Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1215.65 | Gross profit | 1653.00 | Gross loss | -437.36 |
| Profit factor | 3.78 | Expected payoff | 48.63 | ||
| Absolute drawdown | 76.98 | Maximal drawdown | 195.16 (1.86%) | Relative drawdown | 1.86% (195.16) |
| Total trades | 25 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 15 (60.00%) | Loss trades (% of total) | 10 (40.00%) | ||
| Largest | profit trade | 153.72 | loss trade | -51.08 | |
| Average | profit trade | 110.20 | loss trade | -43.74 | |
| Maximum | consecutive wins (profit in money) | 4 (495.33) | consecutive losses (loss in money) | 2 (-100.00) | |
| Maximal | consecutive profit (count of wins) | 495.33 (4) | consecutive loss (count of losses) | -100.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.10 14:00 | buy | 1 | 0.10 | 1.05296 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.10 14:00 | modify | 1 | 0.10 | 1.05296 | 1.04796 | 1.06796 | ||
| 3 | 2022.06.13 02:00 | s/l | 1 | 0.10 | 1.04796 | 1.04796 | 1.06796 | -51.08 | 9948.92 |
| 4 | 2022.07.19 10:00 | sell | 2 | 0.10 | 1.02414 | 0.00000 | 0.00000 | ||
| 5 | 2022.07.19 10:00 | modify | 2 | 0.10 | 1.02414 | 1.02914 | 1.00914 | ||
| 6 | 2022.07.26 11:00 | sell | 3 | 0.10 | 1.01514 | 0.00000 | 0.00000 | ||
| 7 | 2022.07.26 11:00 | modify | 3 | 0.10 | 1.01514 | 1.01814 | 1.00914 | ||
| 8 | 2022.07.26 11:00 | modify | 2 | 0.10 | 1.02414 | 1.01814 | 1.00914 | ||
| 9 | 2022.07.27 19:00 | s/l | 2 | 0.10 | 1.01814 | 1.01814 | 1.00914 | 65.95 | 10014.87 |
| 10 | 2022.07.27 19:00 | s/l | 3 | 0.10 | 1.01814 | 1.01814 | 1.00914 | -29.26 | 9985.61 |
| 11 | 2022.08.10 14:00 | sell | 4 | 0.10 | 1.03219 | 0.00000 | 0.00000 | ||
| 12 | 2022.08.10 14:00 | modify | 4 | 0.10 | 1.03219 | 1.03719 | 1.01719 | ||
| 13 | 2022.08.12 15:00 | sell | 5 | 0.10 | 1.02445 | 0.00000 | 0.00000 | ||
| 14 | 2022.08.12 15:00 | modify | 5 | 0.10 | 1.02445 | 1.02919 | 1.01719 | ||
| 15 | 2022.08.12 15:00 | sell | 6 | 0.10 | 1.02445 | 0.00000 | 0.00000 | ||
| 16 | 2022.08.12 15:00 | modify | 6 | 0.10 | 1.02445 | 1.02769 | 1.01719 | ||
| 17 | 2022.08.12 15:00 | modify | 4 | 0.10 | 1.03219 | 1.02769 | 1.01719 | ||
| 18 | 2022.08.12 16:00 | modify | 5 | 0.10 | 1.02445 | 1.02769 | 1.01719 | ||
| 19 | 2022.08.15 18:00 | t/p | 4 | 0.10 | 1.01719 | 1.02769 | 1.01719 | 153.72 | 10139.33 |
| 20 | 2022.08.15 18:00 | t/p | 5 | 0.10 | 1.01719 | 1.02769 | 1.01719 | 73.34 | 10212.67 |
| 21 | 2022.08.15 18:00 | t/p | 6 | 0.10 | 1.01719 | 1.02769 | 1.01719 | 73.34 | 10286.02 |
| 22 | 2022.08.22 19:00 | buy | 7 | 0.10 | 0.99360 | 0.00000 | 0.00000 | ||
| 23 | 2022.08.22 19:00 | modify | 7 | 0.10 | 0.99360 | 0.98860 | 1.00860 | ||
| 24 | 2022.08.25 07:00 | buy | 8 | 0.10 | 1.00136 | 0.00000 | 0.00000 | ||
| 25 | 2022.08.25 07:00 | modify | 8 | 0.10 | 1.00136 | 0.99660 | 1.00860 | ||
| 26 | 2022.08.25 07:00 | buy | 9 | 0.10 | 1.00136 | 0.00000 | 0.00000 | ||
| 27 | 2022.08.25 07:00 | modify | 9 | 0.10 | 1.00136 | 0.99810 | 1.00860 | ||
| 28 | 2022.08.25 07:00 | modify | 7 | 0.10 | 0.99360 | 0.99810 | 1.00860 | ||
| 29 | 2022.08.25 08:00 | modify | 8 | 0.10 | 1.00136 | 0.99810 | 1.00860 | ||
| 30 | 2022.08.25 11:00 | s/l | 7 | 0.10 | 0.99810 | 0.99810 | 1.00860 | 39.62 | 10325.64 |
| 31 | 2022.08.25 11:00 | s/l | 8 | 0.10 | 0.99810 | 0.99810 | 1.00860 | -32.60 | 10293.04 |
| 32 | 2022.08.25 11:00 | s/l | 9 | 0.10 | 0.99810 | 0.99810 | 1.00860 | -32.60 | 10260.44 |
| 33 | 2022.10.04 20:00 | sell | 10 | 0.10 | 0.99901 | 0.00000 | 0.00000 | ||
| 34 | 2022.10.04 20:00 | modify | 10 | 0.10 | 0.99901 | 1.00401 | 0.98401 | ||
| 35 | 2022.10.05 15:00 | t/p | 10 | 0.10 | 0.98401 | 1.00401 | 0.98401 | 150.74 | 10411.18 |
| 36 | 2022.10.17 17:00 | sell | 11 | 0.10 | 0.98391 | 0.00000 | 0.00000 | ||
| 37 | 2022.10.17 17:00 | modify | 11 | 0.10 | 0.98391 | 0.98891 | 0.96891 | ||
| 38 | 2022.10.23 23:00 | s/l | 11 | 0.10 | 0.98891 | 0.98891 | 0.96891 | -45.54 | 10365.64 |
| 39 | 2022.10.25 15:00 | sell | 12 | 0.10 | 0.99569 | 0.00000 | 0.00000 | ||
| 40 | 2022.10.25 15:00 | modify | 12 | 0.10 | 0.99569 | 1.00069 | 0.98069 | ||
| 41 | 2022.10.26 08:00 | s/l | 12 | 0.10 | 1.00069 | 1.00069 | 0.98069 | -49.26 | 10316.38 |
| 42 | 2022.11.03 13:00 | buy | 13 | 0.10 | 0.97437 | 0.00000 | 0.00000 | ||
| 43 | 2022.11.03 13:00 | modify | 13 | 0.10 | 0.97437 | 0.96937 | 0.98937 | ||
| 44 | 2022.11.04 15:00 | t/p | 13 | 0.10 | 0.98937 | 0.96937 | 0.98937 | 148.92 | 10465.31 |
| 45 | 2022.11.10 13:00 | buy | 14 | 0.10 | 0.99518 | 0.00000 | 0.00000 | ||
| 46 | 2022.11.10 13:00 | modify | 14 | 0.10 | 0.99518 | 0.99018 | 1.01018 | ||
| 47 | 2022.11.10 14:00 | t/p | 14 | 0.10 | 1.01018 | 0.99018 | 1.01018 | 150.00 | 10615.31 |
| 48 | 2022.11.11 10:00 | sell | 15 | 0.10 | 1.02692 | 0.00000 | 0.00000 | ||
| 49 | 2022.11.11 10:00 | modify | 15 | 0.10 | 1.02692 | 1.03192 | 1.01192 | ||
| 50 | 2022.11.11 14:00 | s/l | 15 | 0.10 | 1.03192 | 1.03192 | 1.01192 | -50.00 | 10565.31 |
| 51 | 2022.11.15 10:00 | sell | 16 | 0.10 | 1.04015 | 0.00000 | 0.00000 | ||
| 52 | 2022.11.15 10:00 | modify | 16 | 0.10 | 1.04015 | 1.04515 | 1.02515 | ||
| 53 | 2022.11.15 14:00 | s/l | 16 | 0.10 | 1.04515 | 1.04515 | 1.02515 | -50.00 | 10515.31 |
| 54 | 2022.11.28 13:00 | sell | 17 | 0.10 | 1.04728 | 0.00000 | 0.00000 | ||
| 55 | 2022.11.28 13:00 | modify | 17 | 0.10 | 1.04728 | 1.05228 | 1.03228 | ||
| 56 | 2022.11.28 16:00 | sell | 18 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
| 57 | 2022.11.28 16:00 | modify | 18 | 0.10 | 1.03977 | 1.04428 | 1.03228 | ||
| 58 | 2022.11.28 16:00 | sell | 19 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
| 59 | 2022.11.28 16:00 | modify | 19 | 0.10 | 1.03977 | 1.04278 | 1.03228 | ||
| 60 | 2022.11.28 16:00 | modify | 17 | 0.10 | 1.04728 | 1.04278 | 1.03228 | ||
| 61 | 2022.11.28 17:00 | modify | 18 | 0.10 | 1.03977 | 1.04278 | 1.03228 | ||
| 62 | 2022.11.29 21:00 | t/p | 17 | 0.10 | 1.03228 | 1.04278 | 1.03228 | 150.74 | 10666.05 |
| 63 | 2022.11.29 21:00 | t/p | 18 | 0.10 | 1.03228 | 1.04278 | 1.03228 | 75.64 | 10741.69 |
| 64 | 2022.11.29 21:00 | t/p | 19 | 0.10 | 1.03228 | 1.04278 | 1.03228 | 75.64 | 10817.34 |
| 65 | 2022.12.13 15:00 | sell | 20 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
| 66 | 2022.12.13 15:00 | modify | 20 | 0.10 | 1.06454 | 1.06954 | 1.04954 | ||
| 67 | 2022.12.14 21:00 | s/l | 20 | 0.10 | 1.06954 | 1.06954 | 1.04954 | -49.26 | 10768.08 |
| 68 | 2023.01.05 17:00 | buy | 21 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
| 69 | 2023.01.05 17:00 | modify | 21 | 0.10 | 1.05238 | 1.04738 | 1.06738 | ||
| 70 | 2023.01.09 03:00 | t/p | 21 | 0.10 | 1.06738 | 1.04738 | 1.06738 | 147.85 | 10915.93 |
| 71 | 2023.02.02 02:00 | sell | 22 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
| 72 | 2023.02.02 02:00 | modify | 22 | 0.10 | 1.10129 | 1.10629 | 1.08629 | ||
| 73 | 2023.02.03 14:00 | t/p | 22 | 0.10 | 1.08629 | 1.10629 | 1.08629 | 150.74 | 11066.67 |
| 74 | 2023.03.24 11:00 | buy | 23 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
| 75 | 2023.03.24 11:00 | modify | 23 | 0.10 | 1.07307 | 1.06807 | 1.08807 | ||
| 76 | 2023.03.28 08:00 | buy | 24 | 0.10 | 1.08232 | 0.00000 | 0.00000 | ||
| 77 | 2023.03.28 08:00 | modify | 24 | 0.10 | 1.08232 | 1.07907 | 1.08807 | ||
| 78 | 2023.03.28 08:00 | modify | 23 | 0.10 | 1.07307 | 1.07907 | 1.08807 | ||
| 79 | 2023.03.30 11:00 | t/p | 23 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 143.55 | 11210.22 |
| 80 | 2023.03.30 11:00 | t/p | 24 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 53.20 | 11263.42 |
| 81 | 2023.03.30 15:00 | sell | 25 | 0.10 | 1.09125 | 0.00000 | 0.00000 | ||
| 82 | 2023.03.30 15:00 | modify | 25 | 0.10 | 1.09125 | 1.09625 | 1.07625 | ||
| 83 | 2023.04.04 15:00 | s/l | 25 | 0.10 | 1.09625 | 1.09625 | 1.07625 | -47.77 | 11215.65 |