Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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 | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 834.59 | Gross profit | 1127.77 | Gross loss | -293.18 |
| Profit factor | 3.85 | Expected payoff | 39.74 | ||
| Absolute drawdown | 68.81 | Maximal drawdown | 323.63 (3.03%) | Relative drawdown | 3.03% (323.63) |
| Total trades | 21 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
| Largest | profit trade | 130.22 | loss trade | -106.42 | |
| Average | profit trade | 70.49 | loss trade | -58.64 | |
| Maximum | consecutive wins (profit in money) | 7 (550.26) | consecutive losses (loss in money) | 2 (-153.02) | |
| Maximal | consecutive profit (count of wins) | 550.26 (7) | consecutive loss (count of losses) | -153.02 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 15:00 | sell | 1 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.13 15:00 | modify | 1 | 0.10 | 1.06454 | 1.07454 | 1.05154 | ||
| 3 | 2022.12.16 21:00 | sell | 2 | 0.10 | 1.05923 | 0.00000 | 0.00000 | ||
| 4 | 2022.12.16 21:00 | modify | 2 | 0.10 | 1.05923 | 1.06389 | 1.05154 | ||
| 5 | 2022.12.16 21:00 | modify | 1 | 0.10 | 1.06454 | 1.06389 | 1.05154 | ||
| 6 | 2022.12.19 08:00 | s/l | 1 | 0.10 | 1.06389 | 1.06389 | 1.05154 | 7.82 | 10007.82 |
| 7 | 2022.12.19 08:00 | s/l | 2 | 0.10 | 1.06389 | 1.06389 | 1.05154 | -46.38 | 9961.44 |
| 8 | 2023.01.05 17:00 | buy | 3 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
| 9 | 2023.01.05 17:00 | modify | 3 | 0.10 | 1.05238 | 1.04238 | 1.06538 | ||
| 10 | 2023.01.09 00:00 | t/p | 3 | 0.10 | 1.06538 | 1.04238 | 1.06538 | 128.72 | 10090.15 |
| 11 | 2023.01.23 03:00 | sell | 4 | 0.10 | 1.08924 | 0.00000 | 0.00000 | ||
| 12 | 2023.01.23 03:00 | modify | 4 | 0.10 | 1.08924 | 1.09924 | 1.07624 | ||
| 13 | 2023.01.27 16:00 | sell | 5 | 0.10 | 1.08385 | 0.00000 | 0.00000 | ||
| 14 | 2023.01.27 16:00 | modify | 5 | 0.10 | 1.08385 | 1.08859 | 1.07624 | ||
| 15 | 2023.01.27 16:00 | modify | 4 | 0.10 | 1.08924 | 1.08859 | 1.07624 | ||
| 16 | 2023.01.30 09:00 | s/l | 4 | 0.10 | 1.08859 | 1.08859 | 1.07624 | 8.04 | 10098.19 |
| 17 | 2023.01.30 09:00 | s/l | 5 | 0.10 | 1.08859 | 1.08859 | 1.07624 | -47.18 | 10051.01 |
| 18 | 2023.02.02 02:00 | sell | 6 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
| 19 | 2023.02.02 02:00 | modify | 6 | 0.10 | 1.10129 | 1.11129 | 1.08829 | ||
| 20 | 2023.02.03 14:00 | t/p | 6 | 0.10 | 1.08829 | 1.11129 | 1.08829 | 130.22 | 10181.22 |
| 21 | 2023.03.24 11:00 | buy | 7 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
| 22 | 2023.03.24 11:00 | modify | 7 | 0.10 | 1.07307 | 1.06307 | 1.08607 | ||
| 23 | 2023.03.27 23:00 | buy | 8 | 0.10 | 1.08022 | 0.00000 | 0.00000 | ||
| 24 | 2023.03.27 23:00 | modify | 8 | 0.10 | 1.08022 | 1.07697 | 1.08607 | ||
| 25 | 2023.03.27 23:00 | modify | 7 | 0.10 | 1.07307 | 1.07697 | 1.08607 | ||
| 26 | 2023.03.29 10:00 | t/p | 7 | 0.10 | 1.08607 | 1.07697 | 1.08607 | 128.07 | 10309.30 |
| 27 | 2023.03.29 10:00 | t/p | 8 | 0.10 | 1.08607 | 1.07697 | 1.08607 | 57.22 | 10366.51 |
| 28 | 2023.04.10 15:00 | buy | 9 | 0.10 | 1.08412 | 0.00000 | 0.00000 | ||
| 29 | 2023.04.10 15:00 | modify | 9 | 0.10 | 1.08412 | 1.07412 | 1.09712 | ||
| 30 | 2023.04.11 13:00 | buy | 10 | 0.10 | 1.09149 | 0.00000 | 0.00000 | ||
| 31 | 2023.04.11 13:00 | modify | 10 | 0.10 | 1.09149 | 1.08802 | 1.09712 | ||
| 32 | 2023.04.11 13:00 | modify | 9 | 0.10 | 1.08412 | 1.08802 | 1.09712 | ||
| 33 | 2023.04.12 01:00 | buy | 11 | 0.10 | 1.09282 | 0.00000 | 0.00000 | ||
| 34 | 2023.04.12 01:00 | modify | 11 | 0.10 | 1.09282 | 1.08932 | 1.09712 | ||
| 35 | 2023.04.12 01:00 | modify | 10 | 0.10 | 1.09149 | 1.08932 | 1.09712 | ||
| 36 | 2023.04.12 01:00 | modify | 9 | 0.10 | 1.08412 | 1.08932 | 1.09712 | ||
| 37 | 2023.04.12 13:00 | t/p | 9 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 128.72 | 10495.23 |
| 38 | 2023.04.12 13:00 | t/p | 10 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 55.66 | 10550.89 |
| 39 | 2023.04.12 13:00 | t/p | 11 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 43.00 | 10593.89 |
| 40 | 2023.04.26 10:00 | sell | 12 | 0.10 | 1.10411 | 0.00000 | 0.00000 | ||
| 41 | 2023.04.26 10:00 | modify | 12 | 0.10 | 1.10411 | 1.11411 | 1.09111 | ||
| 42 | 2023.04.28 10:00 | sell | 13 | 0.10 | 1.09880 | 0.00000 | 0.00000 | ||
| 43 | 2023.04.28 10:00 | modify | 13 | 0.10 | 1.09880 | 1.10346 | 1.09111 | ||
| 44 | 2023.04.28 10:00 | modify | 12 | 0.10 | 1.10411 | 1.10346 | 1.09111 | ||
| 45 | 2023.04.28 15:00 | s/l | 12 | 0.10 | 1.10346 | 1.10346 | 1.09111 | 7.38 | 10601.27 |
| 46 | 2023.04.28 15:00 | s/l | 13 | 0.10 | 1.10346 | 1.10346 | 1.09111 | -46.60 | 10554.67 |
| 47 | 2023.05.18 16:00 | buy | 14 | 0.10 | 1.07782 | 0.00000 | 0.00000 | ||
| 48 | 2023.05.18 16:00 | modify | 14 | 0.10 | 1.07782 | 1.06782 | 1.09082 | ||
| 49 | 2023.05.30 08:00 | s/l | 14 | 0.10 | 1.06782 | 1.06782 | 1.09082 | -106.42 | 10448.24 |
| 50 | 2023.09.14 15:00 | buy | 15 | 0.10 | 1.06669 | 0.00000 | 0.00000 | ||
| 51 | 2023.09.14 15:00 | modify | 15 | 0.10 | 1.06669 | 1.05669 | 1.07969 | ||
| 52 | 2023.09.20 14:00 | buy | 16 | 0.10 | 1.07200 | 0.00000 | 0.00000 | ||
| 53 | 2023.09.20 14:00 | modify | 16 | 0.10 | 1.07200 | 1.06734 | 1.07969 | ||
| 54 | 2023.09.20 14:00 | modify | 15 | 0.10 | 1.06669 | 1.06734 | 1.07969 | ||
| 55 | 2023.09.20 20:00 | s/l | 15 | 0.10 | 1.06734 | 1.06734 | 1.07969 | 3.93 | 10452.18 |
| 56 | 2023.09.20 20:00 | s/l | 16 | 0.10 | 1.06734 | 1.06734 | 1.07969 | -46.60 | 10405.58 |
| 57 | 2023.10.12 15:00 | buy | 17 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
| 58 | 2023.10.12 15:00 | modify | 17 | 0.10 | 1.05586 | 1.04586 | 1.06886 | ||
| 59 | 2023.10.23 13:00 | buy | 18 | 0.10 | 1.06129 | 0.00000 | 0.00000 | ||
| 60 | 2023.10.23 13:00 | modify | 18 | 0.10 | 1.06129 | 1.05651 | 1.06886 | ||
| 61 | 2023.10.23 13:00 | modify | 17 | 0.10 | 1.05586 | 1.05651 | 1.06886 | ||
| 62 | 2023.10.23 15:00 | buy | 19 | 0.10 | 1.06316 | 0.00000 | 0.00000 | ||
| 63 | 2023.10.23 15:00 | modify | 19 | 0.10 | 1.06316 | 1.05976 | 1.06886 | ||
| 64 | 2023.10.23 15:00 | modify | 18 | 0.10 | 1.06129 | 1.05976 | 1.06886 | ||
| 65 | 2023.10.23 15:00 | modify | 17 | 0.10 | 1.05586 | 1.05976 | 1.06886 | ||
| 66 | 2023.10.24 08:00 | t/p | 17 | 0.10 | 1.06886 | 1.05976 | 1.06886 | 123.58 | 10529.15 |
| 67 | 2023.10.24 08:00 | t/p | 18 | 0.10 | 1.06886 | 1.05976 | 1.06886 | 75.06 | 10604.21 |
| 68 | 2023.10.24 08:00 | t/p | 19 | 0.10 | 1.06886 | 1.05976 | 1.06886 | 56.36 | 10660.57 |
| 69 | 2023.10.31 11:00 | sell | 20 | 0.10 | 1.06640 | 0.00000 | 0.00000 | ||
| 70 | 2023.10.31 11:00 | modify | 20 | 0.10 | 1.06640 | 1.07640 | 1.05340 | ||
| 71 | 2023.11.01 00:00 | sell | 21 | 0.10 | 1.05778 | 0.00000 | 0.00000 | ||
| 72 | 2023.11.01 00:00 | modify | 21 | 0.10 | 1.05778 | 1.06120 | 1.05340 | ||
| 73 | 2023.11.01 00:00 | modify | 20 | 0.10 | 1.06640 | 1.06120 | 1.05340 | ||
| 74 | 2023.11.01 14:00 | t/p | 20 | 0.10 | 1.05340 | 1.06120 | 1.05340 | 130.22 | 10790.79 |
| 75 | 2023.11.01 14:00 | t/p | 21 | 0.10 | 1.05340 | 1.06120 | 1.05340 | 43.80 | 10834.59 |