Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=12; 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 | 79263 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 663.59 | Gross profit | 845.75 | Gross loss | -182.16 |
| Profit factor | 4.64 | Expected payoff | 23.70 | ||
| Absolute drawdown | 73.58 | Maximal drawdown | 152.80 (1.47%) | Relative drawdown | 1.47% (152.80) |
| Total trades | 28 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
| Largest | profit trade | 150.74 | loss trade | -17.90 | |
| Average | profit trade | 52.86 | loss trade | -15.18 | |
| Maximum | consecutive wins (profit in money) | 6 (521.46) | consecutive losses (loss in money) | 2 (-17.00) | |
| Maximal | consecutive profit (count of wins) | 521.46 (6) | consecutive loss (count of losses) | -17.90 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.16 04:00 | buy | 1 | 0.10 | 1.01650 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.16 04:00 | modify | 1 | 0.10 | 1.01650 | 1.00450 | 1.03150 | ||
| 3 | 2022.08.16 14:40 | buy | 2 | 0.10 | 1.01978 | 0.00000 | 0.00000 | ||
| 4 | 2022.08.16 14:40 | modify | 2 | 0.10 | 1.01978 | 1.01800 | 1.03150 | ||
| 5 | 2022.08.16 14:40 | modify | 1 | 0.10 | 1.01650 | 1.01800 | 1.03150 | ||
| 6 | 2022.08.16 14:55 | s/l | 1 | 0.10 | 1.01800 | 1.01800 | 1.03150 | 15.00 | 10015.00 |
| 7 | 2022.08.16 14:55 | s/l | 2 | 0.10 | 1.01800 | 1.01800 | 1.03150 | -17.80 | 9997.20 |
| 8 | 2022.08.23 04:00 | buy | 3 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
| 9 | 2022.08.23 04:00 | modify | 3 | 0.10 | 0.99447 | 0.98247 | 1.00947 | ||
| 10 | 2022.08.23 14:15 | buy | 4 | 0.10 | 1.00211 | 0.00000 | 0.00000 | ||
| 11 | 2022.08.23 14:15 | modify | 4 | 0.10 | 1.00211 | 1.00047 | 1.00947 | ||
| 12 | 2022.08.23 14:15 | modify | 3 | 0.10 | 0.99447 | 1.00047 | 1.00947 | ||
| 13 | 2022.08.23 14:20 | s/l | 3 | 0.10 | 1.00047 | 1.00047 | 1.00947 | 60.00 | 10057.20 |
| 14 | 2022.08.23 14:20 | s/l | 4 | 0.10 | 1.00047 | 1.00047 | 1.00947 | -16.40 | 10040.80 |
| 15 | 2022.10.10 04:00 | buy | 5 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 16 | 2022.10.10 04:00 | modify | 5 | 0.10 | 0.97405 | 0.96205 | 0.98905 | ||
| 17 | 2022.10.13 15:40 | buy | 6 | 0.10 | 0.98020 | 0.00000 | 0.00000 | ||
| 18 | 2022.10.13 15:40 | modify | 6 | 0.10 | 0.98020 | 0.97855 | 0.98905 | ||
| 19 | 2022.10.13 15:40 | modify | 5 | 0.10 | 0.97405 | 0.97855 | 0.98905 | ||
| 20 | 2022.10.13 15:45 | s/l | 5 | 0.10 | 0.97855 | 0.97855 | 0.98905 | 39.62 | 10080.42 |
| 21 | 2022.10.13 15:45 | s/l | 6 | 0.10 | 0.97855 | 0.97855 | 0.98905 | -16.50 | 10063.92 |
| 22 | 2022.10.18 04:00 | sell | 7 | 0.10 | 0.98410 | 0.00000 | 0.00000 | ||
| 23 | 2022.10.18 04:00 | modify | 7 | 0.10 | 0.98410 | 0.99610 | 0.96910 | ||
| 24 | 2022.10.19 10:40 | sell | 8 | 0.10 | 0.97806 | 0.00000 | 0.00000 | ||
| 25 | 2022.10.19 10:40 | modify | 8 | 0.10 | 0.97806 | 0.97960 | 0.96910 | ||
| 26 | 2022.10.19 10:40 | modify | 7 | 0.10 | 0.98410 | 0.97960 | 0.96910 | ||
| 27 | 2022.10.19 10:55 | s/l | 7 | 0.10 | 0.97960 | 0.97960 | 0.96910 | 45.74 | 10109.66 |
| 28 | 2022.10.19 10:55 | s/l | 8 | 0.10 | 0.97960 | 0.97960 | 0.96910 | -15.40 | 10094.26 |
| 29 | 2022.12.02 04:00 | sell | 9 | 0.10 | 1.05242 | 0.00000 | 0.00000 | ||
| 30 | 2022.12.02 04:00 | modify | 9 | 0.10 | 1.05242 | 1.06442 | 1.03742 | ||
| 31 | 2022.12.02 13:55 | sell | 10 | 0.10 | 1.04623 | 0.00000 | 0.00000 | ||
| 32 | 2022.12.02 13:55 | modify | 10 | 0.10 | 1.04623 | 1.04792 | 1.03742 | ||
| 33 | 2022.12.02 13:55 | modify | 9 | 0.10 | 1.05242 | 1.04792 | 1.03742 | ||
| 34 | 2022.12.02 14:05 | sell | 11 | 0.10 | 1.04491 | 0.00000 | 0.00000 | ||
| 35 | 2022.12.02 14:05 | modify | 11 | 0.10 | 1.04491 | 1.04642 | 1.03742 | ||
| 36 | 2022.12.02 14:05 | modify | 10 | 0.10 | 1.04623 | 1.04642 | 1.03742 | ||
| 37 | 2022.12.02 14:05 | modify | 9 | 0.10 | 1.05242 | 1.04642 | 1.03742 | ||
| 38 | 2022.12.02 14:20 | s/l | 9 | 0.10 | 1.04642 | 1.04642 | 1.03742 | 60.00 | 10154.26 |
| 39 | 2022.12.02 14:20 | s/l | 10 | 0.10 | 1.04642 | 1.04642 | 1.03742 | -1.90 | 10152.36 |
| 40 | 2022.12.02 14:20 | s/l | 11 | 0.10 | 1.04642 | 1.04642 | 1.03742 | -15.10 | 10137.26 |
| 41 | 2022.12.19 00:00 | buy | 12 | 0.10 | 1.05872 | 0.00000 | 0.00000 | ||
| 42 | 2022.12.19 00:00 | modify | 12 | 0.10 | 1.05872 | 1.04672 | 1.07372 | ||
| 43 | 2022.12.19 08:50 | buy | 13 | 0.10 | 1.06487 | 0.00000 | 0.00000 | ||
| 44 | 2022.12.19 08:50 | modify | 13 | 0.10 | 1.06487 | 1.06322 | 1.07372 | ||
| 45 | 2022.12.19 08:50 | modify | 12 | 0.10 | 1.05872 | 1.06322 | 1.07372 | ||
| 46 | 2022.12.19 09:30 | s/l | 12 | 0.10 | 1.06322 | 1.06322 | 1.07372 | 45.00 | 10182.26 |
| 47 | 2022.12.19 09:30 | s/l | 13 | 0.10 | 1.06322 | 1.06322 | 1.07372 | -16.50 | 10165.76 |
| 48 | 2023.02.07 00:00 | buy | 14 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 49 | 2023.02.07 00:00 | modify | 14 | 0.10 | 1.07318 | 1.06118 | 1.08818 | ||
| 50 | 2023.02.07 17:50 | buy | 15 | 0.10 | 1.07624 | 0.00000 | 0.00000 | ||
| 51 | 2023.02.07 17:50 | modify | 15 | 0.10 | 1.07624 | 1.07468 | 1.08818 | ||
| 52 | 2023.02.07 17:50 | modify | 14 | 0.10 | 1.07318 | 1.07468 | 1.08818 | ||
| 53 | 2023.02.07 17:55 | s/l | 14 | 0.10 | 1.07468 | 1.07468 | 1.08818 | 15.00 | 10180.76 |
| 54 | 2023.02.07 17:55 | s/l | 15 | 0.10 | 1.07468 | 1.07468 | 1.08818 | -15.60 | 10165.16 |
| 55 | 2023.03.31 00:00 | sell | 16 | 0.10 | 1.09040 | 0.00000 | 0.00000 | ||
| 56 | 2023.03.31 00:00 | modify | 16 | 0.10 | 1.09040 | 1.10240 | 1.07540 | ||
| 57 | 2023.03.31 08:15 | sell | 17 | 0.10 | 1.08729 | 0.00000 | 0.00000 | ||
| 58 | 2023.03.31 08:15 | modify | 17 | 0.10 | 1.08729 | 1.08890 | 1.07540 | ||
| 59 | 2023.03.31 08:15 | modify | 16 | 0.10 | 1.09040 | 1.08890 | 1.07540 | ||
| 60 | 2023.03.31 08:30 | s/l | 16 | 0.10 | 1.08890 | 1.08890 | 1.07540 | 15.00 | 10180.16 |
| 61 | 2023.03.31 08:30 | s/l | 17 | 0.10 | 1.08890 | 1.08890 | 1.07540 | -16.10 | 10164.06 |
| 62 | 2023.04.14 08:00 | sell | 18 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 63 | 2023.04.14 08:00 | modify | 18 | 0.10 | 1.10653 | 1.11853 | 1.09153 | ||
| 64 | 2023.04.14 12:55 | sell | 19 | 0.10 | 1.10345 | 0.00000 | 0.00000 | ||
| 65 | 2023.04.14 12:55 | modify | 19 | 0.10 | 1.10345 | 1.10503 | 1.09153 | ||
| 66 | 2023.04.14 12:55 | modify | 18 | 0.10 | 1.10653 | 1.10503 | 1.09153 | ||
| 67 | 2023.04.14 15:10 | sell | 20 | 0.10 | 1.10032 | 0.00000 | 0.00000 | ||
| 68 | 2023.04.14 15:10 | modify | 20 | 0.10 | 1.10032 | 1.10203 | 1.09153 | ||
| 69 | 2023.04.14 15:10 | modify | 19 | 0.10 | 1.10345 | 1.10203 | 1.09153 | ||
| 70 | 2023.04.14 15:10 | modify | 18 | 0.10 | 1.10653 | 1.10203 | 1.09153 | ||
| 71 | 2023.04.14 15:30 | sell | 21 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
| 72 | 2023.04.14 15:30 | modify | 21 | 0.10 | 1.09875 | 1.10053 | 1.09153 | ||
| 73 | 2023.04.14 15:30 | modify | 20 | 0.10 | 1.10032 | 1.10053 | 1.09153 | ||
| 74 | 2023.04.14 15:30 | modify | 19 | 0.10 | 1.10345 | 1.10053 | 1.09153 | ||
| 75 | 2023.04.14 15:30 | modify | 18 | 0.10 | 1.10653 | 1.10053 | 1.09153 | ||
| 76 | 2023.04.17 14:40 | t/p | 18 | 0.10 | 1.09153 | 1.10053 | 1.09153 | 150.74 | 10314.81 |
| 77 | 2023.04.17 14:40 | t/p | 19 | 0.10 | 1.09153 | 1.10053 | 1.09153 | 119.94 | 10434.75 |
| 78 | 2023.04.17 14:40 | t/p | 20 | 0.10 | 1.09153 | 1.10053 | 1.09153 | 88.64 | 10523.39 |
| 79 | 2023.04.17 14:40 | t/p | 21 | 0.10 | 1.09153 | 1.10053 | 1.09153 | 72.94 | 10596.34 |
| 80 | 2023.04.25 04:00 | sell | 22 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 81 | 2023.04.25 04:00 | modify | 22 | 0.10 | 1.10528 | 1.11728 | 1.09028 | ||
| 82 | 2023.04.25 11:00 | sell | 23 | 0.10 | 1.10205 | 0.00000 | 0.00000 | ||
| 83 | 2023.04.25 11:00 | modify | 23 | 0.10 | 1.10205 | 1.10378 | 1.09028 | ||
| 84 | 2023.04.25 11:00 | modify | 22 | 0.10 | 1.10528 | 1.10378 | 1.09028 | ||
| 85 | 2023.04.25 14:40 | sell | 24 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 86 | 2023.04.25 14:40 | modify | 24 | 0.10 | 1.09750 | 1.09928 | 1.09028 | ||
| 87 | 2023.04.25 14:40 | modify | 23 | 0.10 | 1.10205 | 1.09928 | 1.09028 | ||
| 88 | 2023.04.25 14:40 | modify | 22 | 0.10 | 1.10528 | 1.09928 | 1.09028 | ||
| 89 | 2023.04.26 05:40 | s/l | 22 | 0.10 | 1.09928 | 1.09928 | 1.09028 | 60.74 | 10657.08 |
| 90 | 2023.04.26 05:40 | s/l | 23 | 0.10 | 1.09928 | 1.09928 | 1.09028 | 28.44 | 10685.52 |
| 91 | 2023.04.26 05:40 | s/l | 24 | 0.10 | 1.09928 | 1.09928 | 1.09028 | -17.06 | 10668.47 |
| 92 | 2023.05.15 00:00 | buy | 25 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 93 | 2023.05.15 00:00 | modify | 25 | 0.10 | 1.08556 | 1.07356 | 1.10056 | ||
| 94 | 2023.05.16 02:40 | buy | 26 | 0.10 | 1.08865 | 0.00000 | 0.00000 | ||
| 95 | 2023.05.16 02:40 | modify | 26 | 0.10 | 1.08865 | 1.08706 | 1.10056 | ||
| 96 | 2023.05.16 02:40 | modify | 25 | 0.10 | 1.08556 | 1.08706 | 1.10056 | ||
| 97 | 2023.05.16 05:40 | s/l | 25 | 0.10 | 1.08706 | 1.08706 | 1.10056 | 13.92 | 10682.39 |
| 98 | 2023.05.16 05:40 | s/l | 26 | 0.10 | 1.08706 | 1.08706 | 1.10056 | -15.90 | 10666.49 |
| 99 | 2023.05.19 00:00 | buy | 27 | 0.10 | 1.07779 | 0.00000 | 0.00000 | ||
| 100 | 2023.05.19 00:00 | modify | 27 | 0.10 | 1.07779 | 1.06579 | 1.09279 | ||
| 101 | 2023.05.19 13:15 | buy | 28 | 0.10 | 1.08108 | 0.00000 | 0.00000 | ||
| 102 | 2023.05.19 13:15 | modify | 28 | 0.10 | 1.08108 | 1.07929 | 1.09279 | ||
| 103 | 2023.05.19 13:15 | modify | 27 | 0.10 | 1.07779 | 1.07929 | 1.09279 | ||
| 104 | 2023.05.19 13:40 | s/l | 27 | 0.10 | 1.07929 | 1.07929 | 1.09279 | 15.00 | 10681.49 |
| 105 | 2023.05.19 13:40 | s/l | 28 | 0.10 | 1.07929 | 1.07929 | 1.09279 | -17.90 | 10663.59 |