Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1673.02 | Gross profit | 2172.79 | Gross loss | -499.77 |
| Profit factor | 4.35 | Expected payoff | 47.80 | ||
| Absolute drawdown | 153.67 | Maximal drawdown | 275.07 (2.68%) | Relative drawdown | 2.68% (275.07) |
| Total trades | 35 | Short positions (won %) | 30 (73.33%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 152.00 | loss trade | -59.67 | |
| Average | profit trade | 90.53 | loss trade | -45.43 | |
| Maximum | consecutive wins (profit in money) | 18 (1655.02) | consecutive losses (loss in money) | 3 (-177.00) | |
| Maximal | consecutive profit (count of wins) | 1655.02 (18) | consecutive loss (count of losses) | -177.00 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 18:00 | sell | 1 | 0.10 | 1.09675 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.07 18:00 | modify | 1 | 0.10 | 1.09675 | 1.10275 | 1.08175 | ||
| 3 | 2023.07.11 07:00 | s/l | 1 | 0.10 | 1.10275 | 1.10275 | 1.08175 | -59.67 | 9940.33 |
| 4 | 2023.07.12 18:00 | sell | 2 | 0.10 | 1.11299 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.12 18:00 | modify | 2 | 0.10 | 1.11299 | 1.11899 | 1.09799 | ||
| 6 | 2023.07.13 13:00 | s/l | 2 | 0.10 | 1.11899 | 1.11899 | 1.09799 | -59.50 | 9880.83 |
| 7 | 2023.07.13 21:00 | sell | 3 | 0.10 | 1.12252 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.13 21:00 | modify | 3 | 0.10 | 1.12252 | 1.12852 | 1.10752 | ||
| 9 | 2023.07.20 16:00 | sell | 4 | 0.10 | 1.11349 | 0.00000 | 0.00000 | ||
| 10 | 2023.07.20 16:00 | modify | 4 | 0.10 | 1.11349 | 1.11727 | 1.10752 | ||
| 11 | 2023.07.20 16:00 | sell | 5 | 0.10 | 1.11349 | 0.00000 | 0.00000 | ||
| 12 | 2023.07.20 16:00 | modify | 5 | 0.10 | 1.11349 | 1.11727 | 1.10752 | ||
| 13 | 2023.07.20 16:00 | modify | 3 | 0.10 | 1.12252 | 1.11727 | 1.10752 | ||
| 14 | 2023.07.24 09:00 | t/p | 3 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 151.50 | 10032.33 |
| 15 | 2023.07.24 09:00 | t/p | 4 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 60.03 | 10092.36 |
| 16 | 2023.07.24 09:00 | t/p | 5 | 0.10 | 1.10752 | 1.11727 | 1.10752 | 60.03 | 10152.40 |
| 17 | 2023.08.04 18:00 | sell | 6 | 0.10 | 1.10283 | 0.00000 | 0.00000 | ||
| 18 | 2023.08.04 18:00 | modify | 6 | 0.10 | 1.10283 | 1.10883 | 1.08783 | ||
| 19 | 2023.08.08 14:00 | sell | 7 | 0.10 | 1.09381 | 0.00000 | 0.00000 | ||
| 20 | 2023.08.08 14:00 | modify | 7 | 0.10 | 1.09381 | 1.09758 | 1.08783 | ||
| 21 | 2023.08.08 14:00 | sell | 8 | 0.10 | 1.09381 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.08 14:00 | modify | 8 | 0.10 | 1.09381 | 1.09758 | 1.08783 | ||
| 23 | 2023.08.08 14:00 | modify | 6 | 0.10 | 1.10283 | 1.09758 | 1.08783 | ||
| 24 | 2023.08.08 23:00 | sell | 9 | 0.10 | 1.09520 | 0.00000 | 0.00000 | ||
| 25 | 2023.08.08 23:00 | modify | 9 | 0.10 | 1.09520 | 1.09983 | 1.08783 | ||
| 26 | 2023.08.09 00:00 | modify | 9 | 0.10 | 1.09520 | 1.09758 | 1.08783 | ||
| 27 | 2023.08.09 06:00 | s/l | 6 | 0.10 | 1.09758 | 1.09758 | 1.08783 | 53.00 | 10205.40 |
| 28 | 2023.08.09 06:00 | s/l | 7 | 0.10 | 1.09758 | 1.09758 | 1.08783 | -37.53 | 10167.86 |
| 29 | 2023.08.09 06:00 | s/l | 8 | 0.10 | 1.09758 | 1.09758 | 1.08783 | -37.53 | 10130.33 |
| 30 | 2023.08.09 06:00 | s/l | 9 | 0.10 | 1.09758 | 1.09758 | 1.08783 | -23.63 | 10106.70 |
| 31 | 2023.09.14 20:00 | buy | 10 | 0.10 | 1.06455 | 0.00000 | 0.00000 | ||
| 32 | 2023.09.14 20:00 | modify | 10 | 0.10 | 1.06455 | 1.05855 | 1.07955 | ||
| 33 | 2023.09.20 15:00 | buy | 11 | 0.10 | 1.07225 | 0.00000 | 0.00000 | ||
| 34 | 2023.09.20 15:00 | modify | 11 | 0.10 | 1.07225 | 1.06755 | 1.07955 | ||
| 35 | 2023.09.20 15:00 | modify | 10 | 0.10 | 1.06455 | 1.06755 | 1.07955 | ||
| 36 | 2023.09.20 17:00 | buy | 12 | 0.10 | 1.07382 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.20 17:00 | modify | 12 | 0.10 | 1.07382 | 1.06980 | 1.07955 | ||
| 38 | 2023.09.20 17:00 | buy | 13 | 0.10 | 1.07382 | 0.00000 | 0.00000 | ||
| 39 | 2023.09.20 17:00 | modify | 13 | 0.10 | 1.07382 | 1.06980 | 1.07955 | ||
| 40 | 2023.09.20 17:00 | modify | 11 | 0.10 | 1.07225 | 1.06980 | 1.07955 | ||
| 41 | 2023.09.20 17:00 | modify | 10 | 0.10 | 1.06455 | 1.06980 | 1.07955 | ||
| 42 | 2023.09.20 19:00 | s/l | 10 | 0.10 | 1.06980 | 1.06980 | 1.07955 | 49.84 | 10156.54 |
| 43 | 2023.09.20 19:00 | s/l | 11 | 0.10 | 1.06980 | 1.06980 | 1.07955 | -24.50 | 10132.04 |
| 44 | 2023.09.20 19:00 | s/l | 12 | 0.10 | 1.06980 | 1.06980 | 1.07955 | -40.20 | 10091.84 |
| 45 | 2023.09.20 19:00 | s/l | 13 | 0.10 | 1.06980 | 1.06980 | 1.07955 | -40.20 | 10051.64 |
| 46 | 2023.10.12 20:00 | buy | 14 | 0.10 | 1.05338 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.12 20:00 | modify | 14 | 0.10 | 1.05338 | 1.04738 | 1.06838 | ||
| 48 | 2023.10.24 03:00 | t/p | 14 | 0.10 | 1.06838 | 1.04738 | 1.06838 | 143.36 | 10195.00 |
| 49 | 2023.11.03 18:00 | sell | 15 | 0.10 | 1.07366 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.03 18:00 | modify | 15 | 0.10 | 1.07366 | 1.07966 | 1.05866 | ||
| 51 | 2023.11.14 14:00 | s/l | 15 | 0.10 | 1.07966 | 1.07966 | 1.05866 | -58.50 | 10136.50 |
| 52 | 2023.11.14 19:00 | sell | 16 | 0.10 | 1.08699 | 0.00000 | 0.00000 | ||
| 53 | 2023.11.14 19:00 | modify | 16 | 0.10 | 1.08699 | 1.09299 | 1.07199 | ||
| 54 | 2023.11.20 05:00 | s/l | 16 | 0.10 | 1.09299 | 1.09299 | 1.07199 | -59.00 | 10077.50 |
| 55 | 2023.12.13 21:00 | sell | 17 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
| 56 | 2023.12.13 21:00 | modify | 17 | 0.10 | 1.08812 | 1.09412 | 1.07312 | ||
| 57 | 2023.12.14 13:00 | s/l | 17 | 0.10 | 1.09412 | 1.09412 | 1.07312 | -59.50 | 10018.00 |
| 58 | 2023.12.27 18:00 | sell | 18 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
| 59 | 2023.12.27 18:00 | modify | 18 | 0.10 | 1.11054 | 1.11654 | 1.09554 | ||
| 60 | 2024.01.02 07:00 | sell | 19 | 0.10 | 1.10286 | 0.00000 | 0.00000 | ||
| 61 | 2024.01.02 07:00 | modify | 19 | 0.10 | 1.10286 | 1.10754 | 1.09554 | ||
| 62 | 2024.01.02 07:00 | modify | 18 | 0.10 | 1.11054 | 1.10754 | 1.09554 | ||
| 63 | 2024.01.02 10:00 | sell | 20 | 0.10 | 1.10149 | 0.00000 | 0.00000 | ||
| 64 | 2024.01.02 10:00 | modify | 20 | 0.10 | 1.10149 | 1.10529 | 1.09554 | ||
| 65 | 2024.01.02 10:00 | sell | 21 | 0.10 | 1.10149 | 0.00000 | 0.00000 | ||
| 66 | 2024.01.02 10:00 | modify | 21 | 0.10 | 1.10149 | 1.10529 | 1.09554 | ||
| 67 | 2024.01.02 10:00 | modify | 19 | 0.10 | 1.10286 | 1.10529 | 1.09554 | ||
| 68 | 2024.01.02 10:00 | modify | 18 | 0.10 | 1.11054 | 1.10529 | 1.09554 | ||
| 69 | 2024.01.02 14:00 | t/p | 18 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 151.00 | 10169.00 |
| 70 | 2024.01.02 14:00 | t/p | 19 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 73.20 | 10242.20 |
| 71 | 2024.01.02 14:00 | t/p | 20 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 59.50 | 10301.70 |
| 72 | 2024.01.02 14:00 | t/p | 21 | 0.10 | 1.09554 | 1.10529 | 1.09554 | 59.50 | 10361.20 |
| 73 | 2024.02.01 21:00 | sell | 22 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 74 | 2024.02.01 21:00 | modify | 22 | 0.10 | 1.08715 | 1.09315 | 1.07215 | ||
| 75 | 2024.02.04 23:00 | sell | 23 | 0.10 | 1.07799 | 0.00000 | 0.00000 | ||
| 76 | 2024.02.04 23:00 | modify | 23 | 0.10 | 1.07799 | 1.08190 | 1.07215 | ||
| 77 | 2024.02.04 23:00 | sell | 24 | 0.10 | 1.07799 | 0.00000 | 0.00000 | ||
| 78 | 2024.02.04 23:00 | modify | 24 | 0.10 | 1.07799 | 1.08190 | 1.07215 | ||
| 79 | 2024.02.04 23:00 | modify | 22 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
| 80 | 2024.02.12 02:00 | sell | 25 | 0.10 | 1.07957 | 0.00000 | 0.00000 | ||
| 81 | 2024.02.12 02:00 | modify | 25 | 0.10 | 1.07957 | 1.08415 | 1.07215 | ||
| 82 | 2024.02.12 03:00 | modify | 25 | 0.10 | 1.07957 | 1.08190 | 1.07215 | ||
| 83 | 2024.02.13 14:00 | t/p | 22 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 151.67 | 10512.86 |
| 84 | 2024.02.13 14:00 | t/p | 23 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 59.90 | 10572.76 |
| 85 | 2024.02.13 14:00 | t/p | 24 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 59.90 | 10632.66 |
| 86 | 2024.02.13 14:00 | t/p | 25 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 74.37 | 10707.03 |
| 87 | 2024.03.20 22:00 | sell | 26 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 88 | 2024.03.20 22:00 | modify | 26 | 0.10 | 1.09206 | 1.09806 | 1.07706 | ||
| 89 | 2024.03.22 07:00 | sell | 27 | 0.10 | 1.08302 | 0.00000 | 0.00000 | ||
| 90 | 2024.03.22 07:00 | modify | 27 | 0.10 | 1.08302 | 1.08681 | 1.07706 | ||
| 91 | 2024.03.22 07:00 | sell | 28 | 0.10 | 1.08302 | 0.00000 | 0.00000 | ||
| 92 | 2024.03.22 07:00 | modify | 28 | 0.10 | 1.08302 | 1.08681 | 1.07706 | ||
| 93 | 2024.03.22 07:00 | modify | 26 | 0.10 | 1.09206 | 1.08681 | 1.07706 | ||
| 94 | 2024.04.01 15:00 | t/p | 26 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 152.00 | 10859.03 |
| 95 | 2024.04.01 15:00 | t/p | 27 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 60.93 | 10919.96 |
| 96 | 2024.04.01 15:00 | t/p | 28 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 60.93 | 10980.89 |
| 97 | 2024.04.03 20:00 | sell | 29 | 0.10 | 1.08334 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.03 20:00 | modify | 29 | 0.10 | 1.08334 | 1.08934 | 1.06834 | ||
| 99 | 2024.04.10 21:00 | sell | 30 | 0.10 | 1.07421 | 0.00000 | 0.00000 | ||
| 100 | 2024.04.10 21:00 | modify | 30 | 0.10 | 1.07421 | 1.07809 | 1.06834 | ||
| 101 | 2024.04.10 21:00 | sell | 31 | 0.10 | 1.07421 | 0.00000 | 0.00000 | ||
| 102 | 2024.04.10 21:00 | modify | 31 | 0.10 | 1.07421 | 1.07809 | 1.06834 | ||
| 103 | 2024.04.10 21:00 | modify | 29 | 0.10 | 1.08334 | 1.07809 | 1.06834 | ||
| 104 | 2024.04.12 08:00 | t/p | 29 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 151.83 | 11132.72 |
| 105 | 2024.04.12 08:00 | t/p | 30 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 59.37 | 11192.09 |
| 106 | 2024.04.12 08:00 | t/p | 31 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 59.37 | 11251.46 |
| 107 | 2024.06.03 22:00 | sell | 32 | 0.10 | 1.09028 | 0.00000 | 0.00000 | ||
| 108 | 2024.06.03 22:00 | modify | 32 | 0.10 | 1.09028 | 1.09628 | 1.07528 | ||
| 109 | 2024.06.07 15:00 | sell | 33 | 0.10 | 1.08125 | 0.00000 | 0.00000 | ||
| 110 | 2024.06.07 15:00 | modify | 33 | 0.10 | 1.08125 | 1.08503 | 1.07528 | ||
| 111 | 2024.06.07 15:00 | sell | 34 | 0.10 | 1.08125 | 0.00000 | 0.00000 | ||
| 112 | 2024.06.07 15:00 | modify | 34 | 0.10 | 1.08125 | 1.08503 | 1.07528 | ||
| 113 | 2024.06.07 15:00 | modify | 32 | 0.10 | 1.09028 | 1.08503 | 1.07528 | ||
| 114 | 2024.06.10 05:00 | t/p | 32 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 151.17 | 11402.62 |
| 115 | 2024.06.10 05:00 | t/p | 33 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 59.87 | 11462.49 |
| 116 | 2024.06.10 05:00 | t/p | 34 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 59.87 | 11522.35 |
| 117 | 2024.06.12 18:00 | sell | 35 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 118 | 2024.06.12 18:00 | modify | 35 | 0.10 | 1.08384 | 1.08984 | 1.06884 | ||
| 119 | 2024.06.14 10:00 | t/p | 35 | 0.10 | 1.06884 | 1.08984 | 1.06884 | 150.67 | 11673.02 |