Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1917 | Ticks modelled | 41939893 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 155.73 | Gross profit | 410.45 | Gross loss | -254.72 |
| Profit factor | 1.61 | Expected payoff | 5.37 | ||
| Absolute drawdown | 37.43 | Maximal drawdown | 114.73 (1.14%) | Relative drawdown | 1.14% (114.73) |
| Total trades | 29 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 18 (27.78%) |
| Profit trades (% of total) | 11 (37.93%) | Loss trades (% of total) | 18 (62.07%) | ||
| Largest | profit trade | 86.94 | loss trade | -26.65 | |
| Average | profit trade | 37.31 | loss trade | -14.15 | |
| Maximum | consecutive wins (profit in money) | 5 (246.82) | consecutive losses (loss in money) | 4 (-79.25) | |
| Maximal | consecutive profit (count of wins) | 246.82 (5) | consecutive loss (count of losses) | -79.25 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.26 20:00 | buy | 1 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.26 20:00 | modify | 1 | 0.10 | 1.45911 | 1.45511 | 1.47211 | ||
| 3 | 2022.07.27 01:39 | buy | 2 | 0.10 | 1.46500 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.27 01:39 | modify | 2 | 0.10 | 1.46500 | 1.46301 | 1.47211 | ||
| 5 | 2022.07.27 01:39 | buy | 3 | 0.10 | 1.46500 | 0.00000 | 0.00000 | ||
| 6 | 2022.07.27 01:39 | modify | 3 | 0.10 | 1.46500 | 1.46301 | 1.47211 | ||
| 7 | 2022.07.27 01:39 | modify | 1 | 0.10 | 1.45911 | 1.46301 | 1.47211 | ||
| 8 | 2022.07.27 02:16 | buy | 4 | 0.10 | 1.46628 | 0.00000 | 0.00000 | ||
| 9 | 2022.07.27 02:16 | modify | 4 | 0.10 | 1.46628 | 1.46366 | 1.47211 | ||
| 10 | 2022.07.27 02:16 | modify | 3 | 0.10 | 1.46500 | 1.46366 | 1.47211 | ||
| 11 | 2022.07.27 02:16 | modify | 2 | 0.10 | 1.46500 | 1.46366 | 1.47211 | ||
| 12 | 2022.07.27 02:16 | modify | 1 | 0.10 | 1.45911 | 1.46366 | 1.47211 | ||
| 13 | 2022.07.27 04:33 | s/l | 1 | 0.10 | 1.46366 | 1.46366 | 1.47211 | 29.70 | 10029.70 |
| 14 | 2022.07.27 04:33 | s/l | 2 | 0.10 | 1.46366 | 1.46366 | 1.47211 | -8.93 | 10020.77 |
| 15 | 2022.07.27 04:33 | s/l | 3 | 0.10 | 1.46366 | 1.46366 | 1.47211 | -8.93 | 10011.84 |
| 16 | 2022.07.27 04:33 | s/l | 4 | 0.10 | 1.46366 | 1.46366 | 1.47211 | -17.46 | 9994.38 |
| 17 | 2022.09.09 20:00 | buy | 5 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
| 18 | 2022.09.09 20:00 | modify | 5 | 0.10 | 1.46796 | 1.46396 | 1.48096 | ||
| 19 | 2022.09.11 21:48 | buy | 6 | 0.10 | 1.47512 | 0.00000 | 0.00000 | ||
| 20 | 2022.09.11 21:48 | modify | 6 | 0.10 | 1.47512 | 1.47251 | 1.48096 | ||
| 21 | 2022.09.11 21:48 | modify | 5 | 0.10 | 1.46796 | 1.47251 | 1.48096 | ||
| 22 | 2022.09.11 22:00 | buy | 7 | 0.10 | 1.47390 | 0.00000 | 0.00000 | ||
| 23 | 2022.09.11 22:00 | modify | 7 | 0.10 | 1.47390 | 1.47186 | 1.48096 | ||
| 24 | 2022.09.11 22:00 | buy | 8 | 0.10 | 1.47390 | 0.00000 | 0.00000 | ||
| 25 | 2022.09.11 22:00 | modify | 8 | 0.10 | 1.47390 | 1.47186 | 1.48096 | ||
| 26 | 2022.09.11 22:00 | modify | 8 | 0.10 | 1.47390 | 1.47251 | 1.48096 | ||
| 27 | 2022.09.11 22:00 | modify | 7 | 0.10 | 1.47390 | 1.47251 | 1.48096 | ||
| 28 | 2022.09.11 22:00 | s/l | 5 | 0.10 | 1.47251 | 1.47251 | 1.48096 | 30.32 | 10024.70 |
| 29 | 2022.09.11 22:00 | s/l | 6 | 0.10 | 1.47251 | 1.47251 | 1.48096 | -17.39 | 10007.31 |
| 30 | 2022.09.11 22:00 | s/l | 7 | 0.10 | 1.47251 | 1.47251 | 1.48096 | -9.26 | 9998.05 |
| 31 | 2022.09.11 22:00 | s/l | 8 | 0.10 | 1.47251 | 1.47251 | 1.48096 | -9.26 | 9988.79 |
| 32 | 2022.10.04 20:00 | sell | 9 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
| 33 | 2022.10.04 20:00 | modify | 9 | 0.10 | 1.53612 | 1.54012 | 1.52312 | ||
| 34 | 2022.10.05 14:40 | sell | 10 | 0.10 | 1.53025 | 0.00000 | 0.00000 | ||
| 35 | 2022.10.05 14:40 | modify | 10 | 0.10 | 1.53025 | 1.53222 | 1.52312 | ||
| 36 | 2022.10.05 14:40 | sell | 11 | 0.10 | 1.53025 | 0.00000 | 0.00000 | ||
| 37 | 2022.10.05 14:40 | modify | 11 | 0.10 | 1.53025 | 1.53222 | 1.52312 | ||
| 38 | 2022.10.05 14:40 | modify | 9 | 0.10 | 1.53612 | 1.53222 | 1.52312 | ||
| 39 | 2022.10.05 14:47 | sell | 12 | 0.10 | 1.52895 | 0.00000 | 0.00000 | ||
| 40 | 2022.10.05 14:47 | modify | 12 | 0.10 | 1.52895 | 1.53157 | 1.52312 | ||
| 41 | 2022.10.05 14:47 | modify | 11 | 0.10 | 1.53025 | 1.53157 | 1.52312 | ||
| 42 | 2022.10.05 14:47 | modify | 10 | 0.10 | 1.53025 | 1.53157 | 1.52312 | ||
| 43 | 2022.10.05 14:47 | modify | 9 | 0.10 | 1.53612 | 1.53157 | 1.52312 | ||
| 44 | 2022.10.05 18:33 | t/p | 9 | 0.10 | 1.52312 | 1.53157 | 1.52312 | 86.94 | 10075.73 |
| 45 | 2022.10.05 18:33 | t/p | 10 | 0.10 | 1.52312 | 1.53157 | 1.52312 | 47.52 | 10123.25 |
| 46 | 2022.10.05 18:33 | t/p | 11 | 0.10 | 1.52312 | 1.53157 | 1.52312 | 47.52 | 10170.77 |
| 47 | 2022.10.05 18:33 | t/p | 12 | 0.10 | 1.52312 | 1.53157 | 1.52312 | 38.85 | 10209.62 |
| 48 | 2022.11.10 08:00 | sell | 13 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
| 49 | 2022.11.10 08:00 | modify | 13 | 0.10 | 1.56174 | 1.56574 | 1.54874 | ||
| 50 | 2022.11.10 09:36 | sell | 14 | 0.10 | 1.55589 | 0.00000 | 0.00000 | ||
| 51 | 2022.11.10 09:36 | modify | 14 | 0.10 | 1.55589 | 1.55784 | 1.54874 | ||
| 52 | 2022.11.10 09:36 | sell | 15 | 0.10 | 1.55589 | 0.00000 | 0.00000 | ||
| 53 | 2022.11.10 09:36 | modify | 15 | 0.10 | 1.55589 | 1.55784 | 1.54874 | ||
| 54 | 2022.11.10 09:36 | modify | 13 | 0.10 | 1.56174 | 1.55784 | 1.54874 | ||
| 55 | 2022.11.10 10:15 | s/l | 13 | 0.10 | 1.55784 | 1.55784 | 1.54874 | 25.99 | 10235.61 |
| 56 | 2022.11.10 10:15 | s/l | 14 | 0.10 | 1.55784 | 1.55784 | 1.54874 | -13.00 | 10222.61 |
| 57 | 2022.11.10 10:15 | s/l | 15 | 0.10 | 1.55784 | 1.55784 | 1.54874 | -13.00 | 10209.61 |
| 58 | 2023.01.10 16:00 | sell | 16 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
| 59 | 2023.01.10 16:00 | modify | 16 | 0.10 | 1.55881 | 1.56281 | 1.54581 | ||
| 60 | 2023.01.11 05:10 | sell | 17 | 0.10 | 1.55294 | 0.00000 | 0.00000 | ||
| 61 | 2023.01.11 05:10 | modify | 17 | 0.10 | 1.55294 | 1.55491 | 1.54581 | ||
| 62 | 2023.01.11 05:10 | sell | 18 | 0.10 | 1.55294 | 0.00000 | 0.00000 | ||
| 63 | 2023.01.11 05:10 | modify | 18 | 0.10 | 1.55294 | 1.55491 | 1.54581 | ||
| 64 | 2023.01.11 05:10 | modify | 16 | 0.10 | 1.55881 | 1.55491 | 1.54581 | ||
| 65 | 2023.01.11 06:22 | s/l | 16 | 0.10 | 1.55491 | 1.55491 | 1.54581 | 26.29 | 10235.90 |
| 66 | 2023.01.11 06:22 | s/l | 17 | 0.10 | 1.55491 | 1.55491 | 1.54581 | -13.13 | 10222.77 |
| 67 | 2023.01.11 06:22 | s/l | 18 | 0.10 | 1.55491 | 1.55491 | 1.54581 | -13.13 | 10209.64 |
| 68 | 2023.01.18 08:00 | buy | 19 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
| 69 | 2023.01.18 08:00 | modify | 19 | 0.10 | 1.54257 | 1.53857 | 1.55557 | ||
| 70 | 2023.01.18 10:06 | buy | 20 | 0.10 | 1.54842 | 0.00000 | 0.00000 | ||
| 71 | 2023.01.18 10:06 | modify | 20 | 0.10 | 1.54842 | 1.54647 | 1.55557 | ||
| 72 | 2023.01.18 10:06 | buy | 21 | 0.10 | 1.54842 | 0.00000 | 0.00000 | ||
| 73 | 2023.01.18 10:06 | modify | 21 | 0.10 | 1.54842 | 1.54647 | 1.55557 | ||
| 74 | 2023.01.18 10:06 | modify | 19 | 0.10 | 1.54257 | 1.54647 | 1.55557 | ||
| 75 | 2023.01.18 10:41 | s/l | 19 | 0.10 | 1.54647 | 1.54647 | 1.55557 | 25.98 | 10235.62 |
| 76 | 2023.01.18 10:41 | s/l | 20 | 0.10 | 1.54647 | 1.54647 | 1.55557 | -12.99 | 10222.63 |
| 77 | 2023.01.18 10:41 | s/l | 21 | 0.10 | 1.54647 | 1.54647 | 1.55557 | -12.99 | 10209.64 |
| 78 | 2023.01.25 12:00 | buy | 22 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 79 | 2023.01.25 12:00 | modify | 22 | 0.10 | 1.53411 | 1.53011 | 1.54711 | ||
| 80 | 2023.01.25 14:17 | buy | 23 | 0.10 | 1.53996 | 0.00000 | 0.00000 | ||
| 81 | 2023.01.25 14:17 | modify | 23 | 0.10 | 1.53996 | 1.53801 | 1.54711 | ||
| 82 | 2023.01.25 14:17 | buy | 24 | 0.10 | 1.53996 | 0.00000 | 0.00000 | ||
| 83 | 2023.01.25 14:17 | modify | 24 | 0.10 | 1.53996 | 1.53801 | 1.54711 | ||
| 84 | 2023.01.25 14:17 | modify | 22 | 0.10 | 1.53411 | 1.53801 | 1.54711 | ||
| 85 | 2023.01.25 14:28 | s/l | 22 | 0.10 | 1.53801 | 1.53801 | 1.54711 | 25.98 | 10235.62 |
| 86 | 2023.01.25 14:28 | s/l | 23 | 0.10 | 1.53801 | 1.53801 | 1.54711 | -13.00 | 10222.62 |
| 87 | 2023.01.25 14:28 | s/l | 24 | 0.10 | 1.53801 | 1.53801 | 1.54711 | -13.00 | 10209.62 |
| 88 | 2023.04.03 20:00 | buy | 25 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 89 | 2023.04.03 20:00 | modify | 25 | 0.10 | 1.60669 | 1.60269 | 1.61969 | ||
| 90 | 2023.04.04 06:07 | buy | 26 | 0.10 | 1.61256 | 0.00000 | 0.00000 | ||
| 91 | 2023.04.04 06:07 | modify | 26 | 0.10 | 1.61256 | 1.61059 | 1.61969 | ||
| 92 | 2023.04.04 06:07 | buy | 27 | 0.10 | 1.61256 | 0.00000 | 0.00000 | ||
| 93 | 2023.04.04 06:07 | modify | 27 | 0.10 | 1.61256 | 1.61059 | 1.61969 | ||
| 94 | 2023.04.04 06:07 | modify | 25 | 0.10 | 1.60669 | 1.61059 | 1.61969 | ||
| 95 | 2023.04.04 06:43 | s/l | 25 | 0.10 | 1.61059 | 1.61059 | 1.61969 | 25.36 | 10234.98 |
| 96 | 2023.04.04 06:43 | s/l | 26 | 0.10 | 1.61059 | 1.61059 | 1.61969 | -13.12 | 10221.86 |
| 97 | 2023.04.04 06:43 | s/l | 27 | 0.10 | 1.61059 | 1.61059 | 1.61969 | -13.12 | 10208.74 |
| 98 | 2023.06.02 08:00 | buy | 28 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
| 99 | 2023.06.02 08:00 | modify | 28 | 0.10 | 1.62825 | 1.62425 | 1.64125 | ||
| 100 | 2023.06.02 09:20 | s/l | 28 | 0.10 | 1.62425 | 1.62425 | 1.64125 | -26.65 | 10182.09 |
| 101 | 2023.06.20 16:00 | sell | 29 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
| 102 | 2023.06.20 16:00 | modify | 29 | 0.10 | 1.61018 | 1.61418 | 1.59718 | ||
| 103 | 2023.06.21 07:07 | s/l | 29 | 0.10 | 1.61418 | 1.61418 | 1.59718 | -26.36 | 10155.73 |