Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7242 | Ticks modelled | 13483 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1529.89 | Gross profit | 1766.78 | Gross loss | -236.89 |
| Profit factor | 7.46 | Expected payoff | 72.85 | ||
| Absolute drawdown | 21.92 | Maximal drawdown | 237.76 (18.72%) | Relative drawdown | 18.72% (237.76) |
| Total trades | 21 | Short positions (won %) | 21 (80.95%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 17 (80.95%) | Loss trades (% of total) | 4 (19.05%) | ||
| Largest | profit trade | 153.40 | loss trade | -59.72 | |
| Average | profit trade | 103.93 | loss trade | -59.22 | |
| Maximum | consecutive wins (profit in money) | 13 (1325.65) | consecutive losses (loss in money) | 3 (-177.45) | |
| Maximal | consecutive profit (count of wins) | 1325.65 (13) | consecutive loss (count of losses) | -177.45 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.01 21:00 | sell | 1 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.01 21:00 | modify | 1 | 0.10 | 1.08715 | 1.09315 | 1.07215 | ||
| 3 | 2024.02.02 16:00 | sell | 2 | 0.10 | 1.08024 | 0.00000 | 0.00000 | ||
| 4 | 2024.02.02 16:00 | modify | 2 | 0.10 | 1.08024 | 1.08490 | 1.07215 | ||
| 5 | 2024.02.02 16:00 | modify | 1 | 0.10 | 1.08715 | 1.08490 | 1.07215 | ||
| 6 | 2024.02.04 23:00 | sell | 3 | 0.10 | 1.07799 | 0.00000 | 0.00000 | ||
| 7 | 2024.02.04 23:00 | modify | 3 | 0.10 | 1.07799 | 1.08190 | 1.07215 | ||
| 8 | 2024.02.04 23:00 | modify | 2 | 0.10 | 1.08024 | 1.08190 | 1.07215 | ||
| 9 | 2024.02.04 23:00 | modify | 1 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
| 10 | 2024.02.12 02:00 | sell | 4 | 0.10 | 1.07957 | 0.00000 | 0.00000 | ||
| 11 | 2024.02.12 02:00 | modify | 4 | 0.10 | 1.07957 | 1.08340 | 1.07215 | ||
| 12 | 2024.02.12 03:00 | modify | 4 | 0.10 | 1.07957 | 1.08190 | 1.07215 | ||
| 13 | 2024.02.13 14:00 | t/p | 1 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 152.83 | 1152.83 |
| 14 | 2024.02.13 14:00 | t/p | 2 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 83.45 | 1236.28 |
| 15 | 2024.02.13 14:00 | t/p | 3 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 60.95 | 1297.22 |
| 16 | 2024.02.13 14:00 | t/p | 4 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 74.48 | 1371.71 |
| 17 | 2024.03.20 22:00 | sell | 5 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 18 | 2024.03.20 22:00 | modify | 5 | 0.10 | 1.09206 | 1.09806 | 1.07706 | ||
| 19 | 2024.03.22 02:00 | sell | 6 | 0.10 | 1.08504 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.22 02:00 | modify | 6 | 0.10 | 1.08504 | 1.08981 | 1.07706 | ||
| 21 | 2024.03.22 02:00 | modify | 5 | 0.10 | 1.09206 | 1.08981 | 1.07706 | ||
| 22 | 2024.03.22 07:00 | sell | 7 | 0.10 | 1.08302 | 0.00000 | 0.00000 | ||
| 23 | 2024.03.22 07:00 | modify | 7 | 0.10 | 1.08302 | 1.08681 | 1.07706 | ||
| 24 | 2024.03.22 07:00 | modify | 6 | 0.10 | 1.08504 | 1.08681 | 1.07706 | ||
| 25 | 2024.03.22 07:00 | modify | 5 | 0.10 | 1.09206 | 1.08681 | 1.07706 | ||
| 26 | 2024.04.01 15:00 | t/p | 5 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 153.40 | 1525.10 |
| 27 | 2024.04.01 15:00 | t/p | 6 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 82.06 | 1607.17 |
| 28 | 2024.04.01 15:00 | t/p | 7 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 61.86 | 1669.03 |
| 29 | 2024.04.03 20:00 | sell | 8 | 0.10 | 1.08334 | 0.00000 | 0.00000 | ||
| 30 | 2024.04.03 20:00 | modify | 8 | 0.10 | 1.08334 | 1.08934 | 1.06834 | ||
| 31 | 2024.04.10 21:00 | sell | 9 | 0.10 | 1.07421 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.10 21:00 | modify | 9 | 0.10 | 1.07421 | 1.07809 | 1.06834 | ||
| 33 | 2024.04.10 21:00 | modify | 8 | 0.10 | 1.08334 | 1.07809 | 1.06834 | ||
| 34 | 2024.04.12 08:00 | t/p | 8 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 153.11 | 1822.14 |
| 35 | 2024.04.12 08:00 | t/p | 9 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 59.83 | 1881.98 |
| 36 | 2024.06.03 22:00 | sell | 10 | 0.10 | 1.09028 | 0.00000 | 0.00000 | ||
| 37 | 2024.06.03 22:00 | modify | 10 | 0.10 | 1.09028 | 1.09628 | 1.07528 | ||
| 38 | 2024.06.07 13:00 | sell | 11 | 0.10 | 1.08331 | 0.00000 | 0.00000 | ||
| 39 | 2024.06.07 13:00 | modify | 11 | 0.10 | 1.08331 | 1.08803 | 1.07528 | ||
| 40 | 2024.06.07 13:00 | modify | 10 | 0.10 | 1.09028 | 1.08803 | 1.07528 | ||
| 41 | 2024.06.07 15:00 | sell | 12 | 0.10 | 1.08125 | 0.00000 | 0.00000 | ||
| 42 | 2024.06.07 15:00 | modify | 12 | 0.10 | 1.08125 | 1.08503 | 1.07528 | ||
| 43 | 2024.06.07 15:00 | modify | 11 | 0.10 | 1.08331 | 1.08503 | 1.07528 | ||
| 44 | 2024.06.07 15:00 | modify | 10 | 0.10 | 1.09028 | 1.08503 | 1.07528 | ||
| 45 | 2024.06.10 05:00 | t/p | 10 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 151.98 | 2033.96 |
| 46 | 2024.06.10 05:00 | t/p | 11 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 80.58 | 2114.54 |
| 47 | 2024.06.10 05:00 | t/p | 12 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 59.98 | 2174.52 |
| 48 | 2024.06.12 18:00 | sell | 13 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 49 | 2024.06.12 18:00 | modify | 13 | 0.10 | 1.08384 | 1.08984 | 1.06884 | ||
| 50 | 2024.06.14 10:00 | t/p | 13 | 0.10 | 1.06884 | 1.08984 | 1.06884 | 151.13 | 2325.66 |
| 51 | 2024.08.02 18:00 | sell | 14 | 0.10 | 1.09110 | 0.00000 | 0.00000 | ||
| 52 | 2024.08.02 18:00 | modify | 14 | 0.10 | 1.09110 | 1.09710 | 1.07610 | ||
| 53 | 2024.08.05 09:00 | s/l | 14 | 0.10 | 1.09710 | 1.09710 | 1.07610 | -59.72 | 2265.94 |
| 54 | 2024.08.13 20:00 | sell | 15 | 0.10 | 1.09960 | 0.00000 | 0.00000 | ||
| 55 | 2024.08.13 20:00 | modify | 15 | 0.10 | 1.09960 | 1.10560 | 1.08460 | ||
| 56 | 2024.08.19 15:00 | s/l | 15 | 0.10 | 1.10560 | 1.10560 | 1.08460 | -58.30 | 2207.64 |
| 57 | 2024.08.19 22:00 | sell | 16 | 0.10 | 1.10836 | 0.00000 | 0.00000 | ||
| 58 | 2024.08.19 22:00 | modify | 16 | 0.10 | 1.10836 | 1.11436 | 1.09336 | ||
| 59 | 2024.08.21 16:00 | s/l | 16 | 0.10 | 1.11436 | 1.11436 | 1.09336 | -59.43 | 2148.20 |
| 60 | 2024.08.25 21:00 | sell | 17 | 0.10 | 1.11854 | 0.00000 | 0.00000 | ||
| 61 | 2024.08.25 21:00 | modify | 17 | 0.10 | 1.11854 | 1.12454 | 1.10354 | ||
| 62 | 2024.09.03 18:00 | t/p | 17 | 0.10 | 1.10354 | 1.12454 | 1.10354 | 152.55 | 2300.75 |
| 63 | 2024.09.12 22:00 | sell | 18 | 0.10 | 1.10738 | 0.00000 | 0.00000 | ||
| 64 | 2024.09.12 22:00 | modify | 18 | 0.10 | 1.10738 | 1.11338 | 1.09238 | ||
| 65 | 2024.09.16 13:00 | s/l | 18 | 0.10 | 1.11338 | 1.11338 | 1.09238 | -59.43 | 2241.31 |
| 66 | 2024.09.24 22:00 | sell | 19 | 0.10 | 1.11782 | 0.00000 | 0.00000 | ||
| 67 | 2024.09.24 22:00 | modify | 19 | 0.10 | 1.11782 | 1.12382 | 1.10282 | ||
| 68 | 2024.10.01 09:00 | sell | 20 | 0.10 | 1.11026 | 0.00000 | 0.00000 | ||
| 69 | 2024.10.01 09:00 | modify | 20 | 0.10 | 1.11026 | 1.11407 | 1.10282 | ||
| 70 | 2024.10.01 09:00 | modify | 19 | 0.10 | 1.11782 | 1.11407 | 1.10282 | ||
| 71 | 2024.10.01 11:00 | sell | 21 | 0.10 | 1.10870 | 0.00000 | 0.00000 | ||
| 72 | 2024.10.01 11:00 | modify | 21 | 0.10 | 1.10870 | 1.11257 | 1.10282 | ||
| 73 | 2024.10.01 11:00 | modify | 20 | 0.10 | 1.11026 | 1.11257 | 1.10282 | ||
| 74 | 2024.10.01 11:00 | modify | 19 | 0.10 | 1.11782 | 1.11257 | 1.10282 | ||
| 75 | 2024.10.03 06:00 | t/p | 19 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 153.11 | 2394.43 |
| 76 | 2024.10.03 06:00 | t/p | 20 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 75.53 | 2469.96 |
| 77 | 2024.10.03 06:00 | t/p | 21 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 59.93 | 2529.89 |