Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=0; 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 | 7242 | Ticks modelled | 154896 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1359.07 | Gross profit | 1580.44 | Gross loss | -221.37 |
| Profit factor | 7.14 | Expected payoff | 52.27 | ||
| Absolute drawdown | 28.62 | Maximal drawdown | 248.14 (15.86%) | Relative drawdown | 15.86% (248.14) |
| Total trades | 26 | Short positions (won %) | 19 (84.21%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
| Largest | profit trade | 132.55 | loss trade | -41.21 | |
| Average | profit trade | 79.02 | loss trade | -36.89 | |
| Maximum | consecutive wins (profit in money) | 11 (901.48) | consecutive losses (loss in money) | 3 (-99.55) | |
| Maximal | consecutive profit (count of wins) | 901.48 (11) | consecutive loss (count of losses) | -99.55 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.01 21:00 | sell | 1 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.01 21:00 | modify | 1 | 0.10 | 1.08715 | 1.09115 | 1.07415 | ||
| 3 | 2024.02.02 14:20 | sell | 2 | 0.10 | 1.07916 | 0.00000 | 0.00000 | ||
| 4 | 2024.02.02 14:20 | modify | 2 | 0.10 | 1.07916 | 1.08260 | 1.07415 | ||
| 5 | 2024.02.02 14:20 | sell | 3 | 0.10 | 1.07916 | 0.00000 | 0.00000 | ||
| 6 | 2024.02.02 14:20 | modify | 3 | 0.10 | 1.07916 | 1.08260 | 1.07415 | ||
| 7 | 2024.02.02 14:20 | modify | 1 | 0.10 | 1.08715 | 1.08260 | 1.07415 | ||
| 8 | 2024.02.05 13:50 | t/p | 1 | 0.10 | 1.07415 | 1.08260 | 1.07415 | 130.57 | 1130.57 |
| 9 | 2024.02.05 13:50 | t/p | 2 | 0.10 | 1.07415 | 1.08260 | 1.07415 | 50.38 | 1180.95 |
| 10 | 2024.02.05 13:50 | t/p | 3 | 0.10 | 1.07415 | 1.08260 | 1.07415 | 50.38 | 1231.33 |
| 11 | 2024.03.21 01:00 | sell | 4 | 0.10 | 1.09334 | 0.00000 | 0.00000 | ||
| 12 | 2024.03.21 01:00 | modify | 4 | 0.10 | 1.09334 | 1.09734 | 1.08034 | ||
| 13 | 2024.03.21 08:20 | sell | 5 | 0.10 | 1.09068 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.21 08:20 | modify | 5 | 0.10 | 1.09068 | 1.09269 | 1.08034 | ||
| 15 | 2024.03.21 08:20 | modify | 4 | 0.10 | 1.09334 | 1.09269 | 1.08034 | ||
| 16 | 2024.03.21 19:50 | sell | 6 | 0.10 | 1.08554 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.21 19:50 | modify | 6 | 0.10 | 1.08554 | 1.08879 | 1.08034 | ||
| 18 | 2024.03.21 19:50 | sell | 7 | 0.10 | 1.08554 | 0.00000 | 0.00000 | ||
| 19 | 2024.03.21 19:50 | modify | 7 | 0.10 | 1.08554 | 1.08879 | 1.08034 | ||
| 20 | 2024.03.21 19:50 | modify | 5 | 0.10 | 1.09068 | 1.08879 | 1.08034 | ||
| 21 | 2024.03.21 19:50 | modify | 4 | 0.10 | 1.09334 | 1.08879 | 1.08034 | ||
| 22 | 2024.03.28 07:50 | t/p | 4 | 0.10 | 1.08034 | 1.08879 | 1.08034 | 131.98 | 1363.31 |
| 23 | 2024.03.28 07:50 | t/p | 5 | 0.10 | 1.08034 | 1.08879 | 1.08034 | 105.38 | 1468.69 |
| 24 | 2024.03.28 07:50 | t/p | 6 | 0.10 | 1.08034 | 1.08879 | 1.08034 | 53.98 | 1522.68 |
| 25 | 2024.03.28 07:50 | t/p | 7 | 0.10 | 1.08034 | 1.08879 | 1.08034 | 53.98 | 1576.66 |
| 26 | 2024.04.01 17:00 | buy | 8 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.01 17:00 | modify | 8 | 0.10 | 1.07396 | 1.06996 | 1.08696 | ||
| 28 | 2024.04.02 13:45 | buy | 9 | 0.10 | 1.07683 | 0.00000 | 0.00000 | ||
| 29 | 2024.04.02 13:45 | modify | 9 | 0.10 | 1.07683 | 1.07461 | 1.08696 | ||
| 30 | 2024.04.02 13:45 | modify | 8 | 0.10 | 1.07396 | 1.07461 | 1.08696 | ||
| 31 | 2024.04.03 14:23 | buy | 10 | 0.10 | 1.08183 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.03 14:23 | modify | 10 | 0.10 | 1.08183 | 1.07851 | 1.08696 | ||
| 33 | 2024.04.03 14:23 | buy | 11 | 0.10 | 1.08183 | 0.00000 | 0.00000 | ||
| 34 | 2024.04.03 14:23 | modify | 11 | 0.10 | 1.08183 | 1.07851 | 1.08696 | ||
| 35 | 2024.04.03 14:23 | modify | 9 | 0.10 | 1.07683 | 1.07851 | 1.08696 | ||
| 36 | 2024.04.03 14:23 | modify | 8 | 0.10 | 1.07396 | 1.07851 | 1.08696 | ||
| 37 | 2024.04.04 12:50 | t/p | 8 | 0.10 | 1.08696 | 1.07851 | 1.08696 | 126.97 | 1703.63 |
| 38 | 2024.04.04 12:50 | t/p | 9 | 0.10 | 1.08696 | 1.07851 | 1.08696 | 98.88 | 1802.51 |
| 39 | 2024.04.04 12:50 | t/p | 10 | 0.10 | 1.08696 | 1.07851 | 1.08696 | 49.48 | 1852.00 |
| 40 | 2024.04.04 12:50 | t/p | 11 | 0.10 | 1.08696 | 1.07851 | 1.08696 | 49.48 | 1901.48 |
| 41 | 2024.04.12 12:00 | buy | 12 | 0.10 | 1.06540 | 0.00000 | 0.00000 | ||
| 42 | 2024.04.12 12:00 | modify | 12 | 0.10 | 1.06540 | 1.06140 | 1.07840 | ||
| 43 | 2024.04.16 01:15 | s/l | 12 | 0.10 | 1.06140 | 1.06140 | 1.07840 | -41.21 | 1860.27 |
| 44 | 2024.06.07 19:00 | buy | 13 | 0.10 | 1.08083 | 0.00000 | 0.00000 | ||
| 45 | 2024.06.07 19:00 | modify | 13 | 0.10 | 1.08083 | 1.07683 | 1.09383 | ||
| 46 | 2024.06.09 21:20 | s/l | 13 | 0.10 | 1.07683 | 1.07683 | 1.09383 | -40.00 | 1820.27 |
| 47 | 2024.06.12 18:00 | sell | 14 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 48 | 2024.06.12 18:00 | modify | 14 | 0.10 | 1.08384 | 1.08784 | 1.07084 | ||
| 49 | 2024.06.12 18:55 | sell | 15 | 0.10 | 1.08102 | 0.00000 | 0.00000 | ||
| 50 | 2024.06.12 18:55 | modify | 15 | 0.10 | 1.08102 | 1.08319 | 1.07084 | ||
| 51 | 2024.06.12 18:55 | modify | 14 | 0.10 | 1.08384 | 1.08319 | 1.07084 | ||
| 52 | 2024.06.13 15:27 | sell | 16 | 0.10 | 1.07591 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.13 15:27 | modify | 16 | 0.10 | 1.07591 | 1.07929 | 1.07084 | ||
| 54 | 2024.06.13 15:27 | sell | 17 | 0.10 | 1.07591 | 0.00000 | 0.00000 | ||
| 55 | 2024.06.13 15:27 | modify | 17 | 0.10 | 1.07591 | 1.07929 | 1.07084 | ||
| 56 | 2024.06.13 15:27 | modify | 15 | 0.10 | 1.08102 | 1.07929 | 1.07084 | ||
| 57 | 2024.06.13 15:27 | modify | 14 | 0.10 | 1.08384 | 1.07929 | 1.07084 | ||
| 58 | 2024.06.14 08:20 | t/p | 14 | 0.10 | 1.07084 | 1.07929 | 1.07084 | 131.13 | 1951.40 |
| 59 | 2024.06.14 08:20 | t/p | 15 | 0.10 | 1.07084 | 1.07929 | 1.07084 | 102.93 | 2054.33 |
| 60 | 2024.06.14 08:20 | t/p | 16 | 0.10 | 1.07084 | 1.07929 | 1.07084 | 50.98 | 2105.32 |
| 61 | 2024.06.14 08:20 | t/p | 17 | 0.10 | 1.07084 | 1.07929 | 1.07084 | 50.98 | 2156.30 |
| 62 | 2024.07.11 14:00 | sell | 18 | 0.10 | 1.08866 | 0.00000 | 0.00000 | ||
| 63 | 2024.07.11 14:00 | modify | 18 | 0.10 | 1.08866 | 1.09266 | 1.07566 | ||
| 64 | 2024.07.11 17:50 | sell | 19 | 0.10 | 1.08597 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.11 17:50 | modify | 19 | 0.10 | 1.08597 | 1.08801 | 1.07566 | ||
| 66 | 2024.07.11 17:50 | modify | 18 | 0.10 | 1.08866 | 1.08801 | 1.07566 | ||
| 67 | 2024.07.12 08:10 | s/l | 18 | 0.10 | 1.08801 | 1.08801 | 1.07566 | 6.78 | 2163.08 |
| 68 | 2024.07.12 08:10 | s/l | 19 | 0.10 | 1.08801 | 1.08801 | 1.07566 | -20.12 | 2142.97 |
| 69 | 2024.08.02 20:00 | sell | 20 | 0.10 | 1.09127 | 0.00000 | 0.00000 | ||
| 70 | 2024.08.02 20:00 | modify | 20 | 0.10 | 1.09127 | 1.09527 | 1.07827 | ||
| 71 | 2024.08.05 07:40 | s/l | 20 | 0.10 | 1.09527 | 1.09527 | 1.07827 | -39.72 | 2103.25 |
| 72 | 2024.08.13 20:00 | sell | 21 | 0.10 | 1.09960 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.13 20:00 | modify | 21 | 0.10 | 1.09960 | 1.10360 | 1.08660 | ||
| 74 | 2024.08.14 12:37 | s/l | 21 | 0.10 | 1.10360 | 1.10360 | 1.08660 | -39.72 | 2063.53 |
| 75 | 2024.08.23 17:00 | sell | 22 | 0.10 | 1.11739 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.23 17:00 | modify | 22 | 0.10 | 1.11739 | 1.12139 | 1.10439 | ||
| 77 | 2024.08.28 05:20 | sell | 23 | 0.10 | 1.11459 | 0.00000 | 0.00000 | ||
| 78 | 2024.08.28 05:20 | modify | 23 | 0.10 | 1.11459 | 1.11674 | 1.10439 | ||
| 79 | 2024.08.28 05:20 | modify | 22 | 0.10 | 1.11739 | 1.11674 | 1.10439 | ||
| 80 | 2024.08.29 08:10 | sell | 24 | 0.10 | 1.10930 | 0.00000 | 0.00000 | ||
| 81 | 2024.08.29 08:10 | modify | 24 | 0.10 | 1.10930 | 1.11284 | 1.10439 | ||
| 82 | 2024.08.29 08:10 | sell | 25 | 0.10 | 1.10930 | 0.00000 | 0.00000 | ||
| 83 | 2024.08.29 08:10 | modify | 25 | 0.10 | 1.10930 | 1.11284 | 1.10439 | ||
| 84 | 2024.08.29 08:10 | modify | 23 | 0.10 | 1.11459 | 1.11284 | 1.10439 | ||
| 85 | 2024.08.29 08:10 | modify | 22 | 0.10 | 1.11739 | 1.11284 | 1.10439 | ||
| 86 | 2024.09.03 09:15 | t/p | 22 | 0.10 | 1.10439 | 1.11284 | 1.10439 | 132.55 | 2196.08 |
| 87 | 2024.09.03 09:15 | t/p | 23 | 0.10 | 1.10439 | 1.11284 | 1.10439 | 103.70 | 2299.78 |
| 88 | 2024.09.03 09:15 | t/p | 24 | 0.10 | 1.10439 | 1.11284 | 1.10439 | 49.95 | 2349.73 |
| 89 | 2024.09.03 09:15 | t/p | 25 | 0.10 | 1.10439 | 1.11284 | 1.10439 | 49.95 | 2399.68 |
| 90 | 2024.11.11 16:00 | buy | 26 | 0.10 | 1.06503 | 0.00000 | 0.00000 | ||
| 91 | 2024.11.11 16:00 | modify | 26 | 0.10 | 1.06503 | 1.06103 | 1.07803 | ||
| 92 | 2024.11.12 12:20 | s/l | 26 | 0.10 | 1.06103 | 1.06103 | 1.07803 | -40.60 | 2359.07 |