Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1030.15 | Gross profit | 1244.88 | Gross loss | -214.73 |
| Profit factor | 5.80 | Expected payoff | 51.51 | ||
| Absolute drawdown | 32.66 | Maximal drawdown | 139.33 (1.27%) | Relative drawdown | 1.27% (139.33) |
| Total trades | 20 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 141.17 | loss trade | -41.33 | |
| Average | profit trade | 95.76 | loss trade | -30.68 | |
| Maximum | consecutive wins (profit in money) | 9 (868.20) | consecutive losses (loss in money) | 3 (-70.43) | |
| Maximal | consecutive profit (count of wins) | 868.20 (9) | consecutive loss (count of losses) | -81.33 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 15:00 | buy | 1 | 0.10 | 1.06669 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.14 15:00 | modify | 1 | 0.10 | 1.06669 | 1.06269 | 1.08069 | ||
| 3 | 2023.09.20 17:00 | buy | 2 | 0.10 | 1.07382 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.20 17:00 | modify | 2 | 0.10 | 1.07382 | 1.07159 | 1.08069 | ||
| 5 | 2023.09.20 17:00 | modify | 1 | 0.10 | 1.06669 | 1.07159 | 1.08069 | ||
| 6 | 2023.09.20 19:00 | s/l | 1 | 0.10 | 1.07159 | 1.07159 | 1.08069 | 46.34 | 10046.34 |
| 7 | 2023.09.20 19:00 | s/l | 2 | 0.10 | 1.07159 | 1.07159 | 1.08069 | -22.30 | 10024.04 |
| 8 | 2023.10.12 15:00 | buy | 3 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.12 15:00 | modify | 3 | 0.10 | 1.05586 | 1.05186 | 1.06986 | ||
| 10 | 2023.10.13 11:00 | s/l | 3 | 0.10 | 1.05186 | 1.05186 | 1.06986 | -40.66 | 9983.38 |
| 11 | 2023.10.31 11:00 | sell | 4 | 0.10 | 1.06640 | 0.00000 | 0.00000 | ||
| 12 | 2023.10.31 11:00 | modify | 4 | 0.10 | 1.06640 | 1.07040 | 1.05240 | ||
| 13 | 2023.11.01 19:00 | t/p | 4 | 0.10 | 1.05240 | 1.07040 | 1.05240 | 140.17 | 10123.55 |
| 14 | 2023.11.03 19:00 | sell | 5 | 0.10 | 1.07357 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.03 19:00 | modify | 5 | 0.10 | 1.07357 | 1.07757 | 1.05957 | ||
| 16 | 2023.11.07 18:00 | sell | 6 | 0.10 | 1.06772 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.07 18:00 | modify | 6 | 0.10 | 1.06772 | 1.07217 | 1.05957 | ||
| 18 | 2023.11.07 18:00 | modify | 5 | 0.10 | 1.07357 | 1.07217 | 1.05957 | ||
| 19 | 2023.11.08 10:00 | sell | 7 | 0.10 | 1.06651 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.08 10:00 | modify | 7 | 0.10 | 1.06651 | 1.06867 | 1.05957 | ||
| 21 | 2023.11.08 10:00 | modify | 6 | 0.10 | 1.06772 | 1.06867 | 1.05957 | ||
| 22 | 2023.11.08 10:00 | modify | 5 | 0.10 | 1.07357 | 1.06867 | 1.05957 | ||
| 23 | 2023.11.08 15:00 | s/l | 5 | 0.10 | 1.06867 | 1.06867 | 1.05957 | 49.50 | 10173.05 |
| 24 | 2023.11.08 15:00 | s/l | 6 | 0.10 | 1.06867 | 1.06867 | 1.05957 | -9.33 | 10163.71 |
| 25 | 2023.11.08 15:00 | s/l | 7 | 0.10 | 1.06867 | 1.06867 | 1.05957 | -21.60 | 10142.11 |
| 26 | 2023.12.13 21:00 | sell | 8 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.13 21:00 | modify | 8 | 0.10 | 1.08812 | 1.09212 | 1.07412 | ||
| 28 | 2023.12.14 12:00 | s/l | 8 | 0.10 | 1.09212 | 1.09212 | 1.07412 | -39.50 | 10102.61 |
| 29 | 2023.12.27 18:00 | sell | 9 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
| 30 | 2023.12.27 18:00 | modify | 9 | 0.10 | 1.11054 | 1.11454 | 1.09654 | ||
| 31 | 2023.12.29 10:00 | sell | 10 | 0.10 | 1.10489 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.29 10:00 | modify | 10 | 0.10 | 1.10489 | 1.10914 | 1.09654 | ||
| 33 | 2023.12.29 10:00 | modify | 9 | 0.10 | 1.11054 | 1.10914 | 1.09654 | ||
| 34 | 2024.01.02 02:00 | sell | 11 | 0.10 | 1.10347 | 0.00000 | 0.00000 | ||
| 35 | 2024.01.02 02:00 | modify | 11 | 0.10 | 1.10347 | 1.10564 | 1.09654 | ||
| 36 | 2024.01.02 02:00 | modify | 10 | 0.10 | 1.10489 | 1.10564 | 1.09654 | ||
| 37 | 2024.01.02 02:00 | modify | 9 | 0.10 | 1.11054 | 1.10564 | 1.09654 | ||
| 38 | 2024.01.02 03:00 | sell | 12 | 0.10 | 1.10187 | 0.00000 | 0.00000 | ||
| 39 | 2024.01.02 03:00 | modify | 12 | 0.10 | 1.10187 | 1.10704 | 1.09654 | ||
| 40 | 2024.01.02 04:00 | modify | 12 | 0.10 | 1.10187 | 1.10564 | 1.09654 | ||
| 41 | 2024.01.02 13:00 | t/p | 9 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 141.00 | 10243.61 |
| 42 | 2024.01.02 13:00 | t/p | 10 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 83.83 | 10327.44 |
| 43 | 2024.01.02 13:00 | t/p | 11 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 69.30 | 10396.74 |
| 44 | 2024.01.02 13:00 | t/p | 12 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 53.30 | 10450.04 |
| 45 | 2024.02.01 21:00 | sell | 13 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 46 | 2024.02.01 21:00 | modify | 13 | 0.10 | 1.08715 | 1.09115 | 1.07315 | ||
| 47 | 2024.02.02 17:00 | sell | 14 | 0.10 | 1.07861 | 0.00000 | 0.00000 | ||
| 48 | 2024.02.02 17:00 | modify | 14 | 0.10 | 1.07861 | 1.08365 | 1.07315 | ||
| 49 | 2024.02.02 17:00 | modify | 13 | 0.10 | 1.08715 | 1.08365 | 1.07315 | ||
| 50 | 2024.02.05 16:00 | t/p | 13 | 0.10 | 1.07315 | 1.08365 | 1.07315 | 140.33 | 10590.38 |
| 51 | 2024.02.05 16:00 | t/p | 14 | 0.10 | 1.07315 | 1.08365 | 1.07315 | 54.77 | 10645.14 |
| 52 | 2024.03.21 01:00 | sell | 15 | 0.10 | 1.09334 | 0.00000 | 0.00000 | ||
| 53 | 2024.03.21 01:00 | modify | 15 | 0.10 | 1.09334 | 1.09734 | 1.07934 | ||
| 54 | 2024.03.28 09:00 | t/p | 15 | 0.10 | 1.07934 | 1.09734 | 1.07934 | 141.17 | 10786.31 |
| 55 | 2024.04.01 17:00 | buy | 16 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 56 | 2024.04.01 17:00 | modify | 16 | 0.10 | 1.07396 | 1.06996 | 1.08796 | ||
| 57 | 2024.04.03 15:00 | buy | 17 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.03 15:00 | modify | 17 | 0.10 | 1.08258 | 1.07746 | 1.08796 | ||
| 59 | 2024.04.03 15:00 | modify | 16 | 0.10 | 1.07396 | 1.07746 | 1.08796 | ||
| 60 | 2024.04.09 13:00 | t/p | 16 | 0.10 | 1.08796 | 1.07746 | 1.08796 | 134.69 | 10921.00 |
| 61 | 2024.04.09 13:00 | t/p | 17 | 0.10 | 1.08796 | 1.07746 | 1.08796 | 49.82 | 10970.81 |
| 62 | 2024.04.12 12:00 | buy | 18 | 0.10 | 1.06540 | 0.00000 | 0.00000 | ||
| 63 | 2024.04.12 12:00 | modify | 18 | 0.10 | 1.06540 | 1.06140 | 1.07940 | ||
| 64 | 2024.04.16 02:00 | s/l | 18 | 0.10 | 1.06140 | 1.06140 | 1.07940 | -41.33 | 10929.49 |
| 65 | 2024.06.07 19:00 | buy | 19 | 0.10 | 1.08083 | 0.00000 | 0.00000 | ||
| 66 | 2024.06.07 19:00 | modify | 19 | 0.10 | 1.08083 | 1.07683 | 1.09483 | ||
| 67 | 2024.06.09 22:00 | s/l | 19 | 0.10 | 1.07683 | 1.07683 | 1.09483 | -40.00 | 10889.49 |
| 68 | 2024.06.12 18:00 | sell | 20 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 69 | 2024.06.12 18:00 | modify | 20 | 0.10 | 1.08384 | 1.08784 | 1.06984 | ||
| 70 | 2024.06.14 09:00 | t/p | 20 | 0.10 | 1.06984 | 1.08784 | 1.06984 | 140.67 | 11030.15 |