 1.01771 | 1.00796 | ||
| 23 | 2022.07.27 08:00 | modify | 6 | 0.10 | 1.02296 | 1.01771 | 1.00796 | ||
| 24 | 2022.07.27 12:00 | modify | 7 | 0.10 | 1.01394 | 1.01771 | 1.00796 | ||
| 25 | 2022.07.27 20:00 | s/l | 6 | 0.10 | 1.01771 | 1.01771 | 1.00796 | 53.99 | 10151.56 |
| 26 | 2022.07.27 20:00 | s/l | 7 | 0.10 | 1.01771 | 1.01771 | 1.00796 | -37.70 | 10113.86 |
| 27 | 2022.07.27 20:00 | s/l | 8 | 0.10 | 1.01771 | 1.01771 | 1.00796 | -37.70 | 10076.16 |
| 28 | 2022.07.28 12:00 | buy | 9 | 0.10 | 1.01209 | 0.00000 | 0.00000 | ||
| 29 | 2022.07.28 12:00 | modify | 9 | 0.10 | 1.01209 | 0.99709 | 1.02709 | ||
| 30 | 2022.07.28 20:00 | buy | 10 | 0.10 | 1.01892 | 0.00000 | 0.00000 | ||
| 31 | 2022.07.28 20:00 | modify | 10 | 0.10 | 1.01892 | 1.01284 | 1.02709 | ||
| 32 | 2022.07.28 20:00 | modify | 9 | 0.10 | 1.01209 | 1.01284 | 1.02709 | ||
| 33 | 2022.08.01 16:00 | t/p | 9 | 0.10 | 1.02709 | 1.01284 | 1.02709 | 147.85 | 10224.01 |
| 34 | 2022.08.01 16:00 | t/p | 10 | 0.10 | 1.02709 | 1.01284 | 1.02709 | 79.55 | 10303.56 |
| 35 | 2022.08.10 12:00 | sell | 11 | 0.10 | 1.02585 | 0.00000 | 0.00000 | ||
| 36 | 2022.08.10 12:00 | modify | 11 | 0.10 | 1.02585 | 1.04085 | 1.01085 | ||
| 37 | 2022.08.17 08:00 | sell | 12 | 0.10 | 1.01662 | 0.00000 | 0.00000 | ||
| 38 | 2022.08.17 08:00 | modify | 12 | 0.10 | 1.01662 | 1.02210 | 1.01085 | ||
| 39 | 2022.08.17 08:00 | sell | 13 | 0.10 | 1.01662 | 0.00000 | 0.00000 | ||
| 40 | 2022.08.17 08:00 | modify | 13 | 0.10 | 1.01662 | 1.02060 | 1.01085 | ||
| 41 | 2022.08.17 08:00 | modify | 11 | 0.10 | 1.02585 | 1.02060 | 1.01085 | ||
| 42 | 2022.08.17 12:00 | modify | 12 | 0.10 | 1.01662 | 1.02060 | 1.01085 | ||
| 43 | 2022.08.18 20:00 | t/p | 11 | 0.10 | 1.01085 | 1.02060 | 1.01085 | 157.43 | 10460.99 |
| 44 | 2022.08.18 20:00 | t/p | 12 | 0.10 | 1.01085 | 1.02060 | 1.01085 | 59.93 | 10520.92 |
| 45 | 2022.08.18 20:00 | t/p | 13 | 0.10 | 1.01085 | 1.02060 | 1.01085 | 59.93 | 10580.85 |
| 46 | 2022.08.24 12:00 | buy | 14 | 0.10 | 0.99296 | 0.00000 | 0.00000 | ||
| 47 | 2022.08.24 12:00 | modify | 14 | 0.10 | 0.99296 | 0.97796 | 1.00796 | ||
| 48 | 2022.08.26 16:00 | t/p | 14 | 0.10 | 1.00796 | 0.97796 | 1.00796 | 145.70 | 10726.55 |
| 49 | 2022.08.29 12:00 | sell | 15 | 0.10 | 0.99973 | 0.00000 | 0.00000 | ||
| 50 | 2022.08.29 12:00 | modify | 15 | 0.10 | 0.99973 | 1.01473 | 0.98473 | ||
| 51 | 2022.09.04 20:00 | sell | 16 | 0.10 | 0.99285 | 0.00000 | 0.00000 | ||
| 52 | 2022.09.04 20:00 | modify | 16 | 0.10 | 0.99285 | 0.99898 | 0.98473 | ||
| 53 | 2022.09.04 20:00 | modify | 15 | 0.10 | 0.99973 | 0.99898 | 0.98473 | ||
| 54 | 2022.09.07 20:00 | s/l | 15 | 0.10 | 0.99898 | 0.99898 | 0.98473 | 14.19 | 10740.74 |
| 55 | 2022.09.07 20:00 | s/l | 16 | 0.10 | 0.99898 | 0.99898 | 0.98473 | -59.07 | 10681.67 |
| 56 | 2022.09.20 12:00 | buy | 17 | 0.10 | 0.99898 | 0.00000 | 0.00000 | ||
| 57 | 2022.09.20 12:00 | modify | 17 | 0.10 | 0.99898 | 0.98398 | 1.01398 | ||
| 58 | 2022.09.21 20:00 | s/l | 17 | 0.10 | 0.98398 | 0.98398 | 1.01398 | -151.08 | 10530.59 |
| 59 | 2022.10.03 12:00 | buy | 18 | 0.10 | 0.97711 | 0.00000 | 0.00000 | ||
| 60 | 2022.10.03 12:00 | modify | 18 | 0.10 | 0.97711 | 0.96211 | 0.99211 | ||
| 61 | 2022.10.04 16:00 | t/p | 18 | 0.10 | 0.99211 | 0.96211 | 0.99211 | 148.92 | 10679.52 |
| 62 | 2022.10.06 12:00 | buy | 19 | 0.10 | 0.98714 | 0.00000 | 0.00000 | ||
| 63 | 2022.10.06 12:00 | modify | 19 | 0.10 | 0.98714 | 0.97214 | 1.00214 | ||
| 64 | 2022.10.10 08:00 | s/l | 19 | 0.10 | 0.97214 | 0.97214 | 1.00214 | -152.15 | 10527.37 |
| 65 | 2022.10.13 12:00 | sell | 20 | 0.10 | 0.97446 | 0.00000 | 0.00000 | ||
| 66 | 2022.10.13 12:00 | modify | 20 | 0.10 | 0.97446 | 0.98946 | 0.95946 | ||
| 67 | 2022.10.24 00:00 | s/l | 20 | 0.10 | 0.98946 | 0.98946 | 0.95946 | -143.31 | 10384.06 |
| 68 | 2022.11.17 12:00 | buy | 21 | 0.10 | 1.03494 | 0.00000 | 0.00000 | ||
| 69 | 2022.11.17 12:00 | modify | 21 | 0.10 | 1.03494 | 1.01994 | 1.04994 | ||
| 70 | 2022.11.25 04:00 | buy | 22 | 0.10 | 1.04188 | 0.00000 | 0.00000 | ||
| 71 | 2022.11.25 04:00 | modify | 22 | 0.10 | 1.04188 | 1.03569 | 1.04994 | ||
| 72 | 2022.11.25 04:00 | modify | 21 | 0.10 | 1.03494 | 1.03569 | 1.04994 | ||
| 73 | 2022.11.25 16:00 | s/l | 21 | 0.10 | 1.03569 | 1.03569 | 1.04994 | -1.11 | 10382.95 |
| 74 | 2022.11.25 16:00 | s/l | 22 | 0.10 | 1.03569 | 1.03569 | 1.04994 | -61.90 | 10321.05 |
| 75 | 2022.11.28 12:00 | sell | 23 | 0.10 | 1.04741 | 0.00000 | 0.00000 | ||
| 76 | 2022.11.28 12:00 | modify | 23 | 0.10 | 1.04741 | 1.06241 | 1.03241 | ||
| 77 | 2022.11.30 00:00 | t/p | 23 | 0.10 | 1.03241 | 1.06241 | 1.03241 | 151.49 | 10472.54 |
| 78 | 2022.12.05 12:00 | sell | 24 | 0.10 | 1.05642 | 0.00000 | 0.00000 | ||
| 79 | 2022.12.05 12:00 | modify | 24 | 0.10 | 1.05642 | 1.07142 | 1.04142 | ||
| 80 | 2022.12.15 16:00 | s/l | 24 | 0.10 | 1.07142 | 1.07142 | 1.04142 | -141.08 | 10331.46 |
| 81 | 2022.12.20 12:00 | sell | 25 | 0.10 | 1.06428 | 0.00000 | 0.00000 | ||
| 82 | 2022.12.20 12:00 | modify | 25 | 0.10 | 1.06428 | 1.07928 | 1.04928 | ||
| 83 | 2023.01.06 16:00 | t/p | 25 | 0.10 | 1.04928 | 1.07928 | 1.04928 | 164.12 | 10495.58 |
| 84 | 2023.01.30 12:00 | sell | 26 | 0.10 | 1.08962 | 0.00000 | 0.00000 | ||
| 85 | 2023.01.30 12:00 | modify | 26 | 0.10 | 1.08962 | 1.10462 | 1.07462 | ||
| 86 | 2023.02.03 20:00 | sell | 27 | 0.10 | 1.08046 | 0.00000 | 0.00000 | ||
| 87 | 2023.02.03 20:00 | modify | 27 | 0.10 | 1.08046 | 1.08587 | 1.07462 | ||
| 88 | 2023.02.03 20:00 | sell | 28 | 0.10 | 1.08046 | 0.00000 | 0.00000 | ||
| 89 | 2023.02.03 20:00 | modify | 28 | 0.10 | 1.08046 | 1.08437 | 1.07462 | ||
| 90 | 2023.02.03 20:00 | modify | 26 | 0.10 | 1.08962 | 1.08437 | 1.07462 | ||
| 91 | 2023.02.05 20:00 | modify | 27 | 0.10 | 1.08046 | 1.08437 | 1.07462 | ||
| 92 | 2023.02.06 16:00 | t/p | 26 | 0.10 | 1.07462 | 1.08437 | 1.07462 | 155.20 | 10650.78 |
| 93 | 2023.02.06 16:00 | t/p | 27 | 0.10 | 1.07462 | 1.08437 | 1.07462 | 59.14 | 10709.93 |
| 94 | 2023.02.06 16:00 | t/p | 28 | 0.10 | 1.07462 | 1.08437 | 1.07462 | 59.14 | 10769.07 |
| 95 | 2023.02.09 12:00 | sell | 29 | 0.10 | 1.07630 | 0.00000 | 0.00000 | ||
| 96 | 2023.02.09 12:00 | modify | 29 | 0.10 | 1.07630 | 1.09130 | 1.06130 | ||
| 97 | 2023.02.22 20:00 | t/p | 29 | 0.10 | 1.06130 | 1.09130 | 1.06130 | 158.18 | 10927.24 |
| 98 | 2023.03.14 12:00 | sell | 30 | 0.10 | 1.07219 | 0.00000 | 0.00000 | ||
| 99 | 2023.03.14 12:00 | modify | 30 | 0.10 | 1.07219 | 1.08719 | 1.05719 | ||
| 100 | 2023.03.15 16:00 | t/p | 30 | 0.10 | 1.05719 | 1.08719 | 1.05719 | 150.74 | 11077.99 |
| 101 | 2023.03.20 12:00 | sell | 31 | 0.10 | 1.07071 | 0.00000 | 0.00000 | ||
| 102 | 2023.03.20 12:00 | modify | 31 | 0.10 | 1.07071 | 1.08571 | 1.05571 | ||
| 103 | 2023.03.22 20:00 | s/l | 31 | 0.10 | 1.08571 | 1.08571 | 1.05571 | -148.51 | 10929.47 |
| 104 | 2023.03.30 12:00 | sell | 32 | 0.10 | 1.08788 | 0.00000 | 0.00000 | ||
| 105 | 2023.03.30 12:00 | modify | 32 | 0.10 | 1.08788 | 1.10288 | 1.07288 | ||
| 106 | 2023.04.13 12:00 | s/l | 32 | 0.10 | 1.10288 | 1.10288 | 1.07288 | -139.59 | 10789.88 |
| 107 | 2023.04.24 12:00 | sell | 33 | 0.10 | 1.10022 | 0.00000 | 0.00000 | ||
| 108 | 2023.04.24 12:00 | modify | 33 | 0.10 | 1.10022 | 1.11522 | 1.08522 | ||
| 109 | 2023.05.12 00:00 | sell | 34 | 0.10 | 1.09122 | 0.00000 | 0.00000 | ||
| 110 | 2023.05.12 00:00 | modify | 34 | 0.10 | 1.09122 | 1.09647 | 1.08522 | ||
| 111 | 2023.05.12 00:00 | sell | 35 | 0.10 | 1.09122 | 0.00000 | 0.00000 | ||
| 112 | 2023.05.12 00:00 | modify | 35 | 0.10 | 1.09122 | 1.09497 | 1.08522 | ||
| 113 | 2023.05.12 00:00 | modify | 33 | 0.10 | 1.10022 | 1.09497 | 1.08522 | ||
| 114 | 2023.05.12 04:00 | modify | 34 | 0.10 | 1.09122 | 1.09497 | 1.08522 | ||
| 115 | 2023.05.12 20:00 | t/p | 33 | 0.10 | 1.08522 | 1.09497 | 1.08522 | 164.87 | 10954.75 |
| 116 | 2023.05.12 20:00 | t/p | 34 | 0.10 | 1.08522 | 1.09497 | 1.08522 | 60.00 | 11014.75 |
| 117 | 2023.05.12 20:00 | t/p | 35 | 0.10 | 1.08522 | 1.09497 | 1.08522 | 60.00 | 11074.75 |
| 118 | 2023.05.22 12:00 | sell | 36 | 0.10 | 1.08216 | 0.00000 | 0.00000 | ||
| 119 | 2023.05.22 12:00 | modify | 36 | 0.10 | 1.08216 | 1.09716 | 1.06716 | ||
| 120 | 2023.05.31 12:00 | t/p | 36 | 0.10 | 1.06716 | 1.09716 | 1.06716 | 156.69 | 11231.43 |