Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=7; 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=150; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 78824 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1117.25 | Gross profit | 1287.06 | Gross loss | -169.81 |
| Profit factor | 7.58 | Expected payoff | 48.58 | ||
| Absolute drawdown | 70.14 | Maximal drawdown | 264.54 (2.40%) | Relative drawdown | 2.40% (264.54) |
| Total trades | 23 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 151.54 | loss trade | -40.34 | |
| Average | profit trade | 85.80 | loss trade | -21.23 | |
| Maximum | consecutive wins (profit in money) | 9 (806.08) | consecutive losses (loss in money) | 3 (-66.03) | |
| Maximal | consecutive profit (count of wins) | 806.08 (9) | consecutive loss (count of losses) | -66.03 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.10 16:00 | buy | 1 | 0.10 | 0.97056 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.10 16:00 | modify | 1 | 0.10 | 0.97056 | 0.95556 | 0.98556 | ||
| 3 | 2022.10.11 15:40 | buy | 2 | 0.10 | 0.97657 | 0.00000 | 0.00000 | ||
| 4 | 2022.10.11 15:40 | modify | 2 | 0.10 | 0.97657 | 0.97206 | 0.98556 | ||
| 5 | 2022.10.11 15:40 | modify | 1 | 0.10 | 0.97056 | 0.97206 | 0.98556 | ||
| 6 | 2022.10.11 16:50 | buy | 3 | 0.10 | 0.97747 | 0.00000 | 0.00000 | ||
| 7 | 2022.10.11 16:50 | modify | 3 | 0.10 | 0.97747 | 0.97506 | 0.98556 | ||
| 8 | 2022.10.11 16:50 | modify | 2 | 0.10 | 0.97657 | 0.97506 | 0.98556 | ||
| 9 | 2022.10.11 16:50 | modify | 1 | 0.10 | 0.97056 | 0.97506 | 0.98556 | ||
| 10 | 2022.10.11 17:40 | s/l | 1 | 0.10 | 0.97506 | 0.97506 | 0.98556 | 44.36 | 10044.36 |
| 11 | 2022.10.11 17:40 | s/l | 2 | 0.10 | 0.97506 | 0.97506 | 0.98556 | -15.10 | 10029.26 |
| 12 | 2022.10.11 17:40 | s/l | 3 | 0.10 | 0.97506 | 0.97506 | 0.98556 | -24.10 | 10005.16 |
| 13 | 2022.10.26 12:00 | sell | 4 | 0.10 | 1.00211 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.26 12:00 | modify | 4 | 0.10 | 1.00211 | 1.01711 | 0.98711 | ||
| 15 | 2022.10.27 19:05 | sell | 5 | 0.10 | 0.99602 | 0.00000 | 0.00000 | ||
| 16 | 2022.10.27 19:05 | modify | 5 | 0.10 | 0.99602 | 1.00061 | 0.98711 | ||
| 17 | 2022.10.27 19:05 | modify | 4 | 0.10 | 1.00211 | 1.00061 | 0.98711 | ||
| 18 | 2022.10.28 07:30 | sell | 6 | 0.10 | 0.99519 | 0.00000 | 0.00000 | ||
| 19 | 2022.10.28 07:30 | modify | 6 | 0.10 | 0.99519 | 0.99761 | 0.98711 | ||
| 20 | 2022.10.28 07:30 | modify | 5 | 0.10 | 0.99602 | 0.99761 | 0.98711 | ||
| 21 | 2022.10.28 07:30 | modify | 4 | 0.10 | 1.00211 | 0.99761 | 0.98711 | ||
| 22 | 2022.10.28 08:50 | sell | 7 | 0.10 | 0.99289 | 0.00000 | 0.00000 | ||
| 23 | 2022.10.28 08:50 | modify | 7 | 0.10 | 0.99289 | 0.99686 | 0.98711 | ||
| 24 | 2022.10.28 08:50 | modify | 6 | 0.10 | 0.99519 | 0.99686 | 0.98711 | ||
| 25 | 2022.10.28 08:50 | modify | 5 | 0.10 | 0.99602 | 0.99686 | 0.98711 | ||
| 26 | 2022.10.28 08:50 | modify | 4 | 0.10 | 1.00211 | 0.99686 | 0.98711 | ||
| 27 | 2022.10.28 11:40 | s/l | 4 | 0.10 | 0.99686 | 0.99686 | 0.98711 | 53.38 | 10058.54 |
| 28 | 2022.10.28 11:40 | s/l | 5 | 0.10 | 0.99686 | 0.99686 | 0.98711 | -8.18 | 10050.35 |
| 29 | 2022.10.28 11:40 | s/l | 6 | 0.10 | 0.99686 | 0.99686 | 0.98711 | -16.70 | 10033.65 |
| 30 | 2022.10.28 11:40 | s/l | 7 | 0.10 | 0.99686 | 0.99686 | 0.98711 | -39.70 | 9993.95 |
| 31 | 2022.11.21 16:00 | buy | 8 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.21 16:00 | modify | 8 | 0.10 | 1.02427 | 1.00927 | 1.03927 | ||
| 33 | 2022.11.22 18:40 | buy | 9 | 0.10 | 1.03112 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.22 18:40 | modify | 9 | 0.10 | 1.03112 | 1.02877 | 1.03927 | ||
| 35 | 2022.11.22 18:40 | modify | 8 | 0.10 | 1.02427 | 1.02877 | 1.03927 | ||
| 36 | 2022.11.22 20:30 | buy | 10 | 0.10 | 1.03043 | 0.00000 | 0.00000 | ||
| 37 | 2022.11.22 20:30 | modify | 10 | 0.10 | 1.03043 | 1.02577 | 1.03927 | ||
| 38 | 2022.11.22 20:35 | modify | 10 | 0.10 | 1.03043 | 1.02877 | 1.03927 | ||
| 39 | 2022.11.23 05:40 | buy | 11 | 0.10 | 1.03339 | 0.00000 | 0.00000 | ||
| 40 | 2022.11.23 05:40 | modify | 11 | 0.10 | 1.03339 | 1.02952 | 1.03927 | ||
| 41 | 2022.11.23 05:40 | modify | 9 | 0.10 | 1.03112 | 1.02952 | 1.03927 | ||
| 42 | 2022.11.23 05:40 | modify | 10 | 0.10 | 1.03043 | 1.02952 | 1.03927 | ||
| 43 | 2022.11.23 05:40 | modify | 8 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
| 44 | 2022.11.23 19:30 | t/p | 8 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 148.72 | 10142.67 |
| 45 | 2022.11.23 19:30 | t/p | 9 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 80.86 | 10223.53 |
| 46 | 2022.11.23 19:30 | t/p | 10 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 87.76 | 10311.29 |
| 47 | 2022.11.23 19:30 | t/p | 11 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 58.80 | 10370.09 |
| 48 | 2023.04.14 08:00 | sell | 12 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 49 | 2023.04.14 08:00 | modify | 12 | 0.10 | 1.10653 | 1.12153 | 1.09153 | ||
| 50 | 2023.04.14 14:33 | sell | 13 | 0.10 | 1.09962 | 0.00000 | 0.00000 | ||
| 51 | 2023.04.14 14:33 | modify | 13 | 0.10 | 1.09962 | 1.10203 | 1.09153 | ||
| 52 | 2023.04.14 14:33 | modify | 12 | 0.10 | 1.10653 | 1.10203 | 1.09153 | ||
| 53 | 2023.04.14 15:10 | sell | 14 | 0.10 | 1.10032 | 0.00000 | 0.00000 | ||
| 54 | 2023.04.14 15:10 | modify | 14 | 0.10 | 1.10032 | 1.10503 | 1.09153 | ||
| 55 | 2023.04.14 15:15 | modify | 14 | 0.10 | 1.10032 | 1.10203 | 1.09153 | ||
| 56 | 2023.04.14 15:40 | sell | 15 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
| 57 | 2023.04.14 15:40 | modify | 15 | 0.10 | 1.09750 | 1.10128 | 1.09153 | ||
| 58 | 2023.04.14 15:40 | modify | 13 | 0.10 | 1.09962 | 1.10128 | 1.09153 | ||
| 59 | 2023.04.14 15:40 | modify | 14 | 0.10 | 1.10032 | 1.10128 | 1.09153 | ||
| 60 | 2023.04.14 15:40 | modify | 12 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
| 61 | 2023.04.17 14:40 | t/p | 12 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.22 | 10520.31 |
| 62 | 2023.04.17 14:40 | t/p | 13 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 81.12 | 10601.42 |
| 63 | 2023.04.17 14:40 | t/p | 14 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 88.12 | 10689.54 |
| 64 | 2023.04.17 14:40 | t/p | 15 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 59.92 | 10749.46 |
| 65 | 2023.06.23 12:00 | buy | 16 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
| 66 | 2023.06.23 12:00 | modify | 16 | 0.10 | 1.08792 | 1.07292 | 1.10292 | ||
| 67 | 2023.06.27 07:30 | buy | 17 | 0.10 | 1.09410 | 0.00000 | 0.00000 | ||
| 68 | 2023.06.27 07:30 | modify | 17 | 0.10 | 1.09410 | 1.08942 | 1.10292 | ||
| 69 | 2023.06.27 07:30 | modify | 16 | 0.10 | 1.08792 | 1.08942 | 1.10292 | ||
| 70 | 2023.06.27 08:40 | buy | 18 | 0.10 | 1.09468 | 0.00000 | 0.00000 | ||
| 71 | 2023.06.27 08:40 | modify | 18 | 0.10 | 1.09468 | 1.09242 | 1.10292 | ||
| 72 | 2023.06.27 08:40 | modify | 17 | 0.10 | 1.09410 | 1.09242 | 1.10292 | ||
| 73 | 2023.06.27 08:40 | modify | 16 | 0.10 | 1.08792 | 1.09242 | 1.10292 | ||
| 74 | 2023.06.27 13:20 | buy | 19 | 0.10 | 1.09714 | 0.00000 | 0.00000 | ||
| 75 | 2023.06.27 13:20 | modify | 19 | 0.10 | 1.09714 | 1.09317 | 1.10292 | ||
| 76 | 2023.06.27 13:20 | modify | 18 | 0.10 | 1.09468 | 1.09317 | 1.10292 | ||
| 77 | 2023.06.27 13:20 | modify | 17 | 0.10 | 1.09410 | 1.09317 | 1.10292 | ||
| 78 | 2023.06.27 13:20 | modify | 16 | 0.10 | 1.08792 | 1.09317 | 1.10292 | ||
| 79 | 2023.06.28 12:40 | s/l | 16 | 0.10 | 1.09317 | 1.09317 | 1.10292 | 50.57 | 10800.04 |
| 80 | 2023.06.28 12:40 | s/l | 17 | 0.10 | 1.09317 | 1.09317 | 1.10292 | -9.94 | 10790.09 |
| 81 | 2023.06.28 12:40 | s/l | 18 | 0.10 | 1.09317 | 1.09317 | 1.10292 | -15.74 | 10774.35 |
| 82 | 2023.06.28 12:40 | s/l | 19 | 0.10 | 1.09317 | 1.09317 | 1.10292 | -40.34 | 10734.01 |
| 83 | 2023.08.10 16:00 | sell | 20 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 84 | 2023.08.10 16:00 | modify | 20 | 0.10 | 1.10152 | 1.11652 | 1.08652 | ||
| 85 | 2023.08.11 13:40 | sell | 21 | 0.10 | 1.09548 | 0.00000 | 0.00000 | ||
| 86 | 2023.08.11 13:40 | modify | 21 | 0.10 | 1.09548 | 1.10002 | 1.08652 | ||
| 87 | 2023.08.11 13:40 | modify | 20 | 0.10 | 1.10152 | 1.10002 | 1.08652 | ||
| 88 | 2023.08.11 16:40 | sell | 22 | 0.10 | 1.09457 | 0.00000 | 0.00000 | ||
| 89 | 2023.08.11 16:40 | modify | 22 | 0.10 | 1.09457 | 1.09702 | 1.08652 | ||
| 90 | 2023.08.11 16:40 | modify | 21 | 0.10 | 1.09548 | 1.09702 | 1.08652 | ||
| 91 | 2023.08.11 16:40 | modify | 20 | 0.10 | 1.10152 | 1.09702 | 1.08652 | ||
| 92 | 2023.08.15 06:45 | sell | 23 | 0.10 | 1.09233 | 0.00000 | 0.00000 | ||
| 93 | 2023.08.15 06:45 | modify | 23 | 0.10 | 1.09233 | 1.09627 | 1.08652 | ||
| 94 | 2023.08.15 06:45 | modify | 22 | 0.10 | 1.09457 | 1.09627 | 1.08652 | ||
| 95 | 2023.08.15 06:45 | modify | 21 | 0.10 | 1.09548 | 1.09627 | 1.08652 | ||
| 96 | 2023.08.15 06:45 | modify | 20 | 0.10 | 1.10152 | 1.09627 | 1.08652 | ||
| 97 | 2023.08.17 01:40 | t/p | 20 | 0.10 | 1.08652 | 1.09627 | 1.08652 | 151.54 | 10885.55 |
| 98 | 2023.08.17 01:40 | t/p | 21 | 0.10 | 1.08652 | 1.09627 | 1.08652 | 90.92 | 10976.46 |
| 99 | 2023.08.17 01:40 | t/p | 22 | 0.10 | 1.08652 | 1.09627 | 1.08652 | 81.82 | 11058.28 |
| 100 | 2023.08.17 01:40 | t/p | 23 | 0.10 | 1.08652 | 1.09627 | 1.08652 | 58.98 | 11117.25 |