Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 596.49 | Gross profit | 1137.99 | Gross loss | -541.50 |
| Profit factor | 2.10 | Expected payoff | 22.94 | ||
| Absolute drawdown | 252.03 | Maximal drawdown | 378.23 (3.74%) | Relative drawdown | 3.74% (378.23) |
| Total trades | 26 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) | ||
| Largest | profit trade | 132.19 | loss trade | -157.06 | |
| Average | profit trade | 81.28 | loss trade | -45.12 | |
| Maximum | consecutive wins (profit in money) | 6 (602.39) | consecutive losses (loss in money) | 3 (-197.62) | |
| Maximal | consecutive profit (count of wins) | 602.39 (6) | consecutive loss (count of losses) | -197.62 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.15 20:00 | sell | 1 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.15 20:00 | modify | 1 | 0.10 | 1.09476 | 1.10976 | 1.08176 | ||
| 3 | 2023.06.23 15:00 | sell | 2 | 0.10 | 1.08823 | 0.00000 | 0.00000 | ||
| 4 | 2023.06.23 15:00 | modify | 2 | 0.10 | 1.08823 | 1.09411 | 1.08176 | ||
| 5 | 2023.06.23 15:00 | modify | 1 | 0.10 | 1.09476 | 1.09411 | 1.08176 | ||
| 6 | 2023.06.27 08:00 | s/l | 1 | 0.10 | 1.09411 | 1.09411 | 1.08176 | 8.69 | 10008.69 |
| 7 | 2023.06.27 08:00 | s/l | 2 | 0.10 | 1.09411 | 1.09411 | 1.08176 | -58.36 | 9950.33 |
| 8 | 2023.07.12 20:00 | sell | 3 | 0.10 | 1.11370 | 0.00000 | 0.00000 | ||
| 9 | 2023.07.12 20:00 | modify | 3 | 0.10 | 1.11370 | 1.12870 | 1.10070 | ||
| 10 | 2023.07.24 09:00 | sell | 4 | 0.10 | 1.10708 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.24 09:00 | modify | 4 | 0.10 | 1.10708 | 1.11305 | 1.10070 | ||
| 12 | 2023.07.24 09:00 | modify | 3 | 0.10 | 1.11370 | 1.11305 | 1.10070 | ||
| 13 | 2023.07.25 09:00 | sell | 5 | 0.10 | 1.10647 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.25 09:00 | modify | 5 | 0.10 | 1.10647 | 1.10980 | 1.10070 | ||
| 15 | 2023.07.25 09:00 | sell | 6 | 0.10 | 1.10647 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.25 09:00 | modify | 6 | 0.10 | 1.10647 | 1.10850 | 1.10070 | ||
| 17 | 2023.07.25 09:00 | modify | 4 | 0.10 | 1.10708 | 1.10850 | 1.10070 | ||
| 18 | 2023.07.25 09:00 | modify | 3 | 0.10 | 1.11370 | 1.10850 | 1.10070 | ||
| 19 | 2023.07.25 10:00 | modify | 5 | 0.10 | 1.10647 | 1.10850 | 1.10070 | ||
| 20 | 2023.07.26 11:00 | s/l | 3 | 0.10 | 1.10850 | 1.10850 | 1.10070 | 55.07 | 10005.40 |
| 21 | 2023.07.26 11:00 | s/l | 4 | 0.10 | 1.10850 | 1.10850 | 1.10070 | -13.76 | 9991.64 |
| 22 | 2023.07.26 11:00 | s/l | 5 | 0.10 | 1.10850 | 1.10850 | 1.10070 | -20.08 | 9971.56 |
| 23 | 2023.07.26 11:00 | s/l | 6 | 0.10 | 1.10850 | 1.10850 | 1.10070 | -20.08 | 9951.48 |
| 24 | 2023.08.04 18:00 | sell | 7 | 0.10 | 1.10283 | 0.00000 | 0.00000 | ||
| 25 | 2023.08.04 18:00 | modify | 7 | 0.10 | 1.10283 | 1.11783 | 1.08983 | ||
| 26 | 2023.08.08 21:00 | sell | 8 | 0.10 | 1.09558 | 0.00000 | 0.00000 | ||
| 27 | 2023.08.08 21:00 | modify | 8 | 0.10 | 1.09558 | 1.09893 | 1.08983 | ||
| 28 | 2023.08.08 21:00 | sell | 9 | 0.10 | 1.09558 | 0.00000 | 0.00000 | ||
| 29 | 2023.08.08 21:00 | modify | 9 | 0.10 | 1.09558 | 1.09763 | 1.08983 | ||
| 30 | 2023.08.08 21:00 | modify | 7 | 0.10 | 1.10283 | 1.09763 | 1.08983 | ||
| 31 | 2023.08.08 22:00 | modify | 8 | 0.10 | 1.09558 | 1.09763 | 1.08983 | ||
| 32 | 2023.08.09 06:00 | s/l | 7 | 0.10 | 1.09763 | 1.09763 | 1.08983 | 52.66 | 10004.14 |
| 33 | 2023.08.09 06:00 | s/l | 8 | 0.10 | 1.09763 | 1.09763 | 1.08983 | -20.28 | 9983.86 |
| 34 | 2023.08.09 06:00 | s/l | 9 | 0.10 | 1.09763 | 1.09763 | 1.08983 | -20.28 | 9963.58 |
| 35 | 2023.09.14 15:00 | buy | 10 | 0.10 | 1.06669 | 0.00000 | 0.00000 | ||
| 36 | 2023.09.14 15:00 | modify | 10 | 0.10 | 1.06669 | 1.05169 | 1.07969 | ||
| 37 | 2023.09.27 14:00 | s/l | 10 | 0.10 | 1.05169 | 1.05169 | 1.07969 | -157.06 | 9806.51 |
| 38 | 2023.10.12 15:00 | buy | 11 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
| 39 | 2023.10.12 15:00 | modify | 11 | 0.10 | 1.05586 | 1.04086 | 1.06886 | ||
| 40 | 2023.10.23 15:00 | buy | 12 | 0.10 | 1.06316 | 0.00000 | 0.00000 | ||
| 41 | 2023.10.23 15:00 | modify | 12 | 0.10 | 1.06316 | 1.05976 | 1.06886 | ||
| 42 | 2023.10.23 15:00 | buy | 13 | 0.10 | 1.06316 | 0.00000 | 0.00000 | ||
| 43 | 2023.10.23 15:00 | modify | 13 | 0.10 | 1.06316 | 1.06106 | 1.06886 | ||
| 44 | 2023.10.23 15:00 | modify | 11 | 0.10 | 1.05586 | 1.06106 | 1.06886 | ||
| 45 | 2023.10.23 16:00 | modify | 12 | 0.10 | 1.06316 | 1.06106 | 1.06886 | ||
| 46 | 2023.10.24 08:00 | t/p | 11 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 123.58 | 9930.09 |
| 47 | 2023.10.24 08:00 | t/p | 12 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 56.36 | 9986.45 |
| 48 | 2023.10.24 08:00 | t/p | 13 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 56.36 | 10042.81 |
| 49 | 2023.10.31 11:00 | sell | 14 | 0.10 | 1.06640 | 0.00000 | 0.00000 | ||
| 50 | 2023.10.31 11:00 | modify | 14 | 0.10 | 1.06640 | 1.08140 | 1.05340 | ||
| 51 | 2023.11.01 14:00 | t/p | 14 | 0.10 | 1.05340 | 1.08140 | 1.05340 | 130.22 | 10173.03 |
| 52 | 2023.11.03 18:00 | sell | 15 | 0.10 | 1.07366 | 0.00000 | 0.00000 | ||
| 53 | 2023.11.03 18:00 | modify | 15 | 0.10 | 1.07366 | 1.08866 | 1.06066 | ||
| 54 | 2023.11.08 10:00 | sell | 16 | 0.10 | 1.06651 | 0.00000 | 0.00000 | ||
| 55 | 2023.11.08 10:00 | modify | 16 | 0.10 | 1.06651 | 1.06976 | 1.06066 | ||
| 56 | 2023.11.08 10:00 | sell | 17 | 0.10 | 1.06651 | 0.00000 | 0.00000 | ||
| 57 | 2023.11.08 10:00 | modify | 17 | 0.10 | 1.06651 | 1.06846 | 1.06066 | ||
| 58 | 2023.11.08 10:00 | modify | 15 | 0.10 | 1.07366 | 1.06846 | 1.06066 | ||
| 59 | 2023.11.08 11:00 | modify | 16 | 0.10 | 1.06651 | 1.06846 | 1.06066 | ||
| 60 | 2023.11.08 15:00 | s/l | 15 | 0.10 | 1.06846 | 1.06846 | 1.06066 | 52.66 | 10225.68 |
| 61 | 2023.11.08 15:00 | s/l | 16 | 0.10 | 1.06846 | 1.06846 | 1.06066 | -19.50 | 10206.18 |
| 62 | 2023.11.08 15:00 | s/l | 17 | 0.10 | 1.06846 | 1.06846 | 1.06066 | -19.50 | 10186.68 |
| 63 | 2023.12.13 21:00 | sell | 18 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 64 | 2023.12.13 21:00 | modify | 18 | 0.10 | 1.08812 | 1.10312 | 1.07512 | ||
| 65 | 2023.12.22 12:00 | s/l | 18 | 0.10 | 1.10312 | 1.10312 | 1.07512 | -147.59 | 10039.10 |
| 66 | 2023.12.27 18:00 | sell | 19 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
| 67 | 2023.12.27 18:00 | modify | 19 | 0.10 | 1.11054 | 1.12554 | 1.09754 | ||
| 68 | 2024.01.02 12:00 | t/p | 19 | 0.10 | 1.09754 | 1.12554 | 1.09754 | 131.32 | 10170.41 |
| 69 | 2024.02.02 15:00 | buy | 20 | 0.10 | 1.08116 | 0.00000 | 0.00000 | ||
| 70 | 2024.02.02 15:00 | modify | 20 | 0.10 | 1.08116 | 1.06616 | 1.09416 | ||
| 71 | 2024.03.06 10:00 | buy | 21 | 0.10 | 1.08794 | 0.00000 | 0.00000 | ||
| 72 | 2024.03.06 10:00 | modify | 21 | 0.10 | 1.08794 | 1.08181 | 1.09416 | ||
| 73 | 2024.03.06 10:00 | modify | 20 | 0.10 | 1.08116 | 1.08181 | 1.09416 | ||
| 74 | 2024.03.07 17:00 | t/p | 20 | 0.10 | 1.09416 | 1.08181 | 1.09416 | 108.17 | 10278.58 |
| 75 | 2024.03.07 17:00 | t/p | 21 | 0.10 | 1.09416 | 1.08181 | 1.09416 | 60.27 | 10338.85 |
| 76 | 2024.03.20 22:00 | sell | 22 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 77 | 2024.03.20 22:00 | modify | 22 | 0.10 | 1.09206 | 1.10706 | 1.07906 | ||
| 78 | 2024.03.28 10:00 | t/p | 22 | 0.10 | 1.07906 | 1.10706 | 1.07906 | 132.19 | 10471.05 |
| 79 | 2024.04.01 17:00 | buy | 23 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.01 17:00 | modify | 23 | 0.10 | 1.07396 | 1.05896 | 1.08696 | ||
| 81 | 2024.04.04 13:00 | t/p | 23 | 0.10 | 1.08696 | 1.05896 | 1.08696 | 126.79 | 10597.84 |
| 82 | 2024.04.12 12:00 | buy | 24 | 0.10 | 1.06540 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.12 12:00 | modify | 24 | 0.10 | 1.06540 | 1.05040 | 1.07840 | ||
| 84 | 2024.04.25 09:00 | buy | 25 | 0.10 | 1.07285 | 0.00000 | 0.00000 | ||
| 85 | 2024.04.25 09:00 | modify | 25 | 0.10 | 1.07285 | 1.06930 | 1.07840 | ||
| 86 | 2024.04.25 09:00 | buy | 26 | 0.10 | 1.07285 | 0.00000 | 0.00000 | ||
| 87 | 2024.04.25 09:00 | modify | 26 | 0.10 | 1.07285 | 1.07060 | 1.07840 | ||
| 88 | 2024.04.25 09:00 | modify | 24 | 0.10 | 1.06540 | 1.07060 | 1.07840 | ||
| 89 | 2024.04.25 10:00 | modify | 25 | 0.10 | 1.07285 | 1.07060 | 1.07840 | ||
| 90 | 2024.04.25 13:00 | s/l | 24 | 0.10 | 1.07060 | 1.07060 | 1.07840 | 43.65 | 10641.49 |
| 91 | 2024.04.25 13:00 | s/l | 25 | 0.10 | 1.07060 | 1.07060 | 1.07840 | -22.50 | 10618.99 |
| 92 | 2024.04.25 13:00 | s/l | 26 | 0.10 | 1.07060 | 1.07060 | 1.07840 | -22.50 | 10596.49 |