Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1197.26 | Gross profit | 1536.89 | Gross loss | -339.63 |
| Profit factor | 4.53 | Expected payoff | 41.28 | ||
| Absolute drawdown | 30.80 | Maximal drawdown | 292.22 (2.68%) | Relative drawdown | 2.68% (292.22) |
| Total trades | 29 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
| Largest | profit trade | 150.88 | loss trade | -47.28 | |
| Average | profit trade | 85.38 | loss trade | -30.88 | |
| Maximum | consecutive wins (profit in money) | 5 (574.47) | consecutive losses (loss in money) | 2 (-64.94) | |
| Maximal | consecutive profit (count of wins) | 574.47 (5) | consecutive loss (count of losses) | -64.94 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 17:00 | sell | 1 | 0.10 | 0.99699 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.04 17:00 | modify | 1 | 0.10 | 0.99699 | 1.01199 | 0.98199 | ||
| 3 | 2022.10.05 20:00 | sell | 2 | 0.10 | 0.98852 | 0.00000 | 0.00000 | ||
| 4 | 2022.10.05 20:00 | modify | 2 | 0.10 | 0.98852 | 0.99324 | 0.98199 | ||
| 5 | 2022.10.05 20:00 | modify | 1 | 0.10 | 0.99699 | 0.99324 | 0.98199 | ||
| 6 | 2022.10.06 16:00 | t/p | 1 | 0.10 | 0.98199 | 0.99324 | 0.98199 | 150.88 | 10150.88 |
| 7 | 2022.10.06 16:00 | t/p | 2 | 0.10 | 0.98199 | 0.99324 | 0.98199 | 65.96 | 10216.84 |
| 8 | 2022.10.17 17:00 | sell | 3 | 0.10 | 0.98391 | 0.00000 | 0.00000 | ||
| 9 | 2022.10.17 17:00 | modify | 3 | 0.10 | 0.98391 | 0.99891 | 0.96891 | ||
| 10 | 2022.10.20 14:00 | sell | 4 | 0.10 | 0.97860 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.20 14:00 | modify | 4 | 0.10 | 0.97860 | 0.98316 | 0.96891 | ||
| 12 | 2022.10.20 14:00 | modify | 3 | 0.10 | 0.98391 | 0.98316 | 0.96891 | ||
| 13 | 2022.10.20 15:00 | s/l | 3 | 0.10 | 0.98316 | 0.98316 | 0.96891 | 8.60 | 10225.43 |
| 14 | 2022.10.20 15:00 | s/l | 4 | 0.10 | 0.98316 | 0.98316 | 0.96891 | -45.60 | 10179.83 |
| 15 | 2022.10.25 15:00 | sell | 5 | 0.10 | 0.99569 | 0.00000 | 0.00000 | ||
| 16 | 2022.10.25 15:00 | modify | 5 | 0.10 | 0.99569 | 1.01069 | 0.98069 | ||
| 17 | 2022.10.31 21:00 | sell | 6 | 0.10 | 0.98801 | 0.00000 | 0.00000 | ||
| 18 | 2022.10.31 21:00 | modify | 6 | 0.10 | 0.98801 | 0.98969 | 0.98069 | ||
| 19 | 2022.10.31 21:00 | modify | 5 | 0.10 | 0.99569 | 0.98969 | 0.98069 | ||
| 20 | 2022.11.01 02:00 | s/l | 5 | 0.10 | 0.98969 | 0.98969 | 0.98069 | 61.54 | 10241.37 |
| 21 | 2022.11.01 02:00 | s/l | 6 | 0.10 | 0.98969 | 0.98969 | 0.98069 | -16.58 | 10224.79 |
| 22 | 2022.11.02 22:00 | buy | 7 | 0.10 | 0.98179 | 0.00000 | 0.00000 | ||
| 23 | 2022.11.02 22:00 | modify | 7 | 0.10 | 0.98179 | 0.96679 | 0.99679 | ||
| 24 | 2022.11.07 09:00 | t/p | 7 | 0.10 | 0.99679 | 0.96679 | 0.99679 | 146.79 | 10371.58 |
| 25 | 2022.11.10 13:00 | buy | 8 | 0.10 | 0.99518 | 0.00000 | 0.00000 | ||
| 26 | 2022.11.10 13:00 | modify | 8 | 0.10 | 0.99518 | 0.98018 | 1.01018 | ||
| 27 | 2022.11.10 14:00 | t/p | 8 | 0.10 | 1.01018 | 0.98018 | 1.01018 | 150.00 | 10521.58 |
| 28 | 2022.11.15 10:00 | sell | 9 | 0.10 | 1.04015 | 0.00000 | 0.00000 | ||
| 29 | 2022.11.15 10:00 | modify | 9 | 0.10 | 1.04015 | 1.05515 | 1.02515 | ||
| 30 | 2022.11.15 22:00 | sell | 10 | 0.10 | 1.03465 | 0.00000 | 0.00000 | ||
| 31 | 2022.11.15 22:00 | modify | 10 | 0.10 | 1.03465 | 1.03940 | 1.02515 | ||
| 32 | 2022.11.15 22:00 | modify | 9 | 0.10 | 1.04015 | 1.03940 | 1.02515 | ||
| 33 | 2022.11.16 08:00 | s/l | 9 | 0.10 | 1.03940 | 1.03940 | 1.02515 | 7.72 | 10529.29 |
| 34 | 2022.11.16 08:00 | s/l | 10 | 0.10 | 1.03940 | 1.03940 | 1.02515 | -47.28 | 10482.01 |
| 35 | 2022.11.28 13:00 | sell | 11 | 0.10 | 1.04728 | 0.00000 | 0.00000 | ||
| 36 | 2022.11.28 13:00 | modify | 11 | 0.10 | 1.04728 | 1.06228 | 1.03228 | ||
| 37 | 2022.11.28 16:00 | sell | 12 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
| 38 | 2022.11.28 16:00 | modify | 12 | 0.10 | 1.03977 | 1.04128 | 1.03228 | ||
| 39 | 2022.11.28 16:00 | modify | 11 | 0.10 | 1.04728 | 1.04128 | 1.03228 | ||
| 40 | 2022.11.29 21:00 | t/p | 11 | 0.10 | 1.03228 | 1.04128 | 1.03228 | 150.22 | 10632.23 |
| 41 | 2022.11.29 21:00 | t/p | 12 | 0.10 | 1.03228 | 1.04128 | 1.03228 | 75.12 | 10707.35 |
| 42 | 2022.12.02 15:00 | buy | 13 | 0.10 | 1.04732 | 0.00000 | 0.00000 | ||
| 43 | 2022.12.02 15:00 | modify | 13 | 0.10 | 1.04732 | 1.03232 | 1.06232 | ||
| 44 | 2022.12.02 18:00 | buy | 14 | 0.10 | 1.05285 | 0.00000 | 0.00000 | ||
| 45 | 2022.12.02 18:00 | modify | 14 | 0.10 | 1.05285 | 1.04807 | 1.06232 | ||
| 46 | 2022.12.02 18:00 | modify | 13 | 0.10 | 1.04732 | 1.04807 | 1.06232 | ||
| 47 | 2022.12.05 09:00 | buy | 15 | 0.10 | 1.05572 | 0.00000 | 0.00000 | ||
| 48 | 2022.12.05 09:00 | modify | 15 | 0.10 | 1.05572 | 1.05107 | 1.06232 | ||
| 49 | 2022.12.05 09:00 | modify | 14 | 0.10 | 1.05285 | 1.05107 | 1.06232 | ||
| 50 | 2022.12.05 09:00 | modify | 13 | 0.10 | 1.04732 | 1.05107 | 1.06232 | ||
| 51 | 2022.12.05 16:00 | s/l | 13 | 0.10 | 1.05107 | 1.05107 | 1.06232 | 36.86 | 10744.21 |
| 52 | 2022.12.05 16:00 | s/l | 14 | 0.10 | 1.05107 | 1.05107 | 1.06232 | -18.44 | 10725.77 |
| 53 | 2022.12.05 16:00 | s/l | 15 | 0.10 | 1.05107 | 1.05107 | 1.06232 | -46.50 | 10679.27 |
| 54 | 2022.12.13 15:00 | sell | 16 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
| 55 | 2022.12.13 15:00 | modify | 16 | 0.10 | 1.06454 | 1.07954 | 1.04954 | ||
| 56 | 2022.12.16 21:00 | sell | 17 | 0.10 | 1.05923 | 0.00000 | 0.00000 | ||
| 57 | 2022.12.16 21:00 | modify | 17 | 0.10 | 1.05923 | 1.06379 | 1.04954 | ||
| 58 | 2022.12.16 21:00 | modify | 16 | 0.10 | 1.06454 | 1.06379 | 1.04954 | ||
| 59 | 2022.12.19 08:00 | s/l | 16 | 0.10 | 1.06379 | 1.06379 | 1.04954 | 8.82 | 10688.08 |
| 60 | 2022.12.19 08:00 | s/l | 17 | 0.10 | 1.06379 | 1.06379 | 1.04954 | -45.38 | 10642.70 |
| 61 | 2023.01.03 13:00 | buy | 18 | 0.10 | 1.05384 | 0.00000 | 0.00000 | ||
| 62 | 2023.01.03 13:00 | modify | 18 | 0.10 | 1.05384 | 1.03884 | 1.06884 | ||
| 63 | 2023.01.04 11:00 | buy | 19 | 0.10 | 1.06236 | 0.00000 | 0.00000 | ||
| 64 | 2023.01.04 11:00 | modify | 19 | 0.10 | 1.06236 | 1.05759 | 1.06884 | ||
| 65 | 2023.01.04 11:00 | modify | 18 | 0.10 | 1.05384 | 1.05759 | 1.06884 | ||
| 66 | 2023.01.04 14:00 | buy | 20 | 0.10 | 1.06134 | 0.00000 | 0.00000 | ||
| 67 | 2023.01.04 14:00 | modify | 20 | 0.10 | 1.06134 | 1.05984 | 1.06884 | ||
| 68 | 2023.01.04 14:00 | modify | 19 | 0.10 | 1.06236 | 1.05984 | 1.06884 | ||
| 69 | 2023.01.04 14:00 | modify | 18 | 0.10 | 1.05384 | 1.05984 | 1.06884 | ||
| 70 | 2023.01.04 16:00 | s/l | 18 | 0.10 | 1.05984 | 1.05984 | 1.06884 | 59.36 | 10702.06 |
| 71 | 2023.01.04 16:00 | s/l | 19 | 0.10 | 1.05984 | 1.05984 | 1.06884 | -25.20 | 10676.86 |
| 72 | 2023.01.04 16:00 | s/l | 20 | 0.10 | 1.05984 | 1.05984 | 1.06884 | -15.00 | 10661.86 |
| 73 | 2023.01.05 17:00 | buy | 21 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
| 74 | 2023.01.05 17:00 | modify | 21 | 0.10 | 1.05238 | 1.03738 | 1.06738 | ||
| 75 | 2023.01.09 03:00 | t/p | 21 | 0.10 | 1.06738 | 1.03738 | 1.06738 | 148.72 | 10810.58 |
| 76 | 2023.02.02 02:00 | sell | 22 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
| 77 | 2023.02.02 02:00 | modify | 22 | 0.10 | 1.10129 | 1.11629 | 1.08629 | ||
| 78 | 2023.02.03 12:00 | sell | 23 | 0.10 | 1.09290 | 0.00000 | 0.00000 | ||
| 79 | 2023.02.03 12:00 | modify | 23 | 0.10 | 1.09290 | 1.09754 | 1.08629 | ||
| 80 | 2023.02.03 12:00 | modify | 22 | 0.10 | 1.10129 | 1.09754 | 1.08629 | ||
| 81 | 2023.02.03 14:00 | t/p | 22 | 0.10 | 1.08629 | 1.09754 | 1.08629 | 150.22 | 10960.80 |
| 82 | 2023.02.03 14:00 | t/p | 23 | 0.10 | 1.08629 | 1.09754 | 1.08629 | 66.10 | 11026.90 |
| 83 | 2023.03.24 11:00 | buy | 24 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
| 84 | 2023.03.24 11:00 | modify | 24 | 0.10 | 1.07307 | 1.05807 | 1.08807 | ||
| 85 | 2023.03.30 11:00 | t/p | 24 | 0.10 | 1.08807 | 1.05807 | 1.08807 | 146.15 | 11173.04 |
| 86 | 2023.06.15 18:00 | sell | 25 | 0.10 | 1.09430 | 0.00000 | 0.00000 | ||
| 87 | 2023.06.15 18:00 | modify | 25 | 0.10 | 1.09430 | 1.10930 | 1.07930 | ||
| 88 | 2023.06.29 19:00 | sell | 26 | 0.10 | 1.08670 | 0.00000 | 0.00000 | ||
| 89 | 2023.06.29 19:00 | modify | 26 | 0.10 | 1.08670 | 1.08830 | 1.07930 | ||
| 90 | 2023.06.29 19:00 | modify | 25 | 0.10 | 1.09430 | 1.08830 | 1.07930 | ||
| 91 | 2023.06.30 13:00 | s/l | 25 | 0.10 | 1.08830 | 1.08830 | 1.07930 | 63.29 | 11236.33 |
| 92 | 2023.06.30 13:00 | s/l | 26 | 0.10 | 1.08830 | 1.08830 | 1.07930 | -15.78 | 11220.55 |
| 93 | 2023.07.12 18:00 | sell | 27 | 0.10 | 1.11299 | 0.00000 | 0.00000 | ||
| 94 | 2023.07.12 18:00 | modify | 27 | 0.10 | 1.11299 | 1.12799 | 1.09799 | ||
| 95 | 2023.07.24 18:00 | sell | 28 | 0.10 | 1.10750 | 0.00000 | 0.00000 | ||
| 96 | 2023.07.24 18:00 | modify | 28 | 0.10 | 1.10750 | 1.11224 | 1.09799 | ||
| 97 | 2023.07.24 18:00 | modify | 27 | 0.10 | 1.11299 | 1.11224 | 1.09799 | ||
| 98 | 2023.07.26 01:00 | sell | 29 | 0.10 | 1.10455 | 0.00000 | 0.00000 | ||
| 99 | 2023.07.26 01:00 | modify | 29 | 0.10 | 1.10455 | 1.10924 | 1.09799 | ||
| 100 | 2023.07.26 01:00 | modify | 28 | 0.10 | 1.10750 | 1.10924 | 1.09799 | ||
| 101 | 2023.07.26 01:00 | modify | 27 | 0.10 | 1.11299 | 1.10924 | 1.09799 | ||
| 102 | 2023.07.26 19:00 | s/l | 27 | 0.10 | 1.10924 | 1.10924 | 1.09799 | 40.57 | 11261.12 |
| 103 | 2023.07.26 19:00 | s/l | 28 | 0.10 | 1.10924 | 1.10924 | 1.09799 | -16.96 | 11244.16 |
| 104 | 2023.07.26 19:00 | s/l | 29 | 0.10 | 1.10924 | 1.10924 | 1.09799 | -46.90 | 11197.26 |