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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6548 | Ticks modelled | 23382976 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1253.25 | Gross profit | 1756.73 | Gross loss | -503.49 |
| Profit factor | 3.49 | Expected payoff | 40.43 | ||
| Absolute drawdown | 182.58 | Maximal drawdown | 326.74 (3.08%) | Relative drawdown | 3.08% (326.74) |
| Total trades | 31 | Short positions (won %) | 24 (70.83%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 22 (70.97%) | Loss trades (% of total) | 9 (29.03%) | ||
| Largest | profit trade | 152.63 | loss trade | -60.64 | |
| Average | profit trade | 79.85 | loss trade | -55.94 | |
| Maximum | consecutive wins (profit in money) | 12 (1033.25) | consecutive losses (loss in money) | 4 (-223.97) | |
| Maximal | consecutive profit (count of wins) | 1033.25 (12) | consecutive loss (count of losses) | -223.97 (4) | |
| 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 07:06 | sell | 2 | 0.10 | 1.06865 | 0.00000 | 0.00000 | ||
| 4 | 2023.06.05 07:06 | modify | 2 | 0.10 | 1.06865 | 1.07315 | 1.06115 | ||
| 5 | 2023.06.05 07:06 | modify | 1 | 0.10 | 1.07615 | 1.07315 | 1.06115 | ||
| 6 | 2023.06.06 05:11 | s/l | 1 | 0.10 | 1.07315 | 1.07315 | 1.06115 | 30.66 | 10030.66 |
| 7 | 2023.06.06 05:11 | s/l | 2 | 0.10 | 1.07315 | 1.07315 | 1.06115 | -44.78 | 9985.88 |
| 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 13:17 | s/l | 3 | 0.10 | 1.08389 | 1.08389 | 1.06289 | -59.12 | 9926.75 |
| 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 10:04 | s/l | 4 | 0.10 | 1.10076 | 1.10076 | 1.07976 | -58.46 | 9868.29 |
| 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 15:35 | buy | 6 | 0.10 | 1.09573 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.07 15:35 | modify | 6 | 0.10 | 1.09573 | 1.09120 | 1.10320 | ||
| 18 | 2023.07.07 15:35 | modify | 5 | 0.10 | 1.08820 | 1.09120 | 1.10320 | ||
| 19 | 2023.07.07 16:32 | buy | 7 | 0.10 | 1.09722 | 0.00000 | 0.00000 | ||
| 20 | 2023.07.07 16:32 | modify | 7 | 0.10 | 1.09722 | 1.09195 | 1.10320 | ||
| 21 | 2023.07.07 16:32 | modify | 6 | 0.10 | 1.09573 | 1.09195 | 1.10320 | ||
| 22 | 2023.07.07 16:32 | modify | 5 | 0.10 | 1.08820 | 1.09195 | 1.10320 | ||
| 23 | 2023.07.10 14:04 | buy | 8 | 0.10 | 1.09796 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.10 14:04 | modify | 8 | 0.10 | 1.09796 | 1.09345 | 1.10320 | ||
| 25 | 2023.07.10 14:04 | modify | 7 | 0.10 | 1.09722 | 1.09345 | 1.10320 | ||
| 26 | 2023.07.10 14:04 | modify | 6 | 0.10 | 1.09573 | 1.09345 | 1.10320 | ||
| 27 | 2023.07.10 14:04 | modify | 5 | 0.10 | 1.08820 | 1.09345 | 1.10320 | ||
| 28 | 2023.07.12 02:22 | t/p | 5 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 144.86 | 10013.15 |
| 29 | 2023.07.12 02:22 | t/p | 6 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 72.77 | 10085.93 |
| 30 | 2023.07.12 02:22 | t/p | 7 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 57.87 | 10143.80 |
| 31 | 2023.07.12 02:22 | t/p | 8 | 0.10 | 1.10320 | 1.09345 | 1.10320 | 51.12 | 10194.92 |
| 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 13:43 | s/l | 9 | 0.10 | 1.11970 | 1.11970 | 1.09870 | -59.34 | 10135.57 |
| 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 14:28 | sell | 11 | 0.10 | 1.11502 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.20 14:28 | modify | 11 | 0.10 | 1.11502 | 1.11952 | 1.10752 | ||
| 39 | 2023.07.20 14:28 | modify | 10 | 0.10 | 1.12252 | 1.11952 | 1.10752 | ||
| 40 | 2023.07.20 15:44 | sell | 12 | 0.10 | 1.11352 | 0.00000 | 0.00000 | ||
| 41 | 2023.07.20 15:44 | modify | 12 | 0.10 | 1.11352 | 1.11877 | 1.10752 | ||
| 42 | 2023.07.20 15:44 | modify | 11 | 0.10 | 1.11502 | 1.11877 | 1.10752 | ||
| 43 | 2023.07.20 15:44 | modify | 10 | 0.10 | 1.12252 | 1.11877 | 1.10752 | ||
| 44 | 2023.07.20 16:24 | sell | 13 | 0.10 | 1.11276 | 0.00000 | 0.00000 | ||
| 45 | 2023.07.20 16:24 | modify | 13 | 0.10 | 1.11276 | 1.11727 | 1.10752 | ||
| 46 | 2023.07.20 16:24 | modify | 12 | 0.10 | 1.11352 | 1.11727 | 1.10752 | ||
| 47 | 2023.07.20 16:24 | modify | 11 | 0.10 | 1.11502 | 1.11727 | 1.10752 | ||
| 48 | 2023.07.20 16:24 | modify | 10 | 0.10 | 1.12252 | 1.11727 | 1.10752 | ||
| 49 | 2023.07.24 08:37 | t/p | 10 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 151.97 | 10287.55 |
| 50 | 2023.07.24 08:37 | t/p | 11 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 75.44 | 10362.99 |
| 51 | 2023.07.24 08:37 | t/p | 12 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 60.44 | 10423.42 |
| 52 | 2023.07.24 08:37 | t/p | 13 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 52.84 | 10476.26 |
| 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 16:02 | buy | 15 | 0.10 | 1.06091 | 0.00000 | 0.00000 | ||
| 56 | 2023.10.19 16:02 | modify | 15 | 0.10 | 1.06091 | 1.05638 | 1.06838 | ||
| 57 | 2023.10.19 16:02 | modify | 14 | 0.10 | 1.05338 | 1.05638 | 1.06838 | ||
| 58 | 2023.10.19 16:35 | s/l | 14 | 0.10 | 1.05638 | 1.05638 | 1.06838 | 25.51 | 10501.77 |
| 59 | 2023.10.19 16:35 | s/l | 15 | 0.10 | 1.05638 | 1.05638 | 1.06838 | -45.30 | 10456.47 |
| 60 | 2023.11.14 22:00 | sell | 16 | 0.10 | 1.08784 | 0.00000 | 0.00000 | ||
| 61 | 2023.11.14 22:00 | modify | 16 | 0.10 | 1.08784 | 1.09384 | 1.07284 | ||
| 62 | 2023.11.20 04:18 | s/l | 16 | 0.10 | 1.09384 | 1.09384 | 1.07284 | -58.68 | 10397.78 |
| 63 | 2023.11.30 20:00 | buy | 17 | 0.10 | 1.08930 | 0.00000 | 0.00000 | ||
| 64 | 2023.11.30 20:00 | modify | 17 | 0.10 | 1.08930 | 1.08330 | 1.10430 | ||
| 65 | 2023.12.01 15:42 | s/l | 17 | 0.10 | 1.08330 | 1.08330 | 1.10430 | -60.64 | 10337.14 |
| 66 | 2023.12.13 21:00 | sell | 18 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 67 | 2023.12.13 21:00 | modify | 18 | 0.10 | 1.08812 | 1.09412 | 1.07312 | ||
| 68 | 2023.12.14 12:00 | s/l | 18 | 0.10 | 1.09412 | 1.09412 | 1.07312 | -59.34 | 10277.80 |
| 69 | 2024.02.01 21:00 | sell | 19 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 70 | 2024.02.01 21:00 | modify | 19 | 0.10 | 1.08715 | 1.09315 | 1.07215 | ||
| 71 | 2024.02.02 14:03 | sell | 20 | 0.10 | 1.07965 | 0.00000 | 0.00000 | ||
| 72 | 2024.02.02 14:03 | modify | 20 | 0.10 | 1.07965 | 1.08415 | 1.07215 | ||
| 73 | 2024.02.02 14:03 | modify | 19 | 0.10 | 1.08715 | 1.08415 | 1.07215 | ||
| 74 | 2024.02.02 17:50 | sell | 21 | 0.10 | 1.07815 | 0.00000 | 0.00000 | ||
| 75 | 2024.02.02 17:50 | modify | 21 | 0.10 | 1.07815 | 1.08340 | 1.07215 | ||
| 76 | 2024.02.02 17:50 | modify | 20 | 0.10 | 1.07965 | 1.08340 | 1.07215 | ||
| 77 | 2024.02.02 17:50 | modify | 19 | 0.10 | 1.08715 | 1.08340 | 1.07215 | ||
| 78 | 2024.02.04 23:09 | sell | 22 | 0.10 | 1.07740 | 0.00000 | 0.00000 | ||
| 79 | 2024.02.04 23:09 | modify | 22 | 0.10 | 1.07740 | 1.08190 | 1.07215 | ||
| 80 | 2024.02.04 23:09 | modify | 21 | 0.10 | 1.07815 | 1.08190 | 1.07215 | ||
| 81 | 2024.02.04 23:09 | modify | 20 | 0.10 | 1.07965 | 1.08190 | 1.07215 | ||
| 82 | 2024.02.04 23:09 | modify | 19 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
| 83 | 2024.02.13 13:42 | t/p | 19 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 152.19 | 10429.99 |
| 84 | 2024.02.13 13:42 | t/p | 20 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 76.97 | 10506.97 |
| 85 | 2024.02.13 13:42 | t/p | 21 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 61.97 | 10568.94 |
| 86 | 2024.02.13 13:42 | t/p | 22 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 54.47 | 10623.41 |
| 87 | 2024.03.20 22:00 | sell | 23 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 88 | 2024.03.20 22:00 | modify | 23 | 0.10 | 1.09206 | 1.09806 | 1.07706 | ||
| 89 | 2024.03.22 02:36 | sell | 24 | 0.10 | 1.08456 | 0.00000 | 0.00000 | ||
| 90 | 2024.03.22 02:36 | modify | 24 | 0.10 | 1.08456 | 1.08906 | 1.07706 | ||
| 91 | 2024.03.22 02:36 | modify | 23 | 0.10 | 1.09206 | 1.08906 | 1.07706 | ||
| 92 | 2024.03.22 06:40 | sell | 25 | 0.10 | 1.08305 | 0.00000 | 0.00000 | ||
| 93 | 2024.03.22 06:40 | modify | 25 | 0.10 | 1.08305 | 1.08831 | 1.07706 | ||
| 94 | 2024.03.22 06:40 | modify | 24 | 0.10 | 1.08456 | 1.08831 | 1.07706 | ||
| 95 | 2024.03.22 06:40 | modify | 23 | 0.10 | 1.09206 | 1.08831 | 1.07706 | ||
| 96 | 2024.03.22 07:28 | sell | 26 | 0.10 | 1.08230 | 0.00000 | 0.00000 | ||
| 97 | 2024.03.22 07:28 | modify | 26 | 0.10 | 1.08230 | 1.08681 | 1.07706 | ||
| 98 | 2024.03.22 07:28 | modify | 25 | 0.10 | 1.08305 | 1.08681 | 1.07706 | ||
| 99 | 2024.03.22 07:28 | modify | 24 | 0.10 | 1.08456 | 1.08681 | 1.07706 | ||
| 100 | 2024.03.22 07:28 | modify | 23 | 0.10 | 1.09206 | 1.08681 | 1.07706 | ||
| 101 | 2024.04.01 14:00 | t/p | 23 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 152.63 | 10776.05 |
| 102 | 2024.04.01 14:00 | t/p | 24 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 76.75 | 10852.80 |
| 103 | 2024.04.01 14:00 | t/p | 25 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 61.65 | 10914.45 |
| 104 | 2024.04.01 14:00 | t/p | 26 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 54.15 | 10968.61 |
| 105 | 2024.04.03 20:00 | sell | 27 | 0.10 | 1.08334 | 0.00000 | 0.00000 | ||
| 106 | 2024.04.03 20:00 | modify | 27 | 0.10 | 1.08334 | 1.08934 | 1.06834 | ||
| 107 | 2024.04.10 13:45 | sell | 28 | 0.10 | 1.07583 | 0.00000 | 0.00000 | ||
| 108 | 2024.04.10 13:45 | modify | 28 | 0.10 | 1.07583 | 1.08034 | 1.06834 | ||
| 109 | 2024.04.10 13:45 | modify | 27 | 0.10 | 1.08334 | 1.08034 | 1.06834 | ||
| 110 | 2024.04.10 15:25 | sell | 29 | 0.10 | 1.07434 | 0.00000 | 0.00000 | ||
| 111 | 2024.04.10 15:25 | modify | 29 | 0.10 | 1.07434 | 1.07959 | 1.06834 | ||
| 112 | 2024.04.10 15:25 | modify | 28 | 0.10 | 1.07583 | 1.07959 | 1.06834 | ||
| 113 | 2024.04.10 15:25 | modify | 27 | 0.10 | 1.08334 | 1.07959 | 1.06834 | ||
| 114 | 2024.04.10 15:55 | sell | 30 | 0.10 | 1.07359 | 0.00000 | 0.00000 | ||
| 115 | 2024.04.10 15:55 | modify | 30 | 0.10 | 1.07359 | 1.07809 | 1.06834 | ||
| 116 | 2024.04.10 15:55 | modify | 29 | 0.10 | 1.07434 | 1.07809 | 1.06834 | ||
| 117 | 2024.04.10 15:55 | modify | 28 | 0.10 | 1.07583 | 1.07809 | 1.06834 | ||
| 118 | 2024.04.10 15:55 | modify | 27 | 0.10 | 1.08334 | 1.07809 | 1.06834 | ||
| 119 | 2024.04.12 07:10 | t/p | 27 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 152.41 | 11121.02 |
| 120 | 2024.04.12 07:10 | t/p | 28 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 75.78 | 11196.80 |
| 121 | 2024.04.12 07:10 | t/p | 29 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 60.88 | 11257.68 |
| 122 | 2024.04.12 07:10 | t/p | 30 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 53.38 | 11311.05 |
| 123 | 2024.04.17 22:00 | sell | 31 | 0.10 | 1.06716 | 0.00000 | 0.00000 | ||
| 124 | 2024.04.17 22:00 | modify | 31 | 0.10 | 1.06716 | 1.07316 | 1.05216 | ||
| 125 | 2024.04.25 08:12 | s/l | 31 | 0.10 | 1.07316 | 1.07316 | 1.05216 | -57.81 | 11253.25 |