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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; 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 | 7218 | Ticks modelled | 13436 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1433.39 | Gross profit | 1888.77 | Gross loss | -455.38 |
| Profit factor | 4.15 | Expected payoff | 39.82 | ||
| Absolute drawdown | 11.26 | Maximal drawdown | 301.48 (2.78%) | Relative drawdown | 2.78% (301.48) |
| Total trades | 36 | Short positions (won %) | 28 (67.86%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 153.47 | loss trade | -59.02 | |
| Average | profit trade | 78.70 | loss trade | -37.95 | |
| Maximum | consecutive wins (profit in money) | 9 (759.86) | consecutive losses (loss in money) | 4 (-158.61) | |
| Maximal | consecutive profit (count of wins) | 759.86 (9) | consecutive loss (count of losses) | -158.61 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 20:00 | buy | 1 | 0.10 | 1.06455 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.14 20:00 | modify | 1 | 0.10 | 1.06455 | 1.06055 | 1.07955 | ||
| 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 | 1.07055 | 1.07955 | ||
| 5 | 2023.09.20 17:00 | modify | 1 | 0.10 | 1.06455 | 1.07055 | 1.07955 | ||
| 6 | 2023.09.20 19:00 | s/l | 1 | 0.10 | 1.07055 | 1.07055 | 1.07955 | 57.34 | 10057.34 |
| 7 | 2023.09.20 19:00 | s/l | 2 | 0.10 | 1.07055 | 1.07055 | 1.07955 | -32.70 | 10024.64 |
| 8 | 2023.10.12 20:00 | buy | 3 | 0.10 | 1.05338 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.12 20:00 | modify | 3 | 0.10 | 1.05338 | 1.04938 | 1.06838 | ||
| 10 | 2023.10.19 18:00 | buy | 4 | 0.10 | 1.06014 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.19 18:00 | modify | 4 | 0.10 | 1.06014 | 1.05413 | 1.06838 | ||
| 12 | 2023.10.19 18:00 | modify | 3 | 0.10 | 1.05338 | 1.05413 | 1.06838 | ||
| 13 | 2023.10.23 15:00 | buy | 5 | 0.10 | 1.06316 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.23 15:00 | modify | 5 | 0.10 | 1.06316 | 1.05863 | 1.06838 | ||
| 15 | 2023.10.23 15:00 | modify | 4 | 0.10 | 1.06014 | 1.05863 | 1.06838 | ||
| 16 | 2023.10.23 15:00 | modify | 3 | 0.10 | 1.05338 | 1.05863 | 1.06838 | ||
| 17 | 2023.10.24 03:00 | t/p | 3 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 143.36 | 10168.00 |
| 18 | 2023.10.24 03:00 | t/p | 4 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 80.41 | 10248.41 |
| 19 | 2023.10.24 03:00 | t/p | 5 | 0.10 | 1.06838 | 1.05863 | 1.06838 | 51.54 | 10299.95 |
| 20 | 2023.11.03 18:00 | sell | 6 | 0.10 | 1.07366 | 0.00000 | 0.00000 | ||
| 21 | 2023.11.03 18:00 | modify | 6 | 0.10 | 1.07366 | 1.07766 | 1.05866 | ||
| 22 | 2023.11.08 13:00 | sell | 7 | 0.10 | 1.06680 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.08 13:00 | modify | 7 | 0.10 | 1.06680 | 1.07291 | 1.05866 | ||
| 24 | 2023.11.08 13:00 | modify | 6 | 0.10 | 1.07366 | 1.07291 | 1.05866 | ||
| 25 | 2023.11.14 11:00 | s/l | 6 | 0.10 | 1.07291 | 1.07291 | 1.05866 | 10.62 | 10310.57 |
| 26 | 2023.11.14 11:00 | s/l | 7 | 0.10 | 1.07291 | 1.07291 | 1.05866 | -59.02 | 10251.55 |
| 27 | 2023.11.14 19:00 | sell | 8 | 0.10 | 1.08699 | 0.00000 | 0.00000 | ||
| 28 | 2023.11.14 19:00 | modify | 8 | 0.10 | 1.08699 | 1.09099 | 1.07199 | ||
| 29 | 2023.11.17 21:00 | s/l | 8 | 0.10 | 1.09099 | 1.09099 | 1.07199 | -38.27 | 10213.29 |
| 30 | 2023.12.13 21:00 | sell | 9 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 31 | 2023.12.13 21:00 | modify | 9 | 0.10 | 1.08812 | 1.09212 | 1.07312 | ||
| 32 | 2023.12.14 12:00 | s/l | 9 | 0.10 | 1.09212 | 1.09212 | 1.07312 | -38.96 | 10174.33 |
| 33 | 2023.12.27 18:00 | sell | 10 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
| 34 | 2023.12.27 18:00 | modify | 10 | 0.10 | 1.11054 | 1.11454 | 1.09554 | ||
| 35 | 2024.01.02 00:00 | sell | 11 | 0.10 | 1.10366 | 0.00000 | 0.00000 | ||
| 36 | 2024.01.02 00:00 | modify | 11 | 0.10 | 1.10366 | 1.10979 | 1.09554 | ||
| 37 | 2024.01.02 00:00 | modify | 10 | 0.10 | 1.11054 | 1.10979 | 1.09554 | ||
| 38 | 2024.01.02 10:00 | sell | 12 | 0.10 | 1.10149 | 0.00000 | 0.00000 | ||
| 39 | 2024.01.02 10:00 | modify | 12 | 0.10 | 1.10149 | 1.10454 | 1.09554 | ||
| 40 | 2024.01.02 10:00 | modify | 11 | 0.10 | 1.10366 | 1.10454 | 1.09554 | ||
| 41 | 2024.01.02 10:00 | modify | 10 | 0.10 | 1.11054 | 1.10454 | 1.09554 | ||
| 42 | 2024.01.02 11:00 | sell | 13 | 0.10 | 1.10075 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.02 11:00 | modify | 13 | 0.10 | 1.10075 | 1.10529 | 1.09554 | ||
| 44 | 2024.01.02 11:00 | modify | 12 | 0.10 | 1.10149 | 1.10529 | 1.09554 | ||
| 45 | 2024.01.02 11:00 | modify | 11 | 0.10 | 1.10366 | 1.10529 | 1.09554 | ||
| 46 | 2024.01.02 11:00 | modify | 10 | 0.10 | 1.11054 | 1.10529 | 1.09554 | ||
| 47 | 2024.01.02 14:00 | t/p | 10 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 152.08 | 10326.41 |
| 48 | 2024.01.02 14:00 | t/p | 11 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 81.20 | 10407.61 |
| 49 | 2024.01.02 14:00 | t/p | 12 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 59.50 | 10467.11 |
| 50 | 2024.01.02 14:00 | t/p | 13 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 52.10 | 10519.21 |
| 51 | 2024.02.01 21:00 | sell | 14 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 52 | 2024.02.01 21:00 | modify | 14 | 0.10 | 1.08715 | 1.09115 | 1.07215 | ||
| 53 | 2024.02.02 16:00 | sell | 15 | 0.10 | 1.08024 | 0.00000 | 0.00000 | ||
| 54 | 2024.02.02 16:00 | modify | 15 | 0.10 | 1.08024 | 1.08640 | 1.07215 | ||
| 55 | 2024.02.02 16:00 | modify | 14 | 0.10 | 1.08715 | 1.08640 | 1.07215 | ||
| 56 | 2024.02.04 23:00 | sell | 16 | 0.10 | 1.07799 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.04 23:00 | modify | 16 | 0.10 | 1.07799 | 1.08115 | 1.07215 | ||
| 58 | 2024.02.04 23:00 | modify | 15 | 0.10 | 1.08024 | 1.08115 | 1.07215 | ||
| 59 | 2024.02.04 23:00 | modify | 14 | 0.10 | 1.08715 | 1.08115 | 1.07215 | ||
| 60 | 2024.02.05 01:00 | sell | 17 | 0.10 | 1.07726 | 0.00000 | 0.00000 | ||
| 61 | 2024.02.05 01:00 | modify | 17 | 0.10 | 1.07726 | 1.08190 | 1.07215 | ||
| 62 | 2024.02.05 01:00 | modify | 16 | 0.10 | 1.07799 | 1.08190 | 1.07215 | ||
| 63 | 2024.02.05 01:00 | modify | 15 | 0.10 | 1.08024 | 1.08190 | 1.07215 | ||
| 64 | 2024.02.05 01:00 | modify | 14 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
| 65 | 2024.02.13 14:00 | t/p | 14 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 153.47 | 10672.68 |
| 66 | 2024.02.13 14:00 | t/p | 15 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 84.02 | 10756.70 |
| 67 | 2024.02.13 14:00 | t/p | 16 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 61.52 | 10818.23 |
| 68 | 2024.02.13 14:00 | t/p | 17 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 53.88 | 10872.10 |
| 69 | 2024.03.20 22:00 | sell | 18 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 70 | 2024.03.20 22:00 | modify | 18 | 0.10 | 1.09206 | 1.09606 | 1.07706 | ||
| 71 | 2024.03.22 02:00 | sell | 19 | 0.10 | 1.08504 | 0.00000 | 0.00000 | ||
| 72 | 2024.03.22 02:00 | modify | 19 | 0.10 | 1.08504 | 1.09131 | 1.07706 | ||
| 73 | 2024.03.22 02:00 | modify | 18 | 0.10 | 1.09206 | 1.09131 | 1.07706 | ||
| 74 | 2024.03.22 07:00 | sell | 20 | 0.10 | 1.08302 | 0.00000 | 0.00000 | ||
| 75 | 2024.03.22 07:00 | modify | 20 | 0.10 | 1.08302 | 1.08606 | 1.07706 | ||
| 76 | 2024.03.22 07:00 | modify | 19 | 0.10 | 1.08504 | 1.08606 | 1.07706 | ||
| 77 | 2024.03.22 07:00 | modify | 18 | 0.10 | 1.09206 | 1.08606 | 1.07706 | ||
| 78 | 2024.03.26 11:00 | s/l | 18 | 0.10 | 1.08606 | 1.08606 | 1.07706 | 62.08 | 10934.18 |
| 79 | 2024.03.26 11:00 | s/l | 19 | 0.10 | 1.08606 | 1.08606 | 1.07706 | -9.51 | 10924.68 |
| 80 | 2024.03.26 11:00 | s/l | 20 | 0.10 | 1.08606 | 1.08606 | 1.07706 | -29.71 | 10894.97 |
| 81 | 2024.04.01 17:00 | buy | 21 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 82 | 2024.04.01 17:00 | modify | 21 | 0.10 | 1.07396 | 1.06996 | 1.08896 | ||
| 83 | 2024.04.03 16:00 | buy | 22 | 0.10 | 1.08298 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.03 16:00 | modify | 22 | 0.10 | 1.08298 | 1.07996 | 1.08896 | ||
| 85 | 2024.04.03 16:00 | modify | 21 | 0.10 | 1.07396 | 1.07996 | 1.08896 | ||
| 86 | 2024.04.03 19:00 | buy | 23 | 0.10 | 1.08377 | 0.00000 | 0.00000 | ||
| 87 | 2024.04.03 19:00 | modify | 23 | 0.10 | 1.08377 | 1.07921 | 1.08896 | ||
| 88 | 2024.04.03 19:00 | modify | 22 | 0.10 | 1.08298 | 1.07921 | 1.08896 | ||
| 89 | 2024.04.03 19:00 | modify | 21 | 0.10 | 1.07396 | 1.07921 | 1.08896 | ||
| 90 | 2024.04.05 14:00 | s/l | 21 | 0.10 | 1.07921 | 1.07921 | 1.08896 | 48.52 | 10943.49 |
| 91 | 2024.04.05 14:00 | s/l | 22 | 0.10 | 1.07921 | 1.07921 | 1.08896 | -40.36 | 10903.13 |
| 92 | 2024.04.05 14:00 | s/l | 23 | 0.10 | 1.07921 | 1.07921 | 1.08896 | -48.26 | 10854.88 |
| 93 | 2024.06.03 22:00 | sell | 24 | 0.10 | 1.09028 | 0.00000 | 0.00000 | ||
| 94 | 2024.06.03 22:00 | modify | 24 | 0.10 | 1.09028 | 1.09428 | 1.07528 | ||
| 95 | 2024.06.07 13:00 | sell | 25 | 0.10 | 1.08331 | 0.00000 | 0.00000 | ||
| 96 | 2024.06.07 13:00 | modify | 25 | 0.10 | 1.08331 | 1.08953 | 1.07528 | ||
| 97 | 2024.06.07 13:00 | modify | 24 | 0.10 | 1.09028 | 1.08953 | 1.07528 | ||
| 98 | 2024.06.07 15:00 | sell | 26 | 0.10 | 1.08125 | 0.00000 | 0.00000 | ||
| 99 | 2024.06.07 15:00 | modify | 26 | 0.10 | 1.08125 | 1.08428 | 1.07528 | ||
| 100 | 2024.06.07 15:00 | modify | 25 | 0.10 | 1.08331 | 1.08428 | 1.07528 | ||
| 101 | 2024.06.07 15:00 | modify | 24 | 0.10 | 1.09028 | 1.08428 | 1.07528 | ||
| 102 | 2024.06.07 17:00 | sell | 27 | 0.10 | 1.08051 | 0.00000 | 0.00000 | ||
| 103 | 2024.06.07 17:00 | modify | 27 | 0.10 | 1.08051 | 1.08503 | 1.07528 | ||
| 104 | 2024.06.07 17:00 | modify | 26 | 0.10 | 1.08125 | 1.08503 | 1.07528 | ||
| 105 | 2024.06.07 17:00 | modify | 25 | 0.10 | 1.08331 | 1.08503 | 1.07528 | ||
| 106 | 2024.06.07 17:00 | modify | 24 | 0.10 | 1.09028 | 1.08503 | 1.07528 | ||
| 107 | 2024.06.10 05:00 | t/p | 24 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 152.43 | 11007.31 |
| 108 | 2024.06.10 05:00 | t/p | 25 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 80.65 | 11087.95 |
| 109 | 2024.06.10 05:00 | t/p | 26 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 60.05 | 11148.00 |
| 110 | 2024.06.10 05:00 | t/p | 27 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 52.65 | 11200.65 |
| 111 | 2024.06.12 18:00 | sell | 28 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 112 | 2024.06.12 18:00 | modify | 28 | 0.10 | 1.08384 | 1.08784 | 1.06884 | ||
| 113 | 2024.06.13 19:00 | sell | 29 | 0.10 | 1.07392 | 0.00000 | 0.00000 | ||
| 114 | 2024.06.13 19:00 | modify | 29 | 0.10 | 1.07392 | 1.07859 | 1.06884 | ||
| 115 | 2024.06.13 19:00 | modify | 28 | 0.10 | 1.08384 | 1.07859 | 1.06884 | ||
| 116 | 2024.06.14 10:00 | t/p | 28 | 0.10 | 1.06884 | 1.07859 | 1.06884 | 151.39 | 11352.03 |
| 117 | 2024.06.14 10:00 | t/p | 29 | 0.10 | 1.06884 | 1.07859 | 1.06884 | 51.15 | 11403.18 |
| 118 | 2024.08.02 17:00 | sell | 30 | 0.10 | 1.09120 | 0.00000 | 0.00000 | ||
| 119 | 2024.08.02 17:00 | modify | 30 | 0.10 | 1.09120 | 1.09520 | 1.07620 | ||
| 120 | 2024.08.05 08:00 | s/l | 30 | 0.10 | 1.09520 | 1.09520 | 1.07620 | -39.65 | 11363.53 |
| 121 | 2024.08.13 20:00 | sell | 31 | 0.10 | 1.09960 | 0.00000 | 0.00000 | ||
| 122 | 2024.08.13 20:00 | modify | 31 | 0.10 | 1.09960 | 1.10360 | 1.08460 | ||
| 123 | 2024.08.14 13:00 | s/l | 31 | 0.10 | 1.10360 | 1.10360 | 1.08460 | -39.65 | 11323.88 |
| 124 | 2024.08.19 22:00 | sell | 32 | 0.10 | 1.10836 | 0.00000 | 0.00000 | ||
| 125 | 2024.08.19 22:00 | modify | 32 | 0.10 | 1.10836 | 1.11236 | 1.09336 | ||
| 126 | 2024.08.20 19:00 | s/l | 32 | 0.10 | 1.11236 | 1.11236 | 1.09336 | -39.65 | 11284.22 |
| 127 | 2024.08.20 22:00 | sell | 33 | 0.10 | 1.11290 | 0.00000 | 0.00000 | ||
| 128 | 2024.08.20 22:00 | modify | 33 | 0.10 | 1.11290 | 1.11690 | 1.09790 | ||
| 129 | 2024.08.21 19:00 | s/l | 33 | 0.10 | 1.11690 | 1.11690 | 1.09790 | -39.65 | 11244.57 |
| 130 | 2024.08.23 17:00 | sell | 34 | 0.10 | 1.11739 | 0.00000 | 0.00000 | ||
| 131 | 2024.08.23 17:00 | modify | 34 | 0.10 | 1.11739 | 1.12139 | 1.10239 | ||
| 132 | 2024.08.29 14:00 | sell | 35 | 0.10 | 1.10820 | 0.00000 | 0.00000 | ||
| 133 | 2024.08.29 14:00 | modify | 35 | 0.10 | 1.10820 | 1.11139 | 1.10239 | ||
| 134 | 2024.08.29 14:00 | modify | 34 | 0.10 | 1.11739 | 1.11139 | 1.10239 | ||
| 135 | 2024.08.29 20:00 | sell | 36 | 0.10 | 1.10756 | 0.00000 | 0.00000 | ||
| 136 | 2024.08.29 20:00 | modify | 36 | 0.10 | 1.10756 | 1.11214 | 1.10239 | ||
| 137 | 2024.08.29 20:00 | modify | 35 | 0.10 | 1.10820 | 1.11214 | 1.10239 | ||
| 138 | 2024.08.29 20:00 | modify | 34 | 0.10 | 1.11739 | 1.11214 | 1.10239 | ||
| 139 | 2024.08.30 20:59 | close at stop | 36 | 0.10 | 1.10486 | 1.11214 | 1.10239 | 27.35 | 11271.92 |
| 140 | 2024.08.30 20:59 | close at stop | 35 | 0.10 | 1.10486 | 1.11214 | 1.10239 | 33.75 | 11305.66 |
| 141 | 2024.08.30 20:59 | close at stop | 34 | 0.10 | 1.10486 | 1.11214 | 1.10239 | 127.73 | 11433.39 |