Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=120; 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=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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 495.90 | Gross profit | 1523.58 | Gross loss | -1027.69 |
| Profit factor | 1.48 | Expected payoff | 13.40 | ||
| Absolute drawdown | 320.70 | Maximal drawdown | 419.69 (4.16%) | Relative drawdown | 4.16% (419.69) |
| Total trades | 37 | Short positions (won %) | 16 (37.50%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 99.36 | loss trade | -84.66 | |
| Average | profit trade | 72.55 | loss trade | -64.23 | |
| Maximum | consecutive wins (profit in money) | 4 (299.12) | consecutive losses (loss in money) | 5 (-401.33) | |
| Maximal | consecutive profit (count of wins) | 299.12 (4) | consecutive loss (count of losses) | -401.33 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 08:00 | buy | 1 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.02 08:00 | modify | 1 | 0.10 | 1.63957 | 1.62757 | 1.65457 | ||
| 3 | 2023.05.03 08:00 | t/p | 1 | 0.10 | 1.65457 | 1.62757 | 1.65457 | 98.99 | 10098.99 |
| 4 | 2023.05.08 08:00 | buy | 2 | 0.10 | 1.62938 | 0.00000 | 0.00000 | ||
| 5 | 2023.05.08 08:00 | modify | 2 | 0.10 | 1.62938 | 1.61738 | 1.64438 | ||
| 6 | 2023.05.10 16:00 | s/l | 2 | 0.10 | 1.61738 | 1.61738 | 1.64438 | -80.23 | 10018.76 |
| 7 | 2023.06.02 12:00 | buy | 3 | 0.10 | 1.62564 | 0.00000 | 0.00000 | ||
| 8 | 2023.06.02 12:00 | modify | 3 | 0.10 | 1.62564 | 1.61364 | 1.64064 | ||
| 9 | 2023.06.06 08:00 | s/l | 3 | 0.10 | 1.61364 | 1.61364 | 1.64064 | -80.23 | 9938.54 |
| 10 | 2023.06.06 08:00 | buy | 4 | 0.10 | 1.60815 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.06 08:00 | modify | 4 | 0.10 | 1.60815 | 1.59615 | 1.62315 | ||
| 12 | 2023.06.09 16:00 | s/l | 4 | 0.10 | 1.59615 | 1.59615 | 1.62315 | -81.32 | 9857.21 |
| 13 | 2023.06.22 04:00 | sell | 5 | 0.10 | 1.61902 | 0.00000 | 0.00000 | ||
| 14 | 2023.06.22 04:00 | modify | 5 | 0.10 | 1.61902 | 1.63102 | 1.60402 | ||
| 15 | 2023.06.23 04:00 | s/l | 5 | 0.10 | 1.63102 | 1.63102 | 1.60402 | -79.64 | 9777.58 |
| 16 | 2023.06.23 04:00 | sell | 6 | 0.10 | 1.63022 | 0.00000 | 0.00000 | ||
| 17 | 2023.06.23 04:00 | modify | 6 | 0.10 | 1.63022 | 1.64222 | 1.61522 | ||
| 18 | 2023.06.28 04:00 | s/l | 6 | 0.10 | 1.64222 | 1.64222 | 1.61522 | -79.92 | 9697.66 |
| 19 | 2023.06.28 12:00 | sell | 7 | 0.10 | 1.65170 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.28 12:00 | modify | 7 | 0.10 | 1.65170 | 1.66370 | 1.63670 | ||
| 21 | 2023.07.02 20:00 | t/p | 7 | 0.10 | 1.63670 | 1.66370 | 1.63670 | 98.84 | 9796.50 |
| 22 | 2023.07.04 12:00 | buy | 8 | 0.10 | 1.62975 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.04 12:00 | modify | 8 | 0.10 | 1.62975 | 1.61775 | 1.64475 | ||
| 24 | 2023.07.07 16:00 | t/p | 8 | 0.10 | 1.64475 | 1.61775 | 1.64475 | 97.52 | 9894.01 |
| 25 | 2023.07.13 16:00 | buy | 9 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
| 26 | 2023.07.13 16:00 | modify | 9 | 0.10 | 1.62918 | 1.61718 | 1.64418 | ||
| 27 | 2023.07.17 04:00 | t/p | 9 | 0.10 | 1.64418 | 1.61718 | 1.64418 | 98.61 | 9992.63 |
| 28 | 2023.07.17 08:00 | sell | 10 | 0.10 | 1.64935 | 0.00000 | 0.00000 | ||
| 29 | 2023.07.17 08:00 | modify | 10 | 0.10 | 1.64935 | 1.66135 | 1.63435 | ||
| 30 | 2023.07.20 04:00 | sell | 11 | 0.10 | 1.64310 | 0.00000 | 0.00000 | ||
| 31 | 2023.07.20 04:00 | modify | 11 | 0.10 | 1.64310 | 1.64860 | 1.63435 | ||
| 32 | 2023.07.20 04:00 | modify | 10 | 0.10 | 1.64935 | 1.64860 | 1.63435 | ||
| 33 | 2023.07.21 12:00 | s/l | 10 | 0.10 | 1.64860 | 1.64860 | 1.63435 | 4.16 | 9996.78 |
| 34 | 2023.07.21 12:00 | s/l | 11 | 0.10 | 1.64860 | 1.64860 | 1.63435 | -36.58 | 9960.21 |
| 35 | 2023.07.25 16:00 | buy | 12 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
| 36 | 2023.07.25 16:00 | modify | 12 | 0.10 | 1.62799 | 1.61599 | 1.64299 | ||
| 37 | 2023.07.26 04:00 | buy | 13 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.26 04:00 | modify | 13 | 0.10 | 1.63416 | 1.62874 | 1.64299 | ||
| 39 | 2023.07.26 04:00 | modify | 12 | 0.10 | 1.62799 | 1.62874 | 1.64299 | ||
| 40 | 2023.07.26 16:00 | t/p | 12 | 0.10 | 1.64299 | 1.62874 | 1.64299 | 98.99 | 10059.20 |
| 41 | 2023.07.26 16:00 | t/p | 13 | 0.10 | 1.64299 | 1.62874 | 1.64299 | 58.49 | 10117.69 |
| 42 | 2023.08.02 04:00 | sell | 14 | 0.10 | 1.66636 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.02 04:00 | modify | 14 | 0.10 | 1.66636 | 1.67836 | 1.65136 | ||
| 44 | 2023.08.08 04:00 | s/l | 14 | 0.10 | 1.67836 | 1.67836 | 1.65136 | -80.31 | 10037.38 |
| 45 | 2023.09.05 08:00 | sell | 15 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
| 46 | 2023.09.05 08:00 | modify | 15 | 0.10 | 1.68668 | 1.69868 | 1.67168 | ||
| 47 | 2023.09.11 04:00 | t/p | 15 | 0.10 | 1.67168 | 1.69868 | 1.67168 | 98.57 | 10135.95 |
| 48 | 2023.09.14 16:00 | buy | 16 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
| 49 | 2023.09.14 16:00 | modify | 16 | 0.10 | 1.65504 | 1.64304 | 1.67004 | ||
| 50 | 2023.09.28 20:00 | s/l | 16 | 0.10 | 1.64304 | 1.64304 | 1.67004 | -84.66 | 10051.29 |
| 51 | 2023.09.29 04:00 | buy | 17 | 0.10 | 1.63806 | 0.00000 | 0.00000 | ||
| 52 | 2023.09.29 04:00 | modify | 17 | 0.10 | 1.63806 | 1.62606 | 1.65306 | ||
| 53 | 2023.10.02 04:00 | buy | 18 | 0.10 | 1.64872 | 0.00000 | 0.00000 | ||
| 54 | 2023.10.02 04:00 | modify | 18 | 0.10 | 1.64872 | 1.64331 | 1.65306 | ||
| 55 | 2023.10.02 04:00 | modify | 17 | 0.10 | 1.63806 | 1.64331 | 1.65306 | ||
| 56 | 2023.10.03 08:00 | t/p | 17 | 0.10 | 1.65306 | 1.64331 | 1.65306 | 98.61 | 10149.90 |
| 57 | 2023.10.03 08:00 | t/p | 18 | 0.10 | 1.65306 | 1.64331 | 1.65306 | 28.37 | 10178.27 |
| 58 | 2023.10.03 12:00 | sell | 19 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.03 12:00 | modify | 19 | 0.10 | 1.66145 | 1.67345 | 1.64645 | ||
| 60 | 2023.10.05 20:00 | sell | 20 | 0.10 | 1.65545 | 0.00000 | 0.00000 | ||
| 61 | 2023.10.05 20:00 | modify | 20 | 0.10 | 1.65545 | 1.66070 | 1.64645 | ||
| 62 | 2023.10.05 20:00 | modify | 19 | 0.10 | 1.66145 | 1.66070 | 1.64645 | ||
| 63 | 2023.10.06 04:00 | sell | 21 | 0.10 | 1.65377 | 0.00000 | 0.00000 | ||
| 64 | 2023.10.06 04:00 | modify | 21 | 0.10 | 1.65377 | 1.65770 | 1.64645 | ||
| 65 | 2023.10.06 04:00 | modify | 20 | 0.10 | 1.65545 | 1.65770 | 1.64645 | ||
| 66 | 2023.10.06 04:00 | modify | 19 | 0.10 | 1.66145 | 1.65770 | 1.64645 | ||
| 67 | 2023.10.06 08:00 | s/l | 19 | 0.10 | 1.65770 | 1.65770 | 1.64645 | 24.17 | 10202.45 |
| 68 | 2023.10.06 08:00 | s/l | 20 | 0.10 | 1.65770 | 1.65770 | 1.64645 | -15.05 | 10187.40 |
| 69 | 2023.10.06 08:00 | s/l | 21 | 0.10 | 1.65770 | 1.65770 | 1.64645 | -26.04 | 10161.36 |
| 70 | 2023.10.12 16:00 | sell | 22 | 0.10 | 1.66599 | 0.00000 | 0.00000 | ||
| 71 | 2023.10.12 16:00 | modify | 22 | 0.10 | 1.66599 | 1.67799 | 1.65099 | ||
| 72 | 2023.10.20 12:00 | s/l | 22 | 0.10 | 1.67799 | 1.67799 | 1.65099 | -80.58 | 10080.78 |
| 73 | 2023.10.25 04:00 | buy | 23 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 74 | 2023.10.25 04:00 | modify | 23 | 0.10 | 1.66176 | 1.64976 | 1.67676 | ||
| 75 | 2023.10.26 00:00 | t/p | 23 | 0.10 | 1.67676 | 1.64976 | 1.67676 | 98.25 | 10179.03 |
| 76 | 2023.11.07 08:00 | sell | 24 | 0.10 | 1.66510 | 0.00000 | 0.00000 | ||
| 77 | 2023.11.07 08:00 | modify | 24 | 0.10 | 1.66510 | 1.67710 | 1.65010 | ||
| 78 | 2023.11.10 00:00 | s/l | 24 | 0.10 | 1.67710 | 1.67710 | 1.65010 | -80.19 | 10098.85 |
| 79 | 2023.12.01 16:00 | buy | 25 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
| 80 | 2023.12.01 16:00 | modify | 25 | 0.10 | 1.63260 | 1.62060 | 1.64760 | ||
| 81 | 2023.12.05 04:00 | t/p | 25 | 0.10 | 1.64760 | 1.62060 | 1.64760 | 98.62 | 10197.47 |
| 82 | 2023.12.14 04:00 | buy | 26 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
| 83 | 2023.12.14 04:00 | modify | 26 | 0.10 | 1.62447 | 1.61247 | 1.63947 | ||
| 84 | 2023.12.14 16:00 | t/p | 26 | 0.10 | 1.63947 | 1.61247 | 1.63947 | 99.36 | 10296.83 |
| 85 | 2024.01.16 04:00 | sell | 27 | 0.10 | 1.65101 | 0.00000 | 0.00000 | ||
| 86 | 2024.01.16 04:00 | modify | 27 | 0.10 | 1.65101 | 1.66301 | 1.63601 | ||
| 87 | 2024.01.17 12:00 | s/l | 27 | 0.10 | 1.66301 | 1.66301 | 1.63601 | -79.64 | 10217.19 |
| 88 | 2024.02.26 16:00 | sell | 28 | 0.10 | 1.65928 | 0.00000 | 0.00000 | ||
| 89 | 2024.02.26 16:00 | modify | 28 | 0.10 | 1.65928 | 1.67128 | 1.64428 | ||
| 90 | 2024.03.05 08:00 | s/l | 28 | 0.10 | 1.67128 | 1.67128 | 1.64428 | -80.59 | 10136.60 |
| 91 | 2024.03.05 08:00 | sell | 29 | 0.10 | 1.67262 | 0.00000 | 0.00000 | ||
| 92 | 2024.03.05 08:00 | modify | 29 | 0.10 | 1.67262 | 1.68462 | 1.65762 | ||
| 93 | 2024.03.07 04:00 | t/p | 29 | 0.10 | 1.65762 | 1.68462 | 1.65762 | 98.84 | 10235.44 |
| 94 | 2024.03.07 08:00 | buy | 30 | 0.10 | 1.65357 | 0.00000 | 0.00000 | ||
| 95 | 2024.03.07 08:00 | modify | 30 | 0.10 | 1.65357 | 1.64157 | 1.66857 | ||
| 96 | 2024.03.20 08:00 | buy | 31 | 0.10 | 1.66433 | 0.00000 | 0.00000 | ||
| 97 | 2024.03.20 08:00 | modify | 31 | 0.10 | 1.66433 | 1.65882 | 1.66857 | ||
| 98 | 2024.03.20 08:00 | modify | 30 | 0.10 | 1.65357 | 1.65882 | 1.66857 | ||
| 99 | 2024.03.20 20:00 | s/l | 30 | 0.10 | 1.65882 | 1.65882 | 1.66857 | 30.72 | 10266.16 |
| 100 | 2024.03.20 20:00 | s/l | 31 | 0.10 | 1.65882 | 1.65882 | 1.66857 | -36.50 | 10229.66 |
| 101 | 2024.03.21 04:00 | buy | 32 | 0.10 | 1.65123 | 0.00000 | 0.00000 | ||
| 102 | 2024.03.21 04:00 | modify | 32 | 0.10 | 1.65123 | 1.63923 | 1.66623 | ||
| 103 | 2024.03.25 00:00 | buy | 33 | 0.10 | 1.65894 | 0.00000 | 0.00000 | ||
| 104 | 2024.03.25 00:00 | modify | 33 | 0.10 | 1.65894 | 1.65498 | 1.66623 | ||
| 105 | 2024.03.25 00:00 | modify | 32 | 0.10 | 1.65123 | 1.65498 | 1.66623 | ||
| 106 | 2024.03.25 04:00 | s/l | 32 | 0.10 | 1.65498 | 1.65498 | 1.66623 | 24.10 | 10253.76 |
| 107 | 2024.03.25 04:00 | s/l | 33 | 0.10 | 1.65498 | 1.65498 | 1.66623 | -26.23 | 10227.53 |
| 108 | 2024.04.04 08:00 | buy | 34 | 0.10 | 1.64714 | 0.00000 | 0.00000 | ||
| 109 | 2024.04.04 08:00 | modify | 34 | 0.10 | 1.64714 | 1.63514 | 1.66214 | ||
| 110 | 2024.04.16 08:00 | buy | 35 | 0.10 | 1.65482 | 0.00000 | 0.00000 | ||
| 111 | 2024.04.16 08:00 | modify | 35 | 0.10 | 1.65482 | 1.65089 | 1.66214 | ||
| 112 | 2024.04.16 08:00 | modify | 34 | 0.10 | 1.64714 | 1.65089 | 1.66214 | ||
| 113 | 2024.04.18 20:00 | buy | 36 | 0.10 | 1.65774 | 0.00000 | 0.00000 | ||
| 114 | 2024.04.18 20:00 | modify | 36 | 0.10 | 1.65774 | 1.65239 | 1.66214 | ||
| 115 | 2024.04.18 20:00 | modify | 35 | 0.10 | 1.65482 | 1.65239 | 1.66214 | ||
| 116 | 2024.04.18 20:00 | modify | 34 | 0.10 | 1.64714 | 1.65239 | 1.66214 | ||
| 117 | 2024.04.19 04:00 | t/p | 34 | 0.10 | 1.66214 | 1.65239 | 1.66214 | 93.83 | 10321.36 |
| 118 | 2024.04.19 04:00 | t/p | 35 | 0.10 | 1.66214 | 1.65239 | 1.66214 | 46.65 | 10368.00 |
| 119 | 2024.04.19 04:00 | t/p | 36 | 0.10 | 1.66214 | 1.65239 | 1.66214 | 28.78 | 10396.79 |
| 120 | 2024.04.19 04:00 | sell | 37 | 0.10 | 1.66437 | 0.00000 | 0.00000 | ||
| 121 | 2024.04.19 04:00 | modify | 37 | 0.10 | 1.66437 | 1.67637 | 1.64937 | ||
| 122 | 2024.04.23 04:00 | t/p | 37 | 0.10 | 1.64937 | 1.67637 | 1.64937 | 99.11 | 10495.90 |