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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 675.83 | Gross profit | 1326.18 | Gross loss | -650.36 |
| Profit factor | 2.04 | Expected payoff | 19.88 | ||
| Absolute drawdown | 43.86 | Maximal drawdown | 255.34 (2.37%) | Relative drawdown | 2.37% (255.34) |
| Total trades | 34 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 23 (69.57%) |
| Profit trades (% of total) | 22 (64.71%) | Loss trades (% of total) | 12 (35.29%) | ||
| Largest | profit trade | 92.25 | loss trade | -88.01 | |
| Average | profit trade | 60.28 | loss trade | -54.20 | |
| Maximum | consecutive wins (profit in money) | 11 (699.02) | consecutive losses (loss in money) | 3 (-193.71) | |
| Maximal | consecutive profit (count of wins) | 699.02 (11) | consecutive loss (count of losses) | -193.71 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 15:00 | buy | 1 | 0.10 | 1.54515 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.13 15:00 | modify | 1 | 0.10 | 1.54515 | 1.53215 | 1.55915 | ||
| 3 | 2022.12.14 10:00 | buy | 2 | 0.10 | 1.55245 | 0.00000 | 0.00000 | ||
| 4 | 2022.12.14 10:00 | modify | 2 | 0.10 | 1.55245 | 1.54795 | 1.55915 | ||
| 5 | 2022.12.14 10:00 | modify | 1 | 0.10 | 1.54515 | 1.54795 | 1.55915 | ||
| 6 | 2022.12.14 11:00 | buy | 3 | 0.10 | 1.55304 | 0.00000 | 0.00000 | ||
| 7 | 2022.12.14 11:00 | modify | 3 | 0.10 | 1.55304 | 1.55005 | 1.55915 | ||
| 8 | 2022.12.14 11:00 | modify | 2 | 0.10 | 1.55245 | 1.55005 | 1.55915 | ||
| 9 | 2022.12.14 11:00 | modify | 1 | 0.10 | 1.54515 | 1.55005 | 1.55915 | ||
| 10 | 2022.12.14 14:00 | s/l | 1 | 0.10 | 1.55005 | 1.55005 | 1.55915 | 31.97 | 10031.97 |
| 11 | 2022.12.14 14:00 | s/l | 2 | 0.10 | 1.55005 | 1.55005 | 1.55915 | -15.75 | 10016.22 |
| 12 | 2022.12.14 14:00 | s/l | 3 | 0.10 | 1.55005 | 1.55005 | 1.55915 | -19.62 | 9996.60 |
| 13 | 2022.12.15 15:00 | sell | 4 | 0.10 | 1.58579 | 0.00000 | 0.00000 | ||
| 14 | 2022.12.15 15:00 | modify | 4 | 0.10 | 1.58579 | 1.59879 | 1.57179 | ||
| 15 | 2022.12.19 15:00 | sell | 5 | 0.10 | 1.57799 | 0.00000 | 0.00000 | ||
| 16 | 2022.12.19 15:00 | modify | 5 | 0.10 | 1.57799 | 1.58089 | 1.57179 | ||
| 17 | 2022.12.19 15:00 | modify | 4 | 0.10 | 1.58579 | 1.58089 | 1.57179 | ||
| 18 | 2022.12.19 16:00 | s/l | 4 | 0.10 | 1.58089 | 1.58089 | 1.57179 | 32.02 | 10028.62 |
| 19 | 2022.12.19 16:00 | s/l | 5 | 0.10 | 1.58089 | 1.58089 | 1.57179 | -19.11 | 10009.51 |
| 20 | 2022.12.20 05:00 | sell | 6 | 0.10 | 1.59281 | 0.00000 | 0.00000 | ||
| 21 | 2022.12.20 05:00 | modify | 6 | 0.10 | 1.59281 | 1.60581 | 1.57881 | ||
| 22 | 2022.12.22 02:00 | t/p | 6 | 0.10 | 1.57881 | 1.60581 | 1.57881 | 91.72 | 10101.23 |
| 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 | 1.55671 | 1.56791 | ||
| 27 | 2023.01.05 16:00 | modify | 7 | 0.10 | 1.55391 | 1.55671 | 1.56791 | ||
| 28 | 2023.01.05 19:00 | s/l | 7 | 0.10 | 1.55671 | 1.55671 | 1.56791 | 17.80 | 10119.03 |
| 29 | 2023.01.05 19:00 | s/l | 8 | 0.10 | 1.55671 | 1.55671 | 1.56791 | -29.33 | 10089.70 |
| 30 | 2023.01.17 16:00 | buy | 9 | 0.10 | 1.54540 | 0.00000 | 0.00000 | ||
| 31 | 2023.01.17 16:00 | modify | 9 | 0.10 | 1.54540 | 1.53240 | 1.55940 | ||
| 32 | 2023.01.19 01:00 | t/p | 9 | 0.10 | 1.55940 | 1.53240 | 1.55940 | 91.11 | 10180.82 |
| 33 | 2023.01.23 16:00 | buy | 10 | 0.10 | 1.54537 | 0.00000 | 0.00000 | ||
| 34 | 2023.01.23 16:00 | modify | 10 | 0.10 | 1.54537 | 1.53237 | 1.55937 | ||
| 35 | 2023.01.25 07:00 | s/l | 10 | 0.10 | 1.53237 | 1.53237 | 1.55937 | -85.70 | 10095.11 |
| 36 | 2023.02.07 04:00 | buy | 11 | 0.10 | 1.54839 | 0.00000 | 0.00000 | ||
| 37 | 2023.02.07 04:00 | modify | 11 | 0.10 | 1.54839 | 1.53539 | 1.56239 | ||
| 38 | 2023.02.16 01:00 | buy | 12 | 0.10 | 1.55567 | 0.00000 | 0.00000 | ||
| 39 | 2023.02.16 01:00 | modify | 12 | 0.10 | 1.55567 | 1.55119 | 1.56239 | ||
| 40 | 2023.02.16 01:00 | modify | 11 | 0.10 | 1.54839 | 1.55119 | 1.56239 | ||
| 41 | 2023.02.16 02:00 | s/l | 11 | 0.10 | 1.55119 | 1.55119 | 1.56239 | 16.27 | 10111.38 |
| 42 | 2023.02.16 02:00 | s/l | 12 | 0.10 | 1.55119 | 1.55119 | 1.56239 | -29.40 | 10081.98 |
| 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 | 1.59743 | 1.60863 | ||
| 47 | 2023.03.21 06:00 | modify | 13 | 0.10 | 1.59463 | 1.59743 | 1.60863 | ||
| 48 | 2023.03.21 08:00 | buy | 15 | 0.10 | 1.60315 | 0.00000 | 0.00000 | ||
| 49 | 2023.03.21 08:00 | modify | 15 | 0.10 | 1.60315 | 1.60093 | 1.60863 | ||
| 50 | 2023.03.21 08:00 | modify | 14 | 0.10 | 1.60173 | 1.60093 | 1.60863 | ||
| 51 | 2023.03.21 08:00 | modify | 13 | 0.10 | 1.59463 | 1.60093 | 1.60863 | ||
| 52 | 2023.03.21 11:00 | t/p | 13 | 0.10 | 1.60863 | 1.60093 | 1.60863 | 90.73 | 10172.71 |
| 53 | 2023.03.21 11:00 | t/p | 14 | 0.10 | 1.60863 | 1.60093 | 1.60863 | 45.29 | 10218.00 |
| 54 | 2023.03.21 11:00 | t/p | 15 | 0.10 | 1.60863 | 1.60093 | 1.60863 | 35.97 | 10253.97 |
| 55 | 2023.04.03 12:00 | buy | 16 | 0.10 | 1.60864 | 0.00000 | 0.00000 | ||
| 56 | 2023.04.03 12:00 | modify | 16 | 0.10 | 1.60864 | 1.59564 | 1.62264 | ||
| 57 | 2023.04.04 15:00 | t/p | 16 | 0.10 | 1.62264 | 1.59564 | 1.62264 | 91.70 | 10345.67 |
| 58 | 2023.04.05 10:00 | sell | 17 | 0.10 | 1.63712 | 0.00000 | 0.00000 | ||
| 59 | 2023.04.05 10:00 | modify | 17 | 0.10 | 1.63712 | 1.65012 | 1.62312 | ||
| 60 | 2023.04.05 16:00 | t/p | 17 | 0.10 | 1.62312 | 1.65012 | 1.62312 | 92.25 | 10437.92 |
| 61 | 2023.04.05 16:00 | buy | 18 | 0.10 | 1.62308 | 0.00000 | 0.00000 | ||
| 62 | 2023.04.05 16:00 | modify | 18 | 0.10 | 1.62308 | 1.61008 | 1.63708 | ||
| 63 | 2023.04.06 12:00 | buy | 19 | 0.10 | 1.63079 | 0.00000 | 0.00000 | ||
| 64 | 2023.04.06 12:00 | modify | 19 | 0.10 | 1.63079 | 1.62798 | 1.63708 | ||
| 65 | 2023.04.06 12:00 | modify | 18 | 0.10 | 1.62308 | 1.62798 | 1.63708 | ||
| 66 | 2023.04.06 14:00 | t/p | 18 | 0.10 | 1.63708 | 1.62798 | 1.63708 | 91.31 | 10529.23 |
| 67 | 2023.04.06 14:00 | t/p | 19 | 0.10 | 1.63708 | 1.62798 | 1.63708 | 41.29 | 10570.52 |
| 68 | 2023.05.02 05:00 | buy | 20 | 0.10 | 1.64126 | 0.00000 | 0.00000 | ||
| 69 | 2023.05.02 05:00 | modify | 20 | 0.10 | 1.64126 | 1.62826 | 1.65526 | ||
| 70 | 2023.05.02 15:00 | buy | 21 | 0.10 | 1.64847 | 0.00000 | 0.00000 | ||
| 71 | 2023.05.02 15:00 | modify | 21 | 0.10 | 1.64847 | 1.64406 | 1.65526 | ||
| 72 | 2023.05.02 15:00 | modify | 20 | 0.10 | 1.64126 | 1.64406 | 1.65526 | ||
| 73 | 2023.05.02 16:00 | buy | 22 | 0.10 | 1.64921 | 0.00000 | 0.00000 | ||
| 74 | 2023.05.02 16:00 | modify | 22 | 0.10 | 1.64921 | 1.64616 | 1.65526 | ||
| 75 | 2023.05.02 16:00 | modify | 21 | 0.10 | 1.64847 | 1.64616 | 1.65526 | ||
| 76 | 2023.05.02 16:00 | modify | 20 | 0.10 | 1.64126 | 1.64616 | 1.65526 | ||
| 77 | 2023.05.02 18:00 | buy | 23 | 0.10 | 1.64991 | 0.00000 | 0.00000 | ||
| 78 | 2023.05.02 18:00 | modify | 23 | 0.10 | 1.64991 | 1.64756 | 1.65526 | ||
| 79 | 2023.05.02 19:00 | modify | 23 | 0.10 | 1.64991 | 1.64616 | 1.65526 | ||
| 80 | 2023.05.03 08:00 | t/p | 20 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 91.69 | 10662.21 |
| 81 | 2023.05.03 08:00 | t/p | 21 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 44.37 | 10706.58 |
| 82 | 2023.05.03 08:00 | t/p | 22 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 39.51 | 10746.08 |
| 83 | 2023.05.03 08:00 | t/p | 23 | 0.10 | 1.65526 | 1.64616 | 1.65526 | 34.92 | 10781.00 |
| 84 | 2023.06.06 05:00 | buy | 24 | 0.10 | 1.60924 | 0.00000 | 0.00000 | ||
| 85 | 2023.06.06 05:00 | modify | 24 | 0.10 | 1.60924 | 1.59624 | 1.62324 | ||
| 86 | 2023.06.09 15:00 | s/l | 24 | 0.10 | 1.59624 | 1.59624 | 1.62324 | -86.28 | 10694.72 |
| 87 | 2023.06.20 03:00 | sell | 25 | 0.10 | 1.60568 | 0.00000 | 0.00000 | ||
| 88 | 2023.06.20 03:00 | modify | 25 | 0.10 | 1.60568 | 1.61868 | 1.59168 | ||
| 89 | 2023.06.21 14:00 | s/l | 25 | 0.10 | 1.61868 | 1.61868 | 1.59168 | -85.79 | 10608.93 |
| 90 | 2023.07.06 14:00 | sell | 26 | 0.10 | 1.64060 | 0.00000 | 0.00000 | ||
| 91 | 2023.07.06 14:00 | modify | 26 | 0.10 | 1.64060 | 1.65360 | 1.62660 | ||
| 92 | 2023.07.13 14:00 | t/p | 26 | 0.10 | 1.62660 | 1.65360 | 1.62660 | 91.32 | 10700.25 |
| 93 | 2023.07.20 03:00 | buy | 27 | 0.10 | 1.64187 | 0.00000 | 0.00000 | ||
| 94 | 2023.07.20 03:00 | modify | 27 | 0.10 | 1.64187 | 1.62887 | 1.65587 | ||
| 95 | 2023.07.21 09:00 | buy | 28 | 0.10 | 1.64981 | 0.00000 | 0.00000 | ||
| 96 | 2023.07.21 09:00 | modify | 28 | 0.10 | 1.64981 | 1.64677 | 1.65587 | ||
| 97 | 2023.07.21 09:00 | modify | 27 | 0.10 | 1.64187 | 1.64677 | 1.65587 | ||
| 98 | 2023.07.24 02:00 | t/p | 27 | 0.10 | 1.65587 | 1.64677 | 1.65587 | 91.50 | 10791.74 |
| 99 | 2023.07.24 02:00 | t/p | 28 | 0.10 | 1.65587 | 1.64677 | 1.65587 | 39.58 | 10831.32 |
| 100 | 2023.07.28 05:00 | sell | 29 | 0.10 | 1.64953 | 0.00000 | 0.00000 | ||
| 101 | 2023.07.28 05:00 | modify | 29 | 0.10 | 1.64953 | 1.66253 | 1.63553 | ||
| 102 | 2023.07.31 22:00 | t/p | 29 | 0.10 | 1.63553 | 1.66253 | 1.63553 | 92.12 | 10923.44 |
| 103 | 2023.08.01 05:00 | sell | 30 | 0.10 | 1.64626 | 0.00000 | 0.00000 | ||
| 104 | 2023.08.01 05:00 | modify | 30 | 0.10 | 1.64626 | 1.65926 | 1.63226 | ||
| 105 | 2023.08.01 14:00 | s/l | 30 | 0.10 | 1.65926 | 1.65926 | 1.63226 | -85.66 | 10837.78 |
| 106 | 2023.09.05 07:00 | sell | 31 | 0.10 | 1.68741 | 0.00000 | 0.00000 | ||
| 107 | 2023.09.05 07:00 | modify | 31 | 0.10 | 1.68741 | 1.70041 | 1.67341 | ||
| 108 | 2023.09.06 09:00 | sell | 32 | 0.10 | 1.67961 | 0.00000 | 0.00000 | ||
| 109 | 2023.09.06 09:00 | modify | 32 | 0.10 | 1.67961 | 1.68251 | 1.67341 | ||
| 110 | 2023.09.06 09:00 | modify | 31 | 0.10 | 1.68741 | 1.68251 | 1.67341 | ||
| 111 | 2023.09.07 01:00 | s/l | 31 | 0.10 | 1.68251 | 1.68251 | 1.67341 | 31.76 | 10869.54 |
| 112 | 2023.09.07 01:00 | s/l | 32 | 0.10 | 1.68251 | 1.68251 | 1.67341 | -19.51 | 10850.03 |
| 113 | 2023.09.14 13:00 | buy | 33 | 0.10 | 1.65790 | 0.00000 | 0.00000 | ||
| 114 | 2023.09.14 13:00 | modify | 33 | 0.10 | 1.65790 | 1.64490 | 1.67190 | ||
| 115 | 2023.09.28 17:00 | s/l | 33 | 0.10 | 1.64490 | 1.64490 | 1.67190 | -88.01 | 10762.02 |
| 116 | 2023.11.07 05:00 | sell | 34 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 117 | 2023.11.07 05:00 | modify | 34 | 0.10 | 1.66294 | 1.67594 | 1.64894 | ||
| 118 | 2023.11.09 20:00 | s/l | 34 | 0.10 | 1.67594 | 1.67594 | 1.64894 | -86.19 | 10675.83 |