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 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 913.84 | Gross profit | 1775.29 | Gross loss | -861.46 |
| Profit factor | 2.06 | Expected payoff | 21.76 | ||
| Absolute drawdown | 120.66 | Maximal drawdown | 276.21 (2.66%) | Relative drawdown | 2.66% (276.21) |
| Total trades | 42 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 21 (38.10%) |
| Profit trades (% of total) | 20 (47.62%) | Loss trades (% of total) | 22 (52.38%) | ||
| Largest | profit trade | 141.33 | loss trade | -43.98 | |
| Average | profit trade | 88.76 | loss trade | -39.16 | |
| Maximum | consecutive wins (profit in money) | 4 (483.77) | consecutive losses (loss in money) | 5 (-195.00) | |
| Maximal | consecutive profit (count of wins) | 483.77 (4) | consecutive loss (count of losses) | -195.00 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 16:00 | sell | 1 | 0.10 | 1.09630 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.07 16:00 | modify | 1 | 0.10 | 1.09630 | 1.10030 | 1.08230 | ||
| 3 | 2023.07.10 20:00 | s/l | 1 | 0.10 | 1.10030 | 1.10030 | 1.08230 | -39.83 | 9960.17 |
| 4 | 2023.07.12 16:00 | sell | 2 | 0.10 | 1.11220 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.12 16:00 | modify | 2 | 0.10 | 1.11220 | 1.11620 | 1.09820 | ||
| 6 | 2023.07.13 12:00 | s/l | 2 | 0.10 | 1.11620 | 1.11620 | 1.09820 | -39.50 | 9920.67 |
| 7 | 2023.07.20 16:00 | buy | 3 | 0.10 | 1.11379 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.20 16:00 | modify | 3 | 0.10 | 1.11379 | 1.10979 | 1.12779 | ||
| 9 | 2023.07.24 08:00 | s/l | 3 | 0.10 | 1.10979 | 1.10979 | 1.12779 | -41.33 | 9879.34 |
| 10 | 2023.07.27 12:00 | sell | 4 | 0.10 | 1.11384 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.27 12:00 | modify | 4 | 0.10 | 1.11384 | 1.11784 | 1.09984 | ||
| 12 | 2023.07.27 16:00 | t/p | 4 | 0.10 | 1.09984 | 1.11784 | 1.09984 | 140.00 | 10019.34 |
| 13 | 2023.08.04 16:00 | sell | 5 | 0.10 | 1.10347 | 0.00000 | 0.00000 | ||
| 14 | 2023.08.04 16:00 | modify | 5 | 0.10 | 1.10347 | 1.10747 | 1.08947 | ||
| 15 | 2023.08.11 16:00 | sell | 6 | 0.10 | 1.09563 | 0.00000 | 0.00000 | ||
| 16 | 2023.08.11 16:00 | modify | 6 | 0.10 | 1.09563 | 1.09997 | 1.08947 | ||
| 17 | 2023.08.11 16:00 | modify | 5 | 0.10 | 1.10347 | 1.09997 | 1.08947 | ||
| 18 | 2023.08.14 16:00 | t/p | 5 | 0.10 | 1.08947 | 1.09997 | 1.08947 | 141.33 | 10160.67 |
| 19 | 2023.08.14 16:00 | t/p | 6 | 0.10 | 1.08947 | 1.09997 | 1.08947 | 61.77 | 10222.44 |
| 20 | 2023.08.30 16:00 | sell | 7 | 0.10 | 1.09256 | 0.00000 | 0.00000 | ||
| 21 | 2023.08.30 16:00 | modify | 7 | 0.10 | 1.09256 | 1.09656 | 1.07856 | ||
| 22 | 2023.09.01 20:00 | t/p | 7 | 0.10 | 1.07856 | 1.09656 | 1.07856 | 140.67 | 10363.10 |
| 23 | 2023.09.05 12:00 | buy | 8 | 0.10 | 1.07355 | 0.00000 | 0.00000 | ||
| 24 | 2023.09.05 12:00 | modify | 8 | 0.10 | 1.07355 | 1.06955 | 1.08755 | ||
| 25 | 2023.09.07 16:00 | s/l | 8 | 0.10 | 1.06955 | 1.06955 | 1.08755 | -42.66 | 10320.45 |
| 26 | 2023.09.14 16:00 | buy | 9 | 0.10 | 1.06618 | 0.00000 | 0.00000 | ||
| 27 | 2023.09.14 16:00 | modify | 9 | 0.10 | 1.06618 | 1.06218 | 1.08018 | ||
| 28 | 2023.09.18 16:00 | buy | 10 | 0.10 | 1.06970 | 0.00000 | 0.00000 | ||
| 29 | 2023.09.18 16:00 | modify | 10 | 0.10 | 1.06970 | 1.06688 | 1.08018 | ||
| 30 | 2023.09.18 16:00 | modify | 9 | 0.10 | 1.06618 | 1.06688 | 1.08018 | ||
| 31 | 2023.09.20 20:00 | s/l | 9 | 0.10 | 1.06688 | 1.06688 | 1.08018 | 4.34 | 10324.79 |
| 32 | 2023.09.20 20:00 | s/l | 10 | 0.10 | 1.06688 | 1.06688 | 1.08018 | -29.53 | 10295.26 |
| 33 | 2023.09.25 16:00 | buy | 11 | 0.10 | 1.05930 | 0.00000 | 0.00000 | ||
| 34 | 2023.09.25 16:00 | modify | 11 | 0.10 | 1.05930 | 1.05530 | 1.07330 | ||
| 35 | 2023.09.27 12:00 | s/l | 11 | 0.10 | 1.05530 | 1.05530 | 1.07330 | -41.33 | 10253.94 |
| 36 | 2023.09.27 16:00 | buy | 12 | 0.10 | 1.05120 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.27 16:00 | modify | 12 | 0.10 | 1.05120 | 1.04720 | 1.06520 | ||
| 38 | 2023.10.03 04:00 | s/l | 12 | 0.10 | 1.04720 | 1.04720 | 1.06520 | -43.98 | 10209.95 |
| 39 | 2023.10.06 16:00 | sell | 13 | 0.10 | 1.05945 | 0.00000 | 0.00000 | ||
| 40 | 2023.10.06 16:00 | modify | 13 | 0.10 | 1.05945 | 1.06345 | 1.04545 | ||
| 41 | 2023.10.11 16:00 | s/l | 13 | 0.10 | 1.06345 | 1.06345 | 1.04545 | -39.50 | 10170.45 |
| 42 | 2023.10.12 16:00 | buy | 14 | 0.10 | 1.05551 | 0.00000 | 0.00000 | ||
| 43 | 2023.10.12 16:00 | modify | 14 | 0.10 | 1.05551 | 1.05151 | 1.06951 | ||
| 44 | 2023.10.13 12:00 | s/l | 14 | 0.10 | 1.05151 | 1.05151 | 1.06951 | -40.66 | 10129.79 |
| 45 | 2023.10.23 20:00 | sell | 15 | 0.10 | 1.06654 | 0.00000 | 0.00000 | ||
| 46 | 2023.10.23 20:00 | modify | 15 | 0.10 | 1.06654 | 1.07054 | 1.05254 | ||
| 47 | 2023.10.25 08:00 | sell | 16 | 0.10 | 1.05870 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.25 08:00 | modify | 16 | 0.10 | 1.05870 | 1.06304 | 1.05254 | ||
| 49 | 2023.10.25 08:00 | modify | 15 | 0.10 | 1.06654 | 1.06304 | 1.05254 | ||
| 50 | 2023.10.26 00:00 | sell | 17 | 0.10 | 1.05661 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.26 00:00 | modify | 17 | 0.10 | 1.05661 | 1.06094 | 1.05254 | ||
| 52 | 2023.10.26 00:00 | modify | 16 | 0.10 | 1.05870 | 1.06094 | 1.05254 | ||
| 53 | 2023.10.26 00:00 | modify | 15 | 0.10 | 1.06654 | 1.06094 | 1.05254 | ||
| 54 | 2023.10.26 16:00 | t/p | 15 | 0.10 | 1.05254 | 1.06094 | 1.05254 | 140.83 | 10270.62 |
| 55 | 2023.10.26 16:00 | t/p | 16 | 0.10 | 1.05254 | 1.06094 | 1.05254 | 62.10 | 10332.72 |
| 56 | 2023.10.26 16:00 | t/p | 17 | 0.10 | 1.05254 | 1.06094 | 1.05254 | 40.70 | 10373.42 |
| 57 | 2023.11.03 16:00 | sell | 18 | 0.10 | 1.07320 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.03 16:00 | modify | 18 | 0.10 | 1.07320 | 1.07720 | 1.05920 | ||
| 59 | 2023.11.07 08:00 | sell | 19 | 0.10 | 1.06966 | 0.00000 | 0.00000 | ||
| 60 | 2023.11.07 08:00 | modify | 19 | 0.10 | 1.06966 | 1.07250 | 1.05920 | ||
| 61 | 2023.11.07 08:00 | modify | 18 | 0.10 | 1.07320 | 1.07250 | 1.05920 | ||
| 62 | 2023.11.09 16:00 | s/l | 18 | 0.10 | 1.07250 | 1.07250 | 1.05920 | 8.00 | 10381.42 |
| 63 | 2023.11.09 16:00 | s/l | 19 | 0.10 | 1.07250 | 1.07250 | 1.05920 | -27.73 | 10353.68 |
| 64 | 2023.11.14 16:00 | sell | 20 | 0.10 | 1.08373 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.14 16:00 | modify | 20 | 0.10 | 1.08373 | 1.08773 | 1.06973 | ||
| 66 | 2023.11.14 20:00 | s/l | 20 | 0.10 | 1.08773 | 1.08773 | 1.06973 | -40.00 | 10313.68 |
| 67 | 2023.11.22 16:00 | buy | 21 | 0.10 | 1.08687 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.22 16:00 | modify | 21 | 0.10 | 1.08687 | 1.08287 | 1.10087 | ||
| 69 | 2023.11.27 04:00 | buy | 22 | 0.10 | 1.09483 | 0.00000 | 0.00000 | ||
| 70 | 2023.11.27 04:00 | modify | 22 | 0.10 | 1.09483 | 1.09037 | 1.10087 | ||
| 71 | 2023.11.27 04:00 | modify | 21 | 0.10 | 1.08687 | 1.09037 | 1.10087 | ||
| 72 | 2023.11.28 20:00 | t/p | 21 | 0.10 | 1.10087 | 1.09037 | 1.10087 | 136.02 | 10449.70 |
| 73 | 2023.11.28 20:00 | t/p | 22 | 0.10 | 1.10087 | 1.09037 | 1.10087 | 59.74 | 10509.44 |
| 74 | 2023.11.30 12:00 | buy | 23 | 0.10 | 1.09187 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.30 12:00 | modify | 23 | 0.10 | 1.09187 | 1.08787 | 1.10587 | ||
| 76 | 2023.12.01 16:00 | s/l | 23 | 0.10 | 1.08787 | 1.08787 | 1.10587 | -40.66 | 10468.77 |
| 77 | 2023.12.01 16:00 | buy | 24 | 0.10 | 1.08407 | 0.00000 | 0.00000 | ||
| 78 | 2023.12.01 16:00 | modify | 24 | 0.10 | 1.08407 | 1.08007 | 1.09807 | ||
| 79 | 2023.12.05 16:00 | s/l | 24 | 0.10 | 1.08007 | 1.08007 | 1.09807 | -41.33 | 10427.44 |
| 80 | 2023.12.13 20:00 | sell | 25 | 0.10 | 1.08881 | 0.00000 | 0.00000 | ||
| 81 | 2023.12.13 20:00 | modify | 25 | 0.10 | 1.08881 | 1.09281 | 1.07481 | ||
| 82 | 2023.12.14 12:00 | s/l | 25 | 0.10 | 1.09281 | 1.09281 | 1.07481 | -39.50 | 10387.94 |
| 83 | 2023.12.19 16:00 | sell | 26 | 0.10 | 1.09858 | 0.00000 | 0.00000 | ||
| 84 | 2023.12.19 16:00 | modify | 26 | 0.10 | 1.09858 | 1.10258 | 1.08458 | ||
| 85 | 2023.12.22 12:00 | s/l | 26 | 0.10 | 1.10258 | 1.10258 | 1.08458 | -39.17 | 10348.78 |
| 86 | 2023.12.27 16:00 | sell | 27 | 0.10 | 1.11071 | 0.00000 | 0.00000 | ||
| 87 | 2023.12.27 16:00 | modify | 27 | 0.10 | 1.11071 | 1.11471 | 1.09671 | ||
| 88 | 2024.01.02 16:00 | t/p | 27 | 0.10 | 1.09671 | 1.11471 | 1.09671 | 141.00 | 10489.78 |
| 89 | 2024.01.16 12:00 | buy | 28 | 0.10 | 1.08953 | 0.00000 | 0.00000 | ||
| 90 | 2024.01.16 12:00 | modify | 28 | 0.10 | 1.08953 | 1.08553 | 1.10353 | ||
| 91 | 2024.01.17 16:00 | s/l | 28 | 0.10 | 1.08553 | 1.08553 | 1.10353 | -40.66 | 10449.11 |
| 92 | 2024.02.13 16:00 | buy | 29 | 0.10 | 1.07196 | 0.00000 | 0.00000 | ||
| 93 | 2024.02.13 16:00 | modify | 29 | 0.10 | 1.07196 | 1.06796 | 1.08596 | ||
| 94 | 2024.02.21 20:00 | buy | 30 | 0.10 | 1.08194 | 0.00000 | 0.00000 | ||
| 95 | 2024.02.21 20:00 | modify | 30 | 0.10 | 1.08194 | 1.07756 | 1.08596 | ||
| 96 | 2024.02.21 20:00 | modify | 29 | 0.10 | 1.07196 | 1.07756 | 1.08596 | ||
| 97 | 2024.02.22 12:00 | t/p | 29 | 0.10 | 1.08596 | 1.07756 | 1.08596 | 132.70 | 10581.81 |
| 98 | 2024.02.22 12:00 | t/p | 30 | 0.10 | 1.08596 | 1.07756 | 1.08596 | 38.21 | 10620.02 |
| 99 | 2024.02.22 12:00 | sell | 31 | 0.10 | 1.08572 | 0.00000 | 0.00000 | ||
| 100 | 2024.02.22 12:00 | modify | 31 | 0.10 | 1.08572 | 1.08972 | 1.07172 | ||
| 101 | 2024.02.23 16:00 | sell | 32 | 0.10 | 1.08206 | 0.00000 | 0.00000 | ||
| 102 | 2024.02.23 16:00 | modify | 32 | 0.10 | 1.08206 | 1.08502 | 1.07172 | ||
| 103 | 2024.02.23 16:00 | modify | 31 | 0.10 | 1.08572 | 1.08502 | 1.07172 | ||
| 104 | 2024.02.26 12:00 | s/l | 31 | 0.10 | 1.08502 | 1.08502 | 1.07172 | 7.33 | 10627.35 |
| 105 | 2024.02.26 12:00 | s/l | 32 | 0.10 | 1.08502 | 1.08502 | 1.07172 | -29.43 | 10597.92 |
| 106 | 2024.03.14 16:00 | buy | 33 | 0.10 | 1.08906 | 0.00000 | 0.00000 | ||
| 107 | 2024.03.14 16:00 | modify | 33 | 0.10 | 1.08906 | 1.08506 | 1.10306 | ||
| 108 | 2024.03.19 12:00 | s/l | 33 | 0.10 | 1.08506 | 1.08506 | 1.10306 | -41.99 | 10555.92 |
| 109 | 2024.04.01 16:00 | buy | 34 | 0.10 | 1.07357 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.01 16:00 | modify | 34 | 0.10 | 1.07357 | 1.06957 | 1.08757 | ||
| 111 | 2024.04.02 16:00 | buy | 35 | 0.10 | 1.07719 | 0.00000 | 0.00000 | ||
| 112 | 2024.04.02 16:00 | modify | 35 | 0.10 | 1.07719 | 1.07427 | 1.08757 | ||
| 113 | 2024.04.02 16:00 | modify | 34 | 0.10 | 1.07357 | 1.07427 | 1.08757 | ||
| 114 | 2024.04.03 20:00 | buy | 36 | 0.10 | 1.08364 | 0.00000 | 0.00000 | ||
| 115 | 2024.04.03 20:00 | modify | 36 | 0.10 | 1.08364 | 1.07917 | 1.08757 | ||
| 116 | 2024.04.03 20:00 | modify | 35 | 0.10 | 1.07719 | 1.07917 | 1.08757 | ||
| 117 | 2024.04.03 20:00 | modify | 34 | 0.10 | 1.07357 | 1.07917 | 1.08757 | ||
| 118 | 2024.04.04 16:00 | t/p | 34 | 0.10 | 1.08757 | 1.07917 | 1.08757 | 136.68 | 10692.60 |
| 119 | 2024.04.04 16:00 | t/p | 35 | 0.10 | 1.08757 | 1.07917 | 1.08757 | 101.14 | 10793.75 |
| 120 | 2024.04.04 16:00 | t/p | 36 | 0.10 | 1.08757 | 1.07917 | 1.08757 | 37.31 | 10831.06 |
| 121 | 2024.04.10 16:00 | buy | 37 | 0.10 | 1.07397 | 0.00000 | 0.00000 | ||
| 122 | 2024.04.10 16:00 | modify | 37 | 0.10 | 1.07397 | 1.06997 | 1.08797 | ||
| 123 | 2024.04.11 16:00 | s/l | 37 | 0.10 | 1.06997 | 1.06997 | 1.08797 | -41.99 | 10789.06 |
| 124 | 2024.04.12 12:00 | buy | 38 | 0.10 | 1.06540 | 0.00000 | 0.00000 | ||
| 125 | 2024.04.12 12:00 | modify | 38 | 0.10 | 1.06540 | 1.06140 | 1.07940 | ||
| 126 | 2024.04.16 04:00 | s/l | 38 | 0.10 | 1.06140 | 1.06140 | 1.07940 | -41.33 | 10747.74 |
| 127 | 2024.05.03 16:00 | sell | 39 | 0.10 | 1.07690 | 0.00000 | 0.00000 | ||
| 128 | 2024.05.03 16:00 | modify | 39 | 0.10 | 1.07690 | 1.08090 | 1.06290 | ||
| 129 | 2024.05.13 16:00 | s/l | 39 | 0.10 | 1.08090 | 1.08090 | 1.06290 | -38.67 | 10709.07 |
| 130 | 2024.06.07 16:00 | buy | 40 | 0.10 | 1.08095 | 0.00000 | 0.00000 | ||
| 131 | 2024.06.07 16:00 | modify | 40 | 0.10 | 1.08095 | 1.07695 | 1.09495 | ||
| 132 | 2024.06.10 00:00 | s/l | 40 | 0.10 | 1.07695 | 1.07695 | 1.09495 | -40.66 | 10668.40 |
| 133 | 2024.06.12 16:00 | sell | 41 | 0.10 | 1.08424 | 0.00000 | 0.00000 | ||
| 134 | 2024.06.12 16:00 | modify | 41 | 0.10 | 1.08424 | 1.08824 | 1.07024 | ||
| 135 | 2024.06.12 20:00 | sell | 42 | 0.10 | 1.08065 | 0.00000 | 0.00000 | ||
| 136 | 2024.06.12 20:00 | modify | 42 | 0.10 | 1.08065 | 1.08354 | 1.07024 | ||
| 137 | 2024.06.12 20:00 | modify | 41 | 0.10 | 1.08424 | 1.08354 | 1.07024 | ||
| 138 | 2024.06.14 12:00 | t/p | 41 | 0.10 | 1.07024 | 1.08354 | 1.07024 | 140.67 | 10809.07 |
| 139 | 2024.06.14 12:00 | t/p | 42 | 0.10 | 1.07024 | 1.08354 | 1.07024 | 104.77 | 10913.84 |