Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 78160 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1094.05 | Gross profit | 1262.11 | Gross loss | -168.06 |
| Profit factor | 7.51 | Expected payoff | 49.73 | ||
| Absolute drawdown | 29.00 | Maximal drawdown | 247.62 (2.32%) | Relative drawdown | 2.32% (247.62) |
| Total trades | 22 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 152.43 | loss trade | -40.00 | |
| Average | profit trade | 84.14 | loss trade | -24.01 | |
| Maximum | consecutive wins (profit in money) | 9 (778.45) | consecutive losses (loss in money) | 3 (-41.01) | |
| Maximal | consecutive profit (count of wins) | 778.45 (9) | consecutive loss (count of losses) | -62.65 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.26 08:00 | buy | 1 | 0.10 | 1.05511 | 0.00000 | 0.00000 | ||
| 2 | 2023.10.26 08:00 | modify | 1 | 0.10 | 1.05511 | 1.05111 | 1.07011 | ||
| 3 | 2023.10.30 15:40 | buy | 2 | 0.10 | 1.06280 | 0.00000 | 0.00000 | ||
| 4 | 2023.10.30 15:40 | modify | 2 | 0.10 | 1.06280 | 1.06036 | 1.07011 | ||
| 5 | 2023.10.30 15:40 | modify | 1 | 0.10 | 1.05511 | 1.06036 | 1.07011 | ||
| 6 | 2023.10.30 17:05 | s/l | 1 | 0.10 | 1.06036 | 1.06036 | 1.07011 | 51.17 | 10051.17 |
| 7 | 2023.10.30 17:05 | s/l | 2 | 0.10 | 1.06036 | 1.06036 | 1.07011 | -24.40 | 10026.77 |
| 8 | 2023.12.28 08:00 | sell | 3 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 9 | 2023.12.28 08:00 | modify | 3 | 0.10 | 1.11167 | 1.11567 | 1.09667 | ||
| 10 | 2023.12.29 19:59 | sell | 4 | 0.10 | 1.10407 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.29 19:59 | modify | 4 | 0.10 | 1.10407 | 1.10642 | 1.09667 | ||
| 12 | 2023.12.29 19:59 | modify | 3 | 0.10 | 1.11167 | 1.10642 | 1.09667 | ||
| 13 | 2023.12.29 21:33 | sell | 5 | 0.10 | 1.10339 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.29 21:33 | modify | 5 | 0.10 | 1.10339 | 1.10642 | 1.09667 | ||
| 15 | 2023.12.29 21:33 | sell | 6 | 0.10 | 1.10339 | 0.00000 | 0.00000 | ||
| 16 | 2023.12.29 21:33 | modify | 6 | 0.10 | 1.10339 | 1.10492 | 1.09667 | ||
| 17 | 2023.12.29 21:33 | modify | 4 | 0.10 | 1.10407 | 1.10492 | 1.09667 | ||
| 18 | 2023.12.29 21:33 | modify | 3 | 0.10 | 1.11167 | 1.10492 | 1.09667 | ||
| 19 | 2023.12.29 21:40 | modify | 5 | 0.10 | 1.10339 | 1.10492 | 1.09667 | ||
| 20 | 2024.01.02 12:40 | t/p | 3 | 0.10 | 1.09667 | 1.10492 | 1.09667 | 151.04 | 10177.81 |
| 21 | 2024.01.02 12:40 | t/p | 4 | 0.10 | 1.09667 | 1.10492 | 1.09667 | 74.69 | 10252.51 |
| 22 | 2024.01.02 12:40 | t/p | 5 | 0.10 | 1.09667 | 1.10492 | 1.09667 | 67.89 | 10320.40 |
| 23 | 2024.01.02 12:40 | t/p | 6 | 0.10 | 1.09667 | 1.10492 | 1.09667 | 67.89 | 10388.29 |
| 24 | 2024.02.05 08:00 | buy | 7 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 25 | 2024.02.05 08:00 | modify | 7 | 0.10 | 1.07832 | 1.07432 | 1.09332 | ||
| 26 | 2024.02.05 13:30 | s/l | 7 | 0.10 | 1.07432 | 1.07432 | 1.09332 | -40.00 | 10348.29 |
| 27 | 2024.03.08 04:00 | sell | 8 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 28 | 2024.03.08 04:00 | modify | 8 | 0.10 | 1.09476 | 1.09876 | 1.07976 | ||
| 29 | 2024.03.18 16:53 | sell | 9 | 0.10 | 1.08723 | 0.00000 | 0.00000 | ||
| 30 | 2024.03.18 16:53 | modify | 9 | 0.10 | 1.08723 | 1.08951 | 1.07976 | ||
| 31 | 2024.03.18 16:53 | modify | 8 | 0.10 | 1.09476 | 1.08951 | 1.07976 | ||
| 32 | 2024.03.19 05:40 | sell | 10 | 0.10 | 1.08628 | 0.00000 | 0.00000 | ||
| 33 | 2024.03.19 05:40 | modify | 10 | 0.10 | 1.08628 | 1.08951 | 1.07976 | ||
| 34 | 2024.03.19 05:40 | sell | 11 | 0.10 | 1.08628 | 0.00000 | 0.00000 | ||
| 35 | 2024.03.19 05:40 | modify | 11 | 0.10 | 1.08628 | 1.08801 | 1.07976 | ||
| 36 | 2024.03.19 05:40 | modify | 9 | 0.10 | 1.08723 | 1.08801 | 1.07976 | ||
| 37 | 2024.03.19 05:40 | modify | 8 | 0.10 | 1.09476 | 1.08801 | 1.07976 | ||
| 38 | 2024.03.19 05:45 | modify | 10 | 0.10 | 1.08628 | 1.08801 | 1.07976 | ||
| 39 | 2024.03.20 18:20 | s/l | 8 | 0.10 | 1.08801 | 1.08801 | 1.07976 | 70.97 | 10419.26 |
| 40 | 2024.03.20 18:20 | s/l | 9 | 0.10 | 1.08801 | 1.08801 | 1.07976 | -7.11 | 10412.16 |
| 41 | 2024.03.20 18:20 | s/l | 10 | 0.10 | 1.08801 | 1.08801 | 1.07976 | -16.95 | 10395.21 |
| 42 | 2024.03.20 18:20 | s/l | 11 | 0.10 | 1.08801 | 1.08801 | 1.07976 | -16.95 | 10378.25 |
| 43 | 2024.03.21 04:00 | sell | 12 | 0.10 | 1.09349 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.21 04:00 | modify | 12 | 0.10 | 1.09349 | 1.09749 | 1.07849 | ||
| 45 | 2024.03.21 15:50 | sell | 13 | 0.10 | 1.08577 | 0.00000 | 0.00000 | ||
| 46 | 2024.03.21 15:50 | modify | 13 | 0.10 | 1.08577 | 1.08824 | 1.07849 | ||
| 47 | 2024.03.21 15:50 | modify | 12 | 0.10 | 1.09349 | 1.08824 | 1.07849 | ||
| 48 | 2024.03.22 01:40 | sell | 14 | 0.10 | 1.08500 | 0.00000 | 0.00000 | ||
| 49 | 2024.03.22 01:40 | modify | 14 | 0.10 | 1.08500 | 1.08824 | 1.07849 | ||
| 50 | 2024.03.22 01:40 | sell | 15 | 0.10 | 1.08500 | 0.00000 | 0.00000 | ||
| 51 | 2024.03.22 01:40 | modify | 15 | 0.10 | 1.08500 | 1.08674 | 1.07849 | ||
| 52 | 2024.03.22 01:40 | modify | 13 | 0.10 | 1.08577 | 1.08674 | 1.07849 | ||
| 53 | 2024.03.22 01:40 | modify | 12 | 0.10 | 1.09349 | 1.08674 | 1.07849 | ||
| 54 | 2024.03.22 01:45 | modify | 14 | 0.10 | 1.08500 | 1.08674 | 1.07849 | ||
| 55 | 2024.03.28 09:30 | t/p | 12 | 0.10 | 1.07849 | 1.08674 | 1.07849 | 152.43 | 10530.68 |
| 56 | 2024.03.28 09:30 | t/p | 13 | 0.10 | 1.07849 | 1.08674 | 1.07849 | 75.23 | 10605.91 |
| 57 | 2024.03.28 09:30 | t/p | 14 | 0.10 | 1.07849 | 1.08674 | 1.07849 | 67.18 | 10673.09 |
| 58 | 2024.03.28 09:30 | t/p | 15 | 0.10 | 1.07849 | 1.08674 | 1.07849 | 67.18 | 10740.27 |
| 59 | 2024.04.04 12:00 | sell | 16 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 60 | 2024.04.04 12:00 | modify | 16 | 0.10 | 1.08529 | 1.08929 | 1.07029 | ||
| 61 | 2024.04.10 13:10 | sell | 17 | 0.10 | 1.07753 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.10 13:10 | modify | 17 | 0.10 | 1.07753 | 1.08004 | 1.07029 | ||
| 63 | 2024.04.10 13:10 | modify | 16 | 0.10 | 1.08529 | 1.08004 | 1.07029 | ||
| 64 | 2024.04.10 13:20 | sell | 18 | 0.10 | 1.07695 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.10 13:20 | modify | 18 | 0.10 | 1.07695 | 1.08004 | 1.07029 | ||
| 66 | 2024.04.10 13:20 | sell | 19 | 0.10 | 1.07695 | 0.00000 | 0.00000 | ||
| 67 | 2024.04.10 13:20 | modify | 19 | 0.10 | 1.07695 | 1.07854 | 1.07029 | ||
| 68 | 2024.04.10 13:20 | modify | 17 | 0.10 | 1.07753 | 1.07854 | 1.07029 | ||
| 69 | 2024.04.10 13:20 | modify | 16 | 0.10 | 1.08529 | 1.07854 | 1.07029 | ||
| 70 | 2024.04.10 13:25 | modify | 18 | 0.10 | 1.07695 | 1.07854 | 1.07029 | ||
| 71 | 2024.04.11 14:33 | t/p | 16 | 0.10 | 1.07029 | 1.07854 | 1.07029 | 152.43 | 10892.70 |
| 72 | 2024.04.11 14:33 | t/p | 17 | 0.10 | 1.07029 | 1.07854 | 1.07029 | 73.44 | 10966.14 |
| 73 | 2024.04.11 14:33 | t/p | 18 | 0.10 | 1.07029 | 1.07854 | 1.07029 | 67.64 | 11033.79 |
| 74 | 2024.04.11 14:33 | t/p | 19 | 0.10 | 1.07029 | 1.07854 | 1.07029 | 67.64 | 11101.43 |
| 75 | 2024.05.16 04:00 | sell | 20 | 0.10 | 1.08872 | 0.00000 | 0.00000 | ||
| 76 | 2024.05.16 04:00 | modify | 20 | 0.10 | 1.08872 | 1.09272 | 1.07372 | ||
| 77 | 2024.05.23 17:55 | sell | 21 | 0.10 | 1.08117 | 0.00000 | 0.00000 | ||
| 78 | 2024.05.23 17:55 | modify | 21 | 0.10 | 1.08117 | 1.08347 | 1.07372 | ||
| 79 | 2024.05.23 17:55 | modify | 20 | 0.10 | 1.08872 | 1.08347 | 1.07372 | ||
| 80 | 2024.05.24 10:20 | s/l | 20 | 0.10 | 1.08347 | 1.08347 | 1.07372 | 55.28 | 11156.70 |
| 81 | 2024.05.24 10:20 | s/l | 21 | 0.10 | 1.08347 | 1.08347 | 1.07372 | -22.65 | 11134.05 |
| 82 | 2024.08.14 04:00 | sell | 22 | 0.10 | 1.09900 | 0.00000 | 0.00000 | ||
| 83 | 2024.08.14 04:00 | modify | 22 | 0.10 | 1.09900 | 1.10300 | 1.08400 | ||
| 84 | 2024.08.14 09:40 | s/l | 22 | 0.10 | 1.10300 | 1.10300 | 1.08400 | -40.00 | 11094.05 |