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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1908 | Ticks modelled | 29847477 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 677.00 | Gross profit | 721.65 | Gross loss | -44.65 |
| Profit factor | 16.16 | Expected payoff | 30.77 | ||
| Absolute drawdown | 58.68 | Maximal drawdown | 138.48 (1.37%) | Relative drawdown | 1.37% (138.48) |
| Total trades | 22 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 19 (86.36%) | Loss trades (% of total) | 3 (13.64%) | ||
| Largest | profit trade | 73.96 | loss trade | -15.00 | |
| Average | profit trade | 37.98 | loss trade | -14.88 | |
| Maximum | consecutive wins (profit in money) | 9 (353.77) | consecutive losses (loss in money) | 1 (-15.00) | |
| Maximal | consecutive profit (count of wins) | 353.77 (9) | consecutive loss (count of losses) | -15.00 (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 15:06 | buy | 2 | 0.10 | 1.65798 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.15 15:06 | modify | 2 | 0.10 | 1.65798 | 1.65578 | 1.66513 | ||
| 5 | 2023.09.15 15:06 | modify | 1 | 0.10 | 1.65413 | 1.65578 | 1.66513 | ||
| 6 | 2023.09.17 21:08 | s/l | 1 | 0.10 | 1.65578 | 1.65578 | 1.66513 | 11.10 | 10011.10 |
| 7 | 2023.09.17 21:08 | s/l | 2 | 0.10 | 1.65578 | 1.65578 | 1.66513 | -14.79 | 9996.31 |
| 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 11:25 | sell | 4 | 0.10 | 1.65749 | 0.00000 | 0.00000 | ||
| 11 | 2024.01.18 11:25 | modify | 4 | 0.10 | 1.65749 | 1.65971 | 1.65036 | ||
| 12 | 2024.01.18 11:25 | modify | 3 | 0.10 | 1.66136 | 1.65971 | 1.65036 | ||
| 13 | 2024.01.18 15:05 | sell | 5 | 0.10 | 1.65474 | 0.00000 | 0.00000 | ||
| 14 | 2024.01.18 15:05 | modify | 5 | 0.10 | 1.65474 | 1.65861 | 1.65036 | ||
| 15 | 2024.01.18 15:05 | modify | 4 | 0.10 | 1.65749 | 1.65861 | 1.65036 | ||
| 16 | 2024.01.18 15:05 | modify | 3 | 0.10 | 1.66136 | 1.65861 | 1.65036 | ||
| 17 | 2024.01.18 22:08 | sell | 6 | 0.10 | 1.65350 | 0.00000 | 0.00000 | ||
| 18 | 2024.01.18 22:08 | modify | 6 | 0.10 | 1.65350 | 1.65751 | 1.65036 | ||
| 19 | 2024.01.18 22:08 | modify | 5 | 0.10 | 1.65474 | 1.65751 | 1.65036 | ||
| 20 | 2024.01.18 22:08 | modify | 4 | 0.10 | 1.65749 | 1.65751 | 1.65036 | ||
| 21 | 2024.01.18 22:08 | modify | 3 | 0.10 | 1.66136 | 1.65751 | 1.65036 | ||
| 22 | 2024.01.19 09:14 | t/p | 3 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 73.85 | 10070.16 |
| 23 | 2024.01.19 09:14 | t/p | 4 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 47.84 | 10117.99 |
| 24 | 2024.01.19 09:14 | t/p | 5 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 29.35 | 10147.34 |
| 25 | 2024.01.19 09:14 | t/p | 6 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 21.01 | 10168.34 |
| 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 09:27 | sell | 8 | 0.10 | 1.65537 | 0.00000 | 0.00000 | ||
| 29 | 2024.02.27 09:27 | modify | 8 | 0.10 | 1.65537 | 1.65758 | 1.64823 | ||
| 30 | 2024.02.27 09:27 | modify | 7 | 0.10 | 1.65923 | 1.65758 | 1.64823 | ||
| 31 | 2024.02.27 11:16 | s/l | 7 | 0.10 | 1.65758 | 1.65758 | 1.64823 | 11.09 | 10179.43 |
| 32 | 2024.02.27 11:16 | s/l | 8 | 0.10 | 1.65758 | 1.65758 | 1.64823 | -14.86 | 10164.57 |
| 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 12:30 | buy | 10 | 0.10 | 1.64259 | 0.00000 | 0.00000 | ||
| 36 | 2024.04.10 12:30 | modify | 10 | 0.10 | 1.64259 | 1.64016 | 1.64951 | ||
| 37 | 2024.04.10 12:30 | modify | 9 | 0.10 | 1.63851 | 1.64016 | 1.64951 | ||
| 38 | 2024.04.10 12:31 | buy | 11 | 0.10 | 1.64513 | 0.00000 | 0.00000 | ||
| 39 | 2024.04.10 12:31 | modify | 11 | 0.10 | 1.64513 | 1.64126 | 1.64951 | ||
| 40 | 2024.04.10 12:31 | modify | 10 | 0.10 | 1.64259 | 1.64126 | 1.64951 | ||
| 41 | 2024.04.10 12:31 | modify | 9 | 0.10 | 1.63851 | 1.64126 | 1.64951 | ||
| 42 | 2024.04.10 12:40 | buy | 12 | 0.10 | 1.64626 | 0.00000 | 0.00000 | ||
| 43 | 2024.04.10 12:40 | modify | 12 | 0.10 | 1.64626 | 1.64236 | 1.64951 | ||
| 44 | 2024.04.10 12:40 | modify | 11 | 0.10 | 1.64513 | 1.64236 | 1.64951 | ||
| 45 | 2024.04.10 12:40 | modify | 10 | 0.10 | 1.64259 | 1.64236 | 1.64951 | ||
| 46 | 2024.04.10 12:40 | modify | 9 | 0.10 | 1.63851 | 1.64236 | 1.64951 | ||
| 47 | 2024.04.10 13:48 | t/p | 9 | 0.10 | 1.64951 | 1.64236 | 1.64951 | 73.94 | 10238.51 |
| 48 | 2024.04.10 13:48 | t/p | 10 | 0.10 | 1.64951 | 1.64236 | 1.64951 | 46.52 | 10285.03 |
| 49 | 2024.04.10 13:48 | t/p | 11 | 0.10 | 1.64951 | 1.64236 | 1.64951 | 29.44 | 10314.47 |
| 50 | 2024.04.10 13:48 | t/p | 12 | 0.10 | 1.64951 | 1.64236 | 1.64951 | 21.85 | 10336.32 |
| 51 | 2024.05.01 00:00 | sell | 13 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 52 | 2024.05.01 00:00 | modify | 13 | 0.10 | 1.64722 | 1.66022 | 1.63622 | ||
| 53 | 2024.05.01 18:41 | sell | 14 | 0.10 | 1.64334 | 0.00000 | 0.00000 | ||
| 54 | 2024.05.01 18:41 | modify | 14 | 0.10 | 1.64334 | 1.64557 | 1.63622 | ||
| 55 | 2024.05.01 18:41 | modify | 13 | 0.10 | 1.64722 | 1.64557 | 1.63622 | ||
| 56 | 2024.05.01 21:56 | sell | 15 | 0.10 | 1.64037 | 0.00000 | 0.00000 | ||
| 57 | 2024.05.01 21:56 | modify | 15 | 0.10 | 1.64037 | 1.64447 | 1.63622 | ||
| 58 | 2024.05.01 21:56 | modify | 14 | 0.10 | 1.64334 | 1.64447 | 1.63622 | ||
| 59 | 2024.05.01 21:56 | modify | 13 | 0.10 | 1.64722 | 1.64447 | 1.63622 | ||
| 60 | 2024.05.02 02:10 | sell | 16 | 0.10 | 1.63951 | 0.00000 | 0.00000 | ||
| 61 | 2024.05.02 02:10 | modify | 16 | 0.10 | 1.63951 | 1.64337 | 1.63622 | ||
| 62 | 2024.05.02 02:10 | modify | 15 | 0.10 | 1.64037 | 1.64337 | 1.63622 | ||
| 63 | 2024.05.02 02:10 | modify | 14 | 0.10 | 1.64334 | 1.64337 | 1.63622 | ||
| 64 | 2024.05.02 02:10 | modify | 13 | 0.10 | 1.64722 | 1.64337 | 1.63622 | ||
| 65 | 2024.05.02 14:30 | t/p | 13 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 73.65 | 10409.97 |
| 66 | 2024.05.02 14:30 | t/p | 14 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 47.56 | 10457.53 |
| 67 | 2024.05.02 14:30 | t/p | 15 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 27.60 | 10485.13 |
| 68 | 2024.05.02 14:30 | t/p | 16 | 0.10 | 1.63622 | 1.64337 | 1.63622 | 22.12 | 10507.25 |
| 69 | 2024.07.18 00:00 | sell | 17 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 70 | 2024.07.18 00:00 | modify | 17 | 0.10 | 1.62533 | 1.63833 | 1.61433 | ||
| 71 | 2024.07.18 07:02 | sell | 18 | 0.10 | 1.62145 | 0.00000 | 0.00000 | ||
| 72 | 2024.07.18 07:02 | modify | 18 | 0.10 | 1.62145 | 1.62368 | 1.61433 | ||
| 73 | 2024.07.18 07:02 | modify | 17 | 0.10 | 1.62533 | 1.62368 | 1.61433 | ||
| 74 | 2024.07.18 10:00 | s/l | 17 | 0.10 | 1.62368 | 1.62368 | 1.61433 | 11.09 | 10518.34 |
| 75 | 2024.07.18 10:00 | s/l | 18 | 0.10 | 1.62368 | 1.62368 | 1.61433 | -15.00 | 10503.34 |
| 76 | 2024.08.15 00:00 | sell | 19 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.15 00:00 | modify | 19 | 0.10 | 1.66889 | 1.68189 | 1.65789 | ||
| 78 | 2024.08.15 01:42 | sell | 20 | 0.10 | 1.66502 | 0.00000 | 0.00000 | ||
| 79 | 2024.08.15 01:42 | modify | 20 | 0.10 | 1.66502 | 1.66724 | 1.65789 | ||
| 80 | 2024.08.15 01:42 | modify | 19 | 0.10 | 1.66889 | 1.66724 | 1.65789 | ||
| 81 | 2024.08.15 03:18 | sell | 21 | 0.10 | 1.66229 | 0.00000 | 0.00000 | ||
| 82 | 2024.08.15 03:18 | modify | 21 | 0.10 | 1.66229 | 1.66614 | 1.65789 | ||
| 83 | 2024.08.15 03:18 | modify | 20 | 0.10 | 1.66502 | 1.66614 | 1.65789 | ||
| 84 | 2024.08.15 03:18 | modify | 19 | 0.10 | 1.66889 | 1.66614 | 1.65789 | ||
| 85 | 2024.08.15 04:29 | sell | 22 | 0.10 | 1.66119 | 0.00000 | 0.00000 | ||
| 86 | 2024.08.15 04:29 | modify | 22 | 0.10 | 1.66119 | 1.66504 | 1.65789 | ||
| 87 | 2024.08.15 04:29 | modify | 21 | 0.10 | 1.66229 | 1.66504 | 1.65789 | ||
| 88 | 2024.08.15 04:29 | modify | 20 | 0.10 | 1.66502 | 1.66504 | 1.65789 | ||
| 89 | 2024.08.15 04:29 | modify | 19 | 0.10 | 1.66889 | 1.66504 | 1.65789 | ||
| 90 | 2024.08.15 12:45 | t/p | 19 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 73.96 | 10577.30 |
| 91 | 2024.08.15 12:45 | t/p | 20 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 47.94 | 10625.24 |
| 92 | 2024.08.15 12:45 | t/p | 21 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 29.58 | 10654.82 |
| 93 | 2024.08.15 12:45 | t/p | 22 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 22.18 | 10677.00 |