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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1911 | Ticks modelled | 36686458 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 540.59 | Gross profit | 787.32 | Gross loss | -246.73 |
| Profit factor | 3.19 | Expected payoff | 16.38 | ||
| Absolute drawdown | 6.23 | Maximal drawdown | 156.96 (1.49%) | Relative drawdown | 1.49% (156.96) |
| Total trades | 33 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 18 (54.55%) | Loss trades (% of total) | 15 (45.45%) | ||
| Largest | profit trade | 96.36 | loss trade | -32.51 | |
| Average | profit trade | 43.74 | loss trade | -16.45 | |
| Maximum | consecutive wins (profit in money) | 6 (316.90) | consecutive losses (loss in money) | 3 (-53.58) | |
| Maximal | consecutive profit (count of wins) | 316.90 (6) | consecutive loss (count of losses) | -53.58 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 08:36 | sell | 2 | 0.10 | 1.55799 | 0.00000 | 0.00000 | ||
| 4 | 2022.11.10 08:36 | modify | 2 | 0.10 | 1.55799 | 1.56099 | 1.54674 | ||
| 5 | 2022.11.10 08:36 | modify | 1 | 0.10 | 1.56174 | 1.56099 | 1.54674 | ||
| 6 | 2022.11.10 11:00 | sell | 3 | 0.10 | 1.55346 | 0.00000 | 0.00000 | ||
| 7 | 2022.11.10 11:00 | modify | 3 | 0.10 | 1.55346 | 1.55799 | 1.54674 | ||
| 8 | 2022.11.10 11:00 | modify | 2 | 0.10 | 1.55799 | 1.55799 | 1.54674 | ||
| 9 | 2022.11.10 11:00 | modify | 1 | 0.10 | 1.56174 | 1.55799 | 1.54674 | ||
| 10 | 2022.11.10 13:25 | sell | 4 | 0.10 | 1.55188 | 0.00000 | 0.00000 | ||
| 11 | 2022.11.10 13:25 | modify | 4 | 0.10 | 1.55188 | 1.55424 | 1.54674 | ||
| 12 | 2022.11.10 13:25 | modify | 3 | 0.10 | 1.55346 | 1.55424 | 1.54674 | ||
| 13 | 2022.11.10 13:25 | modify | 2 | 0.10 | 1.55799 | 1.55424 | 1.54674 | ||
| 14 | 2022.11.10 13:25 | modify | 1 | 0.10 | 1.56174 | 1.55424 | 1.54674 | ||
| 15 | 2022.11.10 13:30 | t/p | 1 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 96.36 | 10096.36 |
| 16 | 2022.11.10 13:30 | t/p | 2 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 72.27 | 10168.63 |
| 17 | 2022.11.10 13:30 | t/p | 3 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 43.17 | 10211.80 |
| 18 | 2022.11.10 13:30 | t/p | 4 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 33.02 | 10244.82 |
| 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 16:30 | sell | 6 | 0.10 | 1.58392 | 0.00000 | 0.00000 | ||
| 22 | 2022.12.16 16:30 | modify | 6 | 0.10 | 1.58392 | 1.58695 | 1.57270 | ||
| 23 | 2022.12.16 16:30 | modify | 5 | 0.10 | 1.58770 | 1.58695 | 1.57270 | ||
| 24 | 2022.12.18 22:04 | sell | 7 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
| 25 | 2022.12.18 22:04 | modify | 7 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
| 26 | 2022.12.18 22:04 | modify | 6 | 0.10 | 1.58392 | 1.58020 | 1.57270 | ||
| 27 | 2022.12.18 22:04 | modify | 5 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
| 28 | 2022.12.18 22:29 | sell | 8 | 0.10 | 1.57941 | 0.00000 | 0.00000 | ||
| 29 | 2022.12.18 22:29 | modify | 8 | 0.10 | 1.57941 | 1.58395 | 1.57270 | ||
| 30 | 2022.12.18 22:29 | modify | 8 | 0.10 | 1.57941 | 1.58020 | 1.57270 | ||
| 31 | 2022.12.18 22:32 | s/l | 5 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 48.18 | 10293.00 |
| 32 | 2022.12.18 22:32 | s/l | 6 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 23.90 | 10316.90 |
| 33 | 2022.12.18 22:32 | s/l | 7 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -15.73 | 10301.17 |
| 34 | 2022.12.18 22:32 | s/l | 8 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -5.07 | 10296.10 |
| 35 | 2023.01.25 12:00 | buy | 9 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
| 36 | 2023.01.25 12:00 | modify | 9 | 0.10 | 1.53411 | 1.52911 | 1.54911 | ||
| 37 | 2023.01.25 13:25 | buy | 10 | 0.10 | 1.53793 | 0.00000 | 0.00000 | ||
| 38 | 2023.01.25 13:25 | modify | 10 | 0.10 | 1.53793 | 1.53486 | 1.54911 | ||
| 39 | 2023.01.25 13:25 | modify | 9 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
| 40 | 2023.01.25 15:04 | buy | 11 | 0.10 | 1.54238 | 0.00000 | 0.00000 | ||
| 41 | 2023.01.25 15:04 | modify | 11 | 0.10 | 1.54238 | 1.53786 | 1.54911 | ||
| 42 | 2023.01.25 15:04 | modify | 10 | 0.10 | 1.53793 | 1.53786 | 1.54911 | ||
| 43 | 2023.01.25 15:04 | modify | 9 | 0.10 | 1.53411 | 1.53786 | 1.54911 | ||
| 44 | 2023.01.25 18:18 | s/l | 9 | 0.10 | 1.53786 | 1.53786 | 1.54911 | 24.08 | 10320.18 |
| 45 | 2023.01.25 18:18 | s/l | 10 | 0.10 | 1.53786 | 1.53786 | 1.54911 | -0.45 | 10319.73 |
| 46 | 2023.01.25 18:18 | s/l | 11 | 0.10 | 1.53786 | 1.53786 | 1.54911 | -29.03 | 10290.70 |
| 47 | 2023.04.03 20:00 | buy | 12 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 48 | 2023.04.03 20:00 | modify | 12 | 0.10 | 1.60669 | 1.60169 | 1.62169 | ||
| 49 | 2023.04.04 04:35 | buy | 13 | 0.10 | 1.61046 | 0.00000 | 0.00000 | ||
| 50 | 2023.04.04 04:35 | modify | 13 | 0.10 | 1.61046 | 1.60744 | 1.62169 | ||
| 51 | 2023.04.04 04:35 | modify | 12 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
| 52 | 2023.04.04 07:12 | buy | 14 | 0.10 | 1.61495 | 0.00000 | 0.00000 | ||
| 53 | 2023.04.04 07:12 | modify | 14 | 0.10 | 1.61495 | 1.61044 | 1.62169 | ||
| 54 | 2023.04.04 07:12 | modify | 13 | 0.10 | 1.61046 | 1.61044 | 1.62169 | ||
| 55 | 2023.04.04 07:12 | modify | 12 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
| 56 | 2023.04.04 07:34 | buy | 15 | 0.10 | 1.61646 | 0.00000 | 0.00000 | ||
| 57 | 2023.04.04 07:34 | modify | 15 | 0.10 | 1.61646 | 1.61419 | 1.62169 | ||
| 58 | 2023.04.04 07:34 | modify | 14 | 0.10 | 1.61495 | 1.61419 | 1.62169 | ||
| 59 | 2023.04.04 07:34 | modify | 13 | 0.10 | 1.61046 | 1.61419 | 1.62169 | ||
| 60 | 2023.04.04 07:34 | modify | 12 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
| 61 | 2023.04.04 14:20 | t/p | 12 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 96.14 | 10386.84 |
| 62 | 2023.04.04 14:20 | t/p | 13 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 72.12 | 10458.96 |
| 63 | 2023.04.04 14:20 | t/p | 14 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 43.29 | 10502.25 |
| 64 | 2023.04.04 14:20 | t/p | 15 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 33.59 | 10535.84 |
| 65 | 2023.06.02 08:00 | buy | 16 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
| 66 | 2023.06.02 08:00 | modify | 16 | 0.10 | 1.62825 | 1.62325 | 1.64325 | ||
| 67 | 2023.06.02 09:31 | s/l | 16 | 0.10 | 1.62325 | 1.62325 | 1.64325 | -32.11 | 10503.73 |
| 68 | 2023.06.20 16:00 | sell | 17 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
| 69 | 2023.06.20 16:00 | modify | 17 | 0.10 | 1.61018 | 1.61518 | 1.59518 | ||
| 70 | 2023.06.21 02:19 | sell | 18 | 0.10 | 1.60640 | 0.00000 | 0.00000 | ||
| 71 | 2023.06.21 02:19 | modify | 18 | 0.10 | 1.60640 | 1.60943 | 1.59518 | ||
| 72 | 2023.06.21 02:19 | modify | 17 | 0.10 | 1.61018 | 1.60943 | 1.59518 | ||
| 73 | 2023.06.21 05:57 | s/l | 17 | 0.10 | 1.60943 | 1.60943 | 1.59518 | 4.69 | 10508.42 |
| 74 | 2023.06.21 05:57 | s/l | 18 | 0.10 | 1.60943 | 1.60943 | 1.59518 | -19.46 | 10488.96 |
| 75 | 2023.06.22 12:00 | sell | 19 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 76 | 2023.06.22 12:00 | modify | 19 | 0.10 | 1.61939 | 1.62439 | 1.60439 | ||
| 77 | 2023.06.22 14:34 | s/l | 19 | 0.10 | 1.62439 | 1.62439 | 1.60439 | -32.13 | 10456.83 |
| 78 | 2023.07.10 16:00 | sell | 20 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 79 | 2023.07.10 16:00 | modify | 20 | 0.10 | 1.64819 | 1.65319 | 1.63319 | ||
| 80 | 2023.07.12 00:28 | sell | 21 | 0.10 | 1.64438 | 0.00000 | 0.00000 | ||
| 81 | 2023.07.12 00:28 | modify | 21 | 0.10 | 1.64438 | 1.64744 | 1.63319 | ||
| 82 | 2023.07.12 00:28 | modify | 20 | 0.10 | 1.64819 | 1.64744 | 1.63319 | ||
| 83 | 2023.07.12 01:16 | sell | 22 | 0.10 | 1.63991 | 0.00000 | 0.00000 | ||
| 84 | 2023.07.12 01:16 | modify | 22 | 0.10 | 1.63991 | 1.64444 | 1.63319 | ||
| 85 | 2023.07.12 01:16 | modify | 21 | 0.10 | 1.64438 | 1.64444 | 1.63319 | ||
| 86 | 2023.07.12 01:16 | modify | 20 | 0.10 | 1.64819 | 1.64444 | 1.63319 | ||
| 87 | 2023.07.12 02:23 | sell | 23 | 0.10 | 1.63844 | 0.00000 | 0.00000 | ||
| 88 | 2023.07.12 02:23 | modify | 23 | 0.10 | 1.63844 | 1.64069 | 1.63319 | ||
| 89 | 2023.07.12 02:23 | modify | 22 | 0.10 | 1.63991 | 1.64069 | 1.63319 | ||
| 90 | 2023.07.12 02:23 | modify | 21 | 0.10 | 1.64438 | 1.64069 | 1.63319 | ||
| 91 | 2023.07.12 02:23 | modify | 20 | 0.10 | 1.64819 | 1.64069 | 1.63319 | ||
| 92 | 2023.07.12 03:43 | s/l | 20 | 0.10 | 1.64069 | 1.64069 | 1.63319 | 47.92 | 10504.75 |
| 93 | 2023.07.12 03:43 | s/l | 21 | 0.10 | 1.64069 | 1.64069 | 1.63319 | 23.70 | 10528.45 |
| 94 | 2023.07.12 03:43 | s/l | 22 | 0.10 | 1.64069 | 1.64069 | 1.63319 | -5.01 | 10523.44 |
| 95 | 2023.07.12 03:43 | s/l | 23 | 0.10 | 1.64069 | 1.64069 | 1.63319 | -14.46 | 10508.98 |
| 96 | 2023.07.25 20:00 | buy | 24 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 97 | 2023.07.25 20:00 | modify | 24 | 0.10 | 1.62829 | 1.62329 | 1.64329 | ||
| 98 | 2023.07.26 01:30 | buy | 25 | 0.10 | 1.63662 | 0.00000 | 0.00000 | ||
| 99 | 2023.07.26 01:30 | modify | 25 | 0.10 | 1.63662 | 1.63204 | 1.64329 | ||
| 100 | 2023.07.26 01:30 | modify | 24 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
| 101 | 2023.07.26 01:30 | buy | 26 | 0.10 | 1.63824 | 0.00000 | 0.00000 | ||
| 102 | 2023.07.26 01:30 | modify | 26 | 0.10 | 1.63824 | 1.63579 | 1.64329 | ||
| 103 | 2023.07.26 01:30 | modify | 25 | 0.10 | 1.63662 | 1.63579 | 1.64329 | ||
| 104 | 2023.07.26 01:30 | modify | 24 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
| 105 | 2023.07.26 01:50 | s/l | 24 | 0.10 | 1.63579 | 1.63579 | 1.64329 | 47.98 | 10556.96 |
| 106 | 2023.07.26 01:50 | s/l | 25 | 0.10 | 1.63579 | 1.63579 | 1.64329 | -5.33 | 10551.63 |
| 107 | 2023.07.26 01:50 | s/l | 26 | 0.10 | 1.63579 | 1.63579 | 1.64329 | -15.74 | 10535.89 |
| 108 | 2023.08.02 12:00 | sell | 27 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 109 | 2023.08.02 12:00 | modify | 27 | 0.10 | 1.66928 | 1.67428 | 1.65428 | ||
| 110 | 2023.08.03 00:12 | s/l | 27 | 0.10 | 1.67428 | 1.67428 | 1.65428 | -32.51 | 10503.38 |
| 111 | 2023.08.08 12:00 | sell | 28 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 112 | 2023.08.08 12:00 | modify | 28 | 0.10 | 1.68249 | 1.68749 | 1.66749 | ||
| 113 | 2023.08.08 16:18 | sell | 29 | 0.10 | 1.67871 | 0.00000 | 0.00000 | ||
| 114 | 2023.08.08 16:18 | modify | 29 | 0.10 | 1.67871 | 1.68174 | 1.66749 | ||
| 115 | 2023.08.08 16:18 | modify | 28 | 0.10 | 1.68249 | 1.68174 | 1.66749 | ||
| 116 | 2023.08.08 20:47 | sell | 30 | 0.10 | 1.67424 | 0.00000 | 0.00000 | ||
| 117 | 2023.08.08 20:47 | modify | 30 | 0.10 | 1.67424 | 1.67874 | 1.66749 | ||
| 118 | 2023.08.08 20:47 | modify | 29 | 0.10 | 1.67871 | 1.67874 | 1.66749 | ||
| 119 | 2023.08.08 20:47 | modify | 28 | 0.10 | 1.68249 | 1.67874 | 1.66749 | ||
| 120 | 2023.08.08 21:00 | sell | 31 | 0.10 | 1.67259 | 0.00000 | 0.00000 | ||
| 121 | 2023.08.08 21:00 | modify | 31 | 0.10 | 1.67259 | 1.67499 | 1.66749 | ||
| 122 | 2023.08.08 21:00 | modify | 30 | 0.10 | 1.67424 | 1.67499 | 1.66749 | ||
| 123 | 2023.08.08 21:00 | modify | 29 | 0.10 | 1.67871 | 1.67499 | 1.66749 | ||
| 124 | 2023.08.08 21:00 | modify | 28 | 0.10 | 1.68249 | 1.67499 | 1.66749 | ||
| 125 | 2023.08.08 21:17 | s/l | 28 | 0.10 | 1.67499 | 1.67499 | 1.66749 | 48.19 | 10551.57 |
| 126 | 2023.08.08 21:17 | s/l | 29 | 0.10 | 1.67499 | 1.67499 | 1.66749 | 23.90 | 10575.47 |
| 127 | 2023.08.08 21:17 | s/l | 30 | 0.10 | 1.67499 | 1.67499 | 1.66749 | -4.82 | 10570.65 |
| 128 | 2023.08.08 21:17 | s/l | 31 | 0.10 | 1.67499 | 1.67499 | 1.66749 | -15.42 | 10555.23 |
| 129 | 2023.09.05 12:00 | sell | 32 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 130 | 2023.09.05 12:00 | modify | 32 | 0.10 | 1.68598 | 1.69098 | 1.67098 | ||
| 131 | 2023.09.05 12:43 | sell | 33 | 0.10 | 1.68220 | 0.00000 | 0.00000 | ||
| 132 | 2023.09.05 12:43 | modify | 33 | 0.10 | 1.68220 | 1.68523 | 1.67098 | ||
| 133 | 2023.09.05 12:43 | modify | 32 | 0.10 | 1.68598 | 1.68523 | 1.67098 | ||
| 134 | 2023.09.05 12:50 | s/l | 32 | 0.10 | 1.68523 | 1.68523 | 1.67098 | 4.82 | 10560.05 |
| 135 | 2023.09.05 12:50 | s/l | 33 | 0.10 | 1.68523 | 1.68523 | 1.67098 | -19.46 | 10540.59 |