Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2604 | Ticks modelled | 77917 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1076.62 | Gross profit | 1597.76 | Gross loss | -521.14 |
| Profit factor | 3.07 | Expected payoff | 32.62 | ||
| Absolute drawdown | 205.87 | Maximal drawdown | 392.52 (3.55%) | Relative drawdown | 3.55% (392.52) |
| Total trades | 33 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
| Largest | profit trade | 141.67 | loss trade | -153.98 | |
| Average | profit trade | 72.63 | loss trade | -47.38 | |
| Maximum | consecutive wins (profit in money) | 8 (647.76) | consecutive losses (loss in money) | 3 (-100.80) | |
| Maximal | consecutive profit (count of wins) | 647.76 (8) | consecutive loss (count of losses) | -153.98 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 16:00 | buy | 1 | 0.10 | 1.11225 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.21 16:00 | modify | 1 | 0.10 | 1.11225 | 1.09725 | 1.12625 | ||
| 3 | 2023.07.27 18:40 | s/l | 1 | 0.10 | 1.09725 | 1.09725 | 1.12625 | -153.98 | 9846.02 |
| 4 | 2023.08.02 20:00 | buy | 2 | 0.10 | 1.09424 | 0.00000 | 0.00000 | ||
| 5 | 2023.08.02 20:00 | modify | 2 | 0.10 | 1.09424 | 1.07924 | 1.10824 | ||
| 6 | 2023.08.04 12:40 | buy | 3 | 0.10 | 1.10007 | 0.00000 | 0.00000 | ||
| 7 | 2023.08.04 12:40 | modify | 3 | 0.10 | 1.10007 | 1.09494 | 1.10824 | ||
| 8 | 2023.08.04 12:40 | modify | 2 | 0.10 | 1.09424 | 1.09494 | 1.10824 | ||
| 9 | 2023.08.04 13:50 | buy | 4 | 0.10 | 1.10289 | 0.00000 | 0.00000 | ||
| 10 | 2023.08.04 13:50 | modify | 4 | 0.10 | 1.10289 | 1.09774 | 1.10824 | ||
| 11 | 2023.08.04 13:50 | modify | 3 | 0.10 | 1.10007 | 1.09774 | 1.10824 | ||
| 12 | 2023.08.04 13:50 | modify | 2 | 0.10 | 1.09424 | 1.09774 | 1.10824 | ||
| 13 | 2023.08.07 06:30 | s/l | 2 | 0.10 | 1.09774 | 1.09774 | 1.10824 | 31.68 | 9877.70 |
| 14 | 2023.08.07 06:30 | s/l | 3 | 0.10 | 1.09774 | 1.09774 | 1.10824 | -23.96 | 9853.73 |
| 15 | 2023.08.07 06:30 | s/l | 4 | 0.10 | 1.09774 | 1.09774 | 1.10824 | -52.16 | 9801.57 |
| 16 | 2023.08.10 16:00 | sell | 5 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
| 17 | 2023.08.10 16:00 | modify | 5 | 0.10 | 1.10152 | 1.11652 | 1.08752 | ||
| 18 | 2023.08.11 13:50 | sell | 6 | 0.10 | 1.09572 | 0.00000 | 0.00000 | ||
| 19 | 2023.08.11 13:50 | modify | 6 | 0.10 | 1.09572 | 1.10082 | 1.08752 | ||
| 20 | 2023.08.11 13:50 | modify | 5 | 0.10 | 1.10152 | 1.10082 | 1.08752 | ||
| 21 | 2023.08.14 01:40 | sell | 7 | 0.10 | 1.09311 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.14 01:40 | modify | 7 | 0.10 | 1.09311 | 1.09802 | 1.08752 | ||
| 23 | 2023.08.14 01:40 | modify | 6 | 0.10 | 1.09572 | 1.09802 | 1.08752 | ||
| 24 | 2023.08.14 01:40 | modify | 5 | 0.10 | 1.10152 | 1.09802 | 1.08752 | ||
| 25 | 2023.08.14 18:30 | sell | 8 | 0.10 | 1.09095 | 0.00000 | 0.00000 | ||
| 26 | 2023.08.14 18:30 | modify | 8 | 0.10 | 1.09095 | 1.09662 | 1.08752 | ||
| 27 | 2023.08.14 18:30 | modify | 7 | 0.10 | 1.09311 | 1.09662 | 1.08752 | ||
| 28 | 2023.08.14 18:30 | modify | 6 | 0.10 | 1.09572 | 1.09662 | 1.08752 | ||
| 29 | 2023.08.14 18:30 | modify | 5 | 0.10 | 1.10152 | 1.09662 | 1.08752 | ||
| 30 | 2023.08.16 19:40 | t/p | 5 | 0.10 | 1.08752 | 1.09662 | 1.08752 | 140.67 | 9942.23 |
| 31 | 2023.08.16 19:40 | t/p | 6 | 0.10 | 1.08752 | 1.09662 | 1.08752 | 82.50 | 10024.73 |
| 32 | 2023.08.16 19:40 | t/p | 7 | 0.10 | 1.08752 | 1.09662 | 1.08752 | 56.23 | 10080.97 |
| 33 | 2023.08.16 19:40 | t/p | 8 | 0.10 | 1.08752 | 1.09662 | 1.08752 | 34.63 | 10115.60 |
| 34 | 2023.08.30 20:00 | sell | 9 | 0.10 | 1.09217 | 0.00000 | 0.00000 | ||
| 35 | 2023.08.30 20:00 | modify | 9 | 0.10 | 1.09217 | 1.10717 | 1.07817 | ||
| 36 | 2023.08.31 09:40 | sell | 10 | 0.10 | 1.08646 | 0.00000 | 0.00000 | ||
| 37 | 2023.08.31 09:40 | modify | 10 | 0.10 | 1.08646 | 1.09147 | 1.07817 | ||
| 38 | 2023.08.31 09:40 | modify | 9 | 0.10 | 1.09217 | 1.09147 | 1.07817 | ||
| 39 | 2023.08.31 15:40 | sell | 11 | 0.10 | 1.08366 | 0.00000 | 0.00000 | ||
| 40 | 2023.08.31 15:40 | modify | 11 | 0.10 | 1.08366 | 1.08867 | 1.07817 | ||
| 41 | 2023.08.31 15:40 | modify | 10 | 0.10 | 1.08646 | 1.08867 | 1.07817 | ||
| 42 | 2023.08.31 15:40 | modify | 9 | 0.10 | 1.09217 | 1.08867 | 1.07817 | ||
| 43 | 2023.09.01 18:30 | t/p | 9 | 0.10 | 1.07817 | 1.08867 | 1.07817 | 140.67 | 10256.27 |
| 44 | 2023.09.01 18:30 | t/p | 10 | 0.10 | 1.07817 | 1.08867 | 1.07817 | 83.07 | 10339.33 |
| 45 | 2023.09.01 18:30 | t/p | 11 | 0.10 | 1.07817 | 1.08867 | 1.07817 | 55.07 | 10394.40 |
| 46 | 2023.09.25 20:00 | buy | 12 | 0.10 | 1.05957 | 0.00000 | 0.00000 | ||
| 47 | 2023.09.25 20:00 | modify | 12 | 0.10 | 1.05957 | 1.04457 | 1.07357 | ||
| 48 | 2023.10.23 16:20 | buy | 13 | 0.10 | 1.06547 | 0.00000 | 0.00000 | ||
| 49 | 2023.10.23 16:20 | modify | 13 | 0.10 | 1.06547 | 1.06027 | 1.07357 | ||
| 50 | 2023.10.23 16:20 | modify | 12 | 0.10 | 1.05957 | 1.06027 | 1.07357 | ||
| 51 | 2023.10.23 18:40 | buy | 14 | 0.10 | 1.06809 | 0.00000 | 0.00000 | ||
| 52 | 2023.10.23 18:40 | modify | 14 | 0.10 | 1.06809 | 1.06307 | 1.07357 | ||
| 53 | 2023.10.23 18:40 | modify | 13 | 0.10 | 1.06547 | 1.06307 | 1.07357 | ||
| 54 | 2023.10.23 18:40 | modify | 12 | 0.10 | 1.05957 | 1.06307 | 1.07357 | ||
| 55 | 2023.10.24 10:30 | s/l | 12 | 0.10 | 1.06307 | 1.06307 | 1.07357 | 15.74 | 10410.14 |
| 56 | 2023.10.24 10:30 | s/l | 13 | 0.10 | 1.06307 | 1.06307 | 1.07357 | -24.66 | 10385.48 |
| 57 | 2023.10.24 10:30 | s/l | 14 | 0.10 | 1.06307 | 1.06307 | 1.07357 | -50.86 | 10334.62 |
| 58 | 2023.10.26 08:00 | buy | 15 | 0.10 | 1.05511 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.26 08:00 | modify | 15 | 0.10 | 1.05511 | 1.04011 | 1.06911 | ||
| 60 | 2023.10.30 12:50 | buy | 16 | 0.10 | 1.06090 | 0.00000 | 0.00000 | ||
| 61 | 2023.10.30 12:50 | modify | 16 | 0.10 | 1.06090 | 1.05581 | 1.06911 | ||
| 62 | 2023.10.30 12:50 | modify | 15 | 0.10 | 1.05511 | 1.05581 | 1.06911 | ||
| 63 | 2023.10.31 09:20 | buy | 17 | 0.10 | 1.06563 | 0.00000 | 0.00000 | ||
| 64 | 2023.10.31 09:20 | modify | 17 | 0.10 | 1.06563 | 1.06001 | 1.06911 | ||
| 65 | 2023.10.31 09:20 | modify | 16 | 0.10 | 1.06090 | 1.06001 | 1.06911 | ||
| 66 | 2023.10.31 09:20 | modify | 15 | 0.10 | 1.05511 | 1.06001 | 1.06911 | ||
| 67 | 2023.10.31 14:40 | s/l | 15 | 0.10 | 1.06001 | 1.06001 | 1.06911 | 47.01 | 10381.62 |
| 68 | 2023.10.31 14:40 | s/l | 16 | 0.10 | 1.06001 | 1.06001 | 1.06911 | -9.56 | 10372.06 |
| 69 | 2023.10.31 14:40 | s/l | 17 | 0.10 | 1.06001 | 1.06001 | 1.06911 | -56.20 | 10315.86 |
| 70 | 2023.11.03 20:00 | sell | 18 | 0.10 | 1.07248 | 0.00000 | 0.00000 | ||
| 71 | 2023.11.03 20:00 | modify | 18 | 0.10 | 1.07248 | 1.08748 | 1.05848 | ||
| 72 | 2023.11.07 14:30 | sell | 19 | 0.10 | 1.06687 | 0.00000 | 0.00000 | ||
| 73 | 2023.11.07 14:30 | modify | 19 | 0.10 | 1.06687 | 1.07178 | 1.05848 | ||
| 74 | 2023.11.07 14:30 | modify | 18 | 0.10 | 1.07248 | 1.07178 | 1.05848 | ||
| 75 | 2023.11.08 16:40 | s/l | 18 | 0.10 | 1.07178 | 1.07178 | 1.05848 | 7.50 | 10323.36 |
| 76 | 2023.11.08 16:40 | s/l | 19 | 0.10 | 1.07178 | 1.07178 | 1.05848 | -48.93 | 10274.43 |
| 77 | 2023.12.27 20:00 | sell | 20 | 0.10 | 1.11015 | 0.00000 | 0.00000 | ||
| 78 | 2023.12.27 20:00 | modify | 20 | 0.10 | 1.11015 | 1.12515 | 1.09615 | ||
| 79 | 2023.12.29 09:40 | sell | 21 | 0.10 | 1.10442 | 0.00000 | 0.00000 | ||
| 80 | 2023.12.29 09:40 | modify | 21 | 0.10 | 1.10442 | 1.10945 | 1.09615 | ||
| 81 | 2023.12.29 09:40 | modify | 20 | 0.10 | 1.11015 | 1.10945 | 1.09615 | ||
| 82 | 2024.01.02 04:40 | sell | 22 | 0.10 | 1.10165 | 0.00000 | 0.00000 | ||
| 83 | 2024.01.02 04:40 | modify | 22 | 0.10 | 1.10165 | 1.10665 | 1.09615 | ||
| 84 | 2024.01.02 04:40 | modify | 21 | 0.10 | 1.10442 | 1.10665 | 1.09615 | ||
| 85 | 2024.01.02 04:40 | modify | 20 | 0.10 | 1.11015 | 1.10665 | 1.09615 | ||
| 86 | 2024.01.02 12:53 | t/p | 20 | 0.10 | 1.09615 | 1.10665 | 1.09615 | 141.00 | 10415.42 |
| 87 | 2024.01.02 12:53 | t/p | 21 | 0.10 | 1.09615 | 1.10665 | 1.09615 | 83.03 | 10498.46 |
| 88 | 2024.01.02 12:53 | t/p | 22 | 0.10 | 1.09615 | 1.10665 | 1.09615 | 55.00 | 10553.46 |
| 89 | 2024.01.11 08:00 | sell | 23 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 90 | 2024.01.11 08:00 | modify | 23 | 0.10 | 1.09790 | 1.11290 | 1.08390 | ||
| 91 | 2024.01.16 00:50 | sell | 24 | 0.10 | 1.09216 | 0.00000 | 0.00000 | ||
| 92 | 2024.01.16 00:50 | modify | 24 | 0.10 | 1.09216 | 1.09720 | 1.08390 | ||
| 93 | 2024.01.16 00:50 | modify | 23 | 0.10 | 1.09790 | 1.09720 | 1.08390 | ||
| 94 | 2024.01.16 08:40 | sell | 25 | 0.10 | 1.08944 | 0.00000 | 0.00000 | ||
| 95 | 2024.01.16 08:40 | modify | 25 | 0.10 | 1.08944 | 1.09440 | 1.08390 | ||
| 96 | 2024.01.16 08:40 | modify | 24 | 0.10 | 1.09216 | 1.09440 | 1.08390 | ||
| 97 | 2024.01.16 08:40 | modify | 23 | 0.10 | 1.09790 | 1.09440 | 1.08390 | ||
| 98 | 2024.01.16 11:15 | sell | 26 | 0.10 | 1.08739 | 0.00000 | 0.00000 | ||
| 99 | 2024.01.16 11:15 | modify | 26 | 0.10 | 1.08739 | 1.09300 | 1.08390 | ||
| 100 | 2024.01.16 11:15 | modify | 25 | 0.10 | 1.08944 | 1.09300 | 1.08390 | ||
| 101 | 2024.01.16 11:15 | modify | 24 | 0.10 | 1.09216 | 1.09300 | 1.08390 | ||
| 102 | 2024.01.16 11:15 | modify | 23 | 0.10 | 1.09790 | 1.09300 | 1.08390 | ||
| 103 | 2024.01.23 15:30 | t/p | 23 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 141.67 | 10695.12 |
| 104 | 2024.01.23 15:30 | t/p | 24 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 83.77 | 10778.89 |
| 105 | 2024.01.23 15:30 | t/p | 25 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 56.57 | 10835.45 |
| 106 | 2024.01.23 15:30 | t/p | 26 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 36.07 | 10871.52 |
| 107 | 2024.03.08 04:00 | sell | 27 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 108 | 2024.03.08 04:00 | modify | 27 | 0.10 | 1.09476 | 1.10976 | 1.08076 | ||
| 109 | 2024.03.14 15:30 | sell | 28 | 0.10 | 1.08889 | 0.00000 | 0.00000 | ||
| 110 | 2024.03.14 15:30 | modify | 28 | 0.10 | 1.08889 | 1.09406 | 1.08076 | ||
| 111 | 2024.03.14 15:30 | modify | 27 | 0.10 | 1.09476 | 1.09406 | 1.08076 | ||
| 112 | 2024.03.19 05:40 | sell | 29 | 0.10 | 1.08628 | 0.00000 | 0.00000 | ||
| 113 | 2024.03.19 05:40 | modify | 29 | 0.10 | 1.08628 | 1.09126 | 1.08076 | ||
| 114 | 2024.03.19 05:40 | modify | 28 | 0.10 | 1.08889 | 1.09126 | 1.08076 | ||
| 115 | 2024.03.19 05:40 | modify | 27 | 0.10 | 1.09476 | 1.09126 | 1.08076 | ||
| 116 | 2024.03.19 08:40 | sell | 30 | 0.10 | 1.08423 | 0.00000 | 0.00000 | ||
| 117 | 2024.03.19 08:40 | modify | 30 | 0.10 | 1.08423 | 1.08986 | 1.08076 | ||
| 118 | 2024.03.19 08:40 | modify | 29 | 0.10 | 1.08628 | 1.08986 | 1.08076 | ||
| 119 | 2024.03.19 08:40 | modify | 28 | 0.10 | 1.08889 | 1.08986 | 1.08076 | ||
| 120 | 2024.03.19 08:40 | modify | 27 | 0.10 | 1.09476 | 1.08986 | 1.08076 | ||
| 121 | 2024.03.20 18:30 | s/l | 27 | 0.10 | 1.08986 | 1.08986 | 1.08076 | 50.67 | 10922.19 |
| 122 | 2024.03.20 18:30 | s/l | 28 | 0.10 | 1.08986 | 1.08986 | 1.08076 | -9.03 | 10913.15 |
| 123 | 2024.03.20 18:30 | s/l | 29 | 0.10 | 1.08986 | 1.08986 | 1.08076 | -35.63 | 10877.52 |
| 124 | 2024.03.20 18:30 | s/l | 30 | 0.10 | 1.08986 | 1.08986 | 1.08076 | -56.13 | 10821.39 |
| 125 | 2024.04.10 20:00 | buy | 31 | 0.10 | 1.07466 | 0.00000 | 0.00000 | ||
| 126 | 2024.04.10 20:00 | modify | 31 | 0.10 | 1.07466 | 1.05966 | 1.08866 | ||
| 127 | 2024.05.13 12:40 | buy | 32 | 0.10 | 1.08027 | 0.00000 | 0.00000 | ||
| 128 | 2024.05.13 12:40 | modify | 32 | 0.10 | 1.08027 | 1.07536 | 1.08866 | ||
| 129 | 2024.05.13 12:40 | modify | 31 | 0.10 | 1.07466 | 1.07536 | 1.08866 | ||
| 130 | 2024.05.15 03:40 | buy | 33 | 0.10 | 1.08307 | 0.00000 | 0.00000 | ||
| 131 | 2024.05.15 03:40 | modify | 33 | 0.10 | 1.08307 | 1.07816 | 1.08866 | ||
| 132 | 2024.05.15 03:40 | modify | 32 | 0.10 | 1.08027 | 1.07816 | 1.08866 | ||
| 133 | 2024.05.15 03:40 | modify | 31 | 0.10 | 1.07466 | 1.07816 | 1.08866 | ||
| 134 | 2024.05.15 22:30 | t/p | 31 | 0.10 | 1.08866 | 1.07816 | 1.08866 | 116.76 | 10938.15 |
| 135 | 2024.05.15 22:30 | t/p | 32 | 0.10 | 1.08866 | 1.07816 | 1.08866 | 82.57 | 11020.72 |
| 136 | 2024.05.15 22:30 | t/p | 33 | 0.10 | 1.08866 | 1.07816 | 1.08866 | 55.90 | 11076.62 |