Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 535.07 | Gross profit | 834.79 | Gross loss | -299.73 |
| Profit factor | 2.79 | Expected payoff | 14.86 | ||
| Absolute drawdown | 55.73 | Maximal drawdown | 176.43 (14.34%) | Relative drawdown | 14.34% (176.43) |
| Total trades | 36 | Short positions (won %) | 26 (46.15%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 18 (50.00%) | Loss trades (% of total) | 18 (50.00%) | ||
| Largest | profit trade | 77.53 | loss trade | -78.21 | |
| Average | profit trade | 46.38 | loss trade | -16.65 | |
| Maximum | consecutive wins (profit in money) | 4 (180.33) | consecutive losses (loss in money) | 3 (-45.48) | |
| Maximal | consecutive profit (count of wins) | 188.97 (3) | consecutive loss (count of losses) | -91.46 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.09 21:00 | sell | 1 | 0.10 | 1.67480 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.09 21:00 | modify | 1 | 0.10 | 1.67480 | 1.68680 | 1.66280 | ||
| 3 | 2023.11.20 05:00 | sell | 2 | 0.10 | 1.66750 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.20 05:00 | modify | 2 | 0.10 | 1.66750 | 1.66940 | 1.66280 | ||
| 5 | 2023.11.20 05:00 | modify | 1 | 0.10 | 1.67480 | 1.66940 | 1.66280 | ||
| 6 | 2023.11.20 14:00 | s/l | 1 | 0.10 | 1.66940 | 1.66940 | 1.66280 | 33.99 | 1033.99 |
| 7 | 2023.11.20 14:00 | s/l | 2 | 0.10 | 1.66940 | 1.66940 | 1.66280 | -12.28 | 1021.71 |
| 8 | 2023.12.01 17:00 | buy | 3 | 0.10 | 1.63370 | 0.00000 | 0.00000 | ||
| 9 | 2023.12.01 17:00 | modify | 3 | 0.10 | 1.63370 | 1.62170 | 1.64570 | ||
| 10 | 2023.12.05 04:00 | t/p | 3 | 0.10 | 1.64570 | 1.62170 | 1.64570 | 76.56 | 1098.27 |
| 11 | 2023.12.05 05:00 | sell | 4 | 0.10 | 1.64742 | 0.00000 | 0.00000 | ||
| 12 | 2023.12.05 05:00 | modify | 4 | 0.10 | 1.64742 | 1.65942 | 1.63542 | ||
| 13 | 2023.12.06 11:00 | sell | 5 | 0.10 | 1.64139 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.06 11:00 | modify | 5 | 0.10 | 1.64139 | 1.64322 | 1.63542 | ||
| 15 | 2023.12.06 11:00 | sell | 6 | 0.10 | 1.64139 | 0.00000 | 0.00000 | ||
| 16 | 2023.12.06 11:00 | modify | 6 | 0.10 | 1.64139 | 1.64322 | 1.63542 | ||
| 17 | 2023.12.06 11:00 | modify | 4 | 0.10 | 1.64742 | 1.64322 | 1.63542 | ||
| 18 | 2023.12.06 12:00 | s/l | 4 | 0.10 | 1.64322 | 1.64322 | 1.63542 | 27.03 | 1125.30 |
| 19 | 2023.12.06 12:00 | s/l | 5 | 0.10 | 1.64322 | 1.64322 | 1.63542 | -11.83 | 1113.47 |
| 20 | 2023.12.06 12:00 | s/l | 6 | 0.10 | 1.64322 | 1.64322 | 1.63542 | -11.83 | 1101.64 |
| 21 | 2023.12.14 04:00 | buy | 7 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.14 04:00 | modify | 7 | 0.10 | 1.62447 | 1.61247 | 1.63647 | ||
| 23 | 2023.12.14 15:00 | t/p | 7 | 0.10 | 1.63647 | 1.61247 | 1.63647 | 77.51 | 1179.15 |
| 24 | 2023.12.18 18:00 | sell | 8 | 0.10 | 1.63014 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.18 18:00 | modify | 8 | 0.10 | 1.63014 | 1.64214 | 1.61814 | ||
| 26 | 2023.12.19 15:00 | sell | 9 | 0.10 | 1.62269 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.19 15:00 | modify | 9 | 0.10 | 1.62269 | 1.62474 | 1.61814 | ||
| 28 | 2023.12.19 15:00 | modify | 8 | 0.10 | 1.63014 | 1.62474 | 1.61814 | ||
| 29 | 2023.12.19 17:00 | s/l | 8 | 0.10 | 1.62474 | 1.62474 | 1.61814 | 34.78 | 1213.93 |
| 30 | 2023.12.19 17:00 | s/l | 9 | 0.10 | 1.62474 | 1.62474 | 1.61814 | -13.25 | 1200.68 |
| 31 | 2024.01.04 16:00 | sell | 10 | 0.10 | 1.63247 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.04 16:00 | modify | 10 | 0.10 | 1.63247 | 1.64447 | 1.62047 | ||
| 33 | 2024.01.11 16:00 | s/l | 10 | 0.10 | 1.64447 | 1.64447 | 1.62047 | -78.21 | 1122.47 |
| 34 | 2024.01.25 16:00 | buy | 11 | 0.10 | 1.64609 | 0.00000 | 0.00000 | ||
| 35 | 2024.01.25 16:00 | modify | 11 | 0.10 | 1.64609 | 1.63409 | 1.65809 | ||
| 36 | 2024.02.01 12:00 | t/p | 11 | 0.10 | 1.65809 | 1.63409 | 1.65809 | 74.20 | 1196.67 |
| 37 | 2024.02.13 16:00 | sell | 12 | 0.10 | 1.65878 | 0.00000 | 0.00000 | ||
| 38 | 2024.02.13 16:00 | modify | 12 | 0.10 | 1.65878 | 1.67078 | 1.64678 | ||
| 39 | 2024.02.14 19:00 | sell | 13 | 0.10 | 1.65261 | 0.00000 | 0.00000 | ||
| 40 | 2024.02.14 19:00 | modify | 13 | 0.10 | 1.65261 | 1.65458 | 1.64678 | ||
| 41 | 2024.02.14 19:00 | sell | 14 | 0.10 | 1.65261 | 0.00000 | 0.00000 | ||
| 42 | 2024.02.14 19:00 | modify | 14 | 0.10 | 1.65261 | 1.65458 | 1.64678 | ||
| 43 | 2024.02.14 19:00 | modify | 12 | 0.10 | 1.65878 | 1.65458 | 1.64678 | ||
| 44 | 2024.02.15 01:00 | s/l | 12 | 0.10 | 1.65458 | 1.65458 | 1.64678 | 26.73 | 1223.40 |
| 45 | 2024.02.15 01:00 | s/l | 13 | 0.10 | 1.65458 | 1.65458 | 1.64678 | -13.03 | 1210.37 |
| 46 | 2024.02.15 01:00 | s/l | 14 | 0.10 | 1.65458 | 1.65458 | 1.64678 | -13.03 | 1197.34 |
| 47 | 2024.03.22 05:00 | sell | 15 | 0.10 | 1.66040 | 0.00000 | 0.00000 | ||
| 48 | 2024.03.22 05:00 | modify | 15 | 0.10 | 1.66040 | 1.67240 | 1.64840 | ||
| 49 | 2024.03.25 03:00 | sell | 16 | 0.10 | 1.65424 | 0.00000 | 0.00000 | ||
| 50 | 2024.03.25 03:00 | modify | 16 | 0.10 | 1.65424 | 1.65620 | 1.64840 | ||
| 51 | 2024.03.25 03:00 | sell | 17 | 0.10 | 1.65424 | 0.00000 | 0.00000 | ||
| 52 | 2024.03.25 03:00 | modify | 17 | 0.10 | 1.65424 | 1.65620 | 1.64840 | ||
| 53 | 2024.03.25 03:00 | modify | 15 | 0.10 | 1.66040 | 1.65620 | 1.64840 | ||
| 54 | 2024.03.25 04:00 | s/l | 15 | 0.10 | 1.65620 | 1.65620 | 1.64840 | 27.03 | 1224.38 |
| 55 | 2024.03.25 04:00 | s/l | 16 | 0.10 | 1.65620 | 1.65620 | 1.64840 | -12.67 | 1211.71 |
| 56 | 2024.03.25 04:00 | s/l | 17 | 0.10 | 1.65620 | 1.65620 | 1.64840 | -12.67 | 1199.04 |
| 57 | 2024.04.23 09:00 | sell | 18 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.23 09:00 | modify | 18 | 0.10 | 1.65571 | 1.66771 | 1.64371 | ||
| 59 | 2024.04.24 00:00 | sell | 19 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 60 | 2024.04.24 00:00 | modify | 19 | 0.10 | 1.64961 | 1.65151 | 1.64371 | ||
| 61 | 2024.04.24 00:00 | sell | 20 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.24 00:00 | modify | 20 | 0.10 | 1.64961 | 1.65151 | 1.64371 | ||
| 63 | 2024.04.24 00:00 | modify | 18 | 0.10 | 1.65571 | 1.65151 | 1.64371 | ||
| 64 | 2024.04.24 02:00 | t/p | 18 | 0.10 | 1.64371 | 1.65151 | 1.64371 | 77.43 | 1276.47 |
| 65 | 2024.04.24 02:00 | t/p | 19 | 0.10 | 1.64371 | 1.65151 | 1.64371 | 38.12 | 1314.59 |
| 66 | 2024.04.24 02:00 | t/p | 20 | 0.10 | 1.64371 | 1.65151 | 1.64371 | 38.12 | 1352.71 |
| 67 | 2024.06.28 15:00 | buy | 21 | 0.10 | 1.60507 | 0.00000 | 0.00000 | ||
| 68 | 2024.06.28 15:00 | modify | 21 | 0.10 | 1.60507 | 1.59307 | 1.61707 | ||
| 69 | 2024.07.01 01:00 | buy | 22 | 0.10 | 1.61118 | 0.00000 | 0.00000 | ||
| 70 | 2024.07.01 01:00 | modify | 22 | 0.10 | 1.61118 | 1.60927 | 1.61707 | ||
| 71 | 2024.07.01 01:00 | buy | 23 | 0.10 | 1.61118 | 0.00000 | 0.00000 | ||
| 72 | 2024.07.01 01:00 | modify | 23 | 0.10 | 1.61118 | 1.60927 | 1.61707 | ||
| 73 | 2024.07.01 01:00 | modify | 21 | 0.10 | 1.60507 | 1.60927 | 1.61707 | ||
| 74 | 2024.07.01 03:00 | buy | 24 | 0.10 | 1.61249 | 0.00000 | 0.00000 | ||
| 75 | 2024.07.01 03:00 | modify | 24 | 0.10 | 1.61249 | 1.61047 | 1.61707 | ||
| 76 | 2024.07.01 04:00 | modify | 24 | 0.10 | 1.61249 | 1.60927 | 1.61707 | ||
| 77 | 2024.07.01 12:00 | s/l | 21 | 0.10 | 1.60927 | 1.60927 | 1.61707 | 26.66 | 1379.36 |
| 78 | 2024.07.01 12:00 | s/l | 22 | 0.10 | 1.60927 | 1.60927 | 1.61707 | -12.34 | 1367.02 |
| 79 | 2024.07.01 12:00 | s/l | 23 | 0.10 | 1.60927 | 1.60927 | 1.61707 | -12.34 | 1354.68 |
| 80 | 2024.07.01 12:00 | s/l | 24 | 0.10 | 1.60927 | 1.60927 | 1.61707 | -20.80 | 1333.88 |
| 81 | 2024.07.25 12:00 | sell | 25 | 0.10 | 1.66337 | 0.00000 | 0.00000 | ||
| 82 | 2024.07.25 12:00 | modify | 25 | 0.10 | 1.66337 | 1.67537 | 1.65137 | ||
| 83 | 2024.07.26 16:00 | sell | 26 | 0.10 | 1.65592 | 0.00000 | 0.00000 | ||
| 84 | 2024.07.26 16:00 | modify | 26 | 0.10 | 1.65592 | 1.65797 | 1.65137 | ||
| 85 | 2024.07.26 16:00 | modify | 25 | 0.10 | 1.66337 | 1.65797 | 1.65137 | ||
| 86 | 2024.07.28 21:00 | s/l | 25 | 0.10 | 1.65797 | 1.65797 | 1.65137 | 34.79 | 1368.67 |
| 87 | 2024.07.28 21:00 | s/l | 26 | 0.10 | 1.65797 | 1.65797 | 1.65137 | -13.24 | 1355.43 |
| 88 | 2024.07.31 04:00 | sell | 27 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 89 | 2024.07.31 04:00 | modify | 27 | 0.10 | 1.66530 | 1.67730 | 1.65330 | ||
| 90 | 2024.07.31 19:00 | t/p | 27 | 0.10 | 1.65330 | 1.67730 | 1.65330 | 77.53 | 1432.96 |
| 91 | 2024.08.07 05:00 | buy | 28 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 92 | 2024.08.07 05:00 | modify | 28 | 0.10 | 1.66441 | 1.65241 | 1.67641 | ||
| 93 | 2024.08.07 23:00 | t/p | 28 | 0.10 | 1.67641 | 1.65241 | 1.67641 | 77.51 | 1510.47 |
| 94 | 2024.08.29 11:00 | buy | 29 | 0.10 | 1.62725 | 0.00000 | 0.00000 | ||
| 95 | 2024.08.29 11:00 | modify | 29 | 0.10 | 1.62725 | 1.61525 | 1.63925 | ||
| 96 | 2024.09.02 06:00 | buy | 30 | 0.10 | 1.63446 | 0.00000 | 0.00000 | ||
| 97 | 2024.09.02 06:00 | modify | 30 | 0.10 | 1.63446 | 1.63265 | 1.63925 | ||
| 98 | 2024.09.02 06:00 | modify | 29 | 0.10 | 1.62725 | 1.63265 | 1.63925 | ||
| 99 | 2024.09.02 07:00 | s/l | 29 | 0.10 | 1.63265 | 1.63265 | 1.63925 | 33.93 | 1544.40 |
| 100 | 2024.09.02 07:00 | s/l | 30 | 0.10 | 1.63265 | 1.63265 | 1.63925 | -11.69 | 1532.71 |
| 101 | 2024.10.07 18:00 | sell | 31 | 0.10 | 1.62400 | 0.00000 | 0.00000 | ||
| 102 | 2024.10.07 18:00 | modify | 31 | 0.10 | 1.62400 | 1.63600 | 1.61200 | ||
| 103 | 2024.10.21 04:00 | sell | 32 | 0.10 | 1.61776 | 0.00000 | 0.00000 | ||
| 104 | 2024.10.21 04:00 | modify | 32 | 0.10 | 1.61776 | 1.61980 | 1.61200 | ||
| 105 | 2024.10.21 04:00 | sell | 33 | 0.10 | 1.61776 | 0.00000 | 0.00000 | ||
| 106 | 2024.10.21 04:00 | modify | 33 | 0.10 | 1.61776 | 1.61980 | 1.61200 | ||
| 107 | 2024.10.21 04:00 | modify | 31 | 0.10 | 1.62400 | 1.61980 | 1.61200 | ||
| 108 | 2024.10.21 05:00 | s/l | 31 | 0.10 | 1.61980 | 1.61980 | 1.61200 | 25.74 | 1558.46 |
| 109 | 2024.10.21 05:00 | s/l | 32 | 0.10 | 1.61980 | 1.61980 | 1.61200 | -13.18 | 1545.28 |
| 110 | 2024.10.21 05:00 | s/l | 33 | 0.10 | 1.61980 | 1.61980 | 1.61200 | -13.18 | 1532.10 |
| 111 | 2024.10.30 05:00 | sell | 34 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 112 | 2024.10.30 05:00 | modify | 34 | 0.10 | 1.65309 | 1.66509 | 1.64109 | ||
| 113 | 2024.10.30 11:00 | sell | 35 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 114 | 2024.10.30 11:00 | modify | 35 | 0.10 | 1.64702 | 1.64889 | 1.64109 | ||
| 115 | 2024.10.30 11:00 | sell | 36 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 116 | 2024.10.30 11:00 | modify | 36 | 0.10 | 1.64702 | 1.64889 | 1.64109 | ||
| 117 | 2024.10.30 11:00 | modify | 34 | 0.10 | 1.65309 | 1.64889 | 1.64109 | ||
| 118 | 2024.10.30 15:00 | s/l | 34 | 0.10 | 1.64889 | 1.64889 | 1.64109 | 27.13 | 1559.23 |
| 119 | 2024.10.30 15:00 | s/l | 35 | 0.10 | 1.64889 | 1.64889 | 1.64109 | -12.08 | 1547.15 |
| 120 | 2024.10.30 15:00 | s/l | 36 | 0.10 | 1.64889 | 1.64889 | 1.64109 | -12.08 | 1535.07 |