Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 926.62 | Gross profit | 1640.65 | Gross loss | -714.02 |
| Profit factor | 2.30 | Expected payoff | 34.32 | ||
| Absolute drawdown | 144.25 | Maximal drawdown | 277.39 (2.74%) | Relative drawdown | 2.74% (277.39) |
| Total trades | 27 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 17 (62.96%) | Loss trades (% of total) | 10 (37.04%) | ||
| Largest | profit trade | 142.19 | loss trade | -97.06 | |
| Average | profit trade | 96.51 | loss trade | -71.40 | |
| Maximum | consecutive wins (profit in money) | 4 (547.41) | consecutive losses (loss in money) | 3 (-228.34) | |
| Maximal | consecutive profit (count of wins) | 547.41 (4) | consecutive loss (count of losses) | -228.34 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.08 20:00 | buy | 1 | 0.10 | 1.10046 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.08 20:00 | modify | 1 | 0.10 | 1.10046 | 1.09146 | 1.11446 | ||
| 3 | 2023.05.11 16:00 | s/l | 1 | 0.10 | 1.09146 | 1.09146 | 1.11446 | -93.21 | 9906.79 |
| 4 | 2023.06.04 20:00 | buy | 2 | 0.10 | 1.07128 | 0.00000 | 0.00000 | ||
| 5 | 2023.06.04 20:00 | modify | 2 | 0.10 | 1.07128 | 1.06228 | 1.08528 | ||
| 6 | 2023.06.09 00:00 | buy | 3 | 0.10 | 1.07849 | 0.00000 | 0.00000 | ||
| 7 | 2023.06.09 00:00 | modify | 3 | 0.10 | 1.07849 | 1.07478 | 1.08528 | ||
| 8 | 2023.06.09 00:00 | modify | 2 | 0.10 | 1.07128 | 1.07478 | 1.08528 | ||
| 9 | 2023.06.09 16:00 | s/l | 2 | 0.10 | 1.07478 | 1.07478 | 1.08528 | 30.51 | 9937.29 |
| 10 | 2023.06.09 16:00 | s/l | 3 | 0.10 | 1.07478 | 1.07478 | 1.08528 | -37.10 | 9900.19 |
| 11 | 2023.07.26 20:00 | sell | 4 | 0.10 | 1.10963 | 0.00000 | 0.00000 | ||
| 12 | 2023.07.26 20:00 | modify | 4 | 0.10 | 1.10963 | 1.11863 | 1.09563 | ||
| 13 | 2023.07.28 08:00 | t/p | 4 | 0.10 | 1.09563 | 1.11863 | 1.09563 | 140.88 | 10041.07 |
| 14 | 2023.08.16 20:00 | buy | 5 | 0.10 | 1.08773 | 0.00000 | 0.00000 | ||
| 15 | 2023.08.16 20:00 | modify | 5 | 0.10 | 1.08773 | 1.07873 | 1.10173 | ||
| 16 | 2023.08.25 04:00 | s/l | 5 | 0.10 | 1.07873 | 1.07873 | 1.10173 | -97.06 | 9944.01 |
| 17 | 2023.08.27 20:00 | buy | 6 | 0.10 | 1.07987 | 0.00000 | 0.00000 | ||
| 18 | 2023.08.27 20:00 | modify | 6 | 0.10 | 1.07987 | 1.07087 | 1.09387 | ||
| 19 | 2023.08.30 16:00 | t/p | 6 | 0.10 | 1.09387 | 1.07087 | 1.09387 | 138.07 | 10082.08 |
| 20 | 2023.09.07 20:00 | buy | 7 | 0.10 | 1.06979 | 0.00000 | 0.00000 | ||
| 21 | 2023.09.07 20:00 | modify | 7 | 0.10 | 1.06979 | 1.06079 | 1.08379 | ||
| 22 | 2023.09.13 00:00 | buy | 8 | 0.10 | 1.07560 | 0.00000 | 0.00000 | ||
| 23 | 2023.09.13 00:00 | modify | 8 | 0.10 | 1.07560 | 1.07119 | 1.08379 | ||
| 24 | 2023.09.13 00:00 | modify | 7 | 0.10 | 1.06979 | 1.07119 | 1.08379 | ||
| 25 | 2023.09.13 16:00 | s/l | 7 | 0.10 | 1.07119 | 1.07119 | 1.08379 | 11.43 | 10093.51 |
| 26 | 2023.09.13 16:00 | s/l | 8 | 0.10 | 1.07119 | 1.07119 | 1.08379 | -44.10 | 10049.41 |
| 27 | 2023.09.15 20:00 | buy | 9 | 0.10 | 1.06628 | 0.00000 | 0.00000 | ||
| 28 | 2023.09.15 20:00 | modify | 9 | 0.10 | 1.06628 | 1.05728 | 1.08028 | ||
| 29 | 2023.09.26 08:00 | s/l | 9 | 0.10 | 1.05728 | 1.05728 | 1.08028 | -95.78 | 9953.64 |
| 30 | 2023.10.16 20:00 | sell | 10 | 0.10 | 1.05627 | 0.00000 | 0.00000 | ||
| 31 | 2023.10.16 20:00 | modify | 10 | 0.10 | 1.05627 | 1.06527 | 1.04227 | ||
| 32 | 2023.10.23 20:00 | s/l | 10 | 0.10 | 1.06527 | 1.06527 | 1.04227 | -88.46 | 9865.17 |
| 33 | 2023.11.09 20:00 | buy | 11 | 0.10 | 1.06703 | 0.00000 | 0.00000 | ||
| 34 | 2023.11.09 20:00 | modify | 11 | 0.10 | 1.06703 | 1.05803 | 1.08103 | ||
| 35 | 2023.11.14 16:00 | t/p | 11 | 0.10 | 1.08103 | 1.05803 | 1.08103 | 138.07 | 10003.24 |
| 36 | 2023.11.27 20:00 | sell | 12 | 0.10 | 1.09562 | 0.00000 | 0.00000 | ||
| 37 | 2023.11.27 20:00 | modify | 12 | 0.10 | 1.09562 | 1.10462 | 1.08162 | ||
| 38 | 2023.12.04 16:00 | t/p | 12 | 0.10 | 1.08162 | 1.10462 | 1.08162 | 141.54 | 10144.78 |
| 39 | 2023.12.06 20:00 | buy | 13 | 0.10 | 1.07713 | 0.00000 | 0.00000 | ||
| 40 | 2023.12.06 20:00 | modify | 13 | 0.10 | 1.07713 | 1.06813 | 1.09113 | ||
| 41 | 2023.12.14 04:00 | t/p | 13 | 0.10 | 1.09113 | 1.06813 | 1.09113 | 133.58 | 10278.36 |
| 42 | 2023.12.15 20:00 | buy | 14 | 0.10 | 1.09025 | 0.00000 | 0.00000 | ||
| 43 | 2023.12.15 20:00 | modify | 14 | 0.10 | 1.09025 | 1.08125 | 1.10425 | ||
| 44 | 2023.12.26 20:00 | t/p | 14 | 0.10 | 1.10425 | 1.08125 | 1.10425 | 134.22 | 10412.58 |
| 45 | 2023.12.26 20:00 | sell | 15 | 0.10 | 1.10444 | 0.00000 | 0.00000 | ||
| 46 | 2023.12.26 20:00 | modify | 15 | 0.10 | 1.10444 | 1.11344 | 1.09044 | ||
| 47 | 2023.12.28 12:00 | s/l | 15 | 0.10 | 1.11344 | 1.11344 | 1.09044 | -89.12 | 10323.46 |
| 48 | 2024.01.11 20:00 | sell | 16 | 0.10 | 1.09820 | 0.00000 | 0.00000 | ||
| 49 | 2024.01.11 20:00 | modify | 16 | 0.10 | 1.09820 | 1.10720 | 1.08420 | ||
| 50 | 2024.01.21 20:00 | sell | 17 | 0.10 | 1.08906 | 0.00000 | 0.00000 | ||
| 51 | 2024.01.21 20:00 | modify | 17 | 0.10 | 1.08906 | 1.09330 | 1.08420 | ||
| 52 | 2024.01.21 20:00 | modify | 16 | 0.10 | 1.09820 | 1.09330 | 1.08420 | ||
| 53 | 2024.01.23 16:00 | t/p | 16 | 0.10 | 1.08420 | 1.09330 | 1.08420 | 142.19 | 10465.65 |
| 54 | 2024.01.23 16:00 | t/p | 17 | 0.10 | 1.08420 | 1.09330 | 1.08420 | 49.04 | 10514.69 |
| 55 | 2024.02.01 20:00 | sell | 18 | 0.10 | 1.08719 | 0.00000 | 0.00000 | ||
| 56 | 2024.02.01 20:00 | modify | 18 | 0.10 | 1.08719 | 1.09619 | 1.07319 | ||
| 57 | 2024.02.05 00:00 | sell | 19 | 0.10 | 1.07796 | 0.00000 | 0.00000 | ||
| 58 | 2024.02.05 00:00 | modify | 19 | 0.10 | 1.07796 | 1.08229 | 1.07319 | ||
| 59 | 2024.02.05 00:00 | modify | 18 | 0.10 | 1.08719 | 1.08229 | 1.07319 | ||
| 60 | 2024.02.05 16:00 | t/p | 18 | 0.10 | 1.07319 | 1.08229 | 1.07319 | 140.44 | 10655.13 |
| 61 | 2024.02.05 16:00 | t/p | 19 | 0.10 | 1.07319 | 1.08229 | 1.07319 | 47.70 | 10702.83 |
| 62 | 2024.02.16 20:00 | sell | 20 | 0.10 | 1.07770 | 0.00000 | 0.00000 | ||
| 63 | 2024.02.16 20:00 | modify | 20 | 0.10 | 1.07770 | 1.08670 | 1.06370 | ||
| 64 | 2024.02.22 12:00 | s/l | 20 | 0.10 | 1.08670 | 1.08670 | 1.06370 | -88.68 | 10614.14 |
| 65 | 2024.02.29 20:00 | buy | 21 | 0.10 | 1.08055 | 0.00000 | 0.00000 | ||
| 66 | 2024.02.29 20:00 | modify | 21 | 0.10 | 1.08055 | 1.07155 | 1.09455 | ||
| 67 | 2024.03.07 20:00 | t/p | 21 | 0.10 | 1.09455 | 1.07155 | 1.09455 | 135.51 | 10749.65 |
| 68 | 2024.03.20 20:00 | sell | 22 | 0.10 | 1.09209 | 0.00000 | 0.00000 | ||
| 69 | 2024.03.20 20:00 | modify | 22 | 0.10 | 1.09209 | 1.10109 | 1.07809 | ||
| 70 | 2024.03.26 16:00 | sell | 23 | 0.10 | 1.08280 | 0.00000 | 0.00000 | ||
| 71 | 2024.03.26 16:00 | modify | 23 | 0.10 | 1.08280 | 1.08719 | 1.07809 | ||
| 72 | 2024.03.26 16:00 | modify | 22 | 0.10 | 1.09209 | 1.08719 | 1.07809 | ||
| 73 | 2024.03.28 12:00 | t/p | 22 | 0.10 | 1.07809 | 1.08719 | 1.07809 | 142.19 | 10891.84 |
| 74 | 2024.03.28 12:00 | t/p | 23 | 0.10 | 1.07809 | 1.08719 | 1.07809 | 47.98 | 10939.82 |
| 75 | 2024.03.28 20:00 | buy | 24 | 0.10 | 1.07908 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.28 20:00 | modify | 24 | 0.10 | 1.07908 | 1.07008 | 1.09308 | ||
| 77 | 2024.04.10 00:00 | buy | 25 | 0.10 | 1.08617 | 0.00000 | 0.00000 | ||
| 78 | 2024.04.10 00:00 | modify | 25 | 0.10 | 1.08617 | 1.08258 | 1.09308 | ||
| 79 | 2024.04.10 00:00 | modify | 24 | 0.10 | 1.07908 | 1.08258 | 1.09308 | ||
| 80 | 2024.04.10 16:00 | s/l | 24 | 0.10 | 1.08258 | 1.08258 | 1.09308 | 27.94 | 10967.75 |
| 81 | 2024.04.10 16:00 | s/l | 25 | 0.10 | 1.08258 | 1.08258 | 1.09308 | -35.90 | 10931.85 |
| 82 | 2024.04.15 20:00 | buy | 26 | 0.10 | 1.06293 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.15 20:00 | modify | 26 | 0.10 | 1.06293 | 1.05393 | 1.07693 | ||
| 84 | 2024.04.30 12:00 | buy | 27 | 0.10 | 1.07229 | 0.00000 | 0.00000 | ||
| 85 | 2024.04.30 12:00 | modify | 27 | 0.10 | 1.07229 | 1.06783 | 1.07693 | ||
| 86 | 2024.04.30 12:00 | modify | 26 | 0.10 | 1.06293 | 1.06783 | 1.07693 | ||
| 87 | 2024.04.30 20:00 | s/l | 26 | 0.10 | 1.06783 | 1.06783 | 1.07693 | 39.37 | 10971.22 |
| 88 | 2024.04.30 20:00 | s/l | 27 | 0.10 | 1.06783 | 1.06783 | 1.07693 | -44.60 | 10926.62 |