Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=150; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=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 | 7218 | Ticks modelled | 13435 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1527.73 | Gross profit | 1862.40 | Gross loss | -334.66 |
| Profit factor | 5.56 | Expected payoff | 41.29 | ||
| Absolute drawdown | 6.35 | Maximal drawdown | 177.56 (1.56%) | Relative drawdown | 1.56% (177.56) |
| Total trades | 37 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 22 (90.91%) |
| Profit trades (% of total) | 30 (81.08%) | Loss trades (% of total) | 7 (18.92%) | ||
| Largest | profit trade | 100.81 | loss trade | -103.29 | |
| Average | profit trade | 62.08 | loss trade | -47.81 | |
| Maximum | consecutive wins (profit in money) | 11 (711.47) | consecutive losses (loss in money) | 2 (-138.71) | |
| Maximal | consecutive profit (count of wins) | 711.47 (11) | consecutive loss (count of losses) | -138.71 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.11 07:00 | buy | 1 | 0.10 | 1.66736 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.11 07:00 | modify | 1 | 0.10 | 1.66736 | 1.65236 | 1.68236 | ||
| 3 | 2023.09.13 02:00 | buy | 2 | 0.10 | 1.67646 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.13 02:00 | modify | 2 | 0.10 | 1.67646 | 1.67261 | 1.68236 | ||
| 5 | 2023.09.13 02:00 | modify | 1 | 0.10 | 1.66736 | 1.67261 | 1.68236 | ||
| 6 | 2023.09.13 14:00 | s/l | 1 | 0.10 | 1.67261 | 1.67261 | 1.68236 | 34.29 | 10034.29 |
| 7 | 2023.09.13 14:00 | s/l | 2 | 0.10 | 1.67261 | 1.67261 | 1.68236 | -25.87 | 10008.42 |
| 8 | 2023.09.21 10:00 | sell | 3 | 0.10 | 1.66289 | 0.00000 | 0.00000 | ||
| 9 | 2023.09.21 10:00 | modify | 3 | 0.10 | 1.66289 | 1.67789 | 1.64789 | ||
| 10 | 2023.09.22 09:00 | sell | 4 | 0.10 | 1.65362 | 0.00000 | 0.00000 | ||
| 11 | 2023.09.22 09:00 | modify | 4 | 0.10 | 1.65362 | 1.65764 | 1.64789 | ||
| 12 | 2023.09.22 09:00 | modify | 3 | 0.10 | 1.66289 | 1.65764 | 1.64789 | ||
| 13 | 2023.09.22 13:00 | t/p | 3 | 0.10 | 1.64789 | 1.65764 | 1.64789 | 100.73 | 10109.14 |
| 14 | 2023.09.22 13:00 | t/p | 4 | 0.10 | 1.64789 | 1.65764 | 1.64789 | 38.52 | 10147.66 |
| 15 | 2023.09.29 04:00 | buy | 5 | 0.10 | 1.63806 | 0.00000 | 0.00000 | ||
| 16 | 2023.09.29 04:00 | modify | 5 | 0.10 | 1.63806 | 1.62306 | 1.65306 | ||
| 17 | 2023.10.02 23:00 | buy | 6 | 0.10 | 1.64724 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.02 23:00 | modify | 6 | 0.10 | 1.64724 | 1.64331 | 1.65306 | ||
| 19 | 2023.10.02 23:00 | modify | 5 | 0.10 | 1.63806 | 1.64331 | 1.65306 | ||
| 20 | 2023.10.03 02:00 | buy | 7 | 0.10 | 1.64949 | 0.00000 | 0.00000 | ||
| 21 | 2023.10.03 02:00 | modify | 7 | 0.10 | 1.64949 | 1.64406 | 1.65306 | ||
| 22 | 2023.10.03 02:00 | modify | 6 | 0.10 | 1.64724 | 1.64406 | 1.65306 | ||
| 23 | 2023.10.03 02:00 | modify | 5 | 0.10 | 1.63806 | 1.64406 | 1.65306 | ||
| 24 | 2023.10.03 05:00 | t/p | 5 | 0.10 | 1.65306 | 1.64406 | 1.65306 | 99.82 | 10247.48 |
| 25 | 2023.10.03 05:00 | t/p | 6 | 0.10 | 1.65306 | 1.64406 | 1.65306 | 38.61 | 10286.09 |
| 26 | 2023.10.03 05:00 | t/p | 7 | 0.10 | 1.65306 | 1.64406 | 1.65306 | 23.99 | 10310.08 |
| 27 | 2023.10.19 05:00 | sell | 8 | 0.10 | 1.67124 | 0.00000 | 0.00000 | ||
| 28 | 2023.10.19 05:00 | modify | 8 | 0.10 | 1.67124 | 1.68624 | 1.65624 | ||
| 29 | 2023.10.25 02:00 | t/p | 8 | 0.10 | 1.65624 | 1.68624 | 1.65624 | 100.40 | 10410.49 |
| 30 | 2023.10.25 02:00 | buy | 9 | 0.10 | 1.65801 | 0.00000 | 0.00000 | ||
| 31 | 2023.10.25 02:00 | modify | 9 | 0.10 | 1.65801 | 1.64301 | 1.67301 | ||
| 32 | 2023.10.25 08:00 | buy | 10 | 0.10 | 1.66571 | 0.00000 | 0.00000 | ||
| 33 | 2023.10.25 08:00 | modify | 10 | 0.10 | 1.66571 | 1.65876 | 1.67301 | ||
| 34 | 2023.10.25 08:00 | modify | 9 | 0.10 | 1.65801 | 1.65876 | 1.67301 | ||
| 35 | 2023.10.25 10:00 | buy | 11 | 0.10 | 1.66948 | 0.00000 | 0.00000 | ||
| 36 | 2023.10.25 10:00 | modify | 11 | 0.10 | 1.66948 | 1.66401 | 1.67301 | ||
| 37 | 2023.10.25 10:00 | modify | 10 | 0.10 | 1.66571 | 1.66401 | 1.67301 | ||
| 38 | 2023.10.25 10:00 | modify | 9 | 0.10 | 1.65801 | 1.66401 | 1.67301 | ||
| 39 | 2023.10.25 15:00 | t/p | 9 | 0.10 | 1.67301 | 1.66401 | 1.67301 | 100.81 | 10511.30 |
| 40 | 2023.10.25 15:00 | t/p | 10 | 0.10 | 1.67301 | 1.66401 | 1.67301 | 49.06 | 10560.36 |
| 41 | 2023.10.25 15:00 | t/p | 11 | 0.10 | 1.67301 | 1.66401 | 1.67301 | 23.72 | 10584.08 |
| 42 | 2023.10.31 11:00 | sell | 12 | 0.10 | 1.67457 | 0.00000 | 0.00000 | ||
| 43 | 2023.10.31 11:00 | modify | 12 | 0.10 | 1.67457 | 1.68957 | 1.65957 | ||
| 44 | 2023.11.01 13:00 | t/p | 12 | 0.10 | 1.65957 | 1.68957 | 1.65957 | 100.73 | 10684.80 |
| 45 | 2023.11.16 05:00 | sell | 13 | 0.10 | 1.67482 | 0.00000 | 0.00000 | ||
| 46 | 2023.11.16 05:00 | modify | 13 | 0.10 | 1.67482 | 1.68982 | 1.65982 | ||
| 47 | 2023.11.20 07:00 | sell | 14 | 0.10 | 1.66719 | 0.00000 | 0.00000 | ||
| 48 | 2023.11.20 07:00 | modify | 14 | 0.10 | 1.66719 | 1.67407 | 1.65982 | ||
| 49 | 2023.11.20 07:00 | modify | 13 | 0.10 | 1.67482 | 1.67407 | 1.65982 | ||
| 50 | 2023.11.20 08:00 | sell | 15 | 0.10 | 1.66580 | 0.00000 | 0.00000 | ||
| 51 | 2023.11.20 08:00 | modify | 15 | 0.10 | 1.66580 | 1.66957 | 1.65982 | ||
| 52 | 2023.11.20 08:00 | modify | 14 | 0.10 | 1.66719 | 1.66957 | 1.65982 | ||
| 53 | 2023.11.20 08:00 | modify | 13 | 0.10 | 1.67482 | 1.66957 | 1.65982 | ||
| 54 | 2023.11.20 15:00 | s/l | 13 | 0.10 | 1.66957 | 1.66957 | 1.65982 | 35.08 | 10719.89 |
| 55 | 2023.11.20 15:00 | s/l | 14 | 0.10 | 1.66957 | 1.66957 | 1.65982 | -16.00 | 10703.89 |
| 56 | 2023.11.20 15:00 | s/l | 15 | 0.10 | 1.66957 | 1.66957 | 1.65982 | -25.34 | 10678.55 |
| 57 | 2023.12.05 05:00 | sell | 16 | 0.10 | 1.64742 | 0.00000 | 0.00000 | ||
| 58 | 2023.12.05 05:00 | modify | 16 | 0.10 | 1.64742 | 1.66242 | 1.63242 | ||
| 59 | 2023.12.06 02:00 | sell | 17 | 0.10 | 1.63814 | 0.00000 | 0.00000 | ||
| 60 | 2023.12.06 02:00 | modify | 17 | 0.10 | 1.63814 | 1.64217 | 1.63242 | ||
| 61 | 2023.12.06 02:00 | modify | 16 | 0.10 | 1.64742 | 1.64217 | 1.63242 | ||
| 62 | 2023.12.06 10:00 | s/l | 16 | 0.10 | 1.64217 | 1.64217 | 1.63242 | 35.19 | 10713.73 |
| 63 | 2023.12.06 10:00 | s/l | 17 | 0.10 | 1.64217 | 1.64217 | 1.63242 | -27.08 | 10686.65 |
| 64 | 2023.12.14 07:00 | buy | 18 | 0.10 | 1.62217 | 0.00000 | 0.00000 | ||
| 65 | 2023.12.14 07:00 | modify | 18 | 0.10 | 1.62217 | 1.60717 | 1.63717 | ||
| 66 | 2023.12.14 15:00 | t/p | 18 | 0.10 | 1.63717 | 1.60717 | 1.63717 | 100.80 | 10787.45 |
| 67 | 2024.02.14 11:00 | buy | 19 | 0.10 | 1.65264 | 0.00000 | 0.00000 | ||
| 68 | 2024.02.14 11:00 | modify | 19 | 0.10 | 1.65264 | 1.63764 | 1.66764 | ||
| 69 | 2024.02.26 17:00 | buy | 20 | 0.10 | 1.66036 | 0.00000 | 0.00000 | ||
| 70 | 2024.02.26 17:00 | modify | 20 | 0.10 | 1.66036 | 1.65339 | 1.66764 | ||
| 71 | 2024.02.26 17:00 | modify | 19 | 0.10 | 1.65264 | 1.65339 | 1.66764 | ||
| 72 | 2024.02.28 10:00 | buy | 21 | 0.10 | 1.66418 | 0.00000 | 0.00000 | ||
| 73 | 2024.02.28 10:00 | modify | 21 | 0.10 | 1.66418 | 1.65864 | 1.66764 | ||
| 74 | 2024.02.28 10:00 | modify | 20 | 0.10 | 1.66036 | 1.65864 | 1.66764 | ||
| 75 | 2024.02.28 10:00 | modify | 19 | 0.10 | 1.65264 | 1.65864 | 1.66764 | ||
| 76 | 2024.02.28 15:00 | t/p | 19 | 0.10 | 1.66764 | 1.65864 | 1.66764 | 93.85 | 10881.30 |
| 77 | 2024.02.28 15:00 | t/p | 20 | 0.10 | 1.66764 | 1.65864 | 1.66764 | 47.93 | 10929.23 |
| 78 | 2024.02.28 15:00 | t/p | 21 | 0.10 | 1.66764 | 1.65864 | 1.66764 | 23.25 | 10952.48 |
| 79 | 2024.03.07 12:00 | buy | 22 | 0.10 | 1.64988 | 0.00000 | 0.00000 | ||
| 80 | 2024.03.07 12:00 | modify | 22 | 0.10 | 1.64988 | 1.63488 | 1.66488 | ||
| 81 | 2024.03.15 02:00 | buy | 23 | 0.10 | 1.65741 | 0.00000 | 0.00000 | ||
| 82 | 2024.03.15 02:00 | modify | 23 | 0.10 | 1.65741 | 1.65063 | 1.66488 | ||
| 83 | 2024.03.15 02:00 | modify | 22 | 0.10 | 1.64988 | 1.65063 | 1.66488 | ||
| 84 | 2024.03.15 13:00 | buy | 24 | 0.10 | 1.65890 | 0.00000 | 0.00000 | ||
| 85 | 2024.03.15 13:00 | modify | 24 | 0.10 | 1.65890 | 1.65513 | 1.66488 | ||
| 86 | 2024.03.15 13:00 | modify | 23 | 0.10 | 1.65741 | 1.65513 | 1.66488 | ||
| 87 | 2024.03.15 13:00 | modify | 22 | 0.10 | 1.64988 | 1.65513 | 1.66488 | ||
| 88 | 2024.03.19 05:00 | t/p | 22 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 95.84 | 11048.31 |
| 89 | 2024.03.19 05:00 | t/p | 23 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 49.21 | 11097.52 |
| 90 | 2024.03.19 05:00 | t/p | 24 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 39.19 | 11136.71 |
| 91 | 2024.03.22 05:00 | sell | 25 | 0.10 | 1.66040 | 0.00000 | 0.00000 | ||
| 92 | 2024.03.22 05:00 | modify | 25 | 0.10 | 1.66040 | 1.67540 | 1.64540 | ||
| 93 | 2024.03.29 20:00 | sell | 26 | 0.10 | 1.65263 | 0.00000 | 0.00000 | ||
| 94 | 2024.03.29 20:00 | modify | 26 | 0.10 | 1.65263 | 1.65965 | 1.64540 | ||
| 95 | 2024.03.29 20:00 | modify | 25 | 0.10 | 1.66040 | 1.65965 | 1.64540 | ||
| 96 | 2024.04.03 18:00 | sell | 27 | 0.10 | 1.64915 | 0.00000 | 0.00000 | ||
| 97 | 2024.04.03 18:00 | modify | 27 | 0.10 | 1.64915 | 1.65440 | 1.64540 | ||
| 98 | 2024.04.03 18:00 | modify | 26 | 0.10 | 1.65263 | 1.65440 | 1.64540 | ||
| 99 | 2024.04.03 18:00 | modify | 25 | 0.10 | 1.66040 | 1.65440 | 1.64540 | ||
| 100 | 2024.04.04 08:00 | t/p | 25 | 0.10 | 1.64540 | 1.65440 | 1.64540 | 99.47 | 11236.18 |
| 101 | 2024.04.04 08:00 | t/p | 26 | 0.10 | 1.64540 | 1.65440 | 1.64540 | 47.97 | 11284.15 |
| 102 | 2024.04.04 08:00 | t/p | 27 | 0.10 | 1.64540 | 1.65440 | 1.64540 | 24.89 | 11309.03 |
| 103 | 2024.04.16 03:00 | sell | 28 | 0.10 | 1.65368 | 0.00000 | 0.00000 | ||
| 104 | 2024.04.16 03:00 | modify | 28 | 0.10 | 1.65368 | 1.66868 | 1.63868 | ||
| 105 | 2024.04.24 09:00 | sell | 29 | 0.10 | 1.64241 | 0.00000 | 0.00000 | ||
| 106 | 2024.04.24 09:00 | modify | 29 | 0.10 | 1.64241 | 1.64768 | 1.63868 | ||
| 107 | 2024.04.24 09:00 | modify | 28 | 0.10 | 1.65368 | 1.64768 | 1.63868 | ||
| 108 | 2024.04.24 15:00 | s/l | 28 | 0.10 | 1.64768 | 1.64768 | 1.63868 | 39.50 | 11348.53 |
| 109 | 2024.04.24 15:00 | s/l | 29 | 0.10 | 1.64768 | 1.64768 | 1.63868 | -35.42 | 11313.11 |
| 110 | 2024.06.10 07:00 | buy | 30 | 0.10 | 1.63148 | 0.00000 | 0.00000 | ||
| 111 | 2024.06.10 07:00 | modify | 30 | 0.10 | 1.63148 | 1.61648 | 1.64648 | ||
| 112 | 2024.06.13 22:00 | s/l | 30 | 0.10 | 1.61648 | 1.61648 | 1.64648 | -103.29 | 11209.82 |
| 113 | 2024.06.26 08:00 | buy | 31 | 0.10 | 1.60110 | 0.00000 | 0.00000 | ||
| 114 | 2024.06.26 08:00 | modify | 31 | 0.10 | 1.60110 | 1.58610 | 1.61610 | ||
| 115 | 2024.07.01 00:00 | buy | 32 | 0.10 | 1.60884 | 0.00000 | 0.00000 | ||
| 116 | 2024.07.01 00:00 | modify | 32 | 0.10 | 1.60884 | 1.60185 | 1.61610 | ||
| 117 | 2024.07.01 00:00 | modify | 31 | 0.10 | 1.60110 | 1.60185 | 1.61610 | ||
| 118 | 2024.07.01 03:00 | buy | 33 | 0.10 | 1.61249 | 0.00000 | 0.00000 | ||
| 119 | 2024.07.01 03:00 | modify | 33 | 0.10 | 1.61249 | 1.60710 | 1.61610 | ||
| 120 | 2024.07.01 03:00 | modify | 32 | 0.10 | 1.60884 | 1.60710 | 1.61610 | ||
| 121 | 2024.07.01 03:00 | modify | 31 | 0.10 | 1.60110 | 1.60710 | 1.61610 | ||
| 122 | 2024.07.02 03:00 | t/p | 31 | 0.10 | 1.61610 | 1.60710 | 1.61610 | 97.83 | 11307.65 |
| 123 | 2024.07.02 03:00 | t/p | 32 | 0.10 | 1.61610 | 1.60710 | 1.61610 | 48.29 | 11355.95 |
| 124 | 2024.07.02 03:00 | t/p | 33 | 0.10 | 1.61610 | 1.60710 | 1.61610 | 23.76 | 11379.71 |
| 125 | 2024.07.25 06:00 | sell | 34 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 126 | 2024.07.25 06:00 | modify | 34 | 0.10 | 1.65645 | 1.67145 | 1.64145 | ||
| 127 | 2024.08.02 15:00 | s/l | 34 | 0.10 | 1.67145 | 1.67145 | 1.64145 | -101.66 | 11278.05 |
| 128 | 2024.08.07 05:00 | buy | 35 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 129 | 2024.08.07 05:00 | modify | 35 | 0.10 | 1.66441 | 1.64941 | 1.67941 | ||
| 130 | 2024.08.08 00:00 | t/p | 35 | 0.10 | 1.67941 | 1.64941 | 1.67941 | 99.32 | 11377.37 |
| 131 | 2024.08.13 09:00 | buy | 36 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 132 | 2024.08.13 09:00 | modify | 36 | 0.10 | 1.65457 | 1.63957 | 1.66957 | ||
| 133 | 2024.08.14 09:00 | buy | 37 | 0.10 | 1.66212 | 0.00000 | 0.00000 | ||
| 134 | 2024.08.14 09:00 | modify | 37 | 0.10 | 1.66212 | 1.65532 | 1.66957 | ||
| 135 | 2024.08.14 09:00 | modify | 36 | 0.10 | 1.65457 | 1.65532 | 1.66957 | ||
| 136 | 2024.08.14 15:00 | t/p | 36 | 0.10 | 1.66957 | 1.65532 | 1.66957 | 100.30 | 11477.67 |
| 137 | 2024.08.14 15:00 | t/p | 37 | 0.10 | 1.66957 | 1.65532 | 1.66957 | 50.06 | 11527.73 |