Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2612 | Ticks modelled | 79762 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 641.83 | Gross profit | 858.93 | Gross loss | -217.10 |
| Profit factor | 3.96 | Expected payoff | 21.39 | ||
| Absolute drawdown | 6.88 | Maximal drawdown | 132.14 (1.26%) | Relative drawdown | 1.26% (132.14) |
| Total trades | 30 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
| Largest | profit trade | 96.31 | loss trade | -32.50 | |
| Average | profit trade | 45.21 | loss trade | -19.74 | |
| Maximum | consecutive wins (profit in money) | 6 (313.57) | consecutive losses (loss in money) | 2 (-52.46) | |
| Maximal | consecutive profit (count of wins) | 313.57 (6) | consecutive loss (count of losses) | -52.46 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.11.10 08:00 | sell | 1 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
| 2 | 2022.11.10 08:00 | modify | 1 | 0.10 | 1.56174 | 1.56674 | 1.54674 | ||
| 3 | 2022.11.10 08:50 | sell | 2 | 0.10 | 1.55785 | 0.00000 | 0.00000 | ||
| 4 | 2022.11.10 08:50 | modify | 2 | 0.10 | 1.55785 | 1.56099 | 1.54674 | ||
| 5 | 2022.11.10 08:50 | modify | 1 | 0.10 | 1.56174 | 1.56099 | 1.54674 | ||
| 6 | 2022.11.10 12:50 | sell | 3 | 0.10 | 1.55331 | 0.00000 | 0.00000 | ||
| 7 | 2022.11.10 12:50 | modify | 3 | 0.10 | 1.55331 | 1.55799 | 1.54674 | ||
| 8 | 2022.11.10 12:50 | modify | 2 | 0.10 | 1.55785 | 1.55799 | 1.54674 | ||
| 9 | 2022.11.10 12:50 | modify | 1 | 0.10 | 1.56174 | 1.55799 | 1.54674 | ||
| 10 | 2022.11.10 13:10 | sell | 4 | 0.10 | 1.55185 | 0.00000 | 0.00000 | ||
| 11 | 2022.11.10 13:10 | modify | 4 | 0.10 | 1.55185 | 1.55424 | 1.54674 | ||
| 12 | 2022.11.10 13:10 | modify | 3 | 0.10 | 1.55331 | 1.55424 | 1.54674 | ||
| 13 | 2022.11.10 13:10 | modify | 2 | 0.10 | 1.55785 | 1.55424 | 1.54674 | ||
| 14 | 2022.11.10 13:10 | modify | 1 | 0.10 | 1.56174 | 1.55424 | 1.54674 | ||
| 15 | 2022.11.10 13:40 | t/p | 1 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 96.31 | 10096.31 |
| 16 | 2022.11.10 13:40 | t/p | 2 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 71.33 | 10167.64 |
| 17 | 2022.11.10 13:40 | t/p | 3 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 42.18 | 10209.82 |
| 18 | 2022.11.10 13:40 | t/p | 4 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 32.81 | 10242.63 |
| 19 | 2022.12.16 12:00 | sell | 5 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
| 20 | 2022.12.16 12:00 | modify | 5 | 0.10 | 1.58770 | 1.59270 | 1.57270 | ||
| 21 | 2022.12.16 17:40 | sell | 6 | 0.10 | 1.58375 | 0.00000 | 0.00000 | ||
| 22 | 2022.12.16 17:40 | modify | 6 | 0.10 | 1.58375 | 1.58695 | 1.57270 | ||
| 23 | 2022.12.16 17:40 | modify | 5 | 0.10 | 1.58770 | 1.58695 | 1.57270 | ||
| 24 | 2022.12.18 22:00 | sell | 7 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
| 25 | 2022.12.18 22:00 | modify | 7 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
| 26 | 2022.12.18 22:00 | modify | 6 | 0.10 | 1.58375 | 1.58020 | 1.57270 | ||
| 27 | 2022.12.18 22:00 | modify | 5 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
| 28 | 2022.12.18 22:30 | s/l | 5 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 48.15 | 10290.78 |
| 29 | 2022.12.18 22:30 | s/l | 6 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 22.79 | 10313.57 |
| 30 | 2022.12.18 22:30 | s/l | 7 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -15.73 | 10297.84 |
| 31 | 2023.01.25 12:00 | buy | 8 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 32 | 2023.01.25 12:00 | modify | 8 | 0.10 | 1.53411 | 1.52911 | 1.54911 | ||
| 33 | 2023.01.25 18:55 | buy | 9 | 0.10 | 1.53799 | 0.00000 | 0.00000 | ||
| 34 | 2023.01.25 18:55 | modify | 9 | 0.10 | 1.53799 | 1.53486 | 1.54911 | ||
| 35 | 2023.01.25 18:55 | modify | 8 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
| 36 | 2023.01.26 02:53 | s/l | 8 | 0.10 | 1.53486 | 1.53486 | 1.54911 | 4.24 | 10302.08 |
| 37 | 2023.01.26 02:53 | s/l | 9 | 0.10 | 1.53486 | 1.53486 | 1.54911 | -20.67 | 10281.42 |
| 38 | 2023.04.03 20:00 | buy | 10 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 39 | 2023.04.03 20:00 | modify | 10 | 0.10 | 1.60669 | 1.60169 | 1.62169 | ||
| 40 | 2023.04.04 05:35 | buy | 11 | 0.10 | 1.61053 | 0.00000 | 0.00000 | ||
| 41 | 2023.04.04 05:35 | modify | 11 | 0.10 | 1.61053 | 1.60744 | 1.62169 | ||
| 42 | 2023.04.04 05:35 | modify | 10 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
| 43 | 2023.04.04 07:06 | buy | 12 | 0.10 | 1.61521 | 0.00000 | 0.00000 | ||
| 44 | 2023.04.04 07:06 | modify | 12 | 0.10 | 1.61521 | 1.61044 | 1.62169 | ||
| 45 | 2023.04.04 07:06 | modify | 11 | 0.10 | 1.61053 | 1.61044 | 1.62169 | ||
| 46 | 2023.04.04 07:06 | modify | 10 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
| 47 | 2023.04.04 10:45 | buy | 13 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
| 48 | 2023.04.04 10:45 | modify | 13 | 0.10 | 1.61664 | 1.61419 | 1.62169 | ||
| 49 | 2023.04.04 10:45 | modify | 12 | 0.10 | 1.61521 | 1.61419 | 1.62169 | ||
| 50 | 2023.04.04 10:45 | modify | 11 | 0.10 | 1.61053 | 1.61419 | 1.62169 | ||
| 51 | 2023.04.04 10:45 | modify | 10 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
| 52 | 2023.04.04 14:30 | t/p | 10 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 96.11 | 10377.53 |
| 53 | 2023.04.04 14:30 | t/p | 11 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 71.65 | 10449.18 |
| 54 | 2023.04.04 14:30 | t/p | 12 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 41.60 | 10490.78 |
| 55 | 2023.04.04 14:30 | t/p | 13 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 32.42 | 10523.20 |
| 56 | 2023.06.02 08:00 | buy | 14 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
| 57 | 2023.06.02 08:00 | modify | 14 | 0.10 | 1.62825 | 1.62325 | 1.64325 | ||
| 58 | 2023.06.02 09:40 | s/l | 14 | 0.10 | 1.62325 | 1.62325 | 1.64325 | -32.10 | 10491.10 |
| 59 | 2023.06.20 16:00 | sell | 15 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
| 60 | 2023.06.20 16:00 | modify | 15 | 0.10 | 1.61018 | 1.61518 | 1.59518 | ||
| 61 | 2023.06.21 04:30 | sell | 16 | 0.10 | 1.60626 | 0.00000 | 0.00000 | ||
| 62 | 2023.06.21 04:30 | modify | 16 | 0.10 | 1.60626 | 1.60943 | 1.59518 | ||
| 63 | 2023.06.21 04:30 | modify | 15 | 0.10 | 1.61018 | 1.60943 | 1.59518 | ||
| 64 | 2023.06.21 05:40 | s/l | 15 | 0.10 | 1.60943 | 1.60943 | 1.59518 | 4.68 | 10495.78 |
| 65 | 2023.06.21 05:40 | s/l | 16 | 0.10 | 1.60943 | 1.60943 | 1.59518 | -20.36 | 10475.42 |
| 66 | 2023.06.22 12:00 | sell | 17 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 67 | 2023.06.22 12:00 | modify | 17 | 0.10 | 1.61939 | 1.62439 | 1.60439 | ||
| 68 | 2023.06.22 14:15 | s/l | 17 | 0.10 | 1.62439 | 1.62439 | 1.60439 | -32.10 | 10443.32 |
| 69 | 2023.07.10 16:00 | sell | 18 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 70 | 2023.07.10 16:00 | modify | 18 | 0.10 | 1.64819 | 1.65319 | 1.63319 | ||
| 71 | 2023.07.12 02:20 | sell | 19 | 0.10 | 1.63972 | 0.00000 | 0.00000 | ||
| 72 | 2023.07.12 02:20 | modify | 19 | 0.10 | 1.63972 | 1.64444 | 1.63319 | ||
| 73 | 2023.07.12 02:20 | modify | 18 | 0.10 | 1.64819 | 1.64444 | 1.63319 | ||
| 74 | 2023.07.12 02:30 | sell | 20 | 0.10 | 1.63820 | 0.00000 | 0.00000 | ||
| 75 | 2023.07.12 02:30 | modify | 20 | 0.10 | 1.63820 | 1.64069 | 1.63319 | ||
| 76 | 2023.07.12 02:30 | modify | 19 | 0.10 | 1.63972 | 1.64069 | 1.63319 | ||
| 77 | 2023.07.12 02:30 | modify | 18 | 0.10 | 1.64819 | 1.64069 | 1.63319 | ||
| 78 | 2023.07.12 03:30 | s/l | 18 | 0.10 | 1.64069 | 1.64069 | 1.63319 | 47.90 | 10491.21 |
| 79 | 2023.07.12 03:30 | s/l | 19 | 0.10 | 1.64069 | 1.64069 | 1.63319 | -6.23 | 10484.98 |
| 80 | 2023.07.12 03:30 | s/l | 20 | 0.10 | 1.64069 | 1.64069 | 1.63319 | -15.99 | 10468.99 |
| 81 | 2023.07.25 20:00 | buy | 21 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 82 | 2023.07.25 20:00 | modify | 21 | 0.10 | 1.62829 | 1.62329 | 1.64329 | ||
| 83 | 2023.07.26 02:05 | buy | 22 | 0.10 | 1.63680 | 0.00000 | 0.00000 | ||
| 84 | 2023.07.26 02:05 | modify | 22 | 0.10 | 1.63680 | 1.63204 | 1.64329 | ||
| 85 | 2023.07.26 02:05 | modify | 21 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
| 86 | 2023.07.26 09:20 | buy | 23 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
| 87 | 2023.07.26 09:20 | modify | 23 | 0.10 | 1.63811 | 1.63579 | 1.64329 | ||
| 88 | 2023.07.26 09:20 | modify | 22 | 0.10 | 1.63680 | 1.63579 | 1.64329 | ||
| 89 | 2023.07.26 09:20 | modify | 21 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
| 90 | 2023.07.26 12:40 | t/p | 21 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 96.10 | 10565.09 |
| 91 | 2023.07.26 12:40 | t/p | 22 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 41.66 | 10606.75 |
| 92 | 2023.07.26 12:40 | t/p | 23 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 33.25 | 10640.00 |
| 93 | 2023.08.02 12:00 | sell | 24 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 94 | 2023.08.02 12:00 | modify | 24 | 0.10 | 1.66928 | 1.67428 | 1.65428 | ||
| 95 | 2023.08.03 00:30 | s/l | 24 | 0.10 | 1.67428 | 1.67428 | 1.65428 | -32.50 | 10607.50 |
| 96 | 2023.08.08 12:00 | sell | 25 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 97 | 2023.08.08 12:00 | modify | 25 | 0.10 | 1.68249 | 1.68749 | 1.66749 | ||
| 98 | 2023.08.08 16:50 | sell | 26 | 0.10 | 1.67860 | 0.00000 | 0.00000 | ||
| 99 | 2023.08.08 16:50 | modify | 26 | 0.10 | 1.67860 | 1.68174 | 1.66749 | ||
| 100 | 2023.08.08 16:50 | modify | 25 | 0.10 | 1.68249 | 1.68174 | 1.66749 | ||
| 101 | 2023.08.08 21:45 | sell | 27 | 0.10 | 1.67416 | 0.00000 | 0.00000 | ||
| 102 | 2023.08.08 21:45 | modify | 27 | 0.10 | 1.67416 | 1.67874 | 1.66749 | ||
| 103 | 2023.08.08 21:45 | modify | 26 | 0.10 | 1.67860 | 1.67874 | 1.66749 | ||
| 104 | 2023.08.08 21:45 | modify | 25 | 0.10 | 1.68249 | 1.67874 | 1.66749 | ||
| 105 | 2023.08.09 03:35 | sell | 28 | 0.10 | 1.67270 | 0.00000 | 0.00000 | ||
| 106 | 2023.08.09 03:35 | modify | 28 | 0.10 | 1.67270 | 1.67499 | 1.66749 | ||
| 107 | 2023.08.09 03:35 | modify | 27 | 0.10 | 1.67416 | 1.67499 | 1.66749 | ||
| 108 | 2023.08.09 03:35 | modify | 26 | 0.10 | 1.67860 | 1.67499 | 1.66749 | ||
| 109 | 2023.08.09 03:35 | modify | 25 | 0.10 | 1.68249 | 1.67499 | 1.66749 | ||
| 110 | 2023.08.09 05:40 | s/l | 25 | 0.10 | 1.67499 | 1.67499 | 1.66749 | 48.02 | 10655.52 |
| 111 | 2023.08.09 05:40 | s/l | 26 | 0.10 | 1.67499 | 1.67499 | 1.66749 | 23.04 | 10678.56 |
| 112 | 2023.08.09 05:40 | s/l | 27 | 0.10 | 1.67499 | 1.67499 | 1.66749 | -5.46 | 10673.10 |
| 113 | 2023.08.09 05:40 | s/l | 28 | 0.10 | 1.67499 | 1.67499 | 1.66749 | -14.71 | 10658.39 |
| 114 | 2023.09.05 12:00 | sell | 29 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 115 | 2023.09.05 12:00 | modify | 29 | 0.10 | 1.68598 | 1.69098 | 1.67098 | ||
| 116 | 2023.09.05 12:40 | sell | 30 | 0.10 | 1.68194 | 0.00000 | 0.00000 | ||
| 117 | 2023.09.05 12:40 | modify | 30 | 0.10 | 1.68194 | 1.68523 | 1.67098 | ||
| 118 | 2023.09.05 12:40 | modify | 29 | 0.10 | 1.68598 | 1.68523 | 1.67098 | ||
| 119 | 2023.09.06 01:40 | s/l | 29 | 0.10 | 1.68523 | 1.68523 | 1.67098 | 4.69 | 10663.08 |
| 120 | 2023.09.06 01:40 | s/l | 30 | 0.10 | 1.68523 | 1.68523 | 1.67098 | -21.25 | 10641.83 |