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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 80019 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1037.65 | Gross profit | 1297.37 | Gross loss | -259.72 |
| Profit factor | 5.00 | Expected payoff | 31.44 | ||
| Absolute drawdown | 41.05 | Maximal drawdown | 164.20 (1.58%) | Relative drawdown | 1.58% (164.20) |
| Total trades | 33 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 14 (85.71%) |
| Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
| Largest | profit trade | 99.72 | loss trade | -66.08 | |
| Average | profit trade | 51.89 | loss trade | -32.47 | |
| Maximum | consecutive wins (profit in money) | 6 (371.69) | consecutive losses (loss in money) | 2 (-132.17) | |
| Maximal | consecutive profit (count of wins) | 371.69 (6) | consecutive loss (count of losses) | -132.17 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.17 12:00 | sell | 1 | 0.10 | 1.46541 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.17 12:00 | modify | 1 | 0.10 | 1.46541 | 1.47541 | 1.45041 | ||
| 3 | 2022.08.19 08:35 | sell | 2 | 0.10 | 1.46090 | 0.00000 | 0.00000 | ||
| 4 | 2022.08.19 08:35 | modify | 2 | 0.10 | 1.46090 | 1.46391 | 1.45041 | ||
| 5 | 2022.08.19 08:35 | modify | 1 | 0.10 | 1.46541 | 1.46391 | 1.45041 | ||
| 6 | 2022.08.22 01:55 | sell | 3 | 0.10 | 1.45619 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.22 01:55 | modify | 3 | 0.10 | 1.45619 | 1.46091 | 1.45041 | ||
| 8 | 2022.08.22 01:55 | modify | 2 | 0.10 | 1.46090 | 1.46091 | 1.45041 | ||
| 9 | 2022.08.22 01:55 | modify | 1 | 0.10 | 1.46541 | 1.46091 | 1.45041 | ||
| 10 | 2022.08.22 03:45 | sell | 4 | 0.10 | 1.45543 | 0.00000 | 0.00000 | ||
| 11 | 2022.08.22 03:45 | modify | 4 | 0.10 | 1.45543 | 1.45941 | 1.45041 | ||
| 12 | 2022.08.22 03:45 | modify | 3 | 0.10 | 1.45619 | 1.45941 | 1.45041 | ||
| 13 | 2022.08.22 03:45 | modify | 2 | 0.10 | 1.46090 | 1.45941 | 1.45041 | ||
| 14 | 2022.08.22 03:45 | modify | 1 | 0.10 | 1.46541 | 1.45941 | 1.45041 | ||
| 15 | 2022.08.22 08:53 | t/p | 1 | 0.10 | 1.45041 | 1.45941 | 1.45041 | 99.72 | 10099.72 |
| 16 | 2022.08.22 08:53 | t/p | 2 | 0.10 | 1.45041 | 1.45941 | 1.45041 | 68.98 | 10168.70 |
| 17 | 2022.08.22 08:53 | t/p | 3 | 0.10 | 1.45041 | 1.45941 | 1.45041 | 37.84 | 10206.54 |
| 18 | 2022.08.22 08:53 | t/p | 4 | 0.10 | 1.45041 | 1.45941 | 1.45041 | 32.87 | 10239.41 |
| 19 | 2022.08.29 12:00 | sell | 5 | 0.10 | 1.45387 | 0.00000 | 0.00000 | ||
| 20 | 2022.08.29 12:00 | modify | 5 | 0.10 | 1.45387 | 1.46387 | 1.43887 | ||
| 21 | 2022.08.29 13:50 | sell | 6 | 0.10 | 1.44922 | 0.00000 | 0.00000 | ||
| 22 | 2022.08.29 13:50 | modify | 6 | 0.10 | 1.44922 | 1.45237 | 1.43887 | ||
| 23 | 2022.08.29 13:50 | modify | 5 | 0.10 | 1.45387 | 1.45237 | 1.43887 | ||
| 24 | 2022.08.30 03:06 | s/l | 5 | 0.10 | 1.45237 | 1.45237 | 1.43887 | 10.12 | 10249.53 |
| 25 | 2022.08.30 03:06 | s/l | 6 | 0.10 | 1.45237 | 1.45237 | 1.43887 | -20.32 | 10229.22 |
| 26 | 2022.11.28 12:00 | sell | 7 | 0.10 | 1.56053 | 0.00000 | 0.00000 | ||
| 27 | 2022.11.28 12:00 | modify | 7 | 0.10 | 1.56053 | 1.57053 | 1.54553 | ||
| 28 | 2022.11.28 16:50 | sell | 8 | 0.10 | 1.55144 | 0.00000 | 0.00000 | ||
| 29 | 2022.11.28 16:50 | modify | 8 | 0.10 | 1.55144 | 1.55603 | 1.54553 | ||
| 30 | 2022.11.28 16:50 | modify | 7 | 0.10 | 1.56053 | 1.55603 | 1.54553 | ||
| 31 | 2022.11.28 17:15 | sell | 9 | 0.10 | 1.55065 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.28 17:15 | modify | 9 | 0.10 | 1.55065 | 1.55453 | 1.54553 | ||
| 33 | 2022.11.28 17:15 | modify | 8 | 0.10 | 1.55144 | 1.55453 | 1.54553 | ||
| 34 | 2022.11.28 17:15 | modify | 7 | 0.10 | 1.56053 | 1.55453 | 1.54553 | ||
| 35 | 2022.11.28 18:40 | s/l | 7 | 0.10 | 1.55453 | 1.55453 | 1.54553 | 39.27 | 10268.49 |
| 36 | 2022.11.28 18:40 | s/l | 8 | 0.10 | 1.55453 | 1.55453 | 1.54553 | -20.23 | 10248.26 |
| 37 | 2022.11.28 18:40 | s/l | 9 | 0.10 | 1.55453 | 1.55453 | 1.54553 | -25.40 | 10222.86 |
| 38 | 2023.02.03 16:00 | sell | 10 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
| 39 | 2023.02.03 16:00 | modify | 10 | 0.10 | 1.55647 | 1.56647 | 1.54147 | ||
| 40 | 2023.02.07 02:50 | sell | 11 | 0.10 | 1.55195 | 0.00000 | 0.00000 | ||
| 41 | 2023.02.07 02:50 | modify | 11 | 0.10 | 1.55195 | 1.55497 | 1.54147 | ||
| 42 | 2023.02.07 02:50 | modify | 10 | 0.10 | 1.55647 | 1.55497 | 1.54147 | ||
| 43 | 2023.02.07 04:05 | sell | 12 | 0.10 | 1.54654 | 0.00000 | 0.00000 | ||
| 44 | 2023.02.07 04:05 | modify | 12 | 0.10 | 1.54654 | 1.55047 | 1.54147 | ||
| 45 | 2023.02.07 04:05 | modify | 11 | 0.10 | 1.55195 | 1.55047 | 1.54147 | ||
| 46 | 2023.02.07 04:05 | modify | 10 | 0.10 | 1.55647 | 1.55047 | 1.54147 | ||
| 47 | 2023.02.07 04:25 | sell | 13 | 0.10 | 1.54736 | 0.00000 | 0.00000 | ||
| 48 | 2023.02.07 04:25 | modify | 13 | 0.10 | 1.54736 | 1.55197 | 1.54147 | ||
| 49 | 2023.02.07 04:30 | modify | 13 | 0.10 | 1.54736 | 1.55047 | 1.54147 | ||
| 50 | 2023.02.07 17:40 | t/p | 10 | 0.10 | 1.54147 | 1.55047 | 1.54147 | 98.81 | 10321.66 |
| 51 | 2023.02.07 17:40 | t/p | 11 | 0.10 | 1.54147 | 1.55047 | 1.54147 | 68.61 | 10390.27 |
| 52 | 2023.02.07 17:40 | t/p | 12 | 0.10 | 1.54147 | 1.55047 | 1.54147 | 33.19 | 10423.46 |
| 53 | 2023.02.07 17:40 | t/p | 13 | 0.10 | 1.54147 | 1.55047 | 1.54147 | 38.56 | 10462.02 |
| 54 | 2023.03.07 12:00 | sell | 14 | 0.10 | 1.59928 | 0.00000 | 0.00000 | ||
| 55 | 2023.03.07 12:00 | modify | 14 | 0.10 | 1.59928 | 1.60928 | 1.58428 | ||
| 56 | 2023.03.09 05:15 | sell | 15 | 0.10 | 1.59465 | 0.00000 | 0.00000 | ||
| 57 | 2023.03.09 05:15 | modify | 15 | 0.10 | 1.59465 | 1.59778 | 1.58428 | ||
| 58 | 2023.03.09 05:15 | modify | 14 | 0.10 | 1.59928 | 1.59778 | 1.58428 | ||
| 59 | 2023.03.09 09:40 | s/l | 14 | 0.10 | 1.59778 | 1.59778 | 1.58428 | 11.03 | 10473.06 |
| 60 | 2023.03.09 09:40 | s/l | 15 | 0.10 | 1.59778 | 1.59778 | 1.58428 | -20.49 | 10452.57 |
| 61 | 2023.03.21 12:00 | sell | 16 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
| 62 | 2023.03.21 12:00 | modify | 16 | 0.10 | 1.61279 | 1.62279 | 1.59779 | ||
| 63 | 2023.03.22 04:40 | sell | 17 | 0.10 | 1.60828 | 0.00000 | 0.00000 | ||
| 64 | 2023.03.22 04:40 | modify | 17 | 0.10 | 1.60828 | 1.61129 | 1.59779 | ||
| 65 | 2023.03.22 04:40 | modify | 16 | 0.10 | 1.61279 | 1.61129 | 1.59779 | ||
| 66 | 2023.03.22 08:33 | s/l | 16 | 0.10 | 1.61129 | 1.61129 | 1.59779 | 10.12 | 10462.69 |
| 67 | 2023.03.22 08:33 | s/l | 17 | 0.10 | 1.61129 | 1.61129 | 1.59779 | -19.71 | 10442.98 |
| 68 | 2023.04.03 16:00 | buy | 18 | 0.10 | 1.60588 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.03 16:00 | modify | 18 | 0.10 | 1.60588 | 1.59588 | 1.62088 | ||
| 70 | 2023.04.04 05:35 | buy | 19 | 0.10 | 1.61053 | 0.00000 | 0.00000 | ||
| 71 | 2023.04.04 05:35 | modify | 19 | 0.10 | 1.61053 | 1.60738 | 1.62088 | ||
| 72 | 2023.04.04 05:35 | modify | 18 | 0.10 | 1.60588 | 1.60738 | 1.62088 | ||
| 73 | 2023.04.04 11:55 | buy | 20 | 0.10 | 1.61578 | 0.00000 | 0.00000 | ||
| 74 | 2023.04.04 11:55 | modify | 20 | 0.10 | 1.61578 | 1.61188 | 1.62088 | ||
| 75 | 2023.04.04 11:55 | modify | 19 | 0.10 | 1.61053 | 1.61188 | 1.62088 | ||
| 76 | 2023.04.04 11:55 | modify | 18 | 0.10 | 1.60588 | 1.61188 | 1.62088 | ||
| 77 | 2023.04.04 14:20 | t/p | 18 | 0.10 | 1.62088 | 1.61188 | 1.62088 | 97.54 | 10540.52 |
| 78 | 2023.04.04 14:20 | t/p | 19 | 0.10 | 1.62088 | 1.61188 | 1.62088 | 67.74 | 10608.26 |
| 79 | 2023.04.04 14:20 | t/p | 20 | 0.10 | 1.62088 | 1.61188 | 1.62088 | 33.38 | 10641.64 |
| 80 | 2023.04.26 12:00 | sell | 21 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
| 81 | 2023.04.26 12:00 | modify | 21 | 0.10 | 1.67293 | 1.68293 | 1.65793 | ||
| 82 | 2023.04.27 05:30 | sell | 22 | 0.10 | 1.66816 | 0.00000 | 0.00000 | ||
| 83 | 2023.04.27 05:30 | modify | 22 | 0.10 | 1.66816 | 1.67143 | 1.65793 | ||
| 84 | 2023.04.27 05:30 | modify | 21 | 0.10 | 1.67293 | 1.67143 | 1.65793 | ||
| 85 | 2023.04.27 09:40 | s/l | 21 | 0.10 | 1.67143 | 1.67143 | 1.65793 | 10.73 | 10652.37 |
| 86 | 2023.04.27 09:40 | s/l | 22 | 0.10 | 1.67143 | 1.67143 | 1.65793 | -21.41 | 10630.96 |
| 87 | 2023.05.02 08:00 | buy | 23 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 88 | 2023.05.02 08:00 | modify | 23 | 0.10 | 1.63957 | 1.62957 | 1.65457 | ||
| 89 | 2023.05.02 14:40 | buy | 24 | 0.10 | 1.64876 | 0.00000 | 0.00000 | ||
| 90 | 2023.05.02 14:40 | modify | 24 | 0.10 | 1.64876 | 1.64407 | 1.65457 | ||
| 91 | 2023.05.02 14:40 | modify | 23 | 0.10 | 1.63957 | 1.64407 | 1.65457 | ||
| 92 | 2023.05.02 15:30 | buy | 25 | 0.10 | 1.64955 | 0.00000 | 0.00000 | ||
| 93 | 2023.05.02 15:30 | modify | 25 | 0.10 | 1.64955 | 1.64557 | 1.65457 | ||
| 94 | 2023.05.02 15:30 | modify | 24 | 0.10 | 1.64876 | 1.64557 | 1.65457 | ||
| 95 | 2023.05.02 15:30 | modify | 23 | 0.10 | 1.63957 | 1.64557 | 1.65457 | ||
| 96 | 2023.05.03 06:40 | t/p | 23 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 97.55 | 10728.50 |
| 97 | 2023.05.03 06:40 | t/p | 24 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 37.40 | 10765.90 |
| 98 | 2023.05.03 06:40 | t/p | 25 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 32.23 | 10798.12 |
| 99 | 2023.06.02 12:00 | buy | 26 | 0.10 | 1.62564 | 0.00000 | 0.00000 | ||
| 100 | 2023.06.02 12:00 | modify | 26 | 0.10 | 1.62564 | 1.61564 | 1.64064 | ||
| 101 | 2023.06.05 13:40 | s/l | 26 | 0.10 | 1.61564 | 1.61564 | 1.64064 | -66.08 | 10732.04 |
| 102 | 2023.06.06 08:00 | buy | 27 | 0.10 | 1.60815 | 0.00000 | 0.00000 | ||
| 103 | 2023.06.06 08:00 | modify | 27 | 0.10 | 1.60815 | 1.59815 | 1.62315 | ||
| 104 | 2023.06.07 08:40 | s/l | 27 | 0.10 | 1.59815 | 1.59815 | 1.62315 | -66.08 | 10665.96 |
| 105 | 2023.07.13 16:00 | buy | 28 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 106 | 2023.07.13 16:00 | modify | 28 | 0.10 | 1.62918 | 1.61918 | 1.64418 | ||
| 107 | 2023.07.14 06:40 | buy | 29 | 0.10 | 1.63381 | 0.00000 | 0.00000 | ||
| 108 | 2023.07.14 06:40 | modify | 29 | 0.10 | 1.63381 | 1.63068 | 1.64418 | ||
| 109 | 2023.07.14 06:40 | modify | 28 | 0.10 | 1.62918 | 1.63068 | 1.64418 | ||
| 110 | 2023.07.14 14:20 | buy | 30 | 0.10 | 1.63835 | 0.00000 | 0.00000 | ||
| 111 | 2023.07.14 14:20 | modify | 30 | 0.10 | 1.63835 | 1.63368 | 1.64418 | ||
| 112 | 2023.07.14 14:20 | modify | 29 | 0.10 | 1.63381 | 1.63368 | 1.64418 | ||
| 113 | 2023.07.14 14:20 | modify | 28 | 0.10 | 1.62918 | 1.63368 | 1.64418 | ||
| 114 | 2023.07.17 01:30 | t/p | 28 | 0.10 | 1.64418 | 1.63368 | 1.64418 | 96.91 | 10762.87 |
| 115 | 2023.07.17 01:30 | t/p | 29 | 0.10 | 1.64418 | 1.63368 | 1.64418 | 67.25 | 10830.11 |
| 116 | 2023.07.17 01:30 | t/p | 30 | 0.10 | 1.64418 | 1.63368 | 1.64418 | 37.53 | 10867.64 |
| 117 | 2023.07.25 16:00 | buy | 31 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 118 | 2023.07.25 16:00 | modify | 31 | 0.10 | 1.62799 | 1.61799 | 1.64299 | ||
| 119 | 2023.07.26 02:15 | buy | 32 | 0.10 | 1.63715 | 0.00000 | 0.00000 | ||
| 120 | 2023.07.26 02:15 | modify | 32 | 0.10 | 1.63715 | 1.63249 | 1.64299 | ||
| 121 | 2023.07.26 02:15 | modify | 31 | 0.10 | 1.62799 | 1.63249 | 1.64299 | ||
| 122 | 2023.07.26 08:40 | buy | 33 | 0.10 | 1.63776 | 0.00000 | 0.00000 | ||
| 123 | 2023.07.26 08:40 | modify | 33 | 0.10 | 1.63776 | 1.63399 | 1.64299 | ||
| 124 | 2023.07.26 08:40 | modify | 32 | 0.10 | 1.63715 | 1.63399 | 1.64299 | ||
| 125 | 2023.07.26 08:40 | modify | 31 | 0.10 | 1.62799 | 1.63399 | 1.64299 | ||
| 126 | 2023.07.26 12:40 | t/p | 31 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 97.55 | 10965.19 |
| 127 | 2023.07.26 12:40 | t/p | 32 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 38.23 | 11003.42 |
| 128 | 2023.07.26 12:40 | t/p | 33 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 34.23 | 11037.65 |