Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 135.63 | Gross profit | 1879.54 | Gross loss | -1743.90 |
| Profit factor | 1.08 | Expected payoff | 3.08 | ||
| Absolute drawdown | 15.25 | Maximal drawdown | 788.49 (44.47%) | Relative drawdown | 44.47% (788.49) |
| Total trades | 44 | Short positions (won %) | 24 (50.00%) | Long positions (won %) | 20 (50.00%) |
| Profit trades (% of total) | 22 (50.00%) | Loss trades (% of total) | 22 (50.00%) | ||
| Largest | profit trade | 157.29 | loss trade | -171.91 | |
| Average | profit trade | 85.43 | loss trade | -79.27 | |
| Maximum | consecutive wins (profit in money) | 6 (558.33) | consecutive losses (loss in money) | 4 (-358.48) | |
| Maximal | consecutive profit (count of wins) | 558.33 (6) | consecutive loss (count of losses) | -358.48 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 12:00 | buy | 1 | 0.10 | 1.05459 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.01 12:00 | modify | 1 | 0.10 | 1.05459 | 1.03959 | 1.06959 | ||
| 3 | 2023.11.03 04:00 | buy | 2 | 0.10 | 1.06284 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.03 04:00 | modify | 2 | 0.10 | 1.06284 | 1.05984 | 1.06959 | ||
| 5 | 2023.11.03 04:00 | buy | 3 | 0.10 | 1.06284 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.03 04:00 | modify | 3 | 0.10 | 1.06284 | 1.05984 | 1.06959 | ||
| 7 | 2023.11.03 04:00 | modify | 1 | 0.10 | 1.05459 | 1.05984 | 1.06959 | ||
| 8 | 2023.11.03 16:00 | t/p | 1 | 0.10 | 1.06959 | 1.05984 | 1.06959 | 147.34 | 1147.34 |
| 9 | 2023.11.03 16:00 | t/p | 2 | 0.10 | 1.06959 | 1.05984 | 1.06959 | 67.50 | 1214.84 |
| 10 | 2023.11.03 16:00 | t/p | 3 | 0.10 | 1.06959 | 1.05984 | 1.06959 | 67.50 | 1282.34 |
| 11 | 2023.11.03 16:00 | sell | 4 | 0.10 | 1.07320 | 0.00000 | 0.00000 | ||
| 12 | 2023.11.03 16:00 | modify | 4 | 0.10 | 1.07320 | 1.08820 | 1.05820 | ||
| 13 | 2023.11.14 20:00 | s/l | 4 | 0.10 | 1.08820 | 1.08820 | 1.05820 | -146.88 | 1135.47 |
| 14 | 2023.11.16 16:00 | sell | 5 | 0.10 | 1.08782 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.16 16:00 | modify | 5 | 0.10 | 1.08782 | 1.10282 | 1.07282 | ||
| 16 | 2023.11.17 08:00 | sell | 6 | 0.10 | 1.08385 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.17 08:00 | modify | 6 | 0.10 | 1.08385 | 1.08707 | 1.07282 | ||
| 18 | 2023.11.17 08:00 | modify | 5 | 0.10 | 1.08782 | 1.08707 | 1.07282 | ||
| 19 | 2023.11.17 12:00 | s/l | 5 | 0.10 | 1.08707 | 1.08707 | 1.07282 | 7.85 | 1143.31 |
| 20 | 2023.11.17 12:00 | s/l | 6 | 0.10 | 1.08707 | 1.08707 | 1.07282 | -32.20 | 1111.11 |
| 21 | 2023.11.17 16:00 | sell | 7 | 0.10 | 1.08868 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.17 16:00 | modify | 7 | 0.10 | 1.08868 | 1.10368 | 1.07368 | ||
| 23 | 2023.12.08 16:00 | t/p | 7 | 0.10 | 1.07368 | 1.10368 | 1.07368 | 157.29 | 1268.40 |
| 24 | 2023.12.12 12:00 | sell | 8 | 0.10 | 1.07963 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.12 12:00 | modify | 8 | 0.10 | 1.07963 | 1.09463 | 1.06463 | ||
| 26 | 2023.12.14 16:00 | s/l | 8 | 0.10 | 1.09463 | 1.09463 | 1.06463 | -148.61 | 1119.79 |
| 27 | 2023.12.15 16:00 | buy | 9 | 0.10 | 1.09187 | 0.00000 | 0.00000 | ||
| 28 | 2023.12.15 16:00 | modify | 9 | 0.10 | 1.09187 | 1.07687 | 1.10687 | ||
| 29 | 2023.12.21 20:00 | buy | 10 | 0.10 | 1.10020 | 0.00000 | 0.00000 | ||
| 30 | 2023.12.21 20:00 | modify | 10 | 0.10 | 1.10020 | 1.09712 | 1.10687 | ||
| 31 | 2023.12.21 20:00 | buy | 11 | 0.10 | 1.10020 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.21 20:00 | modify | 11 | 0.10 | 1.10020 | 1.09712 | 1.10687 | ||
| 33 | 2023.12.21 20:00 | modify | 9 | 0.10 | 1.09187 | 1.09712 | 1.10687 | ||
| 34 | 2023.12.27 16:00 | t/p | 9 | 0.10 | 1.10687 | 1.09712 | 1.10687 | 143.36 | 1263.15 |
| 35 | 2023.12.27 16:00 | t/p | 10 | 0.10 | 1.10687 | 1.09712 | 1.10687 | 64.04 | 1327.19 |
| 36 | 2023.12.27 16:00 | t/p | 11 | 0.10 | 1.10687 | 1.09712 | 1.10687 | 64.04 | 1391.24 |
| 37 | 2023.12.27 16:00 | sell | 12 | 0.10 | 1.11071 | 0.00000 | 0.00000 | ||
| 38 | 2023.12.27 16:00 | modify | 12 | 0.10 | 1.11071 | 1.12571 | 1.09571 | ||
| 39 | 2024.01.02 04:00 | sell | 13 | 0.10 | 1.10245 | 0.00000 | 0.00000 | ||
| 40 | 2024.01.02 04:00 | modify | 13 | 0.10 | 1.10245 | 1.10546 | 1.09571 | ||
| 41 | 2024.01.02 04:00 | sell | 14 | 0.10 | 1.10245 | 0.00000 | 0.00000 | ||
| 42 | 2024.01.02 04:00 | modify | 14 | 0.10 | 1.10245 | 1.10546 | 1.09571 | ||
| 43 | 2024.01.02 04:00 | modify | 12 | 0.10 | 1.11071 | 1.10546 | 1.09571 | ||
| 44 | 2024.01.02 16:00 | t/p | 12 | 0.10 | 1.09571 | 1.10546 | 1.09571 | 152.08 | 1543.32 |
| 45 | 2024.01.02 16:00 | t/p | 13 | 0.10 | 1.09571 | 1.10546 | 1.09571 | 67.40 | 1610.72 |
| 46 | 2024.01.02 16:00 | t/p | 14 | 0.10 | 1.09571 | 1.10546 | 1.09571 | 67.40 | 1678.12 |
| 47 | 2024.01.03 12:00 | buy | 15 | 0.10 | 1.09225 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.03 12:00 | modify | 15 | 0.10 | 1.09225 | 1.07725 | 1.10725 | ||
| 49 | 2024.02.05 00:00 | s/l | 15 | 0.10 | 1.07725 | 1.07725 | 1.10725 | -171.91 | 1506.21 |
| 50 | 2024.02.05 12:00 | buy | 16 | 0.10 | 1.07581 | 0.00000 | 0.00000 | ||
| 51 | 2024.02.05 12:00 | modify | 16 | 0.10 | 1.07581 | 1.06081 | 1.09081 | ||
| 52 | 2024.02.29 00:00 | buy | 17 | 0.10 | 1.08414 | 0.00000 | 0.00000 | ||
| 53 | 2024.02.29 00:00 | modify | 17 | 0.10 | 1.08414 | 1.08106 | 1.09081 | ||
| 54 | 2024.02.29 00:00 | buy | 18 | 0.10 | 1.08414 | 0.00000 | 0.00000 | ||
| 55 | 2024.02.29 00:00 | modify | 18 | 0.10 | 1.08414 | 1.08106 | 1.09081 | ||
| 56 | 2024.02.29 00:00 | modify | 16 | 0.10 | 1.07581 | 1.08106 | 1.09081 | ||
| 57 | 2024.02.29 20:00 | s/l | 16 | 0.10 | 1.08106 | 1.08106 | 1.09081 | 35.24 | 1541.44 |
| 58 | 2024.02.29 20:00 | s/l | 17 | 0.10 | 1.08106 | 1.08106 | 1.09081 | -30.80 | 1510.64 |
| 59 | 2024.02.29 20:00 | s/l | 18 | 0.10 | 1.08106 | 1.08106 | 1.09081 | -30.80 | 1479.84 |
| 60 | 2024.02.29 20:00 | buy | 19 | 0.10 | 1.08055 | 0.00000 | 0.00000 | ||
| 61 | 2024.02.29 20:00 | modify | 19 | 0.10 | 1.08055 | 1.06555 | 1.09555 | ||
| 62 | 2024.03.01 20:00 | buy | 20 | 0.10 | 1.08442 | 0.00000 | 0.00000 | ||
| 63 | 2024.03.01 20:00 | modify | 20 | 0.10 | 1.08442 | 1.08130 | 1.09555 | ||
| 64 | 2024.03.01 20:00 | modify | 19 | 0.10 | 1.08055 | 1.08130 | 1.09555 | ||
| 65 | 2024.03.08 04:00 | t/p | 19 | 0.10 | 1.09555 | 1.08130 | 1.09555 | 144.69 | 1624.53 |
| 66 | 2024.03.08 04:00 | t/p | 20 | 0.10 | 1.09555 | 1.08130 | 1.09555 | 106.65 | 1731.18 |
| 67 | 2024.03.14 16:00 | buy | 21 | 0.10 | 1.08906 | 0.00000 | 0.00000 | ||
| 68 | 2024.03.14 16:00 | modify | 21 | 0.10 | 1.08906 | 1.07406 | 1.10406 | ||
| 69 | 2024.04.01 16:00 | s/l | 21 | 0.10 | 1.07406 | 1.07406 | 1.10406 | -160.62 | 1570.56 |
| 70 | 2024.04.01 16:00 | buy | 22 | 0.10 | 1.07357 | 0.00000 | 0.00000 | ||
| 71 | 2024.04.01 16:00 | modify | 22 | 0.10 | 1.07357 | 1.05857 | 1.08857 | ||
| 72 | 2024.05.06 12:00 | buy | 23 | 0.10 | 1.07754 | 0.00000 | 0.00000 | ||
| 73 | 2024.05.06 12:00 | modify | 23 | 0.10 | 1.07754 | 1.07432 | 1.08857 | ||
| 74 | 2024.05.06 12:00 | modify | 22 | 0.10 | 1.07357 | 1.07432 | 1.08857 | ||
| 75 | 2024.05.08 04:00 | s/l | 22 | 0.10 | 1.07432 | 1.07432 | 1.08857 | -17.07 | 1553.49 |
| 76 | 2024.05.08 04:00 | s/l | 23 | 0.10 | 1.07432 | 1.07432 | 1.08857 | -33.53 | 1519.96 |
| 77 | 2024.05.09 16:00 | sell | 24 | 0.10 | 1.07704 | 0.00000 | 0.00000 | ||
| 78 | 2024.05.09 16:00 | modify | 24 | 0.10 | 1.07704 | 1.09204 | 1.06204 | ||
| 79 | 2024.06.23 20:00 | sell | 25 | 0.10 | 1.06849 | 0.00000 | 0.00000 | ||
| 80 | 2024.06.23 20:00 | modify | 25 | 0.10 | 1.06849 | 1.07179 | 1.06204 | ||
| 81 | 2024.06.23 20:00 | sell | 26 | 0.10 | 1.06849 | 0.00000 | 0.00000 | ||
| 82 | 2024.06.23 20:00 | modify | 26 | 0.10 | 1.06849 | 1.07179 | 1.06204 | ||
| 83 | 2024.06.23 20:00 | modify | 24 | 0.10 | 1.07704 | 1.07179 | 1.06204 | ||
| 84 | 2024.06.24 08:00 | s/l | 24 | 0.10 | 1.07179 | 1.07179 | 1.06204 | 67.77 | 1587.73 |
| 85 | 2024.06.24 08:00 | s/l | 25 | 0.10 | 1.07179 | 1.07179 | 1.06204 | -32.65 | 1555.08 |
| 86 | 2024.06.24 08:00 | s/l | 26 | 0.10 | 1.07179 | 1.07179 | 1.06204 | -32.65 | 1522.42 |
| 87 | 2024.06.24 12:00 | sell | 27 | 0.10 | 1.07357 | 0.00000 | 0.00000 | ||
| 88 | 2024.06.24 12:00 | modify | 27 | 0.10 | 1.07357 | 1.08857 | 1.05857 | ||
| 89 | 2024.07.11 16:00 | s/l | 27 | 0.10 | 1.08857 | 1.08857 | 1.05857 | -143.41 | 1379.02 |
| 90 | 2024.07.11 16:00 | sell | 28 | 0.10 | 1.08697 | 0.00000 | 0.00000 | ||
| 91 | 2024.07.11 16:00 | modify | 28 | 0.10 | 1.08697 | 1.10197 | 1.07197 | ||
| 92 | 2024.08.02 00:00 | sell | 29 | 0.10 | 1.07864 | 0.00000 | 0.00000 | ||
| 93 | 2024.08.02 00:00 | modify | 29 | 0.10 | 1.07864 | 1.08172 | 1.07197 | ||
| 94 | 2024.08.02 00:00 | sell | 30 | 0.10 | 1.07864 | 0.00000 | 0.00000 | ||
| 95 | 2024.08.02 00:00 | modify | 30 | 0.10 | 1.07864 | 1.08172 | 1.07197 | ||
| 96 | 2024.08.02 00:00 | modify | 28 | 0.10 | 1.08697 | 1.08172 | 1.07197 | ||
| 97 | 2024.08.02 12:00 | s/l | 28 | 0.10 | 1.08172 | 1.08172 | 1.07197 | 60.13 | 1439.15 |
| 98 | 2024.08.02 12:00 | s/l | 29 | 0.10 | 1.08172 | 1.08172 | 1.07197 | -30.80 | 1408.35 |
| 99 | 2024.08.02 12:00 | s/l | 30 | 0.10 | 1.08172 | 1.08172 | 1.07197 | -30.80 | 1377.55 |
| 100 | 2024.08.02 12:00 | sell | 31 | 0.10 | 1.08313 | 0.00000 | 0.00000 | ||
| 101 | 2024.08.02 12:00 | modify | 31 | 0.10 | 1.08313 | 1.09813 | 1.06813 | ||
| 102 | 2024.08.05 16:00 | s/l | 31 | 0.10 | 1.09813 | 1.09813 | 1.06813 | -149.65 | 1227.90 |
| 103 | 2024.08.13 20:00 | sell | 32 | 0.10 | 1.09960 | 0.00000 | 0.00000 | ||
| 104 | 2024.08.13 20:00 | modify | 32 | 0.10 | 1.09960 | 1.11460 | 1.08460 | ||
| 105 | 2024.08.21 16:00 | s/l | 32 | 0.10 | 1.11460 | 1.11460 | 1.08460 | -147.22 | 1080.67 |
| 106 | 2024.08.21 20:00 | sell | 33 | 0.10 | 1.11517 | 0.00000 | 0.00000 | ||
| 107 | 2024.08.21 20:00 | modify | 33 | 0.10 | 1.11517 | 1.13017 | 1.10017 | ||
| 108 | 2024.08.22 16:00 | sell | 34 | 0.10 | 1.11130 | 0.00000 | 0.00000 | ||
| 109 | 2024.08.22 16:00 | modify | 34 | 0.10 | 1.11130 | 1.11442 | 1.10017 | ||
| 110 | 2024.08.22 16:00 | modify | 33 | 0.10 | 1.11517 | 1.11442 | 1.10017 | ||
| 111 | 2024.08.23 16:00 | s/l | 33 | 0.10 | 1.11442 | 1.11442 | 1.10017 | 8.89 | 1089.56 |
| 112 | 2024.08.23 16:00 | s/l | 34 | 0.10 | 1.11442 | 1.11442 | 1.10017 | -30.85 | 1058.71 |
| 113 | 2024.08.23 16:00 | sell | 35 | 0.10 | 1.11753 | 0.00000 | 0.00000 | ||
| 114 | 2024.08.23 16:00 | modify | 35 | 0.10 | 1.11753 | 1.13253 | 1.10253 | ||
| 115 | 2024.09.10 16:00 | t/p | 35 | 0.10 | 1.10253 | 1.13253 | 1.10253 | 155.55 | 1214.26 |
| 116 | 2024.09.12 16:00 | sell | 36 | 0.10 | 1.10401 | 0.00000 | 0.00000 | ||
| 117 | 2024.09.12 16:00 | modify | 36 | 0.10 | 1.10401 | 1.11901 | 1.08901 | ||
| 118 | 2024.09.18 20:00 | s/l | 36 | 0.10 | 1.11901 | 1.11901 | 1.08901 | -148.61 | 1065.65 |
| 119 | 2024.09.18 20:00 | buy | 37 | 0.10 | 1.11084 | 0.00000 | 0.00000 | ||
| 120 | 2024.09.18 20:00 | modify | 37 | 0.10 | 1.11084 | 1.09584 | 1.12584 | ||
| 121 | 2024.09.19 08:00 | buy | 38 | 0.10 | 1.11487 | 0.00000 | 0.00000 | ||
| 122 | 2024.09.19 08:00 | modify | 38 | 0.10 | 1.11487 | 1.11159 | 1.12584 | ||
| 123 | 2024.09.19 08:00 | modify | 37 | 0.10 | 1.11084 | 1.11159 | 1.12584 | ||
| 124 | 2024.09.23 08:00 | s/l | 37 | 0.10 | 1.11159 | 1.11159 | 1.12584 | 4.18 | 1069.83 |
| 125 | 2024.09.23 08:00 | s/l | 38 | 0.10 | 1.11159 | 1.11159 | 1.12584 | -34.13 | 1035.70 |
| 126 | 2024.09.24 16:00 | sell | 39 | 0.10 | 1.11497 | 0.00000 | 0.00000 | ||
| 127 | 2024.09.24 16:00 | modify | 39 | 0.10 | 1.11497 | 1.12997 | 1.09997 | ||
| 128 | 2024.10.01 16:00 | sell | 40 | 0.10 | 1.10662 | 0.00000 | 0.00000 | ||
| 129 | 2024.10.01 16:00 | modify | 40 | 0.10 | 1.10662 | 1.10972 | 1.09997 | ||
| 130 | 2024.10.01 16:00 | sell | 41 | 0.10 | 1.10662 | 0.00000 | 0.00000 | ||
| 131 | 2024.10.01 16:00 | modify | 41 | 0.10 | 1.10662 | 1.10972 | 1.09997 | ||
| 132 | 2024.10.01 16:00 | modify | 39 | 0.10 | 1.11497 | 1.10972 | 1.09997 | ||
| 133 | 2024.10.04 16:00 | t/p | 39 | 0.10 | 1.09997 | 1.10972 | 1.09997 | 154.16 | 1189.87 |
| 134 | 2024.10.04 16:00 | t/p | 40 | 0.10 | 1.09997 | 1.10972 | 1.09997 | 68.23 | 1258.10 |
| 135 | 2024.10.04 16:00 | t/p | 41 | 0.10 | 1.09997 | 1.10972 | 1.09997 | 68.23 | 1326.34 |
| 136 | 2024.10.04 16:00 | buy | 42 | 0.10 | 1.09636 | 0.00000 | 0.00000 | ||
| 137 | 2024.10.04 16:00 | modify | 42 | 0.10 | 1.09636 | 1.08136 | 1.11136 | ||
| 138 | 2024.10.17 16:00 | s/l | 42 | 0.10 | 1.08136 | 1.08136 | 1.11136 | -158.63 | 1167.70 |
| 139 | 2024.10.21 16:00 | buy | 43 | 0.10 | 1.08229 | 0.00000 | 0.00000 | ||
| 140 | 2024.10.21 16:00 | modify | 43 | 0.10 | 1.08229 | 1.06729 | 1.09729 | ||
| 141 | 2024.10.31 08:00 | buy | 44 | 0.10 | 1.08620 | 0.00000 | 0.00000 | ||
| 142 | 2024.10.31 08:00 | modify | 44 | 0.10 | 1.08620 | 1.08304 | 1.09729 | ||
| 143 | 2024.10.31 08:00 | modify | 43 | 0.10 | 1.08229 | 1.08304 | 1.09729 | ||
| 144 | 2024.10.31 23:59 | s/l | 43 | 0.10 | 1.08304 | 1.08304 | 1.09729 | -0.47 | 1167.23 |
| 145 | 2024.10.31 23:59 | s/l | 44 | 0.10 | 1.08304 | 1.08304 | 1.09729 | -31.60 | 1135.63 |