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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 79872 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 669.61 | Gross profit | 874.17 | Gross loss | -204.55 |
| Profit factor | 4.27 | Expected payoff | 19.69 | ||
| Absolute drawdown | 74.09 | Maximal drawdown | 164.83 (1.61%) | Relative drawdown | 1.61% (164.83) |
| Total trades | 34 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
| Largest | profit trade | 79.50 | loss trade | -86.29 | |
| Average | profit trade | 38.01 | loss trade | -18.60 | |
| Maximum | consecutive wins (profit in money) | 9 (434.59) | consecutive losses (loss in money) | 2 (-98.28) | |
| Maximal | consecutive profit (count of wins) | 434.59 (9) | consecutive loss (count of losses) | -98.28 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.07 04:00 | buy | 1 | 0.10 | 1.60209 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.07 04:00 | modify | 1 | 0.10 | 1.60209 | 1.58909 | 1.61409 | ||
| 3 | 2023.06.07 14:50 | buy | 2 | 0.10 | 1.60591 | 0.00000 | 0.00000 | ||
| 4 | 2023.06.07 14:50 | modify | 2 | 0.10 | 1.60591 | 1.60269 | 1.61409 | ||
| 5 | 2023.06.07 14:50 | modify | 1 | 0.10 | 1.60209 | 1.60269 | 1.61409 | ||
| 6 | 2023.06.07 16:15 | buy | 3 | 0.10 | 1.60810 | 0.00000 | 0.00000 | ||
| 7 | 2023.06.07 16:15 | modify | 3 | 0.10 | 1.60810 | 1.60629 | 1.61409 | ||
| 8 | 2023.06.07 16:15 | modify | 2 | 0.10 | 1.60591 | 1.60629 | 1.61409 | ||
| 9 | 2023.06.07 16:15 | modify | 1 | 0.10 | 1.60209 | 1.60629 | 1.61409 | ||
| 10 | 2023.06.07 16:40 | s/l | 1 | 0.10 | 1.60629 | 1.60629 | 1.61409 | 27.83 | 10027.83 |
| 11 | 2023.06.07 16:40 | s/l | 2 | 0.10 | 1.60629 | 1.60629 | 1.61409 | 2.52 | 10030.35 |
| 12 | 2023.06.07 16:40 | s/l | 3 | 0.10 | 1.60629 | 1.60629 | 1.61409 | -11.99 | 10018.36 |
| 13 | 2023.06.22 12:00 | sell | 4 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 14 | 2023.06.22 12:00 | modify | 4 | 0.10 | 1.61939 | 1.63239 | 1.60739 | ||
| 15 | 2023.06.23 04:30 | s/l | 4 | 0.10 | 1.63239 | 1.63239 | 1.60739 | -86.29 | 9932.07 |
| 16 | 2023.07.26 00:00 | buy | 5 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.26 00:00 | modify | 5 | 0.10 | 1.62829 | 1.61529 | 1.64029 | ||
| 18 | 2023.07.26 02:45 | buy | 6 | 0.10 | 1.63398 | 0.00000 | 0.00000 | ||
| 19 | 2023.07.26 02:45 | modify | 6 | 0.10 | 1.63398 | 1.63189 | 1.64029 | ||
| 20 | 2023.07.26 02:45 | modify | 5 | 0.10 | 1.62829 | 1.63189 | 1.64029 | ||
| 21 | 2023.07.26 03:40 | buy | 7 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
| 22 | 2023.07.26 03:40 | modify | 7 | 0.10 | 1.63458 | 1.63249 | 1.64029 | ||
| 23 | 2023.07.26 03:40 | modify | 6 | 0.10 | 1.63398 | 1.63249 | 1.64029 | ||
| 24 | 2023.07.26 03:40 | modify | 5 | 0.10 | 1.62829 | 1.63249 | 1.64029 | ||
| 25 | 2023.07.26 11:30 | t/p | 5 | 0.10 | 1.64029 | 1.63249 | 1.64029 | 79.50 | 10011.57 |
| 26 | 2023.07.26 11:30 | t/p | 6 | 0.10 | 1.64029 | 1.63249 | 1.64029 | 41.80 | 10053.37 |
| 27 | 2023.07.26 11:30 | t/p | 7 | 0.10 | 1.64029 | 1.63249 | 1.64029 | 37.83 | 10091.20 |
| 28 | 2023.08.02 12:00 | sell | 8 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 29 | 2023.08.02 12:00 | modify | 8 | 0.10 | 1.66928 | 1.68228 | 1.65728 | ||
| 30 | 2023.08.04 01:40 | sell | 9 | 0.10 | 1.66358 | 0.00000 | 0.00000 | ||
| 31 | 2023.08.04 01:40 | modify | 9 | 0.10 | 1.66358 | 1.66568 | 1.65728 | ||
| 32 | 2023.08.04 01:40 | modify | 8 | 0.10 | 1.66928 | 1.66568 | 1.65728 | ||
| 33 | 2023.08.04 02:20 | s/l | 8 | 0.10 | 1.66568 | 1.66568 | 1.65728 | 23.32 | 10114.52 |
| 34 | 2023.08.04 02:20 | s/l | 9 | 0.10 | 1.66568 | 1.66568 | 1.65728 | -13.92 | 10100.60 |
| 35 | 2023.08.24 04:00 | buy | 10 | 0.10 | 1.67696 | 0.00000 | 0.00000 | ||
| 36 | 2023.08.24 04:00 | modify | 10 | 0.10 | 1.67696 | 1.66396 | 1.68896 | ||
| 37 | 2023.08.24 07:30 | buy | 11 | 0.10 | 1.68080 | 0.00000 | 0.00000 | ||
| 38 | 2023.08.24 07:30 | modify | 11 | 0.10 | 1.68080 | 1.67756 | 1.68896 | ||
| 39 | 2023.08.24 07:30 | modify | 10 | 0.10 | 1.67696 | 1.67756 | 1.68896 | ||
| 40 | 2023.08.24 09:20 | buy | 12 | 0.10 | 1.68250 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.24 09:20 | modify | 12 | 0.10 | 1.68250 | 1.68056 | 1.68896 | ||
| 42 | 2023.08.24 09:20 | modify | 11 | 0.10 | 1.68080 | 1.68056 | 1.68896 | ||
| 43 | 2023.08.24 09:20 | modify | 10 | 0.10 | 1.67696 | 1.68056 | 1.68896 | ||
| 44 | 2023.08.24 09:30 | buy | 13 | 0.10 | 1.68315 | 0.00000 | 0.00000 | ||
| 45 | 2023.08.24 09:30 | modify | 13 | 0.10 | 1.68315 | 1.68116 | 1.68896 | ||
| 46 | 2023.08.24 09:30 | modify | 12 | 0.10 | 1.68250 | 1.68116 | 1.68896 | ||
| 47 | 2023.08.24 09:30 | modify | 11 | 0.10 | 1.68080 | 1.68116 | 1.68896 | ||
| 48 | 2023.08.24 09:30 | modify | 10 | 0.10 | 1.67696 | 1.68116 | 1.68896 | ||
| 49 | 2023.08.25 01:40 | s/l | 10 | 0.10 | 1.68116 | 1.68116 | 1.68896 | 27.46 | 10128.06 |
| 50 | 2023.08.25 01:40 | s/l | 11 | 0.10 | 1.68116 | 1.68116 | 1.68896 | 2.02 | 10130.09 |
| 51 | 2023.08.25 01:40 | s/l | 12 | 0.10 | 1.68116 | 1.68116 | 1.68896 | -9.24 | 10120.85 |
| 52 | 2023.08.25 01:40 | s/l | 13 | 0.10 | 1.68116 | 1.68116 | 1.68896 | -13.55 | 10107.30 |
| 53 | 2023.09.05 12:00 | sell | 14 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 54 | 2023.09.05 12:00 | modify | 14 | 0.10 | 1.68598 | 1.69898 | 1.67398 | ||
| 55 | 2023.09.05 12:50 | sell | 15 | 0.10 | 1.68234 | 0.00000 | 0.00000 | ||
| 56 | 2023.09.05 12:50 | modify | 15 | 0.10 | 1.68234 | 1.68538 | 1.67398 | ||
| 57 | 2023.09.05 12:50 | modify | 14 | 0.10 | 1.68598 | 1.68538 | 1.67398 | ||
| 58 | 2023.09.05 14:40 | sell | 16 | 0.10 | 1.67990 | 0.00000 | 0.00000 | ||
| 59 | 2023.09.05 14:40 | modify | 16 | 0.10 | 1.67990 | 1.68178 | 1.67398 | ||
| 60 | 2023.09.05 14:40 | modify | 15 | 0.10 | 1.68234 | 1.68178 | 1.67398 | ||
| 61 | 2023.09.05 14:40 | modify | 14 | 0.10 | 1.68598 | 1.68178 | 1.67398 | ||
| 62 | 2023.09.05 14:50 | sell | 17 | 0.10 | 1.68030 | 0.00000 | 0.00000 | ||
| 63 | 2023.09.05 14:50 | modify | 17 | 0.10 | 1.68030 | 1.68238 | 1.67398 | ||
| 64 | 2023.09.05 14:55 | s/l | 14 | 0.10 | 1.68178 | 1.68178 | 1.67398 | 27.83 | 10135.13 |
| 65 | 2023.09.05 14:55 | s/l | 15 | 0.10 | 1.68178 | 1.68178 | 1.67398 | 3.71 | 10138.84 |
| 66 | 2023.09.05 14:55 | s/l | 16 | 0.10 | 1.68178 | 1.68178 | 1.67398 | -12.46 | 10126.38 |
| 67 | 2023.09.05 14:55 | close | 17 | 0.10 | 1.68188 | 1.68238 | 1.67398 | -10.47 | 10115.91 |
| 68 | 2023.09.15 00:00 | buy | 18 | 0.10 | 1.65413 | 0.00000 | 0.00000 | ||
| 69 | 2023.09.15 00:00 | modify | 18 | 0.10 | 1.65413 | 1.64113 | 1.66613 | ||
| 70 | 2023.09.15 15:30 | buy | 19 | 0.10 | 1.65795 | 0.00000 | 0.00000 | ||
| 71 | 2023.09.15 15:30 | modify | 19 | 0.10 | 1.65795 | 1.65473 | 1.66613 | ||
| 72 | 2023.09.15 15:30 | modify | 18 | 0.10 | 1.65413 | 1.65473 | 1.66613 | ||
| 73 | 2023.09.15 17:15 | buy | 20 | 0.10 | 1.65959 | 0.00000 | 0.00000 | ||
| 74 | 2023.09.15 17:15 | modify | 20 | 0.10 | 1.65959 | 1.65773 | 1.66613 | ||
| 75 | 2023.09.15 17:15 | modify | 19 | 0.10 | 1.65795 | 1.65773 | 1.66613 | ||
| 76 | 2023.09.15 17:15 | modify | 18 | 0.10 | 1.65413 | 1.65773 | 1.66613 | ||
| 77 | 2023.09.15 17:40 | s/l | 18 | 0.10 | 1.65773 | 1.65773 | 1.66613 | 23.85 | 10139.76 |
| 78 | 2023.09.15 17:40 | s/l | 19 | 0.10 | 1.65773 | 1.65773 | 1.66613 | -1.45 | 10138.31 |
| 79 | 2023.09.15 17:40 | s/l | 20 | 0.10 | 1.65773 | 1.65773 | 1.66613 | -12.32 | 10125.99 |
| 80 | 2023.10.03 16:00 | sell | 21 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
| 81 | 2023.10.03 16:00 | modify | 21 | 0.10 | 1.66118 | 1.67418 | 1.64918 | ||
| 82 | 2023.10.04 04:50 | sell | 22 | 0.10 | 1.65573 | 0.00000 | 0.00000 | ||
| 83 | 2023.10.04 04:50 | modify | 22 | 0.10 | 1.65573 | 1.65758 | 1.64918 | ||
| 84 | 2023.10.04 04:50 | modify | 21 | 0.10 | 1.66118 | 1.65758 | 1.64918 | ||
| 85 | 2023.10.04 04:55 | s/l | 21 | 0.10 | 1.65758 | 1.65758 | 1.64918 | 23.72 | 10149.71 |
| 86 | 2023.10.04 04:55 | s/l | 22 | 0.10 | 1.65758 | 1.65758 | 1.64918 | -12.26 | 10137.45 |
| 87 | 2023.10.19 12:00 | sell | 23 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 88 | 2023.10.19 12:00 | modify | 23 | 0.10 | 1.67255 | 1.68555 | 1.66055 | ||
| 89 | 2023.10.24 16:10 | sell | 24 | 0.10 | 1.66891 | 0.00000 | 0.00000 | ||
| 90 | 2023.10.24 16:10 | modify | 24 | 0.10 | 1.66891 | 1.67195 | 1.66055 | ||
| 91 | 2023.10.24 16:10 | modify | 23 | 0.10 | 1.67255 | 1.67195 | 1.66055 | ||
| 92 | 2023.10.24 17:20 | sell | 25 | 0.10 | 1.66709 | 0.00000 | 0.00000 | ||
| 93 | 2023.10.24 17:20 | modify | 25 | 0.10 | 1.66709 | 1.66895 | 1.66055 | ||
| 94 | 2023.10.24 17:20 | modify | 24 | 0.10 | 1.66891 | 1.66895 | 1.66055 | ||
| 95 | 2023.10.24 17:20 | modify | 23 | 0.10 | 1.67255 | 1.66895 | 1.66055 | ||
| 96 | 2023.10.24 17:30 | sell | 26 | 0.10 | 1.66649 | 0.00000 | 0.00000 | ||
| 97 | 2023.10.24 17:30 | modify | 26 | 0.10 | 1.66649 | 1.66835 | 1.66055 | ||
| 98 | 2023.10.24 17:30 | modify | 25 | 0.10 | 1.66709 | 1.66835 | 1.66055 | ||
| 99 | 2023.10.24 17:30 | modify | 24 | 0.10 | 1.66891 | 1.66835 | 1.66055 | ||
| 100 | 2023.10.24 17:30 | modify | 23 | 0.10 | 1.67255 | 1.66835 | 1.66055 | ||
| 101 | 2023.10.25 00:40 | t/p | 23 | 0.10 | 1.66055 | 1.66835 | 1.66055 | 78.99 | 10216.44 |
| 102 | 2023.10.25 00:40 | t/p | 24 | 0.10 | 1.66055 | 1.66835 | 1.66055 | 55.27 | 10271.72 |
| 103 | 2023.10.25 00:40 | t/p | 25 | 0.10 | 1.66055 | 1.66835 | 1.66055 | 43.21 | 10314.93 |
| 104 | 2023.10.25 00:40 | t/p | 26 | 0.10 | 1.66055 | 1.66835 | 1.66055 | 39.23 | 10354.17 |
| 105 | 2024.01.18 00:00 | sell | 27 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 106 | 2024.01.18 00:00 | modify | 27 | 0.10 | 1.66136 | 1.67436 | 1.64936 | ||
| 107 | 2024.01.18 11:59 | sell | 28 | 0.10 | 1.65756 | 0.00000 | 0.00000 | ||
| 108 | 2024.01.18 11:59 | modify | 28 | 0.10 | 1.65756 | 1.66076 | 1.64936 | ||
| 109 | 2024.01.18 11:59 | modify | 27 | 0.10 | 1.66136 | 1.66076 | 1.64936 | ||
| 110 | 2024.01.18 14:50 | sell | 29 | 0.10 | 1.65576 | 0.00000 | 0.00000 | ||
| 111 | 2024.01.18 14:50 | modify | 29 | 0.10 | 1.65576 | 1.65776 | 1.64936 | ||
| 112 | 2024.01.18 14:50 | modify | 28 | 0.10 | 1.65756 | 1.65776 | 1.64936 | ||
| 113 | 2024.01.18 14:50 | modify | 27 | 0.10 | 1.66136 | 1.65776 | 1.64936 | ||
| 114 | 2024.01.18 16:30 | sell | 30 | 0.10 | 1.65512 | 0.00000 | 0.00000 | ||
| 115 | 2024.01.18 16:30 | modify | 30 | 0.10 | 1.65512 | 1.65716 | 1.64936 | ||
| 116 | 2024.01.18 16:30 | modify | 29 | 0.10 | 1.65576 | 1.65716 | 1.64936 | ||
| 117 | 2024.01.18 16:30 | modify | 28 | 0.10 | 1.65756 | 1.65716 | 1.64936 | ||
| 118 | 2024.01.18 16:30 | modify | 27 | 0.10 | 1.66136 | 1.65716 | 1.64936 | ||
| 119 | 2024.01.19 10:05 | t/p | 27 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 79.38 | 10433.55 |
| 120 | 2024.01.19 10:05 | t/p | 28 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 54.20 | 10487.75 |
| 121 | 2024.01.19 10:05 | t/p | 29 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 42.27 | 10530.03 |
| 122 | 2024.01.19 10:05 | t/p | 30 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 38.03 | 10568.06 |
| 123 | 2024.02.27 00:00 | sell | 31 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 124 | 2024.02.27 00:00 | modify | 31 | 0.10 | 1.65923 | 1.67223 | 1.64723 | ||
| 125 | 2024.02.27 08:15 | sell | 32 | 0.10 | 1.65552 | 0.00000 | 0.00000 | ||
| 126 | 2024.02.27 08:15 | modify | 32 | 0.10 | 1.65552 | 1.65863 | 1.64723 | ||
| 127 | 2024.02.27 08:15 | modify | 31 | 0.10 | 1.65923 | 1.65863 | 1.64723 | ||
| 128 | 2024.02.27 11:40 | s/l | 31 | 0.10 | 1.65863 | 1.65863 | 1.64723 | 3.98 | 10572.04 |
| 129 | 2024.02.27 11:40 | s/l | 32 | 0.10 | 1.65863 | 1.65863 | 1.64723 | -20.61 | 10551.43 |
| 130 | 2024.04.10 00:00 | buy | 33 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 131 | 2024.04.10 00:00 | modify | 33 | 0.10 | 1.63851 | 1.62551 | 1.65051 | ||
| 132 | 2024.04.10 12:30 | buy | 34 | 0.10 | 1.64467 | 0.00000 | 0.00000 | ||
| 133 | 2024.04.10 12:30 | modify | 34 | 0.10 | 1.64467 | 1.64271 | 1.65051 | ||
| 134 | 2024.04.10 12:30 | modify | 33 | 0.10 | 1.63851 | 1.64271 | 1.65051 | ||
| 135 | 2024.04.10 16:05 | t/p | 33 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 79.49 | 10630.92 |
| 136 | 2024.04.10 16:05 | t/p | 34 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 38.69 | 10669.61 |