Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2604 | Ticks modelled | 79320 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 694.40 | Gross profit | 869.69 | Gross loss | -175.29 |
| Profit factor | 4.96 | Expected payoff | 22.40 | ||
| Absolute drawdown | 28.89 | Maximal drawdown | 150.04 (1.39%) | Relative drawdown | 1.39% (150.04) |
| Total trades | 31 | Short positions (won %) | 25 (60.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 20 (64.52%) | Loss trades (% of total) | 11 (35.48%) | ||
| Largest | profit trade | 101.09 | loss trade | -21.10 | |
| Average | profit trade | 43.48 | loss trade | -15.94 | |
| Maximum | consecutive wins (profit in money) | 6 (330.95) | consecutive losses (loss in money) | 2 (-28.34) | |
| Maximal | consecutive profit (count of wins) | 330.95 (6) | consecutive loss (count of losses) | -28.34 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.10 16:00 | sell | 1 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.10 16:00 | modify | 1 | 0.10 | 1.64819 | 1.66119 | 1.63319 | ||
| 3 | 2023.07.12 00:30 | sell | 2 | 0.10 | 1.64218 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.12 00:30 | modify | 2 | 0.10 | 1.64218 | 1.64444 | 1.63319 | ||
| 5 | 2023.07.12 00:30 | modify | 1 | 0.10 | 1.64819 | 1.64444 | 1.63319 | ||
| 6 | 2023.07.12 02:50 | sell | 3 | 0.10 | 1.63669 | 0.00000 | 0.00000 | ||
| 7 | 2023.07.12 02:50 | modify | 3 | 0.10 | 1.63669 | 1.63919 | 1.63319 | ||
| 8 | 2023.07.12 02:50 | modify | 2 | 0.10 | 1.64218 | 1.63919 | 1.63319 | ||
| 9 | 2023.07.12 02:50 | modify | 1 | 0.10 | 1.64819 | 1.63919 | 1.63319 | ||
| 10 | 2023.07.12 03:20 | s/l | 1 | 0.10 | 1.63919 | 1.63919 | 1.63319 | 60.62 | 10060.62 |
| 11 | 2023.07.12 03:20 | s/l | 2 | 0.10 | 1.63919 | 1.63919 | 1.63319 | 20.23 | 10080.85 |
| 12 | 2023.07.12 03:20 | s/l | 3 | 0.10 | 1.63919 | 1.63919 | 1.63319 | -16.91 | 10063.94 |
| 13 | 2023.07.25 20:00 | buy | 4 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.25 20:00 | modify | 4 | 0.10 | 1.62829 | 1.61529 | 1.64329 | ||
| 15 | 2023.07.26 03:20 | buy | 5 | 0.10 | 1.63367 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.26 03:20 | modify | 5 | 0.10 | 1.63367 | 1.63054 | 1.64329 | ||
| 17 | 2023.07.26 03:20 | modify | 4 | 0.10 | 1.62829 | 1.63054 | 1.64329 | ||
| 18 | 2023.07.26 03:40 | buy | 6 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
| 19 | 2023.07.26 03:40 | modify | 6 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
| 20 | 2023.07.26 03:40 | modify | 5 | 0.10 | 1.63367 | 1.63204 | 1.64329 | ||
| 21 | 2023.07.26 03:40 | modify | 4 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
| 22 | 2023.07.26 09:40 | buy | 7 | 0.10 | 1.63960 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.26 09:40 | modify | 7 | 0.10 | 1.63960 | 1.63729 | 1.64329 | ||
| 24 | 2023.07.26 09:40 | modify | 6 | 0.10 | 1.63458 | 1.63729 | 1.64329 | ||
| 25 | 2023.07.26 09:40 | modify | 5 | 0.10 | 1.63367 | 1.63729 | 1.64329 | ||
| 26 | 2023.07.26 09:40 | modify | 4 | 0.10 | 1.62829 | 1.63729 | 1.64329 | ||
| 27 | 2023.07.26 12:40 | t/p | 4 | 0.10 | 1.64329 | 1.63729 | 1.64329 | 101.09 | 10165.02 |
| 28 | 2023.07.26 12:40 | t/p | 5 | 0.10 | 1.64329 | 1.63729 | 1.64329 | 65.07 | 10230.09 |
| 29 | 2023.07.26 12:40 | t/p | 6 | 0.10 | 1.64329 | 1.63729 | 1.64329 | 58.91 | 10289.00 |
| 30 | 2023.07.26 12:40 | t/p | 7 | 0.10 | 1.64329 | 1.63729 | 1.64329 | 24.96 | 10313.96 |
| 31 | 2023.08.02 12:00 | sell | 8 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.02 12:00 | modify | 8 | 0.10 | 1.66928 | 1.68228 | 1.65428 | ||
| 33 | 2023.08.04 01:50 | sell | 9 | 0.10 | 1.66397 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.04 01:50 | modify | 9 | 0.10 | 1.66397 | 1.66703 | 1.65428 | ||
| 35 | 2023.08.04 01:50 | modify | 8 | 0.10 | 1.66928 | 1.66703 | 1.65428 | ||
| 36 | 2023.08.04 02:20 | s/l | 8 | 0.10 | 1.66703 | 1.66703 | 1.65428 | 14.67 | 10328.63 |
| 37 | 2023.08.04 02:20 | s/l | 9 | 0.10 | 1.66703 | 1.66703 | 1.65428 | -20.70 | 10307.93 |
| 38 | 2023.08.08 12:00 | sell | 10 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
| 39 | 2023.08.08 12:00 | modify | 10 | 0.10 | 1.68249 | 1.69549 | 1.66749 | ||
| 40 | 2023.08.08 17:30 | sell | 11 | 0.10 | 1.67711 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.08 17:30 | modify | 11 | 0.10 | 1.67711 | 1.68024 | 1.66749 | ||
| 42 | 2023.08.08 17:30 | modify | 10 | 0.10 | 1.68249 | 1.68024 | 1.66749 | ||
| 43 | 2023.08.08 17:50 | sell | 12 | 0.10 | 1.67630 | 0.00000 | 0.00000 | ||
| 44 | 2023.08.08 17:50 | modify | 12 | 0.10 | 1.67630 | 1.67874 | 1.66749 | ||
| 45 | 2023.08.08 17:50 | modify | 11 | 0.10 | 1.67711 | 1.67874 | 1.66749 | ||
| 46 | 2023.08.08 17:50 | modify | 10 | 0.10 | 1.68249 | 1.67874 | 1.66749 | ||
| 47 | 2023.08.09 02:40 | sell | 13 | 0.10 | 1.67114 | 0.00000 | 0.00000 | ||
| 48 | 2023.08.09 02:40 | modify | 13 | 0.10 | 1.67114 | 1.67349 | 1.66749 | ||
| 49 | 2023.08.09 02:40 | modify | 12 | 0.10 | 1.67630 | 1.67349 | 1.66749 | ||
| 50 | 2023.08.09 02:40 | modify | 11 | 0.10 | 1.67711 | 1.67349 | 1.66749 | ||
| 51 | 2023.08.09 02:40 | modify | 10 | 0.10 | 1.68249 | 1.67349 | 1.66749 | ||
| 52 | 2023.08.09 03:40 | s/l | 10 | 0.10 | 1.67349 | 1.67349 | 1.66749 | 60.74 | 10368.67 |
| 53 | 2023.08.09 03:40 | s/l | 11 | 0.10 | 1.67349 | 1.67349 | 1.66749 | 24.35 | 10393.03 |
| 54 | 2023.08.09 03:40 | s/l | 12 | 0.10 | 1.67349 | 1.67349 | 1.66749 | 18.87 | 10411.90 |
| 55 | 2023.08.09 03:40 | s/l | 13 | 0.10 | 1.67349 | 1.67349 | 1.66749 | -15.90 | 10396.00 |
| 56 | 2023.09.05 12:00 | sell | 14 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
| 57 | 2023.09.05 12:00 | modify | 14 | 0.10 | 1.68598 | 1.69898 | 1.67098 | ||
| 58 | 2023.09.05 14:40 | sell | 15 | 0.10 | 1.67990 | 0.00000 | 0.00000 | ||
| 59 | 2023.09.05 14:40 | modify | 15 | 0.10 | 1.67990 | 1.68223 | 1.67098 | ||
| 60 | 2023.09.05 14:40 | modify | 14 | 0.10 | 1.68598 | 1.68223 | 1.67098 | ||
| 61 | 2023.09.05 15:35 | sell | 16 | 0.10 | 1.68051 | 0.00000 | 0.00000 | ||
| 62 | 2023.09.05 15:35 | modify | 16 | 0.10 | 1.68051 | 1.68373 | 1.67098 | ||
| 63 | 2023.09.05 15:40 | modify | 16 | 0.10 | 1.68051 | 1.68223 | 1.67098 | ||
| 64 | 2023.09.05 23:20 | s/l | 14 | 0.10 | 1.68223 | 1.68223 | 1.67098 | 25.36 | 10421.36 |
| 65 | 2023.09.05 23:20 | s/l | 15 | 0.10 | 1.68223 | 1.68223 | 1.67098 | -15.77 | 10405.59 |
| 66 | 2023.09.05 23:20 | s/l | 16 | 0.10 | 1.68223 | 1.68223 | 1.67098 | -11.64 | 10393.95 |
| 67 | 2023.10.03 16:00 | sell | 17 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
| 68 | 2023.10.03 16:00 | modify | 17 | 0.10 | 1.66118 | 1.67418 | 1.64618 | ||
| 69 | 2023.10.04 04:50 | sell | 18 | 0.10 | 1.65573 | 0.00000 | 0.00000 | ||
| 70 | 2023.10.04 04:50 | modify | 18 | 0.10 | 1.65573 | 1.65893 | 1.64618 | ||
| 71 | 2023.10.04 04:50 | modify | 17 | 0.10 | 1.66118 | 1.65893 | 1.64618 | ||
| 72 | 2023.10.04 05:15 | sell | 19 | 0.10 | 1.65494 | 0.00000 | 0.00000 | ||
| 73 | 2023.10.04 05:15 | modify | 19 | 0.10 | 1.65494 | 1.65743 | 1.64618 | ||
| 74 | 2023.10.04 05:15 | modify | 18 | 0.10 | 1.65573 | 1.65743 | 1.64618 | ||
| 75 | 2023.10.04 05:15 | modify | 17 | 0.10 | 1.66118 | 1.65743 | 1.64618 | ||
| 76 | 2023.10.04 05:30 | s/l | 17 | 0.10 | 1.65743 | 1.65743 | 1.64618 | 25.23 | 10419.18 |
| 77 | 2023.10.04 05:30 | s/l | 18 | 0.10 | 1.65743 | 1.65743 | 1.64618 | -11.50 | 10407.68 |
| 78 | 2023.10.04 05:30 | s/l | 19 | 0.10 | 1.65743 | 1.65743 | 1.64618 | -16.84 | 10390.84 |
| 79 | 2023.10.19 12:00 | sell | 20 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
| 80 | 2023.10.19 12:00 | modify | 20 | 0.10 | 1.67255 | 1.68555 | 1.65755 | ||
| 81 | 2023.10.24 17:20 | sell | 21 | 0.10 | 1.66709 | 0.00000 | 0.00000 | ||
| 82 | 2023.10.24 17:20 | modify | 21 | 0.10 | 1.66709 | 1.67030 | 1.65755 | ||
| 83 | 2023.10.24 17:20 | modify | 20 | 0.10 | 1.67255 | 1.67030 | 1.65755 | ||
| 84 | 2023.10.24 17:30 | sell | 22 | 0.10 | 1.66649 | 0.00000 | 0.00000 | ||
| 85 | 2023.10.24 17:30 | modify | 22 | 0.10 | 1.66649 | 1.66880 | 1.65755 | ||
| 86 | 2023.10.24 17:30 | modify | 21 | 0.10 | 1.66709 | 1.66880 | 1.65755 | ||
| 87 | 2023.10.24 17:30 | modify | 20 | 0.10 | 1.67255 | 1.66880 | 1.65755 | ||
| 88 | 2023.10.25 00:40 | t/p | 20 | 0.10 | 1.65755 | 1.66880 | 1.65755 | 100.92 | 10491.76 |
| 89 | 2023.10.25 00:40 | t/p | 21 | 0.10 | 1.65755 | 1.66880 | 1.65755 | 64.39 | 10556.16 |
| 90 | 2023.10.25 00:40 | t/p | 22 | 0.10 | 1.65755 | 1.66880 | 1.65755 | 60.33 | 10616.49 |
| 91 | 2024.04.10 20:00 | sell | 23 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 92 | 2024.04.10 20:00 | modify | 23 | 0.10 | 1.64952 | 1.66252 | 1.63452 | ||
| 93 | 2024.04.11 10:40 | sell | 24 | 0.10 | 1.64424 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.11 10:40 | modify | 24 | 0.10 | 1.64424 | 1.64727 | 1.63452 | ||
| 95 | 2024.04.11 10:40 | modify | 23 | 0.10 | 1.64952 | 1.64727 | 1.63452 | ||
| 96 | 2024.04.11 15:35 | sell | 25 | 0.10 | 1.64349 | 0.00000 | 0.00000 | ||
| 97 | 2024.04.11 15:35 | modify | 25 | 0.10 | 1.64349 | 1.64577 | 1.63452 | ||
| 98 | 2024.04.11 15:35 | modify | 24 | 0.10 | 1.64424 | 1.64577 | 1.63452 | ||
| 99 | 2024.04.11 15:35 | modify | 23 | 0.10 | 1.64952 | 1.64577 | 1.63452 | ||
| 100 | 2024.04.12 08:20 | sell | 26 | 0.10 | 1.63805 | 0.00000 | 0.00000 | ||
| 101 | 2024.04.12 08:20 | modify | 26 | 0.10 | 1.63805 | 1.64052 | 1.63452 | ||
| 102 | 2024.04.12 08:20 | modify | 25 | 0.10 | 1.64349 | 1.64052 | 1.63452 | ||
| 103 | 2024.04.12 08:20 | modify | 24 | 0.10 | 1.64424 | 1.64052 | 1.63452 | ||
| 104 | 2024.04.12 08:20 | modify | 23 | 0.10 | 1.64952 | 1.64052 | 1.63452 | ||
| 105 | 2024.04.12 10:40 | s/l | 23 | 0.10 | 1.64052 | 1.64052 | 1.63452 | 60.33 | 10676.82 |
| 106 | 2024.04.12 10:40 | s/l | 24 | 0.10 | 1.64052 | 1.64052 | 1.63452 | 25.02 | 10701.84 |
| 107 | 2024.04.12 10:40 | s/l | 25 | 0.10 | 1.64052 | 1.64052 | 1.63452 | 19.95 | 10721.79 |
| 108 | 2024.04.12 10:40 | s/l | 26 | 0.10 | 1.64052 | 1.64052 | 1.63452 | -16.71 | 10705.08 |
| 109 | 2024.04.16 20:00 | sell | 27 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.16 20:00 | modify | 27 | 0.10 | 1.65789 | 1.67089 | 1.64289 | ||
| 111 | 2024.04.22 11:40 | sell | 28 | 0.10 | 1.65165 | 0.00000 | 0.00000 | ||
| 112 | 2024.04.22 11:40 | modify | 28 | 0.10 | 1.65165 | 1.65414 | 1.64289 | ||
| 113 | 2024.04.22 11:40 | modify | 27 | 0.10 | 1.65789 | 1.65414 | 1.64289 | ||
| 114 | 2024.04.22 12:45 | sell | 29 | 0.10 | 1.65246 | 0.00000 | 0.00000 | ||
| 115 | 2024.04.22 12:45 | modify | 29 | 0.10 | 1.65246 | 1.65564 | 1.64289 | ||
| 116 | 2024.04.22 12:50 | modify | 29 | 0.10 | 1.65246 | 1.65414 | 1.64289 | ||
| 117 | 2024.04.22 14:30 | s/l | 27 | 0.10 | 1.65414 | 1.65414 | 1.64289 | 24.54 | 10729.62 |
| 118 | 2024.04.22 14:30 | s/l | 28 | 0.10 | 1.65414 | 1.65414 | 1.64289 | -16.85 | 10712.77 |
| 119 | 2024.04.22 14:30 | s/l | 29 | 0.10 | 1.65414 | 1.65414 | 1.64289 | -11.37 | 10701.40 |
| 120 | 2024.05.03 12:00 | buy | 30 | 0.10 | 1.63327 | 0.00000 | 0.00000 | ||
| 121 | 2024.05.03 12:00 | modify | 30 | 0.10 | 1.63327 | 1.62027 | 1.64827 | ||
| 122 | 2024.05.08 12:40 | buy | 31 | 0.10 | 1.63864 | 0.00000 | 0.00000 | ||
| 123 | 2024.05.08 12:40 | modify | 31 | 0.10 | 1.63864 | 1.63552 | 1.64827 | ||
| 124 | 2024.05.08 12:40 | modify | 30 | 0.10 | 1.63327 | 1.63552 | 1.64827 | ||
| 125 | 2024.05.08 14:30 | s/l | 30 | 0.10 | 1.63552 | 1.63552 | 1.64827 | 14.10 | 10715.50 |
| 126 | 2024.05.08 14:30 | s/l | 31 | 0.10 | 1.63552 | 1.63552 | 1.64827 | -21.10 | 10694.40 |