Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=19; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 39721497 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 449.56 | Gross profit | 717.97 | Gross loss | -268.40 |
| Profit factor | 2.67 | Expected payoff | 17.29 | ||
| Absolute drawdown | 7.20 | Maximal drawdown | 187.16 (1.77%) | Relative drawdown | 1.77% (187.16) |
| Total trades | 26 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 15 (57.69%) | Loss trades (% of total) | 11 (42.31%) | ||
| Largest | profit trade | 98.51 | loss trade | -58.62 | |
| Average | profit trade | 47.86 | loss trade | -24.40 | |
| Maximum | consecutive wins (profit in money) | 5 (295.77) | consecutive losses (loss in money) | 4 (-151.93) | |
| Maximal | consecutive profit (count of wins) | 295.77 (5) | consecutive loss (count of losses) | -151.93 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.09 20:00 | buy | 1 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
| 2 | 2022.09.09 20:00 | modify | 1 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
| 3 | 2022.09.11 21:10 | buy | 2 | 0.10 | 1.47777 | 0.00000 | 0.00000 | ||
| 4 | 2022.09.11 21:10 | modify | 2 | 0.10 | 1.47777 | 1.47546 | 1.48296 | ||
| 5 | 2022.09.11 21:10 | modify | 1 | 0.10 | 1.46796 | 1.47546 | 1.48296 | ||
| 6 | 2022.09.11 21:19 | s/l | 1 | 0.10 | 1.47546 | 1.47546 | 1.48296 | 49.10 | 10049.10 |
| 7 | 2022.09.11 21:19 | s/l | 2 | 0.10 | 1.47546 | 1.47546 | 1.48296 | -15.12 | 10033.98 |
| 8 | 2022.10.04 20:00 | sell | 3 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
| 9 | 2022.10.04 20:00 | modify | 3 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
| 10 | 2022.10.05 14:40 | sell | 4 | 0.10 | 1.53012 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.05 14:40 | modify | 4 | 0.10 | 1.53012 | 1.53537 | 1.52112 | ||
| 12 | 2022.10.05 14:40 | modify | 3 | 0.10 | 1.53612 | 1.53537 | 1.52112 | ||
| 13 | 2022.10.05 14:46 | sell | 5 | 0.10 | 1.52936 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.05 14:46 | modify | 5 | 0.10 | 1.52936 | 1.53237 | 1.52112 | ||
| 15 | 2022.10.05 14:46 | modify | 4 | 0.10 | 1.53012 | 1.53237 | 1.52112 | ||
| 16 | 2022.10.05 14:46 | modify | 3 | 0.10 | 1.53612 | 1.53237 | 1.52112 | ||
| 17 | 2022.10.05 15:28 | sell | 6 | 0.10 | 1.52637 | 0.00000 | 0.00000 | ||
| 18 | 2022.10.05 15:28 | modify | 6 | 0.10 | 1.52637 | 1.52862 | 1.52112 | ||
| 19 | 2022.10.05 15:28 | modify | 5 | 0.10 | 1.52936 | 1.52862 | 1.52112 | ||
| 20 | 2022.10.05 15:28 | modify | 4 | 0.10 | 1.53012 | 1.52862 | 1.52112 | ||
| 21 | 2022.10.05 15:28 | modify | 3 | 0.10 | 1.53612 | 1.52862 | 1.52112 | ||
| 22 | 2022.10.05 19:06 | t/p | 3 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 98.51 | 10132.49 |
| 23 | 2022.10.05 19:06 | t/p | 4 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 58.93 | 10191.42 |
| 24 | 2022.10.05 19:06 | t/p | 5 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 53.95 | 10245.37 |
| 25 | 2022.10.05 19:06 | t/p | 6 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 34.37 | 10279.74 |
| 26 | 2022.11.09 20:00 | sell | 7 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
| 27 | 2022.11.09 20:00 | modify | 7 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
| 28 | 2022.11.10 13:30 | sell | 8 | 0.10 | 1.54715 | 0.00000 | 0.00000 | ||
| 29 | 2022.11.10 13:30 | modify | 8 | 0.10 | 1.54715 | 1.54960 | 1.54210 | ||
| 30 | 2022.11.10 13:30 | modify | 7 | 0.10 | 1.55710 | 1.54960 | 1.54210 | ||
| 31 | 2022.11.10 13:30 | s/l | 7 | 0.10 | 1.54960 | 1.54960 | 1.54210 | 50.01 | 10329.75 |
| 32 | 2022.11.10 13:30 | s/l | 8 | 0.10 | 1.54960 | 1.54960 | 1.54210 | -16.05 | 10313.70 |
| 33 | 2022.12.12 20:00 | sell | 9 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
| 34 | 2022.12.12 20:00 | modify | 9 | 0.10 | 1.56069 | 1.56969 | 1.54569 | ||
| 35 | 2022.12.13 12:26 | sell | 10 | 0.10 | 1.55469 | 0.00000 | 0.00000 | ||
| 36 | 2022.12.13 12:26 | modify | 10 | 0.10 | 1.55469 | 1.55994 | 1.54569 | ||
| 37 | 2022.12.13 12:26 | modify | 9 | 0.10 | 1.56069 | 1.55994 | 1.54569 | ||
| 38 | 2022.12.13 13:01 | sell | 11 | 0.10 | 1.55394 | 0.00000 | 0.00000 | ||
| 39 | 2022.12.13 13:01 | modify | 11 | 0.10 | 1.55394 | 1.55694 | 1.54569 | ||
| 40 | 2022.12.13 13:01 | modify | 10 | 0.10 | 1.55469 | 1.55694 | 1.54569 | ||
| 41 | 2022.12.13 13:01 | modify | 9 | 0.10 | 1.56069 | 1.55694 | 1.54569 | ||
| 42 | 2022.12.13 13:29 | s/l | 9 | 0.10 | 1.55694 | 1.55694 | 1.54569 | 24.85 | 10338.56 |
| 43 | 2022.12.13 13:29 | s/l | 10 | 0.10 | 1.55694 | 1.55694 | 1.54569 | -14.73 | 10323.83 |
| 44 | 2022.12.13 13:29 | s/l | 11 | 0.10 | 1.55694 | 1.55694 | 1.54569 | -19.64 | 10304.19 |
| 45 | 2023.02.27 20:00 | sell | 12 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
| 46 | 2023.02.27 20:00 | modify | 12 | 0.10 | 1.57482 | 1.58382 | 1.55982 | ||
| 47 | 2023.03.01 04:03 | sell | 13 | 0.10 | 1.56880 | 0.00000 | 0.00000 | ||
| 48 | 2023.03.01 04:03 | modify | 13 | 0.10 | 1.56880 | 1.57407 | 1.55982 | ||
| 49 | 2023.03.01 04:03 | modify | 12 | 0.10 | 1.57482 | 1.57407 | 1.55982 | ||
| 50 | 2023.03.01 05:12 | sell | 14 | 0.10 | 1.56801 | 0.00000 | 0.00000 | ||
| 51 | 2023.03.01 05:12 | modify | 14 | 0.10 | 1.56801 | 1.57107 | 1.55982 | ||
| 52 | 2023.03.01 05:12 | modify | 13 | 0.10 | 1.56880 | 1.57107 | 1.55982 | ||
| 53 | 2023.03.01 05:12 | modify | 12 | 0.10 | 1.57482 | 1.57107 | 1.55982 | ||
| 54 | 2023.03.01 07:31 | s/l | 12 | 0.10 | 1.57107 | 1.57107 | 1.55982 | 25.15 | 10329.33 |
| 55 | 2023.03.01 07:31 | s/l | 13 | 0.10 | 1.57107 | 1.57107 | 1.55982 | -14.86 | 10314.47 |
| 56 | 2023.03.01 07:31 | s/l | 14 | 0.10 | 1.57107 | 1.57107 | 1.55982 | -20.04 | 10294.43 |
| 57 | 2023.04.03 20:00 | buy | 15 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 58 | 2023.04.03 20:00 | modify | 15 | 0.10 | 1.60669 | 1.59769 | 1.62169 | ||
| 59 | 2023.04.04 06:07 | buy | 16 | 0.10 | 1.61269 | 0.00000 | 0.00000 | ||
| 60 | 2023.04.04 06:07 | modify | 16 | 0.10 | 1.61269 | 1.60744 | 1.62169 | ||
| 61 | 2023.04.04 06:07 | modify | 15 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
| 62 | 2023.04.04 07:04 | buy | 17 | 0.10 | 1.61344 | 0.00000 | 0.00000 | ||
| 63 | 2023.04.04 07:04 | modify | 17 | 0.10 | 1.61344 | 1.61044 | 1.62169 | ||
| 64 | 2023.04.04 07:04 | modify | 16 | 0.10 | 1.61269 | 1.61044 | 1.62169 | ||
| 65 | 2023.04.04 07:04 | modify | 15 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
| 66 | 2023.04.04 07:34 | buy | 18 | 0.10 | 1.61646 | 0.00000 | 0.00000 | ||
| 67 | 2023.04.04 07:34 | modify | 18 | 0.10 | 1.61646 | 1.61419 | 1.62169 | ||
| 68 | 2023.04.04 07:34 | modify | 17 | 0.10 | 1.61344 | 1.61419 | 1.62169 | ||
| 69 | 2023.04.04 07:34 | modify | 16 | 0.10 | 1.61269 | 1.61419 | 1.62169 | ||
| 70 | 2023.04.04 07:34 | modify | 15 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
| 71 | 2023.04.04 14:20 | t/p | 15 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 97.56 | 10391.99 |
| 72 | 2023.04.04 14:20 | t/p | 16 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 58.92 | 10450.91 |
| 73 | 2023.04.04 14:20 | t/p | 17 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 54.01 | 10504.92 |
| 74 | 2023.04.04 14:20 | t/p | 18 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 34.24 | 10539.16 |
| 75 | 2023.04.06 20:00 | sell | 19 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
| 76 | 2023.04.06 20:00 | modify | 19 | 0.10 | 1.63696 | 1.64596 | 1.62196 | ||
| 77 | 2023.04.11 04:12 | sell | 20 | 0.10 | 1.63095 | 0.00000 | 0.00000 | ||
| 78 | 2023.04.11 04:12 | modify | 20 | 0.10 | 1.63095 | 1.63621 | 1.62196 | ||
| 79 | 2023.04.11 04:12 | modify | 19 | 0.10 | 1.63696 | 1.63621 | 1.62196 | ||
| 80 | 2023.04.11 06:34 | sell | 21 | 0.10 | 1.63017 | 0.00000 | 0.00000 | ||
| 81 | 2023.04.11 06:34 | modify | 21 | 0.10 | 1.63017 | 1.63321 | 1.62196 | ||
| 82 | 2023.04.11 06:34 | modify | 20 | 0.10 | 1.63095 | 1.63321 | 1.62196 | ||
| 83 | 2023.04.11 06:34 | modify | 19 | 0.10 | 1.63696 | 1.63321 | 1.62196 | ||
| 84 | 2023.04.11 07:02 | s/l | 19 | 0.10 | 1.63321 | 1.63321 | 1.62196 | 25.46 | 10564.62 |
| 85 | 2023.04.11 07:02 | s/l | 20 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -14.80 | 10549.82 |
| 86 | 2023.04.11 07:02 | s/l | 21 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -19.91 | 10529.91 |
| 87 | 2023.04.24 20:00 | sell | 22 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
| 88 | 2023.04.24 20:00 | modify | 22 | 0.10 | 1.64959 | 1.65859 | 1.63459 | ||
| 89 | 2023.04.25 13:54 | s/l | 22 | 0.10 | 1.65859 | 1.65859 | 1.63459 | -58.61 | 10471.30 |
| 90 | 2023.06.22 20:00 | sell | 23 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
| 91 | 2023.06.22 20:00 | modify | 23 | 0.10 | 1.62150 | 1.63050 | 1.60650 | ||
| 92 | 2023.06.23 03:04 | s/l | 23 | 0.10 | 1.63050 | 1.63050 | 1.60650 | -58.62 | 10412.69 |
| 93 | 2023.07.25 20:00 | buy | 24 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 94 | 2023.07.25 20:00 | modify | 24 | 0.10 | 1.62829 | 1.61929 | 1.64329 | ||
| 95 | 2023.07.26 01:30 | buy | 25 | 0.10 | 1.63511 | 0.00000 | 0.00000 | ||
| 96 | 2023.07.26 01:30 | modify | 25 | 0.10 | 1.63511 | 1.63204 | 1.64329 | ||
| 97 | 2023.07.26 01:30 | modify | 24 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
| 98 | 2023.07.26 01:30 | buy | 26 | 0.10 | 1.63824 | 0.00000 | 0.00000 | ||
| 99 | 2023.07.26 01:30 | modify | 26 | 0.10 | 1.63824 | 1.63579 | 1.64329 | ||
| 100 | 2023.07.26 01:30 | modify | 25 | 0.10 | 1.63511 | 1.63579 | 1.64329 | ||
| 101 | 2023.07.26 01:30 | modify | 24 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
| 102 | 2023.07.26 01:50 | s/l | 24 | 0.10 | 1.63579 | 1.63579 | 1.64329 | 48.46 | 10461.14 |
| 103 | 2023.07.26 01:50 | s/l | 25 | 0.10 | 1.63579 | 1.63579 | 1.64329 | 4.45 | 10465.59 |
| 104 | 2023.07.26 01:50 | s/l | 26 | 0.10 | 1.63579 | 1.63579 | 1.64329 | -16.03 | 10449.56 |