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 23:59 (2022.07.01 - 2023.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 1271.52 | Gross profit | 2482.75 | Gross loss | -1211.23 |
| Profit factor | 2.05 | Expected payoff | 32.60 | ||
| Absolute drawdown | 255.33 | Maximal drawdown | 336.14 (3.12%) | Relative drawdown | 3.12% (336.14) |
| Total trades | 39 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
| Largest | profit trade | 154.46 | loss trade | -154.30 | |
| Average | profit trade | 103.45 | loss trade | -80.75 | |
| Maximum | consecutive wins (profit in money) | 5 (736.17) | consecutive losses (loss in money) | 2 (-183.81) | |
| Maximal | consecutive profit (count of wins) | 736.17 (5) | consecutive loss (count of losses) | -183.81 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.05 12:00 | buy | 1 | 0.10 | 1.02988 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.05 12:00 | modify | 1 | 0.10 | 1.02988 | 1.01488 | 1.04488 | ||
| 3 | 2022.07.07 20:00 | s/l | 1 | 0.10 | 1.01488 | 1.01488 | 1.04488 | -154.30 | 9845.70 |
| 4 | 2022.07.08 08:00 | buy | 2 | 0.10 | 1.01112 | 0.00000 | 0.00000 | ||
| 5 | 2022.07.08 08:00 | modify | 2 | 0.10 | 1.01112 | 0.99612 | 1.02612 | ||
| 6 | 2022.07.08 16:00 | buy | 3 | 0.10 | 1.01812 | 0.00000 | 0.00000 | ||
| 7 | 2022.07.08 16:00 | modify | 3 | 0.10 | 1.01812 | 1.01412 | 1.02612 | ||
| 8 | 2022.07.08 16:00 | modify | 2 | 0.10 | 1.01112 | 1.01412 | 1.02612 | ||
| 9 | 2022.07.11 04:00 | s/l | 2 | 0.10 | 1.01412 | 1.01412 | 1.02612 | 28.92 | 9874.62 |
| 10 | 2022.07.11 04:00 | s/l | 3 | 0.10 | 1.01412 | 1.01412 | 1.02612 | -41.08 | 9833.55 |
| 11 | 2022.07.11 12:00 | buy | 4 | 0.10 | 1.00927 | 0.00000 | 0.00000 | ||
| 12 | 2022.07.11 12:00 | modify | 4 | 0.10 | 1.00927 | 0.99427 | 1.02427 | ||
| 13 | 2022.07.18 16:00 | buy | 5 | 0.10 | 1.01631 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.18 16:00 | modify | 5 | 0.10 | 1.01631 | 1.01227 | 1.02427 | ||
| 15 | 2022.07.18 16:00 | modify | 4 | 0.10 | 1.00927 | 1.01227 | 1.02427 | ||
| 16 | 2022.07.19 04:00 | s/l | 4 | 0.10 | 1.01227 | 1.01227 | 1.02427 | 21.39 | 9854.94 |
| 17 | 2022.07.19 04:00 | s/l | 5 | 0.10 | 1.01227 | 1.01227 | 1.02427 | -41.48 | 9813.46 |
| 18 | 2022.07.19 08:00 | sell | 6 | 0.10 | 1.02414 | 0.00000 | 0.00000 | ||
| 19 | 2022.07.19 08:00 | modify | 6 | 0.10 | 1.02414 | 1.03914 | 1.00914 | ||
| 20 | 2022.08.03 00:00 | sell | 7 | 0.10 | 1.01562 | 0.00000 | 0.00000 | ||
| 21 | 2022.08.03 00:00 | modify | 7 | 0.10 | 1.01562 | 1.01889 | 1.00914 | ||
| 22 | 2022.08.03 00:00 | modify | 6 | 0.10 | 1.02414 | 1.01889 | 1.00914 | ||
| 23 | 2022.08.03 04:00 | s/l | 6 | 0.10 | 1.01889 | 1.01889 | 1.00914 | 63.65 | 9877.11 |
| 24 | 2022.08.03 04:00 | s/l | 7 | 0.10 | 1.01889 | 1.01889 | 1.00914 | -32.70 | 9844.41 |
| 25 | 2022.08.05 16:00 | buy | 8 | 0.10 | 1.01718 | 0.00000 | 0.00000 | ||
| 26 | 2022.08.05 16:00 | modify | 8 | 0.10 | 1.01718 | 1.00218 | 1.03218 | ||
| 27 | 2022.08.10 16:00 | t/p | 8 | 0.10 | 1.03218 | 1.00218 | 1.03218 | 146.77 | 9991.19 |
| 28 | 2022.08.10 16:00 | sell | 9 | 0.10 | 1.03333 | 0.00000 | 0.00000 | ||
| 29 | 2022.08.10 16:00 | modify | 9 | 0.10 | 1.03333 | 1.04833 | 1.01833 | ||
| 30 | 2022.08.15 20:00 | t/p | 9 | 0.10 | 1.01833 | 1.04833 | 1.01833 | 153.72 | 10144.90 |
| 31 | 2022.08.22 16:00 | buy | 10 | 0.10 | 0.99375 | 0.00000 | 0.00000 | ||
| 32 | 2022.08.22 16:00 | modify | 10 | 0.10 | 0.99375 | 0.97875 | 1.00875 | ||
| 33 | 2022.08.26 16:00 | t/p | 10 | 0.10 | 1.00875 | 0.97875 | 1.00875 | 143.55 | 10288.45 |
| 34 | 2022.09.01 16:00 | buy | 11 | 0.10 | 0.99512 | 0.00000 | 0.00000 | ||
| 35 | 2022.09.01 16:00 | modify | 11 | 0.10 | 0.99512 | 0.98012 | 1.01012 | ||
| 36 | 2022.09.09 08:00 | t/p | 11 | 0.10 | 1.01012 | 0.98012 | 1.01012 | 141.39 | 10429.84 |
| 37 | 2022.09.12 08:00 | sell | 12 | 0.10 | 1.01747 | 0.00000 | 0.00000 | ||
| 38 | 2022.09.12 08:00 | modify | 12 | 0.10 | 1.01747 | 1.03247 | 1.00247 | ||
| 39 | 2022.09.13 16:00 | t/p | 12 | 0.10 | 1.00247 | 1.03247 | 1.00247 | 150.74 | 10580.59 |
| 40 | 2022.09.21 08:00 | buy | 13 | 0.10 | 0.99132 | 0.00000 | 0.00000 | ||
| 41 | 2022.09.21 08:00 | modify | 13 | 0.10 | 0.99132 | 0.97632 | 1.00632 | ||
| 42 | 2022.09.23 12:00 | s/l | 13 | 0.10 | 0.97632 | 0.97632 | 1.00632 | -154.30 | 10426.28 |
| 43 | 2022.09.26 04:00 | buy | 14 | 0.10 | 0.96368 | 0.00000 | 0.00000 | ||
| 44 | 2022.09.26 04:00 | modify | 14 | 0.10 | 0.96368 | 0.94868 | 0.97868 | ||
| 45 | 2022.09.29 16:00 | t/p | 14 | 0.10 | 0.97868 | 0.94868 | 0.97868 | 144.62 | 10570.90 |
| 46 | 2022.10.04 08:00 | sell | 15 | 0.10 | 0.98751 | 0.00000 | 0.00000 | ||
| 47 | 2022.10.04 08:00 | modify | 15 | 0.10 | 0.98751 | 1.00251 | 0.97251 | ||
| 48 | 2022.10.10 08:00 | t/p | 15 | 0.10 | 0.97251 | 1.00251 | 0.97251 | 154.46 | 10725.36 |
| 49 | 2022.10.13 16:00 | sell | 16 | 0.10 | 0.97790 | 0.00000 | 0.00000 | ||
| 50 | 2022.10.13 16:00 | modify | 16 | 0.10 | 0.97790 | 0.99290 | 0.96290 | ||
| 51 | 2022.10.25 16:00 | s/l | 16 | 0.10 | 0.99290 | 0.99290 | 0.96290 | -142.57 | 10582.80 |
| 52 | 2022.10.25 16:00 | sell | 17 | 0.10 | 0.99577 | 0.00000 | 0.00000 | ||
| 53 | 2022.10.25 16:00 | modify | 17 | 0.10 | 0.99577 | 1.01077 | 0.98077 | ||
| 54 | 2022.11.02 16:00 | sell | 18 | 0.10 | 0.98744 | 0.00000 | 0.00000 | ||
| 55 | 2022.11.02 16:00 | modify | 18 | 0.10 | 0.98744 | 0.99052 | 0.98077 | ||
| 56 | 2022.11.02 16:00 | modify | 17 | 0.10 | 0.99577 | 0.99052 | 0.98077 | ||
| 57 | 2022.11.02 20:00 | s/l | 17 | 0.10 | 0.99052 | 0.99052 | 0.98077 | 58.45 | 10641.24 |
| 58 | 2022.11.02 20:00 | s/l | 18 | 0.10 | 0.99052 | 0.99052 | 0.98077 | -30.80 | 10610.44 |
| 59 | 2022.11.03 08:00 | buy | 19 | 0.10 | 0.97865 | 0.00000 | 0.00000 | ||
| 60 | 2022.11.03 08:00 | modify | 19 | 0.10 | 0.97865 | 0.96365 | 0.99365 | ||
| 61 | 2022.11.04 16:00 | t/p | 19 | 0.10 | 0.99365 | 0.96365 | 0.99365 | 148.92 | 10759.37 |
| 62 | 2022.11.04 16:00 | sell | 20 | 0.10 | 0.98951 | 0.00000 | 0.00000 | ||
| 63 | 2022.11.04 16:00 | modify | 20 | 0.10 | 0.98951 | 1.00451 | 0.97451 | ||
| 64 | 2022.11.08 16:00 | s/l | 20 | 0.10 | 1.00451 | 1.00451 | 0.97451 | -148.51 | 10610.85 |
| 65 | 2022.11.08 16:00 | sell | 21 | 0.10 | 1.00662 | 0.00000 | 0.00000 | ||
| 66 | 2022.11.08 16:00 | modify | 21 | 0.10 | 1.00662 | 1.02162 | 0.99162 | ||
| 67 | 2022.11.10 08:00 | sell | 22 | 0.10 | 0.99974 | 0.00000 | 0.00000 | ||
| 68 | 2022.11.10 08:00 | modify | 22 | 0.10 | 0.99974 | 1.00362 | 0.99162 | ||
| 69 | 2022.11.10 08:00 | modify | 21 | 0.10 | 1.00662 | 1.00362 | 0.99162 | ||
| 70 | 2022.11.10 16:00 | s/l | 21 | 0.10 | 1.00362 | 1.00362 | 0.99162 | 32.97 | 10643.83 |
| 71 | 2022.11.10 16:00 | s/l | 22 | 0.10 | 1.00362 | 1.00362 | 0.99162 | -38.80 | 10605.03 |
| 72 | 2022.11.21 08:00 | buy | 23 | 0.10 | 1.02580 | 0.00000 | 0.00000 | ||
| 73 | 2022.11.21 08:00 | modify | 23 | 0.10 | 1.02580 | 1.01080 | 1.04080 | ||
| 74 | 2022.11.24 00:00 | t/p | 23 | 0.10 | 1.04080 | 1.01080 | 1.04080 | 144.62 | 10749.65 |
| 75 | 2022.11.28 12:00 | sell | 24 | 0.10 | 1.04741 | 0.00000 | 0.00000 | ||
| 76 | 2022.11.28 12:00 | modify | 24 | 0.10 | 1.04741 | 1.06241 | 1.03241 | ||
| 77 | 2022.11.30 00:00 | t/p | 24 | 0.10 | 1.03241 | 1.06241 | 1.03241 | 151.49 | 10901.13 |
| 78 | 2022.12.13 16:00 | sell | 25 | 0.10 | 1.06364 | 0.00000 | 0.00000 | ||
| 79 | 2022.12.13 16:00 | modify | 25 | 0.10 | 1.06364 | 1.07864 | 1.04864 | ||
| 80 | 2023.01.06 00:00 | sell | 26 | 0.10 | 1.05209 | 0.00000 | 0.00000 | ||
| 81 | 2023.01.06 00:00 | modify | 26 | 0.10 | 1.05209 | 1.05614 | 1.04864 | ||
| 82 | 2023.01.06 00:00 | modify | 25 | 0.10 | 1.06364 | 1.05614 | 1.04864 | ||
| 83 | 2023.01.06 16:00 | s/l | 25 | 0.10 | 1.05614 | 1.05614 | 1.04864 | 94.33 | 10995.46 |
| 84 | 2023.01.06 16:00 | s/l | 26 | 0.10 | 1.05614 | 1.05614 | 1.04864 | -40.50 | 10954.96 |
| 85 | 2023.01.09 16:00 | sell | 27 | 0.10 | 1.07402 | 0.00000 | 0.00000 | ||
| 86 | 2023.01.09 16:00 | modify | 27 | 0.10 | 1.07402 | 1.08902 | 1.05902 | ||
| 87 | 2023.01.18 16:00 | s/l | 27 | 0.10 | 1.08902 | 1.08902 | 1.05902 | -143.31 | 10811.65 |
| 88 | 2023.03.01 12:00 | sell | 28 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
| 89 | 2023.03.01 12:00 | modify | 28 | 0.10 | 1.06696 | 1.08196 | 1.05196 | ||
| 90 | 2023.03.07 16:00 | sell | 29 | 0.10 | 1.05853 | 0.00000 | 0.00000 | ||
| 91 | 2023.03.07 16:00 | modify | 29 | 0.10 | 1.05853 | 1.06171 | 1.05196 | ||
| 92 | 2023.03.07 16:00 | modify | 28 | 0.10 | 1.06696 | 1.06171 | 1.05196 | ||
| 93 | 2023.03.10 16:00 | s/l | 28 | 0.10 | 1.06171 | 1.06171 | 1.05196 | 60.68 | 10872.32 |
| 94 | 2023.03.10 16:00 | s/l | 29 | 0.10 | 1.06171 | 1.06171 | 1.05196 | -28.08 | 10844.24 |
| 95 | 2023.03.10 16:00 | sell | 30 | 0.10 | 1.06873 | 0.00000 | 0.00000 | ||
| 96 | 2023.03.10 16:00 | modify | 30 | 0.10 | 1.06873 | 1.08373 | 1.05373 | ||
| 97 | 2023.03.15 16:00 | t/p | 30 | 0.10 | 1.05373 | 1.08373 | 1.05373 | 152.23 | 10996.47 |
| 98 | 2023.03.23 04:00 | sell | 31 | 0.10 | 1.09007 | 0.00000 | 0.00000 | ||
| 99 | 2023.03.23 04:00 | modify | 31 | 0.10 | 1.09007 | 1.10507 | 1.07507 | ||
| 100 | 2023.03.24 12:00 | t/p | 31 | 0.10 | 1.07507 | 1.10507 | 1.07507 | 150.74 | 11147.21 |
| 101 | 2023.03.24 12:00 | buy | 32 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
| 102 | 2023.03.24 12:00 | modify | 32 | 0.10 | 1.07410 | 1.05910 | 1.08910 | ||
| 103 | 2023.03.28 00:00 | buy | 33 | 0.10 | 1.08091 | 0.00000 | 0.00000 | ||
| 104 | 2023.03.28 00:00 | modify | 33 | 0.10 | 1.08091 | 1.07710 | 1.08910 | ||
| 105 | 2023.03.28 00:00 | modify | 32 | 0.10 | 1.07410 | 1.07710 | 1.08910 | ||
| 106 | 2023.03.30 16:00 | t/p | 32 | 0.10 | 1.08910 | 1.07710 | 1.08910 | 143.55 | 11290.76 |
| 107 | 2023.03.30 16:00 | t/p | 33 | 0.10 | 1.08910 | 1.07710 | 1.08910 | 77.60 | 11368.36 |
| 108 | 2023.03.30 16:00 | sell | 34 | 0.10 | 1.08979 | 0.00000 | 0.00000 | ||
| 109 | 2023.03.30 16:00 | modify | 34 | 0.10 | 1.08979 | 1.10479 | 1.07479 | ||
| 110 | 2023.04.13 16:00 | s/l | 34 | 0.10 | 1.10479 | 1.10479 | 1.07479 | -139.59 | 11228.76 |
| 111 | 2023.04.17 16:00 | buy | 35 | 0.10 | 1.09170 | 0.00000 | 0.00000 | ||
| 112 | 2023.04.17 16:00 | modify | 35 | 0.10 | 1.09170 | 1.07670 | 1.10670 | ||
| 113 | 2023.04.21 12:00 | buy | 36 | 0.10 | 1.09845 | 0.00000 | 0.00000 | ||
| 114 | 2023.04.21 12:00 | modify | 36 | 0.10 | 1.09845 | 1.09470 | 1.10670 | ||
| 115 | 2023.04.21 12:00 | modify | 35 | 0.10 | 1.09170 | 1.09470 | 1.10670 | ||
| 116 | 2023.04.21 16:00 | s/l | 35 | 0.10 | 1.09470 | 1.09470 | 1.10670 | 23.55 | 11252.31 |
| 117 | 2023.04.21 16:00 | s/l | 36 | 0.10 | 1.09470 | 1.09470 | 1.10670 | -37.50 | 11214.81 |
| 118 | 2023.04.25 16:00 | buy | 37 | 0.10 | 1.09715 | 0.00000 | 0.00000 | ||
| 119 | 2023.04.25 16:00 | modify | 37 | 0.10 | 1.09715 | 1.08215 | 1.11215 | ||
| 120 | 2023.05.04 04:00 | buy | 38 | 0.10 | 1.10842 | 0.00000 | 0.00000 | ||
| 121 | 2023.05.04 04:00 | modify | 38 | 0.10 | 1.10842 | 1.10465 | 1.11215 | ||
| 122 | 2023.05.04 04:00 | modify | 37 | 0.10 | 1.09715 | 1.10465 | 1.11215 | ||
| 123 | 2023.05.04 12:00 | s/l | 37 | 0.10 | 1.10465 | 1.10465 | 1.11215 | 63.17 | 11277.97 |
| 124 | 2023.05.04 12:00 | s/l | 38 | 0.10 | 1.10465 | 1.10465 | 1.11215 | -37.70 | 11240.27 |
| 125 | 2023.06.15 16:00 | sell | 39 | 0.10 | 1.09326 | 0.00000 | 0.00000 | ||
| 126 | 2023.06.15 16:00 | modify | 39 | 0.10 | 1.09326 | 1.10826 | 1.07826 | ||
| 127 | 2023.06.30 23:59 | close at stop | 39 | 0.10 | 1.09125 | 1.10826 | 1.07826 | 31.25 | 11271.52 |