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 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 4215 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1442.85 | Gross profit | 1788.73 | Gross loss | -345.88 |
| Profit factor | 5.17 | Expected payoff | 40.08 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 276.25 (2.40%) | Relative drawdown | 2.40% (276.25) |
| Total trades | 36 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 23 (69.57%) |
| Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) | ||
| Largest | profit trade | 93.75 | loss trade | -88.26 | |
| Average | profit trade | 68.80 | loss trade | -34.59 | |
| Maximum | consecutive wins (profit in money) | 14 (1115.55) | consecutive losses (loss in money) | 3 (-48.22) | |
| Maximal | consecutive profit (count of wins) | 1115.55 (14) | consecutive loss (count of losses) | -175.80 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 08:00 | sell | 1 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 08:00 | modify | 1 | 0.10 | 1.68668 | 1.69968 | 1.67268 | ||
| 3 | 2023.09.08 08:00 | t/p | 1 | 0.10 | 1.67268 | 1.69968 | 1.67268 | 93.64 | 10093.64 |
| 4 | 2023.09.14 16:00 | buy | 2 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 5 | 2023.09.14 16:00 | modify | 2 | 0.10 | 1.65504 | 1.64204 | 1.66904 | ||
| 6 | 2023.09.22 00:00 | buy | 3 | 0.10 | 1.66351 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.22 00:00 | modify | 3 | 0.10 | 1.66351 | 1.65854 | 1.66904 | ||
| 8 | 2023.09.22 00:00 | modify | 2 | 0.10 | 1.65504 | 1.65854 | 1.66904 | ||
| 9 | 2023.09.22 04:00 | s/l | 2 | 0.10 | 1.65854 | 1.65854 | 1.66904 | 19.57 | 10113.21 |
| 10 | 2023.09.22 04:00 | s/l | 3 | 0.10 | 1.65854 | 1.65854 | 1.66904 | -33.42 | 10079.79 |
| 11 | 2023.09.22 12:00 | buy | 4 | 0.10 | 1.64893 | 0.00000 | 0.00000 | ||
| 12 | 2023.09.22 12:00 | modify | 4 | 0.10 | 1.64893 | 1.63593 | 1.66293 | ||
| 13 | 2023.09.26 08:00 | buy | 5 | 0.10 | 1.65313 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.26 08:00 | modify | 5 | 0.10 | 1.65313 | 1.64963 | 1.66293 | ||
| 15 | 2023.09.26 08:00 | modify | 4 | 0.10 | 1.64893 | 1.64963 | 1.66293 | ||
| 16 | 2023.09.26 16:00 | s/l | 4 | 0.10 | 1.64963 | 1.64963 | 1.66293 | 3.72 | 10083.51 |
| 17 | 2023.09.26 16:00 | s/l | 5 | 0.10 | 1.64963 | 1.64963 | 1.66293 | -23.54 | 10059.97 |
| 18 | 2023.09.29 08:00 | buy | 6 | 0.10 | 1.63708 | 0.00000 | 0.00000 | ||
| 19 | 2023.09.29 08:00 | modify | 6 | 0.10 | 1.63708 | 1.62408 | 1.65108 | ||
| 20 | 2023.09.29 16:00 | buy | 7 | 0.10 | 1.64153 | 0.00000 | 0.00000 | ||
| 21 | 2023.09.29 16:00 | modify | 7 | 0.10 | 1.64153 | 1.63778 | 1.65108 | ||
| 22 | 2023.09.29 16:00 | modify | 6 | 0.10 | 1.63708 | 1.63778 | 1.65108 | ||
| 23 | 2023.10.02 08:00 | t/p | 6 | 0.10 | 1.65108 | 1.63778 | 1.65108 | 93.64 | 10153.61 |
| 24 | 2023.10.02 08:00 | t/p | 7 | 0.10 | 1.65108 | 1.63778 | 1.65108 | 63.72 | 10217.33 |
| 25 | 2023.10.03 08:00 | sell | 8 | 0.10 | 1.65904 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.03 08:00 | modify | 8 | 0.10 | 1.65904 | 1.67204 | 1.64504 | ||
| 27 | 2023.10.10 04:00 | t/p | 8 | 0.10 | 1.64504 | 1.67204 | 1.64504 | 93.43 | 10310.77 |
| 28 | 2023.10.19 04:00 | sell | 9 | 0.10 | 1.67202 | 0.00000 | 0.00000 | ||
| 29 | 2023.10.19 04:00 | modify | 9 | 0.10 | 1.67202 | 1.68502 | 1.65802 | ||
| 30 | 2023.10.25 04:00 | t/p | 9 | 0.10 | 1.65802 | 1.68502 | 1.65802 | 93.74 | 10404.51 |
| 31 | 2023.10.25 04:00 | buy | 10 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.25 04:00 | modify | 10 | 0.10 | 1.66176 | 1.64876 | 1.67576 | ||
| 33 | 2023.10.26 00:00 | t/p | 10 | 0.10 | 1.67576 | 1.64876 | 1.67576 | 92.65 | 10497.16 |
| 34 | 2023.11.01 16:00 | buy | 11 | 0.10 | 1.65649 | 0.00000 | 0.00000 | ||
| 35 | 2023.11.01 16:00 | modify | 11 | 0.10 | 1.65649 | 1.64349 | 1.67049 | ||
| 36 | 2023.11.08 20:00 | t/p | 11 | 0.10 | 1.67049 | 1.64349 | 1.67049 | 90.66 | 10587.83 |
| 37 | 2023.11.15 12:00 | buy | 12 | 0.10 | 1.66448 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.15 12:00 | modify | 12 | 0.10 | 1.66448 | 1.65148 | 1.67848 | ||
| 39 | 2023.11.16 16:00 | t/p | 12 | 0.10 | 1.67848 | 1.65148 | 1.67848 | 92.65 | 10680.48 |
| 40 | 2023.12.01 16:00 | buy | 13 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 41 | 2023.12.01 16:00 | modify | 13 | 0.10 | 1.63260 | 1.61960 | 1.64660 | ||
| 42 | 2023.12.05 04:00 | t/p | 13 | 0.10 | 1.64660 | 1.61960 | 1.64660 | 93.15 | 10773.62 |
| 43 | 2023.12.05 04:00 | sell | 14 | 0.10 | 1.64841 | 0.00000 | 0.00000 | ||
| 44 | 2023.12.05 04:00 | modify | 14 | 0.10 | 1.64841 | 1.66141 | 1.63441 | ||
| 45 | 2023.12.07 20:00 | t/p | 14 | 0.10 | 1.63441 | 1.66141 | 1.63441 | 93.75 | 10867.38 |
| 46 | 2023.12.15 16:00 | buy | 15 | 0.10 | 1.62453 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.15 16:00 | modify | 15 | 0.10 | 1.62453 | 1.61153 | 1.63853 | ||
| 48 | 2024.01.08 08:00 | buy | 16 | 0.10 | 1.63304 | 0.00000 | 0.00000 | ||
| 49 | 2024.01.08 08:00 | modify | 16 | 0.10 | 1.63304 | 1.62803 | 1.63853 | ||
| 50 | 2024.01.08 08:00 | modify | 15 | 0.10 | 1.62453 | 1.62803 | 1.63853 | ||
| 51 | 2024.01.08 16:00 | t/p | 15 | 0.10 | 1.63853 | 1.62803 | 1.63853 | 83.22 | 10950.60 |
| 52 | 2024.01.08 16:00 | t/p | 16 | 0.10 | 1.63853 | 1.62803 | 1.63853 | 36.92 | 10987.52 |
| 53 | 2024.01.17 12:00 | sell | 17 | 0.10 | 1.65900 | 0.00000 | 0.00000 | ||
| 54 | 2024.01.17 12:00 | modify | 17 | 0.10 | 1.65900 | 1.67200 | 1.64500 | ||
| 55 | 2024.01.25 16:00 | t/p | 17 | 0.10 | 1.64500 | 1.67200 | 1.64500 | 93.12 | 11080.64 |
| 56 | 2024.01.25 16:00 | buy | 18 | 0.10 | 1.64609 | 0.00000 | 0.00000 | ||
| 57 | 2024.01.25 16:00 | modify | 18 | 0.10 | 1.64609 | 1.63309 | 1.66009 | ||
| 58 | 2024.02.01 16:00 | t/p | 18 | 0.10 | 1.66009 | 1.63309 | 1.66009 | 90.66 | 11171.30 |
| 59 | 2024.03.07 12:00 | buy | 19 | 0.10 | 1.64988 | 0.00000 | 0.00000 | ||
| 60 | 2024.03.07 12:00 | modify | 19 | 0.10 | 1.64988 | 1.63688 | 1.66388 | ||
| 61 | 2024.03.08 00:00 | buy | 20 | 0.10 | 1.65410 | 0.00000 | 0.00000 | ||
| 62 | 2024.03.08 00:00 | modify | 20 | 0.10 | 1.65410 | 1.65058 | 1.66388 | ||
| 63 | 2024.03.08 00:00 | modify | 19 | 0.10 | 1.64988 | 1.65058 | 1.66388 | ||
| 64 | 2024.03.08 08:00 | s/l | 19 | 0.10 | 1.65058 | 1.65058 | 1.66388 | 4.21 | 11175.52 |
| 65 | 2024.03.08 08:00 | s/l | 20 | 0.10 | 1.65058 | 1.65058 | 1.66388 | -23.67 | 11151.85 |
| 66 | 2024.03.21 04:00 | buy | 21 | 0.10 | 1.65123 | 0.00000 | 0.00000 | ||
| 67 | 2024.03.21 04:00 | modify | 21 | 0.10 | 1.65123 | 1.63823 | 1.66523 | ||
| 68 | 2024.04.01 12:00 | buy | 22 | 0.10 | 1.65547 | 0.00000 | 0.00000 | ||
| 69 | 2024.04.01 12:00 | modify | 22 | 0.10 | 1.65547 | 1.65193 | 1.66523 | ||
| 70 | 2024.04.01 12:00 | modify | 21 | 0.10 | 1.65123 | 1.65193 | 1.66523 | ||
| 71 | 2024.04.02 04:00 | s/l | 21 | 0.10 | 1.65193 | 1.65193 | 1.66523 | -0.25 | 11151.59 |
| 72 | 2024.04.02 04:00 | s/l | 22 | 0.10 | 1.65193 | 1.65193 | 1.66523 | -24.30 | 11127.29 |
| 73 | 2024.04.10 16:00 | sell | 23 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.10 16:00 | modify | 23 | 0.10 | 1.64979 | 1.66279 | 1.63579 | ||
| 75 | 2024.04.11 08:00 | sell | 24 | 0.10 | 1.64553 | 0.00000 | 0.00000 | ||
| 76 | 2024.04.11 08:00 | modify | 24 | 0.10 | 1.64553 | 1.64909 | 1.63579 | ||
| 77 | 2024.04.11 08:00 | modify | 23 | 0.10 | 1.64979 | 1.64909 | 1.63579 | ||
| 78 | 2024.04.15 20:00 | s/l | 23 | 0.10 | 1.64909 | 1.64909 | 1.63579 | 4.19 | 11131.49 |
| 79 | 2024.04.15 20:00 | s/l | 24 | 0.10 | 1.64909 | 1.64909 | 1.63579 | -24.15 | 11107.34 |
| 80 | 2024.04.16 16:00 | sell | 25 | 0.10 | 1.65829 | 0.00000 | 0.00000 | ||
| 81 | 2024.04.16 16:00 | modify | 25 | 0.10 | 1.65829 | 1.67129 | 1.64429 | ||
| 82 | 2024.04.24 00:00 | sell | 26 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.24 00:00 | modify | 26 | 0.10 | 1.64961 | 1.65479 | 1.64429 | ||
| 84 | 2024.04.24 00:00 | modify | 25 | 0.10 | 1.65829 | 1.65479 | 1.64429 | ||
| 85 | 2024.04.24 04:00 | t/p | 25 | 0.10 | 1.64429 | 1.65479 | 1.64429 | 93.33 | 11200.67 |
| 86 | 2024.04.24 04:00 | t/p | 26 | 0.10 | 1.64429 | 1.65479 | 1.64429 | 35.78 | 11236.45 |
| 87 | 2024.04.30 16:00 | sell | 27 | 0.10 | 1.64632 | 0.00000 | 0.00000 | ||
| 88 | 2024.04.30 16:00 | modify | 27 | 0.10 | 1.64632 | 1.65932 | 1.63232 | ||
| 89 | 2024.05.03 04:00 | t/p | 27 | 0.10 | 1.63232 | 1.65932 | 1.63232 | 93.64 | 11330.09 |
| 90 | 2024.05.03 16:00 | buy | 28 | 0.10 | 1.62851 | 0.00000 | 0.00000 | ||
| 91 | 2024.05.03 16:00 | modify | 28 | 0.10 | 1.62851 | 1.61551 | 1.64251 | ||
| 92 | 2024.05.24 12:00 | buy | 29 | 0.10 | 1.63926 | 0.00000 | 0.00000 | ||
| 93 | 2024.05.24 12:00 | modify | 29 | 0.10 | 1.63926 | 1.63691 | 1.64251 | ||
| 94 | 2024.05.24 12:00 | modify | 28 | 0.10 | 1.62851 | 1.63691 | 1.64251 | ||
| 95 | 2024.05.24 16:00 | s/l | 28 | 0.10 | 1.63691 | 1.63691 | 1.64251 | 46.06 | 11376.15 |
| 96 | 2024.05.24 16:00 | s/l | 29 | 0.10 | 1.63691 | 1.63691 | 1.64251 | -15.80 | 11360.35 |
| 97 | 2024.06.26 08:00 | buy | 30 | 0.10 | 1.60110 | 0.00000 | 0.00000 | ||
| 98 | 2024.06.26 08:00 | modify | 30 | 0.10 | 1.60110 | 1.58810 | 1.61510 | ||
| 99 | 2024.07.02 04:00 | t/p | 30 | 0.10 | 1.61510 | 1.58810 | 1.61510 | 91.16 | 11451.51 |
| 100 | 2024.07.25 08:00 | sell | 31 | 0.10 | 1.66025 | 0.00000 | 0.00000 | ||
| 101 | 2024.07.25 08:00 | modify | 31 | 0.10 | 1.66025 | 1.67325 | 1.64625 | ||
| 102 | 2024.08.02 16:00 | s/l | 31 | 0.10 | 1.67325 | 1.67325 | 1.64625 | -88.26 | 11363.25 |
| 103 | 2024.08.02 16:00 | sell | 32 | 0.10 | 1.67246 | 0.00000 | 0.00000 | ||
| 104 | 2024.08.02 16:00 | modify | 32 | 0.10 | 1.67246 | 1.68546 | 1.65846 | ||
| 105 | 2024.08.05 08:00 | s/l | 32 | 0.10 | 1.68546 | 1.68546 | 1.65846 | -87.54 | 11275.71 |
| 106 | 2024.08.07 04:00 | buy | 33 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 107 | 2024.08.07 04:00 | modify | 33 | 0.10 | 1.66380 | 1.65080 | 1.67780 | ||
| 108 | 2024.08.07 08:00 | buy | 34 | 0.10 | 1.66821 | 0.00000 | 0.00000 | ||
| 109 | 2024.08.07 08:00 | modify | 34 | 0.10 | 1.66821 | 1.66450 | 1.67780 | ||
| 110 | 2024.08.07 08:00 | modify | 33 | 0.10 | 1.66380 | 1.66450 | 1.67780 | ||
| 111 | 2024.08.07 12:00 | s/l | 33 | 0.10 | 1.66450 | 1.66450 | 1.67780 | 4.70 | 11280.41 |
| 112 | 2024.08.07 12:00 | s/l | 34 | 0.10 | 1.66450 | 1.66450 | 1.67780 | -24.95 | 11255.46 |
| 113 | 2024.08.14 16:00 | sell | 35 | 0.10 | 1.66633 | 0.00000 | 0.00000 | ||
| 114 | 2024.08.14 16:00 | modify | 35 | 0.10 | 1.66633 | 1.67933 | 1.65233 | ||
| 115 | 2024.08.16 20:00 | t/p | 35 | 0.10 | 1.65233 | 1.67933 | 1.65233 | 93.74 | 11349.20 |
| 116 | 2024.08.29 12:00 | buy | 36 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 117 | 2024.08.29 12:00 | modify | 36 | 0.10 | 1.62777 | 1.61477 | 1.64177 | ||
| 118 | 2024.08.30 23:59 | t/p | 36 | 0.10 | 1.64177 | 1.61477 | 1.64177 | 93.64 | 11442.85 |