Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 3.90 | Gross profit | 790.69 | Gross loss | -786.79 |
| Profit factor | 1.00 | Expected payoff | 0.12 | ||
| Absolute drawdown | 267.66 | Maximal drawdown | 267.66 (2.68%) | Relative drawdown | 2.68% (267.66) |
| Total trades | 32 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 15 (46.88%) | Loss trades (% of total) | 17 (53.12%) | ||
| Largest | profit trade | 65.54 | loss trade | -59.90 | |
| Average | profit trade | 52.71 | loss trade | -46.28 | |
| Maximum | consecutive wins (profit in money) | 4 (224.14) | consecutive losses (loss in money) | 3 (-178.12) | |
| Maximal | consecutive profit (count of wins) | 224.14 (4) | consecutive loss (count of losses) | -178.12 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 00:00 | sell | 1 | 0.10 | 1.58734 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.07 00:00 | modify | 1 | 0.10 | 1.58734 | 1.59634 | 1.57734 | ||
| 3 | 2023.03.07 04:00 | s/l | 1 | 0.10 | 1.59634 | 1.59634 | 1.57734 | -59.10 | 9940.90 |
| 4 | 2023.03.08 00:00 | sell | 2 | 0.10 | 1.60076 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.08 00:00 | modify | 2 | 0.10 | 1.60076 | 1.60976 | 1.59076 | ||
| 6 | 2023.03.10 04:00 | s/l | 2 | 0.10 | 1.60976 | 1.60976 | 1.59076 | -59.63 | 9881.27 |
| 7 | 2023.03.12 20:00 | sell | 3 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
| 8 | 2023.03.12 20:00 | modify | 3 | 0.10 | 1.61392 | 1.62292 | 1.60392 | ||
| 9 | 2023.03.13 08:00 | sell | 4 | 0.10 | 1.60687 | 0.00000 | 0.00000 | ||
| 10 | 2023.03.13 08:00 | modify | 4 | 0.10 | 1.60687 | 1.60992 | 1.60392 | ||
| 11 | 2023.03.13 08:00 | modify | 3 | 0.10 | 1.61392 | 1.60992 | 1.60392 | ||
| 12 | 2023.03.13 12:00 | s/l | 3 | 0.10 | 1.60992 | 1.60992 | 1.60392 | 26.14 | 9907.40 |
| 13 | 2023.03.13 12:00 | s/l | 4 | 0.10 | 1.60992 | 1.60992 | 1.60392 | -20.02 | 9887.38 |
| 14 | 2023.04.03 20:00 | buy | 5 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
| 15 | 2023.04.03 20:00 | modify | 5 | 0.10 | 1.60669 | 1.59769 | 1.61669 | ||
| 16 | 2023.04.04 08:00 | t/p | 5 | 0.10 | 1.61669 | 1.59769 | 1.61669 | 65.35 | 9952.73 |
| 17 | 2023.04.24 20:00 | sell | 6 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.24 20:00 | modify | 6 | 0.10 | 1.64959 | 1.65859 | 1.63959 | ||
| 19 | 2023.04.25 16:00 | s/l | 6 | 0.10 | 1.65859 | 1.65859 | 1.63959 | -59.23 | 9893.50 |
| 20 | 2023.05.29 16:00 | buy | 7 | 0.10 | 1.63816 | 0.00000 | 0.00000 | ||
| 21 | 2023.05.29 16:00 | modify | 7 | 0.10 | 1.63816 | 1.62916 | 1.64816 | ||
| 22 | 2023.05.31 04:00 | t/p | 7 | 0.10 | 1.64816 | 1.62916 | 1.64816 | 65.15 | 9958.65 |
| 23 | 2023.06.02 08:00 | buy | 8 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
| 24 | 2023.06.02 08:00 | modify | 8 | 0.10 | 1.62825 | 1.61925 | 1.63825 | ||
| 25 | 2023.06.02 20:00 | s/l | 8 | 0.10 | 1.61925 | 1.61925 | 1.63825 | -58.98 | 9899.67 |
| 26 | 2023.06.04 20:00 | buy | 9 | 0.10 | 1.62035 | 0.00000 | 0.00000 | ||
| 27 | 2023.06.04 20:00 | modify | 9 | 0.10 | 1.62035 | 1.61135 | 1.63035 | ||
| 28 | 2023.06.06 08:00 | s/l | 9 | 0.10 | 1.61135 | 1.61135 | 1.63035 | -59.36 | 9840.30 |
| 29 | 2023.06.07 04:00 | buy | 10 | 0.10 | 1.60209 | 0.00000 | 0.00000 | ||
| 30 | 2023.06.07 04:00 | modify | 10 | 0.10 | 1.60209 | 1.59309 | 1.61209 | ||
| 31 | 2023.06.07 20:00 | buy | 11 | 0.10 | 1.60811 | 0.00000 | 0.00000 | ||
| 32 | 2023.06.07 20:00 | modify | 11 | 0.10 | 1.60811 | 1.60659 | 1.61209 | ||
| 33 | 2023.06.07 20:00 | modify | 10 | 0.10 | 1.60209 | 1.60659 | 1.61209 | ||
| 34 | 2023.06.08 00:00 | s/l | 10 | 0.10 | 1.60659 | 1.60659 | 1.61209 | 28.91 | 9869.22 |
| 35 | 2023.06.08 00:00 | s/l | 11 | 0.10 | 1.60659 | 1.60659 | 1.61209 | -10.54 | 9858.68 |
| 36 | 2023.06.12 16:00 | buy | 12 | 0.10 | 1.59307 | 0.00000 | 0.00000 | ||
| 37 | 2023.06.12 16:00 | modify | 12 | 0.10 | 1.59307 | 1.58407 | 1.60307 | ||
| 38 | 2023.06.20 04:00 | t/p | 12 | 0.10 | 1.60307 | 1.58407 | 1.60307 | 64.00 | 9922.68 |
| 39 | 2023.06.20 16:00 | sell | 13 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
| 40 | 2023.06.20 16:00 | modify | 13 | 0.10 | 1.61018 | 1.61918 | 1.60018 | ||
| 41 | 2023.06.22 04:00 | s/l | 13 | 0.10 | 1.61918 | 1.61918 | 1.60018 | -59.64 | 9863.04 |
| 42 | 2023.06.22 12:00 | sell | 14 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
| 43 | 2023.06.22 12:00 | modify | 14 | 0.10 | 1.61939 | 1.62839 | 1.60939 | ||
| 44 | 2023.06.23 04:00 | s/l | 14 | 0.10 | 1.62839 | 1.62839 | 1.60939 | -59.24 | 9803.80 |
| 45 | 2023.07.07 00:00 | sell | 15 | 0.10 | 1.64269 | 0.00000 | 0.00000 | ||
| 46 | 2023.07.07 00:00 | modify | 15 | 0.10 | 1.64269 | 1.65169 | 1.63269 | ||
| 47 | 2023.07.10 12:00 | s/l | 15 | 0.10 | 1.65169 | 1.65169 | 1.63269 | -59.23 | 9744.56 |
| 48 | 2023.07.10 16:00 | sell | 16 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 49 | 2023.07.10 16:00 | modify | 16 | 0.10 | 1.64819 | 1.65719 | 1.63819 | ||
| 50 | 2023.07.12 04:00 | t/p | 16 | 0.10 | 1.63819 | 1.65719 | 1.63819 | 65.40 | 9809.97 |
| 51 | 2023.07.25 20:00 | buy | 17 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 52 | 2023.07.25 20:00 | modify | 17 | 0.10 | 1.62829 | 1.61929 | 1.63829 | ||
| 53 | 2023.07.26 04:00 | t/p | 17 | 0.10 | 1.63829 | 1.61929 | 1.63829 | 65.34 | 9875.31 |
| 54 | 2023.08.02 12:00 | sell | 18 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 55 | 2023.08.02 12:00 | modify | 18 | 0.10 | 1.66928 | 1.67828 | 1.65928 | ||
| 56 | 2023.08.08 04:00 | s/l | 18 | 0.10 | 1.67828 | 1.67828 | 1.65928 | -59.90 | 9815.41 |
| 57 | 2023.08.08 12:00 | sell | 19 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 58 | 2023.08.08 12:00 | modify | 19 | 0.10 | 1.68249 | 1.69149 | 1.67249 | ||
| 59 | 2023.08.09 00:00 | t/p | 19 | 0.10 | 1.67249 | 1.69149 | 1.67249 | 65.54 | 9880.94 |
| 60 | 2023.08.24 04:00 | buy | 20 | 0.10 | 1.67696 | 0.00000 | 0.00000 | ||
| 61 | 2023.08.24 04:00 | modify | 20 | 0.10 | 1.67696 | 1.66796 | 1.68696 | ||
| 62 | 2023.08.24 12:00 | buy | 21 | 0.10 | 1.68416 | 0.00000 | 0.00000 | ||
| 63 | 2023.08.24 12:00 | modify | 21 | 0.10 | 1.68416 | 1.68096 | 1.68696 | ||
| 64 | 2023.08.24 12:00 | modify | 20 | 0.10 | 1.67696 | 1.68096 | 1.68696 | ||
| 65 | 2023.08.25 04:00 | s/l | 20 | 0.10 | 1.68096 | 1.68096 | 1.68696 | 26.02 | 9906.96 |
| 66 | 2023.08.25 04:00 | s/l | 21 | 0.10 | 1.68096 | 1.68096 | 1.68696 | -21.16 | 9885.80 |
| 67 | 2023.09.05 12:00 | sell | 22 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 68 | 2023.09.05 12:00 | modify | 22 | 0.10 | 1.68598 | 1.69498 | 1.67598 | ||
| 69 | 2023.09.07 16:00 | t/p | 22 | 0.10 | 1.67598 | 1.69498 | 1.67598 | 65.14 | 9950.94 |
| 70 | 2023.09.15 00:00 | buy | 23 | 0.10 | 1.65413 | 0.00000 | 0.00000 | ||
| 71 | 2023.09.15 00:00 | modify | 23 | 0.10 | 1.65413 | 1.64513 | 1.66413 | ||
| 72 | 2023.09.21 12:00 | t/p | 23 | 0.10 | 1.66413 | 1.64513 | 1.66413 | 64.38 | 10015.32 |
| 73 | 2023.10.03 16:00 | sell | 24 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
| 74 | 2023.10.03 16:00 | modify | 24 | 0.10 | 1.66118 | 1.67018 | 1.65118 | ||
| 75 | 2023.10.05 04:00 | t/p | 24 | 0.10 | 1.65118 | 1.67018 | 1.65118 | 65.14 | 10080.45 |
| 76 | 2023.10.10 04:00 | buy | 25 | 0.10 | 1.64788 | 0.00000 | 0.00000 | ||
| 77 | 2023.10.10 04:00 | modify | 25 | 0.10 | 1.64788 | 1.63888 | 1.65788 | ||
| 78 | 2023.10.10 12:00 | buy | 26 | 0.10 | 1.65408 | 0.00000 | 0.00000 | ||
| 79 | 2023.10.10 12:00 | modify | 26 | 0.10 | 1.65408 | 1.65238 | 1.65788 | ||
| 80 | 2023.10.10 12:00 | modify | 25 | 0.10 | 1.64788 | 1.65238 | 1.65788 | ||
| 81 | 2023.10.10 16:00 | s/l | 25 | 0.10 | 1.65238 | 1.65238 | 1.65788 | 29.49 | 10109.94 |
| 82 | 2023.10.10 16:00 | s/l | 26 | 0.10 | 1.65238 | 1.65238 | 1.65788 | -11.14 | 10098.80 |
| 83 | 2023.10.19 12:00 | sell | 27 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 84 | 2023.10.19 12:00 | modify | 27 | 0.10 | 1.67255 | 1.68155 | 1.66255 | ||
| 85 | 2023.10.23 12:00 | s/l | 27 | 0.10 | 1.68155 | 1.68155 | 1.66255 | -59.37 | 10039.44 |
| 86 | 2023.12.03 20:00 | buy | 28 | 0.10 | 1.63119 | 0.00000 | 0.00000 | ||
| 87 | 2023.12.03 20:00 | modify | 28 | 0.10 | 1.63119 | 1.62219 | 1.64119 | ||
| 88 | 2023.12.05 04:00 | t/p | 28 | 0.10 | 1.64119 | 1.62219 | 1.64119 | 65.15 | 10104.58 |
| 89 | 2024.01.16 08:00 | sell | 29 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 90 | 2024.01.16 08:00 | modify | 29 | 0.10 | 1.64979 | 1.65879 | 1.63979 | ||
| 91 | 2024.01.17 08:00 | s/l | 29 | 0.10 | 1.65879 | 1.65879 | 1.63979 | -59.23 | 10045.35 |
| 92 | 2024.01.18 00:00 | sell | 30 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 93 | 2024.01.18 00:00 | modify | 30 | 0.10 | 1.66136 | 1.67036 | 1.65136 | ||
| 94 | 2024.01.18 16:00 | sell | 31 | 0.10 | 1.65507 | 0.00000 | 0.00000 | ||
| 95 | 2024.01.18 16:00 | modify | 31 | 0.10 | 1.65507 | 1.65686 | 1.65136 | ||
| 96 | 2024.01.18 16:00 | modify | 30 | 0.10 | 1.66136 | 1.65686 | 1.65136 | ||
| 97 | 2024.01.18 20:00 | s/l | 30 | 0.10 | 1.65686 | 1.65686 | 1.65136 | 29.55 | 10074.90 |
| 98 | 2024.01.18 20:00 | s/l | 31 | 0.10 | 1.65686 | 1.65686 | 1.65136 | -11.76 | 10063.14 |
| 99 | 2024.02.27 00:00 | sell | 32 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 100 | 2024.02.27 00:00 | modify | 32 | 0.10 | 1.65923 | 1.66823 | 1.64923 | ||
| 101 | 2024.02.28 16:00 | s/l | 32 | 0.10 | 1.66823 | 1.66823 | 1.64923 | -59.24 | 10003.90 |