Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 13436 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1919.68 | Gross profit | 2241.13 | Gross loss | -321.45 |
| Profit factor | 6.97 | Expected payoff | 56.46 | ||
| Absolute drawdown | 99.28 | Maximal drawdown | 208.99 (1.86%) | Relative drawdown | 1.86% (208.99) |
| Total trades | 34 | Short positions (won %) | 24 (83.33%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 26 (76.47%) | Loss trades (% of total) | 8 (23.53%) | ||
| Largest | profit trade | 143.47 | loss trade | -43.30 | |
| Average | profit trade | 86.20 | loss trade | -40.18 | |
| Maximum | consecutive wins (profit in money) | 16 (1346.73) | consecutive losses (loss in money) | 3 (-124.63) | |
| Maximal | consecutive profit (count of wins) | 1346.73 (16) | consecutive loss (count of losses) | -124.63 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 15:00 | buy | 1 | 0.10 | 1.06669 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.14 15:00 | modify | 1 | 0.10 | 1.06669 | 1.06269 | 1.08069 | ||
| 3 | 2023.09.20 17:00 | buy | 2 | 0.10 | 1.07382 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.20 17:00 | modify | 2 | 0.10 | 1.07382 | 1.06949 | 1.08069 | ||
| 5 | 2023.09.20 17:00 | modify | 1 | 0.10 | 1.06669 | 1.06949 | 1.08069 | ||
| 6 | 2023.09.20 19:00 | s/l | 1 | 0.10 | 1.06949 | 1.06949 | 1.08069 | 25.34 | 10025.34 |
| 7 | 2023.09.20 19:00 | s/l | 2 | 0.10 | 1.06949 | 1.06949 | 1.08069 | -43.30 | 9982.04 |
| 8 | 2023.10.02 16:00 | buy | 3 | 0.10 | 1.05019 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.02 16:00 | modify | 3 | 0.10 | 1.05019 | 1.04619 | 1.06419 | ||
| 10 | 2023.10.03 05:00 | s/l | 3 | 0.10 | 1.04619 | 1.04619 | 1.06419 | -40.66 | 9941.38 |
| 11 | 2023.10.12 15:00 | buy | 4 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
| 12 | 2023.10.12 15:00 | modify | 4 | 0.10 | 1.05586 | 1.05186 | 1.06986 | ||
| 13 | 2023.10.13 11:00 | s/l | 4 | 0.10 | 1.05186 | 1.05186 | 1.06986 | -40.66 | 9900.72 |
| 14 | 2023.10.31 11:00 | sell | 5 | 0.10 | 1.06640 | 0.00000 | 0.00000 | ||
| 15 | 2023.10.31 11:00 | modify | 5 | 0.10 | 1.06640 | 1.07040 | 1.05240 | ||
| 16 | 2023.11.01 19:00 | t/p | 5 | 0.10 | 1.05240 | 1.07040 | 1.05240 | 140.35 | 10041.06 |
| 17 | 2023.11.14 19:00 | sell | 6 | 0.10 | 1.08699 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.14 19:00 | modify | 6 | 0.10 | 1.08699 | 1.09099 | 1.07299 | ||
| 19 | 2023.11.17 21:00 | s/l | 6 | 0.10 | 1.09099 | 1.09099 | 1.07299 | -38.27 | 10002.80 |
| 20 | 2023.12.13 21:00 | sell | 7 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 21 | 2023.12.13 21:00 | modify | 7 | 0.10 | 1.08812 | 1.09212 | 1.07412 | ||
| 22 | 2023.12.14 12:00 | s/l | 7 | 0.10 | 1.09212 | 1.09212 | 1.07412 | -38.96 | 9963.84 |
| 23 | 2023.12.15 15:00 | buy | 8 | 0.10 | 1.09228 | 0.00000 | 0.00000 | ||
| 24 | 2023.12.15 15:00 | modify | 8 | 0.10 | 1.09228 | 1.08828 | 1.10628 | ||
| 25 | 2023.12.21 14:00 | buy | 9 | 0.10 | 1.09940 | 0.00000 | 0.00000 | ||
| 26 | 2023.12.21 14:00 | modify | 9 | 0.10 | 1.09940 | 1.09508 | 1.10628 | ||
| 27 | 2023.12.21 14:00 | modify | 8 | 0.10 | 1.09228 | 1.09508 | 1.10628 | ||
| 28 | 2023.12.27 13:00 | t/p | 8 | 0.10 | 1.10628 | 1.09508 | 1.10628 | 133.36 | 10097.20 |
| 29 | 2023.12.27 13:00 | t/p | 9 | 0.10 | 1.10628 | 1.09508 | 1.10628 | 66.14 | 10163.34 |
| 30 | 2023.12.27 18:00 | sell | 10 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
| 31 | 2023.12.27 18:00 | modify | 10 | 0.10 | 1.11054 | 1.11454 | 1.09654 | ||
| 32 | 2024.01.02 02:00 | sell | 11 | 0.10 | 1.10347 | 0.00000 | 0.00000 | ||
| 33 | 2024.01.02 02:00 | modify | 11 | 0.10 | 1.10347 | 1.10774 | 1.09654 | ||
| 34 | 2024.01.02 02:00 | modify | 10 | 0.10 | 1.11054 | 1.10774 | 1.09654 | ||
| 35 | 2024.01.02 03:00 | sell | 12 | 0.10 | 1.10187 | 0.00000 | 0.00000 | ||
| 36 | 2024.01.02 03:00 | modify | 12 | 0.10 | 1.10187 | 1.10634 | 1.09654 | ||
| 37 | 2024.01.02 03:00 | sell | 13 | 0.10 | 1.10187 | 0.00000 | 0.00000 | ||
| 38 | 2024.01.02 03:00 | modify | 13 | 0.10 | 1.10187 | 1.10564 | 1.09654 | ||
| 39 | 2024.01.02 03:00 | modify | 11 | 0.10 | 1.10347 | 1.10564 | 1.09654 | ||
| 40 | 2024.01.02 03:00 | modify | 10 | 0.10 | 1.11054 | 1.10564 | 1.09654 | ||
| 41 | 2024.01.02 04:00 | modify | 12 | 0.10 | 1.10187 | 1.10564 | 1.09654 | ||
| 42 | 2024.01.02 13:00 | t/p | 10 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 142.08 | 10305.42 |
| 43 | 2024.01.02 13:00 | t/p | 11 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 69.30 | 10374.72 |
| 44 | 2024.01.02 13:00 | t/p | 12 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 53.30 | 10428.02 |
| 45 | 2024.01.02 13:00 | t/p | 13 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 53.30 | 10481.32 |
| 46 | 2024.01.25 17:00 | buy | 14 | 0.10 | 1.08393 | 0.00000 | 0.00000 | ||
| 47 | 2024.01.25 17:00 | modify | 14 | 0.10 | 1.08393 | 1.07993 | 1.09793 | ||
| 48 | 2024.01.29 16:00 | s/l | 14 | 0.10 | 1.07993 | 1.07993 | 1.09793 | -41.33 | 10440.00 |
| 49 | 2024.02.01 19:00 | sell | 15 | 0.10 | 1.08698 | 0.00000 | 0.00000 | ||
| 50 | 2024.02.01 19:00 | modify | 15 | 0.10 | 1.08698 | 1.09098 | 1.07298 | ||
| 51 | 2024.02.02 18:00 | sell | 16 | 0.10 | 1.07836 | 0.00000 | 0.00000 | ||
| 52 | 2024.02.02 18:00 | modify | 16 | 0.10 | 1.07836 | 1.08278 | 1.07298 | ||
| 53 | 2024.02.02 18:00 | sell | 17 | 0.10 | 1.07836 | 0.00000 | 0.00000 | ||
| 54 | 2024.02.02 18:00 | modify | 17 | 0.10 | 1.07836 | 1.08208 | 1.07298 | ||
| 55 | 2024.02.02 18:00 | modify | 15 | 0.10 | 1.08698 | 1.08208 | 1.07298 | ||
| 56 | 2024.02.02 19:00 | modify | 16 | 0.10 | 1.07836 | 1.08208 | 1.07298 | ||
| 57 | 2024.02.05 16:00 | t/p | 15 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 140.69 | 10580.69 |
| 58 | 2024.02.05 16:00 | t/p | 16 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 54.15 | 10634.84 |
| 59 | 2024.02.05 16:00 | t/p | 17 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 54.15 | 10688.98 |
| 60 | 2024.03.20 22:00 | sell | 18 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 61 | 2024.03.20 22:00 | modify | 18 | 0.10 | 1.09206 | 1.09606 | 1.07806 | ||
| 62 | 2024.03.22 02:00 | sell | 19 | 0.10 | 1.08504 | 0.00000 | 0.00000 | ||
| 63 | 2024.03.22 02:00 | modify | 19 | 0.10 | 1.08504 | 1.08926 | 1.07806 | ||
| 64 | 2024.03.22 02:00 | modify | 18 | 0.10 | 1.09206 | 1.08926 | 1.07806 | ||
| 65 | 2024.03.25 16:00 | sell | 20 | 0.10 | 1.08366 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.25 16:00 | modify | 20 | 0.10 | 1.08366 | 1.08786 | 1.07806 | ||
| 67 | 2024.03.25 16:00 | sell | 21 | 0.10 | 1.08366 | 0.00000 | 0.00000 | ||
| 68 | 2024.03.25 16:00 | modify | 21 | 0.10 | 1.08366 | 1.08716 | 1.07806 | ||
| 69 | 2024.03.25 16:00 | modify | 19 | 0.10 | 1.08504 | 1.08716 | 1.07806 | ||
| 70 | 2024.03.25 16:00 | modify | 18 | 0.10 | 1.09206 | 1.08716 | 1.07806 | ||
| 71 | 2024.03.25 17:00 | modify | 20 | 0.10 | 1.08366 | 1.08716 | 1.07806 | ||
| 72 | 2024.03.28 10:00 | t/p | 18 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 143.47 | 10832.45 |
| 73 | 2024.03.28 10:00 | t/p | 19 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 71.88 | 10904.34 |
| 74 | 2024.03.28 10:00 | t/p | 20 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 57.73 | 10962.07 |
| 75 | 2024.03.28 10:00 | t/p | 21 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 57.73 | 11019.81 |
| 76 | 2024.04.01 17:00 | buy | 22 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 77 | 2024.04.01 17:00 | modify | 22 | 0.10 | 1.07396 | 1.06996 | 1.08796 | ||
| 78 | 2024.04.03 15:00 | buy | 23 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 79 | 2024.04.03 15:00 | modify | 23 | 0.10 | 1.08258 | 1.07816 | 1.08796 | ||
| 80 | 2024.04.03 15:00 | buy | 24 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 81 | 2024.04.03 15:00 | modify | 24 | 0.10 | 1.08258 | 1.07886 | 1.08796 | ||
| 82 | 2024.04.03 15:00 | modify | 22 | 0.10 | 1.07396 | 1.07886 | 1.08796 | ||
| 83 | 2024.04.03 16:00 | modify | 23 | 0.10 | 1.08258 | 1.07886 | 1.08796 | ||
| 84 | 2024.04.09 13:00 | t/p | 22 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 134.69 | 11154.49 |
| 85 | 2024.04.09 13:00 | t/p | 23 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 49.82 | 11204.31 |
| 86 | 2024.04.09 13:00 | t/p | 24 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 49.82 | 11254.13 |
| 87 | 2024.06.03 17:00 | sell | 25 | 0.10 | 1.08849 | 0.00000 | 0.00000 | ||
| 88 | 2024.06.03 17:00 | modify | 25 | 0.10 | 1.08849 | 1.09249 | 1.07449 | ||
| 89 | 2024.06.07 15:00 | sell | 26 | 0.10 | 1.08125 | 0.00000 | 0.00000 | ||
| 90 | 2024.06.07 15:00 | modify | 26 | 0.10 | 1.08125 | 1.08569 | 1.07449 | ||
| 91 | 2024.06.07 15:00 | modify | 25 | 0.10 | 1.08849 | 1.08569 | 1.07449 | ||
| 92 | 2024.06.07 20:00 | sell | 27 | 0.10 | 1.08003 | 0.00000 | 0.00000 | ||
| 93 | 2024.06.07 20:00 | modify | 27 | 0.10 | 1.08003 | 1.08429 | 1.07449 | ||
| 94 | 2024.06.07 20:00 | sell | 28 | 0.10 | 1.08003 | 0.00000 | 0.00000 | ||
| 95 | 2024.06.07 20:00 | modify | 28 | 0.10 | 1.08003 | 1.08359 | 1.07449 | ||
| 96 | 2024.06.07 20:00 | modify | 26 | 0.10 | 1.08125 | 1.08359 | 1.07449 | ||
| 97 | 2024.06.07 20:00 | modify | 25 | 0.10 | 1.08849 | 1.08359 | 1.07449 | ||
| 98 | 2024.06.09 21:00 | modify | 27 | 0.10 | 1.08003 | 1.08359 | 1.07449 | ||
| 99 | 2024.06.10 10:00 | t/p | 25 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 142.43 | 11396.56 |
| 100 | 2024.06.10 10:00 | t/p | 26 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 67.95 | 11464.50 |
| 101 | 2024.06.10 10:00 | t/p | 27 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 55.75 | 11520.25 |
| 102 | 2024.06.10 10:00 | t/p | 28 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 55.75 | 11576.00 |
| 103 | 2024.06.12 16:00 | sell | 29 | 0.10 | 1.08424 | 0.00000 | 0.00000 | ||
| 104 | 2024.06.12 16:00 | modify | 29 | 0.10 | 1.08424 | 1.08824 | 1.07024 | ||
| 105 | 2024.06.13 15:00 | sell | 30 | 0.10 | 1.07714 | 0.00000 | 0.00000 | ||
| 106 | 2024.06.13 15:00 | modify | 30 | 0.10 | 1.07714 | 1.08144 | 1.07024 | ||
| 107 | 2024.06.13 15:00 | modify | 29 | 0.10 | 1.08424 | 1.08144 | 1.07024 | ||
| 108 | 2024.06.14 09:00 | t/p | 29 | 0.10 | 1.07024 | 1.08144 | 1.07024 | 141.39 | 11717.38 |
| 109 | 2024.06.14 09:00 | t/p | 30 | 0.10 | 1.07024 | 1.08144 | 1.07024 | 69.35 | 11786.73 |
| 110 | 2024.07.11 14:00 | sell | 31 | 0.10 | 1.08866 | 0.00000 | 0.00000 | ||
| 111 | 2024.07.11 14:00 | modify | 31 | 0.10 | 1.08866 | 1.09266 | 1.07466 | ||
| 112 | 2024.07.17 09:00 | s/l | 31 | 0.10 | 1.09266 | 1.09266 | 1.07466 | -38.61 | 11748.12 |
| 113 | 2024.08.02 16:00 | sell | 32 | 0.10 | 1.09132 | 0.00000 | 0.00000 | ||
| 114 | 2024.08.02 16:00 | modify | 32 | 0.10 | 1.09132 | 1.09532 | 1.07732 | ||
| 115 | 2024.08.05 08:00 | s/l | 32 | 0.10 | 1.09532 | 1.09532 | 1.07732 | -39.65 | 11708.47 |
| 116 | 2024.08.23 19:00 | sell | 33 | 0.10 | 1.11872 | 0.00000 | 0.00000 | ||
| 117 | 2024.08.23 19:00 | modify | 33 | 0.10 | 1.11872 | 1.12272 | 1.10472 | ||
| 118 | 2024.08.28 17:00 | sell | 34 | 0.10 | 1.11146 | 0.00000 | 0.00000 | ||
| 119 | 2024.08.28 17:00 | modify | 34 | 0.10 | 1.11146 | 1.11592 | 1.10472 | ||
| 120 | 2024.08.28 17:00 | modify | 33 | 0.10 | 1.11872 | 1.11592 | 1.10472 | ||
| 121 | 2024.08.30 17:00 | t/p | 33 | 0.10 | 1.10472 | 1.11592 | 1.10472 | 142.43 | 11850.90 |
| 122 | 2024.08.30 17:00 | t/p | 34 | 0.10 | 1.10472 | 1.11592 | 1.10472 | 68.79 | 11919.68 |