Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79244 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1159.05 | Gross profit | 1608.87 | Gross loss | -449.82 |
| Profit factor | 3.58 | Expected payoff | 41.39 | ||
| Absolute drawdown | 169.88 | Maximal drawdown | 288.28 (2.83%) | Relative drawdown | 2.83% (288.28) |
| Total trades | 28 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
| Largest | profit trade | 155.95 | loss trade | -132.91 | |
| Average | profit trade | 80.44 | loss trade | -56.23 | |
| Maximum | consecutive wins (profit in money) | 5 (426.02) | consecutive losses (loss in money) | 2 (-157.47) | |
| Maximal | consecutive profit (count of wins) | 426.02 (5) | consecutive loss (count of losses) | -157.47 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.16 00:00 | buy | 1 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.16 00:00 | modify | 1 | 0.10 | 1.01644 | 1.00444 | 1.03144 | ||
| 3 | 2022.08.19 14:40 | s/l | 1 | 0.10 | 1.00444 | 1.00444 | 1.03144 | -125.38 | 9874.62 |
| 4 | 2022.08.23 04:00 | buy | 2 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.23 04:00 | modify | 2 | 0.10 | 0.99447 | 0.98247 | 1.00947 | ||
| 6 | 2022.08.23 14:15 | buy | 3 | 0.10 | 1.00211 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.23 14:15 | modify | 3 | 0.10 | 1.00211 | 0.99972 | 1.00947 | ||
| 8 | 2022.08.23 14:15 | modify | 2 | 0.10 | 0.99447 | 0.99972 | 1.00947 | ||
| 9 | 2022.08.23 14:30 | s/l | 2 | 0.10 | 0.99972 | 0.99972 | 1.00947 | 52.50 | 9927.12 |
| 10 | 2022.08.23 14:30 | s/l | 3 | 0.10 | 0.99972 | 0.99972 | 1.00947 | -23.90 | 9903.22 |
| 11 | 2022.10.05 00:00 | sell | 4 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 12 | 2022.10.05 00:00 | modify | 4 | 0.10 | 0.99839 | 1.01039 | 0.98339 | ||
| 13 | 2022.10.05 08:15 | sell | 5 | 0.10 | 0.99230 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.05 08:15 | modify | 5 | 0.10 | 0.99230 | 0.99614 | 0.98339 | ||
| 15 | 2022.10.05 08:15 | modify | 4 | 0.10 | 0.99839 | 0.99614 | 0.98339 | ||
| 16 | 2022.10.05 12:15 | sell | 6 | 0.10 | 0.98919 | 0.00000 | 0.00000 | ||
| 17 | 2022.10.05 12:15 | modify | 6 | 0.10 | 0.98919 | 0.99314 | 0.98339 | ||
| 18 | 2022.10.05 12:15 | modify | 5 | 0.10 | 0.99230 | 0.99314 | 0.98339 | ||
| 19 | 2022.10.05 12:15 | modify | 4 | 0.10 | 0.99839 | 0.99314 | 0.98339 | ||
| 20 | 2022.10.05 23:45 | sell | 7 | 0.10 | 0.99076 | 0.00000 | 0.00000 | ||
| 21 | 2022.10.05 23:45 | modify | 7 | 0.10 | 0.99076 | 0.99314 | 0.98339 | ||
| 22 | 2022.10.06 13:40 | t/p | 4 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 152.23 | 10055.45 |
| 23 | 2022.10.06 13:40 | t/p | 5 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 91.33 | 10146.78 |
| 24 | 2022.10.06 13:40 | t/p | 6 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 60.23 | 10207.01 |
| 25 | 2022.10.06 13:40 | t/p | 7 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 75.93 | 10282.94 |
| 26 | 2022.10.10 04:00 | buy | 8 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 27 | 2022.10.10 04:00 | modify | 8 | 0.10 | 0.97405 | 0.96205 | 0.98905 | ||
| 28 | 2022.10.13 15:40 | buy | 9 | 0.10 | 0.98020 | 0.00000 | 0.00000 | ||
| 29 | 2022.10.13 15:40 | modify | 9 | 0.10 | 0.98020 | 0.97630 | 0.98905 | ||
| 30 | 2022.10.13 15:40 | modify | 8 | 0.10 | 0.97405 | 0.97630 | 0.98905 | ||
| 31 | 2022.10.14 00:15 | s/l | 8 | 0.10 | 0.97630 | 0.97630 | 0.98905 | 16.05 | 10298.99 |
| 32 | 2022.10.14 00:15 | s/l | 9 | 0.10 | 0.97630 | 0.97630 | 0.98905 | -40.08 | 10258.91 |
| 33 | 2022.11.21 16:00 | buy | 10 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.21 16:00 | modify | 10 | 0.10 | 1.02427 | 1.01227 | 1.03927 | ||
| 35 | 2022.11.22 20:30 | buy | 11 | 0.10 | 1.03043 | 0.00000 | 0.00000 | ||
| 36 | 2022.11.22 20:30 | modify | 11 | 0.10 | 1.03043 | 1.02652 | 1.03927 | ||
| 37 | 2022.11.22 20:30 | modify | 10 | 0.10 | 1.02427 | 1.02652 | 1.03927 | ||
| 38 | 2022.11.23 02:20 | buy | 12 | 0.10 | 1.03186 | 0.00000 | 0.00000 | ||
| 39 | 2022.11.23 02:20 | modify | 12 | 0.10 | 1.03186 | 1.02952 | 1.03927 | ||
| 40 | 2022.11.23 02:20 | modify | 11 | 0.10 | 1.03043 | 1.02952 | 1.03927 | ||
| 41 | 2022.11.23 02:20 | modify | 10 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
| 42 | 2022.11.23 05:40 | buy | 13 | 0.10 | 1.03339 | 0.00000 | 0.00000 | ||
| 43 | 2022.11.23 05:40 | modify | 13 | 0.10 | 1.03339 | 1.02952 | 1.03927 | ||
| 44 | 2022.11.23 19:30 | t/p | 10 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 147.85 | 10406.76 |
| 45 | 2022.11.23 19:30 | t/p | 11 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 87.32 | 10494.08 |
| 46 | 2022.11.23 19:30 | t/p | 12 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 74.10 | 10568.18 |
| 47 | 2022.11.23 19:30 | t/p | 13 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 58.80 | 10626.98 |
| 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 | 2023.02.09 13:40 | buy | 15 | 0.10 | 1.07930 | 0.00000 | 0.00000 | ||
| 51 | 2023.02.09 13:40 | modify | 15 | 0.10 | 1.07930 | 1.07543 | 1.08818 | ||
| 52 | 2023.02.09 13:40 | modify | 14 | 0.10 | 1.07318 | 1.07543 | 1.08818 | ||
| 53 | 2023.02.09 16:30 | s/l | 14 | 0.10 | 1.07543 | 1.07543 | 1.08818 | 18.20 | 10645.18 |
| 54 | 2023.02.09 16:30 | s/l | 15 | 0.10 | 1.07543 | 1.07543 | 1.08818 | -38.70 | 10606.48 |
| 55 | 2023.04.14 08:00 | sell | 16 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 56 | 2023.04.14 08:00 | modify | 16 | 0.10 | 1.10653 | 1.11853 | 1.09153 | ||
| 57 | 2023.04.14 15:10 | sell | 17 | 0.10 | 1.10032 | 0.00000 | 0.00000 | ||
| 58 | 2023.04.14 15:10 | modify | 17 | 0.10 | 1.10032 | 1.10428 | 1.09153 | ||
| 59 | 2023.04.14 15:10 | modify | 16 | 0.10 | 1.10653 | 1.10428 | 1.09153 | ||
| 60 | 2023.04.14 15:30 | sell | 18 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
| 61 | 2023.04.14 15:30 | modify | 18 | 0.10 | 1.09875 | 1.10128 | 1.09153 | ||
| 62 | 2023.04.14 15:30 | modify | 17 | 0.10 | 1.10032 | 1.10128 | 1.09153 | ||
| 63 | 2023.04.14 15:30 | modify | 16 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 64 | 2023.04.14 15:40 | sell | 19 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 65 | 2023.04.14 15:40 | modify | 19 | 0.10 | 1.09750 | 1.10128 | 1.09153 | ||
| 66 | 2023.04.17 14:40 | t/p | 16 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.74 | 10757.22 |
| 67 | 2023.04.17 14:40 | t/p | 17 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 88.64 | 10845.87 |
| 68 | 2023.04.17 14:40 | t/p | 18 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 72.94 | 10918.81 |
| 69 | 2023.04.17 14:40 | t/p | 19 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 60.44 | 10979.25 |
| 70 | 2023.04.25 04:00 | sell | 20 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 71 | 2023.04.25 04:00 | modify | 20 | 0.10 | 1.10528 | 1.11728 | 1.09028 | ||
| 72 | 2023.04.25 14:40 | sell | 21 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 73 | 2023.04.25 14:40 | modify | 21 | 0.10 | 1.09750 | 1.10003 | 1.09028 | ||
| 74 | 2023.04.25 14:40 | modify | 20 | 0.10 | 1.10528 | 1.10003 | 1.09028 | ||
| 75 | 2023.04.26 06:30 | s/l | 20 | 0.10 | 1.10003 | 1.10003 | 1.09028 | 53.24 | 11032.50 |
| 76 | 2023.04.26 06:30 | s/l | 21 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -24.56 | 11007.94 |
| 77 | 2023.05.15 00:00 | buy | 22 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 78 | 2023.05.15 00:00 | modify | 22 | 0.10 | 1.08556 | 1.07356 | 1.10056 | ||
| 79 | 2023.05.25 04:30 | s/l | 22 | 0.10 | 1.07356 | 1.07356 | 1.10056 | -132.91 | 10875.03 |
| 80 | 2023.06.16 00:00 | sell | 23 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
| 81 | 2023.06.16 00:00 | modify | 23 | 0.10 | 1.09455 | 1.10655 | 1.07955 | ||
| 82 | 2023.06.23 07:40 | sell | 24 | 0.10 | 1.08532 | 0.00000 | 0.00000 | ||
| 83 | 2023.06.23 07:40 | modify | 24 | 0.10 | 1.08532 | 1.08930 | 1.07955 | ||
| 84 | 2023.06.23 07:40 | modify | 23 | 0.10 | 1.09455 | 1.08930 | 1.07955 | ||
| 85 | 2023.06.23 07:59 | sell | 25 | 0.10 | 1.08685 | 0.00000 | 0.00000 | ||
| 86 | 2023.06.23 07:59 | modify | 25 | 0.10 | 1.08685 | 1.08930 | 1.07955 | ||
| 87 | 2023.06.23 12:30 | s/l | 23 | 0.10 | 1.08930 | 1.08930 | 1.07955 | 57.70 | 10932.73 |
| 88 | 2023.06.23 12:30 | s/l | 24 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -39.80 | 10892.93 |
| 89 | 2023.06.23 12:30 | s/l | 25 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -24.50 | 10868.43 |
| 90 | 2023.07.14 00:00 | sell | 26 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 91 | 2023.07.14 00:00 | modify | 26 | 0.10 | 1.12235 | 1.13435 | 1.10735 | ||
| 92 | 2023.07.20 14:55 | sell | 27 | 0.10 | 1.11467 | 0.00000 | 0.00000 | ||
| 93 | 2023.07.20 14:55 | modify | 27 | 0.10 | 1.11467 | 1.11710 | 1.10735 | ||
| 94 | 2023.07.20 14:55 | modify | 26 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
| 95 | 2023.07.20 15:40 | sell | 28 | 0.10 | 1.11320 | 0.00000 | 0.00000 | ||
| 96 | 2023.07.20 15:40 | modify | 28 | 0.10 | 1.11320 | 1.11710 | 1.10735 | ||
| 97 | 2023.07.24 08:40 | t/p | 26 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 155.95 | 11024.38 |
| 98 | 2023.07.24 08:40 | t/p | 27 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 74.69 | 11099.07 |
| 99 | 2023.07.24 08:40 | t/p | 28 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 59.99 | 11159.05 |