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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1913 | Ticks modelled | 20105525 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1081.44 | Gross profit | 1367.93 | Gross loss | -286.49 |
| Profit factor | 4.77 | Expected payoff | 34.89 | ||
| Absolute drawdown | 25.90 | Maximal drawdown | 278.47 (16.22%) | Relative drawdown | 17.15% (208.12) |
| Total trades | 31 | Short positions (won %) | 29 (68.97%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
| Largest | profit trade | 145.90 | loss trade | -98.27 | |
| Average | profit trade | 65.14 | loss trade | -28.65 | |
| Maximum | consecutive wins (profit in money) | 9 (745.97) | consecutive losses (loss in money) | 2 (-119.37) | |
| Maximal | consecutive profit (count of wins) | 745.97 (9) | consecutive loss (count of losses) | -119.37 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 09:57 | sell | 2 | 0.10 | 1.06843 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.07 09:57 | modify | 2 | 0.10 | 1.06843 | 1.07053 | 1.05933 | ||
| 5 | 2023.11.07 09:57 | modify | 1 | 0.10 | 1.07333 | 1.07053 | 1.05933 | ||
| 6 | 2023.11.07 19:15 | s/l | 1 | 0.10 | 1.07053 | 1.07053 | 1.05933 | 28.35 | 1028.35 |
| 7 | 2023.11.07 19:15 | s/l | 2 | 0.10 | 1.07053 | 1.07053 | 1.05933 | -21.00 | 1007.35 |
| 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 12:53 | sell | 4 | 0.10 | 1.09447 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.15 12:53 | modify | 4 | 0.10 | 1.09447 | 1.09658 | 1.08538 | ||
| 12 | 2023.12.15 12:53 | modify | 3 | 0.10 | 1.09938 | 1.09658 | 1.08538 | ||
| 13 | 2023.12.15 13:38 | sell | 5 | 0.10 | 1.09168 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.15 13:38 | modify | 5 | 0.10 | 1.09168 | 1.09588 | 1.08538 | ||
| 15 | 2023.12.15 13:38 | sell | 6 | 0.10 | 1.09168 | 0.00000 | 0.00000 | ||
| 16 | 2023.12.15 13:38 | modify | 6 | 0.10 | 1.09168 | 1.09378 | 1.08538 | ||
| 17 | 2023.12.15 13:38 | modify | 4 | 0.10 | 1.09447 | 1.09378 | 1.08538 | ||
| 18 | 2023.12.15 13:38 | modify | 3 | 0.10 | 1.09938 | 1.09378 | 1.08538 | ||
| 19 | 2023.12.15 13:38 | modify | 5 | 0.10 | 1.09168 | 1.09378 | 1.08538 | ||
| 20 | 2023.12.19 07:14 | s/l | 3 | 0.10 | 1.09378 | 1.09378 | 1.08538 | 56.69 | 1064.04 |
| 21 | 2023.12.19 07:14 | s/l | 4 | 0.10 | 1.09378 | 1.09378 | 1.08538 | 7.59 | 1071.63 |
| 22 | 2023.12.19 07:14 | s/l | 5 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -20.31 | 1051.33 |
| 23 | 2023.12.19 07:14 | s/l | 6 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -20.31 | 1031.02 |
| 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 17:07 | sell | 8 | 0.10 | 1.10677 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.28 17:07 | modify | 8 | 0.10 | 1.10677 | 1.10887 | 1.09767 | ||
| 28 | 2023.12.28 17:07 | modify | 7 | 0.10 | 1.11167 | 1.10887 | 1.09767 | ||
| 29 | 2023.12.29 19:31 | sell | 9 | 0.10 | 1.10396 | 0.00000 | 0.00000 | ||
| 30 | 2023.12.29 19:31 | modify | 9 | 0.10 | 1.10396 | 1.10817 | 1.09767 | ||
| 31 | 2023.12.29 19:31 | sell | 10 | 0.10 | 1.10396 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.29 19:31 | modify | 10 | 0.10 | 1.10396 | 1.10607 | 1.09767 | ||
| 33 | 2023.12.29 19:31 | modify | 8 | 0.10 | 1.10677 | 1.10607 | 1.09767 | ||
| 34 | 2023.12.29 19:31 | modify | 7 | 0.10 | 1.11167 | 1.10607 | 1.09767 | ||
| 35 | 2023.12.29 19:31 | modify | 9 | 0.10 | 1.10396 | 1.10607 | 1.09767 | ||
| 36 | 2024.01.02 11:36 | t/p | 7 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 141.04 | 1172.06 |
| 37 | 2024.01.02 11:36 | t/p | 8 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 92.04 | 1264.10 |
| 38 | 2024.01.02 11:36 | t/p | 9 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 63.59 | 1327.70 |
| 39 | 2024.01.02 11:36 | t/p | 10 | 0.10 | 1.09767 | 1.10607 | 1.09767 | 63.59 | 1391.29 |
| 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 00:47 | sell | 12 | 0.10 | 1.09299 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.16 00:47 | modify | 12 | 0.10 | 1.09299 | 1.09510 | 1.08390 | ||
| 44 | 2024.01.16 00:47 | modify | 11 | 0.10 | 1.09790 | 1.09510 | 1.08390 | ||
| 45 | 2024.01.16 08:33 | sell | 13 | 0.10 | 1.09020 | 0.00000 | 0.00000 | ||
| 46 | 2024.01.16 08:33 | modify | 13 | 0.10 | 1.09020 | 1.09440 | 1.08390 | ||
| 47 | 2024.01.16 08:33 | sell | 14 | 0.10 | 1.09020 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.16 08:33 | modify | 14 | 0.10 | 1.09020 | 1.09230 | 1.08390 | ||
| 49 | 2024.01.16 08:33 | modify | 12 | 0.10 | 1.09299 | 1.09230 | 1.08390 | ||
| 50 | 2024.01.16 08:33 | modify | 11 | 0.10 | 1.09790 | 1.09230 | 1.08390 | ||
| 51 | 2024.01.16 08:33 | modify | 13 | 0.10 | 1.09020 | 1.09230 | 1.08390 | ||
| 52 | 2024.01.23 15:25 | t/p | 11 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 143.47 | 1534.76 |
| 53 | 2024.01.23 15:25 | t/p | 12 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 93.33 | 1628.09 |
| 54 | 2024.01.23 15:25 | t/p | 13 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 65.43 | 1693.52 |
| 55 | 2024.01.23 15:25 | t/p | 14 | 0.10 | 1.08390 | 1.09230 | 1.08390 | 65.43 | 1758.95 |
| 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 14:22 | buy | 16 | 0.10 | 1.08323 | 0.00000 | 0.00000 | ||
| 59 | 2024.02.20 14:22 | modify | 16 | 0.10 | 1.08323 | 1.08112 | 1.09232 | ||
| 60 | 2024.02.20 14:22 | modify | 15 | 0.10 | 1.07832 | 1.08112 | 1.09232 | ||
| 61 | 2024.02.20 17:06 | s/l | 15 | 0.10 | 1.08112 | 1.08112 | 1.09232 | 18.04 | 1776.99 |
| 62 | 2024.02.20 17:06 | s/l | 16 | 0.10 | 1.08112 | 1.08112 | 1.09232 | -21.10 | 1755.89 |
| 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 14:53 | sell | 18 | 0.10 | 1.08986 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.14 14:53 | modify | 18 | 0.10 | 1.08986 | 1.09196 | 1.08076 | ||
| 67 | 2024.03.14 14:53 | modify | 17 | 0.10 | 1.09476 | 1.09196 | 1.08076 | ||
| 68 | 2024.03.18 16:25 | sell | 19 | 0.10 | 1.08701 | 0.00000 | 0.00000 | ||
| 69 | 2024.03.18 16:25 | modify | 19 | 0.10 | 1.08701 | 1.09126 | 1.08076 | ||
| 70 | 2024.03.18 16:25 | sell | 20 | 0.10 | 1.08701 | 0.00000 | 0.00000 | ||
| 71 | 2024.03.18 16:25 | modify | 20 | 0.10 | 1.08701 | 1.08916 | 1.08076 | ||
| 72 | 2024.03.18 16:25 | modify | 18 | 0.10 | 1.08986 | 1.08916 | 1.08076 | ||
| 73 | 2024.03.18 16:25 | modify | 17 | 0.10 | 1.09476 | 1.08916 | 1.08076 | ||
| 74 | 2024.03.18 16:25 | modify | 19 | 0.10 | 1.08701 | 1.08916 | 1.08076 | ||
| 75 | 2024.03.20 18:05 | s/l | 17 | 0.10 | 1.08916 | 1.08916 | 1.08076 | 59.47 | 1815.36 |
| 76 | 2024.03.20 18:05 | s/l | 18 | 0.10 | 1.08916 | 1.08916 | 1.08076 | 8.39 | 1823.75 |
| 77 | 2024.03.20 18:05 | s/l | 19 | 0.10 | 1.08916 | 1.08916 | 1.08076 | -20.81 | 1802.94 |
| 78 | 2024.03.20 18:05 | s/l | 20 | 0.10 | 1.08916 | 1.08916 | 1.08076 | -20.81 | 1782.14 |
| 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 | 2024.04.05 12:33 | sell | 22 | 0.10 | 1.08031 | 0.00000 | 0.00000 | ||
| 82 | 2024.04.05 12:33 | modify | 22 | 0.10 | 1.08031 | 1.08249 | 1.07129 | ||
| 83 | 2024.04.05 12:33 | modify | 21 | 0.10 | 1.08529 | 1.08249 | 1.07129 | ||
| 84 | 2024.04.05 14:33 | s/l | 21 | 0.10 | 1.08249 | 1.08249 | 1.07129 | 28.35 | 1810.48 |
| 85 | 2024.04.05 14:33 | s/l | 22 | 0.10 | 1.08249 | 1.08249 | 1.07129 | -21.80 | 1788.68 |
| 86 | 2024.07.17 16:00 | sell | 23 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 87 | 2024.07.17 16:00 | modify | 23 | 0.10 | 1.09323 | 1.10323 | 1.07923 | ||
| 88 | 2024.07.19 06:51 | sell | 24 | 0.10 | 1.08833 | 0.00000 | 0.00000 | ||
| 89 | 2024.07.19 06:51 | modify | 24 | 0.10 | 1.08833 | 1.09043 | 1.07923 | ||
| 90 | 2024.07.19 06:51 | modify | 23 | 0.10 | 1.09323 | 1.09043 | 1.07923 | ||
| 91 | 2024.07.23 12:53 | sell | 25 | 0.10 | 1.08553 | 0.00000 | 0.00000 | ||
| 92 | 2024.07.23 12:53 | modify | 25 | 0.10 | 1.08553 | 1.08973 | 1.07923 | ||
| 93 | 2024.07.23 12:53 | sell | 26 | 0.10 | 1.08553 | 0.00000 | 0.00000 | ||
| 94 | 2024.07.23 12:53 | modify | 26 | 0.10 | 1.08553 | 1.08763 | 1.07923 | ||
| 95 | 2024.07.23 12:53 | modify | 24 | 0.10 | 1.08833 | 1.08763 | 1.07923 | ||
| 96 | 2024.07.23 12:53 | modify | 23 | 0.10 | 1.09323 | 1.08763 | 1.07923 | ||
| 97 | 2024.07.23 12:53 | modify | 25 | 0.10 | 1.08553 | 1.08763 | 1.07923 | ||
| 98 | 2024.08.01 08:10 | t/p | 23 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 145.90 | 1934.58 |
| 99 | 2024.08.01 08:10 | t/p | 24 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 95.51 | 2030.09 |
| 100 | 2024.08.01 08:10 | t/p | 25 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 66.82 | 2096.91 |
| 101 | 2024.08.01 08:10 | t/p | 26 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 66.82 | 2163.73 |
| 102 | 2024.08.05 16:00 | sell | 27 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 103 | 2024.08.05 16:00 | modify | 27 | 0.10 | 1.09561 | 1.10561 | 1.08161 | ||
| 104 | 2024.08.06 10:31 | sell | 28 | 0.10 | 1.09070 | 0.00000 | 0.00000 | ||
| 105 | 2024.08.06 10:31 | modify | 28 | 0.10 | 1.09070 | 1.09281 | 1.08161 | ||
| 106 | 2024.08.06 10:31 | modify | 27 | 0.10 | 1.09561 | 1.09281 | 1.08161 | ||
| 107 | 2024.08.06 14:13 | s/l | 27 | 0.10 | 1.09281 | 1.09281 | 1.08161 | 28.35 | 2192.07 |
| 108 | 2024.08.06 14:13 | s/l | 28 | 0.10 | 1.09281 | 1.09281 | 1.08161 | -21.10 | 2170.97 |
| 109 | 2024.08.14 04:00 | sell | 29 | 0.10 | 1.09900 | 0.00000 | 0.00000 | ||
| 110 | 2024.08.14 04:00 | modify | 29 | 0.10 | 1.09900 | 1.10900 | 1.08500 | ||
| 111 | 2024.08.19 22:11 | s/l | 29 | 0.10 | 1.10900 | 1.10900 | 1.08500 | -98.27 | 2072.71 |
| 112 | 2024.09.16 16:00 | sell | 30 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 113 | 2024.09.16 16:00 | modify | 30 | 0.10 | 1.11226 | 1.12226 | 1.09826 | ||
| 114 | 2024.09.19 01:33 | sell | 31 | 0.10 | 1.10736 | 0.00000 | 0.00000 | ||
| 115 | 2024.09.19 01:33 | modify | 31 | 0.10 | 1.10736 | 1.10946 | 1.09826 | ||
| 116 | 2024.09.19 01:33 | modify | 30 | 0.10 | 1.11226 | 1.10946 | 1.09826 | ||
| 117 | 2024.09.19 02:11 | s/l | 30 | 0.10 | 1.10946 | 1.10946 | 1.09826 | 29.73 | 2102.44 |
| 118 | 2024.09.19 02:11 | s/l | 31 | 0.10 | 1.10946 | 1.10946 | 1.09826 | -21.00 | 2081.44 |