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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1917 | Ticks modelled | 38019738 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1253.08 | Gross profit | 1715.26 | Gross loss | -462.18 |
| Profit factor | 3.71 | Expected payoff | 39.16 | ||
| Absolute drawdown | 169.88 | Maximal drawdown | 358.28 (3.49%) | Relative drawdown | 3.49% (358.28) |
| Total trades | 32 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 21 (65.62%) | Loss trades (% of total) | 11 (34.38%) | ||
| Largest | profit trade | 155.95 | loss trade | -132.91 | |
| Average | profit trade | 81.68 | loss trade | -42.02 | |
| Maximum | consecutive wins (profit in money) | 5 (430.92) | consecutive losses (loss in money) | 3 (-161.72) | |
| Maximal | consecutive profit (count of wins) | 430.92 (5) | consecutive loss (count of losses) | -161.72 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 14:08 | 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 14:00 | buy | 3 | 0.10 | 1.00053 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.23 14:00 | modify | 3 | 0.10 | 1.00053 | 0.99672 | 1.00947 | ||
| 8 | 2022.08.23 14:00 | modify | 2 | 0.10 | 0.99447 | 0.99672 | 1.00947 | ||
| 9 | 2022.08.23 14:01 | buy | 4 | 0.10 | 1.00197 | 0.00000 | 0.00000 | ||
| 10 | 2022.08.23 14:01 | modify | 4 | 0.10 | 1.00197 | 0.99972 | 1.00947 | ||
| 11 | 2022.08.23 14:01 | modify | 3 | 0.10 | 1.00053 | 0.99972 | 1.00947 | ||
| 12 | 2022.08.23 14:01 | modify | 2 | 0.10 | 0.99447 | 0.99972 | 1.00947 | ||
| 13 | 2022.08.23 14:16 | s/l | 2 | 0.10 | 0.99972 | 0.99972 | 1.00947 | 52.50 | 9927.12 |
| 14 | 2022.08.23 14:16 | s/l | 3 | 0.10 | 0.99972 | 0.99972 | 1.00947 | -8.10 | 9919.02 |
| 15 | 2022.08.23 14:16 | s/l | 4 | 0.10 | 0.99972 | 0.99972 | 1.00947 | -22.50 | 9896.52 |
| 16 | 2022.10.05 00:00 | sell | 5 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
| 17 | 2022.10.05 00:00 | modify | 5 | 0.10 | 0.99839 | 1.01039 | 0.98339 | ||
| 18 | 2022.10.05 08:22 | sell | 6 | 0.10 | 0.99239 | 0.00000 | 0.00000 | ||
| 19 | 2022.10.05 08:22 | modify | 6 | 0.10 | 0.99239 | 0.99614 | 0.98339 | ||
| 20 | 2022.10.05 08:22 | modify | 5 | 0.10 | 0.99839 | 0.99614 | 0.98339 | ||
| 21 | 2022.10.05 11:37 | sell | 7 | 0.10 | 0.99087 | 0.00000 | 0.00000 | ||
| 22 | 2022.10.05 11:37 | modify | 7 | 0.10 | 0.99087 | 0.99314 | 0.98339 | ||
| 23 | 2022.10.05 11:37 | modify | 6 | 0.10 | 0.99239 | 0.99314 | 0.98339 | ||
| 24 | 2022.10.05 11:37 | modify | 5 | 0.10 | 0.99839 | 0.99314 | 0.98339 | ||
| 25 | 2022.10.05 12:45 | sell | 8 | 0.10 | 0.98938 | 0.00000 | 0.00000 | ||
| 26 | 2022.10.05 12:45 | modify | 8 | 0.10 | 0.98938 | 0.99314 | 0.98339 | ||
| 27 | 2022.10.06 13:29 | t/p | 5 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 152.23 | 10048.75 |
| 28 | 2022.10.06 13:29 | t/p | 6 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 92.23 | 10140.98 |
| 29 | 2022.10.06 13:29 | t/p | 7 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 77.03 | 10218.01 |
| 30 | 2022.10.06 13:29 | t/p | 8 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 62.13 | 10280.14 |
| 31 | 2022.10.10 04:00 | buy | 9 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
| 32 | 2022.10.10 04:00 | modify | 9 | 0.10 | 0.97405 | 0.96205 | 0.98905 | ||
| 33 | 2022.10.13 15:40 | buy | 10 | 0.10 | 0.98005 | 0.00000 | 0.00000 | ||
| 34 | 2022.10.13 15:40 | modify | 10 | 0.10 | 0.98005 | 0.97630 | 0.98905 | ||
| 35 | 2022.10.13 15:40 | modify | 9 | 0.10 | 0.97405 | 0.97630 | 0.98905 | ||
| 36 | 2022.10.14 00:18 | s/l | 9 | 0.10 | 0.97630 | 0.97630 | 0.98905 | 16.05 | 10296.19 |
| 37 | 2022.10.14 00:18 | s/l | 10 | 0.10 | 0.97630 | 0.97630 | 0.98905 | -38.58 | 10257.61 |
| 38 | 2022.11.21 16:00 | buy | 11 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 39 | 2022.11.21 16:00 | modify | 11 | 0.10 | 1.02427 | 1.01227 | 1.03927 | ||
| 40 | 2022.11.22 18:51 | buy | 12 | 0.10 | 1.03027 | 0.00000 | 0.00000 | ||
| 41 | 2022.11.22 18:51 | modify | 12 | 0.10 | 1.03027 | 1.02652 | 1.03927 | ||
| 42 | 2022.11.22 18:51 | modify | 11 | 0.10 | 1.02427 | 1.02652 | 1.03927 | ||
| 43 | 2022.11.23 00:02 | buy | 13 | 0.10 | 1.03182 | 0.00000 | 0.00000 | ||
| 44 | 2022.11.23 00:02 | modify | 13 | 0.10 | 1.03182 | 1.02952 | 1.03927 | ||
| 45 | 2022.11.23 00:02 | modify | 12 | 0.10 | 1.03027 | 1.02952 | 1.03927 | ||
| 46 | 2022.11.23 00:02 | modify | 11 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
| 47 | 2022.11.23 05:25 | buy | 14 | 0.10 | 1.03329 | 0.00000 | 0.00000 | ||
| 48 | 2022.11.23 05:25 | modify | 14 | 0.10 | 1.03329 | 1.02952 | 1.03927 | ||
| 49 | 2022.11.23 19:01 | t/p | 11 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 147.85 | 10405.46 |
| 50 | 2022.11.23 19:01 | t/p | 12 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 88.92 | 10494.38 |
| 51 | 2022.11.23 19:01 | t/p | 13 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 74.50 | 10568.88 |
| 52 | 2022.11.23 19:01 | t/p | 14 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 59.80 | 10628.68 |
| 53 | 2023.02.07 00:00 | buy | 15 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
| 54 | 2023.02.07 00:00 | modify | 15 | 0.10 | 1.07318 | 1.06118 | 1.08818 | ||
| 55 | 2023.02.09 13:51 | buy | 16 | 0.10 | 1.07921 | 0.00000 | 0.00000 | ||
| 56 | 2023.02.09 13:51 | modify | 16 | 0.10 | 1.07921 | 1.07543 | 1.08818 | ||
| 57 | 2023.02.09 13:51 | modify | 15 | 0.10 | 1.07318 | 1.07543 | 1.08818 | ||
| 58 | 2023.02.09 16:03 | s/l | 15 | 0.10 | 1.07543 | 1.07543 | 1.08818 | 18.20 | 10646.88 |
| 59 | 2023.02.09 16:03 | s/l | 16 | 0.10 | 1.07543 | 1.07543 | 1.08818 | -37.80 | 10609.08 |
| 60 | 2023.04.14 08:00 | sell | 17 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 61 | 2023.04.14 08:00 | modify | 17 | 0.10 | 1.10653 | 1.11853 | 1.09153 | ||
| 62 | 2023.04.14 14:00 | sell | 18 | 0.10 | 1.10052 | 0.00000 | 0.00000 | ||
| 63 | 2023.04.14 14:00 | modify | 18 | 0.10 | 1.10052 | 1.10428 | 1.09153 | ||
| 64 | 2023.04.14 14:00 | modify | 17 | 0.10 | 1.10653 | 1.10428 | 1.09153 | ||
| 65 | 2023.04.14 15:24 | sell | 19 | 0.10 | 1.09903 | 0.00000 | 0.00000 | ||
| 66 | 2023.04.14 15:24 | modify | 19 | 0.10 | 1.09903 | 1.10128 | 1.09153 | ||
| 67 | 2023.04.14 15:24 | modify | 18 | 0.10 | 1.10052 | 1.10128 | 1.09153 | ||
| 68 | 2023.04.14 15:24 | modify | 17 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 69 | 2023.04.14 15:51 | sell | 20 | 0.10 | 1.09751 | 0.00000 | 0.00000 | ||
| 70 | 2023.04.14 15:51 | modify | 20 | 0.10 | 1.09751 | 1.10128 | 1.09153 | ||
| 71 | 2023.04.17 14:38 | t/p | 17 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.74 | 10759.82 |
| 72 | 2023.04.17 14:38 | t/p | 18 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 90.64 | 10850.47 |
| 73 | 2023.04.17 14:38 | t/p | 19 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 75.74 | 10926.21 |
| 74 | 2023.04.17 14:38 | t/p | 20 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 60.54 | 10986.75 |
| 75 | 2023.04.25 04:00 | sell | 21 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 76 | 2023.04.25 04:00 | modify | 21 | 0.10 | 1.10528 | 1.11728 | 1.09028 | ||
| 77 | 2023.04.25 14:10 | sell | 22 | 0.10 | 1.09928 | 0.00000 | 0.00000 | ||
| 78 | 2023.04.25 14:10 | modify | 22 | 0.10 | 1.09928 | 1.10303 | 1.09028 | ||
| 79 | 2023.04.25 14:10 | modify | 21 | 0.10 | 1.10528 | 1.10303 | 1.09028 | ||
| 80 | 2023.04.25 14:53 | sell | 23 | 0.10 | 1.09775 | 0.00000 | 0.00000 | ||
| 81 | 2023.04.25 14:53 | modify | 23 | 0.10 | 1.09775 | 1.10003 | 1.09028 | ||
| 82 | 2023.04.25 14:53 | modify | 22 | 0.10 | 1.09928 | 1.10003 | 1.09028 | ||
| 83 | 2023.04.25 14:53 | modify | 21 | 0.10 | 1.10528 | 1.10003 | 1.09028 | ||
| 84 | 2023.04.26 06:35 | s/l | 21 | 0.10 | 1.10003 | 1.10003 | 1.09028 | 53.24 | 11040.00 |
| 85 | 2023.04.26 06:35 | s/l | 22 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -6.76 | 11033.24 |
| 86 | 2023.04.26 06:35 | s/l | 23 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -22.06 | 11011.18 |
| 87 | 2023.05.15 00:00 | buy | 24 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 88 | 2023.05.15 00:00 | modify | 24 | 0.10 | 1.08556 | 1.07356 | 1.10056 | ||
| 89 | 2023.05.25 04:46 | s/l | 24 | 0.10 | 1.07356 | 1.07356 | 1.10056 | -132.91 | 10878.27 |
| 90 | 2023.06.16 00:00 | sell | 25 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
| 91 | 2023.06.16 00:00 | modify | 25 | 0.10 | 1.09455 | 1.10655 | 1.07955 | ||
| 92 | 2023.06.23 07:18 | sell | 26 | 0.10 | 1.08851 | 0.00000 | 0.00000 | ||
| 93 | 2023.06.23 07:18 | modify | 26 | 0.10 | 1.08851 | 1.09230 | 1.07955 | ||
| 94 | 2023.06.23 07:18 | modify | 25 | 0.10 | 1.09455 | 1.09230 | 1.07955 | ||
| 95 | 2023.06.23 07:30 | sell | 27 | 0.10 | 1.08703 | 0.00000 | 0.00000 | ||
| 96 | 2023.06.23 07:30 | modify | 27 | 0.10 | 1.08703 | 1.08930 | 1.07955 | ||
| 97 | 2023.06.23 07:30 | modify | 26 | 0.10 | 1.08851 | 1.08930 | 1.07955 | ||
| 98 | 2023.06.23 07:30 | modify | 25 | 0.10 | 1.09455 | 1.08930 | 1.07955 | ||
| 99 | 2023.06.23 07:30 | sell | 28 | 0.10 | 1.08555 | 0.00000 | 0.00000 | ||
| 100 | 2023.06.23 07:30 | modify | 28 | 0.10 | 1.08555 | 1.08930 | 1.07955 | ||
| 101 | 2023.06.23 12:17 | s/l | 25 | 0.10 | 1.08930 | 1.08930 | 1.07955 | 57.70 | 10935.98 |
| 102 | 2023.06.23 12:17 | s/l | 26 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -7.90 | 10928.08 |
| 103 | 2023.06.23 12:17 | s/l | 27 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -22.70 | 10905.38 |
| 104 | 2023.06.23 12:17 | s/l | 28 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -37.50 | 10867.88 |
| 105 | 2023.07.14 00:00 | sell | 29 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 106 | 2023.07.14 00:00 | modify | 29 | 0.10 | 1.12235 | 1.13435 | 1.10735 | ||
| 107 | 2023.07.20 14:17 | sell | 30 | 0.10 | 1.11634 | 0.00000 | 0.00000 | ||
| 108 | 2023.07.20 14:17 | modify | 30 | 0.10 | 1.11634 | 1.12010 | 1.10735 | ||
| 109 | 2023.07.20 14:17 | modify | 29 | 0.10 | 1.12235 | 1.12010 | 1.10735 | ||
| 110 | 2023.07.20 14:30 | sell | 31 | 0.10 | 1.11485 | 0.00000 | 0.00000 | ||
| 111 | 2023.07.20 14:30 | modify | 31 | 0.10 | 1.11485 | 1.11710 | 1.10735 | ||
| 112 | 2023.07.20 14:30 | modify | 30 | 0.10 | 1.11634 | 1.11710 | 1.10735 | ||
| 113 | 2023.07.20 14:30 | modify | 29 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
| 114 | 2023.07.20 15:48 | sell | 32 | 0.10 | 1.11334 | 0.00000 | 0.00000 | ||
| 115 | 2023.07.20 15:48 | modify | 32 | 0.10 | 1.11334 | 1.11710 | 1.10735 | ||
| 116 | 2023.07.24 08:37 | t/p | 29 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 155.95 | 11023.82 |
| 117 | 2023.07.24 08:37 | t/p | 30 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 91.39 | 11115.21 |
| 118 | 2023.07.24 08:37 | t/p | 31 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 76.49 | 11191.70 |
| 119 | 2023.07.24 08:37 | t/p | 32 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 61.39 | 11253.08 |