Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 2608 | Ticks modelled | 4215 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1218.57 | Gross profit | 2020.03 | Gross loss | -801.46 |
| Profit factor | 2.52 | Expected payoff | 31.25 | ||
| Absolute drawdown | 56.17 | Maximal drawdown | 188.76 (1.70%) | Relative drawdown | 1.71% (174.34) |
| Total trades | 39 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 28 (71.79%) | Loss trades (% of total) | 11 (28.21%) | ||
| Largest | profit trade | 87.45 | loss trade | -91.46 | |
| Average | profit trade | 72.14 | loss trade | -72.86 | |
| Maximum | consecutive wins (profit in money) | 8 (608.03) | consecutive losses (loss in money) | 3 (-146.16) | |
| Maximal | consecutive profit (count of wins) | 608.03 (8) | consecutive loss (count of losses) | -146.16 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 04:00 | sell | 1 | 0.10 | 1.67873 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 04:00 | modify | 1 | 0.10 | 1.67873 | 1.69173 | 1.66573 | ||
| 3 | 2023.09.11 04:00 | sell | 2 | 0.10 | 1.67077 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.11 04:00 | modify | 2 | 0.10 | 1.67077 | 1.67483 | 1.66573 | ||
| 5 | 2023.09.11 04:00 | modify | 1 | 0.10 | 1.67873 | 1.67483 | 1.66573 | ||
| 6 | 2023.09.11 08:00 | t/p | 1 | 0.10 | 1.66573 | 1.67483 | 1.66573 | 86.82 | 10086.82 |
| 7 | 2023.09.11 08:00 | t/p | 2 | 0.10 | 1.66573 | 1.67483 | 1.66573 | 33.90 | 10120.72 |
| 8 | 2023.09.11 08:00 | buy | 3 | 0.10 | 1.66716 | 0.00000 | 0.00000 | ||
| 9 | 2023.09.11 08:00 | modify | 3 | 0.10 | 1.66716 | 1.65416 | 1.68016 | ||
| 10 | 2023.09.14 16:00 | s/l | 3 | 0.10 | 1.65416 | 1.65416 | 1.68016 | -89.95 | 10030.77 |
| 11 | 2023.09.21 08:00 | sell | 4 | 0.10 | 1.66142 | 0.00000 | 0.00000 | ||
| 12 | 2023.09.21 08:00 | modify | 4 | 0.10 | 1.66142 | 1.67442 | 1.64842 | ||
| 13 | 2023.09.22 08:00 | sell | 5 | 0.10 | 1.65477 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.22 08:00 | modify | 5 | 0.10 | 1.65477 | 1.66077 | 1.64842 | ||
| 15 | 2023.09.22 08:00 | modify | 4 | 0.10 | 1.66142 | 1.66077 | 1.64842 | ||
| 16 | 2023.09.22 16:00 | t/p | 4 | 0.10 | 1.64842 | 1.66077 | 1.64842 | 87.34 | 10118.11 |
| 17 | 2023.09.22 16:00 | t/p | 5 | 0.10 | 1.64842 | 1.66077 | 1.64842 | 42.72 | 10160.83 |
| 18 | 2023.09.29 04:00 | buy | 6 | 0.10 | 1.63806 | 0.00000 | 0.00000 | ||
| 19 | 2023.09.29 04:00 | modify | 6 | 0.10 | 1.63806 | 1.62506 | 1.65106 | ||
| 20 | 2023.10.02 08:00 | t/p | 6 | 0.10 | 1.65106 | 1.62506 | 1.65106 | 86.93 | 10247.76 |
| 21 | 2023.10.03 08:00 | sell | 7 | 0.10 | 1.65904 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.03 08:00 | modify | 7 | 0.10 | 1.65904 | 1.67204 | 1.64604 | ||
| 23 | 2023.10.10 04:00 | t/p | 7 | 0.10 | 1.64604 | 1.67204 | 1.64604 | 86.71 | 10334.47 |
| 24 | 2023.10.19 04:00 | sell | 8 | 0.10 | 1.67202 | 0.00000 | 0.00000 | ||
| 25 | 2023.10.19 04:00 | modify | 8 | 0.10 | 1.67202 | 1.68502 | 1.65902 | ||
| 26 | 2023.10.25 04:00 | t/p | 8 | 0.10 | 1.65902 | 1.68502 | 1.65902 | 87.03 | 10421.50 |
| 27 | 2023.10.25 04:00 | buy | 9 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 28 | 2023.10.25 04:00 | modify | 9 | 0.10 | 1.66176 | 1.64876 | 1.67476 | ||
| 29 | 2023.10.25 12:00 | buy | 10 | 0.10 | 1.66844 | 0.00000 | 0.00000 | ||
| 30 | 2023.10.25 12:00 | modify | 10 | 0.10 | 1.66844 | 1.66241 | 1.67476 | ||
| 31 | 2023.10.25 12:00 | modify | 9 | 0.10 | 1.66176 | 1.66241 | 1.67476 | ||
| 32 | 2023.10.25 20:00 | t/p | 9 | 0.10 | 1.67476 | 1.66241 | 1.67476 | 87.44 | 10508.94 |
| 33 | 2023.10.25 20:00 | t/p | 10 | 0.10 | 1.67476 | 1.66241 | 1.67476 | 42.51 | 10551.45 |
| 34 | 2023.10.31 12:00 | sell | 11 | 0.10 | 1.67428 | 0.00000 | 0.00000 | ||
| 35 | 2023.10.31 12:00 | modify | 11 | 0.10 | 1.67428 | 1.68728 | 1.66128 | ||
| 36 | 2023.11.01 16:00 | t/p | 11 | 0.10 | 1.66128 | 1.68728 | 1.66128 | 87.34 | 10638.79 |
| 37 | 2023.11.07 08:00 | sell | 12 | 0.10 | 1.66510 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.07 08:00 | modify | 12 | 0.10 | 1.66510 | 1.67810 | 1.65210 | ||
| 39 | 2023.11.10 04:00 | s/l | 12 | 0.10 | 1.67810 | 1.67810 | 1.65210 | -87.98 | 10550.82 |
| 40 | 2023.11.10 04:00 | sell | 13 | 0.10 | 1.67886 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.10 04:00 | modify | 13 | 0.10 | 1.67886 | 1.69186 | 1.66586 | ||
| 42 | 2023.11.15 12:00 | t/p | 13 | 0.10 | 1.66586 | 1.69186 | 1.66586 | 87.13 | 10637.95 |
| 43 | 2023.11.15 12:00 | buy | 14 | 0.10 | 1.66448 | 0.00000 | 0.00000 | ||
| 44 | 2023.11.15 12:00 | modify | 14 | 0.10 | 1.66448 | 1.65148 | 1.67748 | ||
| 45 | 2023.11.16 16:00 | t/p | 14 | 0.10 | 1.67748 | 1.65148 | 1.67748 | 85.92 | 10723.87 |
| 46 | 2023.11.20 08:00 | buy | 15 | 0.10 | 1.66620 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.20 08:00 | modify | 15 | 0.10 | 1.66620 | 1.65320 | 1.67920 | ||
| 48 | 2023.11.28 04:00 | s/l | 15 | 0.10 | 1.65320 | 1.65320 | 1.67920 | -91.46 | 10632.41 |
| 49 | 2023.12.05 04:00 | sell | 16 | 0.10 | 1.64841 | 0.00000 | 0.00000 | ||
| 50 | 2023.12.05 04:00 | modify | 16 | 0.10 | 1.64841 | 1.66141 | 1.63541 | ||
| 51 | 2023.12.07 12:00 | sell | 17 | 0.10 | 1.64038 | 0.00000 | 0.00000 | ||
| 52 | 2023.12.07 12:00 | modify | 17 | 0.10 | 1.64038 | 1.64451 | 1.63541 | ||
| 53 | 2023.12.07 12:00 | modify | 16 | 0.10 | 1.64841 | 1.64451 | 1.63541 | ||
| 54 | 2023.12.07 20:00 | t/p | 16 | 0.10 | 1.63541 | 1.64451 | 1.63541 | 87.03 | 10719.44 |
| 55 | 2023.12.07 20:00 | t/p | 17 | 0.10 | 1.63541 | 1.64451 | 1.63541 | 33.44 | 10752.88 |
| 56 | 2023.12.20 12:00 | buy | 18 | 0.10 | 1.61561 | 0.00000 | 0.00000 | ||
| 57 | 2023.12.20 12:00 | modify | 18 | 0.10 | 1.61561 | 1.60261 | 1.62861 | ||
| 58 | 2023.12.28 12:00 | t/p | 18 | 0.10 | 1.62861 | 1.60261 | 1.62861 | 82.39 | 10835.27 |
| 59 | 2023.12.29 12:00 | sell | 19 | 0.10 | 1.62871 | 0.00000 | 0.00000 | ||
| 60 | 2023.12.29 12:00 | modify | 19 | 0.10 | 1.62871 | 1.64171 | 1.61571 | ||
| 61 | 2024.01.02 08:00 | t/p | 19 | 0.10 | 1.61571 | 1.64171 | 1.61571 | 87.24 | 10922.51 |
| 62 | 2024.01.16 04:00 | sell | 20 | 0.10 | 1.65101 | 0.00000 | 0.00000 | ||
| 63 | 2024.01.16 04:00 | modify | 20 | 0.10 | 1.65101 | 1.66401 | 1.63801 | ||
| 64 | 2024.01.18 04:00 | s/l | 20 | 0.10 | 1.66401 | 1.66401 | 1.63801 | -87.88 | 10834.63 |
| 65 | 2024.01.29 12:00 | buy | 21 | 0.10 | 1.64026 | 0.00000 | 0.00000 | ||
| 66 | 2024.01.29 12:00 | modify | 21 | 0.10 | 1.64026 | 1.62726 | 1.65326 | ||
| 67 | 2024.02.01 08:00 | t/p | 21 | 0.10 | 1.65326 | 1.62726 | 1.65326 | 84.92 | 10919.55 |
| 68 | 2024.02.01 12:00 | sell | 22 | 0.10 | 1.65803 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.01 12:00 | modify | 22 | 0.10 | 1.65803 | 1.67103 | 1.64503 | ||
| 70 | 2024.02.12 16:00 | sell | 23 | 0.10 | 1.64870 | 0.00000 | 0.00000 | ||
| 71 | 2024.02.12 16:00 | modify | 23 | 0.10 | 1.64870 | 1.65348 | 1.64503 | ||
| 72 | 2024.02.12 16:00 | modify | 22 | 0.10 | 1.65803 | 1.65348 | 1.64503 | ||
| 73 | 2024.02.13 16:00 | s/l | 22 | 0.10 | 1.65348 | 1.65348 | 1.64503 | 29.56 | 10949.10 |
| 74 | 2024.02.13 16:00 | s/l | 23 | 0.10 | 1.65348 | 1.65348 | 1.64503 | -32.27 | 10916.84 |
| 75 | 2024.03.07 08:00 | buy | 24 | 0.10 | 1.65357 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.07 08:00 | modify | 24 | 0.10 | 1.65357 | 1.64057 | 1.66657 | ||
| 77 | 2024.03.15 20:00 | buy | 25 | 0.10 | 1.66007 | 0.00000 | 0.00000 | ||
| 78 | 2024.03.15 20:00 | modify | 25 | 0.10 | 1.66007 | 1.65422 | 1.66657 | ||
| 79 | 2024.03.15 20:00 | modify | 24 | 0.10 | 1.65357 | 1.65422 | 1.66657 | ||
| 80 | 2024.03.19 08:00 | t/p | 24 | 0.10 | 1.66657 | 1.65422 | 1.66657 | 82.39 | 10999.23 |
| 81 | 2024.03.19 08:00 | t/p | 25 | 0.10 | 1.66657 | 1.65422 | 1.66657 | 42.70 | 11041.93 |
| 82 | 2024.03.21 04:00 | buy | 26 | 0.10 | 1.65123 | 0.00000 | 0.00000 | ||
| 83 | 2024.03.21 04:00 | modify | 26 | 0.10 | 1.65123 | 1.63823 | 1.66423 | ||
| 84 | 2024.03.27 04:00 | buy | 27 | 0.10 | 1.66043 | 0.00000 | 0.00000 | ||
| 85 | 2024.03.27 04:00 | modify | 27 | 0.10 | 1.66043 | 1.65578 | 1.66423 | ||
| 86 | 2024.03.27 04:00 | modify | 26 | 0.10 | 1.65123 | 1.65578 | 1.66423 | ||
| 87 | 2024.03.27 12:00 | buy | 28 | 0.10 | 1.65933 | 0.00000 | 0.00000 | ||
| 88 | 2024.03.27 12:00 | modify | 28 | 0.10 | 1.65933 | 1.65513 | 1.66423 | ||
| 89 | 2024.03.27 16:00 | modify | 28 | 0.10 | 1.65933 | 1.65578 | 1.66423 | ||
| 90 | 2024.03.28 00:00 | s/l | 26 | 0.10 | 1.65578 | 1.65578 | 1.66423 | 27.07 | 11069.00 |
| 91 | 2024.03.28 00:00 | s/l | 27 | 0.10 | 1.65578 | 1.65578 | 1.66423 | -32.79 | 11036.21 |
| 92 | 2024.03.28 00:00 | s/l | 28 | 0.10 | 1.65578 | 1.65578 | 1.66423 | -25.39 | 11010.82 |
| 93 | 2024.04.16 04:00 | sell | 29 | 0.10 | 1.65323 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.16 04:00 | modify | 29 | 0.10 | 1.65323 | 1.66623 | 1.64023 | ||
| 95 | 2024.04.19 04:00 | s/l | 29 | 0.10 | 1.66623 | 1.66623 | 1.64023 | -87.98 | 10922.84 |
| 96 | 2024.04.19 04:00 | sell | 30 | 0.10 | 1.66437 | 0.00000 | 0.00000 | ||
| 97 | 2024.04.19 04:00 | modify | 30 | 0.10 | 1.66437 | 1.67737 | 1.65137 | ||
| 98 | 2024.04.23 00:00 | t/p | 30 | 0.10 | 1.65137 | 1.67737 | 1.65137 | 87.24 | 11010.08 |
| 99 | 2024.04.24 04:00 | buy | 31 | 0.10 | 1.64323 | 0.00000 | 0.00000 | ||
| 100 | 2024.04.24 04:00 | modify | 31 | 0.10 | 1.64323 | 1.63023 | 1.65623 | ||
| 101 | 2024.04.29 08:00 | s/l | 31 | 0.10 | 1.63023 | 1.63023 | 1.65623 | -89.96 | 10920.12 |
| 102 | 2024.06.26 08:00 | buy | 32 | 0.10 | 1.60110 | 0.00000 | 0.00000 | ||
| 103 | 2024.06.26 08:00 | modify | 32 | 0.10 | 1.60110 | 1.58810 | 1.61410 | ||
| 104 | 2024.06.27 12:00 | buy | 33 | 0.10 | 1.60787 | 0.00000 | 0.00000 | ||
| 105 | 2024.06.27 12:00 | modify | 33 | 0.10 | 1.60787 | 1.60175 | 1.61410 | ||
| 106 | 2024.06.27 12:00 | modify | 32 | 0.10 | 1.60110 | 1.60175 | 1.61410 | ||
| 107 | 2024.06.28 04:00 | t/p | 32 | 0.10 | 1.61410 | 1.60175 | 1.61410 | 85.41 | 11005.54 |
| 108 | 2024.06.28 04:00 | t/p | 33 | 0.10 | 1.61410 | 1.60175 | 1.61410 | 41.40 | 11046.93 |
| 109 | 2024.07.25 04:00 | sell | 34 | 0.10 | 1.65472 | 0.00000 | 0.00000 | ||
| 110 | 2024.07.25 04:00 | modify | 34 | 0.10 | 1.65472 | 1.66772 | 1.64172 | ||
| 111 | 2024.07.31 04:00 | s/l | 34 | 0.10 | 1.66772 | 1.66772 | 1.64172 | -87.87 | 10959.06 |
| 112 | 2024.07.31 04:00 | sell | 35 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 113 | 2024.07.31 04:00 | modify | 35 | 0.10 | 1.66530 | 1.67830 | 1.65230 | ||
| 114 | 2024.08.01 12:00 | t/p | 35 | 0.10 | 1.65230 | 1.67830 | 1.65230 | 87.13 | 11046.20 |
| 115 | 2024.08.06 00:00 | buy | 36 | 0.10 | 1.68094 | 0.00000 | 0.00000 | ||
| 116 | 2024.08.06 00:00 | modify | 36 | 0.10 | 1.68094 | 1.66794 | 1.69394 | ||
| 117 | 2024.08.07 04:00 | s/l | 36 | 0.10 | 1.66794 | 1.66794 | 1.69394 | -87.93 | 10958.26 |
| 118 | 2024.08.07 04:00 | buy | 37 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 119 | 2024.08.07 04:00 | modify | 37 | 0.10 | 1.66380 | 1.65080 | 1.67680 | ||
| 120 | 2024.08.08 00:00 | t/p | 37 | 0.10 | 1.67680 | 1.65080 | 1.67680 | 85.93 | 11044.19 |
| 121 | 2024.08.08 00:00 | sell | 38 | 0.10 | 1.67626 | 0.00000 | 0.00000 | ||
| 122 | 2024.08.08 00:00 | modify | 38 | 0.10 | 1.67626 | 1.68926 | 1.66326 | ||
| 123 | 2024.08.08 16:00 | t/p | 38 | 0.10 | 1.66326 | 1.68926 | 1.66326 | 87.45 | 11131.64 |
| 124 | 2024.08.29 12:00 | buy | 39 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 125 | 2024.08.29 12:00 | modify | 39 | 0.10 | 1.62777 | 1.61477 | 1.64077 | ||
| 126 | 2024.08.30 23:59 | t/p | 39 | 0.10 | 1.64077 | 1.61477 | 1.64077 | 86.93 | 11218.57 |