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 23:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=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 | 155422 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1583.41 | Gross profit | 2042.20 | Gross loss | -458.79 |
| Profit factor | 4.45 | Expected payoff | 47.98 | ||
| Absolute drawdown | 183.18 | Maximal drawdown | 326.74 (2.99%) | Relative drawdown | 2.99% (326.74) |
| Total trades | 33 | Short positions (won %) | 24 (70.83%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
| Largest | profit trade | 152.63 | loss trade | -60.64 | |
| Average | profit trade | 81.69 | loss trade | -57.35 | |
| Maximum | consecutive wins (profit in money) | 12 (1025.95) | consecutive losses (loss in money) | 3 (-178.67) | |
| Maximal | consecutive profit (count of wins) | 1025.95 (12) | consecutive loss (count of losses) | -178.67 (3) | |
| Average | consecutive wins | 6 | 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 | 2023.06.05 07:37 | sell | 2 | 0.10 | 1.06859 | 0.00000 | 0.00000 | ||
| 4 | 2023.06.05 07:37 | modify | 2 | 0.10 | 1.06859 | 1.07315 | 1.06115 | ||
| 5 | 2023.06.05 07:37 | modify | 1 | 0.10 | 1.07615 | 1.07315 | 1.06115 | ||
| 6 | 2023.06.06 05:15 | s/l | 1 | 0.10 | 1.07315 | 1.07315 | 1.06115 | 30.66 | 10030.66 |
| 7 | 2023.06.06 05:15 | s/l | 2 | 0.10 | 1.07315 | 1.07315 | 1.06115 | -45.38 | 9985.28 |
| 8 | 2023.06.08 20:00 | sell | 3 | 0.10 | 1.07789 | 0.00000 | 0.00000 | ||
| 9 | 2023.06.08 20:00 | modify | 3 | 0.10 | 1.07789 | 1.08389 | 1.06289 | ||
| 10 | 2023.06.14 13:15 | s/l | 3 | 0.10 | 1.08389 | 1.08389 | 1.06289 | -59.12 | 9926.15 |
| 11 | 2023.06.15 20:00 | sell | 4 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 12 | 2023.06.15 20:00 | modify | 4 | 0.10 | 1.09476 | 1.10076 | 1.07976 | ||
| 13 | 2023.06.22 10:15 | s/l | 4 | 0.10 | 1.10076 | 1.10076 | 1.07976 | -58.46 | 9867.69 |
| 14 | 2023.07.04 22:00 | buy | 5 | 0.10 | 1.08820 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.04 22:00 | modify | 5 | 0.10 | 1.08820 | 1.08220 | 1.10320 | ||
| 16 | 2023.07.07 15:33 | buy | 6 | 0.10 | 1.09585 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.07 15:33 | modify | 6 | 0.10 | 1.09585 | 1.09120 | 1.10320 | ||
| 18 | 2023.07.07 15:33 | modify | 5 | 0.10 | 1.08820 | 1.09120 | 1.10320 | ||
| 19 | 2023.07.07 16:45 | buy | 7 | 0.10 | 1.09737 | 0.00000 | 0.00000 | ||
| 20 | 2023.07.07 16:45 | modify | 7 | 0.10 | 1.09737 | 1.09195 | 1.10320 | ||
| 21 | 2023.07.07 16:45 | modify | 6 | 0.10 | 1.09585 | 1.09195 | 1.10320 | ||
| 22 | 2023.07.07 16:45 | modify | 5 | 0.10 | 1.08820 | 1.09195 | 1.10320 | ||
| 23 | 2023.07.10 14:15 | buy | 8 | 0.10 | 1.09795 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.10 14:15 | modify | 8 | 0.10 | 1.09795 | 1.09345 | 1.10320 | ||
| 25 | 2023.07.10 14:15 | modify | 7 | 0.10 | 1.09737 | 1.09345 | 1.10320 | ||
| 26 | 2023.07.10 14:15 | modify | 6 | 0.10 | 1.09585 | 1.09345 | 1.10320 | ||
| 27 | 2023.07.10 14:15 | modify | 5 | 0.10 | 1.08820 | 1.09345 | 1.10320 | ||
| 28 | 2023.07.12 02:20 | t/p | 5 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 144.86 | 10012.55 |
| 29 | 2023.07.12 02:20 | t/p | 6 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 71.57 | 10084.13 |
| 30 | 2023.07.12 02:20 | t/p | 7 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 56.37 | 10140.50 |
| 31 | 2023.07.12 02:20 | t/p | 8 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 51.22 | 10191.72 |
| 32 | 2023.07.12 20:00 | sell | 9 | 0.10 | 1.11370 | 0.00000 | 0.00000 | ||
| 33 | 2023.07.12 20:00 | modify | 9 | 0.10 | 1.11370 | 1.11970 | 1.09870 | ||
| 34 | 2023.07.13 13:46 | s/l | 9 | 0.10 | 1.11970 | 1.11970 | 1.09870 | -59.34 | 10132.37 |
| 35 | 2023.07.13 21:00 | sell | 10 | 0.10 | 1.12252 | 0.00000 | 0.00000 | ||
| 36 | 2023.07.13 21:00 | modify | 10 | 0.10 | 1.12252 | 1.12852 | 1.10752 | ||
| 37 | 2023.07.20 14:30 | sell | 11 | 0.10 | 1.11486 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.20 14:30 | modify | 11 | 0.10 | 1.11486 | 1.11952 | 1.10752 | ||
| 39 | 2023.07.20 14:30 | modify | 10 | 0.10 | 1.12252 | 1.11952 | 1.10752 | ||
| 40 | 2023.07.20 15:59 | sell | 12 | 0.10 | 1.11348 | 0.00000 | 0.00000 | ||
| 41 | 2023.07.20 15:59 | modify | 12 | 0.10 | 1.11348 | 1.11877 | 1.10752 | ||
| 42 | 2023.07.20 15:59 | modify | 11 | 0.10 | 1.11486 | 1.11877 | 1.10752 | ||
| 43 | 2023.07.20 15:59 | modify | 10 | 0.10 | 1.12252 | 1.11877 | 1.10752 | ||
| 44 | 2023.07.20 16:20 | sell | 13 | 0.10 | 1.11267 | 0.00000 | 0.00000 | ||
| 45 | 2023.07.20 16:20 | modify | 13 | 0.10 | 1.11267 | 1.11727 | 1.10752 | ||
| 46 | 2023.07.20 16:20 | modify | 12 | 0.10 | 1.11348 | 1.11727 | 1.10752 | ||
| 47 | 2023.07.20 16:20 | modify | 11 | 0.10 | 1.11486 | 1.11727 | 1.10752 | ||
| 48 | 2023.07.20 16:20 | modify | 10 | 0.10 | 1.12252 | 1.11727 | 1.10752 | ||
| 49 | 2023.07.24 08:45 | t/p | 10 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 151.97 | 10284.35 |
| 50 | 2023.07.24 08:45 | t/p | 11 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 73.84 | 10358.19 |
| 51 | 2023.07.24 08:45 | t/p | 12 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 60.04 | 10418.22 |
| 52 | 2023.07.24 08:45 | t/p | 13 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 51.94 | 10470.16 |
| 53 | 2023.10.12 20:00 | buy | 14 | 0.10 | 1.05338 | 0.00000 | 0.00000 | ||
| 54 | 2023.10.12 20:00 | modify | 14 | 0.10 | 1.05338 | 1.04738 | 1.06838 | ||
| 55 | 2023.10.19 17:07 | buy | 15 | 0.10 | 1.06094 | 0.00000 | 0.00000 | ||
| 56 | 2023.10.19 17:07 | modify | 15 | 0.10 | 1.06094 | 1.05638 | 1.06838 | ||
| 57 | 2023.10.19 17:07 | modify | 14 | 0.10 | 1.05338 | 1.05638 | 1.06838 | ||
| 58 | 2023.10.23 14:25 | buy | 16 | 0.10 | 1.06323 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.23 14:25 | modify | 16 | 0.10 | 1.06323 | 1.05863 | 1.06838 | ||
| 60 | 2023.10.23 14:25 | modify | 15 | 0.10 | 1.06094 | 1.05863 | 1.06838 | ||
| 61 | 2023.10.23 14:25 | modify | 14 | 0.10 | 1.05338 | 1.05863 | 1.06838 | ||
| 62 | 2023.10.23 14:40 | buy | 17 | 0.10 | 1.06263 | 0.00000 | 0.00000 | ||
| 63 | 2023.10.23 14:40 | modify | 17 | 0.10 | 1.06263 | 1.05713 | 1.06838 | ||
| 64 | 2023.10.23 14:42 | modify | 17 | 0.10 | 1.06263 | 1.05863 | 1.06838 | ||
| 65 | 2023.10.24 02:26 | t/p | 14 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 143.58 | 10613.74 |
| 66 | 2023.10.24 02:26 | t/p | 15 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 72.47 | 10686.22 |
| 67 | 2023.10.24 02:26 | t/p | 16 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 50.86 | 10737.07 |
| 68 | 2023.10.24 02:26 | t/p | 17 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 56.86 | 10793.93 |
| 69 | 2023.11.14 22:00 | sell | 18 | 0.10 | 1.08784 | 0.00000 | 0.00000 | ||
| 70 | 2023.11.14 22:00 | modify | 18 | 0.10 | 1.08784 | 1.09384 | 1.07284 | ||
| 71 | 2023.11.20 04:20 | s/l | 18 | 0.10 | 1.09384 | 1.09384 | 1.07284 | -58.68 | 10735.25 |
| 72 | 2023.11.30 20:00 | buy | 19 | 0.10 | 1.08930 | 0.00000 | 0.00000 | ||
| 73 | 2023.11.30 20:00 | modify | 19 | 0.10 | 1.08930 | 1.08330 | 1.10430 | ||
| 74 | 2023.12.01 15:46 | s/l | 19 | 0.10 | 1.08330 | 1.08330 | 1.10430 | -60.64 | 10674.61 |
| 75 | 2023.12.13 21:00 | sell | 20 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 76 | 2023.12.13 21:00 | modify | 20 | 0.10 | 1.08812 | 1.09412 | 1.07312 | ||
| 77 | 2023.12.14 12:02 | s/l | 20 | 0.10 | 1.09412 | 1.09412 | 1.07312 | -59.34 | 10615.26 |
| 78 | 2024.02.01 21:00 | sell | 21 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 79 | 2024.02.01 21:00 | modify | 21 | 0.10 | 1.08715 | 1.09315 | 1.07215 | ||
| 80 | 2024.02.02 14:32 | sell | 22 | 0.10 | 1.07961 | 0.00000 | 0.00000 | ||
| 81 | 2024.02.02 14:32 | modify | 22 | 0.10 | 1.07961 | 1.08415 | 1.07215 | ||
| 82 | 2024.02.02 14:32 | modify | 21 | 0.10 | 1.08715 | 1.08415 | 1.07215 | ||
| 83 | 2024.02.02 17:50 | sell | 23 | 0.10 | 1.07808 | 0.00000 | 0.00000 | ||
| 84 | 2024.02.02 17:50 | modify | 23 | 0.10 | 1.07808 | 1.08340 | 1.07215 | ||
| 85 | 2024.02.02 17:50 | modify | 22 | 0.10 | 1.07961 | 1.08340 | 1.07215 | ||
| 86 | 2024.02.02 17:50 | modify | 21 | 0.10 | 1.08715 | 1.08340 | 1.07215 | ||
| 87 | 2024.02.04 23:27 | sell | 24 | 0.10 | 1.07740 | 0.00000 | 0.00000 | ||
| 88 | 2024.02.04 23:27 | modify | 24 | 0.10 | 1.07740 | 1.08190 | 1.07215 | ||
| 89 | 2024.02.04 23:27 | modify | 23 | 0.10 | 1.07808 | 1.08190 | 1.07215 | ||
| 90 | 2024.02.04 23:27 | modify | 22 | 0.10 | 1.07961 | 1.08190 | 1.07215 | ||
| 91 | 2024.02.04 23:27 | modify | 21 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
| 92 | 2024.02.13 13:50 | t/p | 21 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 152.19 | 10767.46 |
| 93 | 2024.02.13 13:50 | t/p | 22 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 76.57 | 10844.03 |
| 94 | 2024.02.13 13:50 | t/p | 23 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 61.27 | 10905.30 |
| 95 | 2024.02.13 13:50 | t/p | 24 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 54.47 | 10959.78 |
| 96 | 2024.03.20 22:00 | sell | 25 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 97 | 2024.03.20 22:00 | modify | 25 | 0.10 | 1.09206 | 1.09806 | 1.07706 | ||
| 98 | 2024.03.22 02:33 | sell | 26 | 0.10 | 1.08448 | 0.00000 | 0.00000 | ||
| 99 | 2024.03.22 02:33 | modify | 26 | 0.10 | 1.08448 | 1.08906 | 1.07706 | ||
| 100 | 2024.03.22 02:33 | modify | 25 | 0.10 | 1.09206 | 1.08906 | 1.07706 | ||
| 101 | 2024.03.22 06:45 | sell | 27 | 0.10 | 1.08291 | 0.00000 | 0.00000 | ||
| 102 | 2024.03.22 06:45 | modify | 27 | 0.10 | 1.08291 | 1.08831 | 1.07706 | ||
| 103 | 2024.03.22 06:45 | modify | 26 | 0.10 | 1.08448 | 1.08831 | 1.07706 | ||
| 104 | 2024.03.22 06:45 | modify | 25 | 0.10 | 1.09206 | 1.08831 | 1.07706 | ||
| 105 | 2024.03.22 07:20 | sell | 28 | 0.10 | 1.08230 | 0.00000 | 0.00000 | ||
| 106 | 2024.03.22 07:20 | modify | 28 | 0.10 | 1.08230 | 1.08681 | 1.07706 | ||
| 107 | 2024.03.22 07:20 | modify | 27 | 0.10 | 1.08291 | 1.08681 | 1.07706 | ||
| 108 | 2024.03.22 07:20 | modify | 26 | 0.10 | 1.08448 | 1.08681 | 1.07706 | ||
| 109 | 2024.03.22 07:20 | modify | 25 | 0.10 | 1.09206 | 1.08681 | 1.07706 | ||
| 110 | 2024.04.01 14:03 | t/p | 25 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 152.63 | 11112.41 |
| 111 | 2024.04.01 14:03 | t/p | 26 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 75.95 | 11188.36 |
| 112 | 2024.04.01 14:03 | t/p | 27 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 60.25 | 11248.62 |
| 113 | 2024.04.01 14:03 | t/p | 28 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 54.15 | 11302.77 |
| 114 | 2024.04.03 20:00 | sell | 29 | 0.10 | 1.08334 | 0.00000 | 0.00000 | ||
| 115 | 2024.04.03 20:00 | modify | 29 | 0.10 | 1.08334 | 1.08934 | 1.06834 | ||
| 116 | 2024.04.10 13:45 | sell | 30 | 0.10 | 1.07584 | 0.00000 | 0.00000 | ||
| 117 | 2024.04.10 13:45 | modify | 30 | 0.10 | 1.07584 | 1.08034 | 1.06834 | ||
| 118 | 2024.04.10 13:45 | modify | 29 | 0.10 | 1.08334 | 1.08034 | 1.06834 | ||
| 119 | 2024.04.10 15:20 | sell | 31 | 0.10 | 1.07418 | 0.00000 | 0.00000 | ||
| 120 | 2024.04.10 15:20 | modify | 31 | 0.10 | 1.07418 | 1.07959 | 1.06834 | ||
| 121 | 2024.04.10 15:20 | modify | 30 | 0.10 | 1.07584 | 1.07959 | 1.06834 | ||
| 122 | 2024.04.10 15:20 | modify | 29 | 0.10 | 1.08334 | 1.07959 | 1.06834 | ||
| 123 | 2024.04.10 15:50 | sell | 32 | 0.10 | 1.07334 | 0.00000 | 0.00000 | ||
| 124 | 2024.04.10 15:50 | modify | 32 | 0.10 | 1.07334 | 1.07809 | 1.06834 | ||
| 125 | 2024.04.10 15:50 | modify | 31 | 0.10 | 1.07418 | 1.07809 | 1.06834 | ||
| 126 | 2024.04.10 15:50 | modify | 30 | 0.10 | 1.07584 | 1.07809 | 1.06834 | ||
| 127 | 2024.04.10 15:50 | modify | 29 | 0.10 | 1.08334 | 1.07809 | 1.06834 | ||
| 128 | 2024.04.12 07:15 | t/p | 29 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 152.41 | 11455.18 |
| 129 | 2024.04.12 07:15 | t/p | 30 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 75.88 | 11531.06 |
| 130 | 2024.04.12 07:15 | t/p | 31 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 59.28 | 11590.34 |
| 131 | 2024.04.12 07:15 | t/p | 32 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 50.88 | 11641.22 |
| 132 | 2024.04.17 22:00 | sell | 33 | 0.10 | 1.06716 | 0.00000 | 0.00000 | ||
| 133 | 2024.04.17 22:00 | modify | 33 | 0.10 | 1.06716 | 1.07316 | 1.05216 | ||
| 134 | 2024.04.25 08:20 | s/l | 33 | 0.10 | 1.07316 | 1.07316 | 1.05216 | -57.81 | 11583.41 |