Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 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=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 560.17 | Gross profit | 1333.79 | Gross loss | -773.62 |
| Profit factor | 1.72 | Expected payoff | 22.41 | ||
| Absolute drawdown | 471.75 | Maximal drawdown | 479.25 (4.79%) | Relative drawdown | 4.79% (479.25) |
| Total trades | 25 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 15 (60.00%) | Loss trades (% of total) | 10 (40.00%) | ||
| Largest | profit trade | 145.48 | loss trade | -158.35 | |
| Average | profit trade | 88.92 | loss trade | -77.36 | |
| Maximum | consecutive wins (profit in money) | 5 (488.70) | consecutive losses (loss in money) | 2 (-307.03) | |
| Maximal | consecutive profit (count of wins) | 488.70 (5) | consecutive loss (count of losses) | -307.03 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.17 16:00 | buy | 1 | 0.10 | 1.08322 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.17 16:00 | modify | 1 | 0.10 | 1.08322 | 1.06822 | 1.09722 | ||
| 3 | 2023.05.30 08:00 | s/l | 1 | 0.10 | 1.06822 | 1.06822 | 1.09722 | -158.35 | 9841.65 |
| 4 | 2023.06.09 04:00 | sell | 2 | 0.10 | 1.07777 | 0.00000 | 0.00000 | ||
| 5 | 2023.06.09 04:00 | modify | 2 | 0.10 | 1.07777 | 1.09277 | 1.06377 | ||
| 6 | 2023.06.15 16:00 | s/l | 2 | 0.10 | 1.09277 | 1.09277 | 1.06377 | -148.68 | 9692.97 |
| 7 | 2023.06.23 12:00 | buy | 3 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
| 8 | 2023.06.23 12:00 | modify | 3 | 0.10 | 1.08792 | 1.07292 | 1.10192 | ||
| 9 | 2023.06.27 04:00 | buy | 4 | 0.10 | 1.09295 | 0.00000 | 0.00000 | ||
| 10 | 2023.06.27 04:00 | modify | 4 | 0.10 | 1.09295 | 1.09002 | 1.10192 | ||
| 11 | 2023.06.27 04:00 | modify | 3 | 0.10 | 1.08792 | 1.09002 | 1.10192 | ||
| 12 | 2023.06.28 16:00 | s/l | 3 | 0.10 | 1.09002 | 1.09002 | 1.10192 | 19.07 | 9712.04 |
| 13 | 2023.06.28 16:00 | s/l | 4 | 0.10 | 1.09002 | 1.09002 | 1.10192 | -29.94 | 9682.10 |
| 14 | 2023.07.21 04:00 | buy | 5 | 0.10 | 1.11391 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.21 04:00 | modify | 5 | 0.10 | 1.11391 | 1.09891 | 1.12791 | ||
| 16 | 2023.07.27 16:00 | s/l | 5 | 0.10 | 1.09891 | 1.09891 | 1.12791 | -153.85 | 9528.25 |
| 17 | 2023.08.10 16:00 | sell | 6 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 18 | 2023.08.10 16:00 | modify | 6 | 0.10 | 1.10152 | 1.11652 | 1.08752 | ||
| 19 | 2023.08.16 20:00 | t/p | 6 | 0.10 | 1.08752 | 1.11652 | 1.08752 | 140.88 | 9669.12 |
| 20 | 2023.10.26 08:00 | buy | 7 | 0.10 | 1.05511 | 0.00000 | 0.00000 | ||
| 21 | 2023.10.26 08:00 | modify | 7 | 0.10 | 1.05511 | 1.04011 | 1.06911 | ||
| 22 | 2023.11.02 04:00 | buy | 8 | 0.10 | 1.06029 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.02 04:00 | modify | 8 | 0.10 | 1.06029 | 1.05721 | 1.06911 | ||
| 24 | 2023.11.02 04:00 | modify | 7 | 0.10 | 1.05511 | 1.05721 | 1.06911 | ||
| 25 | 2023.11.03 04:00 | buy | 9 | 0.10 | 1.06284 | 0.00000 | 0.00000 | ||
| 26 | 2023.11.03 04:00 | modify | 9 | 0.10 | 1.06284 | 1.06071 | 1.06911 | ||
| 27 | 2023.11.03 04:00 | buy | 10 | 0.10 | 1.06284 | 0.00000 | 0.00000 | ||
| 28 | 2023.11.03 04:00 | modify | 10 | 0.10 | 1.06284 | 1.06001 | 1.06911 | ||
| 29 | 2023.11.03 04:00 | modify | 8 | 0.10 | 1.06029 | 1.06001 | 1.06911 | ||
| 30 | 2023.11.03 04:00 | modify | 7 | 0.10 | 1.05511 | 1.06001 | 1.06911 | ||
| 31 | 2023.11.03 08:00 | modify | 9 | 0.10 | 1.06284 | 1.06001 | 1.06911 | ||
| 32 | 2023.11.03 16:00 | t/p | 7 | 0.10 | 1.06911 | 1.06001 | 1.06911 | 134.86 | 9803.99 |
| 33 | 2023.11.03 16:00 | t/p | 8 | 0.10 | 1.06911 | 1.06001 | 1.06911 | 87.56 | 9891.55 |
| 34 | 2023.11.03 16:00 | t/p | 9 | 0.10 | 1.06911 | 1.06001 | 1.06911 | 62.70 | 9954.25 |
| 35 | 2023.11.03 16:00 | t/p | 10 | 0.10 | 1.06911 | 1.06001 | 1.06911 | 62.70 | 10016.95 |
| 36 | 2023.11.06 08:00 | sell | 11 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 37 | 2023.11.06 08:00 | modify | 11 | 0.10 | 1.07333 | 1.08833 | 1.05933 | ||
| 38 | 2023.11.14 20:00 | s/l | 11 | 0.10 | 1.08833 | 1.08833 | 1.05933 | -148.25 | 9868.70 |
| 39 | 2023.11.15 08:00 | sell | 12 | 0.10 | 1.08728 | 0.00000 | 0.00000 | ||
| 40 | 2023.11.15 08:00 | modify | 12 | 0.10 | 1.08728 | 1.10228 | 1.07328 | ||
| 41 | 2023.12.08 16:00 | t/p | 12 | 0.10 | 1.07328 | 1.10228 | 1.07328 | 145.48 | 10014.18 |
| 42 | 2023.12.15 08:00 | sell | 13 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 43 | 2023.12.15 08:00 | modify | 13 | 0.10 | 1.09938 | 1.11438 | 1.08538 | ||
| 44 | 2023.12.15 16:00 | sell | 14 | 0.10 | 1.09157 | 0.00000 | 0.00000 | ||
| 45 | 2023.12.15 16:00 | modify | 14 | 0.10 | 1.09157 | 1.09378 | 1.08538 | ||
| 46 | 2023.12.15 16:00 | sell | 15 | 0.10 | 1.09157 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.15 16:00 | modify | 15 | 0.10 | 1.09157 | 1.09448 | 1.08538 | ||
| 48 | 2023.12.15 16:00 | modify | 13 | 0.10 | 1.09938 | 1.09448 | 1.08538 | ||
| 49 | 2023.12.15 20:00 | modify | 14 | 0.10 | 1.09157 | 1.09448 | 1.08538 | ||
| 50 | 2023.12.19 12:00 | s/l | 13 | 0.10 | 1.09448 | 1.09448 | 1.08538 | 49.44 | 10063.62 |
| 51 | 2023.12.19 12:00 | s/l | 14 | 0.10 | 1.09448 | 1.09448 | 1.08538 | -28.66 | 10034.96 |
| 52 | 2023.12.19 12:00 | s/l | 15 | 0.10 | 1.09448 | 1.09448 | 1.08538 | -28.66 | 10006.30 |
| 53 | 2023.12.28 08:00 | sell | 16 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 54 | 2023.12.28 08:00 | modify | 16 | 0.10 | 1.11167 | 1.12667 | 1.09767 | ||
| 55 | 2023.12.29 04:00 | sell | 17 | 0.10 | 1.10652 | 0.00000 | 0.00000 | ||
| 56 | 2023.12.29 04:00 | modify | 17 | 0.10 | 1.10652 | 1.10957 | 1.09767 | ||
| 57 | 2023.12.29 04:00 | modify | 16 | 0.10 | 1.11167 | 1.10957 | 1.09767 | ||
| 58 | 2024.01.02 12:00 | t/p | 16 | 0.10 | 1.09767 | 1.10957 | 1.09767 | 140.66 | 10146.96 |
| 59 | 2024.01.02 12:00 | t/p | 17 | 0.10 | 1.09767 | 1.10957 | 1.09767 | 88.94 | 10235.90 |
| 60 | 2024.01.11 08:00 | sell | 18 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 61 | 2024.01.11 08:00 | modify | 18 | 0.10 | 1.09790 | 1.11290 | 1.08390 | ||
| 62 | 2024.01.23 16:00 | t/p | 18 | 0.10 | 1.08390 | 1.11290 | 1.08390 | 142.19 | 10378.09 |
| 63 | 2024.02.05 08:00 | buy | 19 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 64 | 2024.02.05 08:00 | modify | 19 | 0.10 | 1.07832 | 1.06332 | 1.09232 | ||
| 65 | 2024.02.22 12:00 | buy | 20 | 0.10 | 1.08602 | 0.00000 | 0.00000 | ||
| 66 | 2024.02.22 12:00 | modify | 20 | 0.10 | 1.08602 | 1.08392 | 1.09232 | ||
| 67 | 2024.02.22 12:00 | buy | 21 | 0.10 | 1.08602 | 0.00000 | 0.00000 | ||
| 68 | 2024.02.22 12:00 | modify | 21 | 0.10 | 1.08602 | 1.08322 | 1.09232 | ||
| 69 | 2024.02.22 12:00 | modify | 19 | 0.10 | 1.07832 | 1.08322 | 1.09232 | ||
| 70 | 2024.02.22 16:00 | s/l | 19 | 0.10 | 1.08322 | 1.08322 | 1.09232 | 36.80 | 10414.89 |
| 71 | 2024.02.22 16:00 | s/l | 20 | 0.10 | 1.08392 | 1.08392 | 1.09232 | -21.00 | 10393.89 |
| 72 | 2024.02.22 16:00 | s/l | 21 | 0.10 | 1.08322 | 1.08322 | 1.09232 | -28.00 | 10365.89 |
| 73 | 2024.02.26 16:00 | sell | 22 | 0.10 | 1.08509 | 0.00000 | 0.00000 | ||
| 74 | 2024.02.26 16:00 | modify | 22 | 0.10 | 1.08509 | 1.10009 | 1.07109 | ||
| 75 | 2024.03.28 08:00 | sell | 23 | 0.10 | 1.08008 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.28 08:00 | modify | 23 | 0.10 | 1.08008 | 1.08299 | 1.07109 | ||
| 77 | 2024.03.28 08:00 | modify | 22 | 0.10 | 1.08509 | 1.08299 | 1.07109 | ||
| 78 | 2024.04.03 16:00 | s/l | 22 | 0.10 | 1.08299 | 1.08299 | 1.07109 | 29.11 | 10395.00 |
| 79 | 2024.04.03 16:00 | s/l | 23 | 0.10 | 1.08299 | 1.08299 | 1.07109 | -28.22 | 10366.78 |
| 80 | 2024.04.04 12:00 | sell | 24 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 81 | 2024.04.04 12:00 | modify | 24 | 0.10 | 1.08529 | 1.10029 | 1.07129 | ||
| 82 | 2024.04.11 16:00 | t/p | 24 | 0.10 | 1.07129 | 1.10029 | 1.07129 | 141.54 | 10508.31 |
| 83 | 2024.04.25 12:00 | sell | 25 | 0.10 | 1.07201 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.25 12:00 | modify | 25 | 0.10 | 1.07201 | 1.08701 | 1.05801 | ||
| 85 | 2024.04.30 23:59 | close at stop | 25 | 0.10 | 1.06689 | 1.08701 | 1.05801 | 51.86 | 10560.17 |