Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79871 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 587.34 | Gross profit | 877.06 | Gross loss | -289.71 |
| Profit factor | 3.03 | Expected payoff | 17.27 | ||
| Absolute drawdown | 114.57 | Maximal drawdown | 197.88 (1.92%) | Relative drawdown | 1.92% (197.88) |
| Total trades | 34 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
| Largest | profit trade | 66.26 | loss trade | -86.48 | |
| Average | profit trade | 36.54 | loss trade | -28.97 | |
| Maximum | consecutive wins (profit in money) | 12 (447.84) | consecutive losses (loss in money) | 3 (-38.18) | |
| Maximal | consecutive profit (count of wins) | 447.84 (12) | consecutive loss (count of losses) | -86.48 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.22 12:00 | sell | 1 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.22 12:00 | modify | 1 | 0.10 | 1.61939 | 1.63239 | 1.60939 | ||
| 3 | 2023.06.23 04:30 | s/l | 1 | 0.10 | 1.63239 | 1.63239 | 1.60939 | -86.28 | 9913.72 |
| 4 | 2023.07.10 16:00 | sell | 2 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.10 16:00 | modify | 2 | 0.10 | 1.64819 | 1.66119 | 1.63819 | ||
| 6 | 2023.07.12 00:20 | sell | 3 | 0.10 | 1.64366 | 0.00000 | 0.00000 | ||
| 7 | 2023.07.12 00:20 | modify | 3 | 0.10 | 1.64366 | 1.64669 | 1.63819 | ||
| 8 | 2023.07.12 00:20 | modify | 2 | 0.10 | 1.64819 | 1.64669 | 1.63819 | ||
| 9 | 2023.07.12 00:30 | sell | 4 | 0.10 | 1.64218 | 0.00000 | 0.00000 | ||
| 10 | 2023.07.12 00:30 | modify | 4 | 0.10 | 1.64218 | 1.64419 | 1.63819 | ||
| 11 | 2023.07.12 00:30 | modify | 3 | 0.10 | 1.64366 | 1.64419 | 1.63819 | ||
| 12 | 2023.07.12 00:30 | modify | 2 | 0.10 | 1.64819 | 1.64419 | 1.63819 | ||
| 13 | 2023.07.12 02:40 | t/p | 2 | 0.10 | 1.63819 | 1.64419 | 1.63819 | 65.99 | 9979.71 |
| 14 | 2023.07.12 02:40 | t/p | 3 | 0.10 | 1.63819 | 1.64419 | 1.63819 | 36.24 | 10015.95 |
| 15 | 2023.07.12 02:40 | t/p | 4 | 0.10 | 1.63819 | 1.64419 | 1.63819 | 26.44 | 10042.39 |
| 16 | 2023.07.17 12:00 | sell | 5 | 0.10 | 1.64832 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.17 12:00 | modify | 5 | 0.10 | 1.64832 | 1.66132 | 1.63832 | ||
| 18 | 2023.07.20 02:20 | sell | 6 | 0.10 | 1.64365 | 0.00000 | 0.00000 | ||
| 19 | 2023.07.20 02:20 | modify | 6 | 0.10 | 1.64365 | 1.64682 | 1.63832 | ||
| 20 | 2023.07.20 02:20 | modify | 5 | 0.10 | 1.64832 | 1.64682 | 1.63832 | ||
| 21 | 2023.07.20 02:30 | sell | 7 | 0.10 | 1.64255 | 0.00000 | 0.00000 | ||
| 22 | 2023.07.20 02:30 | modify | 7 | 0.10 | 1.64255 | 1.64482 | 1.63832 | ||
| 23 | 2023.07.20 02:30 | modify | 6 | 0.10 | 1.64365 | 1.64482 | 1.63832 | ||
| 24 | 2023.07.20 02:30 | modify | 5 | 0.10 | 1.64832 | 1.64482 | 1.63832 | ||
| 25 | 2023.07.20 03:40 | s/l | 5 | 0.10 | 1.64482 | 1.64482 | 1.63832 | 22.51 | 10064.91 |
| 26 | 2023.07.20 03:40 | s/l | 6 | 0.10 | 1.64482 | 1.64482 | 1.63832 | -7.75 | 10057.16 |
| 27 | 2023.07.20 03:40 | s/l | 7 | 0.10 | 1.64482 | 1.64482 | 1.63832 | -15.04 | 10042.12 |
| 28 | 2023.07.25 20:00 | buy | 8 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 29 | 2023.07.25 20:00 | modify | 8 | 0.10 | 1.62829 | 1.61529 | 1.63829 | ||
| 30 | 2023.07.26 01:40 | t/p | 8 | 0.10 | 1.63829 | 1.61529 | 1.63829 | 65.87 | 10107.99 |
| 31 | 2023.08.02 12:00 | sell | 9 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.02 12:00 | modify | 9 | 0.10 | 1.66928 | 1.68228 | 1.65928 | ||
| 33 | 2023.08.04 01:40 | sell | 10 | 0.10 | 1.66358 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.04 01:40 | modify | 10 | 0.10 | 1.66358 | 1.66578 | 1.65928 | ||
| 35 | 2023.08.04 01:40 | modify | 9 | 0.10 | 1.66928 | 1.66578 | 1.65928 | ||
| 36 | 2023.08.04 02:20 | s/l | 9 | 0.10 | 1.66578 | 1.66578 | 1.65928 | 22.65 | 10130.64 |
| 37 | 2023.08.04 02:20 | s/l | 10 | 0.10 | 1.66578 | 1.66578 | 1.65928 | -14.58 | 10116.06 |
| 38 | 2023.08.08 12:00 | sell | 11 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 39 | 2023.08.08 12:00 | modify | 11 | 0.10 | 1.68249 | 1.69549 | 1.67249 | ||
| 40 | 2023.08.08 17:20 | sell | 12 | 0.10 | 1.67791 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.08 17:20 | modify | 12 | 0.10 | 1.67791 | 1.68099 | 1.67249 | ||
| 42 | 2023.08.08 17:20 | modify | 11 | 0.10 | 1.68249 | 1.68099 | 1.67249 | ||
| 43 | 2023.08.08 17:50 | sell | 13 | 0.10 | 1.67630 | 0.00000 | 0.00000 | ||
| 44 | 2023.08.08 17:50 | modify | 13 | 0.10 | 1.67630 | 1.67849 | 1.67249 | ||
| 45 | 2023.08.08 17:50 | modify | 12 | 0.10 | 1.67791 | 1.67849 | 1.67249 | ||
| 46 | 2023.08.08 17:50 | modify | 11 | 0.10 | 1.68249 | 1.67849 | 1.67249 | ||
| 47 | 2023.08.08 17:55 | sell | 14 | 0.10 | 1.67686 | 0.00000 | 0.00000 | ||
| 48 | 2023.08.08 17:55 | modify | 14 | 0.10 | 1.67686 | 1.67899 | 1.67249 | ||
| 49 | 2023.08.08 17:55 | modify | 13 | 0.10 | 1.67630 | 1.67899 | 1.67249 | ||
| 50 | 2023.08.08 17:55 | modify | 12 | 0.10 | 1.67791 | 1.67899 | 1.67249 | ||
| 51 | 2023.08.08 17:55 | modify | 11 | 0.10 | 1.68249 | 1.67899 | 1.67249 | ||
| 52 | 2023.08.08 21:15 | t/p | 11 | 0.10 | 1.67249 | 1.67899 | 1.67249 | 66.26 | 10182.32 |
| 53 | 2023.08.08 21:15 | t/p | 12 | 0.10 | 1.67249 | 1.67899 | 1.67249 | 35.92 | 10218.24 |
| 54 | 2023.08.08 21:15 | t/p | 13 | 0.10 | 1.67249 | 1.67899 | 1.67249 | 25.25 | 10243.49 |
| 55 | 2023.08.08 21:15 | t/p | 14 | 0.10 | 1.67249 | 1.67899 | 1.67249 | 28.96 | 10272.45 |
| 56 | 2023.08.22 16:00 | buy | 15 | 0.10 | 1.68854 | 0.00000 | 0.00000 | ||
| 57 | 2023.08.22 16:00 | modify | 15 | 0.10 | 1.68854 | 1.67554 | 1.69854 | ||
| 58 | 2023.08.23 21:00 | s/l | 15 | 0.10 | 1.67554 | 1.67554 | 1.69854 | -86.48 | 10185.97 |
| 59 | 2023.09.05 12:00 | sell | 16 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 60 | 2023.09.05 12:00 | modify | 16 | 0.10 | 1.68598 | 1.69898 | 1.67598 | ||
| 61 | 2023.09.05 14:30 | sell | 17 | 0.10 | 1.68148 | 0.00000 | 0.00000 | ||
| 62 | 2023.09.05 14:30 | modify | 17 | 0.10 | 1.68148 | 1.68448 | 1.67598 | ||
| 63 | 2023.09.05 14:30 | modify | 16 | 0.10 | 1.68598 | 1.68448 | 1.67598 | ||
| 64 | 2023.09.05 14:40 | sell | 18 | 0.10 | 1.67990 | 0.00000 | 0.00000 | ||
| 65 | 2023.09.05 14:40 | modify | 18 | 0.10 | 1.67990 | 1.68198 | 1.67598 | ||
| 66 | 2023.09.05 14:40 | modify | 17 | 0.10 | 1.68148 | 1.68198 | 1.67598 | ||
| 67 | 2023.09.05 14:40 | modify | 16 | 0.10 | 1.68598 | 1.68198 | 1.67598 | ||
| 68 | 2023.09.05 14:50 | sell | 19 | 0.10 | 1.68030 | 0.00000 | 0.00000 | ||
| 69 | 2023.09.05 14:50 | modify | 19 | 0.10 | 1.68030 | 1.68248 | 1.67598 | ||
| 70 | 2023.09.05 14:50 | modify | 18 | 0.10 | 1.67990 | 1.68248 | 1.67598 | ||
| 71 | 2023.09.05 14:50 | modify | 17 | 0.10 | 1.68148 | 1.68248 | 1.67598 | ||
| 72 | 2023.09.05 14:50 | modify | 16 | 0.10 | 1.68598 | 1.68248 | 1.67598 | ||
| 73 | 2023.09.05 23:30 | s/l | 16 | 0.10 | 1.68248 | 1.68248 | 1.67598 | 23.19 | 10209.16 |
| 74 | 2023.09.05 23:30 | s/l | 17 | 0.10 | 1.68248 | 1.68248 | 1.67598 | -6.63 | 10202.53 |
| 75 | 2023.09.05 23:30 | s/l | 18 | 0.10 | 1.68248 | 1.68248 | 1.67598 | -17.10 | 10185.43 |
| 76 | 2023.09.05 23:30 | s/l | 19 | 0.10 | 1.68248 | 1.68248 | 1.67598 | -14.45 | 10170.98 |
| 77 | 2023.10.19 12:00 | sell | 20 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 78 | 2023.10.19 12:00 | modify | 20 | 0.10 | 1.67255 | 1.68555 | 1.66255 | ||
| 79 | 2023.10.24 13:40 | sell | 21 | 0.10 | 1.66793 | 0.00000 | 0.00000 | ||
| 80 | 2023.10.24 13:40 | modify | 21 | 0.10 | 1.66793 | 1.67105 | 1.66255 | ||
| 81 | 2023.10.24 13:40 | modify | 20 | 0.10 | 1.67255 | 1.67105 | 1.66255 | ||
| 82 | 2023.10.24 17:30 | sell | 22 | 0.10 | 1.66649 | 0.00000 | 0.00000 | ||
| 83 | 2023.10.24 17:30 | modify | 22 | 0.10 | 1.66649 | 1.66855 | 1.66255 | ||
| 84 | 2023.10.24 17:30 | modify | 21 | 0.10 | 1.66793 | 1.66855 | 1.66255 | ||
| 85 | 2023.10.24 17:30 | modify | 20 | 0.10 | 1.67255 | 1.66855 | 1.66255 | ||
| 86 | 2023.10.25 00:30 | t/p | 20 | 0.10 | 1.66255 | 1.66855 | 1.66255 | 65.72 | 10236.70 |
| 87 | 2023.10.25 00:30 | t/p | 21 | 0.10 | 1.66255 | 1.66855 | 1.66255 | 35.51 | 10272.21 |
| 88 | 2023.10.25 00:30 | t/p | 22 | 0.10 | 1.66255 | 1.66855 | 1.66255 | 25.97 | 10298.19 |
| 89 | 2023.11.15 16:00 | buy | 23 | 0.10 | 1.66511 | 0.00000 | 0.00000 | ||
| 90 | 2023.11.15 16:00 | modify | 23 | 0.10 | 1.66511 | 1.65211 | 1.67511 | ||
| 91 | 2023.11.16 00:30 | buy | 24 | 0.10 | 1.66969 | 0.00000 | 0.00000 | ||
| 92 | 2023.11.16 00:30 | modify | 24 | 0.10 | 1.66969 | 1.66661 | 1.67511 | ||
| 93 | 2023.11.16 00:30 | modify | 23 | 0.10 | 1.66511 | 1.66661 | 1.67511 | ||
| 94 | 2023.11.16 00:40 | buy | 25 | 0.10 | 1.67113 | 0.00000 | 0.00000 | ||
| 95 | 2023.11.16 00:40 | modify | 25 | 0.10 | 1.67113 | 1.66911 | 1.67511 | ||
| 96 | 2023.11.16 00:40 | modify | 24 | 0.10 | 1.66969 | 1.66911 | 1.67511 | ||
| 97 | 2023.11.16 00:40 | modify | 23 | 0.10 | 1.66511 | 1.66911 | 1.67511 | ||
| 98 | 2023.11.16 00:50 | buy | 26 | 0.10 | 1.67065 | 0.00000 | 0.00000 | ||
| 99 | 2023.11.16 00:50 | modify | 26 | 0.10 | 1.67065 | 1.66861 | 1.67511 | ||
| 100 | 2023.11.16 00:50 | modify | 25 | 0.10 | 1.67113 | 1.66861 | 1.67511 | ||
| 101 | 2023.11.16 00:50 | modify | 24 | 0.10 | 1.66969 | 1.66861 | 1.67511 | ||
| 102 | 2023.11.16 00:50 | modify | 23 | 0.10 | 1.66511 | 1.66861 | 1.67511 | ||
| 103 | 2023.11.16 02:30 | t/p | 23 | 0.10 | 1.67511 | 1.66861 | 1.67511 | 65.12 | 10363.31 |
| 104 | 2023.11.16 02:30 | t/p | 24 | 0.10 | 1.67511 | 1.66861 | 1.67511 | 35.90 | 10399.21 |
| 105 | 2023.11.16 02:30 | t/p | 25 | 0.10 | 1.67511 | 1.66861 | 1.67511 | 26.36 | 10425.57 |
| 106 | 2023.11.16 02:30 | t/p | 26 | 0.10 | 1.67511 | 1.66861 | 1.67511 | 29.54 | 10455.11 |
| 107 | 2024.04.10 20:00 | sell | 27 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 108 | 2024.04.10 20:00 | modify | 27 | 0.10 | 1.64952 | 1.66252 | 1.63952 | ||
| 109 | 2024.04.11 09:40 | sell | 28 | 0.10 | 1.64474 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.11 09:40 | modify | 28 | 0.10 | 1.64474 | 1.64802 | 1.63952 | ||
| 111 | 2024.04.11 09:40 | modify | 27 | 0.10 | 1.64952 | 1.64802 | 1.63952 | ||
| 112 | 2024.04.11 14:20 | sell | 29 | 0.10 | 1.64372 | 0.00000 | 0.00000 | ||
| 113 | 2024.04.11 14:20 | modify | 29 | 0.10 | 1.64372 | 1.64602 | 1.63952 | ||
| 114 | 2024.04.11 14:20 | modify | 28 | 0.10 | 1.64474 | 1.64602 | 1.63952 | ||
| 115 | 2024.04.11 14:20 | modify | 27 | 0.10 | 1.64952 | 1.64602 | 1.63952 | ||
| 116 | 2024.04.11 15:35 | sell | 30 | 0.10 | 1.64349 | 0.00000 | 0.00000 | ||
| 117 | 2024.04.11 15:35 | modify | 30 | 0.10 | 1.64349 | 1.64552 | 1.63952 | ||
| 118 | 2024.04.11 15:40 | modify | 30 | 0.10 | 1.64349 | 1.64602 | 1.63952 | ||
| 119 | 2024.04.11 21:06 | t/p | 27 | 0.10 | 1.63952 | 1.64602 | 1.63952 | 65.85 | 10520.96 |
| 120 | 2024.04.11 21:06 | t/p | 28 | 0.10 | 1.63952 | 1.64602 | 1.63952 | 34.59 | 10555.55 |
| 121 | 2024.04.11 21:06 | t/p | 29 | 0.10 | 1.63952 | 1.64602 | 1.63952 | 27.83 | 10583.38 |
| 122 | 2024.04.11 21:06 | t/p | 30 | 0.10 | 1.63952 | 1.64602 | 1.63952 | 26.31 | 10609.69 |
| 123 | 2024.04.16 20:00 | sell | 31 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 124 | 2024.04.16 20:00 | modify | 31 | 0.10 | 1.65789 | 1.67089 | 1.64789 | ||
| 125 | 2024.04.22 01:40 | sell | 32 | 0.10 | 1.65333 | 0.00000 | 0.00000 | ||
| 126 | 2024.04.22 01:40 | modify | 32 | 0.10 | 1.65333 | 1.65639 | 1.64789 | ||
| 127 | 2024.04.22 01:40 | modify | 31 | 0.10 | 1.65789 | 1.65639 | 1.64789 | ||
| 128 | 2024.04.22 03:40 | s/l | 31 | 0.10 | 1.65639 | 1.65639 | 1.64789 | 9.13 | 10618.82 |
| 129 | 2024.04.22 03:40 | s/l | 32 | 0.10 | 1.65639 | 1.65639 | 1.64789 | -20.28 | 10598.54 |
| 130 | 2024.04.24 12:00 | buy | 33 | 0.10 | 1.64366 | 0.00000 | 0.00000 | ||
| 131 | 2024.04.24 12:00 | modify | 33 | 0.10 | 1.64366 | 1.63066 | 1.65366 | ||
| 132 | 2024.04.24 15:40 | buy | 34 | 0.10 | 1.64835 | 0.00000 | 0.00000 | ||
| 133 | 2024.04.24 15:40 | modify | 34 | 0.10 | 1.64835 | 1.64516 | 1.65366 | ||
| 134 | 2024.04.24 15:40 | modify | 33 | 0.10 | 1.64366 | 1.64516 | 1.65366 | ||
| 135 | 2024.04.24 21:33 | s/l | 33 | 0.10 | 1.64516 | 1.64516 | 1.65366 | 9.93 | 10608.47 |
| 136 | 2024.04.24 21:33 | s/l | 34 | 0.10 | 1.64516 | 1.64516 | 1.65366 | -21.13 | 10587.34 |