Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 526.82 | Gross profit | 1494.10 | Gross loss | -967.28 |
| Profit factor | 1.54 | Expected payoff | 15.49 | ||
| Absolute drawdown | 162.76 | Maximal drawdown | 368.46 (3.52%) | Relative drawdown | 3.52% (368.46) |
| Total trades | 34 | Short positions (won %) | 21 (42.86%) | Long positions (won %) | 13 (38.46%) |
| Profit trades (% of total) | 14 (41.18%) | Loss trades (% of total) | 20 (58.82%) | ||
| Largest | profit trade | 152.19 | loss trade | -56.42 | |
| Average | profit trade | 106.72 | loss trade | -48.36 | |
| Maximum | consecutive wins (profit in money) | 5 (511.34) | consecutive losses (loss in money) | 6 (-293.64) | |
| Maximal | consecutive profit (count of wins) | 511.34 (5) | consecutive loss (count of losses) | -293.64 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.10 08:00 | sell | 1 | 0.10 | 1.05946 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.10 08:00 | modify | 1 | 0.10 | 1.05946 | 1.06446 | 1.04446 | ||
| 3 | 2023.03.10 16:00 | s/l | 1 | 0.10 | 1.06446 | 1.06446 | 1.04446 | -50.00 | 9950.00 |
| 4 | 2023.03.31 00:00 | sell | 2 | 0.10 | 1.09040 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.31 00:00 | modify | 2 | 0.10 | 1.09040 | 1.09540 | 1.07540 | ||
| 6 | 2023.04.04 16:00 | s/l | 2 | 0.10 | 1.09540 | 1.09540 | 1.07540 | -49.56 | 9900.44 |
| 7 | 2023.04.14 08:00 | sell | 3 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 8 | 2023.04.14 08:00 | modify | 3 | 0.10 | 1.10653 | 1.11153 | 1.09153 | ||
| 9 | 2023.04.17 16:00 | t/p | 3 | 0.10 | 1.09153 | 1.11153 | 1.09153 | 150.22 | 10050.66 |
| 10 | 2023.04.25 04:00 | sell | 4 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.25 04:00 | modify | 4 | 0.10 | 1.10528 | 1.11028 | 1.09028 | ||
| 12 | 2023.04.25 16:00 | sell | 5 | 0.10 | 1.09685 | 0.00000 | 0.00000 | ||
| 13 | 2023.04.25 16:00 | modify | 5 | 0.10 | 1.09685 | 1.10078 | 1.09028 | ||
| 14 | 2023.04.25 16:00 | modify | 4 | 0.10 | 1.10528 | 1.10078 | 1.09028 | ||
| 15 | 2023.04.26 08:00 | s/l | 4 | 0.10 | 1.10078 | 1.10078 | 1.09028 | 45.22 | 10095.88 |
| 16 | 2023.04.26 08:00 | s/l | 5 | 0.10 | 1.10078 | 1.10078 | 1.09028 | -39.08 | 10056.80 |
| 17 | 2023.05.15 00:00 | buy | 6 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
| 18 | 2023.05.15 00:00 | modify | 6 | 0.10 | 1.08556 | 1.08056 | 1.10056 | ||
| 19 | 2023.05.18 12:00 | s/l | 6 | 0.10 | 1.08056 | 1.08056 | 1.10056 | -53.21 | 10003.59 |
| 20 | 2023.05.19 00:00 | buy | 7 | 0.10 | 1.07779 | 0.00000 | 0.00000 | ||
| 21 | 2023.05.19 00:00 | modify | 7 | 0.10 | 1.07779 | 1.07279 | 1.09279 | ||
| 22 | 2023.05.25 08:00 | s/l | 7 | 0.10 | 1.07279 | 1.07279 | 1.09279 | -53.85 | 9949.73 |
| 23 | 2023.06.09 04:00 | sell | 8 | 0.10 | 1.07777 | 0.00000 | 0.00000 | ||
| 24 | 2023.06.09 04:00 | modify | 8 | 0.10 | 1.07777 | 1.08277 | 1.06277 | ||
| 25 | 2023.06.14 16:00 | s/l | 8 | 0.10 | 1.08277 | 1.08277 | 1.06277 | -49.34 | 9900.39 |
| 26 | 2023.06.16 00:00 | sell | 9 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
| 27 | 2023.06.16 00:00 | modify | 9 | 0.10 | 1.09455 | 1.09955 | 1.07955 | ||
| 28 | 2023.06.22 04:00 | s/l | 9 | 0.10 | 1.09955 | 1.09955 | 1.07955 | -48.68 | 9851.71 |
| 29 | 2023.06.23 12:00 | buy | 10 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
| 30 | 2023.06.23 12:00 | modify | 10 | 0.10 | 1.08792 | 1.08292 | 1.10292 | ||
| 31 | 2023.06.27 16:00 | buy | 11 | 0.10 | 1.09628 | 0.00000 | 0.00000 | ||
| 32 | 2023.06.27 16:00 | modify | 11 | 0.10 | 1.09628 | 1.09242 | 1.10292 | ||
| 33 | 2023.06.27 16:00 | modify | 10 | 0.10 | 1.08792 | 1.09242 | 1.10292 | ||
| 34 | 2023.06.28 16:00 | s/l | 10 | 0.10 | 1.09242 | 1.09242 | 1.10292 | 43.07 | 9894.78 |
| 35 | 2023.06.28 16:00 | s/l | 11 | 0.10 | 1.09242 | 1.09242 | 1.10292 | -39.24 | 9855.54 |
| 36 | 2023.07.06 00:00 | buy | 12 | 0.10 | 1.08584 | 0.00000 | 0.00000 | ||
| 37 | 2023.07.06 00:00 | modify | 12 | 0.10 | 1.08584 | 1.08084 | 1.10084 | ||
| 38 | 2023.07.11 04:00 | t/p | 12 | 0.10 | 1.10084 | 1.08084 | 1.10084 | 148.07 | 10003.61 |
| 39 | 2023.07.14 00:00 | sell | 13 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
| 40 | 2023.07.14 00:00 | modify | 13 | 0.10 | 1.12235 | 1.12735 | 1.10735 | ||
| 41 | 2023.07.18 08:00 | s/l | 13 | 0.10 | 1.12735 | 1.12735 | 1.10735 | -49.56 | 9954.05 |
| 42 | 2023.07.21 00:00 | buy | 14 | 0.10 | 1.11375 | 0.00000 | 0.00000 | ||
| 43 | 2023.07.21 00:00 | modify | 14 | 0.10 | 1.11375 | 1.10875 | 1.12875 | ||
| 44 | 2023.07.24 08:00 | s/l | 14 | 0.10 | 1.10875 | 1.10875 | 1.12875 | -50.64 | 9903.41 |
| 45 | 2023.08.10 16:00 | sell | 15 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 46 | 2023.08.10 16:00 | modify | 15 | 0.10 | 1.10152 | 1.10652 | 1.08652 | ||
| 47 | 2023.08.14 04:00 | sell | 16 | 0.10 | 1.09321 | 0.00000 | 0.00000 | ||
| 48 | 2023.08.14 04:00 | modify | 16 | 0.10 | 1.09321 | 1.09702 | 1.08652 | ||
| 49 | 2023.08.14 04:00 | modify | 15 | 0.10 | 1.10152 | 1.09702 | 1.08652 | ||
| 50 | 2023.08.17 04:00 | t/p | 15 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 151.54 | 10054.94 |
| 51 | 2023.08.17 04:00 | t/p | 16 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 68.00 | 10122.94 |
| 52 | 2023.09.04 00:00 | buy | 17 | 0.10 | 1.07788 | 0.00000 | 0.00000 | ||
| 53 | 2023.09.04 00:00 | modify | 17 | 0.10 | 1.07788 | 1.07288 | 1.09288 | ||
| 54 | 2023.09.05 16:00 | s/l | 17 | 0.10 | 1.07288 | 1.07288 | 1.09288 | -50.64 | 10072.30 |
| 55 | 2023.09.06 00:00 | buy | 18 | 0.10 | 1.07276 | 0.00000 | 0.00000 | ||
| 56 | 2023.09.06 00:00 | modify | 18 | 0.10 | 1.07276 | 1.06776 | 1.08776 | ||
| 57 | 2023.09.14 16:00 | s/l | 18 | 0.10 | 1.06776 | 1.06776 | 1.08776 | -56.42 | 10015.88 |
| 58 | 2023.10.13 00:00 | buy | 19 | 0.10 | 1.05388 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.13 00:00 | modify | 19 | 0.10 | 1.05388 | 1.04888 | 1.06888 | ||
| 60 | 2023.10.23 08:00 | buy | 20 | 0.10 | 1.06006 | 0.00000 | 0.00000 | ||
| 61 | 2023.10.23 08:00 | modify | 20 | 0.10 | 1.06006 | 1.05538 | 1.06888 | ||
| 62 | 2023.10.23 08:00 | modify | 19 | 0.10 | 1.05388 | 1.05538 | 1.06888 | ||
| 63 | 2023.10.24 08:00 | t/p | 19 | 0.10 | 1.06888 | 1.05538 | 1.06888 | 144.22 | 10160.10 |
| 64 | 2023.10.24 08:00 | t/p | 20 | 0.10 | 1.06888 | 1.05538 | 1.06888 | 87.56 | 10247.66 |
| 65 | 2023.10.26 08:00 | buy | 21 | 0.10 | 1.05511 | 0.00000 | 0.00000 | ||
| 66 | 2023.10.26 08:00 | modify | 21 | 0.10 | 1.05511 | 1.05011 | 1.07011 | ||
| 67 | 2023.11.03 16:00 | t/p | 21 | 0.10 | 1.07011 | 1.05011 | 1.07011 | 144.86 | 10392.52 |
| 68 | 2023.11.06 08:00 | sell | 22 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 69 | 2023.11.06 08:00 | modify | 22 | 0.10 | 1.07333 | 1.07833 | 1.05833 | ||
| 70 | 2023.11.14 16:00 | s/l | 22 | 0.10 | 1.07833 | 1.07833 | 1.05833 | -48.25 | 10344.27 |
| 71 | 2023.11.15 00:00 | sell | 23 | 0.10 | 1.08776 | 0.00000 | 0.00000 | ||
| 72 | 2023.11.15 00:00 | modify | 23 | 0.10 | 1.08776 | 1.09276 | 1.07276 | ||
| 73 | 2023.11.20 04:00 | s/l | 23 | 0.10 | 1.09276 | 1.09276 | 1.07276 | -48.90 | 10295.37 |
| 74 | 2023.11.21 00:00 | sell | 24 | 0.10 | 1.09447 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.21 00:00 | modify | 24 | 0.10 | 1.09447 | 1.09947 | 1.07947 | ||
| 76 | 2023.11.28 16:00 | s/l | 24 | 0.10 | 1.09947 | 1.09947 | 1.07947 | -48.46 | 10246.91 |
| 77 | 2023.12.01 00:00 | buy | 25 | 0.10 | 1.08947 | 0.00000 | 0.00000 | ||
| 78 | 2023.12.01 00:00 | modify | 25 | 0.10 | 1.08947 | 1.08447 | 1.10447 | ||
| 79 | 2023.12.01 16:00 | s/l | 25 | 0.10 | 1.08447 | 1.08447 | 1.10447 | -50.00 | 10196.91 |
| 80 | 2023.12.14 00:00 | sell | 26 | 0.10 | 1.08826 | 0.00000 | 0.00000 | ||
| 81 | 2023.12.14 00:00 | modify | 26 | 0.10 | 1.08826 | 1.09326 | 1.07326 | ||
| 82 | 2023.12.14 12:00 | s/l | 26 | 0.10 | 1.09326 | 1.09326 | 1.07326 | -50.00 | 10146.91 |
| 83 | 2023.12.15 08:00 | sell | 27 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 84 | 2023.12.15 08:00 | modify | 27 | 0.10 | 1.09938 | 1.10438 | 1.08438 | ||
| 85 | 2023.12.26 20:00 | s/l | 27 | 0.10 | 1.10438 | 1.10438 | 1.08438 | -48.03 | 10098.88 |
| 86 | 2023.12.28 08:00 | sell | 28 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 87 | 2023.12.28 08:00 | modify | 28 | 0.10 | 1.11167 | 1.11667 | 1.09667 | ||
| 88 | 2024.01.02 04:00 | sell | 29 | 0.10 | 1.10245 | 0.00000 | 0.00000 | ||
| 89 | 2024.01.02 04:00 | modify | 29 | 0.10 | 1.10245 | 1.10642 | 1.09667 | ||
| 90 | 2024.01.02 04:00 | modify | 28 | 0.10 | 1.11167 | 1.10642 | 1.09667 | ||
| 91 | 2024.01.02 16:00 | t/p | 28 | 0.10 | 1.09667 | 1.10642 | 1.09667 | 150.66 | 10249.54 |
| 92 | 2024.01.02 16:00 | t/p | 29 | 0.10 | 1.09667 | 1.10642 | 1.09667 | 57.80 | 10307.34 |
| 93 | 2024.01.11 08:00 | sell | 30 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 94 | 2024.01.11 08:00 | modify | 30 | 0.10 | 1.09790 | 1.10290 | 1.08290 | ||
| 95 | 2024.01.16 04:00 | sell | 31 | 0.10 | 1.09187 | 0.00000 | 0.00000 | ||
| 96 | 2024.01.16 04:00 | modify | 31 | 0.10 | 1.09187 | 1.09640 | 1.08290 | ||
| 97 | 2024.01.16 04:00 | modify | 30 | 0.10 | 1.09790 | 1.09640 | 1.08290 | ||
| 98 | 2024.01.18 08:00 | sell | 32 | 0.10 | 1.08878 | 0.00000 | 0.00000 | ||
| 99 | 2024.01.18 08:00 | modify | 32 | 0.10 | 1.08878 | 1.09265 | 1.08290 | ||
| 100 | 2024.01.18 08:00 | modify | 31 | 0.10 | 1.09187 | 1.09265 | 1.08290 | ||
| 101 | 2024.01.18 08:00 | modify | 30 | 0.10 | 1.09790 | 1.09265 | 1.08290 | ||
| 102 | 2024.01.23 16:00 | t/p | 30 | 0.10 | 1.08290 | 1.09265 | 1.08290 | 152.19 | 10459.53 |
| 103 | 2024.01.23 16:00 | t/p | 31 | 0.10 | 1.08290 | 1.09265 | 1.08290 | 91.24 | 10550.77 |
| 104 | 2024.01.23 16:00 | t/p | 32 | 0.10 | 1.08290 | 1.09265 | 1.08290 | 59.46 | 10610.22 |
| 105 | 2024.02.05 08:00 | buy | 33 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 106 | 2024.02.05 08:00 | modify | 33 | 0.10 | 1.07832 | 1.07332 | 1.09332 | ||
| 107 | 2024.02.05 16:00 | s/l | 33 | 0.10 | 1.07332 | 1.07332 | 1.09332 | -50.00 | 10560.22 |
| 108 | 2024.02.26 16:00 | sell | 34 | 0.10 | 1.08509 | 0.00000 | 0.00000 | ||
| 109 | 2024.02.26 16:00 | modify | 34 | 0.10 | 1.08509 | 1.09009 | 1.07009 | ||
| 110 | 2024.02.29 23:59 | close at stop | 34 | 0.10 | 1.08854 | 1.09009 | 1.07009 | -33.40 | 10526.82 |