Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| 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=0; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2604 | Ticks modelled | 4206 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 657.03 | Gross profit | 1356.72 | Gross loss | -699.69 |
| Profit factor | 1.94 | Expected payoff | 19.91 | ||
| Absolute drawdown | 27.56 | Maximal drawdown | 176.13 (1.67%) | Relative drawdown | 1.67% (176.13) |
| Total trades | 33 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 20 (75.00%) |
| Profit trades (% of total) | 20 (60.61%) | Loss trades (% of total) | 13 (39.39%) | ||
| Largest | profit trade | 101.46 | loss trade | -86.41 | |
| Average | profit trade | 67.84 | loss trade | -53.82 | |
| Maximum | consecutive wins (profit in money) | 5 (276.89) | consecutive losses (loss in money) | 3 (-124.22) | |
| Maximal | consecutive profit (count of wins) | 276.89 (5) | consecutive loss (count of losses) | -163.62 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.04 12:00 | buy | 1 | 0.10 | 1.62975 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.04 12:00 | modify | 1 | 0.10 | 1.62975 | 1.61775 | 1.64475 | ||
| 3 | 2023.07.07 16:00 | t/p | 1 | 0.10 | 1.64475 | 1.61775 | 1.64475 | 99.58 | 10099.58 |
| 4 | 2023.07.13 16:00 | buy | 2 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.13 16:00 | modify | 2 | 0.10 | 1.62918 | 1.61718 | 1.64418 | ||
| 6 | 2023.07.17 04:00 | t/p | 2 | 0.10 | 1.64418 | 1.61718 | 1.64418 | 100.71 | 10200.29 |
| 7 | 2023.07.17 08:00 | sell | 3 | 0.10 | 1.64935 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.17 08:00 | modify | 3 | 0.10 | 1.64935 | 1.66135 | 1.63435 | ||
| 9 | 2023.07.20 04:00 | sell | 4 | 0.10 | 1.64310 | 0.00000 | 0.00000 | ||
| 10 | 2023.07.20 04:00 | modify | 4 | 0.10 | 1.64310 | 1.64860 | 1.63435 | ||
| 11 | 2023.07.20 04:00 | modify | 3 | 0.10 | 1.64935 | 1.64860 | 1.63435 | ||
| 12 | 2023.07.21 12:00 | s/l | 3 | 0.10 | 1.64860 | 1.64860 | 1.63435 | 4.25 | 10204.53 |
| 13 | 2023.07.21 12:00 | s/l | 4 | 0.10 | 1.64860 | 1.64860 | 1.63435 | -37.35 | 10167.19 |
| 14 | 2023.07.25 16:00 | buy | 5 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.25 16:00 | modify | 5 | 0.10 | 1.62799 | 1.61599 | 1.64299 | ||
| 16 | 2023.07.26 04:00 | buy | 6 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.26 04:00 | modify | 6 | 0.10 | 1.63416 | 1.62874 | 1.64299 | ||
| 18 | 2023.07.26 04:00 | modify | 5 | 0.10 | 1.62799 | 1.62874 | 1.64299 | ||
| 19 | 2023.07.26 16:00 | t/p | 5 | 0.10 | 1.64299 | 1.62874 | 1.64299 | 101.09 | 10268.27 |
| 20 | 2023.07.26 16:00 | t/p | 6 | 0.10 | 1.64299 | 1.62874 | 1.64299 | 59.73 | 10328.00 |
| 21 | 2023.08.02 04:00 | sell | 7 | 0.10 | 1.66636 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.02 04:00 | modify | 7 | 0.10 | 1.66636 | 1.67836 | 1.65136 | ||
| 23 | 2023.08.08 04:00 | s/l | 7 | 0.10 | 1.67836 | 1.67836 | 1.65136 | -82.01 | 10245.99 |
| 24 | 2023.09.05 08:00 | sell | 8 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 25 | 2023.09.05 08:00 | modify | 8 | 0.10 | 1.68668 | 1.69868 | 1.67168 | ||
| 26 | 2023.09.11 04:00 | t/p | 8 | 0.10 | 1.67168 | 1.69868 | 1.67168 | 100.66 | 10346.64 |
| 27 | 2023.09.14 16:00 | buy | 9 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 28 | 2023.09.14 16:00 | modify | 9 | 0.10 | 1.65504 | 1.64304 | 1.67004 | ||
| 29 | 2023.09.28 20:00 | s/l | 9 | 0.10 | 1.64304 | 1.64304 | 1.67004 | -86.41 | 10260.23 |
| 30 | 2023.09.29 04:00 | buy | 10 | 0.10 | 1.63806 | 0.00000 | 0.00000 | ||
| 31 | 2023.09.29 04:00 | modify | 10 | 0.10 | 1.63806 | 1.62606 | 1.65306 | ||
| 32 | 2023.10.02 04:00 | buy | 11 | 0.10 | 1.64872 | 0.00000 | 0.00000 | ||
| 33 | 2023.10.02 04:00 | modify | 11 | 0.10 | 1.64872 | 1.64331 | 1.65306 | ||
| 34 | 2023.10.02 04:00 | modify | 10 | 0.10 | 1.63806 | 1.64331 | 1.65306 | ||
| 35 | 2023.10.03 08:00 | t/p | 10 | 0.10 | 1.65306 | 1.64331 | 1.65306 | 100.71 | 10360.94 |
| 36 | 2023.10.03 08:00 | t/p | 11 | 0.10 | 1.65306 | 1.64331 | 1.65306 | 28.98 | 10389.92 |
| 37 | 2023.10.03 12:00 | sell | 12 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
| 38 | 2023.10.03 12:00 | modify | 12 | 0.10 | 1.66145 | 1.67345 | 1.64645 | ||
| 39 | 2023.10.05 20:00 | sell | 13 | 0.10 | 1.65545 | 0.00000 | 0.00000 | ||
| 40 | 2023.10.05 20:00 | modify | 13 | 0.10 | 1.65545 | 1.66070 | 1.64645 | ||
| 41 | 2023.10.05 20:00 | modify | 12 | 0.10 | 1.66145 | 1.66070 | 1.64645 | ||
| 42 | 2023.10.06 04:00 | sell | 14 | 0.10 | 1.65377 | 0.00000 | 0.00000 | ||
| 43 | 2023.10.06 04:00 | modify | 14 | 0.10 | 1.65377 | 1.65770 | 1.64645 | ||
| 44 | 2023.10.06 04:00 | modify | 13 | 0.10 | 1.65545 | 1.65770 | 1.64645 | ||
| 45 | 2023.10.06 04:00 | modify | 12 | 0.10 | 1.66145 | 1.65770 | 1.64645 | ||
| 46 | 2023.10.06 08:00 | s/l | 12 | 0.10 | 1.65770 | 1.65770 | 1.64645 | 24.68 | 10414.60 |
| 47 | 2023.10.06 08:00 | s/l | 13 | 0.10 | 1.65770 | 1.65770 | 1.64645 | -15.36 | 10399.24 |
| 48 | 2023.10.06 08:00 | s/l | 14 | 0.10 | 1.65770 | 1.65770 | 1.64645 | -26.58 | 10372.66 |
| 49 | 2023.10.12 16:00 | sell | 15 | 0.10 | 1.66599 | 0.00000 | 0.00000 | ||
| 50 | 2023.10.12 16:00 | modify | 15 | 0.10 | 1.66599 | 1.67799 | 1.65099 | ||
| 51 | 2023.10.20 12:00 | s/l | 15 | 0.10 | 1.67799 | 1.67799 | 1.65099 | -82.28 | 10290.38 |
| 52 | 2023.10.25 04:00 | buy | 16 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.25 04:00 | modify | 16 | 0.10 | 1.66176 | 1.64976 | 1.67676 | ||
| 54 | 2023.10.26 00:00 | t/p | 16 | 0.10 | 1.67676 | 1.64976 | 1.67676 | 100.34 | 10390.72 |
| 55 | 2023.11.07 08:00 | sell | 17 | 0.10 | 1.66510 | 0.00000 | 0.00000 | ||
| 56 | 2023.11.07 08:00 | modify | 17 | 0.10 | 1.66510 | 1.67710 | 1.65010 | ||
| 57 | 2023.11.10 00:00 | s/l | 17 | 0.10 | 1.67710 | 1.67710 | 1.65010 | -81.87 | 10308.85 |
| 58 | 2023.12.01 16:00 | buy | 18 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 59 | 2023.12.01 16:00 | modify | 18 | 0.10 | 1.63260 | 1.62060 | 1.64760 | ||
| 60 | 2023.12.05 04:00 | t/p | 18 | 0.10 | 1.64760 | 1.62060 | 1.64760 | 100.71 | 10409.56 |
| 61 | 2023.12.14 04:00 | buy | 19 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
| 62 | 2023.12.14 04:00 | modify | 19 | 0.10 | 1.62447 | 1.61247 | 1.63947 | ||
| 63 | 2023.12.14 16:00 | t/p | 19 | 0.10 | 1.63947 | 1.61247 | 1.63947 | 101.46 | 10511.02 |
| 64 | 2024.01.16 04:00 | sell | 20 | 0.10 | 1.65101 | 0.00000 | 0.00000 | ||
| 65 | 2024.01.16 04:00 | modify | 20 | 0.10 | 1.65101 | 1.66301 | 1.63601 | ||
| 66 | 2024.01.17 12:00 | s/l | 20 | 0.10 | 1.66301 | 1.66301 | 1.63601 | -81.33 | 10429.70 |
| 67 | 2024.02.26 16:00 | sell | 21 | 0.10 | 1.65928 | 0.00000 | 0.00000 | ||
| 68 | 2024.02.26 16:00 | modify | 21 | 0.10 | 1.65928 | 1.67128 | 1.64428 | ||
| 69 | 2024.03.05 08:00 | s/l | 21 | 0.10 | 1.67128 | 1.67128 | 1.64428 | -82.29 | 10347.41 |
| 70 | 2024.03.05 08:00 | sell | 22 | 0.10 | 1.67262 | 0.00000 | 0.00000 | ||
| 71 | 2024.03.05 08:00 | modify | 22 | 0.10 | 1.67262 | 1.68462 | 1.65762 | ||
| 72 | 2024.03.07 04:00 | t/p | 22 | 0.10 | 1.65762 | 1.68462 | 1.65762 | 100.93 | 10448.34 |
| 73 | 2024.03.07 08:00 | buy | 23 | 0.10 | 1.65357 | 0.00000 | 0.00000 | ||
| 74 | 2024.03.07 08:00 | modify | 23 | 0.10 | 1.65357 | 1.64157 | 1.66857 | ||
| 75 | 2024.03.20 08:00 | buy | 24 | 0.10 | 1.66433 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.20 08:00 | modify | 24 | 0.10 | 1.66433 | 1.65882 | 1.66857 | ||
| 77 | 2024.03.20 08:00 | modify | 23 | 0.10 | 1.65357 | 1.65882 | 1.66857 | ||
| 78 | 2024.03.20 20:00 | s/l | 23 | 0.10 | 1.65882 | 1.65882 | 1.66857 | 31.39 | 10479.73 |
| 79 | 2024.03.20 20:00 | s/l | 24 | 0.10 | 1.65882 | 1.65882 | 1.66857 | -37.27 | 10442.46 |
| 80 | 2024.03.21 04:00 | buy | 25 | 0.10 | 1.65123 | 0.00000 | 0.00000 | ||
| 81 | 2024.03.21 04:00 | modify | 25 | 0.10 | 1.65123 | 1.63923 | 1.66623 | ||
| 82 | 2024.03.25 00:00 | buy | 26 | 0.10 | 1.65894 | 0.00000 | 0.00000 | ||
| 83 | 2024.03.25 00:00 | modify | 26 | 0.10 | 1.65894 | 1.65498 | 1.66623 | ||
| 84 | 2024.03.25 00:00 | modify | 25 | 0.10 | 1.65123 | 1.65498 | 1.66623 | ||
| 85 | 2024.03.25 04:00 | s/l | 25 | 0.10 | 1.65498 | 1.65498 | 1.66623 | 24.62 | 10467.08 |
| 86 | 2024.03.25 04:00 | s/l | 26 | 0.10 | 1.65498 | 1.65498 | 1.66623 | -26.78 | 10440.30 |
| 87 | 2024.04.04 08:00 | buy | 27 | 0.10 | 1.64714 | 0.00000 | 0.00000 | ||
| 88 | 2024.04.04 08:00 | modify | 27 | 0.10 | 1.64714 | 1.63514 | 1.66214 | ||
| 89 | 2024.04.16 08:00 | buy | 28 | 0.10 | 1.65482 | 0.00000 | 0.00000 | ||
| 90 | 2024.04.16 08:00 | modify | 28 | 0.10 | 1.65482 | 1.65089 | 1.66214 | ||
| 91 | 2024.04.16 08:00 | modify | 27 | 0.10 | 1.64714 | 1.65089 | 1.66214 | ||
| 92 | 2024.04.18 20:00 | buy | 29 | 0.10 | 1.65774 | 0.00000 | 0.00000 | ||
| 93 | 2024.04.18 20:00 | modify | 29 | 0.10 | 1.65774 | 1.65239 | 1.66214 | ||
| 94 | 2024.04.18 20:00 | modify | 28 | 0.10 | 1.65482 | 1.65239 | 1.66214 | ||
| 95 | 2024.04.18 20:00 | modify | 27 | 0.10 | 1.64714 | 1.65239 | 1.66214 | ||
| 96 | 2024.04.19 04:00 | t/p | 27 | 0.10 | 1.66214 | 1.65239 | 1.66214 | 95.84 | 10536.14 |
| 97 | 2024.04.19 04:00 | t/p | 28 | 0.10 | 1.66214 | 1.65239 | 1.66214 | 47.64 | 10583.78 |
| 98 | 2024.04.19 04:00 | t/p | 29 | 0.10 | 1.66214 | 1.65239 | 1.66214 | 29.39 | 10613.17 |
| 99 | 2024.04.19 04:00 | sell | 30 | 0.10 | 1.66437 | 0.00000 | 0.00000 | ||
| 100 | 2024.04.19 04:00 | modify | 30 | 0.10 | 1.66437 | 1.67637 | 1.64937 | ||
| 101 | 2024.04.23 04:00 | t/p | 30 | 0.10 | 1.64937 | 1.67637 | 1.64937 | 101.21 | 10714.37 |
| 102 | 2024.05.03 16:00 | buy | 31 | 0.10 | 1.62851 | 0.00000 | 0.00000 | ||
| 103 | 2024.05.03 16:00 | modify | 31 | 0.10 | 1.62851 | 1.61651 | 1.64351 | ||
| 104 | 2024.05.08 08:00 | buy | 32 | 0.10 | 1.63476 | 0.00000 | 0.00000 | ||
| 105 | 2024.05.08 08:00 | modify | 32 | 0.10 | 1.63476 | 1.62926 | 1.64351 | ||
| 106 | 2024.05.08 08:00 | modify | 31 | 0.10 | 1.62851 | 1.62926 | 1.64351 | ||
| 107 | 2024.05.09 16:00 | s/l | 31 | 0.10 | 1.62926 | 1.62926 | 1.64351 | 2.82 | 10717.19 |
| 108 | 2024.05.09 16:00 | s/l | 32 | 0.10 | 1.62926 | 1.62926 | 1.64351 | -38.32 | 10678.87 |
| 109 | 2024.06.19 08:00 | buy | 33 | 0.10 | 1.60943 | 0.00000 | 0.00000 | ||
| 110 | 2024.06.19 08:00 | modify | 33 | 0.10 | 1.60943 | 1.59743 | 1.62443 | ||
| 111 | 2024.06.28 23:59 | close at stop | 33 | 0.10 | 1.60681 | 1.59743 | 1.62443 | -21.84 | 10657.03 |