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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=20; 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 | 1134.88 | Gross profit | 1639.45 | Gross loss | -504.57 |
| Profit factor | 3.25 | Expected payoff | 40.53 | ||
| Absolute drawdown | 214.84 | Maximal drawdown | 303.50 (3.01%) | Relative drawdown | 3.01% (303.50) |
| Total trades | 28 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 19 (67.86%) | Loss trades (% of total) | 9 (32.14%) | ||
| Largest | profit trade | 152.63 | loss trade | -60.64 | |
| Average | profit trade | 86.29 | loss trade | -56.06 | |
| Maximum | consecutive wins (profit in money) | 10 (868.73) | consecutive losses (loss in money) | 4 (-208.75) | |
| Maximal | consecutive profit (count of wins) | 868.73 (10) | consecutive loss (count of losses) | -208.75 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.01 21:00 | sell | 1 | 0.10 | 1.07615 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.01 21:00 | modify | 1 | 0.10 | 1.07615 | 1.08215 | 1.06115 | ||
| 3 | 2023.06.06 13:00 | sell | 2 | 0.10 | 1.06705 | 0.00000 | 0.00000 | ||
| 4 | 2023.06.06 13:00 | modify | 2 | 0.10 | 1.06705 | 1.07240 | 1.06115 | ||
| 5 | 2023.06.06 13:00 | modify | 1 | 0.10 | 1.07615 | 1.07240 | 1.06115 | ||
| 6 | 2023.06.06 18:00 | sell | 3 | 0.10 | 1.06859 | 0.00000 | 0.00000 | ||
| 7 | 2023.06.06 18:00 | modify | 3 | 0.10 | 1.06859 | 1.07315 | 1.06115 | ||
| 8 | 2023.06.06 19:00 | modify | 3 | 0.10 | 1.06859 | 1.07240 | 1.06115 | ||
| 9 | 2023.06.07 12:00 | s/l | 1 | 0.10 | 1.07240 | 1.07240 | 1.06115 | 38.38 | 10038.38 |
| 10 | 2023.06.07 12:00 | s/l | 2 | 0.10 | 1.07240 | 1.07240 | 1.06115 | -53.28 | 9985.10 |
| 11 | 2023.06.07 12:00 | s/l | 3 | 0.10 | 1.07240 | 1.07240 | 1.06115 | -37.88 | 9947.22 |
| 12 | 2023.06.08 20:00 | sell | 4 | 0.10 | 1.07789 | 0.00000 | 0.00000 | ||
| 13 | 2023.06.08 20:00 | modify | 4 | 0.10 | 1.07789 | 1.08389 | 1.06289 | ||
| 14 | 2023.06.14 14:00 | s/l | 4 | 0.10 | 1.08389 | 1.08389 | 1.06289 | -59.12 | 9888.09 |
| 15 | 2023.06.15 20:00 | sell | 5 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 16 | 2023.06.15 20:00 | modify | 5 | 0.10 | 1.09476 | 1.10076 | 1.07976 | ||
| 17 | 2023.06.22 11:00 | s/l | 5 | 0.10 | 1.10076 | 1.10076 | 1.07976 | -58.46 | 9829.63 |
| 18 | 2023.07.04 22:00 | buy | 6 | 0.10 | 1.08820 | 0.00000 | 0.00000 | ||
| 19 | 2023.07.04 22:00 | modify | 6 | 0.10 | 1.08820 | 1.08220 | 1.10320 | ||
| 20 | 2023.07.07 17:00 | buy | 7 | 0.10 | 1.09746 | 0.00000 | 0.00000 | ||
| 21 | 2023.07.07 17:00 | modify | 7 | 0.10 | 1.09746 | 1.09195 | 1.10320 | ||
| 22 | 2023.07.07 17:00 | modify | 6 | 0.10 | 1.08820 | 1.09195 | 1.10320 | ||
| 23 | 2023.07.10 08:00 | buy | 8 | 0.10 | 1.09574 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.10 08:00 | modify | 8 | 0.10 | 1.09574 | 1.09120 | 1.10320 | ||
| 25 | 2023.07.10 09:00 | modify | 8 | 0.10 | 1.09574 | 1.09195 | 1.10320 | ||
| 26 | 2023.07.12 03:00 | t/p | 6 | 0.10 | 1.10320 | 1.09195 | 1.10320 | 144.86 | 9974.49 |
| 27 | 2023.07.12 03:00 | t/p | 7 | 0.10 | 1.10320 | 1.09195 | 1.10320 | 55.47 | 10029.97 |
| 28 | 2023.07.12 03:00 | t/p | 8 | 0.10 | 1.10320 | 1.09195 | 1.10320 | 73.32 | 10103.28 |
| 29 | 2023.07.12 20:00 | sell | 9 | 0.10 | 1.11370 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.12 20:00 | modify | 9 | 0.10 | 1.11370 | 1.11970 | 1.09870 | ||
| 31 | 2023.07.13 14:00 | s/l | 9 | 0.10 | 1.11970 | 1.11970 | 1.09870 | -59.34 | 10043.94 |
| 32 | 2023.07.13 21:00 | sell | 10 | 0.10 | 1.12252 | 0.00000 | 0.00000 | ||
| 33 | 2023.07.13 21:00 | modify | 10 | 0.10 | 1.12252 | 1.12852 | 1.10752 | ||
| 34 | 2023.07.20 16:00 | sell | 11 | 0.10 | 1.11349 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.20 16:00 | modify | 11 | 0.10 | 1.11349 | 1.11877 | 1.10752 | ||
| 36 | 2023.07.20 16:00 | modify | 10 | 0.10 | 1.12252 | 1.11877 | 1.10752 | ||
| 37 | 2023.07.20 19:00 | sell | 12 | 0.10 | 1.11262 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.20 19:00 | modify | 12 | 0.10 | 1.11262 | 1.11727 | 1.10752 | ||
| 39 | 2023.07.20 19:00 | modify | 11 | 0.10 | 1.11349 | 1.11727 | 1.10752 | ||
| 40 | 2023.07.20 19:00 | modify | 10 | 0.10 | 1.12252 | 1.11727 | 1.10752 | ||
| 41 | 2023.07.24 09:00 | t/p | 10 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 151.97 | 10195.91 |
| 42 | 2023.07.24 09:00 | t/p | 11 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 60.14 | 10256.05 |
| 43 | 2023.07.24 09:00 | t/p | 12 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 51.44 | 10307.49 |
| 44 | 2023.10.12 20:00 | buy | 13 | 0.10 | 1.05338 | 0.00000 | 0.00000 | ||
| 45 | 2023.10.12 20:00 | modify | 13 | 0.10 | 1.05338 | 1.04738 | 1.06838 | ||
| 46 | 2023.10.23 15:00 | buy | 14 | 0.10 | 1.06316 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.23 15:00 | modify | 14 | 0.10 | 1.06316 | 1.05863 | 1.06838 | ||
| 48 | 2023.10.23 15:00 | modify | 13 | 0.10 | 1.05338 | 1.05863 | 1.06838 | ||
| 49 | 2023.10.24 03:00 | t/p | 13 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 143.58 | 10451.07 |
| 50 | 2023.10.24 03:00 | t/p | 14 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 51.56 | 10502.63 |
| 51 | 2023.11.14 22:00 | sell | 15 | 0.10 | 1.08784 | 0.00000 | 0.00000 | ||
| 52 | 2023.11.14 22:00 | modify | 15 | 0.10 | 1.08784 | 1.09384 | 1.07284 | ||
| 53 | 2023.11.20 05:00 | s/l | 15 | 0.10 | 1.09384 | 1.09384 | 1.07284 | -58.68 | 10443.94 |
| 54 | 2023.11.30 20:00 | buy | 16 | 0.10 | 1.08930 | 0.00000 | 0.00000 | ||
| 55 | 2023.11.30 20:00 | modify | 16 | 0.10 | 1.08930 | 1.08330 | 1.10430 | ||
| 56 | 2023.12.01 16:00 | s/l | 16 | 0.10 | 1.08330 | 1.08330 | 1.10430 | -60.64 | 10383.30 |
| 57 | 2023.12.13 21:00 | sell | 17 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 58 | 2023.12.13 21:00 | modify | 17 | 0.10 | 1.08812 | 1.09412 | 1.07312 | ||
| 59 | 2023.12.14 13:00 | s/l | 17 | 0.10 | 1.09412 | 1.09412 | 1.07312 | -59.34 | 10323.96 |
| 60 | 2024.02.01 21:00 | sell | 18 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 61 | 2024.02.01 21:00 | modify | 18 | 0.10 | 1.08715 | 1.09315 | 1.07215 | ||
| 62 | 2024.02.04 23:00 | sell | 19 | 0.10 | 1.07799 | 0.00000 | 0.00000 | ||
| 63 | 2024.02.04 23:00 | modify | 19 | 0.10 | 1.07799 | 1.08340 | 1.07215 | ||
| 64 | 2024.02.04 23:00 | modify | 18 | 0.10 | 1.08715 | 1.08340 | 1.07215 | ||
| 65 | 2024.02.05 01:00 | sell | 20 | 0.10 | 1.07726 | 0.00000 | 0.00000 | ||
| 66 | 2024.02.05 01:00 | modify | 20 | 0.10 | 1.07726 | 1.08190 | 1.07215 | ||
| 67 | 2024.02.05 01:00 | modify | 19 | 0.10 | 1.07799 | 1.08190 | 1.07215 | ||
| 68 | 2024.02.05 01:00 | modify | 18 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
| 69 | 2024.02.12 02:00 | sell | 21 | 0.10 | 1.07957 | 0.00000 | 0.00000 | ||
| 70 | 2024.02.12 02:00 | modify | 21 | 0.10 | 1.07957 | 1.08415 | 1.07215 | ||
| 71 | 2024.02.12 03:00 | modify | 21 | 0.10 | 1.07957 | 1.08190 | 1.07215 | ||
| 72 | 2024.02.13 14:00 | t/p | 18 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 152.19 | 10476.15 |
| 73 | 2024.02.13 14:00 | t/p | 19 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 60.37 | 10536.52 |
| 74 | 2024.02.13 14:00 | t/p | 20 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 52.85 | 10589.38 |
| 75 | 2024.02.13 14:00 | t/p | 21 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 74.42 | 10663.80 |
| 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 | 1.09806 | 1.07706 | ||
| 78 | 2024.03.22 07:00 | sell | 23 | 0.10 | 1.08302 | 0.00000 | 0.00000 | ||
| 79 | 2024.03.22 07:00 | modify | 23 | 0.10 | 1.08302 | 1.08831 | 1.07706 | ||
| 80 | 2024.03.22 07:00 | modify | 22 | 0.10 | 1.09206 | 1.08831 | 1.07706 | ||
| 81 | 2024.03.27 12:00 | sell | 24 | 0.10 | 1.08209 | 0.00000 | 0.00000 | ||
| 82 | 2024.03.27 12:00 | modify | 24 | 0.10 | 1.08209 | 1.08681 | 1.07706 | ||
| 83 | 2024.03.27 12:00 | modify | 23 | 0.10 | 1.08302 | 1.08681 | 1.07706 | ||
| 84 | 2024.03.27 12:00 | modify | 22 | 0.10 | 1.09206 | 1.08681 | 1.07706 | ||
| 85 | 2024.04.01 15:00 | t/p | 22 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 152.63 | 10816.43 |
| 86 | 2024.04.01 15:00 | t/p | 23 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 61.35 | 10877.78 |
| 87 | 2024.04.01 15:00 | t/p | 24 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 51.40 | 10929.18 |
| 88 | 2024.04.03 20:00 | sell | 25 | 0.10 | 1.08334 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.03 20:00 | modify | 25 | 0.10 | 1.08334 | 1.08934 | 1.06834 | ||
| 90 | 2024.04.10 21:00 | sell | 26 | 0.10 | 1.07421 | 0.00000 | 0.00000 | ||
| 91 | 2024.04.10 21:00 | modify | 26 | 0.10 | 1.07421 | 1.07959 | 1.06834 | ||
| 92 | 2024.04.10 21:00 | modify | 25 | 0.10 | 1.08334 | 1.07959 | 1.06834 | ||
| 93 | 2024.04.11 14:00 | sell | 27 | 0.10 | 1.07347 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.11 14:00 | modify | 27 | 0.10 | 1.07347 | 1.07809 | 1.06834 | ||
| 95 | 2024.04.11 14:00 | modify | 26 | 0.10 | 1.07421 | 1.07809 | 1.06834 | ||
| 96 | 2024.04.11 14:00 | modify | 25 | 0.10 | 1.08334 | 1.07809 | 1.06834 | ||
| 97 | 2024.04.12 08:00 | t/p | 25 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 152.41 | 11081.59 |
| 98 | 2024.04.12 08:00 | t/p | 26 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 59.58 | 11141.17 |
| 99 | 2024.04.12 08:00 | t/p | 27 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 51.52 | 11192.69 |
| 100 | 2024.04.17 22:00 | sell | 28 | 0.10 | 1.06716 | 0.00000 | 0.00000 | ||
| 101 | 2024.04.17 22:00 | modify | 28 | 0.10 | 1.06716 | 1.07316 | 1.05216 | ||
| 102 | 2024.04.25 09:00 | s/l | 28 | 0.10 | 1.07316 | 1.07316 | 1.05216 | -57.81 | 11134.88 |