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 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 154066 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1877.44 | Gross profit | 2099.83 | Gross loss | -222.39 |
| Profit factor | 9.44 | Expected payoff | 56.89 | ||
| Absolute drawdown | 35.10 | Maximal drawdown | 277.59 (2.41%) | Relative drawdown | 2.41% (277.59) |
| Total trades | 33 | Short positions (won %) | 23 (86.96%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
| Largest | profit trade | 141.17 | loss trade | -41.33 | |
| Average | profit trade | 83.99 | loss trade | -27.80 | |
| Maximum | consecutive wins (profit in money) | 16 (1377.29) | consecutive losses (loss in money) | 3 (-71.56) | |
| Maximal | consecutive profit (count of wins) | 1377.29 (16) | consecutive loss (count of losses) | -81.33 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | 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 14:40 | buy | 2 | 0.10 | 1.07230 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.20 14:40 | modify | 2 | 0.10 | 1.07230 | 1.06809 | 1.08069 | ||
| 5 | 2023.09.20 14:40 | modify | 1 | 0.10 | 1.06669 | 1.06809 | 1.08069 | ||
| 6 | 2023.09.20 16:26 | buy | 3 | 0.10 | 1.07397 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.20 16:26 | modify | 3 | 0.10 | 1.07397 | 1.07159 | 1.08069 | ||
| 8 | 2023.09.20 16:26 | modify | 2 | 0.10 | 1.07230 | 1.07159 | 1.08069 | ||
| 9 | 2023.09.20 16:26 | modify | 1 | 0.10 | 1.06669 | 1.07159 | 1.08069 | ||
| 10 | 2023.09.20 18:03 | s/l | 1 | 0.10 | 1.07159 | 1.07159 | 1.08069 | 46.34 | 10046.34 |
| 11 | 2023.09.20 18:03 | s/l | 2 | 0.10 | 1.07159 | 1.07159 | 1.08069 | -7.10 | 10039.24 |
| 12 | 2023.09.20 18:03 | s/l | 3 | 0.10 | 1.07159 | 1.07159 | 1.08069 | -23.80 | 10015.44 |
| 13 | 2023.10.12 15:00 | buy | 4 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.12 15:00 | modify | 4 | 0.10 | 1.05586 | 1.05186 | 1.06986 | ||
| 15 | 2023.10.13 10:45 | s/l | 4 | 0.10 | 1.05186 | 1.05186 | 1.06986 | -40.66 | 9974.78 |
| 16 | 2023.10.31 11:00 | sell | 5 | 0.10 | 1.06640 | 0.00000 | 0.00000 | ||
| 17 | 2023.10.31 11:00 | modify | 5 | 0.10 | 1.06640 | 1.07040 | 1.05240 | ||
| 18 | 2023.10.31 13:27 | sell | 6 | 0.10 | 1.06067 | 0.00000 | 0.00000 | ||
| 19 | 2023.10.31 13:27 | modify | 6 | 0.10 | 1.06067 | 1.06500 | 1.05240 | ||
| 20 | 2023.10.31 13:27 | modify | 5 | 0.10 | 1.06640 | 1.06500 | 1.05240 | ||
| 21 | 2023.10.31 15:40 | sell | 7 | 0.10 | 1.05792 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.31 15:40 | modify | 7 | 0.10 | 1.05792 | 1.06290 | 1.05240 | ||
| 23 | 2023.10.31 15:40 | modify | 6 | 0.10 | 1.06067 | 1.06290 | 1.05240 | ||
| 24 | 2023.10.31 15:40 | modify | 5 | 0.10 | 1.06640 | 1.06290 | 1.05240 | ||
| 25 | 2023.11.01 18:32 | t/p | 5 | 0.10 | 1.05240 | 1.06290 | 1.05240 | 140.17 | 10114.95 |
| 26 | 2023.11.01 18:32 | t/p | 6 | 0.10 | 1.05240 | 1.06290 | 1.05240 | 82.87 | 10197.81 |
| 27 | 2023.11.01 18:32 | t/p | 7 | 0.10 | 1.05240 | 1.06290 | 1.05240 | 55.37 | 10253.18 |
| 28 | 2023.11.03 19:00 | sell | 8 | 0.10 | 1.07357 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.03 19:00 | modify | 8 | 0.10 | 1.07357 | 1.07757 | 1.05957 | ||
| 30 | 2023.11.07 11:15 | sell | 9 | 0.10 | 1.06779 | 0.00000 | 0.00000 | ||
| 31 | 2023.11.07 11:15 | modify | 9 | 0.10 | 1.06779 | 1.07217 | 1.05957 | ||
| 32 | 2023.11.07 11:15 | modify | 8 | 0.10 | 1.07357 | 1.07217 | 1.05957 | ||
| 33 | 2023.11.07 11:50 | sell | 10 | 0.10 | 1.06655 | 0.00000 | 0.00000 | ||
| 34 | 2023.11.07 11:50 | modify | 10 | 0.10 | 1.06655 | 1.06867 | 1.05957 | ||
| 35 | 2023.11.07 11:50 | modify | 9 | 0.10 | 1.06779 | 1.06867 | 1.05957 | ||
| 36 | 2023.11.07 11:50 | modify | 8 | 0.10 | 1.07357 | 1.06867 | 1.05957 | ||
| 37 | 2023.11.07 12:20 | s/l | 8 | 0.10 | 1.06867 | 1.06867 | 1.05957 | 49.33 | 10302.51 |
| 38 | 2023.11.07 12:20 | s/l | 9 | 0.10 | 1.06867 | 1.06867 | 1.05957 | -8.80 | 10293.71 |
| 39 | 2023.11.07 12:20 | s/l | 10 | 0.10 | 1.06867 | 1.06867 | 1.05957 | -21.20 | 10272.51 |
| 40 | 2023.12.13 21:00 | sell | 11 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 41 | 2023.12.13 21:00 | modify | 11 | 0.10 | 1.08812 | 1.09212 | 1.07412 | ||
| 42 | 2023.12.14 11:10 | s/l | 11 | 0.10 | 1.09212 | 1.09212 | 1.07412 | -39.50 | 10233.01 |
| 43 | 2023.12.27 18:00 | sell | 12 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
| 44 | 2023.12.27 18:00 | modify | 12 | 0.10 | 1.11054 | 1.11454 | 1.09654 | ||
| 45 | 2023.12.29 09:45 | sell | 13 | 0.10 | 1.10473 | 0.00000 | 0.00000 | ||
| 46 | 2023.12.29 09:45 | modify | 13 | 0.10 | 1.10473 | 1.10914 | 1.09654 | ||
| 47 | 2023.12.29 09:45 | modify | 12 | 0.10 | 1.11054 | 1.10914 | 1.09654 | ||
| 48 | 2023.12.29 21:16 | sell | 14 | 0.10 | 1.10339 | 0.00000 | 0.00000 | ||
| 49 | 2023.12.29 21:16 | modify | 14 | 0.10 | 1.10339 | 1.10564 | 1.09654 | ||
| 50 | 2023.12.29 21:16 | modify | 13 | 0.10 | 1.10473 | 1.10564 | 1.09654 | ||
| 51 | 2023.12.29 21:16 | modify | 12 | 0.10 | 1.11054 | 1.10564 | 1.09654 | ||
| 52 | 2024.01.02 02:45 | sell | 15 | 0.10 | 1.10213 | 0.00000 | 0.00000 | ||
| 53 | 2024.01.02 02:45 | modify | 15 | 0.10 | 1.10213 | 1.10704 | 1.09654 | ||
| 54 | 2024.01.02 02:47 | modify | 15 | 0.10 | 1.10213 | 1.10564 | 1.09654 | ||
| 55 | 2024.01.02 12:20 | t/p | 12 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 141.00 | 10374.01 |
| 56 | 2024.01.02 12:20 | t/p | 13 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 82.23 | 10456.24 |
| 57 | 2024.01.02 12:20 | t/p | 14 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 68.83 | 10525.08 |
| 58 | 2024.01.02 12:20 | t/p | 15 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 55.90 | 10580.98 |
| 59 | 2024.02.01 21:00 | sell | 16 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.01 21:00 | modify | 16 | 0.10 | 1.08715 | 1.09115 | 1.07315 | ||
| 61 | 2024.02.02 14:52 | sell | 17 | 0.10 | 1.08127 | 0.00000 | 0.00000 | ||
| 62 | 2024.02.02 14:52 | modify | 17 | 0.10 | 1.08127 | 1.08575 | 1.07315 | ||
| 63 | 2024.02.02 14:52 | modify | 16 | 0.10 | 1.08715 | 1.08575 | 1.07315 | ||
| 64 | 2024.02.02 15:10 | sell | 18 | 0.10 | 1.08012 | 0.00000 | 0.00000 | ||
| 65 | 2024.02.02 15:10 | modify | 18 | 0.10 | 1.08012 | 1.08225 | 1.07315 | ||
| 66 | 2024.02.02 15:10 | modify | 17 | 0.10 | 1.08127 | 1.08225 | 1.07315 | ||
| 67 | 2024.02.02 15:10 | modify | 16 | 0.10 | 1.08715 | 1.08225 | 1.07315 | ||
| 68 | 2024.02.02 15:25 | sell | 19 | 0.10 | 1.07865 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.02 15:25 | modify | 19 | 0.10 | 1.07865 | 1.08365 | 1.07315 | ||
| 70 | 2024.02.02 15:27 | modify | 19 | 0.10 | 1.07865 | 1.08225 | 1.07315 | ||
| 71 | 2024.02.05 15:16 | t/p | 16 | 0.10 | 1.07315 | 1.08225 | 1.07315 | 140.33 | 10721.31 |
| 72 | 2024.02.05 15:16 | t/p | 17 | 0.10 | 1.07315 | 1.08225 | 1.07315 | 81.37 | 10802.68 |
| 73 | 2024.02.05 15:16 | t/p | 18 | 0.10 | 1.07315 | 1.08225 | 1.07315 | 69.87 | 10872.54 |
| 74 | 2024.02.05 15:16 | t/p | 19 | 0.10 | 1.07315 | 1.08225 | 1.07315 | 55.17 | 10927.71 |
| 75 | 2024.03.21 01:00 | sell | 20 | 0.10 | 1.09334 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.21 01:00 | modify | 20 | 0.10 | 1.09334 | 1.09734 | 1.07934 | ||
| 77 | 2024.03.21 14:27 | sell | 21 | 0.10 | 1.08756 | 0.00000 | 0.00000 | ||
| 78 | 2024.03.21 14:27 | modify | 21 | 0.10 | 1.08756 | 1.09194 | 1.07934 | ||
| 79 | 2024.03.21 14:27 | modify | 20 | 0.10 | 1.09334 | 1.09194 | 1.07934 | ||
| 80 | 2024.03.21 15:20 | sell | 22 | 0.10 | 1.08619 | 0.00000 | 0.00000 | ||
| 81 | 2024.03.21 15:20 | modify | 22 | 0.10 | 1.08619 | 1.08844 | 1.07934 | ||
| 82 | 2024.03.21 15:20 | modify | 21 | 0.10 | 1.08756 | 1.08844 | 1.07934 | ||
| 83 | 2024.03.21 15:20 | modify | 20 | 0.10 | 1.09334 | 1.08844 | 1.07934 | ||
| 84 | 2024.03.22 02:15 | sell | 23 | 0.10 | 1.08494 | 0.00000 | 0.00000 | ||
| 85 | 2024.03.22 02:15 | modify | 23 | 0.10 | 1.08494 | 1.08984 | 1.07934 | ||
| 86 | 2024.03.22 02:17 | modify | 23 | 0.10 | 1.08494 | 1.08844 | 1.07934 | ||
| 87 | 2024.03.28 08:20 | t/p | 20 | 0.10 | 1.07934 | 1.08844 | 1.07934 | 141.17 | 11068.88 |
| 88 | 2024.03.28 08:20 | t/p | 21 | 0.10 | 1.07934 | 1.08844 | 1.07934 | 83.37 | 11152.24 |
| 89 | 2024.03.28 08:20 | t/p | 22 | 0.10 | 1.07934 | 1.08844 | 1.07934 | 69.67 | 11221.91 |
| 90 | 2024.03.28 08:20 | t/p | 23 | 0.10 | 1.07934 | 1.08844 | 1.07934 | 57.00 | 11278.91 |
| 91 | 2024.04.01 17:00 | buy | 24 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 92 | 2024.04.01 17:00 | modify | 24 | 0.10 | 1.07396 | 1.06996 | 1.08796 | ||
| 93 | 2024.04.03 13:50 | buy | 25 | 0.10 | 1.07957 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.03 13:50 | modify | 25 | 0.10 | 1.07957 | 1.07536 | 1.08796 | ||
| 95 | 2024.04.03 13:50 | modify | 24 | 0.10 | 1.07396 | 1.07536 | 1.08796 | ||
| 96 | 2024.04.03 14:59 | buy | 26 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 97 | 2024.04.03 14:59 | modify | 26 | 0.10 | 1.08258 | 1.07746 | 1.08796 | ||
| 98 | 2024.04.03 14:59 | modify | 25 | 0.10 | 1.07957 | 1.07746 | 1.08796 | ||
| 99 | 2024.04.03 14:59 | modify | 24 | 0.10 | 1.07396 | 1.07746 | 1.08796 | ||
| 100 | 2024.04.05 12:50 | buy | 27 | 0.10 | 1.08113 | 0.00000 | 0.00000 | ||
| 101 | 2024.04.05 12:50 | modify | 27 | 0.10 | 1.08113 | 1.07886 | 1.08796 | ||
| 102 | 2024.04.05 12:50 | modify | 26 | 0.10 | 1.08258 | 1.07886 | 1.08796 | ||
| 103 | 2024.04.05 12:50 | modify | 25 | 0.10 | 1.07957 | 1.07886 | 1.08796 | ||
| 104 | 2024.04.05 12:50 | modify | 24 | 0.10 | 1.07396 | 1.07886 | 1.08796 | ||
| 105 | 2024.04.09 12:50 | t/p | 24 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 134.69 | 11413.60 |
| 106 | 2024.04.09 12:50 | t/p | 25 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 79.92 | 11493.51 |
| 107 | 2024.04.09 12:50 | t/p | 26 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 49.82 | 11543.33 |
| 108 | 2024.04.09 12:50 | t/p | 27 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 66.97 | 11610.30 |
| 109 | 2024.04.12 12:00 | buy | 28 | 0.10 | 1.06540 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.12 12:00 | modify | 28 | 0.10 | 1.06540 | 1.06140 | 1.07940 | ||
| 111 | 2024.04.16 01:15 | s/l | 28 | 0.10 | 1.06140 | 1.06140 | 1.07940 | -41.33 | 11568.97 |
| 112 | 2024.06.07 19:00 | buy | 29 | 0.10 | 1.08083 | 0.00000 | 0.00000 | ||
| 113 | 2024.06.07 19:00 | modify | 29 | 0.10 | 1.08083 | 1.07683 | 1.09483 | ||
| 114 | 2024.06.09 21:20 | s/l | 29 | 0.10 | 1.07683 | 1.07683 | 1.09483 | -40.00 | 11528.97 |
| 115 | 2024.06.12 18:00 | sell | 30 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 116 | 2024.06.12 18:00 | modify | 30 | 0.10 | 1.08384 | 1.08784 | 1.06984 | ||
| 117 | 2024.06.13 12:02 | sell | 31 | 0.10 | 1.07818 | 0.00000 | 0.00000 | ||
| 118 | 2024.06.13 12:02 | modify | 31 | 0.10 | 1.07818 | 1.08244 | 1.06984 | ||
| 119 | 2024.06.13 12:02 | modify | 30 | 0.10 | 1.08384 | 1.08244 | 1.06984 | ||
| 120 | 2024.06.13 14:45 | sell | 32 | 0.10 | 1.07674 | 0.00000 | 0.00000 | ||
| 121 | 2024.06.13 14:45 | modify | 32 | 0.10 | 1.07674 | 1.07894 | 1.06984 | ||
| 122 | 2024.06.13 14:45 | modify | 31 | 0.10 | 1.07818 | 1.07894 | 1.06984 | ||
| 123 | 2024.06.13 14:45 | modify | 30 | 0.10 | 1.08384 | 1.07894 | 1.06984 | ||
| 124 | 2024.06.13 15:50 | sell | 33 | 0.10 | 1.07533 | 0.00000 | 0.00000 | ||
| 125 | 2024.06.13 15:50 | modify | 33 | 0.10 | 1.07533 | 1.08034 | 1.06984 | ||
| 126 | 2024.06.13 15:52 | modify | 33 | 0.10 | 1.07533 | 1.07894 | 1.06984 | ||
| 127 | 2024.06.14 08:45 | t/p | 30 | 0.10 | 1.06984 | 1.07894 | 1.06984 | 140.67 | 11669.64 |
| 128 | 2024.06.14 08:45 | t/p | 31 | 0.10 | 1.06984 | 1.07894 | 1.06984 | 83.57 | 11753.20 |
| 129 | 2024.06.14 08:45 | t/p | 32 | 0.10 | 1.06984 | 1.07894 | 1.06984 | 69.17 | 11822.37 |
| 130 | 2024.06.14 08:45 | t/p | 33 | 0.10 | 1.06984 | 1.07894 | 1.06984 | 55.07 | 11877.44 |