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 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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 31993039 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 809.65 | Gross profit | 1114.77 | Gross loss | -305.11 |
| Profit factor | 3.65 | Expected payoff | 23.13 | ||
| Absolute drawdown | 112.03 | Maximal drawdown | 139.81 (1.34%) | Relative drawdown | 1.34% (139.81) |
| Total trades | 35 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 25 (76.00%) |
| Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
| Largest | profit trade | 98.30 | loss trade | -65.91 | |
| Average | profit trade | 50.67 | loss trade | -23.47 | |
| Maximum | consecutive wins (profit in money) | 9 (495.13) | consecutive losses (loss in money) | 2 (-29.56) | |
| Maximal | consecutive profit (count of wins) | 495.13 (9) | consecutive loss (count of losses) | -65.91 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 04:00 | sell | 1 | 0.10 | 1.59194 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.07 04:00 | modify | 1 | 0.10 | 1.59194 | 1.60194 | 1.57694 | ||
| 3 | 2023.03.07 15:03 | s/l | 1 | 0.10 | 1.60194 | 1.60194 | 1.57694 | -65.67 | 9934.33 |
| 4 | 2023.03.21 12:00 | sell | 2 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.21 12:00 | modify | 2 | 0.10 | 1.61279 | 1.62279 | 1.59779 | ||
| 6 | 2023.03.22 06:38 | sell | 3 | 0.10 | 1.60679 | 0.00000 | 0.00000 | ||
| 7 | 2023.03.22 06:38 | modify | 3 | 0.10 | 1.60679 | 1.61204 | 1.59779 | ||
| 8 | 2023.03.22 06:38 | sell | 4 | 0.10 | 1.60679 | 0.00000 | 0.00000 | ||
| 9 | 2023.03.22 06:38 | modify | 4 | 0.10 | 1.60679 | 1.60904 | 1.59779 | ||
| 10 | 2023.03.22 06:38 | modify | 2 | 0.10 | 1.61279 | 1.60904 | 1.59779 | ||
| 11 | 2023.03.22 06:38 | modify | 3 | 0.10 | 1.60679 | 1.60904 | 1.59779 | ||
| 12 | 2023.03.22 08:01 | s/l | 2 | 0.10 | 1.60904 | 1.60904 | 1.59779 | 24.49 | 9958.82 |
| 13 | 2023.03.22 08:01 | s/l | 3 | 0.10 | 1.60904 | 1.60904 | 1.59779 | -14.78 | 9944.04 |
| 14 | 2023.03.22 08:01 | s/l | 4 | 0.10 | 1.60904 | 1.60904 | 1.59779 | -14.78 | 9929.26 |
| 15 | 2023.04.26 12:00 | sell | 5 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
| 16 | 2023.04.26 12:00 | modify | 5 | 0.10 | 1.67293 | 1.68293 | 1.65793 | ||
| 17 | 2023.04.27 05:39 | sell | 6 | 0.10 | 1.66691 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.27 05:39 | modify | 6 | 0.10 | 1.66691 | 1.67218 | 1.65793 | ||
| 19 | 2023.04.27 05:39 | sell | 7 | 0.10 | 1.66691 | 0.00000 | 0.00000 | ||
| 20 | 2023.04.27 05:39 | modify | 7 | 0.10 | 1.66691 | 1.66918 | 1.65793 | ||
| 21 | 2023.04.27 05:39 | modify | 5 | 0.10 | 1.67293 | 1.66918 | 1.65793 | ||
| 22 | 2023.04.27 05:39 | modify | 6 | 0.10 | 1.66691 | 1.66918 | 1.65793 | ||
| 23 | 2023.04.27 06:01 | s/l | 5 | 0.10 | 1.66918 | 1.66918 | 1.65793 | 24.22 | 9953.48 |
| 24 | 2023.04.27 06:01 | s/l | 6 | 0.10 | 1.66918 | 1.66918 | 1.65793 | -14.91 | 9938.57 |
| 25 | 2023.04.27 06:01 | s/l | 7 | 0.10 | 1.66918 | 1.66918 | 1.65793 | -14.91 | 9923.66 |
| 26 | 2023.05.02 08:00 | buy | 8 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 27 | 2023.05.02 08:00 | modify | 8 | 0.10 | 1.63957 | 1.62957 | 1.65457 | ||
| 28 | 2023.05.02 14:35 | buy | 9 | 0.10 | 1.64569 | 0.00000 | 0.00000 | ||
| 29 | 2023.05.02 14:35 | modify | 9 | 0.10 | 1.64569 | 1.64032 | 1.65457 | ||
| 30 | 2023.05.02 14:35 | buy | 10 | 0.10 | 1.64569 | 0.00000 | 0.00000 | ||
| 31 | 2023.05.02 14:35 | modify | 10 | 0.10 | 1.64569 | 1.64332 | 1.65457 | ||
| 32 | 2023.05.02 14:35 | modify | 8 | 0.10 | 1.63957 | 1.64332 | 1.65457 | ||
| 33 | 2023.05.02 14:35 | modify | 9 | 0.10 | 1.64569 | 1.64332 | 1.65457 | ||
| 34 | 2023.05.02 18:12 | buy | 11 | 0.10 | 1.65157 | 0.00000 | 0.00000 | ||
| 35 | 2023.05.02 18:12 | modify | 11 | 0.10 | 1.65157 | 1.64782 | 1.65457 | ||
| 36 | 2023.05.02 18:12 | modify | 10 | 0.10 | 1.64569 | 1.64782 | 1.65457 | ||
| 37 | 2023.05.02 18:12 | modify | 9 | 0.10 | 1.64569 | 1.64782 | 1.65457 | ||
| 38 | 2023.05.02 18:12 | modify | 8 | 0.10 | 1.63957 | 1.64782 | 1.65457 | ||
| 39 | 2023.05.03 06:48 | t/p | 8 | 0.10 | 1.65457 | 1.64782 | 1.65457 | 98.11 | 10021.77 |
| 40 | 2023.05.03 06:48 | t/p | 9 | 0.10 | 1.65457 | 1.64782 | 1.65457 | 58.01 | 10079.77 |
| 41 | 2023.05.03 06:48 | t/p | 10 | 0.10 | 1.65457 | 1.64782 | 1.65457 | 58.01 | 10137.78 |
| 42 | 2023.05.03 06:48 | t/p | 11 | 0.10 | 1.65457 | 1.64782 | 1.65457 | 19.47 | 10157.25 |
| 43 | 2023.06.02 16:00 | buy | 12 | 0.10 | 1.62136 | 0.00000 | 0.00000 | ||
| 44 | 2023.06.02 16:00 | modify | 12 | 0.10 | 1.62136 | 1.61136 | 1.63636 | ||
| 45 | 2023.06.06 04:30 | s/l | 12 | 0.10 | 1.61136 | 1.61136 | 1.63636 | -65.91 | 10091.34 |
| 46 | 2023.07.13 16:00 | buy | 13 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 47 | 2023.07.13 16:00 | modify | 13 | 0.10 | 1.62918 | 1.61918 | 1.64418 | ||
| 48 | 2023.07.14 11:51 | buy | 14 | 0.10 | 1.63520 | 0.00000 | 0.00000 | ||
| 49 | 2023.07.14 11:51 | modify | 14 | 0.10 | 1.63520 | 1.62993 | 1.64418 | ||
| 50 | 2023.07.14 11:51 | buy | 15 | 0.10 | 1.63520 | 0.00000 | 0.00000 | ||
| 51 | 2023.07.14 11:51 | modify | 15 | 0.10 | 1.63520 | 1.63293 | 1.64418 | ||
| 52 | 2023.07.14 11:51 | modify | 13 | 0.10 | 1.62918 | 1.63293 | 1.64418 | ||
| 53 | 2023.07.14 11:51 | modify | 14 | 0.10 | 1.63520 | 1.63293 | 1.64418 | ||
| 54 | 2023.07.14 15:41 | buy | 16 | 0.10 | 1.64119 | 0.00000 | 0.00000 | ||
| 55 | 2023.07.14 15:41 | modify | 16 | 0.10 | 1.64119 | 1.63743 | 1.64418 | ||
| 56 | 2023.07.14 15:41 | modify | 15 | 0.10 | 1.63520 | 1.63743 | 1.64418 | ||
| 57 | 2023.07.14 15:41 | modify | 14 | 0.10 | 1.63520 | 1.63743 | 1.64418 | ||
| 58 | 2023.07.14 15:41 | modify | 13 | 0.10 | 1.62918 | 1.63743 | 1.64418 | ||
| 59 | 2023.07.17 01:36 | t/p | 13 | 0.10 | 1.64418 | 1.63743 | 1.64418 | 97.92 | 10189.25 |
| 60 | 2023.07.17 01:36 | t/p | 14 | 0.10 | 1.64418 | 1.63743 | 1.64418 | 58.66 | 10247.91 |
| 61 | 2023.07.17 01:36 | t/p | 15 | 0.10 | 1.64418 | 1.63743 | 1.64418 | 58.66 | 10306.57 |
| 62 | 2023.07.17 01:36 | t/p | 16 | 0.10 | 1.64418 | 1.63743 | 1.64418 | 19.41 | 10325.98 |
| 63 | 2023.07.25 16:00 | buy | 17 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 64 | 2023.07.25 16:00 | modify | 17 | 0.10 | 1.62799 | 1.61799 | 1.64299 | ||
| 65 | 2023.07.26 01:30 | buy | 18 | 0.10 | 1.64009 | 0.00000 | 0.00000 | ||
| 66 | 2023.07.26 01:30 | modify | 18 | 0.10 | 1.64009 | 1.63624 | 1.64299 | ||
| 67 | 2023.07.26 01:30 | modify | 17 | 0.10 | 1.62799 | 1.63624 | 1.64299 | ||
| 68 | 2023.07.26 01:49 | s/l | 17 | 0.10 | 1.63624 | 1.63624 | 1.64299 | 53.88 | 10379.85 |
| 69 | 2023.07.26 01:49 | s/l | 18 | 0.10 | 1.63624 | 1.63624 | 1.64299 | -25.23 | 10354.62 |
| 70 | 2023.09.05 08:00 | sell | 19 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 71 | 2023.09.05 08:00 | modify | 19 | 0.10 | 1.68668 | 1.69668 | 1.67168 | ||
| 72 | 2023.09.05 14:52 | sell | 20 | 0.10 | 1.68068 | 0.00000 | 0.00000 | ||
| 73 | 2023.09.05 14:52 | modify | 20 | 0.10 | 1.68068 | 1.68593 | 1.67168 | ||
| 74 | 2023.09.05 14:52 | sell | 21 | 0.10 | 1.68068 | 0.00000 | 0.00000 | ||
| 75 | 2023.09.05 14:52 | modify | 21 | 0.10 | 1.68068 | 1.68293 | 1.67168 | ||
| 76 | 2023.09.05 14:52 | modify | 19 | 0.10 | 1.68668 | 1.68293 | 1.67168 | ||
| 77 | 2023.09.05 14:52 | modify | 20 | 0.10 | 1.68068 | 1.68293 | 1.67168 | ||
| 78 | 2023.09.05 23:37 | s/l | 19 | 0.10 | 1.68293 | 1.68293 | 1.67168 | 24.63 | 10379.25 |
| 79 | 2023.09.05 23:37 | s/l | 20 | 0.10 | 1.68293 | 1.68293 | 1.67168 | -14.77 | 10364.48 |
| 80 | 2023.09.05 23:37 | s/l | 21 | 0.10 | 1.68293 | 1.68293 | 1.67168 | -14.77 | 10349.71 |
| 81 | 2023.09.14 16:00 | buy | 22 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 82 | 2023.09.14 16:00 | modify | 22 | 0.10 | 1.65504 | 1.64504 | 1.67004 | ||
| 83 | 2023.09.18 14:06 | buy | 23 | 0.10 | 1.66106 | 0.00000 | 0.00000 | ||
| 84 | 2023.09.18 14:06 | modify | 23 | 0.10 | 1.66106 | 1.65579 | 1.67004 | ||
| 85 | 2023.09.18 14:06 | buy | 24 | 0.10 | 1.66106 | 0.00000 | 0.00000 | ||
| 86 | 2023.09.18 14:06 | modify | 24 | 0.10 | 1.66106 | 1.65879 | 1.67004 | ||
| 87 | 2023.09.18 14:06 | modify | 22 | 0.10 | 1.65504 | 1.65879 | 1.67004 | ||
| 88 | 2023.09.18 14:06 | modify | 23 | 0.10 | 1.66106 | 1.65879 | 1.67004 | ||
| 89 | 2023.09.18 14:31 | s/l | 22 | 0.10 | 1.65879 | 1.65879 | 1.67004 | 24.19 | 10373.90 |
| 90 | 2023.09.18 14:31 | s/l | 23 | 0.10 | 1.65879 | 1.65879 | 1.67004 | -14.88 | 10359.02 |
| 91 | 2023.09.18 14:31 | s/l | 24 | 0.10 | 1.65879 | 1.65879 | 1.67004 | -14.88 | 10344.14 |
| 92 | 2023.10.25 04:00 | buy | 25 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 93 | 2023.10.25 04:00 | modify | 25 | 0.10 | 1.66176 | 1.65176 | 1.67676 | ||
| 94 | 2023.10.25 09:07 | buy | 26 | 0.10 | 1.66778 | 0.00000 | 0.00000 | ||
| 95 | 2023.10.25 09:07 | modify | 26 | 0.10 | 1.66778 | 1.66251 | 1.67676 | ||
| 96 | 2023.10.25 09:07 | buy | 27 | 0.10 | 1.66778 | 0.00000 | 0.00000 | ||
| 97 | 2023.10.25 09:07 | modify | 27 | 0.10 | 1.66778 | 1.66551 | 1.67676 | ||
| 98 | 2023.10.25 09:07 | modify | 25 | 0.10 | 1.66176 | 1.66551 | 1.67676 | ||
| 99 | 2023.10.25 09:07 | modify | 26 | 0.10 | 1.66778 | 1.66551 | 1.67676 | ||
| 100 | 2023.10.25 14:30 | buy | 28 | 0.10 | 1.67376 | 0.00000 | 0.00000 | ||
| 101 | 2023.10.25 14:30 | modify | 28 | 0.10 | 1.67376 | 1.67001 | 1.67676 | ||
| 102 | 2023.10.25 14:30 | modify | 27 | 0.10 | 1.66778 | 1.67001 | 1.67676 | ||
| 103 | 2023.10.25 14:30 | modify | 26 | 0.10 | 1.66778 | 1.67001 | 1.67676 | ||
| 104 | 2023.10.25 14:30 | modify | 25 | 0.10 | 1.66176 | 1.67001 | 1.67676 | ||
| 105 | 2023.10.25 22:07 | t/p | 25 | 0.10 | 1.67676 | 1.67001 | 1.67676 | 98.30 | 10442.44 |
| 106 | 2023.10.25 22:07 | t/p | 26 | 0.10 | 1.67676 | 1.67001 | 1.67676 | 58.85 | 10501.29 |
| 107 | 2023.10.25 22:07 | t/p | 27 | 0.10 | 1.67676 | 1.67001 | 1.67676 | 58.85 | 10560.14 |
| 108 | 2023.10.25 22:07 | t/p | 28 | 0.10 | 1.67676 | 1.67001 | 1.67676 | 19.66 | 10579.80 |
| 109 | 2023.12.01 16:00 | buy | 29 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 110 | 2023.12.01 16:00 | modify | 29 | 0.10 | 1.63260 | 1.62260 | 1.64760 | ||
| 111 | 2023.12.04 23:38 | buy | 30 | 0.10 | 1.63862 | 0.00000 | 0.00000 | ||
| 112 | 2023.12.04 23:38 | modify | 30 | 0.10 | 1.63862 | 1.63335 | 1.64760 | ||
| 113 | 2023.12.04 23:38 | buy | 31 | 0.10 | 1.63862 | 0.00000 | 0.00000 | ||
| 114 | 2023.12.04 23:38 | modify | 31 | 0.10 | 1.63862 | 1.63635 | 1.64760 | ||
| 115 | 2023.12.04 23:38 | modify | 29 | 0.10 | 1.63260 | 1.63635 | 1.64760 | ||
| 116 | 2023.12.04 23:38 | modify | 30 | 0.10 | 1.63862 | 1.63635 | 1.64760 | ||
| 117 | 2023.12.05 03:30 | buy | 32 | 0.10 | 1.64460 | 0.00000 | 0.00000 | ||
| 118 | 2023.12.05 03:30 | modify | 32 | 0.10 | 1.64460 | 1.64085 | 1.64760 | ||
| 119 | 2023.12.05 03:30 | modify | 31 | 0.10 | 1.63862 | 1.64085 | 1.64760 | ||
| 120 | 2023.12.05 03:30 | modify | 30 | 0.10 | 1.63862 | 1.64085 | 1.64760 | ||
| 121 | 2023.12.05 03:30 | modify | 29 | 0.10 | 1.63260 | 1.64085 | 1.64760 | ||
| 122 | 2023.12.05 03:40 | t/p | 29 | 0.10 | 1.64760 | 1.64085 | 1.64760 | 97.92 | 10677.72 |
| 123 | 2023.12.05 03:40 | t/p | 30 | 0.10 | 1.64760 | 1.64085 | 1.64760 | 58.66 | 10736.37 |
| 124 | 2023.12.05 03:40 | t/p | 31 | 0.10 | 1.64760 | 1.64085 | 1.64760 | 58.66 | 10795.03 |
| 125 | 2023.12.05 03:40 | t/p | 32 | 0.10 | 1.64760 | 1.64085 | 1.64760 | 19.66 | 10814.69 |
| 126 | 2023.12.14 04:00 | buy | 33 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
| 127 | 2023.12.14 04:00 | modify | 33 | 0.10 | 1.62447 | 1.61447 | 1.63947 | ||
| 128 | 2023.12.14 09:02 | buy | 34 | 0.10 | 1.63048 | 0.00000 | 0.00000 | ||
| 129 | 2023.12.14 09:02 | modify | 34 | 0.10 | 1.63048 | 1.62522 | 1.63947 | ||
| 130 | 2023.12.14 09:02 | buy | 35 | 0.10 | 1.63048 | 0.00000 | 0.00000 | ||
| 131 | 2023.12.14 09:02 | modify | 35 | 0.10 | 1.63048 | 1.62822 | 1.63947 | ||
| 132 | 2023.12.14 09:02 | modify | 33 | 0.10 | 1.62447 | 1.62822 | 1.63947 | ||
| 133 | 2023.12.14 09:02 | modify | 34 | 0.10 | 1.63048 | 1.62822 | 1.63947 | ||
| 134 | 2023.12.14 09:14 | s/l | 33 | 0.10 | 1.62822 | 1.62822 | 1.63947 | 24.58 | 10839.27 |
| 135 | 2023.12.14 09:14 | s/l | 34 | 0.10 | 1.62822 | 1.62822 | 1.63947 | -14.81 | 10824.46 |
| 136 | 2023.12.14 09:14 | s/l | 35 | 0.10 | 1.62822 | 1.62822 | 1.63947 | -14.81 | 10809.65 |