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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1915 | Ticks modelled | 25628493 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1081.02 | Gross profit | 1268.60 | Gross loss | -187.58 |
| Profit factor | 6.76 | Expected payoff | 40.04 | ||
| Absolute drawdown | 101.60 | Maximal drawdown | 160.70 (1.53%) | Relative drawdown | 1.53% (160.70) |
| Total trades | 27 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
| Largest | profit trade | 150.66 | loss trade | -90.00 | |
| Average | profit trade | 60.41 | loss trade | -31.26 | |
| Maximum | consecutive wins (profit in money) | 7 (497.11) | consecutive losses (loss in money) | 1 (-90.00) | |
| Maximal | consecutive profit (count of wins) | 497.11 (7) | 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 15:04 | 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 14:00 | sell | 3 | 0.10 | 1.10052 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.14 14:00 | modify | 3 | 0.10 | 1.10052 | 1.10428 | 1.09153 | ||
| 8 | 2023.04.14 14:00 | modify | 2 | 0.10 | 1.10653 | 1.10428 | 1.09153 | ||
| 9 | 2023.04.14 15:24 | sell | 4 | 0.10 | 1.09903 | 0.00000 | 0.00000 | ||
| 10 | 2023.04.14 15:24 | modify | 4 | 0.10 | 1.09903 | 1.10278 | 1.09153 | ||
| 11 | 2023.04.14 15:24 | modify | 3 | 0.10 | 1.10052 | 1.10278 | 1.09153 | ||
| 12 | 2023.04.14 15:24 | modify | 2 | 0.10 | 1.10653 | 1.10278 | 1.09153 | ||
| 13 | 2023.04.17 12:45 | sell | 5 | 0.10 | 1.09603 | 0.00000 | 0.00000 | ||
| 14 | 2023.04.17 12:45 | modify | 5 | 0.10 | 1.09603 | 1.09753 | 1.09153 | ||
| 15 | 2023.04.17 12:45 | modify | 4 | 0.10 | 1.09903 | 1.09753 | 1.09153 | ||
| 16 | 2023.04.17 12:45 | modify | 3 | 0.10 | 1.10052 | 1.09753 | 1.09153 | ||
| 17 | 2023.04.17 12:45 | modify | 2 | 0.10 | 1.10653 | 1.09753 | 1.09153 | ||
| 18 | 2023.04.17 14:38 | t/p | 2 | 0.10 | 1.09153 | 1.09753 | 1.09153 | 150.22 | 10060.22 |
| 19 | 2023.04.17 14:38 | t/p | 3 | 0.10 | 1.09153 | 1.09753 | 1.09153 | 90.12 | 10150.34 |
| 20 | 2023.04.17 14:38 | t/p | 4 | 0.10 | 1.09153 | 1.09753 | 1.09153 | 75.22 | 10225.56 |
| 21 | 2023.04.17 14:38 | t/p | 5 | 0.10 | 1.09153 | 1.09753 | 1.09153 | 45.00 | 10270.56 |
| 22 | 2023.10.26 08:00 | buy | 6 | 0.10 | 1.05511 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.26 08:00 | modify | 6 | 0.10 | 1.05511 | 1.04611 | 1.07011 | ||
| 24 | 2023.10.30 12:58 | buy | 7 | 0.10 | 1.06112 | 0.00000 | 0.00000 | ||
| 25 | 2023.10.30 12:58 | modify | 7 | 0.10 | 1.06112 | 1.05736 | 1.07011 | ||
| 26 | 2023.10.30 12:58 | modify | 6 | 0.10 | 1.05511 | 1.05736 | 1.07011 | ||
| 27 | 2023.10.30 15:21 | buy | 8 | 0.10 | 1.06262 | 0.00000 | 0.00000 | ||
| 28 | 2023.10.30 15:21 | modify | 8 | 0.10 | 1.06262 | 1.05886 | 1.07011 | ||
| 29 | 2023.10.30 15:21 | modify | 7 | 0.10 | 1.06112 | 1.05886 | 1.07011 | ||
| 30 | 2023.10.30 15:21 | modify | 6 | 0.10 | 1.05511 | 1.05886 | 1.07011 | ||
| 31 | 2023.10.31 09:57 | buy | 9 | 0.10 | 1.06562 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.31 09:57 | modify | 9 | 0.10 | 1.06562 | 1.06411 | 1.07011 | ||
| 33 | 2023.10.31 09:57 | modify | 8 | 0.10 | 1.06262 | 1.06411 | 1.07011 | ||
| 34 | 2023.10.31 09:57 | modify | 7 | 0.10 | 1.06112 | 1.06411 | 1.07011 | ||
| 35 | 2023.10.31 09:57 | modify | 6 | 0.10 | 1.05511 | 1.06411 | 1.07011 | ||
| 36 | 2023.10.31 12:32 | s/l | 6 | 0.10 | 1.06411 | 1.06411 | 1.07011 | 88.07 | 10358.63 |
| 37 | 2023.10.31 12:32 | s/l | 7 | 0.10 | 1.06411 | 1.06411 | 1.07011 | 29.26 | 10387.89 |
| 38 | 2023.10.31 12:32 | s/l | 8 | 0.10 | 1.06411 | 1.06411 | 1.07011 | 14.26 | 10402.15 |
| 39 | 2023.10.31 12:32 | s/l | 9 | 0.10 | 1.06411 | 1.06411 | 1.07011 | -15.10 | 10387.05 |
| 40 | 2023.11.06 08:00 | sell | 10 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.06 08:00 | modify | 10 | 0.10 | 1.07333 | 1.08233 | 1.05833 | ||
| 42 | 2023.11.07 11:33 | sell | 11 | 0.10 | 1.06732 | 0.00000 | 0.00000 | ||
| 43 | 2023.11.07 11:33 | modify | 11 | 0.10 | 1.06732 | 1.07108 | 1.05833 | ||
| 44 | 2023.11.07 11:33 | modify | 10 | 0.10 | 1.07333 | 1.07108 | 1.05833 | ||
| 45 | 2023.11.08 16:05 | s/l | 10 | 0.10 | 1.07108 | 1.07108 | 1.05833 | 22.94 | 10409.99 |
| 46 | 2023.11.08 16:05 | s/l | 11 | 0.10 | 1.07108 | 1.07108 | 1.05833 | -37.38 | 10372.61 |
| 47 | 2023.12.15 08:00 | sell | 12 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 48 | 2023.12.15 08:00 | modify | 12 | 0.10 | 1.09938 | 1.10838 | 1.08438 | ||
| 49 | 2023.12.15 13:33 | sell | 13 | 0.10 | 1.09337 | 0.00000 | 0.00000 | ||
| 50 | 2023.12.15 13:33 | modify | 13 | 0.10 | 1.09337 | 1.09713 | 1.08438 | ||
| 51 | 2023.12.15 13:33 | modify | 12 | 0.10 | 1.09938 | 1.09713 | 1.08438 | ||
| 52 | 2023.12.15 13:36 | sell | 14 | 0.10 | 1.09182 | 0.00000 | 0.00000 | ||
| 53 | 2023.12.15 13:36 | modify | 14 | 0.10 | 1.09182 | 1.09563 | 1.08438 | ||
| 54 | 2023.12.15 13:36 | modify | 13 | 0.10 | 1.09337 | 1.09563 | 1.08438 | ||
| 55 | 2023.12.15 13:36 | modify | 12 | 0.10 | 1.09938 | 1.09563 | 1.08438 | ||
| 56 | 2023.12.15 18:55 | sell | 15 | 0.10 | 1.08887 | 0.00000 | 0.00000 | ||
| 57 | 2023.12.15 18:55 | modify | 15 | 0.10 | 1.08887 | 1.09038 | 1.08438 | ||
| 58 | 2023.12.15 18:55 | modify | 14 | 0.10 | 1.09182 | 1.09038 | 1.08438 | ||
| 59 | 2023.12.15 18:55 | modify | 13 | 0.10 | 1.09337 | 1.09038 | 1.08438 | ||
| 60 | 2023.12.15 18:55 | modify | 12 | 0.10 | 1.09938 | 1.09038 | 1.08438 | ||
| 61 | 2023.12.15 20:03 | s/l | 12 | 0.10 | 1.09038 | 1.09038 | 1.08438 | 90.00 | 10462.61 |
| 62 | 2023.12.15 20:03 | s/l | 13 | 0.10 | 1.09038 | 1.09038 | 1.08438 | 29.90 | 10492.51 |
| 63 | 2023.12.15 20:03 | s/l | 14 | 0.10 | 1.09038 | 1.09038 | 1.08438 | 14.40 | 10506.91 |
| 64 | 2023.12.15 20:03 | s/l | 15 | 0.10 | 1.09038 | 1.09038 | 1.08438 | -15.10 | 10491.81 |
| 65 | 2023.12.28 08:00 | sell | 16 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 66 | 2023.12.28 08:00 | modify | 16 | 0.10 | 1.11167 | 1.12067 | 1.09667 | ||
| 67 | 2023.12.28 18:14 | sell | 17 | 0.10 | 1.10567 | 0.00000 | 0.00000 | ||
| 68 | 2023.12.28 18:14 | modify | 17 | 0.10 | 1.10567 | 1.10942 | 1.09667 | ||
| 69 | 2023.12.28 18:14 | modify | 16 | 0.10 | 1.11167 | 1.10942 | 1.09667 | ||
| 70 | 2023.12.29 19:27 | sell | 18 | 0.10 | 1.10417 | 0.00000 | 0.00000 | ||
| 71 | 2023.12.29 19:27 | modify | 18 | 0.10 | 1.10417 | 1.10792 | 1.09667 | ||
| 72 | 2023.12.29 19:27 | modify | 17 | 0.10 | 1.10567 | 1.10792 | 1.09667 | ||
| 73 | 2023.12.29 19:27 | modify | 16 | 0.10 | 1.11167 | 1.10792 | 1.09667 | ||
| 74 | 2024.01.02 09:46 | sell | 19 | 0.10 | 1.10115 | 0.00000 | 0.00000 | ||
| 75 | 2024.01.02 09:46 | modify | 19 | 0.10 | 1.10115 | 1.10267 | 1.09667 | ||
| 76 | 2024.01.02 09:46 | modify | 18 | 0.10 | 1.10417 | 1.10267 | 1.09667 | ||
| 77 | 2024.01.02 09:46 | modify | 17 | 0.10 | 1.10567 | 1.10267 | 1.09667 | ||
| 78 | 2024.01.02 09:46 | modify | 16 | 0.10 | 1.11167 | 1.10267 | 1.09667 | ||
| 79 | 2024.01.02 12:20 | t/p | 16 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 150.66 | 10642.46 |
| 80 | 2024.01.02 12:20 | t/p | 17 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 90.66 | 10733.12 |
| 81 | 2024.01.02 12:20 | t/p | 18 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 75.44 | 10808.56 |
| 82 | 2024.01.02 12:20 | t/p | 19 | 0.10 | 1.09667 | 1.10267 | 1.09667 | 44.80 | 10853.36 |
| 83 | 2024.01.11 08:00 | sell | 20 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 84 | 2024.01.11 08:00 | modify | 20 | 0.10 | 1.09790 | 1.10690 | 1.08290 | ||
| 85 | 2024.01.16 01:02 | sell | 21 | 0.10 | 1.09189 | 0.00000 | 0.00000 | ||
| 86 | 2024.01.16 01:02 | modify | 21 | 0.10 | 1.09189 | 1.09565 | 1.08290 | ||
| 87 | 2024.01.16 01:02 | modify | 20 | 0.10 | 1.09790 | 1.09565 | 1.08290 | ||
| 88 | 2024.01.16 08:33 | sell | 22 | 0.10 | 1.09040 | 0.00000 | 0.00000 | ||
| 89 | 2024.01.16 08:33 | modify | 22 | 0.10 | 1.09040 | 1.09415 | 1.08290 | ||
| 90 | 2024.01.16 08:33 | modify | 21 | 0.10 | 1.09189 | 1.09415 | 1.08290 | ||
| 91 | 2024.01.16 08:33 | modify | 20 | 0.10 | 1.09790 | 1.09415 | 1.08290 | ||
| 92 | 2024.01.16 11:13 | sell | 23 | 0.10 | 1.08740 | 0.00000 | 0.00000 | ||
| 93 | 2024.01.16 11:13 | modify | 23 | 0.10 | 1.08740 | 1.08890 | 1.08290 | ||
| 94 | 2024.01.16 11:13 | modify | 22 | 0.10 | 1.09040 | 1.08890 | 1.08290 | ||
| 95 | 2024.01.16 11:13 | modify | 21 | 0.10 | 1.09189 | 1.08890 | 1.08290 | ||
| 96 | 2024.01.16 11:13 | modify | 20 | 0.10 | 1.09790 | 1.08890 | 1.08290 | ||
| 97 | 2024.01.16 11:28 | s/l | 20 | 0.10 | 1.08890 | 1.08890 | 1.08290 | 90.66 | 10944.02 |
| 98 | 2024.01.16 11:28 | s/l | 21 | 0.10 | 1.08890 | 1.08890 | 1.08290 | 29.90 | 10973.92 |
| 99 | 2024.01.16 11:28 | s/l | 22 | 0.10 | 1.08890 | 1.08890 | 1.08290 | 15.00 | 10988.92 |
| 100 | 2024.01.16 11:28 | s/l | 23 | 0.10 | 1.08890 | 1.08890 | 1.08290 | -15.00 | 10973.92 |
| 101 | 2024.02.05 08:00 | buy | 24 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 102 | 2024.02.05 08:00 | modify | 24 | 0.10 | 1.07832 | 1.06932 | 1.09332 | ||
| 103 | 2024.02.22 07:03 | buy | 25 | 0.10 | 1.08435 | 0.00000 | 0.00000 | ||
| 104 | 2024.02.22 07:03 | modify | 25 | 0.10 | 1.08435 | 1.08057 | 1.09332 | ||
| 105 | 2024.02.22 07:03 | modify | 24 | 0.10 | 1.07832 | 1.08057 | 1.09332 | ||
| 106 | 2024.02.22 08:01 | buy | 26 | 0.10 | 1.08586 | 0.00000 | 0.00000 | ||
| 107 | 2024.02.22 08:01 | modify | 26 | 0.10 | 1.08586 | 1.08207 | 1.09332 | ||
| 108 | 2024.02.22 08:01 | modify | 25 | 0.10 | 1.08435 | 1.08207 | 1.09332 | ||
| 109 | 2024.02.22 08:01 | modify | 24 | 0.10 | 1.07832 | 1.08207 | 1.09332 | ||
| 110 | 2024.02.22 08:15 | buy | 27 | 0.10 | 1.08882 | 0.00000 | 0.00000 | ||
| 111 | 2024.02.22 08:15 | modify | 27 | 0.10 | 1.08882 | 1.08732 | 1.09332 | ||
| 112 | 2024.02.22 08:15 | modify | 26 | 0.10 | 1.08586 | 1.08732 | 1.09332 | ||
| 113 | 2024.02.22 08:15 | modify | 25 | 0.10 | 1.08435 | 1.08732 | 1.09332 | ||
| 114 | 2024.02.22 08:15 | modify | 24 | 0.10 | 1.07832 | 1.08732 | 1.09332 | ||
| 115 | 2024.02.22 08:30 | s/l | 24 | 0.10 | 1.08732 | 1.08732 | 1.09332 | 77.80 | 11051.72 |
| 116 | 2024.02.22 08:30 | s/l | 25 | 0.10 | 1.08732 | 1.08732 | 1.09332 | 29.70 | 11081.42 |
| 117 | 2024.02.22 08:30 | s/l | 26 | 0.10 | 1.08732 | 1.08732 | 1.09332 | 14.60 | 11096.02 |
| 118 | 2024.02.22 08:30 | s/l | 27 | 0.10 | 1.08732 | 1.08732 | 1.09332 | -15.00 | 11081.02 |