Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
| 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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1835.78 | Gross profit | 2327.15 | Gross loss | -491.36 |
| Profit factor | 4.74 | Expected payoff | 53.99 | ||
| Absolute drawdown | 37.57 | Maximal drawdown | 370.74 (3.40%) | Relative drawdown | 3.40% (370.74) |
| Total trades | 34 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 26 (76.47%) | Loss trades (% of total) | 8 (23.53%) | ||
| Largest | profit trade | 143.72 | loss trade | -138.51 | |
| Average | profit trade | 89.51 | loss trade | -61.42 | |
| Maximum | consecutive wins (profit in money) | 8 (796.87) | consecutive losses (loss in money) | 1 (-138.51) | |
| Maximal | consecutive profit (count of wins) | 796.87 (8) | consecutive loss (count of losses) | -138.51 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.10 14:00 | sell | 1 | 0.10 | 1.03219 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.10 14:00 | modify | 1 | 0.10 | 1.03219 | 1.04619 | 1.01819 | ||
| 3 | 2022.08.12 13:00 | sell | 2 | 0.10 | 1.02705 | 0.00000 | 0.00000 | ||
| 4 | 2022.08.12 13:00 | modify | 2 | 0.10 | 1.02705 | 1.03149 | 1.01819 | ||
| 5 | 2022.08.12 13:00 | modify | 1 | 0.10 | 1.03219 | 1.03149 | 1.01819 | ||
| 6 | 2022.08.15 07:00 | sell | 3 | 0.10 | 1.02362 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.15 07:00 | modify | 3 | 0.10 | 1.02362 | 1.02729 | 1.01819 | ||
| 8 | 2022.08.15 07:00 | modify | 2 | 0.10 | 1.02705 | 1.02729 | 1.01819 | ||
| 9 | 2022.08.15 07:00 | modify | 1 | 0.10 | 1.03219 | 1.02729 | 1.01819 | ||
| 10 | 2022.08.15 17:00 | t/p | 1 | 0.10 | 1.01819 | 1.02729 | 1.01819 | 143.72 | 10143.72 |
| 11 | 2022.08.15 17:00 | t/p | 2 | 0.10 | 1.01819 | 1.02729 | 1.01819 | 89.34 | 10233.06 |
| 12 | 2022.08.15 17:00 | t/p | 3 | 0.10 | 1.01819 | 1.02729 | 1.01819 | 54.30 | 10287.36 |
| 13 | 2022.08.22 19:00 | buy | 4 | 0.10 | 0.99360 | 0.00000 | 0.00000 | ||
| 14 | 2022.08.22 19:00 | modify | 4 | 0.10 | 0.99360 | 0.97960 | 1.00760 | ||
| 15 | 2022.08.25 01:00 | buy | 5 | 0.10 | 0.99852 | 0.00000 | 0.00000 | ||
| 16 | 2022.08.25 01:00 | modify | 5 | 0.10 | 0.99852 | 0.99430 | 1.00760 | ||
| 17 | 2022.08.25 01:00 | modify | 4 | 0.10 | 0.99360 | 0.99430 | 1.00760 | ||
| 18 | 2022.08.26 15:00 | t/p | 4 | 0.10 | 1.00760 | 0.99430 | 1.00760 | 133.55 | 10420.91 |
| 19 | 2022.08.26 15:00 | t/p | 5 | 0.10 | 1.00760 | 0.99430 | 1.00760 | 89.72 | 10510.63 |
| 20 | 2022.10.04 20:00 | sell | 6 | 0.10 | 0.99901 | 0.00000 | 0.00000 | ||
| 21 | 2022.10.04 20:00 | modify | 6 | 0.10 | 0.99901 | 1.01301 | 0.98501 | ||
| 22 | 2022.10.05 08:00 | sell | 7 | 0.10 | 0.99404 | 0.00000 | 0.00000 | ||
| 23 | 2022.10.05 08:00 | modify | 7 | 0.10 | 0.99404 | 0.99831 | 0.98501 | ||
| 24 | 2022.10.05 08:00 | modify | 6 | 0.10 | 0.99901 | 0.99831 | 0.98501 | ||
| 25 | 2022.10.05 12:00 | sell | 8 | 0.10 | 0.99053 | 0.00000 | 0.00000 | ||
| 26 | 2022.10.05 12:00 | modify | 8 | 0.10 | 0.99053 | 0.99411 | 0.98501 | ||
| 27 | 2022.10.05 12:00 | modify | 7 | 0.10 | 0.99404 | 0.99411 | 0.98501 | ||
| 28 | 2022.10.05 12:00 | modify | 6 | 0.10 | 0.99901 | 0.99411 | 0.98501 | ||
| 29 | 2022.10.05 15:00 | t/p | 6 | 0.10 | 0.98501 | 0.99411 | 0.98501 | 140.74 | 10651.37 |
| 30 | 2022.10.05 15:00 | t/p | 7 | 0.10 | 0.98501 | 0.99411 | 0.98501 | 90.30 | 10741.67 |
| 31 | 2022.10.05 15:00 | t/p | 8 | 0.10 | 0.98501 | 0.99411 | 0.98501 | 55.20 | 10796.87 |
| 32 | 2022.10.17 17:00 | sell | 9 | 0.10 | 0.98391 | 0.00000 | 0.00000 | ||
| 33 | 2022.10.17 17:00 | modify | 9 | 0.10 | 0.98391 | 0.99791 | 0.96991 | ||
| 34 | 2022.10.25 15:00 | s/l | 9 | 0.10 | 0.99791 | 0.99791 | 0.96991 | -134.05 | 10662.82 |
| 35 | 2022.10.25 15:00 | sell | 10 | 0.10 | 0.99569 | 0.00000 | 0.00000 | ||
| 36 | 2022.10.25 15:00 | modify | 10 | 0.10 | 0.99569 | 1.00969 | 0.98169 | ||
| 37 | 2022.11.01 21:00 | sell | 11 | 0.10 | 0.98719 | 0.00000 | 0.00000 | ||
| 38 | 2022.11.01 21:00 | modify | 11 | 0.10 | 0.98719 | 0.99079 | 0.98169 | ||
| 39 | 2022.11.01 21:00 | modify | 10 | 0.10 | 0.99569 | 0.99079 | 0.98169 | ||
| 40 | 2022.11.02 09:00 | s/l | 10 | 0.10 | 0.99079 | 0.99079 | 0.98169 | 54.95 | 10717.77 |
| 41 | 2022.11.02 09:00 | s/l | 11 | 0.10 | 0.99079 | 0.99079 | 0.98169 | -35.26 | 10682.51 |
| 42 | 2022.11.03 13:00 | buy | 12 | 0.10 | 0.97437 | 0.00000 | 0.00000 | ||
| 43 | 2022.11.03 13:00 | modify | 12 | 0.10 | 0.97437 | 0.96037 | 0.98837 | ||
| 44 | 2022.11.04 11:00 | buy | 13 | 0.10 | 0.97946 | 0.00000 | 0.00000 | ||
| 45 | 2022.11.04 11:00 | modify | 13 | 0.10 | 0.97946 | 0.97507 | 0.98837 | ||
| 46 | 2022.11.04 11:00 | modify | 12 | 0.10 | 0.97437 | 0.97507 | 0.98837 | ||
| 47 | 2022.11.04 15:00 | t/p | 12 | 0.10 | 0.98837 | 0.97507 | 0.98837 | 138.92 | 10821.43 |
| 48 | 2022.11.04 15:00 | t/p | 13 | 0.10 | 0.98837 | 0.97507 | 0.98837 | 89.10 | 10910.53 |
| 49 | 2022.11.10 13:00 | buy | 14 | 0.10 | 0.99518 | 0.00000 | 0.00000 | ||
| 50 | 2022.11.10 13:00 | modify | 14 | 0.10 | 0.99518 | 0.98118 | 1.00918 | ||
| 51 | 2022.11.10 14:00 | t/p | 14 | 0.10 | 1.00918 | 0.98118 | 1.00918 | 140.00 | 11050.53 |
| 52 | 2022.11.11 10:00 | sell | 15 | 0.10 | 1.02692 | 0.00000 | 0.00000 | ||
| 53 | 2022.11.11 10:00 | modify | 15 | 0.10 | 1.02692 | 1.04092 | 1.01292 | ||
| 54 | 2022.11.15 08:00 | s/l | 15 | 0.10 | 1.04092 | 1.04092 | 1.01292 | -138.51 | 10912.02 |
| 55 | 2022.11.15 10:00 | sell | 16 | 0.10 | 1.04015 | 0.00000 | 0.00000 | ||
| 56 | 2022.11.15 10:00 | modify | 16 | 0.10 | 1.04015 | 1.05415 | 1.02615 | ||
| 57 | 2022.11.15 19:00 | sell | 17 | 0.10 | 1.03091 | 0.00000 | 0.00000 | ||
| 58 | 2022.11.15 19:00 | modify | 17 | 0.10 | 1.03091 | 1.03385 | 1.02615 | ||
| 59 | 2022.11.15 19:00 | modify | 16 | 0.10 | 1.04015 | 1.03385 | 1.02615 | ||
| 60 | 2022.11.15 20:00 | s/l | 16 | 0.10 | 1.03385 | 1.03385 | 1.02615 | 63.00 | 10975.02 |
| 61 | 2022.11.15 20:00 | s/l | 17 | 0.10 | 1.03385 | 1.03385 | 1.02615 | -29.40 | 10945.62 |
| 62 | 2022.11.28 13:00 | sell | 18 | 0.10 | 1.04728 | 0.00000 | 0.00000 | ||
| 63 | 2022.11.28 13:00 | modify | 18 | 0.10 | 1.04728 | 1.06128 | 1.03328 | ||
| 64 | 2022.11.29 06:00 | sell | 19 | 0.10 | 1.03866 | 0.00000 | 0.00000 | ||
| 65 | 2022.11.29 06:00 | modify | 19 | 0.10 | 1.03866 | 1.04238 | 1.03328 | ||
| 66 | 2022.11.29 06:00 | modify | 18 | 0.10 | 1.04728 | 1.04238 | 1.03328 | ||
| 67 | 2022.11.29 14:00 | t/p | 18 | 0.10 | 1.03328 | 1.04238 | 1.03328 | 140.74 | 11086.36 |
| 68 | 2022.11.29 14:00 | t/p | 19 | 0.10 | 1.03328 | 1.04238 | 1.03328 | 53.80 | 11140.16 |
| 69 | 2022.12.13 15:00 | sell | 20 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
| 70 | 2022.12.13 15:00 | modify | 20 | 0.10 | 1.06454 | 1.07854 | 1.05054 | ||
| 71 | 2022.12.22 22:00 | sell | 21 | 0.10 | 1.05954 | 0.00000 | 0.00000 | ||
| 72 | 2022.12.22 22:00 | modify | 21 | 0.10 | 1.05954 | 1.06384 | 1.05054 | ||
| 73 | 2022.12.22 22:00 | modify | 20 | 0.10 | 1.06454 | 1.06384 | 1.05054 | ||
| 74 | 2022.12.26 22:00 | s/l | 20 | 0.10 | 1.06384 | 1.06384 | 1.05054 | 16.66 | 11156.82 |
| 75 | 2022.12.26 22:00 | s/l | 21 | 0.10 | 1.06384 | 1.06384 | 1.05054 | -41.51 | 11115.31 |
| 76 | 2023.01.05 17:00 | buy | 22 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
| 77 | 2023.01.05 17:00 | modify | 22 | 0.10 | 1.05238 | 1.03838 | 1.06638 | ||
| 78 | 2023.01.09 01:00 | t/p | 22 | 0.10 | 1.06638 | 1.03838 | 1.06638 | 137.85 | 11253.16 |
| 79 | 2023.02.02 02:00 | sell | 23 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
| 80 | 2023.02.02 02:00 | modify | 23 | 0.10 | 1.10129 | 1.11529 | 1.08729 | ||
| 81 | 2023.02.03 14:00 | t/p | 23 | 0.10 | 1.08729 | 1.11529 | 1.08729 | 140.74 | 11393.90 |
| 82 | 2023.03.24 11:00 | buy | 24 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
| 83 | 2023.03.24 11:00 | modify | 24 | 0.10 | 1.07307 | 1.05907 | 1.08707 | ||
| 84 | 2023.03.26 23:00 | buy | 25 | 0.10 | 1.07805 | 0.00000 | 0.00000 | ||
| 85 | 2023.03.26 23:00 | modify | 25 | 0.10 | 1.07805 | 1.07377 | 1.08707 | ||
| 86 | 2023.03.26 23:00 | modify | 24 | 0.10 | 1.07307 | 1.07377 | 1.08707 | ||
| 87 | 2023.03.28 08:00 | buy | 26 | 0.10 | 1.08232 | 0.00000 | 0.00000 | ||
| 88 | 2023.03.28 08:00 | modify | 26 | 0.10 | 1.08232 | 1.07937 | 1.08707 | ||
| 89 | 2023.03.28 08:00 | modify | 25 | 0.10 | 1.07805 | 1.07937 | 1.08707 | ||
| 90 | 2023.03.28 08:00 | modify | 24 | 0.10 | 1.07307 | 1.07937 | 1.08707 | ||
| 91 | 2023.03.29 12:00 | t/p | 24 | 0.10 | 1.08707 | 1.07937 | 1.08707 | 136.77 | 11530.68 |
| 92 | 2023.03.29 12:00 | t/p | 25 | 0.10 | 1.08707 | 1.07937 | 1.08707 | 86.97 | 11617.65 |
| 93 | 2023.03.29 12:00 | t/p | 26 | 0.10 | 1.08707 | 1.07937 | 1.08707 | 46.42 | 11664.07 |
| 94 | 2023.03.30 15:00 | sell | 27 | 0.10 | 1.09125 | 0.00000 | 0.00000 | ||
| 95 | 2023.03.30 15:00 | modify | 27 | 0.10 | 1.09125 | 1.10525 | 1.07725 | ||
| 96 | 2023.04.02 23:00 | sell | 28 | 0.10 | 1.08192 | 0.00000 | 0.00000 | ||
| 97 | 2023.04.02 23:00 | modify | 28 | 0.10 | 1.08192 | 1.08495 | 1.07725 | ||
| 98 | 2023.04.02 23:00 | modify | 27 | 0.10 | 1.09125 | 1.08495 | 1.07725 | ||
| 99 | 2023.04.03 09:00 | s/l | 27 | 0.10 | 1.08495 | 1.08495 | 1.07725 | 64.49 | 11728.56 |
| 100 | 2023.04.03 09:00 | s/l | 28 | 0.10 | 1.08495 | 1.08495 | 1.07725 | -29.56 | 11699.00 |
| 101 | 2023.04.10 15:00 | buy | 29 | 0.10 | 1.08412 | 0.00000 | 0.00000 | ||
| 102 | 2023.04.10 15:00 | modify | 29 | 0.10 | 1.08412 | 1.07012 | 1.09812 | ||
| 103 | 2023.04.11 11:00 | buy | 30 | 0.10 | 1.09255 | 0.00000 | 0.00000 | ||
| 104 | 2023.04.11 11:00 | modify | 30 | 0.10 | 1.09255 | 1.08902 | 1.09812 | ||
| 105 | 2023.04.11 11:00 | modify | 29 | 0.10 | 1.08412 | 1.08902 | 1.09812 | ||
| 106 | 2023.04.12 13:00 | t/p | 29 | 0.10 | 1.09812 | 1.08902 | 1.09812 | 137.85 | 11836.85 |
| 107 | 2023.04.12 13:00 | t/p | 30 | 0.10 | 1.09812 | 1.08902 | 1.09812 | 54.62 | 11891.48 |
| 108 | 2023.04.26 10:00 | sell | 31 | 0.10 | 1.10411 | 0.00000 | 0.00000 | ||
| 109 | 2023.04.26 10:00 | modify | 31 | 0.10 | 1.10411 | 1.11811 | 1.09011 | ||
| 110 | 2023.04.28 09:00 | sell | 32 | 0.10 | 1.09910 | 0.00000 | 0.00000 | ||
| 111 | 2023.04.28 09:00 | modify | 32 | 0.10 | 1.09910 | 1.10341 | 1.09011 | ||
| 112 | 2023.04.28 09:00 | modify | 31 | 0.10 | 1.10411 | 1.10341 | 1.09011 | ||
| 113 | 2023.04.28 15:00 | s/l | 31 | 0.10 | 1.10341 | 1.10341 | 1.09011 | 9.97 | 11901.45 |
| 114 | 2023.04.28 15:00 | s/l | 32 | 0.10 | 1.10341 | 1.10341 | 1.09011 | -43.10 | 11858.35 |
| 115 | 2023.06.15 20:00 | sell | 33 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 116 | 2023.06.15 20:00 | modify | 33 | 0.10 | 1.09476 | 1.10876 | 1.08076 | ||
| 117 | 2023.06.28 15:00 | sell | 34 | 0.10 | 1.08984 | 0.00000 | 0.00000 | ||
| 118 | 2023.06.28 15:00 | modify | 34 | 0.10 | 1.08984 | 1.09406 | 1.08076 | ||
| 119 | 2023.06.28 15:00 | modify | 33 | 0.10 | 1.09476 | 1.09406 | 1.08076 | ||
| 120 | 2023.06.29 12:00 | s/l | 33 | 0.10 | 1.09406 | 1.09406 | 1.08076 | 17.41 | 11875.75 |
| 121 | 2023.06.29 12:00 | s/l | 34 | 0.10 | 1.09406 | 1.09406 | 1.08076 | -39.97 | 11835.78 |