Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 6536 | Ticks modelled | 43738492 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 350.30 | Gross profit | 437.17 | Gross loss | -86.87 |
| Profit factor | 5.03 | Expected payoff | 25.02 | ||
| Absolute drawdown | 63.43 | Maximal drawdown | 196.63 (1.91%) | Relative drawdown | 1.91% (196.63) |
| Total trades | 14 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 10 (71.43%) | Loss trades (% of total) | 4 (28.57%) | ||
| Largest | profit trade | 86.94 | loss trade | -30.75 | |
| Average | profit trade | 43.72 | loss trade | -21.72 | |
| Maximum | consecutive wins (profit in money) | 5 (230.69) | consecutive losses (loss in money) | 3 (-60.51) | |
| Maximal | consecutive profit (count of wins) | 230.69 (5) | consecutive loss (count of losses) | -60.51 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.12 06:00 | buy | 1 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.12 06:00 | modify | 1 | 0.10 | 1.88728 | 1.87428 | 1.90128 | ||
| 3 | 2022.08.15 07:48 | buy | 2 | 0.10 | 1.89289 | 0.00000 | 0.00000 | ||
| 4 | 2022.08.15 07:48 | modify | 2 | 0.10 | 1.89289 | 1.88868 | 1.90128 | ||
| 5 | 2022.08.15 07:48 | modify | 1 | 0.10 | 1.88728 | 1.88868 | 1.90128 | ||
| 6 | 2022.08.15 09:05 | buy | 3 | 0.10 | 1.89568 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.15 09:05 | modify | 3 | 0.10 | 1.89568 | 1.89078 | 1.90128 | ||
| 8 | 2022.08.15 09:05 | modify | 2 | 0.10 | 1.89289 | 1.89078 | 1.90128 | ||
| 9 | 2022.08.15 09:05 | modify | 1 | 0.10 | 1.88728 | 1.89078 | 1.90128 | ||
| 10 | 2022.08.15 10:22 | buy | 4 | 0.10 | 1.89712 | 0.00000 | 0.00000 | ||
| 11 | 2022.08.15 10:22 | modify | 4 | 0.10 | 1.89712 | 1.89218 | 1.90128 | ||
| 12 | 2022.08.15 10:22 | modify | 3 | 0.10 | 1.89568 | 1.89218 | 1.90128 | ||
| 13 | 2022.08.15 10:22 | modify | 2 | 0.10 | 1.89289 | 1.89218 | 1.90128 | ||
| 14 | 2022.08.15 10:22 | modify | 1 | 0.10 | 1.88728 | 1.89218 | 1.90128 | ||
| 15 | 2022.08.15 13:11 | t/p | 1 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 86.94 | 10086.94 |
| 16 | 2022.08.15 13:11 | t/p | 2 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 52.33 | 10139.27 |
| 17 | 2022.08.15 13:11 | t/p | 3 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 34.92 | 10174.19 |
| 18 | 2022.08.15 13:11 | t/p | 4 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 25.94 | 10200.13 |
| 19 | 2022.11.04 14:00 | buy | 5 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
| 20 | 2022.11.04 14:00 | modify | 5 | 0.10 | 1.91638 | 1.90338 | 1.93038 | ||
| 21 | 2022.11.06 22:32 | buy | 6 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
| 22 | 2022.11.06 22:32 | modify | 6 | 0.10 | 1.92228 | 1.91778 | 1.93038 | ||
| 23 | 2022.11.06 22:32 | modify | 5 | 0.10 | 1.91638 | 1.91778 | 1.93038 | ||
| 24 | 2022.11.06 22:43 | buy | 7 | 0.10 | 1.92505 | 0.00000 | 0.00000 | ||
| 25 | 2022.11.06 22:43 | modify | 7 | 0.10 | 1.92505 | 1.91988 | 1.93038 | ||
| 26 | 2022.11.06 22:43 | modify | 6 | 0.10 | 1.92228 | 1.91988 | 1.93038 | ||
| 27 | 2022.11.06 22:43 | modify | 5 | 0.10 | 1.91638 | 1.91988 | 1.93038 | ||
| 28 | 2022.11.06 23:00 | buy | 8 | 0.10 | 1.92621 | 0.00000 | 0.00000 | ||
| 29 | 2022.11.06 23:00 | modify | 8 | 0.10 | 1.92621 | 1.92128 | 1.93038 | ||
| 30 | 2022.11.06 23:00 | modify | 7 | 0.10 | 1.92505 | 1.92128 | 1.93038 | ||
| 31 | 2022.11.06 23:00 | modify | 6 | 0.10 | 1.92228 | 1.92128 | 1.93038 | ||
| 32 | 2022.11.06 23:00 | modify | 5 | 0.10 | 1.91638 | 1.92128 | 1.93038 | ||
| 33 | 2022.11.06 23:31 | s/l | 5 | 0.10 | 1.92128 | 1.92128 | 1.93038 | 30.56 | 10230.69 |
| 34 | 2022.11.06 23:31 | s/l | 6 | 0.10 | 1.92128 | 1.92128 | 1.93038 | -6.24 | 10224.45 |
| 35 | 2022.11.06 23:31 | s/l | 7 | 0.10 | 1.92128 | 1.92128 | 1.93038 | -23.52 | 10200.93 |
| 36 | 2022.11.06 23:31 | s/l | 8 | 0.10 | 1.92128 | 1.92128 | 1.93038 | -30.75 | 10170.18 |
| 37 | 2023.02.21 19:00 | sell | 9 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
| 38 | 2023.02.21 19:00 | modify | 9 | 0.10 | 1.94972 | 1.96272 | 1.93572 | ||
| 39 | 2023.02.22 01:01 | sell | 10 | 0.10 | 1.94412 | 0.00000 | 0.00000 | ||
| 40 | 2023.02.22 01:01 | modify | 10 | 0.10 | 1.94412 | 1.94832 | 1.93572 | ||
| 41 | 2023.02.22 01:01 | modify | 9 | 0.10 | 1.94972 | 1.94832 | 1.93572 | ||
| 42 | 2023.02.22 01:20 | s/l | 9 | 0.10 | 1.94832 | 1.94832 | 1.93572 | 8.82 | 10179.00 |
| 43 | 2023.02.22 01:20 | s/l | 10 | 0.10 | 1.94832 | 1.94832 | 1.93572 | -26.36 | 10152.64 |
| 44 | 2023.03.01 13:00 | buy | 11 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
| 45 | 2023.03.01 13:00 | modify | 11 | 0.10 | 1.92478 | 1.91178 | 1.93878 | ||
| 46 | 2023.03.03 13:27 | buy | 12 | 0.10 | 1.93041 | 0.00000 | 0.00000 | ||
| 47 | 2023.03.03 13:27 | modify | 12 | 0.10 | 1.93041 | 1.92618 | 1.93878 | ||
| 48 | 2023.03.03 13:27 | modify | 11 | 0.10 | 1.92478 | 1.92618 | 1.93878 | ||
| 49 | 2023.03.03 15:40 | buy | 13 | 0.10 | 1.93318 | 0.00000 | 0.00000 | ||
| 50 | 2023.03.03 15:40 | modify | 13 | 0.10 | 1.93318 | 1.92828 | 1.93878 | ||
| 51 | 2023.03.03 15:40 | modify | 12 | 0.10 | 1.93041 | 1.92828 | 1.93878 | ||
| 52 | 2023.03.03 15:40 | modify | 11 | 0.10 | 1.92478 | 1.92828 | 1.93878 | ||
| 53 | 2023.03.03 18:33 | buy | 14 | 0.10 | 1.93458 | 0.00000 | 0.00000 | ||
| 54 | 2023.03.03 18:33 | modify | 14 | 0.10 | 1.93458 | 1.92968 | 1.93878 | ||
| 55 | 2023.03.03 18:33 | modify | 13 | 0.10 | 1.93318 | 1.92968 | 1.93878 | ||
| 56 | 2023.03.03 18:33 | modify | 12 | 0.10 | 1.93041 | 1.92968 | 1.93878 | ||
| 57 | 2023.03.03 18:33 | modify | 11 | 0.10 | 1.92478 | 1.92968 | 1.93878 | ||
| 58 | 2023.03.06 08:22 | t/p | 11 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 85.46 | 10238.10 |
| 59 | 2023.03.06 08:22 | t/p | 12 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 51.83 | 10289.92 |
| 60 | 2023.03.06 08:22 | t/p | 13 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 34.56 | 10324.48 |
| 61 | 2023.03.06 08:22 | t/p | 14 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 25.82 | 10350.30 |