Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=12; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7217 | Ticks modelled | 155211 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1296.88 | Gross profit | 1511.40 | Gross loss | -214.52 |
| Profit factor | 7.05 | Expected payoff | 58.95 | ||
| Absolute drawdown | 8.60 | Maximal drawdown | 238.80 (13.20%) | Relative drawdown | 13.85% (202.60) |
| Total trades | 22 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 151.76 | loss trade | -69.56 | |
| Average | profit trade | 88.91 | loss trade | -42.90 | |
| Maximum | consecutive wins (profit in money) | 8 (725.78) | consecutive losses (loss in money) | 4 (-145.84) | |
| Maximal | consecutive profit (count of wins) | 725.78 (8) | consecutive loss (count of losses) | -145.84 (4) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.12 16:00 | sell | 1 | 0.10 | 1.08424 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.12 16:00 | modify | 1 | 0.10 | 1.08424 | 1.09124 | 1.06924 | ||
| 3 | 2024.06.13 14:20 | sell | 2 | 0.10 | 1.07719 | 0.00000 | 0.00000 | ||
| 4 | 2024.06.13 14:20 | modify | 2 | 0.10 | 1.07719 | 1.08124 | 1.06924 | ||
| 5 | 2024.06.13 14:20 | modify | 1 | 0.10 | 1.08424 | 1.08124 | 1.06924 | ||
| 6 | 2024.06.13 15:27 | sell | 3 | 0.10 | 1.07591 | 0.00000 | 0.00000 | ||
| 7 | 2024.06.13 15:27 | modify | 3 | 0.10 | 1.07591 | 1.07749 | 1.06924 | ||
| 8 | 2024.06.13 15:27 | sell | 4 | 0.10 | 1.07591 | 0.00000 | 0.00000 | ||
| 9 | 2024.06.13 15:27 | modify | 4 | 0.10 | 1.07591 | 1.07899 | 1.06924 | ||
| 10 | 2024.06.13 15:27 | modify | 2 | 0.10 | 1.07719 | 1.07899 | 1.06924 | ||
| 11 | 2024.06.13 15:27 | modify | 1 | 0.10 | 1.08424 | 1.07899 | 1.06924 | ||
| 12 | 2024.06.13 15:30 | modify | 3 | 0.10 | 1.07591 | 1.07899 | 1.06924 | ||
| 13 | 2024.06.14 09:10 | t/p | 1 | 0.10 | 1.06924 | 1.07899 | 1.06924 | 151.76 | 1151.76 |
| 14 | 2024.06.14 09:10 | t/p | 2 | 0.10 | 1.06924 | 1.07899 | 1.06924 | 79.94 | 1231.70 |
| 15 | 2024.06.14 09:10 | t/p | 3 | 0.10 | 1.06924 | 1.07899 | 1.06924 | 67.14 | 1298.84 |
| 16 | 2024.06.14 09:10 | t/p | 4 | 0.10 | 1.06924 | 1.07899 | 1.06924 | 67.14 | 1365.98 |
| 17 | 2024.07.11 14:00 | sell | 5 | 0.10 | 1.08866 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.11 14:00 | modify | 5 | 0.10 | 1.08866 | 1.09566 | 1.07366 | ||
| 19 | 2024.07.29 11:50 | sell | 6 | 0.10 | 1.08167 | 0.00000 | 0.00000 | ||
| 20 | 2024.07.29 11:50 | modify | 6 | 0.10 | 1.08167 | 1.08566 | 1.07366 | ||
| 21 | 2024.07.29 11:50 | modify | 5 | 0.10 | 1.08866 | 1.08566 | 1.07366 | ||
| 22 | 2024.07.29 14:32 | sell | 7 | 0.10 | 1.08040 | 0.00000 | 0.00000 | ||
| 23 | 2024.07.29 14:32 | modify | 7 | 0.10 | 1.08040 | 1.08191 | 1.07366 | ||
| 24 | 2024.07.29 14:32 | sell | 8 | 0.10 | 1.08040 | 0.00000 | 0.00000 | ||
| 25 | 2024.07.29 14:32 | modify | 8 | 0.10 | 1.08040 | 1.08341 | 1.07366 | ||
| 26 | 2024.07.29 14:32 | modify | 6 | 0.10 | 1.08167 | 1.08341 | 1.07366 | ||
| 27 | 2024.07.29 14:32 | modify | 5 | 0.10 | 1.08866 | 1.08341 | 1.07366 | ||
| 28 | 2024.07.29 14:35 | modify | 7 | 0.10 | 1.08040 | 1.08341 | 1.07366 | ||
| 29 | 2024.07.30 08:32 | s/l | 5 | 0.10 | 1.08341 | 1.08341 | 1.07366 | 59.99 | 1425.97 |
| 30 | 2024.07.30 08:32 | s/l | 6 | 0.10 | 1.08341 | 1.08341 | 1.07366 | -16.96 | 1409.01 |
| 31 | 2024.07.30 08:32 | s/l | 7 | 0.10 | 1.08341 | 1.08341 | 1.07366 | -29.66 | 1379.35 |
| 32 | 2024.07.30 08:32 | s/l | 8 | 0.10 | 1.08341 | 1.08341 | 1.07366 | -29.66 | 1349.69 |
| 33 | 2024.08.02 16:00 | sell | 9 | 0.10 | 1.09132 | 0.00000 | 0.00000 | ||
| 34 | 2024.08.02 16:00 | modify | 9 | 0.10 | 1.09132 | 1.09832 | 1.07632 | ||
| 35 | 2024.08.05 12:40 | s/l | 9 | 0.10 | 1.09832 | 1.09832 | 1.07632 | -69.56 | 1280.13 |
| 36 | 2025.01.02 18:00 | buy | 10 | 0.10 | 1.02681 | 0.00000 | 0.00000 | ||
| 37 | 2025.01.02 18:00 | modify | 10 | 0.10 | 1.02681 | 1.01981 | 1.04181 | ||
| 38 | 2025.01.06 08:10 | buy | 11 | 0.10 | 1.03367 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.06 08:10 | modify | 11 | 0.10 | 1.03367 | 1.02981 | 1.04181 | ||
| 40 | 2025.01.06 08:10 | modify | 10 | 0.10 | 1.02681 | 1.02981 | 1.04181 | ||
| 41 | 2025.01.06 08:59 | buy | 12 | 0.10 | 1.03530 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.06 08:59 | modify | 12 | 0.10 | 1.03530 | 1.03356 | 1.04181 | ||
| 43 | 2025.01.06 08:59 | buy | 13 | 0.10 | 1.03530 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.06 08:59 | modify | 13 | 0.10 | 1.03530 | 1.03206 | 1.04181 | ||
| 45 | 2025.01.06 08:59 | modify | 11 | 0.10 | 1.03367 | 1.03206 | 1.04181 | ||
| 46 | 2025.01.06 08:59 | modify | 10 | 0.10 | 1.02681 | 1.03206 | 1.04181 | ||
| 47 | 2025.01.06 09:00 | modify | 12 | 0.10 | 1.03530 | 1.03206 | 1.04181 | ||
| 48 | 2025.01.06 11:40 | t/p | 10 | 0.10 | 1.04181 | 1.03206 | 1.04181 | 148.05 | 1428.18 |
| 49 | 2025.01.06 11:40 | t/p | 11 | 0.10 | 1.04181 | 1.03206 | 1.04181 | 81.40 | 1509.58 |
| 50 | 2025.01.06 11:40 | t/p | 12 | 0.10 | 1.04181 | 1.03206 | 1.04181 | 65.10 | 1574.68 |
| 51 | 2025.01.06 11:40 | t/p | 13 | 0.10 | 1.04181 | 1.03206 | 1.04181 | 65.10 | 1639.78 |
| 52 | 2025.03.05 16:00 | sell | 14 | 0.10 | 1.07651 | 0.00000 | 0.00000 | ||
| 53 | 2025.03.05 16:00 | modify | 14 | 0.10 | 1.07651 | 1.08351 | 1.06151 | ||
| 54 | 2025.03.06 13:20 | s/l | 14 | 0.10 | 1.08351 | 1.08351 | 1.06151 | -68.68 | 1571.10 |
| 55 | 2025.04.03 13:00 | sell | 15 | 0.10 | 1.10818 | 0.00000 | 0.00000 | ||
| 56 | 2025.04.03 13:00 | modify | 15 | 0.10 | 1.10818 | 1.11518 | 1.09318 | ||
| 57 | 2025.04.04 13:07 | sell | 16 | 0.10 | 1.10138 | 0.00000 | 0.00000 | ||
| 58 | 2025.04.04 13:07 | modify | 16 | 0.10 | 1.10138 | 1.10518 | 1.09318 | ||
| 59 | 2025.04.04 13:07 | modify | 15 | 0.10 | 1.10818 | 1.10518 | 1.09318 | ||
| 60 | 2025.04.04 14:15 | sell | 17 | 0.10 | 1.09965 | 0.00000 | 0.00000 | ||
| 61 | 2025.04.04 14:15 | modify | 17 | 0.10 | 1.09965 | 1.10143 | 1.09318 | ||
| 62 | 2025.04.04 14:15 | sell | 18 | 0.10 | 1.09965 | 0.00000 | 0.00000 | ||
| 63 | 2025.04.04 14:15 | modify | 18 | 0.10 | 1.09965 | 1.10293 | 1.09318 | ||
| 64 | 2025.04.04 14:15 | modify | 16 | 0.10 | 1.10138 | 1.10293 | 1.09318 | ||
| 65 | 2025.04.04 14:15 | modify | 15 | 0.10 | 1.10818 | 1.10293 | 1.09318 | ||
| 66 | 2025.04.04 14:17 | modify | 17 | 0.10 | 1.09965 | 1.10293 | 1.09318 | ||
| 67 | 2025.04.04 17:20 | t/p | 15 | 0.10 | 1.09318 | 1.10293 | 1.09318 | 150.44 | 1721.54 |
| 68 | 2025.04.04 17:20 | t/p | 16 | 0.10 | 1.09318 | 1.10293 | 1.09318 | 82.00 | 1803.54 |
| 69 | 2025.04.04 17:20 | t/p | 17 | 0.10 | 1.09318 | 1.10293 | 1.09318 | 64.70 | 1868.24 |
| 70 | 2025.04.04 17:20 | t/p | 18 | 0.10 | 1.09318 | 1.10293 | 1.09318 | 64.70 | 1932.94 |
| 71 | 2025.04.21 07:00 | sell | 19 | 0.10 | 1.15154 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.21 07:00 | modify | 19 | 0.10 | 1.15154 | 1.15854 | 1.13654 | ||
| 73 | 2025.04.22 16:40 | sell | 20 | 0.10 | 1.14453 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.22 16:40 | modify | 20 | 0.10 | 1.14453 | 1.14854 | 1.13654 | ||
| 75 | 2025.04.22 16:40 | modify | 19 | 0.10 | 1.15154 | 1.14854 | 1.13654 | ||
| 76 | 2025.04.22 17:02 | sell | 21 | 0.10 | 1.14322 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.22 17:02 | modify | 21 | 0.10 | 1.14322 | 1.14479 | 1.13654 | ||
| 78 | 2025.04.22 17:02 | sell | 22 | 0.10 | 1.14322 | 0.00000 | 0.00000 | ||
| 79 | 2025.04.22 17:02 | modify | 22 | 0.10 | 1.14322 | 1.14629 | 1.13654 | ||
| 80 | 2025.04.22 17:02 | modify | 20 | 0.10 | 1.14453 | 1.14629 | 1.13654 | ||
| 81 | 2025.04.22 17:02 | modify | 19 | 0.10 | 1.15154 | 1.14629 | 1.13654 | ||
| 82 | 2025.04.22 17:05 | modify | 21 | 0.10 | 1.14322 | 1.14629 | 1.13654 | ||
| 83 | 2025.04.22 21:46 | t/p | 19 | 0.10 | 1.13654 | 1.14629 | 1.13654 | 150.44 | 2083.38 |
| 84 | 2025.04.22 21:46 | t/p | 20 | 0.10 | 1.13654 | 1.14629 | 1.13654 | 79.90 | 2163.28 |
| 85 | 2025.04.22 21:46 | t/p | 21 | 0.10 | 1.13654 | 1.14629 | 1.13654 | 66.80 | 2230.08 |
| 86 | 2025.04.22 21:46 | t/p | 22 | 0.10 | 1.13654 | 1.14629 | 1.13654 | 66.80 | 2296.88 |