Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7258 | Ticks modelled | 13516 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1025.31 | Gross profit | 1342.20 | Gross loss | -316.89 |
| Profit factor | 4.24 | Expected payoff | 31.07 | ||
| Absolute drawdown | 9.25 | Maximal drawdown | 133.18 (1.27%) | Relative drawdown | 1.27% (133.18) |
| Total trades | 33 | Short positions (won %) | 26 (73.08%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 24 (72.73%) | Loss trades (% of total) | 9 (27.27%) | ||
| Largest | profit trade | 96.30 | loss trade | -71.89 | |
| Average | profit trade | 55.92 | loss trade | -35.21 | |
| Maximum | consecutive wins (profit in money) | 5 (357.11) | consecutive losses (loss in money) | 1 (-71.89) | |
| Maximal | consecutive profit (count of wins) | 357.11 (5) | consecutive loss (count of losses) | -71.89 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.02 21:00 | sell | 1 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.02 21:00 | modify | 1 | 0.10 | 1.52792 | 1.53892 | 1.51292 | ||
| 3 | 2022.10.03 12:00 | t/p | 1 | 0.10 | 1.51292 | 1.53892 | 1.51292 | 96.01 | 10096.01 |
| 4 | 2022.10.04 18:00 | sell | 2 | 0.10 | 1.53977 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.04 18:00 | modify | 2 | 0.10 | 1.53977 | 1.55077 | 1.52477 | ||
| 6 | 2022.10.05 18:00 | t/p | 2 | 0.10 | 1.52477 | 1.55077 | 1.52477 | 96.00 | 10192.01 |
| 7 | 2022.10.14 20:00 | sell | 3 | 0.10 | 1.56736 | 0.00000 | 0.00000 | ||
| 8 | 2022.10.14 20:00 | modify | 3 | 0.10 | 1.56736 | 1.57836 | 1.55236 | ||
| 9 | 2022.10.17 13:00 | sell | 4 | 0.10 | 1.55735 | 0.00000 | 0.00000 | ||
| 10 | 2022.10.17 13:00 | modify | 4 | 0.10 | 1.55735 | 1.56136 | 1.55236 | ||
| 11 | 2022.10.17 13:00 | modify | 3 | 0.10 | 1.56736 | 1.56136 | 1.55236 | ||
| 12 | 2022.10.17 15:00 | s/l | 3 | 0.10 | 1.56136 | 1.56136 | 1.55236 | 38.57 | 10230.58 |
| 13 | 2022.10.17 15:00 | s/l | 4 | 0.10 | 1.56136 | 1.56136 | 1.55236 | -25.59 | 10204.99 |
| 14 | 2022.10.20 11:00 | buy | 5 | 0.10 | 1.55543 | 0.00000 | 0.00000 | ||
| 15 | 2022.10.20 11:00 | modify | 5 | 0.10 | 1.55543 | 1.54443 | 1.57043 | ||
| 16 | 2022.10.21 05:00 | buy | 6 | 0.10 | 1.55995 | 0.00000 | 0.00000 | ||
| 17 | 2022.10.21 05:00 | modify | 6 | 0.10 | 1.55995 | 1.55618 | 1.57043 | ||
| 18 | 2022.10.21 05:00 | modify | 5 | 0.10 | 1.55543 | 1.55618 | 1.57043 | ||
| 19 | 2022.10.21 14:00 | s/l | 5 | 0.10 | 1.55618 | 1.55618 | 1.57043 | 4.17 | 10209.16 |
| 20 | 2022.10.21 14:00 | s/l | 6 | 0.10 | 1.55618 | 1.55618 | 1.57043 | -24.01 | 10185.15 |
| 21 | 2022.10.28 11:00 | sell | 7 | 0.10 | 1.55110 | 0.00000 | 0.00000 | ||
| 22 | 2022.10.28 11:00 | modify | 7 | 0.10 | 1.55110 | 1.56210 | 1.53610 | ||
| 23 | 2022.11.01 02:00 | sell | 8 | 0.10 | 1.54133 | 0.00000 | 0.00000 | ||
| 24 | 2022.11.01 02:00 | modify | 8 | 0.10 | 1.54133 | 1.54510 | 1.53610 | ||
| 25 | 2022.11.01 02:00 | modify | 7 | 0.10 | 1.55110 | 1.54510 | 1.53610 | ||
| 26 | 2022.11.01 04:00 | t/p | 7 | 0.10 | 1.53610 | 1.54510 | 1.53610 | 96.30 | 10281.45 |
| 27 | 2022.11.01 04:00 | t/p | 8 | 0.10 | 1.53610 | 1.54510 | 1.53610 | 33.38 | 10314.83 |
| 28 | 2022.11.10 17:00 | buy | 9 | 0.10 | 1.54431 | 0.00000 | 0.00000 | ||
| 29 | 2022.11.10 17:00 | modify | 9 | 0.10 | 1.54431 | 1.53331 | 1.55931 | ||
| 30 | 2022.11.15 16:00 | s/l | 9 | 0.10 | 1.53331 | 1.53331 | 1.55931 | -71.89 | 10242.95 |
| 31 | 2022.11.28 12:00 | sell | 10 | 0.10 | 1.56053 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.28 12:00 | modify | 10 | 0.10 | 1.56053 | 1.57153 | 1.54553 | ||
| 33 | 2022.11.28 17:00 | sell | 11 | 0.10 | 1.55140 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.28 17:00 | modify | 11 | 0.10 | 1.55140 | 1.55603 | 1.54553 | ||
| 35 | 2022.11.28 17:00 | modify | 10 | 0.10 | 1.56053 | 1.55603 | 1.54553 | ||
| 36 | 2022.11.28 20:00 | s/l | 10 | 0.10 | 1.55603 | 1.55603 | 1.54553 | 28.71 | 10271.66 |
| 37 | 2022.11.28 20:00 | s/l | 11 | 0.10 | 1.55603 | 1.55603 | 1.54553 | -29.55 | 10242.11 |
| 38 | 2022.12.13 16:00 | buy | 12 | 0.10 | 1.54683 | 0.00000 | 0.00000 | ||
| 39 | 2022.12.13 16:00 | modify | 12 | 0.10 | 1.54683 | 1.53583 | 1.56183 | ||
| 40 | 2022.12.15 08:00 | t/p | 12 | 0.10 | 1.56183 | 1.53583 | 1.56183 | 93.13 | 10335.24 |
| 41 | 2022.12.15 16:00 | sell | 13 | 0.10 | 1.58382 | 0.00000 | 0.00000 | ||
| 42 | 2022.12.15 16:00 | modify | 13 | 0.10 | 1.58382 | 1.59482 | 1.56882 | ||
| 43 | 2022.12.20 05:00 | s/l | 13 | 0.10 | 1.59482 | 1.59482 | 1.56882 | -69.32 | 10265.92 |
| 44 | 2023.01.19 11:00 | sell | 14 | 0.10 | 1.57202 | 0.00000 | 0.00000 | ||
| 45 | 2023.01.19 11:00 | modify | 14 | 0.10 | 1.57202 | 1.58302 | 1.55702 | ||
| 46 | 2023.01.20 08:00 | sell | 15 | 0.10 | 1.56219 | 0.00000 | 0.00000 | ||
| 47 | 2023.01.20 08:00 | modify | 15 | 0.10 | 1.56219 | 1.56602 | 1.55702 | ||
| 48 | 2023.01.20 08:00 | modify | 14 | 0.10 | 1.57202 | 1.56602 | 1.55702 | ||
| 49 | 2023.01.20 19:00 | t/p | 14 | 0.10 | 1.55702 | 1.56602 | 1.55702 | 96.01 | 10361.93 |
| 50 | 2023.01.20 19:00 | t/p | 15 | 0.10 | 1.55702 | 1.56602 | 1.55702 | 32.99 | 10394.92 |
| 51 | 2023.01.31 12:00 | sell | 16 | 0.10 | 1.54840 | 0.00000 | 0.00000 | ||
| 52 | 2023.01.31 12:00 | modify | 16 | 0.10 | 1.54840 | 1.55940 | 1.53340 | ||
| 53 | 2023.01.31 15:00 | sell | 17 | 0.10 | 1.54388 | 0.00000 | 0.00000 | ||
| 54 | 2023.01.31 15:00 | modify | 17 | 0.10 | 1.54388 | 1.54765 | 1.53340 | ||
| 55 | 2023.01.31 15:00 | modify | 16 | 0.10 | 1.54840 | 1.54765 | 1.53340 | ||
| 56 | 2023.02.01 12:00 | sell | 18 | 0.10 | 1.53860 | 0.00000 | 0.00000 | ||
| 57 | 2023.02.01 12:00 | modify | 18 | 0.10 | 1.53860 | 1.54240 | 1.53340 | ||
| 58 | 2023.02.01 12:00 | modify | 17 | 0.10 | 1.54388 | 1.54240 | 1.53340 | ||
| 59 | 2023.02.01 12:00 | modify | 16 | 0.10 | 1.54840 | 1.54240 | 1.53340 | ||
| 60 | 2023.02.01 16:00 | s/l | 16 | 0.10 | 1.54240 | 1.54240 | 1.53340 | 38.58 | 10433.49 |
| 61 | 2023.02.01 16:00 | s/l | 17 | 0.10 | 1.54240 | 1.54240 | 1.53340 | 9.74 | 10443.23 |
| 62 | 2023.02.01 16:00 | s/l | 18 | 0.10 | 1.54240 | 1.54240 | 1.53340 | -24.24 | 10418.99 |
| 63 | 2023.02.03 16:00 | sell | 19 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
| 64 | 2023.02.03 16:00 | modify | 19 | 0.10 | 1.55647 | 1.56747 | 1.54147 | ||
| 65 | 2023.02.07 03:00 | sell | 20 | 0.10 | 1.55167 | 0.00000 | 0.00000 | ||
| 66 | 2023.02.07 03:00 | modify | 20 | 0.10 | 1.55167 | 1.55572 | 1.54147 | ||
| 67 | 2023.02.07 03:00 | modify | 19 | 0.10 | 1.55647 | 1.55572 | 1.54147 | ||
| 68 | 2023.02.07 18:00 | t/p | 19 | 0.10 | 1.54147 | 1.55572 | 1.54147 | 96.30 | 10515.29 |
| 69 | 2023.02.07 18:00 | t/p | 20 | 0.10 | 1.54147 | 1.55572 | 1.54147 | 65.09 | 10580.38 |
| 70 | 2023.04.03 16:00 | buy | 21 | 0.10 | 1.60588 | 0.00000 | 0.00000 | ||
| 71 | 2023.04.03 16:00 | modify | 21 | 0.10 | 1.60588 | 1.59488 | 1.62088 | ||
| 72 | 2023.04.04 15:00 | t/p | 21 | 0.10 | 1.62088 | 1.59488 | 1.62088 | 94.94 | 10675.33 |
| 73 | 2023.04.05 11:00 | sell | 22 | 0.10 | 1.63688 | 0.00000 | 0.00000 | ||
| 74 | 2023.04.05 11:00 | modify | 22 | 0.10 | 1.63688 | 1.64788 | 1.62188 | ||
| 75 | 2023.04.05 21:00 | t/p | 22 | 0.10 | 1.62188 | 1.64788 | 1.62188 | 95.71 | 10771.04 |
| 76 | 2023.04.06 16:00 | sell | 23 | 0.10 | 1.63720 | 0.00000 | 0.00000 | ||
| 77 | 2023.04.06 16:00 | modify | 23 | 0.10 | 1.63720 | 1.64820 | 1.62220 | ||
| 78 | 2023.04.07 05:00 | sell | 24 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 79 | 2023.04.07 05:00 | modify | 24 | 0.10 | 1.63260 | 1.63645 | 1.62220 | ||
| 80 | 2023.04.07 05:00 | modify | 23 | 0.10 | 1.63720 | 1.63645 | 1.62220 | ||
| 81 | 2023.04.07 13:00 | s/l | 23 | 0.10 | 1.63645 | 1.63645 | 1.62220 | 5.07 | 10776.11 |
| 82 | 2023.04.07 13:00 | s/l | 24 | 0.10 | 1.63645 | 1.63645 | 1.62220 | -24.57 | 10751.54 |
| 83 | 2023.04.26 11:00 | sell | 25 | 0.10 | 1.67273 | 0.00000 | 0.00000 | ||
| 84 | 2023.04.26 11:00 | modify | 25 | 0.10 | 1.67273 | 1.68373 | 1.65773 | ||
| 85 | 2023.04.27 06:00 | sell | 26 | 0.10 | 1.66818 | 0.00000 | 0.00000 | ||
| 86 | 2023.04.27 06:00 | modify | 26 | 0.10 | 1.66818 | 1.67198 | 1.65773 | ||
| 87 | 2023.04.27 06:00 | modify | 25 | 0.10 | 1.67273 | 1.67198 | 1.65773 | ||
| 88 | 2023.04.27 19:00 | sell | 27 | 0.10 | 1.66297 | 0.00000 | 0.00000 | ||
| 89 | 2023.04.27 19:00 | modify | 27 | 0.10 | 1.66297 | 1.66673 | 1.65773 | ||
| 90 | 2023.04.27 19:00 | modify | 26 | 0.10 | 1.66818 | 1.66673 | 1.65773 | ||
| 91 | 2023.04.27 19:00 | modify | 25 | 0.10 | 1.67273 | 1.66673 | 1.65773 | ||
| 92 | 2023.04.28 07:00 | s/l | 25 | 0.10 | 1.66673 | 1.66673 | 1.65773 | 39.45 | 10790.99 |
| 93 | 2023.04.28 07:00 | s/l | 26 | 0.10 | 1.66673 | 1.66673 | 1.65773 | 9.55 | 10800.54 |
| 94 | 2023.04.28 07:00 | s/l | 27 | 0.10 | 1.66673 | 1.66673 | 1.65773 | -23.70 | 10776.84 |
| 95 | 2023.04.28 08:00 | sell | 28 | 0.10 | 1.66888 | 0.00000 | 0.00000 | ||
| 96 | 2023.04.28 08:00 | modify | 28 | 0.10 | 1.66888 | 1.67988 | 1.65388 | ||
| 97 | 2023.05.01 04:00 | sell | 29 | 0.10 | 1.65985 | 0.00000 | 0.00000 | ||
| 98 | 2023.05.01 04:00 | modify | 29 | 0.10 | 1.65985 | 1.66438 | 1.65388 | ||
| 99 | 2023.05.01 04:00 | modify | 28 | 0.10 | 1.66888 | 1.66438 | 1.65388 | ||
| 100 | 2023.05.01 14:00 | t/p | 28 | 0.10 | 1.65388 | 1.66438 | 1.65388 | 96.00 | 10872.83 |
| 101 | 2023.05.01 14:00 | t/p | 29 | 0.10 | 1.65388 | 1.66438 | 1.65388 | 38.09 | 10910.92 |
| 102 | 2023.07.06 17:00 | sell | 30 | 0.10 | 1.64195 | 0.00000 | 0.00000 | ||
| 103 | 2023.07.06 17:00 | modify | 30 | 0.10 | 1.64195 | 1.65295 | 1.62695 | ||
| 104 | 2023.07.07 17:00 | sell | 31 | 0.10 | 1.63739 | 0.00000 | 0.00000 | ||
| 105 | 2023.07.07 17:00 | modify | 31 | 0.10 | 1.63739 | 1.64120 | 1.62695 | ||
| 106 | 2023.07.07 17:00 | modify | 30 | 0.10 | 1.64195 | 1.64120 | 1.62695 | ||
| 107 | 2023.07.10 02:00 | s/l | 30 | 0.10 | 1.64120 | 1.64120 | 1.62695 | 5.36 | 10916.28 |
| 108 | 2023.07.10 02:00 | s/l | 31 | 0.10 | 1.64120 | 1.64120 | 1.62695 | -24.02 | 10892.26 |
| 109 | 2023.07.31 16:00 | buy | 32 | 0.10 | 1.63764 | 0.00000 | 0.00000 | ||
| 110 | 2023.07.31 16:00 | modify | 32 | 0.10 | 1.63764 | 1.62664 | 1.65264 | ||
| 111 | 2023.08.01 05:00 | buy | 33 | 0.10 | 1.64666 | 0.00000 | 0.00000 | ||
| 112 | 2023.08.01 05:00 | modify | 33 | 0.10 | 1.64666 | 1.64214 | 1.65264 | ||
| 113 | 2023.08.01 05:00 | modify | 32 | 0.10 | 1.63764 | 1.64214 | 1.65264 | ||
| 114 | 2023.08.01 08:00 | t/p | 32 | 0.10 | 1.65264 | 1.64214 | 1.65264 | 94.94 | 10987.21 |
| 115 | 2023.08.01 08:00 | t/p | 33 | 0.10 | 1.65264 | 1.64214 | 1.65264 | 38.10 | 11025.31 |