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 23:59 (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=4; 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=150; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1525.23 | Gross profit | 1737.64 | Gross loss | -212.41 |
| Profit factor | 8.18 | Expected payoff | 52.59 | ||
| Absolute drawdown | 43.02 | Maximal drawdown | 226.21 (2.22%) | Relative drawdown | 2.22% (226.21) |
| Total trades | 29 | Short positions (won %) | 19 (84.21%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 26 (89.66%) | Loss trades (% of total) | 3 (10.34%) | ||
| Largest | profit trade | 112.14 | loss trade | -144.79 | |
| Average | profit trade | 66.83 | loss trade | -70.80 | |
| Maximum | consecutive wins (profit in money) | 15 (1085.97) | consecutive losses (loss in money) | 1 (-144.79) | |
| Maximal | consecutive profit (count of wins) | 1085.97 (15) | consecutive loss (count of losses) | -144.79 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | 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 | 1.04011 | 1.06511 | ||
| 3 | 2023.10.30 16:00 | buy | 2 | 0.10 | 1.06219 | 0.00000 | 0.00000 | ||
| 4 | 2023.10.30 16:00 | modify | 2 | 0.10 | 1.06219 | 1.05861 | 1.06511 | ||
| 5 | 2023.10.30 16:00 | modify | 1 | 0.10 | 1.05511 | 1.05861 | 1.06511 | ||
| 6 | 2023.10.31 12:00 | t/p | 1 | 0.10 | 1.06511 | 1.05861 | 1.06511 | 98.01 | 10098.01 |
| 7 | 2023.10.31 12:00 | t/p | 2 | 0.10 | 1.06511 | 1.05861 | 1.06511 | 28.54 | 10126.54 |
| 8 | 2023.11.06 08:00 | sell | 3 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 9 | 2023.11.06 08:00 | modify | 3 | 0.10 | 1.07333 | 1.08833 | 1.06333 | ||
| 10 | 2023.11.08 08:00 | sell | 4 | 0.10 | 1.06804 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.08 08:00 | modify | 4 | 0.10 | 1.06804 | 1.07283 | 1.06333 | ||
| 12 | 2023.11.08 08:00 | modify | 3 | 0.10 | 1.07333 | 1.07283 | 1.06333 | ||
| 13 | 2023.11.09 16:00 | s/l | 3 | 0.10 | 1.07283 | 1.07283 | 1.06333 | 6.74 | 10133.28 |
| 14 | 2023.11.09 16:00 | s/l | 4 | 0.10 | 1.07283 | 1.07283 | 1.06333 | -46.86 | 10086.42 |
| 15 | 2023.11.15 08:00 | sell | 5 | 0.10 | 1.08728 | 0.00000 | 0.00000 | ||
| 16 | 2023.11.15 08:00 | modify | 5 | 0.10 | 1.08728 | 1.10228 | 1.07728 | ||
| 17 | 2023.12.06 20:00 | t/p | 5 | 0.10 | 1.07728 | 1.10228 | 1.07728 | 107.29 | 10193.71 |
| 18 | 2023.12.15 08:00 | sell | 6 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 19 | 2023.12.15 08:00 | modify | 6 | 0.10 | 1.09938 | 1.11438 | 1.08938 | ||
| 20 | 2023.12.15 20:00 | t/p | 6 | 0.10 | 1.08938 | 1.11438 | 1.08938 | 100.00 | 10293.71 |
| 21 | 2023.12.28 08:00 | sell | 7 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.28 08:00 | modify | 7 | 0.10 | 1.11167 | 1.12667 | 1.10167 | ||
| 23 | 2023.12.28 20:00 | sell | 8 | 0.10 | 1.10645 | 0.00000 | 0.00000 | ||
| 24 | 2023.12.28 20:00 | modify | 8 | 0.10 | 1.10645 | 1.11117 | 1.10167 | ||
| 25 | 2023.12.28 20:00 | modify | 7 | 0.10 | 1.11167 | 1.11117 | 1.10167 | ||
| 26 | 2024.01.02 12:00 | t/p | 7 | 0.10 | 1.10167 | 1.11117 | 1.10167 | 101.04 | 10394.75 |
| 27 | 2024.01.02 12:00 | t/p | 8 | 0.10 | 1.10167 | 1.11117 | 1.10167 | 48.84 | 10443.59 |
| 28 | 2024.01.11 08:00 | sell | 9 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 29 | 2024.01.11 08:00 | modify | 9 | 0.10 | 1.09790 | 1.11290 | 1.08790 | ||
| 30 | 2024.01.16 04:00 | sell | 10 | 0.10 | 1.09187 | 0.00000 | 0.00000 | ||
| 31 | 2024.01.16 04:00 | modify | 10 | 0.10 | 1.09187 | 1.09390 | 1.08790 | ||
| 32 | 2024.01.16 04:00 | modify | 9 | 0.10 | 1.09790 | 1.09390 | 1.08790 | ||
| 33 | 2024.01.16 12:00 | t/p | 9 | 0.10 | 1.08790 | 1.09390 | 1.08790 | 101.04 | 10544.63 |
| 34 | 2024.01.16 12:00 | t/p | 10 | 0.10 | 1.08790 | 1.09390 | 1.08790 | 39.70 | 10584.33 |
| 35 | 2024.02.05 08:00 | buy | 11 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 36 | 2024.02.05 08:00 | modify | 11 | 0.10 | 1.07832 | 1.06332 | 1.08832 | ||
| 37 | 2024.02.22 08:00 | buy | 12 | 0.10 | 1.08561 | 0.00000 | 0.00000 | ||
| 38 | 2024.02.22 08:00 | modify | 12 | 0.10 | 1.08561 | 1.08182 | 1.08832 | ||
| 39 | 2024.02.22 08:00 | modify | 11 | 0.10 | 1.07832 | 1.08182 | 1.08832 | ||
| 40 | 2024.02.22 12:00 | t/p | 11 | 0.10 | 1.08832 | 1.08182 | 1.08832 | 87.38 | 10671.71 |
| 41 | 2024.02.22 12:00 | t/p | 12 | 0.10 | 1.08832 | 1.08182 | 1.08832 | 27.10 | 10698.81 |
| 42 | 2024.02.26 16:00 | sell | 13 | 0.10 | 1.08509 | 0.00000 | 0.00000 | ||
| 43 | 2024.02.26 16:00 | modify | 13 | 0.10 | 1.08509 | 1.10009 | 1.07509 | ||
| 44 | 2024.03.28 08:00 | sell | 14 | 0.10 | 1.08008 | 0.00000 | 0.00000 | ||
| 45 | 2024.03.28 08:00 | modify | 14 | 0.10 | 1.08008 | 1.08459 | 1.07509 | ||
| 46 | 2024.03.28 08:00 | modify | 13 | 0.10 | 1.08509 | 1.08459 | 1.07509 | ||
| 47 | 2024.03.29 20:00 | sell | 15 | 0.10 | 1.07904 | 0.00000 | 0.00000 | ||
| 48 | 2024.03.29 20:00 | modify | 15 | 0.10 | 1.07904 | 1.08109 | 1.07509 | ||
| 49 | 2024.03.29 20:00 | modify | 14 | 0.10 | 1.08008 | 1.08109 | 1.07509 | ||
| 50 | 2024.03.29 20:00 | modify | 13 | 0.10 | 1.08509 | 1.08109 | 1.07509 | ||
| 51 | 2024.04.01 16:00 | t/p | 13 | 0.10 | 1.07509 | 1.08109 | 1.07509 | 112.14 | 10810.96 |
| 52 | 2024.04.01 16:00 | t/p | 14 | 0.10 | 1.07509 | 1.08109 | 1.07509 | 50.59 | 10861.55 |
| 53 | 2024.04.01 16:00 | t/p | 15 | 0.10 | 1.07509 | 1.08109 | 1.07509 | 39.85 | 10901.40 |
| 54 | 2024.04.04 12:00 | sell | 16 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 55 | 2024.04.04 12:00 | modify | 16 | 0.10 | 1.08529 | 1.10029 | 1.07529 | ||
| 56 | 2024.04.10 16:00 | t/p | 16 | 0.10 | 1.07529 | 1.10029 | 1.07529 | 101.39 | 11002.79 |
| 57 | 2024.04.11 04:00 | buy | 17 | 0.10 | 1.07476 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.11 04:00 | modify | 17 | 0.10 | 1.07476 | 1.05976 | 1.08476 | ||
| 59 | 2024.05.13 16:00 | buy | 18 | 0.10 | 1.07982 | 0.00000 | 0.00000 | ||
| 60 | 2024.05.13 16:00 | modify | 18 | 0.10 | 1.07982 | 1.07526 | 1.08476 | ||
| 61 | 2024.05.13 16:00 | modify | 17 | 0.10 | 1.07476 | 1.07526 | 1.08476 | ||
| 62 | 2024.05.15 16:00 | t/p | 17 | 0.10 | 1.08476 | 1.07526 | 1.08476 | 78.75 | 11081.54 |
| 63 | 2024.05.15 16:00 | t/p | 18 | 0.10 | 1.08476 | 1.07526 | 1.08476 | 48.07 | 11129.61 |
| 64 | 2024.05.16 04:00 | sell | 19 | 0.10 | 1.08872 | 0.00000 | 0.00000 | ||
| 65 | 2024.05.16 04:00 | modify | 19 | 0.10 | 1.08872 | 1.10372 | 1.07872 | ||
| 66 | 2024.05.23 16:00 | sell | 20 | 0.10 | 1.08261 | 0.00000 | 0.00000 | ||
| 67 | 2024.05.23 16:00 | modify | 20 | 0.10 | 1.08261 | 1.08472 | 1.07872 | ||
| 68 | 2024.05.23 16:00 | modify | 19 | 0.10 | 1.08872 | 1.08472 | 1.07872 | ||
| 69 | 2024.05.24 16:00 | s/l | 19 | 0.10 | 1.08472 | 1.08472 | 1.07872 | 42.78 | 11172.39 |
| 70 | 2024.05.24 16:00 | s/l | 20 | 0.10 | 1.08472 | 1.08472 | 1.07872 | -20.75 | 11151.63 |
| 71 | 2024.05.28 08:00 | sell | 21 | 0.10 | 1.08773 | 0.00000 | 0.00000 | ||
| 72 | 2024.05.28 08:00 | modify | 21 | 0.10 | 1.08773 | 1.10273 | 1.07773 | ||
| 73 | 2024.06.07 16:00 | sell | 22 | 0.10 | 1.08065 | 0.00000 | 0.00000 | ||
| 74 | 2024.06.07 16:00 | modify | 22 | 0.10 | 1.08065 | 1.08423 | 1.07773 | ||
| 75 | 2024.06.07 16:00 | modify | 21 | 0.10 | 1.08773 | 1.08423 | 1.07773 | ||
| 76 | 2024.06.10 00:00 | t/p | 21 | 0.10 | 1.07773 | 1.08423 | 1.07773 | 104.51 | 11256.15 |
| 77 | 2024.06.10 00:00 | t/p | 22 | 0.10 | 1.07773 | 1.08423 | 1.07773 | 29.55 | 11285.69 |
| 78 | 2024.06.10 08:00 | buy | 23 | 0.10 | 1.07674 | 0.00000 | 0.00000 | ||
| 79 | 2024.06.10 08:00 | modify | 23 | 0.10 | 1.07674 | 1.06174 | 1.08674 | ||
| 80 | 2024.07.08 00:00 | buy | 24 | 0.10 | 1.08285 | 0.00000 | 0.00000 | ||
| 81 | 2024.07.08 00:00 | modify | 24 | 0.10 | 1.08285 | 1.08074 | 1.08674 | ||
| 82 | 2024.07.08 00:00 | modify | 23 | 0.10 | 1.07674 | 1.08074 | 1.08674 | ||
| 83 | 2024.07.08 08:00 | buy | 25 | 0.10 | 1.08399 | 0.00000 | 0.00000 | ||
| 84 | 2024.07.08 08:00 | modify | 25 | 0.10 | 1.08399 | 1.08024 | 1.08674 | ||
| 85 | 2024.07.08 08:00 | modify | 24 | 0.10 | 1.08285 | 1.08024 | 1.08674 | ||
| 86 | 2024.07.08 08:00 | modify | 23 | 0.10 | 1.07674 | 1.08024 | 1.08674 | ||
| 87 | 2024.07.11 16:00 | t/p | 23 | 0.10 | 1.08674 | 1.08024 | 1.08674 | 78.09 | 11363.78 |
| 88 | 2024.07.11 16:00 | t/p | 24 | 0.10 | 1.08674 | 1.08024 | 1.08674 | 35.58 | 11399.36 |
| 89 | 2024.07.11 16:00 | t/p | 25 | 0.10 | 1.08674 | 1.08024 | 1.08674 | 24.18 | 11423.54 |
| 90 | 2024.07.17 16:00 | sell | 26 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 91 | 2024.07.17 16:00 | modify | 26 | 0.10 | 1.09323 | 1.10823 | 1.08323 | ||
| 92 | 2024.07.19 20:00 | sell | 27 | 0.10 | 1.08793 | 0.00000 | 0.00000 | ||
| 93 | 2024.07.19 20:00 | modify | 27 | 0.10 | 1.08793 | 1.09273 | 1.08323 | ||
| 94 | 2024.07.19 20:00 | modify | 26 | 0.10 | 1.09323 | 1.09273 | 1.08323 | ||
| 95 | 2024.07.24 08:00 | t/p | 26 | 0.10 | 1.08323 | 1.09273 | 1.08323 | 102.43 | 11525.97 |
| 96 | 2024.07.24 08:00 | t/p | 27 | 0.10 | 1.08323 | 1.09273 | 1.08323 | 48.04 | 11574.01 |
| 97 | 2024.07.29 16:00 | buy | 28 | 0.10 | 1.08220 | 0.00000 | 0.00000 | ||
| 98 | 2024.07.29 16:00 | modify | 28 | 0.10 | 1.08220 | 1.06720 | 1.09220 | ||
| 99 | 2024.08.02 16:00 | t/p | 28 | 0.10 | 1.09220 | 1.06720 | 1.09220 | 96.02 | 11670.03 |
| 100 | 2024.08.05 16:00 | sell | 29 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 101 | 2024.08.05 16:00 | modify | 29 | 0.10 | 1.09561 | 1.11061 | 1.08561 | ||
| 102 | 2024.08.20 16:00 | s/l | 29 | 0.10 | 1.11061 | 1.11061 | 1.08561 | -144.79 | 11525.23 |