Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=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 | 2615 | Ticks modelled | 79739 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 797.73 | Gross profit | 1118.77 | Gross loss | -321.05 |
| Profit factor | 3.48 | Expected payoff | 24.93 | ||
| Absolute drawdown | 164.28 | Maximal drawdown | 186.73 (18.26%) | Relative drawdown | 18.26% (186.73) |
| Total trades | 32 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 88.13 | loss trade | -88.25 | |
| Average | profit trade | 48.64 | loss trade | -35.67 | |
| Maximum | consecutive wins (profit in money) | 9 (491.84) | consecutive losses (loss in money) | 3 (-50.09) | |
| Maximal | consecutive profit (count of wins) | 491.84 (9) | consecutive loss (count of losses) | -88.25 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.16 08:00 | sell | 1 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.16 08:00 | modify | 1 | 0.10 | 1.64979 | 1.66379 | 1.63579 | ||
| 3 | 2024.01.18 00:20 | s/l | 1 | 0.10 | 1.66379 | 1.66379 | 1.63579 | -85.80 | 914.20 |
| 4 | 2024.04.10 20:00 | sell | 2 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 5 | 2024.04.10 20:00 | modify | 2 | 0.10 | 1.64952 | 1.66352 | 1.63552 | ||
| 6 | 2024.04.11 12:55 | sell | 3 | 0.10 | 1.64100 | 0.00000 | 0.00000 | ||
| 7 | 2024.04.11 12:55 | modify | 3 | 0.10 | 1.64100 | 1.64602 | 1.63552 | ||
| 8 | 2024.04.11 12:55 | sell | 4 | 0.10 | 1.64100 | 0.00000 | 0.00000 | ||
| 9 | 2024.04.11 12:55 | modify | 4 | 0.10 | 1.64100 | 1.64462 | 1.63552 | ||
| 10 | 2024.04.11 12:55 | modify | 2 | 0.10 | 1.64952 | 1.64462 | 1.63552 | ||
| 11 | 2024.04.11 13:00 | modify | 3 | 0.10 | 1.64100 | 1.64462 | 1.63552 | ||
| 12 | 2024.04.11 14:05 | s/l | 2 | 0.10 | 1.64462 | 1.64462 | 1.63552 | 30.89 | 945.09 |
| 13 | 2024.04.11 14:05 | s/l | 3 | 0.10 | 1.64462 | 1.64462 | 1.63552 | -22.39 | 922.70 |
| 14 | 2024.04.11 14:05 | s/l | 4 | 0.10 | 1.64462 | 1.64462 | 1.63552 | -22.39 | 900.31 |
| 15 | 2024.04.16 20:00 | sell | 5 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 16 | 2024.04.16 20:00 | modify | 5 | 0.10 | 1.65789 | 1.67189 | 1.64389 | ||
| 17 | 2024.04.22 12:35 | sell | 6 | 0.10 | 1.65222 | 0.00000 | 0.00000 | ||
| 18 | 2024.04.22 12:35 | modify | 6 | 0.10 | 1.65222 | 1.65649 | 1.64389 | ||
| 19 | 2024.04.22 12:35 | modify | 5 | 0.10 | 1.65789 | 1.65649 | 1.64389 | ||
| 20 | 2024.04.23 01:15 | sell | 7 | 0.10 | 1.64931 | 0.00000 | 0.00000 | ||
| 21 | 2024.04.23 01:15 | modify | 7 | 0.10 | 1.64931 | 1.65439 | 1.64389 | ||
| 22 | 2024.04.23 01:15 | sell | 8 | 0.10 | 1.64931 | 0.00000 | 0.00000 | ||
| 23 | 2024.04.23 01:15 | modify | 8 | 0.10 | 1.64931 | 1.65299 | 1.64389 | ||
| 24 | 2024.04.23 01:15 | modify | 6 | 0.10 | 1.65222 | 1.65299 | 1.64389 | ||
| 25 | 2024.04.23 01:15 | modify | 5 | 0.10 | 1.65789 | 1.65299 | 1.64389 | ||
| 26 | 2024.04.23 01:20 | modify | 7 | 0.10 | 1.64931 | 1.65299 | 1.64389 | ||
| 27 | 2024.04.23 07:20 | s/l | 5 | 0.10 | 1.65299 | 1.65299 | 1.64389 | 31.66 | 931.97 |
| 28 | 2024.04.23 07:20 | s/l | 6 | 0.10 | 1.65299 | 1.65299 | 1.64389 | -4.57 | 927.40 |
| 29 | 2024.04.23 07:20 | s/l | 7 | 0.10 | 1.65299 | 1.65299 | 1.64389 | -22.76 | 904.64 |
| 30 | 2024.04.23 07:20 | s/l | 8 | 0.10 | 1.65299 | 1.65299 | 1.64389 | -22.76 | 881.88 |
| 31 | 2024.04.24 08:00 | buy | 9 | 0.10 | 1.64333 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.24 08:00 | modify | 9 | 0.10 | 1.64333 | 1.62933 | 1.65733 | ||
| 33 | 2024.04.25 17:15 | buy | 10 | 0.10 | 1.64894 | 0.00000 | 0.00000 | ||
| 34 | 2024.04.25 17:15 | modify | 10 | 0.10 | 1.64894 | 1.64473 | 1.65733 | ||
| 35 | 2024.04.25 17:15 | modify | 9 | 0.10 | 1.64333 | 1.64473 | 1.65733 | ||
| 36 | 2024.04.25 22:40 | s/l | 9 | 0.10 | 1.64473 | 1.64473 | 1.65733 | 6.98 | 888.86 |
| 37 | 2024.04.25 22:40 | s/l | 10 | 0.10 | 1.64473 | 1.64473 | 1.65733 | -26.03 | 862.83 |
| 38 | 2024.05.01 00:00 | sell | 11 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 39 | 2024.05.01 00:00 | modify | 11 | 0.10 | 1.64722 | 1.66122 | 1.63322 | ||
| 40 | 2024.05.01 20:40 | sell | 12 | 0.10 | 1.64156 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.01 20:40 | modify | 12 | 0.10 | 1.64156 | 1.64582 | 1.63322 | ||
| 42 | 2024.05.01 20:40 | modify | 11 | 0.10 | 1.64722 | 1.64582 | 1.63322 | ||
| 43 | 2024.05.02 07:30 | sell | 13 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
| 44 | 2024.05.02 07:30 | modify | 13 | 0.10 | 1.63865 | 1.64372 | 1.63322 | ||
| 45 | 2024.05.02 07:30 | sell | 14 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
| 46 | 2024.05.02 07:30 | modify | 14 | 0.10 | 1.63865 | 1.64232 | 1.63322 | ||
| 47 | 2024.05.02 07:30 | modify | 12 | 0.10 | 1.64156 | 1.64232 | 1.63322 | ||
| 48 | 2024.05.02 07:30 | modify | 11 | 0.10 | 1.64722 | 1.64232 | 1.63322 | ||
| 49 | 2024.05.02 07:35 | modify | 13 | 0.10 | 1.63865 | 1.64232 | 1.63322 | ||
| 50 | 2024.05.02 18:30 | t/p | 11 | 0.10 | 1.63322 | 1.64232 | 1.63322 | 87.16 | 950.00 |
| 51 | 2024.05.02 18:30 | t/p | 12 | 0.10 | 1.63322 | 1.64232 | 1.63322 | 52.16 | 1002.16 |
| 52 | 2024.05.02 18:30 | t/p | 13 | 0.10 | 1.63322 | 1.64232 | 1.63322 | 33.58 | 1035.74 |
| 53 | 2024.05.02 18:30 | t/p | 14 | 0.10 | 1.63322 | 1.64232 | 1.63322 | 33.58 | 1069.32 |
| 54 | 2024.08.15 00:00 | sell | 15 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 55 | 2024.08.15 00:00 | modify | 15 | 0.10 | 1.66889 | 1.68289 | 1.65489 | ||
| 56 | 2024.08.15 02:50 | sell | 16 | 0.10 | 1.66309 | 0.00000 | 0.00000 | ||
| 57 | 2024.08.15 02:50 | modify | 16 | 0.10 | 1.66309 | 1.66749 | 1.65489 | ||
| 58 | 2024.08.15 02:50 | modify | 15 | 0.10 | 1.66889 | 1.66749 | 1.65489 | ||
| 59 | 2024.08.15 22:45 | sell | 17 | 0.10 | 1.66022 | 0.00000 | 0.00000 | ||
| 60 | 2024.08.15 22:45 | modify | 17 | 0.10 | 1.66022 | 1.66539 | 1.65489 | ||
| 61 | 2024.08.15 22:45 | sell | 18 | 0.10 | 1.66022 | 0.00000 | 0.00000 | ||
| 62 | 2024.08.15 22:45 | modify | 18 | 0.10 | 1.66022 | 1.66399 | 1.65489 | ||
| 63 | 2024.08.15 22:45 | modify | 16 | 0.10 | 1.66309 | 1.66399 | 1.65489 | ||
| 64 | 2024.08.15 22:45 | modify | 15 | 0.10 | 1.66889 | 1.66399 | 1.65489 | ||
| 65 | 2024.08.15 22:50 | modify | 17 | 0.10 | 1.66022 | 1.66399 | 1.65489 | ||
| 66 | 2024.08.16 09:05 | t/p | 15 | 0.10 | 1.65489 | 1.66399 | 1.65489 | 86.77 | 1156.09 |
| 67 | 2024.08.16 09:05 | t/p | 16 | 0.10 | 1.65489 | 1.66399 | 1.65489 | 50.90 | 1207.00 |
| 68 | 2024.08.16 09:05 | t/p | 17 | 0.10 | 1.65489 | 1.66399 | 1.65489 | 33.15 | 1240.15 |
| 69 | 2024.08.16 09:05 | t/p | 18 | 0.10 | 1.65489 | 1.66399 | 1.65489 | 33.15 | 1273.31 |
| 70 | 2024.08.29 16:00 | buy | 19 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 71 | 2024.08.29 16:00 | modify | 19 | 0.10 | 1.62925 | 1.61525 | 1.64325 | ||
| 72 | 2024.08.30 18:25 | buy | 20 | 0.10 | 1.63487 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.30 18:25 | modify | 20 | 0.10 | 1.63487 | 1.63065 | 1.64325 | ||
| 74 | 2024.08.30 18:25 | modify | 19 | 0.10 | 1.62925 | 1.63065 | 1.64325 | ||
| 75 | 2024.09.01 21:15 | s/l | 19 | 0.10 | 1.63065 | 1.63065 | 1.64325 | 8.09 | 1281.40 |
| 76 | 2024.09.01 21:15 | s/l | 20 | 0.10 | 1.63065 | 1.63065 | 1.64325 | -26.10 | 1255.30 |
| 77 | 2024.10.29 08:00 | sell | 21 | 0.10 | 1.64642 | 0.00000 | 0.00000 | ||
| 78 | 2024.10.29 08:00 | modify | 21 | 0.10 | 1.64642 | 1.66042 | 1.63242 | ||
| 79 | 2024.11.06 07:20 | sell | 22 | 0.10 | 1.64062 | 0.00000 | 0.00000 | ||
| 80 | 2024.11.06 07:20 | modify | 22 | 0.10 | 1.64062 | 1.64502 | 1.63242 | ||
| 81 | 2024.11.06 07:20 | modify | 21 | 0.10 | 1.64642 | 1.64502 | 1.63242 | ||
| 82 | 2024.11.06 10:30 | t/p | 21 | 0.10 | 1.63242 | 1.64502 | 1.63242 | 88.13 | 1343.43 |
| 83 | 2024.11.06 10:30 | t/p | 22 | 0.10 | 1.63242 | 1.64502 | 1.63242 | 50.71 | 1394.14 |
| 84 | 2024.11.06 16:00 | buy | 23 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 85 | 2024.11.06 16:00 | modify | 23 | 0.10 | 1.63366 | 1.61966 | 1.64766 | ||
| 86 | 2024.11.07 13:40 | s/l | 23 | 0.10 | 1.61966 | 1.61966 | 1.64766 | -88.25 | 1305.89 |
| 87 | 2024.11.22 04:00 | buy | 24 | 0.10 | 1.60883 | 0.00000 | 0.00000 | ||
| 88 | 2024.11.22 04:00 | modify | 24 | 0.10 | 1.60883 | 1.59483 | 1.62283 | ||
| 89 | 2024.11.25 15:25 | buy | 25 | 0.10 | 1.61447 | 0.00000 | 0.00000 | ||
| 90 | 2024.11.25 15:25 | modify | 25 | 0.10 | 1.61447 | 1.61023 | 1.62283 | ||
| 91 | 2024.11.25 15:25 | modify | 24 | 0.10 | 1.60883 | 1.61023 | 1.62283 | ||
| 92 | 2024.11.26 08:10 | buy | 26 | 0.10 | 1.61747 | 0.00000 | 0.00000 | ||
| 93 | 2024.11.26 08:10 | modify | 26 | 0.10 | 1.61747 | 1.61233 | 1.62283 | ||
| 94 | 2024.11.26 08:10 | buy | 27 | 0.10 | 1.61747 | 0.00000 | 0.00000 | ||
| 95 | 2024.11.26 08:10 | modify | 27 | 0.10 | 1.61747 | 1.61373 | 1.62283 | ||
| 96 | 2024.11.26 08:10 | modify | 25 | 0.10 | 1.61447 | 1.61373 | 1.62283 | ||
| 97 | 2024.11.26 08:10 | modify | 24 | 0.10 | 1.60883 | 1.61373 | 1.62283 | ||
| 98 | 2024.11.26 08:15 | modify | 26 | 0.10 | 1.61747 | 1.61373 | 1.62283 | ||
| 99 | 2024.11.26 14:30 | t/p | 24 | 0.10 | 1.62283 | 1.61373 | 1.62283 | 85.45 | 1391.34 |
| 100 | 2024.11.26 14:30 | t/p | 25 | 0.10 | 1.62283 | 1.61373 | 1.62283 | 51.13 | 1442.47 |
| 101 | 2024.11.26 14:30 | t/p | 26 | 0.10 | 1.62283 | 1.61373 | 1.62283 | 33.14 | 1475.61 |
| 102 | 2024.11.26 14:30 | t/p | 27 | 0.10 | 1.62283 | 1.61373 | 1.62283 | 33.14 | 1508.75 |
| 103 | 2024.12.06 20:00 | sell | 28 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 104 | 2024.12.06 20:00 | modify | 28 | 0.10 | 1.65291 | 1.66691 | 1.63891 | ||
| 105 | 2024.12.09 07:30 | sell | 29 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 106 | 2024.12.09 07:30 | modify | 29 | 0.10 | 1.64702 | 1.65151 | 1.63891 | ||
| 107 | 2024.12.09 07:30 | modify | 28 | 0.10 | 1.65291 | 1.65151 | 1.63891 | ||
| 108 | 2024.12.09 07:40 | sell | 30 | 0.10 | 1.64425 | 0.00000 | 0.00000 | ||
| 109 | 2024.12.09 07:40 | modify | 30 | 0.10 | 1.64425 | 1.64941 | 1.63891 | ||
| 110 | 2024.12.09 07:40 | sell | 31 | 0.10 | 1.64425 | 0.00000 | 0.00000 | ||
| 111 | 2024.12.09 07:40 | modify | 31 | 0.10 | 1.64425 | 1.64801 | 1.63891 | ||
| 112 | 2024.12.09 07:40 | modify | 29 | 0.10 | 1.64702 | 1.64801 | 1.63891 | ||
| 113 | 2024.12.09 07:40 | modify | 28 | 0.10 | 1.65291 | 1.64801 | 1.63891 | ||
| 114 | 2024.12.09 07:45 | modify | 30 | 0.10 | 1.64425 | 1.64801 | 1.63891 | ||
| 115 | 2024.12.09 12:40 | t/p | 28 | 0.10 | 1.63891 | 1.64801 | 1.63891 | 86.77 | 1595.52 |
| 116 | 2024.12.09 12:40 | t/p | 29 | 0.10 | 1.63891 | 1.64801 | 1.63891 | 50.15 | 1645.67 |
| 117 | 2024.12.09 12:40 | t/p | 30 | 0.10 | 1.63891 | 1.64801 | 1.63891 | 33.02 | 1678.69 |
| 118 | 2024.12.09 12:40 | t/p | 31 | 0.10 | 1.63891 | 1.64801 | 1.63891 | 33.02 | 1711.71 |
| 119 | 2024.12.09 20:00 | buy | 32 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.09 20:00 | modify | 32 | 0.10 | 1.63830 | 1.62430 | 1.65230 | ||
| 121 | 2024.12.10 03:40 | t/p | 32 | 0.10 | 1.65230 | 1.62430 | 1.65230 | 86.01 | 1797.73 |