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 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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; 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 | 79518 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 649.34 | Gross profit | 695.54 | Gross loss | -46.20 |
| Profit factor | 15.05 | Expected payoff | 30.92 | ||
| Absolute drawdown | 58.69 | Maximal drawdown | 138.56 (1.37%) | Relative drawdown | 1.37% (138.56) |
| Total trades | 21 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 18 (85.71%) | Loss trades (% of total) | 3 (14.29%) | ||
| Largest | profit trade | 73.98 | loss trade | -15.74 | |
| Average | profit trade | 38.64 | loss trade | -15.40 | |
| Maximum | consecutive wins (profit in money) | 8 (330.98) | consecutive losses (loss in money) | 1 (-15.74) | |
| Maximal | consecutive profit (count of wins) | 330.98 (8) | consecutive loss (count of losses) | -15.74 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.15 00:00 | buy | 1 | 0.10 | 1.65413 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.15 00:00 | modify | 1 | 0.10 | 1.65413 | 1.64113 | 1.66513 | ||
| 3 | 2023.09.15 16:40 | buy | 2 | 0.10 | 1.65806 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.15 16:40 | modify | 2 | 0.10 | 1.65806 | 1.65578 | 1.66513 | ||
| 5 | 2023.09.15 16:40 | modify | 1 | 0.10 | 1.65413 | 1.65578 | 1.66513 | ||
| 6 | 2023.09.17 21:00 | s/l | 1 | 0.10 | 1.65578 | 1.65578 | 1.66513 | 11.10 | 10011.10 |
| 7 | 2023.09.17 21:00 | s/l | 2 | 0.10 | 1.65578 | 1.65578 | 1.66513 | -15.33 | 9995.77 |
| 8 | 2024.01.18 00:00 | sell | 3 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.18 00:00 | modify | 3 | 0.10 | 1.66136 | 1.67436 | 1.65036 | ||
| 10 | 2024.01.18 11:40 | sell | 4 | 0.10 | 1.65723 | 0.00000 | 0.00000 | ||
| 11 | 2024.01.18 11:40 | modify | 4 | 0.10 | 1.65723 | 1.65971 | 1.65036 | ||
| 12 | 2024.01.18 11:40 | modify | 3 | 0.10 | 1.66136 | 1.65971 | 1.65036 | ||
| 13 | 2024.01.18 16:40 | sell | 5 | 0.10 | 1.65448 | 0.00000 | 0.00000 | ||
| 14 | 2024.01.18 16:40 | modify | 5 | 0.10 | 1.65448 | 1.65861 | 1.65036 | ||
| 15 | 2024.01.18 16:40 | modify | 4 | 0.10 | 1.65723 | 1.65861 | 1.65036 | ||
| 16 | 2024.01.18 16:40 | modify | 3 | 0.10 | 1.66136 | 1.65861 | 1.65036 | ||
| 17 | 2024.01.18 22:30 | sell | 6 | 0.10 | 1.65356 | 0.00000 | 0.00000 | ||
| 18 | 2024.01.18 22:30 | modify | 6 | 0.10 | 1.65356 | 1.65751 | 1.65036 | ||
| 19 | 2024.01.18 22:30 | modify | 5 | 0.10 | 1.65448 | 1.65751 | 1.65036 | ||
| 20 | 2024.01.18 22:30 | modify | 4 | 0.10 | 1.65723 | 1.65751 | 1.65036 | ||
| 21 | 2024.01.18 22:30 | modify | 3 | 0.10 | 1.66136 | 1.65751 | 1.65036 | ||
| 22 | 2024.01.19 09:30 | t/p | 3 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 73.88 | 10069.65 |
| 23 | 2024.01.19 09:30 | t/p | 4 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 46.10 | 10115.74 |
| 24 | 2024.01.19 09:30 | t/p | 5 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 27.61 | 10143.35 |
| 25 | 2024.01.19 09:30 | t/p | 6 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 21.42 | 10164.76 |
| 26 | 2024.02.27 00:00 | sell | 7 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 27 | 2024.02.27 00:00 | modify | 7 | 0.10 | 1.65923 | 1.67223 | 1.64823 | ||
| 28 | 2024.02.27 09:40 | sell | 8 | 0.10 | 1.65533 | 0.00000 | 0.00000 | ||
| 29 | 2024.02.27 09:40 | modify | 8 | 0.10 | 1.65533 | 1.65758 | 1.64823 | ||
| 30 | 2024.02.27 09:40 | modify | 7 | 0.10 | 1.65923 | 1.65758 | 1.64823 | ||
| 31 | 2024.02.27 11:20 | s/l | 7 | 0.10 | 1.65758 | 1.65758 | 1.64823 | 11.10 | 10175.86 |
| 32 | 2024.02.27 11:20 | s/l | 8 | 0.10 | 1.65758 | 1.65758 | 1.64823 | -15.13 | 10160.73 |
| 33 | 2024.04.10 00:00 | buy | 9 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 34 | 2024.04.10 00:00 | modify | 9 | 0.10 | 1.63851 | 1.62551 | 1.64951 | ||
| 35 | 2024.04.10 12:20 | buy | 10 | 0.10 | 1.64264 | 0.00000 | 0.00000 | ||
| 36 | 2024.04.10 12:20 | modify | 10 | 0.10 | 1.64264 | 1.64016 | 1.64951 | ||
| 37 | 2024.04.10 12:20 | modify | 9 | 0.10 | 1.63851 | 1.64016 | 1.64951 | ||
| 38 | 2024.04.10 13:05 | buy | 11 | 0.10 | 1.64528 | 0.00000 | 0.00000 | ||
| 39 | 2024.04.10 13:05 | modify | 11 | 0.10 | 1.64528 | 1.64126 | 1.64951 | ||
| 40 | 2024.04.10 13:05 | modify | 10 | 0.10 | 1.64264 | 1.64126 | 1.64951 | ||
| 41 | 2024.04.10 13:05 | modify | 9 | 0.10 | 1.63851 | 1.64126 | 1.64951 | ||
| 42 | 2024.04.10 13:40 | t/p | 9 | 0.10 | 1.64951 | 1.64126 | 1.64951 | 73.96 | 10234.69 |
| 43 | 2024.04.10 13:40 | t/p | 10 | 0.10 | 1.64951 | 1.64126 | 1.64951 | 46.19 | 10280.88 |
| 44 | 2024.04.10 13:40 | t/p | 11 | 0.10 | 1.64951 | 1.64126 | 1.64951 | 28.44 | 10309.32 |
| 45 | 2024.05.01 00:00 | sell | 12 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 46 | 2024.05.01 00:00 | modify | 12 | 0.10 | 1.64722 | 1.66022 | 1.63622 | ||
| 47 | 2024.05.01 20:20 | sell | 13 | 0.10 | 1.64334 | 0.00000 | 0.00000 | ||
| 48 | 2024.05.01 20:20 | modify | 13 | 0.10 | 1.64334 | 1.64557 | 1.63622 | ||
| 49 | 2024.05.01 20:20 | modify | 12 | 0.10 | 1.64722 | 1.64557 | 1.63622 | ||
| 50 | 2024.05.01 22:13 | sell | 14 | 0.10 | 1.64058 | 0.00000 | 0.00000 | ||
| 51 | 2024.05.01 22:13 | modify | 14 | 0.10 | 1.64058 | 1.64447 | 1.63622 | ||
| 52 | 2024.05.01 22:13 | modify | 13 | 0.10 | 1.64334 | 1.64447 | 1.63622 | ||
| 53 | 2024.05.01 22:13 | modify | 12 | 0.10 | 1.64722 | 1.64447 | 1.63622 | ||
| 54 | 2024.05.02 02:40 | sell | 15 | 0.10 | 1.63935 | 0.00000 | 0.00000 | ||
| 55 | 2024.05.02 02:40 | modify | 15 | 0.10 | 1.63935 | 1.64337 | 1.63622 | ||
| 56 | 2024.05.02 02:40 | modify | 14 | 0.10 | 1.64058 | 1.64337 | 1.63622 | ||
| 57 | 2024.05.02 02:40 | modify | 13 | 0.10 | 1.64334 | 1.64337 | 1.63622 | ||
| 58 | 2024.05.02 02:40 | modify | 12 | 0.10 | 1.64722 | 1.64337 | 1.63622 | ||
| 59 | 2024.05.02 14:40 | t/p | 12 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 73.67 | 10382.99 |
| 60 | 2024.05.02 14:40 | t/p | 13 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 47.57 | 10430.56 |
| 61 | 2024.05.02 14:40 | t/p | 14 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 29.01 | 10459.57 |
| 62 | 2024.05.02 14:40 | t/p | 15 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 21.05 | 10480.62 |
| 63 | 2024.07.18 00:00 | sell | 16 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 64 | 2024.07.18 00:00 | modify | 16 | 0.10 | 1.62533 | 1.63833 | 1.61433 | ||
| 65 | 2024.07.18 07:15 | sell | 17 | 0.10 | 1.62134 | 0.00000 | 0.00000 | ||
| 66 | 2024.07.18 07:15 | modify | 17 | 0.10 | 1.62134 | 1.62368 | 1.61433 | ||
| 67 | 2024.07.18 07:15 | modify | 16 | 0.10 | 1.62533 | 1.62368 | 1.61433 | ||
| 68 | 2024.07.18 10:15 | s/l | 16 | 0.10 | 1.62368 | 1.62368 | 1.61433 | 11.09 | 10491.71 |
| 69 | 2024.07.18 10:15 | s/l | 17 | 0.10 | 1.62368 | 1.62368 | 1.61433 | -15.74 | 10475.97 |
| 70 | 2024.08.15 00:00 | sell | 18 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 71 | 2024.08.15 00:00 | modify | 18 | 0.10 | 1.66889 | 1.68189 | 1.65789 | ||
| 72 | 2024.08.15 01:55 | sell | 19 | 0.10 | 1.66497 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.15 01:55 | modify | 19 | 0.10 | 1.66497 | 1.66724 | 1.65789 | ||
| 74 | 2024.08.15 01:55 | modify | 18 | 0.10 | 1.66889 | 1.66724 | 1.65789 | ||
| 75 | 2024.08.15 03:40 | sell | 20 | 0.10 | 1.66229 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.15 03:40 | modify | 20 | 0.10 | 1.66229 | 1.66614 | 1.65789 | ||
| 77 | 2024.08.15 03:40 | modify | 19 | 0.10 | 1.66497 | 1.66614 | 1.65789 | ||
| 78 | 2024.08.15 03:40 | modify | 18 | 0.10 | 1.66889 | 1.66614 | 1.65789 | ||
| 79 | 2024.08.15 04:40 | sell | 21 | 0.10 | 1.66119 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.15 04:40 | modify | 21 | 0.10 | 1.66119 | 1.66504 | 1.65789 | ||
| 81 | 2024.08.15 04:40 | modify | 20 | 0.10 | 1.66229 | 1.66504 | 1.65789 | ||
| 82 | 2024.08.15 04:40 | modify | 19 | 0.10 | 1.66497 | 1.66504 | 1.65789 | ||
| 83 | 2024.08.15 04:40 | modify | 18 | 0.10 | 1.66889 | 1.66504 | 1.65789 | ||
| 84 | 2024.08.15 12:40 | t/p | 18 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 73.98 | 10549.95 |
| 85 | 2024.08.15 12:40 | t/p | 19 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 47.61 | 10597.56 |
| 86 | 2024.08.15 12:40 | t/p | 20 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 29.59 | 10627.15 |
| 87 | 2024.08.15 12:40 | t/p | 21 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 22.19 | 10649.34 |