Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 80071 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 922.13 | Gross profit | 1181.55 | Gross loss | -259.42 |
| Profit factor | 4.55 | Expected payoff | 26.35 | ||
| Absolute drawdown | 46.71 | Maximal drawdown | 130.60 (1.25%) | Relative drawdown | 1.25% (130.60) |
| Total trades | 35 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 19 (84.21%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 96.00 | loss trade | -30.55 | |
| Average | profit trade | 49.23 | loss trade | -23.58 | |
| Maximum | consecutive wins (profit in money) | 7 (387.26) | consecutive losses (loss in money) | 2 (-55.58) | |
| Maximal | consecutive profit (count of wins) | 387.26 (7) | consecutive loss (count of losses) | -55.58 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 1.46396 | 1.48296 | ||
| 3 | 2022.09.11 22:13 | buy | 2 | 0.10 | 1.47416 | 0.00000 | 0.00000 | ||
| 4 | 2022.09.11 22:13 | modify | 2 | 0.10 | 1.47416 | 1.46946 | 1.48296 | ||
| 5 | 2022.09.11 22:13 | modify | 1 | 0.10 | 1.46796 | 1.46946 | 1.48296 | ||
| 6 | 2022.09.12 00:05 | s/l | 1 | 0.10 | 1.46946 | 1.46946 | 1.48296 | 8.94 | 10008.94 |
| 7 | 2022.09.12 00:05 | s/l | 2 | 0.10 | 1.46946 | 1.46946 | 1.48296 | -30.55 | 9978.40 |
| 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 | 1.54012 | 1.52112 | ||
| 10 | 2022.10.05 16:20 | sell | 4 | 0.10 | 1.52632 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.05 16:20 | modify | 4 | 0.10 | 1.52632 | 1.52862 | 1.52112 | ||
| 12 | 2022.10.05 16:20 | modify | 3 | 0.10 | 1.53612 | 1.52862 | 1.52112 | ||
| 13 | 2022.10.05 19:20 | t/p | 3 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 96.00 | 10074.40 |
| 14 | 2022.10.05 19:20 | t/p | 4 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 33.18 | 10107.58 |
| 15 | 2022.12.06 00:00 | sell | 5 | 0.10 | 1.56483 | 0.00000 | 0.00000 | ||
| 16 | 2022.12.06 00:00 | modify | 5 | 0.10 | 1.56483 | 1.56883 | 1.54983 | ||
| 17 | 2022.12.06 04:30 | sell | 6 | 0.10 | 1.55865 | 0.00000 | 0.00000 | ||
| 18 | 2022.12.06 04:30 | modify | 6 | 0.10 | 1.55865 | 1.56333 | 1.54983 | ||
| 19 | 2022.12.06 04:30 | modify | 5 | 0.10 | 1.56483 | 1.56333 | 1.54983 | ||
| 20 | 2022.12.06 08:40 | s/l | 5 | 0.10 | 1.56333 | 1.56333 | 1.54983 | 9.57 | 10117.15 |
| 21 | 2022.12.06 08:40 | s/l | 6 | 0.10 | 1.56333 | 1.56333 | 1.54983 | -29.86 | 10087.29 |
| 22 | 2022.12.12 20:00 | sell | 7 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
| 23 | 2022.12.12 20:00 | modify | 7 | 0.10 | 1.56069 | 1.56469 | 1.54569 | ||
| 24 | 2022.12.13 12:50 | sell | 8 | 0.10 | 1.55458 | 0.00000 | 0.00000 | ||
| 25 | 2022.12.13 12:50 | modify | 8 | 0.10 | 1.55458 | 1.55919 | 1.54569 | ||
| 26 | 2022.12.13 12:50 | modify | 7 | 0.10 | 1.56069 | 1.55919 | 1.54569 | ||
| 27 | 2022.12.13 14:40 | t/p | 7 | 0.10 | 1.54569 | 1.55919 | 1.54569 | 96.00 | 10183.29 |
| 28 | 2022.12.13 14:40 | t/p | 8 | 0.10 | 1.54569 | 1.55919 | 1.54569 | 56.72 | 10240.01 |
| 29 | 2022.12.16 04:00 | sell | 9 | 0.10 | 1.58503 | 0.00000 | 0.00000 | ||
| 30 | 2022.12.16 04:00 | modify | 9 | 0.10 | 1.58503 | 1.58903 | 1.57003 | ||
| 31 | 2022.12.16 05:40 | s/l | 9 | 0.10 | 1.58903 | 1.58903 | 1.57003 | -25.52 | 10214.49 |
| 32 | 2022.12.16 12:00 | sell | 10 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
| 33 | 2022.12.16 12:00 | modify | 10 | 0.10 | 1.58770 | 1.59170 | 1.57270 | ||
| 34 | 2022.12.18 22:00 | sell | 11 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
| 35 | 2022.12.18 22:00 | modify | 11 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
| 36 | 2022.12.18 22:00 | modify | 10 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
| 37 | 2022.12.18 22:30 | s/l | 10 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 47.85 | 10262.34 |
| 38 | 2022.12.18 22:30 | s/l | 11 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -15.64 | 10246.70 |
| 39 | 2023.01.18 08:00 | buy | 12 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
| 40 | 2023.01.18 08:00 | modify | 12 | 0.10 | 1.54257 | 1.53857 | 1.55757 | ||
| 41 | 2023.01.18 17:50 | buy | 13 | 0.10 | 1.55163 | 0.00000 | 0.00000 | ||
| 42 | 2023.01.18 17:50 | modify | 13 | 0.10 | 1.55163 | 1.54632 | 1.55757 | ||
| 43 | 2023.01.18 17:50 | modify | 12 | 0.10 | 1.54257 | 1.54632 | 1.55757 | ||
| 44 | 2023.01.18 18:20 | buy | 14 | 0.10 | 1.55262 | 0.00000 | 0.00000 | ||
| 45 | 2023.01.18 18:20 | modify | 14 | 0.10 | 1.55262 | 1.55007 | 1.55757 | ||
| 46 | 2023.01.18 18:20 | modify | 13 | 0.10 | 1.55163 | 1.55007 | 1.55757 | ||
| 47 | 2023.01.18 18:20 | modify | 12 | 0.10 | 1.54257 | 1.55007 | 1.55757 | ||
| 48 | 2023.01.19 00:20 | t/p | 12 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 93.73 | 10340.43 |
| 49 | 2023.01.19 00:20 | t/p | 13 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 36.02 | 10376.46 |
| 50 | 2023.01.19 00:20 | t/p | 14 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 29.71 | 10406.17 |
| 51 | 2023.01.25 12:00 | buy | 15 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 52 | 2023.01.25 12:00 | modify | 15 | 0.10 | 1.53411 | 1.53011 | 1.54911 | ||
| 53 | 2023.01.25 14:40 | buy | 16 | 0.10 | 1.54033 | 0.00000 | 0.00000 | ||
| 54 | 2023.01.25 14:40 | modify | 16 | 0.10 | 1.54033 | 1.53561 | 1.54911 | ||
| 55 | 2023.01.25 14:40 | modify | 15 | 0.10 | 1.53411 | 1.53561 | 1.54911 | ||
| 56 | 2023.01.25 22:40 | s/l | 15 | 0.10 | 1.53561 | 1.53561 | 1.54911 | 9.56 | 10415.73 |
| 57 | 2023.01.25 22:40 | s/l | 16 | 0.10 | 1.53561 | 1.53561 | 1.54911 | -30.06 | 10385.67 |
| 58 | 2023.03.07 00:00 | sell | 17 | 0.10 | 1.58734 | 0.00000 | 0.00000 | ||
| 59 | 2023.03.07 00:00 | modify | 17 | 0.10 | 1.58734 | 1.59134 | 1.57234 | ||
| 60 | 2023.03.07 03:30 | s/l | 17 | 0.10 | 1.59134 | 1.59134 | 1.57234 | -25.52 | 10360.15 |
| 61 | 2023.04.03 20:00 | buy | 18 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 62 | 2023.04.03 20:00 | modify | 18 | 0.10 | 1.60669 | 1.60269 | 1.62169 | ||
| 63 | 2023.04.04 06:50 | buy | 19 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
| 64 | 2023.04.04 06:50 | modify | 19 | 0.10 | 1.61281 | 1.60819 | 1.62169 | ||
| 65 | 2023.04.04 06:50 | modify | 18 | 0.10 | 1.60669 | 1.60819 | 1.62169 | ||
| 66 | 2023.04.04 10:45 | buy | 20 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
| 67 | 2023.04.04 10:45 | modify | 20 | 0.10 | 1.61664 | 1.61419 | 1.62169 | ||
| 68 | 2023.04.04 10:45 | modify | 19 | 0.10 | 1.61281 | 1.61419 | 1.62169 | ||
| 69 | 2023.04.04 10:45 | modify | 18 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
| 70 | 2023.04.04 11:55 | buy | 21 | 0.10 | 1.61578 | 0.00000 | 0.00000 | ||
| 71 | 2023.04.04 11:55 | modify | 21 | 0.10 | 1.61578 | 1.61044 | 1.62169 | ||
| 72 | 2023.04.04 11:59 | modify | 21 | 0.10 | 1.61578 | 1.61419 | 1.62169 | ||
| 73 | 2023.04.04 14:30 | t/p | 18 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 94.94 | 10455.10 |
| 74 | 2023.04.04 14:30 | t/p | 19 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 56.57 | 10511.67 |
| 75 | 2023.04.04 14:30 | t/p | 20 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 32.17 | 10543.84 |
| 76 | 2023.04.04 14:30 | t/p | 21 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 37.65 | 10581.49 |
| 77 | 2023.06.02 08:00 | buy | 22 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
| 78 | 2023.06.02 08:00 | modify | 22 | 0.10 | 1.62825 | 1.62425 | 1.64325 | ||
| 79 | 2023.06.02 09:30 | s/l | 22 | 0.10 | 1.62425 | 1.62425 | 1.64325 | -25.48 | 10556.01 |
| 80 | 2023.06.20 16:00 | sell | 23 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
| 81 | 2023.06.20 16:00 | modify | 23 | 0.10 | 1.61018 | 1.61418 | 1.59518 | ||
| 82 | 2023.06.21 07:40 | s/l | 23 | 0.10 | 1.61418 | 1.61418 | 1.59518 | -25.23 | 10530.78 |
| 83 | 2023.07.25 20:00 | buy | 24 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 84 | 2023.07.25 20:00 | modify | 24 | 0.10 | 1.62829 | 1.62429 | 1.64329 | ||
| 85 | 2023.07.26 01:30 | buy | 25 | 0.10 | 1.63731 | 0.00000 | 0.00000 | ||
| 86 | 2023.07.26 01:30 | modify | 25 | 0.10 | 1.63731 | 1.63204 | 1.64329 | ||
| 87 | 2023.07.26 01:30 | modify | 24 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
| 88 | 2023.07.26 03:40 | buy | 26 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
| 89 | 2023.07.26 03:40 | modify | 26 | 0.10 | 1.63458 | 1.62979 | 1.64329 | ||
| 90 | 2023.07.26 03:45 | modify | 26 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
| 91 | 2023.07.26 09:20 | buy | 27 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
| 92 | 2023.07.26 09:20 | modify | 27 | 0.10 | 1.63811 | 1.63579 | 1.64329 | ||
| 93 | 2023.07.26 09:20 | modify | 25 | 0.10 | 1.63731 | 1.63579 | 1.64329 | ||
| 94 | 2023.07.26 09:20 | modify | 26 | 0.10 | 1.63458 | 1.63579 | 1.64329 | ||
| 95 | 2023.07.26 09:20 | modify | 24 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
| 96 | 2023.07.26 12:40 | t/p | 24 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 94.94 | 10625.72 |
| 97 | 2023.07.26 12:40 | t/p | 25 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 38.10 | 10663.82 |
| 98 | 2023.07.26 12:40 | t/p | 26 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 55.49 | 10719.31 |
| 99 | 2023.07.26 12:40 | t/p | 27 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 33.00 | 10752.31 |
| 100 | 2023.08.01 00:00 | buy | 28 | 0.10 | 1.63766 | 0.00000 | 0.00000 | ||
| 101 | 2023.08.01 00:00 | modify | 28 | 0.10 | 1.63766 | 1.63366 | 1.65266 | ||
| 102 | 2023.08.01 04:30 | buy | 29 | 0.10 | 1.64688 | 0.00000 | 0.00000 | ||
| 103 | 2023.08.01 04:30 | modify | 29 | 0.10 | 1.64688 | 1.64141 | 1.65266 | ||
| 104 | 2023.08.01 04:30 | modify | 28 | 0.10 | 1.63766 | 1.64141 | 1.65266 | ||
| 105 | 2023.08.01 05:20 | buy | 30 | 0.10 | 1.64742 | 0.00000 | 0.00000 | ||
| 106 | 2023.08.01 05:20 | modify | 30 | 0.10 | 1.64742 | 1.64516 | 1.65266 | ||
| 107 | 2023.08.01 05:20 | modify | 29 | 0.10 | 1.64688 | 1.64516 | 1.65266 | ||
| 108 | 2023.08.01 05:20 | modify | 28 | 0.10 | 1.63766 | 1.64516 | 1.65266 | ||
| 109 | 2023.08.01 07:40 | t/p | 28 | 0.10 | 1.65266 | 1.64516 | 1.65266 | 95.55 | 10847.86 |
| 110 | 2023.08.01 07:40 | t/p | 29 | 0.10 | 1.65266 | 1.64516 | 1.65266 | 36.81 | 10884.67 |
| 111 | 2023.08.01 07:40 | t/p | 30 | 0.10 | 1.65266 | 1.64516 | 1.65266 | 33.37 | 10918.04 |
| 112 | 2023.08.02 12:00 | sell | 31 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 113 | 2023.08.02 12:00 | modify | 31 | 0.10 | 1.66928 | 1.67328 | 1.65428 | ||
| 114 | 2023.08.02 14:40 | s/l | 31 | 0.10 | 1.67328 | 1.67328 | 1.65428 | -25.52 | 10892.52 |
| 115 | 2023.08.17 08:00 | sell | 32 | 0.10 | 1.70115 | 0.00000 | 0.00000 | ||
| 116 | 2023.08.17 08:00 | modify | 32 | 0.10 | 1.70115 | 1.70515 | 1.68615 | ||
| 117 | 2023.08.17 09:50 | sell | 33 | 0.10 | 1.69487 | 0.00000 | 0.00000 | ||
| 118 | 2023.08.17 09:50 | modify | 33 | 0.10 | 1.69487 | 1.69965 | 1.68615 | ||
| 119 | 2023.08.17 09:50 | modify | 32 | 0.10 | 1.70115 | 1.69965 | 1.68615 | ||
| 120 | 2023.08.17 11:05 | sell | 34 | 0.10 | 1.69187 | 0.00000 | 0.00000 | ||
| 121 | 2023.08.17 11:05 | modify | 34 | 0.10 | 1.69187 | 1.69740 | 1.68615 | ||
| 122 | 2023.08.17 11:05 | modify | 33 | 0.10 | 1.69487 | 1.69740 | 1.68615 | ||
| 123 | 2023.08.17 11:05 | modify | 32 | 0.10 | 1.70115 | 1.69740 | 1.68615 | ||
| 124 | 2023.08.17 12:15 | sell | 35 | 0.10 | 1.69135 | 0.00000 | 0.00000 | ||
| 125 | 2023.08.17 12:15 | modify | 35 | 0.10 | 1.69135 | 1.69365 | 1.68615 | ||
| 126 | 2023.08.17 12:15 | modify | 34 | 0.10 | 1.69187 | 1.69365 | 1.68615 | ||
| 127 | 2023.08.17 12:15 | modify | 33 | 0.10 | 1.69487 | 1.69365 | 1.68615 | ||
| 128 | 2023.08.17 12:15 | modify | 32 | 0.10 | 1.70115 | 1.69365 | 1.68615 | ||
| 129 | 2023.08.17 12:30 | s/l | 32 | 0.10 | 1.69365 | 1.69365 | 1.68615 | 47.86 | 10940.38 |
| 130 | 2023.08.17 12:30 | s/l | 33 | 0.10 | 1.69365 | 1.69365 | 1.68615 | 7.79 | 10948.17 |
| 131 | 2023.08.17 12:30 | s/l | 34 | 0.10 | 1.69365 | 1.69365 | 1.68615 | -11.36 | 10936.81 |
| 132 | 2023.08.17 12:30 | s/l | 35 | 0.10 | 1.69365 | 1.69365 | 1.68615 | -14.68 | 10922.13 |