Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 900.78 | Gross profit | 1602.78 | Gross loss | -702.00 |
| Profit factor | 2.28 | Expected payoff | 29.06 | ||
| Absolute drawdown | 276.67 | Maximal drawdown | 346.05 (32.36%) | Relative drawdown | 32.36% (346.05) |
| Total trades | 31 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 17 (54.84%) | Loss trades (% of total) | 14 (45.16%) | ||
| Largest | profit trade | 148.68 | loss trade | -147.22 | |
| Average | profit trade | 94.28 | loss trade | -50.14 | |
| Maximum | consecutive wins (profit in money) | 5 (491.53) | consecutive losses (loss in money) | 2 (-42.81) | |
| Maximal | consecutive profit (count of wins) | 491.53 (5) | consecutive loss (count of losses) | -147.22 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.06 08:00 | sell | 1 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.06 08:00 | modify | 1 | 0.10 | 1.07333 | 1.08833 | 1.05933 | ||
| 3 | 2023.11.14 20:00 | s/l | 1 | 0.10 | 1.08833 | 1.08833 | 1.05933 | -147.22 | 852.78 |
| 4 | 2023.11.15 08:00 | sell | 2 | 0.10 | 1.08728 | 0.00000 | 0.00000 | ||
| 5 | 2023.11.15 08:00 | modify | 2 | 0.10 | 1.08728 | 1.10228 | 1.07328 | ||
| 6 | 2023.12.08 16:00 | t/p | 2 | 0.10 | 1.07328 | 1.10228 | 1.07328 | 148.68 | 1001.45 |
| 7 | 2023.12.15 08:00 | sell | 3 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
| 8 | 2023.12.15 08:00 | modify | 3 | 0.10 | 1.09938 | 1.11438 | 1.08538 | ||
| 9 | 2023.12.15 16:00 | sell | 4 | 0.10 | 1.09157 | 0.00000 | 0.00000 | ||
| 10 | 2023.12.15 16:00 | modify | 4 | 0.10 | 1.09157 | 1.09518 | 1.08538 | ||
| 11 | 2023.12.15 16:00 | sell | 5 | 0.10 | 1.09157 | 0.00000 | 0.00000 | ||
| 12 | 2023.12.15 16:00 | modify | 5 | 0.10 | 1.09157 | 1.09378 | 1.08538 | ||
| 13 | 2023.12.15 16:00 | modify | 3 | 0.10 | 1.09938 | 1.09378 | 1.08538 | ||
| 14 | 2023.12.15 20:00 | modify | 4 | 0.10 | 1.09157 | 1.09378 | 1.08538 | ||
| 15 | 2023.12.19 08:00 | s/l | 3 | 0.10 | 1.09378 | 1.09378 | 1.08538 | 56.69 | 1058.14 |
| 16 | 2023.12.19 08:00 | s/l | 4 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -21.41 | 1036.74 |
| 17 | 2023.12.19 08:00 | s/l | 5 | 0.10 | 1.09378 | 1.09378 | 1.08538 | -21.41 | 1015.33 |
| 18 | 2023.12.28 08:00 | sell | 6 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 19 | 2023.12.28 08:00 | modify | 6 | 0.10 | 1.11167 | 1.12667 | 1.09767 | ||
| 20 | 2023.12.29 04:00 | sell | 7 | 0.10 | 1.10652 | 0.00000 | 0.00000 | ||
| 21 | 2023.12.29 04:00 | modify | 7 | 0.10 | 1.10652 | 1.10887 | 1.09767 | ||
| 22 | 2023.12.29 04:00 | modify | 6 | 0.10 | 1.11167 | 1.10887 | 1.09767 | ||
| 23 | 2024.01.02 12:00 | t/p | 6 | 0.10 | 1.09767 | 1.10887 | 1.09767 | 141.04 | 1156.37 |
| 24 | 2024.01.02 12:00 | t/p | 7 | 0.10 | 1.09767 | 1.10887 | 1.09767 | 89.19 | 1245.57 |
| 25 | 2024.01.11 08:00 | sell | 8 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 26 | 2024.01.11 08:00 | modify | 8 | 0.10 | 1.09790 | 1.11290 | 1.08390 | ||
| 27 | 2024.01.23 16:00 | t/p | 8 | 0.10 | 1.08390 | 1.11290 | 1.08390 | 143.47 | 1389.04 |
| 28 | 2024.02.05 08:00 | buy | 9 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 29 | 2024.02.05 08:00 | modify | 9 | 0.10 | 1.07832 | 1.06332 | 1.09232 | ||
| 30 | 2024.02.22 12:00 | buy | 10 | 0.10 | 1.08602 | 0.00000 | 0.00000 | ||
| 31 | 2024.02.22 12:00 | modify | 10 | 0.10 | 1.08602 | 1.08252 | 1.09232 | ||
| 32 | 2024.02.22 12:00 | buy | 11 | 0.10 | 1.08602 | 0.00000 | 0.00000 | ||
| 33 | 2024.02.22 12:00 | modify | 11 | 0.10 | 1.08602 | 1.08392 | 1.09232 | ||
| 34 | 2024.02.22 12:00 | modify | 9 | 0.10 | 1.07832 | 1.08392 | 1.09232 | ||
| 35 | 2024.02.22 16:00 | s/l | 9 | 0.10 | 1.08392 | 1.08392 | 1.09232 | 43.38 | 1432.42 |
| 36 | 2024.02.22 16:00 | s/l | 10 | 0.10 | 1.08252 | 1.08252 | 1.09232 | -35.00 | 1397.42 |
| 37 | 2024.02.22 16:00 | s/l | 11 | 0.10 | 1.08392 | 1.08392 | 1.09232 | -21.00 | 1376.42 |
| 38 | 2024.02.26 16:00 | sell | 12 | 0.10 | 1.08509 | 0.00000 | 0.00000 | ||
| 39 | 2024.02.26 16:00 | modify | 12 | 0.10 | 1.08509 | 1.10009 | 1.07109 | ||
| 40 | 2024.03.28 08:00 | sell | 13 | 0.10 | 1.08008 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.28 08:00 | modify | 13 | 0.10 | 1.08008 | 1.08229 | 1.07109 | ||
| 42 | 2024.03.28 08:00 | modify | 12 | 0.10 | 1.08509 | 1.08229 | 1.07109 | ||
| 43 | 2024.04.03 16:00 | s/l | 12 | 0.10 | 1.08229 | 1.08229 | 1.07109 | 40.84 | 1417.26 |
| 44 | 2024.04.03 16:00 | s/l | 13 | 0.10 | 1.08229 | 1.08229 | 1.07109 | -20.71 | 1396.55 |
| 45 | 2024.04.04 12:00 | sell | 14 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 46 | 2024.04.04 12:00 | modify | 14 | 0.10 | 1.08529 | 1.10029 | 1.07129 | ||
| 47 | 2024.04.11 16:00 | t/p | 14 | 0.10 | 1.07129 | 1.10029 | 1.07129 | 142.43 | 1538.98 |
| 48 | 2024.04.25 12:00 | sell | 15 | 0.10 | 1.07201 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.25 12:00 | modify | 15 | 0.10 | 1.07201 | 1.08701 | 1.05801 | ||
| 50 | 2024.05.15 16:00 | s/l | 15 | 0.10 | 1.08701 | 1.08701 | 1.05801 | -143.75 | 1395.22 |
| 51 | 2024.05.16 04:00 | sell | 16 | 0.10 | 1.08872 | 0.00000 | 0.00000 | ||
| 52 | 2024.05.16 04:00 | modify | 16 | 0.10 | 1.08872 | 1.10372 | 1.07472 | ||
| 53 | 2024.05.23 20:00 | sell | 17 | 0.10 | 1.08099 | 0.00000 | 0.00000 | ||
| 54 | 2024.05.23 20:00 | modify | 17 | 0.10 | 1.08099 | 1.08452 | 1.07472 | ||
| 55 | 2024.05.23 20:00 | sell | 18 | 0.10 | 1.08099 | 0.00000 | 0.00000 | ||
| 56 | 2024.05.23 20:00 | modify | 18 | 0.10 | 1.08099 | 1.08312 | 1.07472 | ||
| 57 | 2024.05.23 20:00 | modify | 16 | 0.10 | 1.08872 | 1.08312 | 1.07472 | ||
| 58 | 2024.05.24 00:00 | modify | 17 | 0.10 | 1.08099 | 1.08312 | 1.07472 | ||
| 59 | 2024.05.24 12:00 | s/l | 16 | 0.10 | 1.08312 | 1.08312 | 1.07472 | 58.78 | 1454.00 |
| 60 | 2024.05.24 12:00 | s/l | 17 | 0.10 | 1.08312 | 1.08312 | 1.07472 | -20.95 | 1433.05 |
| 61 | 2024.05.24 12:00 | s/l | 18 | 0.10 | 1.08312 | 1.08312 | 1.07472 | -20.95 | 1412.09 |
| 62 | 2024.05.28 08:00 | sell | 19 | 0.10 | 1.08773 | 0.00000 | 0.00000 | ||
| 63 | 2024.05.28 08:00 | modify | 19 | 0.10 | 1.08773 | 1.10273 | 1.07373 | ||
| 64 | 2024.05.30 04:00 | sell | 20 | 0.10 | 1.07979 | 0.00000 | 0.00000 | ||
| 65 | 2024.05.30 04:00 | modify | 20 | 0.10 | 1.07979 | 1.08353 | 1.07373 | ||
| 66 | 2024.05.30 04:00 | sell | 21 | 0.10 | 1.07979 | 0.00000 | 0.00000 | ||
| 67 | 2024.05.30 04:00 | modify | 21 | 0.10 | 1.07979 | 1.08213 | 1.07373 | ||
| 68 | 2024.05.30 04:00 | modify | 19 | 0.10 | 1.08773 | 1.08213 | 1.07373 | ||
| 69 | 2024.05.30 08:00 | modify | 20 | 0.10 | 1.07979 | 1.08213 | 1.07373 | ||
| 70 | 2024.05.30 12:00 | s/l | 19 | 0.10 | 1.08213 | 1.08213 | 1.07373 | 57.39 | 1469.48 |
| 71 | 2024.05.30 12:00 | s/l | 20 | 0.10 | 1.08213 | 1.08213 | 1.07373 | -23.40 | 1446.08 |
| 72 | 2024.05.30 12:00 | s/l | 21 | 0.10 | 1.08213 | 1.08213 | 1.07373 | -23.40 | 1422.68 |
| 73 | 2024.06.10 08:00 | buy | 22 | 0.10 | 1.07674 | 0.00000 | 0.00000 | ||
| 74 | 2024.06.10 08:00 | modify | 22 | 0.10 | 1.07674 | 1.06174 | 1.09074 | ||
| 75 | 2024.06.12 16:00 | buy | 23 | 0.10 | 1.08454 | 0.00000 | 0.00000 | ||
| 76 | 2024.06.12 16:00 | modify | 23 | 0.10 | 1.08454 | 1.08094 | 1.09074 | ||
| 77 | 2024.06.12 16:00 | buy | 24 | 0.10 | 1.08454 | 0.00000 | 0.00000 | ||
| 78 | 2024.06.12 16:00 | modify | 24 | 0.10 | 1.08454 | 1.08234 | 1.09074 | ||
| 79 | 2024.06.12 16:00 | modify | 22 | 0.10 | 1.07674 | 1.08234 | 1.09074 | ||
| 80 | 2024.06.12 20:00 | s/l | 22 | 0.10 | 1.08234 | 1.08234 | 1.09074 | 54.67 | 1477.35 |
| 81 | 2024.06.12 20:00 | s/l | 23 | 0.10 | 1.08094 | 1.08094 | 1.09074 | -36.00 | 1441.35 |
| 82 | 2024.06.12 20:00 | s/l | 24 | 0.10 | 1.08234 | 1.08234 | 1.09074 | -22.00 | 1419.35 |
| 83 | 2024.06.14 16:00 | buy | 25 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 84 | 2024.06.14 16:00 | modify | 25 | 0.10 | 1.07016 | 1.05516 | 1.08416 | ||
| 85 | 2024.07.03 00:00 | buy | 26 | 0.10 | 1.07510 | 0.00000 | 0.00000 | ||
| 86 | 2024.07.03 00:00 | modify | 26 | 0.10 | 1.07510 | 1.07296 | 1.08416 | ||
| 87 | 2024.07.03 00:00 | modify | 25 | 0.10 | 1.07016 | 1.07296 | 1.08416 | ||
| 88 | 2024.07.05 16:00 | t/p | 25 | 0.10 | 1.08416 | 1.07296 | 1.08416 | 126.06 | 1545.41 |
| 89 | 2024.07.05 16:00 | t/p | 26 | 0.10 | 1.08416 | 1.07296 | 1.08416 | 87.94 | 1633.35 |
| 90 | 2024.07.17 16:00 | sell | 27 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 91 | 2024.07.17 16:00 | modify | 27 | 0.10 | 1.09323 | 1.10823 | 1.07923 | ||
| 92 | 2024.07.23 16:00 | sell | 28 | 0.10 | 1.08543 | 0.00000 | 0.00000 | ||
| 93 | 2024.07.23 16:00 | modify | 28 | 0.10 | 1.08543 | 1.08903 | 1.07923 | ||
| 94 | 2024.07.23 16:00 | sell | 29 | 0.10 | 1.08543 | 0.00000 | 0.00000 | ||
| 95 | 2024.07.23 16:00 | modify | 29 | 0.10 | 1.08543 | 1.08763 | 1.07923 | ||
| 96 | 2024.07.23 16:00 | modify | 27 | 0.10 | 1.09323 | 1.08763 | 1.07923 | ||
| 97 | 2024.07.23 20:00 | modify | 28 | 0.10 | 1.08543 | 1.08763 | 1.07923 | ||
| 98 | 2024.08.01 12:00 | t/p | 27 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 145.90 | 1779.25 |
| 99 | 2024.08.01 12:00 | t/p | 28 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 65.82 | 1845.07 |
| 100 | 2024.08.01 12:00 | t/p | 29 | 0.10 | 1.07923 | 1.08763 | 1.07923 | 65.82 | 1910.89 |
| 101 | 2024.08.05 16:00 | sell | 30 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 102 | 2024.08.05 16:00 | modify | 30 | 0.10 | 1.09561 | 1.11061 | 1.08161 | ||
| 103 | 2024.08.20 16:00 | s/l | 30 | 0.10 | 1.11061 | 1.11061 | 1.08161 | -144.79 | 1766.09 |
| 104 | 2024.09.10 04:00 | buy | 31 | 0.10 | 1.10414 | 0.00000 | 0.00000 | ||
| 105 | 2024.09.10 04:00 | modify | 31 | 0.10 | 1.10414 | 1.08914 | 1.11814 | ||
| 106 | 2024.09.18 20:00 | t/p | 31 | 0.10 | 1.11814 | 1.08914 | 1.11814 | 134.69 | 1900.78 |