Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 1913 | Ticks modelled | 30026511 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 601.24 | Gross profit | 695.94 | Gross loss | -94.70 |
| Profit factor | 7.35 | Expected payoff | 30.06 | ||
| Absolute drawdown | 40.45 | Maximal drawdown | 133.12 (11.99%) | Relative drawdown | 11.99% (133.12) |
| Total trades | 20 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 17 (85.00%) | Loss trades (% of total) | 3 (15.00%) | ||
| Largest | profit trade | 77.55 | loss trade | -51.80 | |
| Average | profit trade | 40.94 | loss trade | -31.57 | |
| Maximum | consecutive wins (profit in money) | 9 (356.61) | consecutive losses (loss in money) | 2 (-42.90) | |
| Maximal | consecutive profit (count of wins) | 356.61 (9) | consecutive loss (count of losses) | -51.80 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.18 00:00 | sell | 1 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.18 00:00 | modify | 1 | 0.10 | 1.66136 | 1.66936 | 1.64936 | ||
| 3 | 2024.01.18 15:03 | sell | 2 | 0.10 | 1.65536 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.18 15:03 | modify | 2 | 0.10 | 1.65536 | 1.65896 | 1.64936 | ||
| 5 | 2024.01.18 15:03 | modify | 1 | 0.10 | 1.66136 | 1.65896 | 1.64936 | ||
| 6 | 2024.01.18 15:05 | sell | 3 | 0.10 | 1.65474 | 0.00000 | 0.00000 | ||
| 7 | 2024.01.18 15:05 | modify | 3 | 0.10 | 1.65474 | 1.65836 | 1.64936 | ||
| 8 | 2024.01.18 15:05 | modify | 2 | 0.10 | 1.65536 | 1.65836 | 1.64936 | ||
| 9 | 2024.01.18 15:05 | modify | 1 | 0.10 | 1.66136 | 1.65836 | 1.64936 | ||
| 10 | 2024.01.19 00:17 | sell | 4 | 0.10 | 1.65231 | 0.00000 | 0.00000 | ||
| 11 | 2024.01.19 00:17 | modify | 4 | 0.10 | 1.65231 | 1.65716 | 1.64936 | ||
| 12 | 2024.01.19 00:17 | modify | 3 | 0.10 | 1.65474 | 1.65716 | 1.64936 | ||
| 13 | 2024.01.19 00:17 | modify | 2 | 0.10 | 1.65536 | 1.65716 | 1.64936 | ||
| 14 | 2024.01.19 00:17 | modify | 1 | 0.10 | 1.66136 | 1.65716 | 1.64936 | ||
| 15 | 2024.01.19 10:05 | t/p | 1 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 77.45 | 1077.45 |
| 16 | 2024.01.19 10:05 | t/p | 2 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 38.68 | 1116.13 |
| 17 | 2024.01.19 10:05 | t/p | 3 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 34.67 | 1150.80 |
| 18 | 2024.01.19 10:05 | t/p | 4 | 0.10 | 1.64936 | 1.65716 | 1.64936 | 19.07 | 1169.87 |
| 19 | 2024.02.27 00:00 | sell | 5 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 20 | 2024.02.27 00:00 | modify | 5 | 0.10 | 1.65923 | 1.66723 | 1.64723 | ||
| 21 | 2024.02.28 13:57 | s/l | 5 | 0.10 | 1.66723 | 1.66723 | 1.64723 | -51.80 | 1118.07 |
| 22 | 2024.04.10 00:00 | buy | 6 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 23 | 2024.04.10 00:00 | modify | 6 | 0.10 | 1.63851 | 1.63051 | 1.65051 | ||
| 24 | 2024.04.10 12:30 | buy | 7 | 0.10 | 1.64468 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.10 12:30 | modify | 7 | 0.10 | 1.64468 | 1.64091 | 1.65051 | ||
| 26 | 2024.04.10 12:30 | modify | 6 | 0.10 | 1.63851 | 1.64091 | 1.65051 | ||
| 27 | 2024.04.10 12:31 | buy | 8 | 0.10 | 1.64513 | 0.00000 | 0.00000 | ||
| 28 | 2024.04.10 12:31 | modify | 8 | 0.10 | 1.64513 | 1.64151 | 1.65051 | ||
| 29 | 2024.04.10 12:31 | modify | 7 | 0.10 | 1.64468 | 1.64151 | 1.65051 | ||
| 30 | 2024.04.10 12:31 | modify | 6 | 0.10 | 1.63851 | 1.64151 | 1.65051 | ||
| 31 | 2024.04.10 13:27 | buy | 9 | 0.10 | 1.64751 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.10 13:27 | modify | 9 | 0.10 | 1.64751 | 1.64271 | 1.65051 | ||
| 33 | 2024.04.10 13:27 | modify | 8 | 0.10 | 1.64513 | 1.64271 | 1.65051 | ||
| 34 | 2024.04.10 13:27 | modify | 7 | 0.10 | 1.64468 | 1.64271 | 1.65051 | ||
| 35 | 2024.04.10 13:27 | modify | 6 | 0.10 | 1.63851 | 1.64271 | 1.65051 | ||
| 36 | 2024.04.10 16:06 | t/p | 6 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 77.52 | 1195.59 |
| 37 | 2024.04.10 16:06 | t/p | 7 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 37.66 | 1233.25 |
| 38 | 2024.04.10 16:06 | t/p | 8 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 34.75 | 1268.00 |
| 39 | 2024.04.10 16:06 | t/p | 9 | 0.10 | 1.65051 | 1.64271 | 1.65051 | 19.38 | 1287.38 |
| 40 | 2024.05.01 00:00 | sell | 10 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.01 00:00 | modify | 10 | 0.10 | 1.64722 | 1.65522 | 1.63522 | ||
| 42 | 2024.05.01 18:51 | sell | 11 | 0.10 | 1.64121 | 0.00000 | 0.00000 | ||
| 43 | 2024.05.01 18:51 | modify | 11 | 0.10 | 1.64121 | 1.64482 | 1.63522 | ||
| 44 | 2024.05.01 18:51 | modify | 10 | 0.10 | 1.64722 | 1.64482 | 1.63522 | ||
| 45 | 2024.05.01 21:56 | sell | 12 | 0.10 | 1.64037 | 0.00000 | 0.00000 | ||
| 46 | 2024.05.01 21:56 | modify | 12 | 0.10 | 1.64037 | 1.64422 | 1.63522 | ||
| 47 | 2024.05.01 21:56 | modify | 11 | 0.10 | 1.64121 | 1.64422 | 1.63522 | ||
| 48 | 2024.05.01 21:56 | modify | 10 | 0.10 | 1.64722 | 1.64422 | 1.63522 | ||
| 49 | 2024.05.02 05:53 | sell | 13 | 0.10 | 1.63820 | 0.00000 | 0.00000 | ||
| 50 | 2024.05.02 05:53 | modify | 13 | 0.10 | 1.63820 | 1.64302 | 1.63522 | ||
| 51 | 2024.05.02 05:53 | modify | 12 | 0.10 | 1.64037 | 1.64302 | 1.63522 | ||
| 52 | 2024.05.02 05:53 | modify | 11 | 0.10 | 1.64121 | 1.64302 | 1.63522 | ||
| 53 | 2024.05.02 05:53 | modify | 10 | 0.10 | 1.64722 | 1.64302 | 1.63522 | ||
| 54 | 2024.05.02 14:52 | t/p | 10 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 77.25 | 1364.64 |
| 55 | 2024.05.02 14:52 | t/p | 11 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 38.41 | 1403.05 |
| 56 | 2024.05.02 14:52 | t/p | 12 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 32.98 | 1436.03 |
| 57 | 2024.05.02 14:52 | t/p | 13 | 0.10 | 1.63522 | 1.64302 | 1.63522 | 19.26 | 1455.29 |
| 58 | 2024.07.18 00:00 | sell | 14 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 59 | 2024.07.18 00:00 | modify | 14 | 0.10 | 1.62533 | 1.63333 | 1.61333 | ||
| 60 | 2024.07.18 14:22 | sell | 15 | 0.10 | 1.61929 | 0.00000 | 0.00000 | ||
| 61 | 2024.07.18 14:22 | modify | 15 | 0.10 | 1.61929 | 1.62293 | 1.61333 | ||
| 62 | 2024.07.18 14:22 | modify | 14 | 0.10 | 1.62533 | 1.62293 | 1.61333 | ||
| 63 | 2024.07.18 14:38 | sell | 16 | 0.10 | 1.61873 | 0.00000 | 0.00000 | ||
| 64 | 2024.07.18 14:38 | modify | 16 | 0.10 | 1.61873 | 1.62233 | 1.61333 | ||
| 65 | 2024.07.18 14:38 | modify | 15 | 0.10 | 1.61929 | 1.62233 | 1.61333 | ||
| 66 | 2024.07.18 14:38 | modify | 14 | 0.10 | 1.62533 | 1.62233 | 1.61333 | ||
| 67 | 2024.07.18 15:41 | s/l | 14 | 0.10 | 1.62233 | 1.62233 | 1.61333 | 19.39 | 1474.68 |
| 68 | 2024.07.18 15:41 | s/l | 15 | 0.10 | 1.62233 | 1.62233 | 1.61333 | -19.64 | 1455.04 |
| 69 | 2024.07.18 15:41 | s/l | 16 | 0.10 | 1.62233 | 1.62233 | 1.61333 | -23.26 | 1431.78 |
| 70 | 2024.08.15 00:00 | sell | 17 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 71 | 2024.08.15 00:00 | modify | 17 | 0.10 | 1.66889 | 1.67689 | 1.65689 | ||
| 72 | 2024.08.15 02:39 | sell | 18 | 0.10 | 1.66287 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.15 02:39 | modify | 18 | 0.10 | 1.66287 | 1.66649 | 1.65689 | ||
| 74 | 2024.08.15 02:39 | modify | 17 | 0.10 | 1.66889 | 1.66649 | 1.65689 | ||
| 75 | 2024.08.15 03:18 | sell | 19 | 0.10 | 1.66229 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.15 03:18 | modify | 19 | 0.10 | 1.66229 | 1.66589 | 1.65689 | ||
| 77 | 2024.08.15 03:18 | modify | 18 | 0.10 | 1.66287 | 1.66589 | 1.65689 | ||
| 78 | 2024.08.15 03:18 | modify | 17 | 0.10 | 1.66889 | 1.66589 | 1.65689 | ||
| 79 | 2024.08.15 12:30 | sell | 20 | 0.10 | 1.65973 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.15 12:30 | modify | 20 | 0.10 | 1.65973 | 1.66469 | 1.65689 | ||
| 81 | 2024.08.15 12:30 | modify | 19 | 0.10 | 1.66229 | 1.66469 | 1.65689 | ||
| 82 | 2024.08.15 12:30 | modify | 18 | 0.10 | 1.66287 | 1.66469 | 1.65689 | ||
| 83 | 2024.08.15 12:30 | modify | 17 | 0.10 | 1.66889 | 1.66469 | 1.65689 | ||
| 84 | 2024.08.15 14:28 | t/p | 17 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 77.55 | 1509.33 |
| 85 | 2024.08.15 14:28 | t/p | 18 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 38.65 | 1547.98 |
| 86 | 2024.08.15 14:28 | t/p | 19 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 34.90 | 1582.88 |
| 87 | 2024.08.15 14:28 | t/p | 20 | 0.10 | 1.65689 | 1.66469 | 1.65689 | 18.36 | 1601.24 |