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 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 78328 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1670.95 | Gross profit | 1921.24 | Gross loss | -250.29 |
| Profit factor | 7.68 | Expected payoff | 49.15 | ||
| Absolute drawdown | 25.90 | Maximal drawdown | 274.24 (16.17%) | Relative drawdown | 17.20% (208.12) |
| Total trades | 34 | Short positions (won %) | 32 (78.12%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 26 (76.47%) | Loss trades (% of total) | 8 (23.53%) | ||
| Largest | profit trade | 146.94 | loss trade | -98.27 | |
| Average | profit trade | 73.89 | loss trade | -31.29 | |
| Maximum | consecutive wins (profit in money) | 9 (732.79) | consecutive losses (loss in money) | 2 (-122.27) | |
| Maximal | consecutive profit (count of wins) | 732.79 (9) | consecutive loss (count of losses) | -122.27 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.06 08:00 | sell | 1 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.06 08:00 | modify | 1 | 0.10 | 1.07333 | 1.08333 | 1.05933 | ||
| 3 | 2023.11.07 09:33 | sell | 2 | 0.10 | 1.06830 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.07 09:33 | modify | 2 | 0.10 | 1.06830 | 1.07053 | 1.05933 | ||
| 5 | 2023.11.07 09:33 | modify | 1 | 0.10 | 1.07333 | 1.07053 | 1.05933 | ||
| 6 | 2023.11.07 19:05 | s/l | 1 | 0.10 | 1.07053 | 1.07053 | 1.05933 | 28.35 | 1028.35 |
| 7 | 2023.11.07 19:05 | s/l | 2 | 0.10 | 1.07053 | 1.07053 | 1.05933 | -22.30 | 1006.05 |
| 8 | 2023.12.15 08:00 | sell | 3 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 9 | 2023.12.15 08:00 | modify | 3 | 0.10 | 1.09938 | 1.10938 | 1.08538 | ||
| 10 | 2023.12.15 12:50 | sell | 4 | 0.10 | 1.09433 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.15 12:50 | modify | 4 | 0.10 | 1.09433 | 1.09658 | 1.08538 | ||
| 12 | 2023.12.15 12:50 | modify | 3 | 0.10 | 1.09938 | 1.09658 | 1.08538 | ||
| 13 | 2023.12.15 14:00 | sell | 5 | 0.10 | 1.09164 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.15 14:00 | modify | 5 | 0.10 | 1.09164 | 1.09588 | 1.08538 | ||
| 15 | 2023.12.15 14:00 | sell | 6 | 0.10 | 1.09164 | 0.00000 | 0.00000 | ||
| 16 | 2023.12.15 14:00 | modify | 6 | 0.10 | 1.09164 | 1.09378 | 1.08538 | ||
| 17 | 2023.12.15 14:00 | modify | 4 | 0.10 | 1.09433 | 1.09378 | 1.08538 | ||
| 18 | 2023.12.15 14:00 | modify | 3 | 0.10 | 1.09938 | 1.09378 | 1.08538 | ||
| 19 | 2023.12.15 14:05 | modify | 5 | 0.10 | 1.09164 | 1.09378 | 1.08538 | ||
| 20 | 2023.12.19 07:30 | s/l | 3 | 0.10 | 1.09378 | 1.09378 | 1.08538 | 56.69 | 1062.74 |
| 21 | 2023.12.19 07:30 | s/l | 4 | 0.10 | 1.09378 | 1.09378 | 1.08538 | 6.19 | 1068.93 |
| 22 | 2023.12.19 07:30 | s/l | 5 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -20.71 | 1048.23 |
| 23 | 2023.12.19 07:30 | s/l | 6 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -20.71 | 1027.52 |
| 24 | 2023.12.28 08:00 | sell | 7 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.28 08:00 | modify | 7 | 0.10 | 1.11167 | 1.12167 | 1.09767 | ||
| 26 | 2023.12.28 17:05 | sell | 8 | 0.10 | 1.10669 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.28 17:05 | modify | 8 | 0.10 | 1.10669 | 1.10887 | 1.09767 | ||
| 28 | 2023.12.28 17:05 | modify | 7 | 0.10 | 1.11167 | 1.10887 | 1.09767 | ||
| 29 | 2023.12.29 19:40 | sell | 9 | 0.10 | 1.10381 | 0.00000 | 0.00000 | ||
| 30 | 2023.12.29 19:40 | modify | 9 | 0.10 | 1.10381 | 1.10817 | 1.09767 | ||
| 31 | 2023.12.29 19:40 | sell | 10 | 0.10 | 1.10381 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.29 19:40 | modify | 10 | 0.10 | 1.10381 | 1.10607 | 1.09767 | ||
| 33 | 2023.12.29 19:40 | modify | 8 | 0.10 | 1.10669 | 1.10607 | 1.09767 | ||
| 34 | 2023.12.29 19:40 | modify | 7 | 0.10 | 1.11167 | 1.10607 | 1.09767 | ||
| 35 | 2023.12.29 19:45 | modify | 9 | 0.10 | 1.10381 | 1.10607 | 1.09767 | ||
| 36 | 2024.01.02 11:40 | t/p | 7 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 141.04 | 1168.56 |
| 37 | 2024.01.02 11:40 | t/p | 8 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 91.24 | 1259.81 |
| 38 | 2024.01.02 11:40 | t/p | 9 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 62.09 | 1321.90 |
| 39 | 2024.01.02 11:40 | t/p | 10 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 62.09 | 1383.99 |
| 40 | 2024.01.11 08:00 | sell | 11 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 41 | 2024.01.11 08:00 | modify | 11 | 0.10 | 1.09790 | 1.10790 | 1.08390 | ||
| 42 | 2024.01.16 00:30 | sell | 12 | 0.10 | 1.09289 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.16 00:30 | modify | 12 | 0.10 | 1.09289 | 1.09510 | 1.08390 | ||
| 44 | 2024.01.16 00:30 | modify | 11 | 0.10 | 1.09790 | 1.09510 | 1.08390 | ||
| 45 | 2024.01.18 02:20 | sell | 13 | 0.10 | 1.08992 | 0.00000 | 0.00000 | ||
| 46 | 2024.01.18 02:20 | modify | 13 | 0.10 | 1.08992 | 1.09440 | 1.08390 | ||
| 47 | 2024.01.18 02:20 | sell | 14 | 0.10 | 1.08992 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.18 02:20 | modify | 14 | 0.10 | 1.08992 | 1.09230 | 1.08390 | ||
| 49 | 2024.01.18 02:20 | modify | 12 | 0.10 | 1.09289 | 1.09230 | 1.08390 | ||
| 50 | 2024.01.18 02:20 | modify | 11 | 0.10 | 1.09790 | 1.09230 | 1.08390 | ||
| 51 | 2024.01.18 02:25 | modify | 13 | 0.10 | 1.08992 | 1.09230 | 1.08390 | ||
| 52 | 2024.01.23 15:30 | t/p | 11 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 143.47 | 1527.46 |
| 53 | 2024.01.23 15:30 | t/p | 12 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 92.33 | 1619.79 |
| 54 | 2024.01.23 15:30 | t/p | 13 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 61.24 | 1681.03 |
| 55 | 2024.01.23 15:30 | t/p | 14 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 61.24 | 1742.27 |
| 56 | 2024.02.05 08:00 | buy | 15 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.05 08:00 | modify | 15 | 0.10 | 1.07832 | 1.06832 | 1.09232 | ||
| 58 | 2024.02.20 15:15 | buy | 16 | 0.10 | 1.08325 | 0.00000 | 0.00000 | ||
| 59 | 2024.02.20 15:15 | modify | 16 | 0.10 | 1.08325 | 1.08112 | 1.09232 | ||
| 60 | 2024.02.20 15:15 | modify | 15 | 0.10 | 1.07832 | 1.08112 | 1.09232 | ||
| 61 | 2024.02.20 17:30 | s/l | 15 | 0.10 | 1.08112 | 1.08112 | 1.09232 | 18.04 | 1760.31 |
| 62 | 2024.02.20 17:30 | s/l | 16 | 0.10 | 1.08112 | 1.08112 | 1.09232 | -21.30 | 1739.01 |
| 63 | 2024.03.08 04:00 | sell | 17 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 64 | 2024.03.08 04:00 | modify | 17 | 0.10 | 1.09476 | 1.10476 | 1.08076 | ||
| 65 | 2024.03.14 14:40 | sell | 18 | 0.10 | 1.08959 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.14 14:40 | modify | 18 | 0.10 | 1.08959 | 1.09196 | 1.08076 | ||
| 67 | 2024.03.14 14:40 | modify | 17 | 0.10 | 1.09476 | 1.09196 | 1.08076 | ||
| 68 | 2024.03.18 16:33 | sell | 19 | 0.10 | 1.08694 | 0.00000 | 0.00000 | ||
| 69 | 2024.03.18 16:33 | modify | 19 | 0.10 | 1.08694 | 1.09126 | 1.08076 | ||
| 70 | 2024.03.18 16:33 | sell | 20 | 0.10 | 1.08694 | 0.00000 | 0.00000 | ||
| 71 | 2024.03.18 16:33 | modify | 20 | 0.10 | 1.08694 | 1.08916 | 1.08076 | ||
| 72 | 2024.03.18 16:33 | modify | 18 | 0.10 | 1.08959 | 1.08916 | 1.08076 | ||
| 73 | 2024.03.18 16:33 | modify | 17 | 0.10 | 1.09476 | 1.08916 | 1.08076 | ||
| 74 | 2024.03.18 16:40 | modify | 19 | 0.10 | 1.08694 | 1.08916 | 1.08076 | ||
| 75 | 2024.03.20 18:30 | s/l | 17 | 0.10 | 1.08916 | 1.08916 | 1.08076 | 59.47 | 1798.48 |
| 76 | 2024.03.20 18:30 | s/l | 18 | 0.10 | 1.08916 | 1.08916 | 1.08076 | 5.69 | 1804.17 |
| 77 | 2024.03.20 18:30 | s/l | 19 | 0.10 | 1.08916 | 1.08916 | 1.08076 | -21.51 | 1782.67 |
| 78 | 2024.03.20 18:30 | s/l | 20 | 0.10 | 1.08916 | 1.08916 | 1.08076 | -21.51 | 1761.16 |
| 79 | 2024.04.04 12:00 | sell | 21 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.04 12:00 | modify | 21 | 0.10 | 1.08529 | 1.09529 | 1.07129 | ||
| 81 | 2024.04.10 13:10 | sell | 22 | 0.10 | 1.07753 | 0.00000 | 0.00000 | ||
| 82 | 2024.04.10 13:10 | modify | 22 | 0.10 | 1.07753 | 1.08179 | 1.07129 | ||
| 83 | 2024.04.10 13:10 | sell | 23 | 0.10 | 1.07753 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.10 13:10 | modify | 23 | 0.10 | 1.07753 | 1.07969 | 1.07129 | ||
| 85 | 2024.04.10 13:10 | modify | 21 | 0.10 | 1.08529 | 1.07969 | 1.07129 | ||
| 86 | 2024.04.10 13:15 | modify | 22 | 0.10 | 1.07753 | 1.07969 | 1.07129 | ||
| 87 | 2024.04.11 14:33 | t/p | 21 | 0.10 | 1.07129 | 1.07969 | 1.07129 | 142.43 | 1903.59 |
| 88 | 2024.04.11 14:33 | t/p | 22 | 0.10 | 1.07129 | 1.07969 | 1.07129 | 63.44 | 1967.03 |
| 89 | 2024.04.11 14:33 | t/p | 23 | 0.10 | 1.07129 | 1.07969 | 1.07129 | 63.44 | 2030.47 |
| 90 | 2024.07.17 16:00 | sell | 24 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 91 | 2024.07.17 16:00 | modify | 24 | 0.10 | 1.09323 | 1.10323 | 1.07923 | ||
| 92 | 2024.07.19 06:40 | sell | 25 | 0.10 | 1.08833 | 0.00000 | 0.00000 | ||
| 93 | 2024.07.19 06:40 | modify | 25 | 0.10 | 1.08833 | 1.09043 | 1.07923 | ||
| 94 | 2024.07.19 06:40 | modify | 24 | 0.10 | 1.09323 | 1.09043 | 1.07923 | ||
| 95 | 2024.07.23 12:40 | sell | 26 | 0.10 | 1.08547 | 0.00000 | 0.00000 | ||
| 96 | 2024.07.23 12:40 | modify | 26 | 0.10 | 1.08547 | 1.08973 | 1.07923 | ||
| 97 | 2024.07.23 12:40 | sell | 27 | 0.10 | 1.08547 | 0.00000 | 0.00000 | ||
| 98 | 2024.07.23 12:40 | modify | 27 | 0.10 | 1.08547 | 1.08763 | 1.07923 | ||
| 99 | 2024.07.23 12:40 | modify | 25 | 0.10 | 1.08833 | 1.08763 | 1.07923 | ||
| 100 | 2024.07.23 12:40 | modify | 24 | 0.10 | 1.09323 | 1.08763 | 1.07923 | ||
| 101 | 2024.07.23 12:45 | modify | 26 | 0.10 | 1.08547 | 1.08763 | 1.07923 | ||
| 102 | 2024.08.01 08:30 | t/p | 24 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 145.90 | 2176.37 |
| 103 | 2024.08.01 08:30 | t/p | 25 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 95.51 | 2271.88 |
| 104 | 2024.08.01 08:30 | t/p | 26 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 66.22 | 2338.10 |
| 105 | 2024.08.01 08:30 | t/p | 27 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 66.22 | 2404.31 |
| 106 | 2024.08.05 16:00 | sell | 28 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 107 | 2024.08.05 16:00 | modify | 28 | 0.10 | 1.09561 | 1.10561 | 1.08161 | ||
| 108 | 2024.08.06 10:40 | sell | 29 | 0.10 | 1.09041 | 0.00000 | 0.00000 | ||
| 109 | 2024.08.06 10:40 | modify | 29 | 0.10 | 1.09041 | 1.09281 | 1.08161 | ||
| 110 | 2024.08.06 10:40 | modify | 28 | 0.10 | 1.09561 | 1.09281 | 1.08161 | ||
| 111 | 2024.08.06 14:30 | s/l | 28 | 0.10 | 1.09281 | 1.09281 | 1.08161 | 28.35 | 2432.66 |
| 112 | 2024.08.06 14:30 | s/l | 29 | 0.10 | 1.09281 | 1.09281 | 1.08161 | -24.00 | 2408.66 |
| 113 | 2024.08.14 04:00 | sell | 30 | 0.10 | 1.09900 | 0.00000 | 0.00000 | ||
| 114 | 2024.08.14 04:00 | modify | 30 | 0.10 | 1.09900 | 1.10900 | 1.08500 | ||
| 115 | 2024.08.19 22:40 | s/l | 30 | 0.10 | 1.10900 | 1.10900 | 1.08500 | -98.27 | 2310.40 |
| 116 | 2024.09.16 16:00 | sell | 31 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 117 | 2024.09.16 16:00 | modify | 31 | 0.10 | 1.11226 | 1.12226 | 1.09826 | ||
| 118 | 2024.10.01 12:55 | sell | 32 | 0.10 | 1.10711 | 0.00000 | 0.00000 | ||
| 119 | 2024.10.01 12:55 | modify | 32 | 0.10 | 1.10711 | 1.10946 | 1.09826 | ||
| 120 | 2024.10.01 12:55 | modify | 31 | 0.10 | 1.11226 | 1.10946 | 1.09826 | ||
| 121 | 2024.10.02 14:30 | sell | 33 | 0.10 | 1.10429 | 0.00000 | 0.00000 | ||
| 122 | 2024.10.02 14:30 | modify | 33 | 0.10 | 1.10429 | 1.10876 | 1.09826 | ||
| 123 | 2024.10.02 14:30 | sell | 34 | 0.10 | 1.10429 | 0.00000 | 0.00000 | ||
| 124 | 2024.10.02 14:30 | modify | 34 | 0.10 | 1.10429 | 1.10666 | 1.09826 | ||
| 125 | 2024.10.02 14:30 | modify | 32 | 0.10 | 1.10711 | 1.10666 | 1.09826 | ||
| 126 | 2024.10.02 14:30 | modify | 31 | 0.10 | 1.11226 | 1.10666 | 1.09826 | ||
| 127 | 2024.10.02 14:35 | modify | 33 | 0.10 | 1.10429 | 1.10666 | 1.09826 | ||
| 128 | 2024.10.04 12:40 | t/p | 31 | 0.10 | 1.09826 | 1.10666 | 1.09826 | 146.94 | 2457.34 |
| 129 | 2024.10.04 12:40 | t/p | 32 | 0.10 | 1.09826 | 1.10666 | 1.09826 | 90.23 | 2547.57 |
| 130 | 2024.10.04 12:40 | t/p | 33 | 0.10 | 1.09826 | 1.10666 | 1.09826 | 61.69 | 2609.26 |
| 131 | 2024.10.04 12:40 | t/p | 34 | 0.10 | 1.09826 | 1.10666 | 1.09826 | 61.69 | 2670.95 |