Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| 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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 753.33 | Gross profit | 1759.15 | Gross loss | -1005.83 |
| Profit factor | 1.75 | Expected payoff | 20.36 | ||
| Absolute drawdown | 173.03 | Maximal drawdown | 361.81 (3.55%) | Relative drawdown | 3.55% (361.81) |
| Total trades | 37 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 18 (72.22%) |
| Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
| Largest | profit trade | 98.30 | loss trade | -89.22 | |
| Average | profit trade | 76.48 | loss trade | -71.84 | |
| Maximum | consecutive wins (profit in money) | 5 (488.77) | consecutive losses (loss in money) | 4 (-342.82) | |
| Maximal | consecutive profit (count of wins) | 488.77 (5) | consecutive loss (count of losses) | -342.82 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.06 12:00 | sell | 1 | 0.10 | 1.58311 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.06 12:00 | modify | 1 | 0.10 | 1.58311 | 1.59611 | 1.56811 | ||
| 3 | 2023.03.07 04:00 | s/l | 1 | 0.10 | 1.59611 | 1.59611 | 1.56811 | -85.50 | 9914.50 |
| 4 | 2023.03.10 04:00 | sell | 2 | 0.10 | 1.61051 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.10 04:00 | modify | 2 | 0.10 | 1.61051 | 1.62351 | 1.59551 | ||
| 6 | 2023.03.15 12:00 | t/p | 2 | 0.10 | 1.59551 | 1.62351 | 1.59551 | 98.11 | 10012.61 |
| 7 | 2023.03.21 12:00 | sell | 3 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
| 8 | 2023.03.21 12:00 | modify | 3 | 0.10 | 1.61279 | 1.62579 | 1.59779 | ||
| 9 | 2023.03.23 00:00 | s/l | 3 | 0.10 | 1.62579 | 1.62579 | 1.59779 | -85.90 | 9926.70 |
| 10 | 2023.04.03 16:00 | buy | 4 | 0.10 | 1.60588 | 0.00000 | 0.00000 | ||
| 11 | 2023.04.03 16:00 | modify | 4 | 0.10 | 1.60588 | 1.59288 | 1.62088 | ||
| 12 | 2023.04.04 16:00 | t/p | 4 | 0.10 | 1.62088 | 1.59288 | 1.62088 | 98.11 | 10024.81 |
| 13 | 2023.04.24 12:00 | sell | 5 | 0.10 | 1.64652 | 0.00000 | 0.00000 | ||
| 14 | 2023.04.24 12:00 | modify | 5 | 0.10 | 1.64652 | 1.65952 | 1.63152 | ||
| 15 | 2023.04.26 04:00 | s/l | 5 | 0.10 | 1.65952 | 1.65952 | 1.63152 | -85.64 | 9939.18 |
| 16 | 2023.04.26 08:00 | sell | 6 | 0.10 | 1.66680 | 0.00000 | 0.00000 | ||
| 17 | 2023.04.26 08:00 | modify | 6 | 0.10 | 1.66680 | 1.67980 | 1.65180 | ||
| 18 | 2023.05.01 04:00 | sell | 7 | 0.10 | 1.65985 | 0.00000 | 0.00000 | ||
| 19 | 2023.05.01 04:00 | modify | 7 | 0.10 | 1.65985 | 1.66605 | 1.65180 | ||
| 20 | 2023.05.01 04:00 | modify | 6 | 0.10 | 1.66680 | 1.66605 | 1.65180 | ||
| 21 | 2023.05.01 16:00 | t/p | 6 | 0.10 | 1.65180 | 1.66605 | 1.65180 | 97.84 | 10037.02 |
| 22 | 2023.05.01 16:00 | t/p | 7 | 0.10 | 1.65180 | 1.66605 | 1.65180 | 52.86 | 10089.88 |
| 23 | 2023.05.02 08:00 | buy | 8 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 24 | 2023.05.02 08:00 | modify | 8 | 0.10 | 1.63957 | 1.62657 | 1.65457 | ||
| 25 | 2023.05.03 08:00 | t/p | 8 | 0.10 | 1.65457 | 1.62657 | 1.65457 | 98.11 | 10187.99 |
| 26 | 2023.05.05 20:00 | buy | 9 | 0.10 | 1.63276 | 0.00000 | 0.00000 | ||
| 27 | 2023.05.05 20:00 | modify | 9 | 0.10 | 1.63276 | 1.61976 | 1.64776 | ||
| 28 | 2023.05.09 08:00 | s/l | 9 | 0.10 | 1.61976 | 1.61976 | 1.64776 | -85.57 | 10102.41 |
| 29 | 2023.06.02 12:00 | buy | 10 | 0.10 | 1.62564 | 0.00000 | 0.00000 | ||
| 30 | 2023.06.02 12:00 | modify | 10 | 0.10 | 1.62564 | 1.61264 | 1.64064 | ||
| 31 | 2023.06.06 08:00 | s/l | 10 | 0.10 | 1.61264 | 1.61264 | 1.64064 | -85.58 | 10016.83 |
| 32 | 2023.06.06 08:00 | buy | 11 | 0.10 | 1.60815 | 0.00000 | 0.00000 | ||
| 33 | 2023.06.06 08:00 | modify | 11 | 0.10 | 1.60815 | 1.59515 | 1.62315 | ||
| 34 | 2023.06.09 16:00 | s/l | 11 | 0.10 | 1.59515 | 1.59515 | 1.62315 | -86.15 | 9930.68 |
| 35 | 2023.06.22 04:00 | sell | 12 | 0.10 | 1.61902 | 0.00000 | 0.00000 | ||
| 36 | 2023.06.22 04:00 | modify | 12 | 0.10 | 1.61902 | 1.63202 | 1.60402 | ||
| 37 | 2023.06.23 08:00 | s/l | 12 | 0.10 | 1.63202 | 1.63202 | 1.60402 | -85.51 | 9845.17 |
| 38 | 2023.06.28 12:00 | sell | 13 | 0.10 | 1.65170 | 0.00000 | 0.00000 | ||
| 39 | 2023.06.28 12:00 | modify | 13 | 0.10 | 1.65170 | 1.66470 | 1.63670 | ||
| 40 | 2023.07.02 20:00 | t/p | 13 | 0.10 | 1.63670 | 1.66470 | 1.63670 | 97.97 | 9943.13 |
| 41 | 2023.07.04 12:00 | buy | 14 | 0.10 | 1.62975 | 0.00000 | 0.00000 | ||
| 42 | 2023.07.04 12:00 | modify | 14 | 0.10 | 1.62975 | 1.61675 | 1.64475 | ||
| 43 | 2023.07.07 16:00 | t/p | 14 | 0.10 | 1.64475 | 1.61675 | 1.64475 | 97.34 | 10040.48 |
| 44 | 2023.07.13 16:00 | buy | 15 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 45 | 2023.07.13 16:00 | modify | 15 | 0.10 | 1.62918 | 1.61618 | 1.64418 | ||
| 46 | 2023.07.17 04:00 | t/p | 15 | 0.10 | 1.64418 | 1.61618 | 1.64418 | 97.92 | 10138.39 |
| 47 | 2023.07.17 08:00 | sell | 16 | 0.10 | 1.64935 | 0.00000 | 0.00000 | ||
| 48 | 2023.07.17 08:00 | modify | 16 | 0.10 | 1.64935 | 1.66235 | 1.63435 | ||
| 49 | 2023.07.25 12:00 | t/p | 16 | 0.10 | 1.63435 | 1.66235 | 1.63435 | 97.43 | 10235.83 |
| 50 | 2023.07.25 16:00 | buy | 17 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 51 | 2023.07.25 16:00 | modify | 17 | 0.10 | 1.62799 | 1.61499 | 1.64299 | ||
| 52 | 2023.07.26 16:00 | t/p | 17 | 0.10 | 1.64299 | 1.61499 | 1.64299 | 98.11 | 10333.93 |
| 53 | 2023.08.02 04:00 | sell | 18 | 0.10 | 1.66636 | 0.00000 | 0.00000 | ||
| 54 | 2023.08.02 04:00 | modify | 18 | 0.10 | 1.66636 | 1.67936 | 1.65136 | ||
| 55 | 2023.08.08 04:00 | s/l | 18 | 0.10 | 1.67936 | 1.67936 | 1.65136 | -86.17 | 10247.76 |
| 56 | 2023.08.24 00:00 | buy | 19 | 0.10 | 1.67682 | 0.00000 | 0.00000 | ||
| 57 | 2023.08.24 00:00 | modify | 19 | 0.10 | 1.67682 | 1.66382 | 1.69182 | ||
| 58 | 2023.09.14 04:00 | s/l | 19 | 0.10 | 1.66382 | 1.66382 | 1.69182 | -89.22 | 10158.54 |
| 59 | 2023.09.14 16:00 | buy | 20 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 60 | 2023.09.14 16:00 | modify | 20 | 0.10 | 1.65504 | 1.64204 | 1.67004 | ||
| 61 | 2023.09.21 08:00 | buy | 21 | 0.10 | 1.66182 | 0.00000 | 0.00000 | ||
| 62 | 2023.09.21 08:00 | modify | 21 | 0.10 | 1.66182 | 1.65579 | 1.67004 | ||
| 63 | 2023.09.21 08:00 | modify | 20 | 0.10 | 1.65504 | 1.65579 | 1.67004 | ||
| 64 | 2023.09.22 08:00 | s/l | 20 | 0.10 | 1.65579 | 1.65579 | 1.67004 | 3.37 | 10161.92 |
| 65 | 2023.09.22 08:00 | s/l | 21 | 0.10 | 1.65579 | 1.65579 | 1.67004 | -39.71 | 10122.21 |
| 66 | 2023.09.29 04:00 | buy | 22 | 0.10 | 1.63806 | 0.00000 | 0.00000 | ||
| 67 | 2023.09.29 04:00 | modify | 22 | 0.10 | 1.63806 | 1.62506 | 1.65306 | ||
| 68 | 2023.09.29 20:00 | buy | 23 | 0.10 | 1.64489 | 0.00000 | 0.00000 | ||
| 69 | 2023.09.29 20:00 | modify | 23 | 0.10 | 1.64489 | 1.63881 | 1.65306 | ||
| 70 | 2023.09.29 20:00 | modify | 22 | 0.10 | 1.63806 | 1.63881 | 1.65306 | ||
| 71 | 2023.10.03 08:00 | t/p | 22 | 0.10 | 1.65306 | 1.63881 | 1.65306 | 97.92 | 10220.12 |
| 72 | 2023.10.03 08:00 | t/p | 23 | 0.10 | 1.65306 | 1.63881 | 1.65306 | 53.16 | 10273.28 |
| 73 | 2023.10.03 12:00 | sell | 24 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
| 74 | 2023.10.03 12:00 | modify | 24 | 0.10 | 1.66145 | 1.67445 | 1.64645 | ||
| 75 | 2023.10.09 16:00 | sell | 25 | 0.10 | 1.65217 | 0.00000 | 0.00000 | ||
| 76 | 2023.10.09 16:00 | modify | 25 | 0.10 | 1.65217 | 1.65770 | 1.64645 | ||
| 77 | 2023.10.09 16:00 | modify | 24 | 0.10 | 1.66145 | 1.65770 | 1.64645 | ||
| 78 | 2023.10.10 04:00 | t/p | 24 | 0.10 | 1.64645 | 1.65770 | 1.64645 | 97.57 | 10370.85 |
| 79 | 2023.10.10 04:00 | t/p | 25 | 0.10 | 1.64645 | 1.65770 | 1.64645 | 37.43 | 10408.27 |
| 80 | 2023.10.12 16:00 | sell | 26 | 0.10 | 1.66599 | 0.00000 | 0.00000 | ||
| 81 | 2023.10.12 16:00 | modify | 26 | 0.10 | 1.66599 | 1.67899 | 1.65099 | ||
| 82 | 2023.10.17 08:00 | sell | 27 | 0.10 | 1.65897 | 0.00000 | 0.00000 | ||
| 83 | 2023.10.17 08:00 | modify | 27 | 0.10 | 1.65897 | 1.66524 | 1.65099 | ||
| 84 | 2023.10.17 08:00 | modify | 26 | 0.10 | 1.66599 | 1.66524 | 1.65099 | ||
| 85 | 2023.10.19 04:00 | s/l | 26 | 0.10 | 1.66524 | 1.66524 | 1.65099 | 4.00 | 10412.27 |
| 86 | 2023.10.19 04:00 | s/l | 27 | 0.10 | 1.66524 | 1.66524 | 1.65099 | -41.70 | 10370.57 |
| 87 | 2023.10.19 08:00 | sell | 28 | 0.10 | 1.67291 | 0.00000 | 0.00000 | ||
| 88 | 2023.10.19 08:00 | modify | 28 | 0.10 | 1.67291 | 1.68591 | 1.65791 | ||
| 89 | 2023.10.25 04:00 | t/p | 28 | 0.10 | 1.65791 | 1.68591 | 1.65791 | 97.98 | 10468.55 |
| 90 | 2023.10.25 04:00 | buy | 29 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 91 | 2023.10.25 04:00 | modify | 29 | 0.10 | 1.66176 | 1.64876 | 1.67676 | ||
| 92 | 2023.10.26 00:00 | t/p | 29 | 0.10 | 1.67676 | 1.64876 | 1.67676 | 97.72 | 10566.27 |
| 93 | 2023.11.02 00:00 | buy | 30 | 0.10 | 1.64866 | 0.00000 | 0.00000 | ||
| 94 | 2023.11.02 00:00 | modify | 30 | 0.10 | 1.64866 | 1.63566 | 1.66366 | ||
| 95 | 2023.11.07 04:00 | buy | 31 | 0.10 | 1.65794 | 0.00000 | 0.00000 | ||
| 96 | 2023.11.07 04:00 | modify | 31 | 0.10 | 1.65794 | 1.65241 | 1.66366 | ||
| 97 | 2023.11.07 04:00 | modify | 30 | 0.10 | 1.64866 | 1.65241 | 1.66366 | ||
| 98 | 2023.11.07 08:00 | t/p | 30 | 0.10 | 1.66366 | 1.65241 | 1.66366 | 97.72 | 10663.99 |
| 99 | 2023.11.07 08:00 | t/p | 31 | 0.10 | 1.66366 | 1.65241 | 1.66366 | 37.49 | 10701.48 |
| 100 | 2023.11.07 08:00 | sell | 32 | 0.10 | 1.66510 | 0.00000 | 0.00000 | ||
| 101 | 2023.11.07 08:00 | modify | 32 | 0.10 | 1.66510 | 1.67810 | 1.65010 | ||
| 102 | 2023.11.08 08:00 | sell | 33 | 0.10 | 1.65816 | 0.00000 | 0.00000 | ||
| 103 | 2023.11.08 08:00 | modify | 33 | 0.10 | 1.65816 | 1.66435 | 1.65010 | ||
| 104 | 2023.11.08 08:00 | modify | 32 | 0.10 | 1.66510 | 1.66435 | 1.65010 | ||
| 105 | 2023.11.08 16:00 | s/l | 32 | 0.10 | 1.66435 | 1.66435 | 1.65010 | 4.79 | 10706.27 |
| 106 | 2023.11.08 16:00 | s/l | 33 | 0.10 | 1.66435 | 1.66435 | 1.65010 | -40.65 | 10665.62 |
| 107 | 2023.12.01 16:00 | buy | 34 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 108 | 2023.12.01 16:00 | modify | 34 | 0.10 | 1.63260 | 1.61960 | 1.64760 | ||
| 109 | 2023.12.05 04:00 | t/p | 34 | 0.10 | 1.64760 | 1.61960 | 1.64760 | 97.92 | 10763.54 |
| 110 | 2023.12.14 04:00 | buy | 35 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
| 111 | 2023.12.14 04:00 | modify | 35 | 0.10 | 1.62447 | 1.61147 | 1.63947 | ||
| 112 | 2023.12.14 16:00 | t/p | 35 | 0.10 | 1.63947 | 1.61147 | 1.63947 | 98.30 | 10861.84 |
| 113 | 2024.01.16 04:00 | sell | 36 | 0.10 | 1.65101 | 0.00000 | 0.00000 | ||
| 114 | 2024.01.16 04:00 | modify | 36 | 0.10 | 1.65101 | 1.66401 | 1.63601 | ||
| 115 | 2024.01.18 04:00 | s/l | 36 | 0.10 | 1.66401 | 1.66401 | 1.63601 | -85.90 | 10775.93 |
| 116 | 2024.02.26 16:00 | sell | 37 | 0.10 | 1.65928 | 0.00000 | 0.00000 | ||
| 117 | 2024.02.26 16:00 | modify | 37 | 0.10 | 1.65928 | 1.67228 | 1.64428 | ||
| 118 | 2024.02.29 23:59 | close at stop | 37 | 0.10 | 1.66262 | 1.67228 | 1.64428 | -22.61 | 10753.33 |