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 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1402.19 | Gross profit | 1906.26 | Gross loss | -504.07 |
| Profit factor | 3.78 | Expected payoff | 35.05 | ||
| Absolute drawdown | 19.87 | Maximal drawdown | 184.09 (1.70%) | Relative drawdown | 1.70% (184.09) |
| Total trades | 40 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 22 (72.73%) |
| Profit trades (% of total) | 28 (70.00%) | Loss trades (% of total) | 12 (30.00%) | ||
| Largest | profit trade | 99.25 | loss trade | -87.96 | |
| Average | profit trade | 68.08 | loss trade | -42.01 | |
| Maximum | consecutive wins (profit in money) | 7 (398.13) | consecutive losses (loss in money) | 2 (-108.53) | |
| Maximal | consecutive profit (count of wins) | 430.99 (5) | consecutive loss (count of losses) | -108.53 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 08:00 | buy | 1 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.02 08:00 | modify | 1 | 0.10 | 1.63957 | 1.62657 | 1.65457 | ||
| 3 | 2023.05.03 08:00 | t/p | 1 | 0.10 | 1.65457 | 1.62657 | 1.65457 | 98.99 | 10098.99 |
| 4 | 2023.05.24 08:00 | sell | 2 | 0.10 | 1.64117 | 0.00000 | 0.00000 | ||
| 5 | 2023.05.24 08:00 | modify | 2 | 0.10 | 1.64117 | 1.65417 | 1.62617 | ||
| 6 | 2023.06.02 12:00 | t/p | 2 | 0.10 | 1.62617 | 1.65417 | 1.62617 | 97.90 | 10196.89 |
| 7 | 2023.06.06 08:00 | buy | 3 | 0.10 | 1.60815 | 0.00000 | 0.00000 | ||
| 8 | 2023.06.06 08:00 | modify | 3 | 0.10 | 1.60815 | 1.59515 | 1.62315 | ||
| 9 | 2023.06.09 16:00 | s/l | 3 | 0.10 | 1.59515 | 1.59515 | 1.62315 | -87.96 | 10108.93 |
| 10 | 2023.06.09 16:00 | buy | 4 | 0.10 | 1.59511 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.09 16:00 | modify | 4 | 0.10 | 1.59511 | 1.58211 | 1.61011 | ||
| 12 | 2023.06.20 04:00 | buy | 5 | 0.10 | 1.60420 | 0.00000 | 0.00000 | ||
| 13 | 2023.06.20 04:00 | modify | 5 | 0.10 | 1.60420 | 1.59961 | 1.61011 | ||
| 14 | 2023.06.20 04:00 | modify | 4 | 0.10 | 1.59511 | 1.59961 | 1.61011 | ||
| 15 | 2023.06.20 12:00 | t/p | 4 | 0.10 | 1.61011 | 1.59961 | 1.61011 | 96.04 | 10204.97 |
| 16 | 2023.06.20 12:00 | t/p | 5 | 0.10 | 1.61011 | 1.59961 | 1.61011 | 39.15 | 10244.12 |
| 17 | 2023.06.28 04:00 | sell | 6 | 0.10 | 1.64783 | 0.00000 | 0.00000 | ||
| 18 | 2023.06.28 04:00 | modify | 6 | 0.10 | 1.64783 | 1.66083 | 1.63283 | ||
| 19 | 2023.07.03 16:00 | t/p | 6 | 0.10 | 1.63283 | 1.66083 | 1.63283 | 98.72 | 10342.84 |
| 20 | 2023.07.06 16:00 | sell | 7 | 0.10 | 1.64273 | 0.00000 | 0.00000 | ||
| 21 | 2023.07.06 16:00 | modify | 7 | 0.10 | 1.64273 | 1.65573 | 1.62773 | ||
| 22 | 2023.07.13 16:00 | t/p | 7 | 0.10 | 1.62773 | 1.65573 | 1.62773 | 98.44 | 10441.28 |
| 23 | 2023.07.13 16:00 | buy | 8 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.13 16:00 | modify | 8 | 0.10 | 1.62918 | 1.61618 | 1.64418 | ||
| 25 | 2023.07.17 04:00 | t/p | 8 | 0.10 | 1.64418 | 1.61618 | 1.64418 | 98.63 | 10539.92 |
| 26 | 2023.07.20 04:00 | buy | 9 | 0.10 | 1.64350 | 0.00000 | 0.00000 | ||
| 27 | 2023.07.20 04:00 | modify | 9 | 0.10 | 1.64350 | 1.63050 | 1.65850 | ||
| 28 | 2023.07.25 16:00 | s/l | 9 | 0.10 | 1.63050 | 1.63050 | 1.65850 | -87.22 | 10452.70 |
| 29 | 2023.07.25 16:00 | buy | 10 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.25 16:00 | modify | 10 | 0.10 | 1.62799 | 1.61499 | 1.64299 | ||
| 31 | 2023.07.26 12:00 | buy | 11 | 0.10 | 1.64025 | 0.00000 | 0.00000 | ||
| 32 | 2023.07.26 12:00 | modify | 11 | 0.10 | 1.64025 | 1.63624 | 1.64299 | ||
| 33 | 2023.07.26 12:00 | modify | 10 | 0.10 | 1.62799 | 1.63624 | 1.64299 | ||
| 34 | 2023.07.26 16:00 | t/p | 10 | 0.10 | 1.64299 | 1.63624 | 1.64299 | 98.99 | 10551.69 |
| 35 | 2023.07.26 16:00 | t/p | 11 | 0.10 | 1.64299 | 1.63624 | 1.64299 | 18.15 | 10569.84 |
| 36 | 2023.07.31 16:00 | buy | 12 | 0.10 | 1.63764 | 0.00000 | 0.00000 | ||
| 37 | 2023.07.31 16:00 | modify | 12 | 0.10 | 1.63764 | 1.62464 | 1.65264 | ||
| 38 | 2023.08.01 08:00 | t/p | 12 | 0.10 | 1.65264 | 1.62464 | 1.65264 | 99.00 | 10668.84 |
| 39 | 2023.08.02 08:00 | sell | 13 | 0.10 | 1.66986 | 0.00000 | 0.00000 | ||
| 40 | 2023.08.02 08:00 | modify | 13 | 0.10 | 1.66986 | 1.68286 | 1.65486 | ||
| 41 | 2023.08.08 08:00 | s/l | 13 | 0.10 | 1.68286 | 1.68286 | 1.65486 | -86.95 | 10581.89 |
| 42 | 2023.08.17 04:00 | sell | 14 | 0.10 | 1.70210 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.17 04:00 | modify | 14 | 0.10 | 1.70210 | 1.71510 | 1.68710 | ||
| 44 | 2023.08.22 16:00 | t/p | 14 | 0.10 | 1.68710 | 1.71510 | 1.68710 | 98.98 | 10680.87 |
| 45 | 2023.09.05 08:00 | sell | 15 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 46 | 2023.09.05 08:00 | modify | 15 | 0.10 | 1.68668 | 1.69968 | 1.67168 | ||
| 47 | 2023.09.07 08:00 | sell | 16 | 0.10 | 1.67757 | 0.00000 | 0.00000 | ||
| 48 | 2023.09.07 08:00 | modify | 16 | 0.10 | 1.67757 | 1.68218 | 1.67168 | ||
| 49 | 2023.09.07 08:00 | modify | 15 | 0.10 | 1.68668 | 1.68218 | 1.67168 | ||
| 50 | 2023.09.08 08:00 | sell | 17 | 0.10 | 1.67444 | 0.00000 | 0.00000 | ||
| 51 | 2023.09.08 08:00 | modify | 17 | 0.10 | 1.67444 | 1.67843 | 1.67168 | ||
| 52 | 2023.09.08 08:00 | modify | 16 | 0.10 | 1.67757 | 1.67843 | 1.67168 | ||
| 53 | 2023.09.08 08:00 | modify | 15 | 0.10 | 1.68668 | 1.67843 | 1.67168 | ||
| 54 | 2023.09.08 20:00 | s/l | 15 | 0.10 | 1.67843 | 1.67843 | 1.67168 | 53.98 | 10734.86 |
| 55 | 2023.09.08 20:00 | s/l | 16 | 0.10 | 1.67843 | 1.67843 | 1.67168 | -5.84 | 10729.02 |
| 56 | 2023.09.08 20:00 | s/l | 17 | 0.10 | 1.67843 | 1.67843 | 1.67168 | -26.44 | 10702.58 |
| 57 | 2023.09.14 16:00 | buy | 18 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 58 | 2023.09.14 16:00 | modify | 18 | 0.10 | 1.65504 | 1.64204 | 1.67004 | ||
| 59 | 2023.09.21 08:00 | buy | 19 | 0.10 | 1.66182 | 0.00000 | 0.00000 | ||
| 60 | 2023.09.21 08:00 | modify | 19 | 0.10 | 1.66182 | 1.65879 | 1.67004 | ||
| 61 | 2023.09.21 08:00 | modify | 18 | 0.10 | 1.65504 | 1.65879 | 1.67004 | ||
| 62 | 2023.09.21 16:00 | s/l | 18 | 0.10 | 1.65879 | 1.65879 | 1.67004 | 22.26 | 10724.84 |
| 63 | 2023.09.21 16:00 | s/l | 19 | 0.10 | 1.65879 | 1.65879 | 1.67004 | -20.07 | 10704.77 |
| 64 | 2023.10.03 08:00 | sell | 20 | 0.10 | 1.65904 | 0.00000 | 0.00000 | ||
| 65 | 2023.10.03 08:00 | modify | 20 | 0.10 | 1.65904 | 1.67204 | 1.64404 | ||
| 66 | 2023.10.09 16:00 | sell | 21 | 0.10 | 1.65217 | 0.00000 | 0.00000 | ||
| 67 | 2023.10.09 16:00 | modify | 21 | 0.10 | 1.65217 | 1.65529 | 1.64404 | ||
| 68 | 2023.10.09 16:00 | modify | 20 | 0.10 | 1.65904 | 1.65529 | 1.64404 | ||
| 69 | 2023.10.10 12:00 | s/l | 20 | 0.10 | 1.65529 | 1.65529 | 1.64404 | 23.89 | 10728.66 |
| 70 | 2023.10.10 12:00 | s/l | 21 | 0.10 | 1.65529 | 1.65529 | 1.64404 | -20.82 | 10707.85 |
| 71 | 2023.10.19 04:00 | sell | 22 | 0.10 | 1.67202 | 0.00000 | 0.00000 | ||
| 72 | 2023.10.19 04:00 | modify | 22 | 0.10 | 1.67202 | 1.68502 | 1.65702 | ||
| 73 | 2023.10.25 04:00 | t/p | 22 | 0.10 | 1.65702 | 1.68502 | 1.65702 | 98.85 | 10806.70 |
| 74 | 2023.10.25 04:00 | buy | 23 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 75 | 2023.10.25 04:00 | modify | 23 | 0.10 | 1.66176 | 1.64876 | 1.67676 | ||
| 76 | 2023.10.26 00:00 | t/p | 23 | 0.10 | 1.67676 | 1.64876 | 1.67676 | 98.25 | 10904.95 |
| 77 | 2023.10.26 00:00 | sell | 24 | 0.10 | 1.67869 | 0.00000 | 0.00000 | ||
| 78 | 2023.10.26 00:00 | modify | 24 | 0.10 | 1.67869 | 1.69169 | 1.66369 | ||
| 79 | 2023.10.27 04:00 | sell | 25 | 0.10 | 1.66649 | 0.00000 | 0.00000 | ||
| 80 | 2023.10.27 04:00 | modify | 25 | 0.10 | 1.66649 | 1.67044 | 1.66369 | ||
| 81 | 2023.10.27 04:00 | modify | 24 | 0.10 | 1.67869 | 1.67044 | 1.66369 | ||
| 82 | 2023.10.27 12:00 | t/p | 24 | 0.10 | 1.66369 | 1.67044 | 1.66369 | 99.25 | 11004.20 |
| 83 | 2023.10.27 12:00 | t/p | 25 | 0.10 | 1.66369 | 1.67044 | 1.66369 | 18.55 | 11022.75 |
| 84 | 2023.11.01 16:00 | buy | 26 | 0.10 | 1.65649 | 0.00000 | 0.00000 | ||
| 85 | 2023.11.01 16:00 | modify | 26 | 0.10 | 1.65649 | 1.64349 | 1.67149 | ||
| 86 | 2023.11.07 08:00 | buy | 27 | 0.10 | 1.66550 | 0.00000 | 0.00000 | ||
| 87 | 2023.11.07 08:00 | modify | 27 | 0.10 | 1.66550 | 1.66099 | 1.67149 | ||
| 88 | 2023.11.07 08:00 | modify | 26 | 0.10 | 1.65649 | 1.66099 | 1.67149 | ||
| 89 | 2023.11.08 00:00 | s/l | 26 | 0.10 | 1.66099 | 1.66099 | 1.67149 | 27.23 | 11049.98 |
| 90 | 2023.11.08 00:00 | s/l | 27 | 0.10 | 1.66099 | 1.66099 | 1.67149 | -30.25 | 11019.73 |
| 91 | 2023.12.01 16:00 | buy | 28 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 92 | 2023.12.01 16:00 | modify | 28 | 0.10 | 1.63260 | 1.61960 | 1.64760 | ||
| 93 | 2023.12.05 04:00 | t/p | 28 | 0.10 | 1.64760 | 1.61960 | 1.64760 | 98.62 | 11118.35 |
| 94 | 2023.12.05 04:00 | sell | 29 | 0.10 | 1.64841 | 0.00000 | 0.00000 | ||
| 95 | 2023.12.05 04:00 | modify | 29 | 0.10 | 1.64841 | 1.66141 | 1.63341 | ||
| 96 | 2023.12.07 16:00 | sell | 30 | 0.10 | 1.63620 | 0.00000 | 0.00000 | ||
| 97 | 2023.12.07 16:00 | modify | 30 | 0.10 | 1.63620 | 1.64016 | 1.63341 | ||
| 98 | 2023.12.07 16:00 | modify | 29 | 0.10 | 1.64841 | 1.64016 | 1.63341 | ||
| 99 | 2023.12.08 04:00 | t/p | 29 | 0.10 | 1.63341 | 1.64016 | 1.63341 | 98.71 | 11217.07 |
| 100 | 2023.12.08 04:00 | t/p | 30 | 0.10 | 1.63341 | 1.64016 | 1.63341 | 18.34 | 11235.41 |
| 101 | 2023.12.15 16:00 | buy | 31 | 0.10 | 1.62453 | 0.00000 | 0.00000 | ||
| 102 | 2023.12.15 16:00 | modify | 31 | 0.10 | 1.62453 | 1.61153 | 1.63953 | ||
| 103 | 2024.01.08 04:00 | buy | 32 | 0.10 | 1.63148 | 0.00000 | 0.00000 | ||
| 104 | 2024.01.08 04:00 | modify | 32 | 0.10 | 1.63148 | 1.62828 | 1.63953 | ||
| 105 | 2024.01.08 04:00 | modify | 31 | 0.10 | 1.62453 | 1.62828 | 1.63953 | ||
| 106 | 2024.01.08 12:00 | buy | 33 | 0.10 | 1.63678 | 0.00000 | 0.00000 | ||
| 107 | 2024.01.08 12:00 | modify | 33 | 0.10 | 1.63678 | 1.63278 | 1.63953 | ||
| 108 | 2024.01.08 12:00 | modify | 32 | 0.10 | 1.63148 | 1.63278 | 1.63953 | ||
| 109 | 2024.01.08 12:00 | modify | 31 | 0.10 | 1.62453 | 1.63278 | 1.63953 | ||
| 110 | 2024.01.08 16:00 | t/p | 31 | 0.10 | 1.63953 | 1.63278 | 1.63953 | 91.24 | 11326.66 |
| 111 | 2024.01.08 16:00 | t/p | 32 | 0.10 | 1.63953 | 1.63278 | 1.63953 | 53.32 | 11379.98 |
| 112 | 2024.01.08 16:00 | t/p | 33 | 0.10 | 1.63953 | 1.63278 | 1.63953 | 18.21 | 11398.19 |
| 113 | 2024.01.25 16:00 | buy | 34 | 0.10 | 1.64609 | 0.00000 | 0.00000 | ||
| 114 | 2024.01.25 16:00 | modify | 34 | 0.10 | 1.64609 | 1.63309 | 1.66109 | ||
| 115 | 2024.02.07 20:00 | buy | 35 | 0.10 | 1.65288 | 0.00000 | 0.00000 | ||
| 116 | 2024.02.07 20:00 | modify | 35 | 0.10 | 1.65288 | 1.64984 | 1.66109 | ||
| 117 | 2024.02.07 20:00 | modify | 34 | 0.10 | 1.64609 | 1.64984 | 1.66109 | ||
| 118 | 2024.02.08 00:00 | s/l | 34 | 0.10 | 1.64984 | 1.64984 | 1.66109 | 19.67 | 11417.86 |
| 119 | 2024.02.08 00:00 | s/l | 35 | 0.10 | 1.64984 | 1.64984 | 1.66109 | -21.25 | 11396.61 |
| 120 | 2024.03.21 04:00 | buy | 36 | 0.10 | 1.65123 | 0.00000 | 0.00000 | ||
| 121 | 2024.03.21 04:00 | modify | 36 | 0.10 | 1.65123 | 1.63823 | 1.66623 | ||
| 122 | 2024.03.25 16:00 | buy | 37 | 0.10 | 1.65808 | 0.00000 | 0.00000 | ||
| 123 | 2024.03.25 16:00 | modify | 37 | 0.10 | 1.65808 | 1.65498 | 1.66623 | ||
| 124 | 2024.03.25 16:00 | modify | 36 | 0.10 | 1.65123 | 1.65498 | 1.66623 | ||
| 125 | 2024.03.26 04:00 | s/l | 36 | 0.10 | 1.65498 | 1.65498 | 1.66623 | 23.73 | 11420.35 |
| 126 | 2024.03.26 04:00 | s/l | 37 | 0.10 | 1.65498 | 1.65498 | 1.66623 | -20.90 | 11399.45 |
| 127 | 2024.04.10 16:00 | sell | 38 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 128 | 2024.04.10 16:00 | modify | 38 | 0.10 | 1.64979 | 1.66279 | 1.63479 | ||
| 129 | 2024.04.19 04:00 | s/l | 38 | 0.10 | 1.66279 | 1.66279 | 1.63479 | -87.63 | 11311.82 |
| 130 | 2024.04.19 04:00 | sell | 39 | 0.10 | 1.66437 | 0.00000 | 0.00000 | ||
| 131 | 2024.04.19 04:00 | modify | 39 | 0.10 | 1.66437 | 1.67737 | 1.64937 | ||
| 132 | 2024.04.23 04:00 | t/p | 39 | 0.10 | 1.64937 | 1.67737 | 1.64937 | 99.12 | 11410.94 |
| 133 | 2024.04.30 16:00 | sell | 40 | 0.10 | 1.64632 | 0.00000 | 0.00000 | ||
| 134 | 2024.04.30 16:00 | modify | 40 | 0.10 | 1.64632 | 1.65932 | 1.63132 | ||
| 135 | 2024.04.30 23:59 | close at stop | 40 | 0.10 | 1.64764 | 1.65932 | 1.63132 | -8.75 | 11402.19 |