Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 7262 | Ticks modelled | 13522 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 899.56 | Gross profit | 1567.53 | Gross loss | -667.97 |
| Profit factor | 2.35 | Expected payoff | 21.94 | ||
| Absolute drawdown | 85.05 | Maximal drawdown | 253.69 (2.49%) | Relative drawdown | 2.49% (253.69) |
| Total trades | 41 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 21 (66.67%) |
| Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
| Largest | profit trade | 92.25 | loss trade | -88.01 | |
| Average | profit trade | 62.70 | loss trade | -41.75 | |
| Maximum | consecutive wins (profit in money) | 5 (296.22) | consecutive losses (loss in money) | 4 (-136.78) | |
| Maximal | consecutive profit (count of wins) | 314.51 (4) | consecutive loss (count of losses) | -136.78 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.05 17:00 | sell | 1 | 0.10 | 1.56310 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.05 17:00 | modify | 1 | 0.10 | 1.56310 | 1.57610 | 1.54910 | ||
| 3 | 2022.12.09 17:00 | t/p | 1 | 0.10 | 1.54910 | 1.57610 | 1.54910 | 91.45 | 10091.45 |
| 4 | 2022.12.13 15:00 | buy | 2 | 0.10 | 1.54515 | 0.00000 | 0.00000 | ||
| 5 | 2022.12.13 15:00 | modify | 2 | 0.10 | 1.54515 | 1.53215 | 1.55915 | ||
| 6 | 2022.12.14 10:00 | buy | 3 | 0.10 | 1.55245 | 0.00000 | 0.00000 | ||
| 7 | 2022.12.14 10:00 | modify | 3 | 0.10 | 1.55245 | 1.54585 | 1.55915 | ||
| 8 | 2022.12.14 10:00 | buy | 4 | 0.10 | 1.55245 | 0.00000 | 0.00000 | ||
| 9 | 2022.12.14 10:00 | modify | 4 | 0.10 | 1.55245 | 1.54865 | 1.55915 | ||
| 10 | 2022.12.14 10:00 | modify | 2 | 0.10 | 1.54515 | 1.54865 | 1.55915 | ||
| 11 | 2022.12.14 11:00 | buy | 5 | 0.10 | 1.55304 | 0.00000 | 0.00000 | ||
| 12 | 2022.12.14 11:00 | modify | 5 | 0.10 | 1.55304 | 1.55005 | 1.55915 | ||
| 13 | 2022.12.14 11:00 | modify | 4 | 0.10 | 1.55245 | 1.55005 | 1.55915 | ||
| 14 | 2022.12.14 11:00 | modify | 3 | 0.10 | 1.55245 | 1.55005 | 1.55915 | ||
| 15 | 2022.12.14 11:00 | modify | 2 | 0.10 | 1.54515 | 1.55005 | 1.55915 | ||
| 16 | 2022.12.14 14:00 | s/l | 2 | 0.10 | 1.55005 | 1.55005 | 1.55915 | 31.97 | 10123.42 |
| 17 | 2022.12.14 14:00 | s/l | 3 | 0.10 | 1.55005 | 1.55005 | 1.55915 | -15.75 | 10107.67 |
| 18 | 2022.12.14 14:00 | s/l | 4 | 0.10 | 1.55005 | 1.55005 | 1.55915 | -15.75 | 10091.92 |
| 19 | 2022.12.14 14:00 | s/l | 5 | 0.10 | 1.55005 | 1.55005 | 1.55915 | -19.62 | 10072.30 |
| 20 | 2022.12.15 11:00 | sell | 6 | 0.10 | 1.57028 | 0.00000 | 0.00000 | ||
| 21 | 2022.12.15 11:00 | modify | 6 | 0.10 | 1.57028 | 1.58328 | 1.55628 | ||
| 22 | 2022.12.15 15:00 | s/l | 6 | 0.10 | 1.58328 | 1.58328 | 1.55628 | -85.66 | 9986.64 |
| 23 | 2023.01.04 05:00 | buy | 7 | 0.10 | 1.55391 | 0.00000 | 0.00000 | ||
| 24 | 2023.01.04 05:00 | modify | 7 | 0.10 | 1.55391 | 1.54091 | 1.56791 | ||
| 25 | 2023.01.05 16:00 | buy | 8 | 0.10 | 1.56118 | 0.00000 | 0.00000 | ||
| 26 | 2023.01.05 16:00 | modify | 8 | 0.10 | 1.56118 | 1.55461 | 1.56791 | ||
| 27 | 2023.01.05 16:00 | buy | 9 | 0.10 | 1.56118 | 0.00000 | 0.00000 | ||
| 28 | 2023.01.05 16:00 | modify | 9 | 0.10 | 1.56118 | 1.55741 | 1.56791 | ||
| 29 | 2023.01.05 16:00 | modify | 7 | 0.10 | 1.55391 | 1.55741 | 1.56791 | ||
| 30 | 2023.01.05 17:00 | modify | 8 | 0.10 | 1.56118 | 1.55741 | 1.56791 | ||
| 31 | 2023.01.05 19:00 | s/l | 7 | 0.10 | 1.55741 | 1.55741 | 1.56791 | 22.39 | 10009.03 |
| 32 | 2023.01.05 19:00 | s/l | 8 | 0.10 | 1.55741 | 1.55741 | 1.56791 | -24.74 | 9984.29 |
| 33 | 2023.01.05 19:00 | s/l | 9 | 0.10 | 1.55741 | 1.55741 | 1.56791 | -24.74 | 9959.55 |
| 34 | 2023.01.17 16:00 | buy | 10 | 0.10 | 1.54540 | 0.00000 | 0.00000 | ||
| 35 | 2023.01.17 16:00 | modify | 10 | 0.10 | 1.54540 | 1.53240 | 1.55940 | ||
| 36 | 2023.01.19 01:00 | t/p | 10 | 0.10 | 1.55940 | 1.53240 | 1.55940 | 91.11 | 10050.67 |
| 37 | 2023.01.23 16:00 | buy | 11 | 0.10 | 1.54537 | 0.00000 | 0.00000 | ||
| 38 | 2023.01.23 16:00 | modify | 11 | 0.10 | 1.54537 | 1.53237 | 1.55937 | ||
| 39 | 2023.01.25 07:00 | s/l | 11 | 0.10 | 1.53237 | 1.53237 | 1.55937 | -85.70 | 9964.96 |
| 40 | 2023.02.03 15:00 | sell | 12 | 0.10 | 1.55676 | 0.00000 | 0.00000 | ||
| 41 | 2023.02.03 15:00 | modify | 12 | 0.10 | 1.55676 | 1.56976 | 1.54276 | ||
| 42 | 2023.02.07 18:00 | t/p | 12 | 0.10 | 1.54276 | 1.56976 | 1.54276 | 91.98 | 10056.95 |
| 43 | 2023.03.15 12:00 | buy | 13 | 0.10 | 1.59463 | 0.00000 | 0.00000 | ||
| 44 | 2023.03.15 12:00 | modify | 13 | 0.10 | 1.59463 | 1.58163 | 1.60863 | ||
| 45 | 2023.03.21 06:00 | buy | 14 | 0.10 | 1.60173 | 0.00000 | 0.00000 | ||
| 46 | 2023.03.21 06:00 | modify | 14 | 0.10 | 1.60173 | 1.59533 | 1.60863 | ||
| 47 | 2023.03.21 06:00 | buy | 15 | 0.10 | 1.60173 | 0.00000 | 0.00000 | ||
| 48 | 2023.03.21 06:00 | modify | 15 | 0.10 | 1.60173 | 1.59813 | 1.60863 | ||
| 49 | 2023.03.21 06:00 | modify | 13 | 0.10 | 1.59463 | 1.59813 | 1.60863 | ||
| 50 | 2023.03.21 07:00 | modify | 14 | 0.10 | 1.60173 | 1.59813 | 1.60863 | ||
| 51 | 2023.03.21 11:00 | t/p | 13 | 0.10 | 1.60863 | 1.59813 | 1.60863 | 90.73 | 10147.67 |
| 52 | 2023.03.21 11:00 | t/p | 14 | 0.10 | 1.60863 | 1.59813 | 1.60863 | 45.29 | 10192.96 |
| 53 | 2023.03.21 11:00 | t/p | 15 | 0.10 | 1.60863 | 1.59813 | 1.60863 | 45.29 | 10238.25 |
| 54 | 2023.03.21 15:00 | sell | 16 | 0.10 | 1.61794 | 0.00000 | 0.00000 | ||
| 55 | 2023.03.21 15:00 | modify | 16 | 0.10 | 1.61794 | 1.63094 | 1.60394 | ||
| 56 | 2023.03.22 10:00 | sell | 17 | 0.10 | 1.61066 | 0.00000 | 0.00000 | ||
| 57 | 2023.03.22 10:00 | modify | 17 | 0.10 | 1.61066 | 1.61724 | 1.60394 | ||
| 58 | 2023.03.22 10:00 | sell | 18 | 0.10 | 1.61066 | 0.00000 | 0.00000 | ||
| 59 | 2023.03.22 10:00 | modify | 18 | 0.10 | 1.61066 | 1.61444 | 1.60394 | ||
| 60 | 2023.03.22 10:00 | modify | 16 | 0.10 | 1.61794 | 1.61444 | 1.60394 | ||
| 61 | 2023.03.22 11:00 | modify | 17 | 0.10 | 1.61066 | 1.61444 | 1.60394 | ||
| 62 | 2023.03.22 12:00 | s/l | 16 | 0.10 | 1.61444 | 1.61444 | 1.60394 | 22.93 | 10261.18 |
| 63 | 2023.03.22 12:00 | s/l | 17 | 0.10 | 1.61444 | 1.61444 | 1.60394 | -24.91 | 10236.27 |
| 64 | 2023.03.22 12:00 | s/l | 18 | 0.10 | 1.61444 | 1.61444 | 1.60394 | -24.91 | 10211.36 |
| 65 | 2023.04.03 12:00 | buy | 19 | 0.10 | 1.60864 | 0.00000 | 0.00000 | ||
| 66 | 2023.04.03 12:00 | modify | 19 | 0.10 | 1.60864 | 1.59564 | 1.62264 | ||
| 67 | 2023.04.04 15:00 | t/p | 19 | 0.10 | 1.62264 | 1.59564 | 1.62264 | 91.70 | 10303.06 |
| 68 | 2023.04.05 09:00 | sell | 20 | 0.10 | 1.63485 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.05 09:00 | modify | 20 | 0.10 | 1.63485 | 1.64785 | 1.62085 | ||
| 70 | 2023.04.05 22:00 | t/p | 20 | 0.10 | 1.62085 | 1.64785 | 1.62085 | 92.25 | 10395.31 |
| 71 | 2023.04.26 09:00 | sell | 21 | 0.10 | 1.67162 | 0.00000 | 0.00000 | ||
| 72 | 2023.04.26 09:00 | modify | 21 | 0.10 | 1.67162 | 1.68462 | 1.65762 | ||
| 73 | 2023.04.27 15:00 | sell | 22 | 0.10 | 1.66452 | 0.00000 | 0.00000 | ||
| 74 | 2023.04.27 15:00 | modify | 22 | 0.10 | 1.66452 | 1.67092 | 1.65762 | ||
| 75 | 2023.04.27 15:00 | sell | 23 | 0.10 | 1.66452 | 0.00000 | 0.00000 | ||
| 76 | 2023.04.27 15:00 | modify | 23 | 0.10 | 1.66452 | 1.66812 | 1.65762 | ||
| 77 | 2023.04.27 15:00 | modify | 21 | 0.10 | 1.67162 | 1.66812 | 1.65762 | ||
| 78 | 2023.04.27 16:00 | modify | 22 | 0.10 | 1.66452 | 1.66812 | 1.65762 | ||
| 79 | 2023.04.28 07:00 | s/l | 21 | 0.10 | 1.66812 | 1.66812 | 1.65762 | 22.54 | 10417.85 |
| 80 | 2023.04.28 07:00 | s/l | 22 | 0.10 | 1.66812 | 1.66812 | 1.65762 | -23.85 | 10393.99 |
| 81 | 2023.04.28 07:00 | s/l | 23 | 0.10 | 1.66812 | 1.66812 | 1.65762 | -23.85 | 10370.14 |
| 82 | 2023.05.02 05:00 | buy | 24 | 0.10 | 1.64126 | 0.00000 | 0.00000 | ||
| 83 | 2023.05.02 05:00 | modify | 24 | 0.10 | 1.64126 | 1.62826 | 1.65526 | ||
| 84 | 2023.05.02 15:00 | buy | 25 | 0.10 | 1.64847 | 0.00000 | 0.00000 | ||
| 85 | 2023.05.02 15:00 | modify | 25 | 0.10 | 1.64847 | 1.64196 | 1.65526 | ||
| 86 | 2023.05.02 15:00 | buy | 26 | 0.10 | 1.64847 | 0.00000 | 0.00000 | ||
| 87 | 2023.05.02 15:00 | modify | 26 | 0.10 | 1.64847 | 1.64476 | 1.65526 | ||
| 88 | 2023.05.02 15:00 | modify | 24 | 0.10 | 1.64126 | 1.64476 | 1.65526 | ||
| 89 | 2023.05.02 16:00 | buy | 27 | 0.10 | 1.64921 | 0.00000 | 0.00000 | ||
| 90 | 2023.05.02 16:00 | modify | 27 | 0.10 | 1.64921 | 1.64616 | 1.65526 | ||
| 91 | 2023.05.02 16:00 | modify | 26 | 0.10 | 1.64847 | 1.64616 | 1.65526 | ||
| 92 | 2023.05.02 16:00 | modify | 25 | 0.10 | 1.64847 | 1.64616 | 1.65526 | ||
| 93 | 2023.05.02 16:00 | modify | 24 | 0.10 | 1.64126 | 1.64616 | 1.65526 | ||
| 94 | 2023.05.03 08:00 | t/p | 24 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 91.69 | 10461.83 |
| 95 | 2023.05.03 08:00 | t/p | 25 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 44.37 | 10506.20 |
| 96 | 2023.05.03 08:00 | t/p | 26 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 44.37 | 10550.56 |
| 97 | 2023.05.03 08:00 | t/p | 27 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 39.51 | 10590.07 |
| 98 | 2023.06.20 03:00 | sell | 28 | 0.10 | 1.60568 | 0.00000 | 0.00000 | ||
| 99 | 2023.06.20 03:00 | modify | 28 | 0.10 | 1.60568 | 1.61868 | 1.59168 | ||
| 100 | 2023.06.21 14:00 | s/l | 28 | 0.10 | 1.61868 | 1.61868 | 1.59168 | -85.79 | 10504.28 |
| 101 | 2023.07.06 14:00 | sell | 29 | 0.10 | 1.64060 | 0.00000 | 0.00000 | ||
| 102 | 2023.07.06 14:00 | modify | 29 | 0.10 | 1.64060 | 1.65360 | 1.62660 | ||
| 103 | 2023.07.13 14:00 | t/p | 29 | 0.10 | 1.62660 | 1.65360 | 1.62660 | 91.32 | 10595.60 |
| 104 | 2023.07.20 03:00 | buy | 30 | 0.10 | 1.64187 | 0.00000 | 0.00000 | ||
| 105 | 2023.07.20 03:00 | modify | 30 | 0.10 | 1.64187 | 1.62887 | 1.65587 | ||
| 106 | 2023.07.21 09:00 | buy | 31 | 0.10 | 1.64981 | 0.00000 | 0.00000 | ||
| 107 | 2023.07.21 09:00 | modify | 31 | 0.10 | 1.64981 | 1.64677 | 1.65587 | ||
| 108 | 2023.07.21 09:00 | modify | 30 | 0.10 | 1.64187 | 1.64677 | 1.65587 | ||
| 109 | 2023.07.24 02:00 | t/p | 30 | 0.10 | 1.65587 | 1.64677 | 1.65587 | 91.50 | 10687.09 |
| 110 | 2023.07.24 02:00 | t/p | 31 | 0.10 | 1.65587 | 1.64677 | 1.65587 | 39.58 | 10726.67 |
| 111 | 2023.07.28 05:00 | sell | 32 | 0.10 | 1.64953 | 0.00000 | 0.00000 | ||
| 112 | 2023.07.28 05:00 | modify | 32 | 0.10 | 1.64953 | 1.66253 | 1.63553 | ||
| 113 | 2023.07.31 22:00 | t/p | 32 | 0.10 | 1.63553 | 1.66253 | 1.63553 | 92.12 | 10818.79 |
| 114 | 2023.08.01 07:00 | sell | 33 | 0.10 | 1.65134 | 0.00000 | 0.00000 | ||
| 115 | 2023.08.01 07:00 | modify | 33 | 0.10 | 1.65134 | 1.66434 | 1.63734 | ||
| 116 | 2023.08.01 23:00 | s/l | 33 | 0.10 | 1.66434 | 1.66434 | 1.63734 | -85.67 | 10733.12 |
| 117 | 2023.09.05 06:00 | sell | 34 | 0.10 | 1.68501 | 0.00000 | 0.00000 | ||
| 118 | 2023.09.05 06:00 | modify | 34 | 0.10 | 1.68501 | 1.69801 | 1.67101 | ||
| 119 | 2023.09.06 14:00 | sell | 35 | 0.10 | 1.67774 | 0.00000 | 0.00000 | ||
| 120 | 2023.09.06 14:00 | modify | 35 | 0.10 | 1.67774 | 1.68431 | 1.67101 | ||
| 121 | 2023.09.06 14:00 | sell | 36 | 0.10 | 1.67774 | 0.00000 | 0.00000 | ||
| 122 | 2023.09.06 14:00 | modify | 36 | 0.10 | 1.67774 | 1.68151 | 1.67101 | ||
| 123 | 2023.09.06 14:00 | modify | 34 | 0.10 | 1.68501 | 1.68151 | 1.67101 | ||
| 124 | 2023.09.06 15:00 | s/l | 34 | 0.10 | 1.68151 | 1.68151 | 1.67101 | 22.94 | 10756.05 |
| 125 | 2023.09.06 15:00 | s/l | 36 | 0.10 | 1.68151 | 1.68151 | 1.67101 | -24.84 | 10731.21 |
| 126 | 2023.09.06 15:00 | close | 35 | 0.10 | 1.67989 | 1.68431 | 1.67101 | -14.17 | 10717.04 |
| 127 | 2023.09.14 13:00 | buy | 37 | 0.10 | 1.65790 | 0.00000 | 0.00000 | ||
| 128 | 2023.09.14 13:00 | modify | 37 | 0.10 | 1.65790 | 1.64490 | 1.67190 | ||
| 129 | 2023.09.28 17:00 | s/l | 37 | 0.10 | 1.64490 | 1.64490 | 1.67190 | -88.01 | 10629.04 |
| 130 | 2023.10.03 06:00 | sell | 38 | 0.10 | 1.65942 | 0.00000 | 0.00000 | ||
| 131 | 2023.10.03 06:00 | modify | 38 | 0.10 | 1.65942 | 1.67242 | 1.64542 | ||
| 132 | 2023.10.09 16:00 | sell | 39 | 0.10 | 1.65217 | 0.00000 | 0.00000 | ||
| 133 | 2023.10.09 16:00 | modify | 39 | 0.10 | 1.65217 | 1.65872 | 1.64542 | ||
| 134 | 2023.10.09 16:00 | sell | 40 | 0.10 | 1.65217 | 0.00000 | 0.00000 | ||
| 135 | 2023.10.09 16:00 | modify | 40 | 0.10 | 1.65217 | 1.65592 | 1.64542 | ||
| 136 | 2023.10.09 16:00 | modify | 38 | 0.10 | 1.65942 | 1.65592 | 1.64542 | ||
| 137 | 2023.10.09 17:00 | modify | 39 | 0.10 | 1.65217 | 1.65592 | 1.64542 | ||
| 138 | 2023.10.10 02:00 | t/p | 38 | 0.10 | 1.64542 | 1.65592 | 1.64542 | 91.32 | 10720.35 |
| 139 | 2023.10.10 02:00 | t/p | 39 | 0.10 | 1.64542 | 1.65592 | 1.64542 | 44.34 | 10764.69 |
| 140 | 2023.10.10 02:00 | t/p | 40 | 0.10 | 1.64542 | 1.65592 | 1.64542 | 44.34 | 10809.03 |
| 141 | 2023.11.01 15:00 | buy | 41 | 0.10 | 1.65374 | 0.00000 | 0.00000 | ||
| 142 | 2023.11.01 15:00 | modify | 41 | 0.10 | 1.65374 | 1.64074 | 1.66774 | ||
| 143 | 2023.11.08 16:00 | t/p | 41 | 0.10 | 1.66774 | 1.64074 | 1.66774 | 90.54 | 10899.56 |