Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2615 | Ticks modelled | 78404 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1252.25 | Gross profit | 1605.15 | Gross loss | -352.89 |
| Profit factor | 4.55 | Expected payoff | 40.40 | ||
| Absolute drawdown | 24.00 | Maximal drawdown | 280.01 (20.94%) | Relative drawdown | 20.94% (280.01) |
| Total trades | 31 | Short positions (won %) | 29 (68.97%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
| Largest | profit trade | 145.66 | loss trade | -99.43 | |
| Average | profit trade | 76.44 | loss trade | -35.29 | |
| Maximum | consecutive wins (profit in money) | 5 (411.20) | consecutive losses (loss in money) | 4 (-141.19) | |
| Maximal | consecutive profit (count of wins) | 411.20 (5) | consecutive loss (count of losses) | -141.19 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.11 08:00 | sell | 1 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.11 08:00 | modify | 1 | 0.10 | 1.09790 | 1.10790 | 1.08390 | ||
| 3 | 2024.01.16 00:30 | sell | 2 | 0.10 | 1.09289 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.16 00:30 | modify | 2 | 0.10 | 1.09289 | 1.09510 | 1.08390 | ||
| 5 | 2024.01.16 00:30 | modify | 1 | 0.10 | 1.09790 | 1.09510 | 1.08390 | ||
| 6 | 2024.01.16 07:15 | sell | 3 | 0.10 | 1.09086 | 0.00000 | 0.00000 | ||
| 7 | 2024.01.16 07:15 | modify | 3 | 0.10 | 1.09086 | 1.09370 | 1.08390 | ||
| 8 | 2024.01.16 07:15 | sell | 4 | 0.10 | 1.09086 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.16 07:15 | modify | 4 | 0.10 | 1.09086 | 1.09300 | 1.08390 | ||
| 10 | 2024.01.16 07:15 | modify | 2 | 0.10 | 1.09289 | 1.09300 | 1.08390 | ||
| 11 | 2024.01.16 07:15 | modify | 1 | 0.10 | 1.09790 | 1.09300 | 1.08390 | ||
| 12 | 2024.01.16 07:20 | modify | 3 | 0.10 | 1.09086 | 1.09300 | 1.08390 | ||
| 13 | 2024.01.23 15:30 | t/p | 1 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 142.83 | 1142.83 |
| 14 | 2024.01.23 15:30 | t/p | 2 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 91.88 | 1234.71 |
| 15 | 2024.01.23 15:30 | t/p | 3 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 71.58 | 1306.29 |
| 16 | 2024.01.23 15:30 | t/p | 4 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 71.58 | 1377.87 |
| 17 | 2024.02.26 16:00 | sell | 5 | 0.10 | 1.08509 | 0.00000 | 0.00000 | ||
| 18 | 2024.02.26 16:00 | modify | 5 | 0.10 | 1.08509 | 1.09509 | 1.07109 | ||
| 19 | 2024.02.28 09:55 | sell | 6 | 0.10 | 1.08000 | 0.00000 | 0.00000 | ||
| 20 | 2024.02.28 09:55 | modify | 6 | 0.10 | 1.08000 | 1.08229 | 1.07109 | ||
| 21 | 2024.02.28 09:55 | modify | 5 | 0.10 | 1.08509 | 1.08229 | 1.07109 | ||
| 22 | 2024.02.28 12:15 | s/l | 5 | 0.10 | 1.08229 | 1.08229 | 1.07109 | 28.57 | 1406.44 |
| 23 | 2024.02.28 12:15 | s/l | 6 | 0.10 | 1.08229 | 1.08229 | 1.07109 | -22.90 | 1383.54 |
| 24 | 2024.04.04 12:00 | sell | 7 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.04 12:00 | modify | 7 | 0.10 | 1.08529 | 1.09529 | 1.07129 | ||
| 26 | 2024.04.10 12:55 | sell | 8 | 0.10 | 1.07807 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.10 12:55 | modify | 8 | 0.10 | 1.07807 | 1.08109 | 1.07129 | ||
| 28 | 2024.04.10 12:55 | sell | 9 | 0.10 | 1.07807 | 0.00000 | 0.00000 | ||
| 29 | 2024.04.10 12:55 | modify | 9 | 0.10 | 1.07807 | 1.08039 | 1.07129 | ||
| 30 | 2024.04.10 12:55 | modify | 7 | 0.10 | 1.08529 | 1.08039 | 1.07129 | ||
| 31 | 2024.04.10 13:00 | modify | 8 | 0.10 | 1.07807 | 1.08039 | 1.07129 | ||
| 32 | 2024.04.11 14:33 | t/p | 7 | 0.10 | 1.07129 | 1.08039 | 1.07129 | 141.98 | 1525.52 |
| 33 | 2024.04.11 14:33 | t/p | 8 | 0.10 | 1.07129 | 1.08039 | 1.07129 | 68.65 | 1594.17 |
| 34 | 2024.04.11 14:33 | t/p | 9 | 0.10 | 1.07129 | 1.08039 | 1.07129 | 68.65 | 1662.82 |
| 35 | 2024.04.25 12:00 | sell | 10 | 0.10 | 1.07201 | 0.00000 | 0.00000 | ||
| 36 | 2024.04.25 12:00 | modify | 10 | 0.10 | 1.07201 | 1.08201 | 1.05801 | ||
| 37 | 2024.04.30 20:20 | sell | 11 | 0.10 | 1.06702 | 0.00000 | 0.00000 | ||
| 38 | 2024.04.30 20:20 | modify | 11 | 0.10 | 1.06702 | 1.06921 | 1.05801 | ||
| 39 | 2024.04.30 20:20 | modify | 10 | 0.10 | 1.07201 | 1.06921 | 1.05801 | ||
| 40 | 2024.05.01 06:40 | sell | 12 | 0.10 | 1.06494 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.01 06:40 | modify | 12 | 0.10 | 1.06494 | 1.06781 | 1.05801 | ||
| 42 | 2024.05.01 06:40 | sell | 13 | 0.10 | 1.06494 | 0.00000 | 0.00000 | ||
| 43 | 2024.05.01 06:40 | modify | 13 | 0.10 | 1.06494 | 1.06711 | 1.05801 | ||
| 44 | 2024.05.01 06:40 | modify | 11 | 0.10 | 1.06702 | 1.06711 | 1.05801 | ||
| 45 | 2024.05.01 06:40 | modify | 10 | 0.10 | 1.07201 | 1.06711 | 1.05801 | ||
| 46 | 2024.05.01 06:45 | modify | 12 | 0.10 | 1.06494 | 1.06711 | 1.05801 | ||
| 47 | 2024.05.01 08:33 | s/l | 10 | 0.10 | 1.06711 | 1.06711 | 1.05801 | 50.13 | 1712.95 |
| 48 | 2024.05.01 08:33 | s/l | 11 | 0.10 | 1.06711 | 1.06711 | 1.05801 | -0.62 | 1712.33 |
| 49 | 2024.05.01 08:33 | s/l | 12 | 0.10 | 1.06711 | 1.06711 | 1.05801 | -21.70 | 1690.63 |
| 50 | 2024.05.01 08:33 | s/l | 13 | 0.10 | 1.06711 | 1.06711 | 1.05801 | -21.70 | 1668.93 |
| 51 | 2024.05.03 08:00 | sell | 14 | 0.10 | 1.07344 | 0.00000 | 0.00000 | ||
| 52 | 2024.05.03 08:00 | modify | 14 | 0.10 | 1.07344 | 1.08344 | 1.05944 | ||
| 53 | 2024.05.15 07:05 | s/l | 14 | 0.10 | 1.08344 | 1.08344 | 1.05944 | -97.17 | 1571.76 |
| 54 | 2024.05.15 08:00 | sell | 15 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 55 | 2024.05.15 08:00 | modify | 15 | 0.10 | 1.08258 | 1.09258 | 1.06858 | ||
| 56 | 2024.06.09 21:10 | sell | 16 | 0.10 | 1.07763 | 0.00000 | 0.00000 | ||
| 57 | 2024.06.09 21:10 | modify | 16 | 0.10 | 1.07763 | 1.07978 | 1.06858 | ||
| 58 | 2024.06.09 21:10 | modify | 15 | 0.10 | 1.08258 | 1.07978 | 1.06858 | ||
| 59 | 2024.06.10 03:40 | sell | 17 | 0.10 | 1.07554 | 0.00000 | 0.00000 | ||
| 60 | 2024.06.10 03:40 | modify | 17 | 0.10 | 1.07554 | 1.07838 | 1.06858 | ||
| 61 | 2024.06.10 03:40 | sell | 18 | 0.10 | 1.07554 | 0.00000 | 0.00000 | ||
| 62 | 2024.06.10 03:40 | modify | 18 | 0.10 | 1.07554 | 1.07768 | 1.06858 | ||
| 63 | 2024.06.10 03:40 | modify | 16 | 0.10 | 1.07763 | 1.07768 | 1.06858 | ||
| 64 | 2024.06.10 03:40 | modify | 15 | 0.10 | 1.08258 | 1.07768 | 1.06858 | ||
| 65 | 2024.06.10 03:45 | modify | 17 | 0.10 | 1.07554 | 1.07768 | 1.06858 | ||
| 66 | 2024.06.12 12:10 | s/l | 15 | 0.10 | 1.07768 | 1.07768 | 1.06858 | 56.92 | 1628.69 |
| 67 | 2024.06.12 12:10 | s/l | 16 | 0.10 | 1.07768 | 1.07768 | 1.06858 | 0.35 | 1629.04 |
| 68 | 2024.06.12 12:10 | s/l | 17 | 0.10 | 1.07768 | 1.07768 | 1.06858 | -20.83 | 1608.20 |
| 69 | 2024.06.12 12:10 | s/l | 18 | 0.10 | 1.07768 | 1.07768 | 1.06858 | -20.83 | 1587.37 |
| 70 | 2024.06.14 16:00 | buy | 19 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 71 | 2024.06.14 16:00 | modify | 19 | 0.10 | 1.07016 | 1.06016 | 1.08416 | ||
| 72 | 2024.06.18 13:40 | buy | 20 | 0.10 | 1.07527 | 0.00000 | 0.00000 | ||
| 73 | 2024.06.18 13:40 | modify | 20 | 0.10 | 1.07527 | 1.07296 | 1.08416 | ||
| 74 | 2024.06.18 13:40 | modify | 19 | 0.10 | 1.07016 | 1.07296 | 1.08416 | ||
| 75 | 2024.06.19 06:40 | s/l | 19 | 0.10 | 1.07296 | 1.07296 | 1.08416 | 26.18 | 1613.55 |
| 76 | 2024.06.19 06:40 | s/l | 20 | 0.10 | 1.07296 | 1.07296 | 1.08416 | -23.71 | 1589.85 |
| 77 | 2024.07.17 16:00 | sell | 21 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 78 | 2024.07.17 16:00 | modify | 21 | 0.10 | 1.09323 | 1.10323 | 1.07923 | ||
| 79 | 2024.07.19 06:40 | sell | 22 | 0.10 | 1.08833 | 0.00000 | 0.00000 | ||
| 80 | 2024.07.19 06:40 | modify | 22 | 0.10 | 1.08833 | 1.09043 | 1.07923 | ||
| 81 | 2024.07.19 06:40 | modify | 21 | 0.10 | 1.09323 | 1.09043 | 1.07923 | ||
| 82 | 2024.07.23 10:30 | sell | 23 | 0.10 | 1.08609 | 0.00000 | 0.00000 | ||
| 83 | 2024.07.23 10:30 | modify | 23 | 0.10 | 1.08609 | 1.08903 | 1.07923 | ||
| 84 | 2024.07.23 10:30 | sell | 24 | 0.10 | 1.08609 | 0.00000 | 0.00000 | ||
| 85 | 2024.07.23 10:30 | modify | 24 | 0.10 | 1.08609 | 1.08833 | 1.07923 | ||
| 86 | 2024.07.23 10:30 | modify | 22 | 0.10 | 1.08833 | 1.08833 | 1.07923 | ||
| 87 | 2024.07.23 10:30 | modify | 21 | 0.10 | 1.09323 | 1.08833 | 1.07923 | ||
| 88 | 2024.07.23 10:35 | modify | 23 | 0.10 | 1.08609 | 1.08833 | 1.07923 | ||
| 89 | 2024.08.01 08:30 | t/p | 21 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 144.81 | 1734.66 |
| 90 | 2024.08.01 08:30 | t/p | 22 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 94.68 | 1829.34 |
| 91 | 2024.08.01 08:30 | t/p | 23 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 71.71 | 1901.05 |
| 92 | 2024.08.01 08:30 | t/p | 24 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 71.71 | 1972.76 |
| 93 | 2024.08.05 16:00 | sell | 25 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 94 | 2024.08.05 16:00 | modify | 25 | 0.10 | 1.09561 | 1.10561 | 1.08161 | ||
| 95 | 2024.08.06 10:40 | sell | 26 | 0.10 | 1.09041 | 0.00000 | 0.00000 | ||
| 96 | 2024.08.06 10:40 | modify | 26 | 0.10 | 1.09041 | 1.09281 | 1.08161 | ||
| 97 | 2024.08.06 10:40 | modify | 25 | 0.10 | 1.09561 | 1.09281 | 1.08161 | ||
| 98 | 2024.08.06 14:30 | s/l | 25 | 0.10 | 1.09281 | 1.09281 | 1.08161 | 28.28 | 2001.05 |
| 99 | 2024.08.06 14:30 | s/l | 26 | 0.10 | 1.09281 | 1.09281 | 1.08161 | -24.00 | 1977.05 |
| 100 | 2024.08.19 12:00 | sell | 27 | 0.10 | 1.10424 | 0.00000 | 0.00000 | ||
| 101 | 2024.08.19 12:00 | modify | 27 | 0.10 | 1.10424 | 1.11424 | 1.09024 | ||
| 102 | 2024.08.21 15:30 | s/l | 27 | 0.10 | 1.11424 | 1.11424 | 1.09024 | -99.43 | 1877.61 |
| 103 | 2024.09.16 16:00 | sell | 28 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 104 | 2024.09.16 16:00 | modify | 28 | 0.10 | 1.11226 | 1.12226 | 1.09826 | ||
| 105 | 2024.10.01 12:55 | sell | 29 | 0.10 | 1.10711 | 0.00000 | 0.00000 | ||
| 106 | 2024.10.01 12:55 | modify | 29 | 0.10 | 1.10711 | 1.10946 | 1.09826 | ||
| 107 | 2024.10.01 12:55 | modify | 28 | 0.10 | 1.11226 | 1.10946 | 1.09826 | ||
| 108 | 2024.10.02 12:40 | sell | 30 | 0.10 | 1.10510 | 0.00000 | 0.00000 | ||
| 109 | 2024.10.02 12:40 | modify | 30 | 0.10 | 1.10510 | 1.10806 | 1.09826 | ||
| 110 | 2024.10.02 12:40 | sell | 31 | 0.10 | 1.10510 | 0.00000 | 0.00000 | ||
| 111 | 2024.10.02 12:40 | modify | 31 | 0.10 | 1.10510 | 1.10736 | 1.09826 | ||
| 112 | 2024.10.02 12:40 | modify | 29 | 0.10 | 1.10711 | 1.10736 | 1.09826 | ||
| 113 | 2024.10.02 12:40 | modify | 28 | 0.10 | 1.11226 | 1.10736 | 1.09826 | ||
| 114 | 2024.10.02 12:45 | modify | 30 | 0.10 | 1.10510 | 1.10736 | 1.09826 | ||
| 115 | 2024.10.04 12:40 | t/p | 28 | 0.10 | 1.09826 | 1.10736 | 1.09826 | 145.66 | 2023.27 |
| 116 | 2024.10.04 12:40 | t/p | 29 | 0.10 | 1.09826 | 1.10736 | 1.09826 | 89.92 | 2113.19 |
| 117 | 2024.10.04 12:40 | t/p | 30 | 0.10 | 1.09826 | 1.10736 | 1.09826 | 69.53 | 2182.72 |
| 118 | 2024.10.04 12:40 | t/p | 31 | 0.10 | 1.09826 | 1.10736 | 1.09826 | 69.53 | 2252.25 |