Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 2615 | Ticks modelled | 78586 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1000.72 | Gross profit | 1193.00 | Gross loss | -192.28 |
| Profit factor | 6.20 | Expected payoff | 40.03 | ||
| Absolute drawdown | 101.60 | Maximal drawdown | 160.70 (1.53%) | Relative drawdown | 1.53% (160.70) |
| Total trades | 25 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
| Largest | profit trade | 150.66 | loss trade | -90.00 | |
| Average | profit trade | 62.79 | loss trade | -32.05 | |
| Maximum | consecutive wins (profit in money) | 6 (476.81) | consecutive losses (loss in money) | 1 (-90.00) | |
| Maximal | consecutive profit (count of wins) | 476.81 (6) | consecutive loss (count of losses) | -90.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.10 08:00 | sell | 1 | 0.10 | 1.05946 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.10 08:00 | modify | 1 | 0.10 | 1.05946 | 1.06846 | 1.04446 | ||
| 3 | 2023.03.10 15:06 | s/l | 1 | 0.10 | 1.06846 | 1.06846 | 1.04446 | -90.00 | 9910.00 |
| 4 | 2023.04.14 08:00 | sell | 2 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
| 5 | 2023.04.14 08:00 | modify | 2 | 0.10 | 1.10653 | 1.11553 | 1.09153 | ||
| 6 | 2023.04.14 15:10 | sell | 3 | 0.10 | 1.10032 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.14 15:10 | modify | 3 | 0.10 | 1.10032 | 1.10428 | 1.09153 | ||
| 8 | 2023.04.14 15:10 | modify | 2 | 0.10 | 1.10653 | 1.10428 | 1.09153 | ||
| 9 | 2023.04.14 15:30 | sell | 4 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
| 10 | 2023.04.14 15:30 | modify | 4 | 0.10 | 1.09875 | 1.10278 | 1.09153 | ||
| 11 | 2023.04.14 15:30 | modify | 3 | 0.10 | 1.10032 | 1.10278 | 1.09153 | ||
| 12 | 2023.04.14 15:30 | modify | 2 | 0.10 | 1.10653 | 1.10278 | 1.09153 | ||
| 13 | 2023.04.17 14:40 | t/p | 2 | 0.10 | 1.09153 | 1.10278 | 1.09153 | 150.22 | 10060.22 |
| 14 | 2023.04.17 14:40 | t/p | 3 | 0.10 | 1.09153 | 1.10278 | 1.09153 | 88.12 | 10148.34 |
| 15 | 2023.04.17 14:40 | t/p | 4 | 0.10 | 1.09153 | 1.10278 | 1.09153 | 72.42 | 10220.76 |
| 16 | 2023.10.26 08:00 | buy | 5 | 0.10 | 1.05511 | 0.00000 | 0.00000 | ||
| 17 | 2023.10.26 08:00 | modify | 5 | 0.10 | 1.05511 | 1.04611 | 1.07011 | ||
| 18 | 2023.10.30 12:40 | buy | 6 | 0.10 | 1.06114 | 0.00000 | 0.00000 | ||
| 19 | 2023.10.30 12:40 | modify | 6 | 0.10 | 1.06114 | 1.05736 | 1.07011 | ||
| 20 | 2023.10.30 12:40 | modify | 5 | 0.10 | 1.05511 | 1.05736 | 1.07011 | ||
| 21 | 2023.10.30 15:40 | buy | 7 | 0.10 | 1.06280 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.30 15:40 | modify | 7 | 0.10 | 1.06280 | 1.05886 | 1.07011 | ||
| 23 | 2023.10.30 15:40 | modify | 6 | 0.10 | 1.06114 | 1.05886 | 1.07011 | ||
| 24 | 2023.10.30 15:40 | modify | 5 | 0.10 | 1.05511 | 1.05886 | 1.07011 | ||
| 25 | 2023.10.31 09:20 | buy | 8 | 0.10 | 1.06563 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.31 09:20 | modify | 8 | 0.10 | 1.06563 | 1.06411 | 1.07011 | ||
| 27 | 2023.10.31 09:20 | modify | 7 | 0.10 | 1.06280 | 1.06411 | 1.07011 | ||
| 28 | 2023.10.31 09:20 | modify | 6 | 0.10 | 1.06114 | 1.06411 | 1.07011 | ||
| 29 | 2023.10.31 09:20 | modify | 5 | 0.10 | 1.05511 | 1.06411 | 1.07011 | ||
| 30 | 2023.10.31 12:30 | s/l | 5 | 0.10 | 1.06411 | 1.06411 | 1.07011 | 88.07 | 10308.83 |
| 31 | 2023.10.31 12:30 | s/l | 6 | 0.10 | 1.06411 | 1.06411 | 1.07011 | 29.06 | 10337.89 |
| 32 | 2023.10.31 12:30 | s/l | 7 | 0.10 | 1.06411 | 1.06411 | 1.07011 | 12.46 | 10350.35 |
| 33 | 2023.10.31 12:30 | s/l | 8 | 0.10 | 1.06411 | 1.06411 | 1.07011 | -15.20 | 10335.15 |
| 34 | 2023.11.06 08:00 | sell | 9 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 35 | 2023.11.06 08:00 | modify | 9 | 0.10 | 1.07333 | 1.08233 | 1.05833 | ||
| 36 | 2023.11.07 11:30 | sell | 10 | 0.10 | 1.06719 | 0.00000 | 0.00000 | ||
| 37 | 2023.11.07 11:30 | modify | 10 | 0.10 | 1.06719 | 1.07108 | 1.05833 | ||
| 38 | 2023.11.07 11:30 | modify | 9 | 0.10 | 1.07333 | 1.07108 | 1.05833 | ||
| 39 | 2023.11.08 16:20 | s/l | 9 | 0.10 | 1.07108 | 1.07108 | 1.05833 | 22.94 | 10358.09 |
| 40 | 2023.11.08 16:20 | s/l | 10 | 0.10 | 1.07108 | 1.07108 | 1.05833 | -38.68 | 10319.41 |
| 41 | 2023.12.15 08:00 | sell | 11 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 42 | 2023.12.15 08:00 | modify | 11 | 0.10 | 1.09938 | 1.10838 | 1.08438 | ||
| 43 | 2023.12.15 13:20 | sell | 12 | 0.10 | 1.09322 | 0.00000 | 0.00000 | ||
| 44 | 2023.12.15 13:20 | modify | 12 | 0.10 | 1.09322 | 1.09713 | 1.08438 | ||
| 45 | 2023.12.15 13:20 | modify | 11 | 0.10 | 1.09938 | 1.09713 | 1.08438 | ||
| 46 | 2023.12.15 14:00 | sell | 13 | 0.10 | 1.09164 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.15 14:00 | modify | 13 | 0.10 | 1.09164 | 1.09563 | 1.08438 | ||
| 48 | 2023.12.15 14:00 | modify | 12 | 0.10 | 1.09322 | 1.09563 | 1.08438 | ||
| 49 | 2023.12.15 14:00 | modify | 11 | 0.10 | 1.09938 | 1.09563 | 1.08438 | ||
| 50 | 2023.12.15 18:40 | sell | 14 | 0.10 | 1.08885 | 0.00000 | 0.00000 | ||
| 51 | 2023.12.15 18:40 | modify | 14 | 0.10 | 1.08885 | 1.09038 | 1.08438 | ||
| 52 | 2023.12.15 18:40 | modify | 13 | 0.10 | 1.09164 | 1.09038 | 1.08438 | ||
| 53 | 2023.12.15 18:40 | modify | 12 | 0.10 | 1.09322 | 1.09038 | 1.08438 | ||
| 54 | 2023.12.15 18:40 | modify | 11 | 0.10 | 1.09938 | 1.09038 | 1.08438 | ||
| 55 | 2023.12.15 20:06 | s/l | 11 | 0.10 | 1.09038 | 1.09038 | 1.08438 | 90.00 | 10409.41 |
| 56 | 2023.12.15 20:06 | s/l | 12 | 0.10 | 1.09038 | 1.09038 | 1.08438 | 28.40 | 10437.81 |
| 57 | 2023.12.15 20:06 | s/l | 13 | 0.10 | 1.09038 | 1.09038 | 1.08438 | 12.60 | 10450.41 |
| 58 | 2023.12.15 20:06 | s/l | 14 | 0.10 | 1.09038 | 1.09038 | 1.08438 | -15.30 | 10435.11 |
| 59 | 2023.12.28 08:00 | sell | 15 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 60 | 2023.12.28 08:00 | modify | 15 | 0.10 | 1.11167 | 1.12067 | 1.09667 | ||
| 61 | 2023.12.28 18:40 | sell | 16 | 0.10 | 1.10552 | 0.00000 | 0.00000 | ||
| 62 | 2023.12.28 18:40 | modify | 16 | 0.10 | 1.10552 | 1.10942 | 1.09667 | ||
| 63 | 2023.12.28 18:40 | modify | 15 | 0.10 | 1.11167 | 1.10942 | 1.09667 | ||
| 64 | 2023.12.29 19:59 | sell | 17 | 0.10 | 1.10407 | 0.00000 | 0.00000 | ||
| 65 | 2023.12.29 19:59 | modify | 17 | 0.10 | 1.10407 | 1.10792 | 1.09667 | ||
| 66 | 2023.12.29 19:59 | modify | 16 | 0.10 | 1.10552 | 1.10792 | 1.09667 | ||
| 67 | 2023.12.29 19:59 | modify | 15 | 0.10 | 1.11167 | 1.10792 | 1.09667 | ||
| 68 | 2024.01.02 09:40 | sell | 18 | 0.10 | 1.10107 | 0.00000 | 0.00000 | ||
| 69 | 2024.01.02 09:40 | modify | 18 | 0.10 | 1.10107 | 1.10267 | 1.09667 | ||
| 70 | 2024.01.02 09:40 | modify | 17 | 0.10 | 1.10407 | 1.10267 | 1.09667 | ||
| 71 | 2024.01.02 09:40 | modify | 16 | 0.10 | 1.10552 | 1.10267 | 1.09667 | ||
| 72 | 2024.01.02 09:40 | modify | 15 | 0.10 | 1.11167 | 1.10267 | 1.09667 | ||
| 73 | 2024.01.02 12:40 | t/p | 15 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 150.66 | 10585.76 |
| 74 | 2024.01.02 12:40 | t/p | 16 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 89.16 | 10674.92 |
| 75 | 2024.01.02 12:40 | t/p | 17 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 74.44 | 10749.36 |
| 76 | 2024.01.02 12:40 | t/p | 18 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 44.00 | 10793.36 |
| 77 | 2024.01.11 08:00 | sell | 19 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 78 | 2024.01.11 08:00 | modify | 19 | 0.10 | 1.09790 | 1.10690 | 1.08290 | ||
| 79 | 2024.01.16 01:05 | sell | 20 | 0.10 | 1.09169 | 0.00000 | 0.00000 | ||
| 80 | 2024.01.16 01:05 | modify | 20 | 0.10 | 1.09169 | 1.09565 | 1.08290 | ||
| 81 | 2024.01.16 01:05 | modify | 19 | 0.10 | 1.09790 | 1.09565 | 1.08290 | ||
| 82 | 2024.01.16 11:15 | sell | 21 | 0.10 | 1.08739 | 0.00000 | 0.00000 | ||
| 83 | 2024.01.16 11:15 | modify | 21 | 0.10 | 1.08739 | 1.08890 | 1.08290 | ||
| 84 | 2024.01.16 11:15 | modify | 20 | 0.10 | 1.09169 | 1.08890 | 1.08290 | ||
| 85 | 2024.01.16 11:15 | modify | 19 | 0.10 | 1.09790 | 1.08890 | 1.08290 | ||
| 86 | 2024.01.16 11:30 | s/l | 19 | 0.10 | 1.08890 | 1.08890 | 1.08290 | 90.66 | 10884.02 |
| 87 | 2024.01.16 11:30 | s/l | 20 | 0.10 | 1.08890 | 1.08890 | 1.08290 | 27.90 | 10911.92 |
| 88 | 2024.01.16 11:30 | s/l | 21 | 0.10 | 1.08890 | 1.08890 | 1.08290 | -15.10 | 10896.82 |
| 89 | 2024.02.05 08:00 | buy | 22 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 90 | 2024.02.05 08:00 | modify | 22 | 0.10 | 1.07832 | 1.06932 | 1.09332 | ||
| 91 | 2024.02.22 07:10 | buy | 23 | 0.10 | 1.08435 | 0.00000 | 0.00000 | ||
| 92 | 2024.02.22 07:10 | modify | 23 | 0.10 | 1.08435 | 1.08057 | 1.09332 | ||
| 93 | 2024.02.22 07:10 | modify | 22 | 0.10 | 1.07832 | 1.08057 | 1.09332 | ||
| 94 | 2024.02.22 08:05 | buy | 24 | 0.10 | 1.08588 | 0.00000 | 0.00000 | ||
| 95 | 2024.02.22 08:05 | modify | 24 | 0.10 | 1.08588 | 1.08207 | 1.09332 | ||
| 96 | 2024.02.22 08:05 | modify | 23 | 0.10 | 1.08435 | 1.08207 | 1.09332 | ||
| 97 | 2024.02.22 08:05 | modify | 22 | 0.10 | 1.07832 | 1.08207 | 1.09332 | ||
| 98 | 2024.02.22 08:40 | buy | 25 | 0.10 | 1.08912 | 0.00000 | 0.00000 | ||
| 99 | 2024.02.22 08:40 | modify | 25 | 0.10 | 1.08912 | 1.08732 | 1.09332 | ||
| 100 | 2024.02.22 08:40 | modify | 24 | 0.10 | 1.08588 | 1.08732 | 1.09332 | ||
| 101 | 2024.02.22 08:40 | modify | 23 | 0.10 | 1.08435 | 1.08732 | 1.09332 | ||
| 102 | 2024.02.22 08:40 | modify | 22 | 0.10 | 1.07832 | 1.08732 | 1.09332 | ||
| 103 | 2024.02.22 08:55 | s/l | 22 | 0.10 | 1.08732 | 1.08732 | 1.09332 | 77.80 | 10974.62 |
| 104 | 2024.02.22 08:55 | s/l | 23 | 0.10 | 1.08732 | 1.08732 | 1.09332 | 29.70 | 11004.32 |
| 105 | 2024.02.22 08:55 | s/l | 24 | 0.10 | 1.08732 | 1.08732 | 1.09332 | 14.40 | 11018.72 |
| 106 | 2024.02.22 08:55 | s/l | 25 | 0.10 | 1.08732 | 1.08732 | 1.09332 | -18.00 | 11000.72 |