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 20:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 329.74 | Gross profit | 670.01 | Gross loss | -340.27 |
| Profit factor | 1.97 | Expected payoff | 20.61 | ||
| Absolute drawdown | 173.35 | Maximal drawdown | 235.51 (2.34%) | Relative drawdown | 2.34% (235.51) |
| Total trades | 16 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
| Largest | profit trade | 87.90 | loss trade | -69.00 | |
| Average | profit trade | 67.00 | loss trade | -56.71 | |
| Maximum | consecutive wins (profit in money) | 6 (486.21) | consecutive losses (loss in money) | 2 (-100.64) | |
| Maximal | consecutive profit (count of wins) | 486.21 (6) | consecutive loss (count of losses) | -100.64 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.13 20:00 | sell | 1 | 0.10 | 1.92964 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.13 20:00 | modify | 1 | 0.10 | 1.92964 | 1.94064 | 1.91564 | ||
| 3 | 2022.04.14 06:00 | sell | 2 | 0.10 | 1.92374 | 0.00000 | 0.00000 | ||
| 4 | 2022.04.14 06:00 | modify | 2 | 0.10 | 1.92374 | 1.92894 | 1.91564 | ||
| 5 | 2022.04.14 06:00 | modify | 1 | 0.10 | 1.92964 | 1.92894 | 1.91564 | ||
| 6 | 2022.04.14 09:00 | s/l | 1 | 0.10 | 1.92894 | 1.92894 | 1.91564 | 4.50 | 10004.50 |
| 7 | 2022.04.14 09:00 | s/l | 2 | 0.10 | 1.92894 | 1.92894 | 1.91564 | -32.64 | 9971.86 |
| 8 | 2022.04.29 18:00 | sell | 3 | 0.10 | 1.94638 | 0.00000 | 0.00000 | ||
| 9 | 2022.04.29 18:00 | modify | 3 | 0.10 | 1.94638 | 1.95738 | 1.93238 | ||
| 10 | 2022.05.02 20:00 | sell | 4 | 0.10 | 1.94063 | 0.00000 | 0.00000 | ||
| 11 | 2022.05.02 20:00 | modify | 4 | 0.10 | 1.94063 | 1.94568 | 1.93238 | ||
| 12 | 2022.05.02 20:00 | modify | 3 | 0.10 | 1.94638 | 1.94568 | 1.93238 | ||
| 13 | 2022.05.03 06:00 | s/l | 3 | 0.10 | 1.94568 | 1.94568 | 1.93238 | 4.46 | 9976.33 |
| 14 | 2022.05.03 06:00 | s/l | 4 | 0.10 | 1.94568 | 1.94568 | 1.93238 | -31.66 | 9944.66 |
| 15 | 2022.08.11 13:00 | buy | 5 | 0.10 | 1.89737 | 0.00000 | 0.00000 | ||
| 16 | 2022.08.11 13:00 | modify | 5 | 0.10 | 1.89737 | 1.88637 | 1.91137 | ||
| 17 | 2022.08.12 05:00 | s/l | 5 | 0.10 | 1.88637 | 1.88637 | 1.91137 | -68.98 | 9875.68 |
| 18 | 2022.08.12 06:00 | buy | 6 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
| 19 | 2022.08.12 06:00 | modify | 6 | 0.10 | 1.88728 | 1.87628 | 1.90128 | ||
| 20 | 2022.08.15 14:00 | t/p | 6 | 0.10 | 1.90128 | 1.87628 | 1.90128 | 86.94 | 9962.62 |
| 21 | 2022.09.13 20:00 | sell | 7 | 0.10 | 1.91870 | 0.00000 | 0.00000 | ||
| 22 | 2022.09.13 20:00 | modify | 7 | 0.10 | 1.91870 | 1.92970 | 1.90470 | ||
| 23 | 2022.09.14 12:00 | s/l | 7 | 0.10 | 1.92970 | 1.92970 | 1.90470 | -69.00 | 9893.62 |
| 24 | 2022.10.02 21:00 | sell | 8 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
| 25 | 2022.10.02 21:00 | modify | 8 | 0.10 | 1.99059 | 2.00159 | 1.97659 | ||
| 26 | 2022.10.03 02:00 | t/p | 8 | 0.10 | 1.97659 | 2.00159 | 1.97659 | 87.90 | 9981.52 |
| 27 | 2022.11.03 20:00 | buy | 9 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
| 28 | 2022.11.03 20:00 | modify | 9 | 0.10 | 1.93231 | 1.92131 | 1.94631 | ||
| 29 | 2022.11.04 12:00 | s/l | 9 | 0.10 | 1.92131 | 1.92131 | 1.94631 | -68.98 | 9912.53 |
| 30 | 2022.11.04 14:00 | buy | 10 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
| 31 | 2022.11.04 14:00 | modify | 10 | 0.10 | 1.91638 | 1.90538 | 1.93038 | ||
| 32 | 2022.11.06 22:00 | buy | 11 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
| 33 | 2022.11.06 22:00 | modify | 11 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
| 34 | 2022.11.06 22:00 | modify | 10 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
| 35 | 2022.11.07 10:00 | t/p | 10 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 86.95 | 9999.48 |
| 36 | 2022.11.07 10:00 | t/p | 11 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 50.15 | 10049.63 |
| 37 | 2023.02.21 19:00 | sell | 12 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
| 38 | 2023.02.21 19:00 | modify | 12 | 0.10 | 1.94972 | 1.96072 | 1.93572 | ||
| 39 | 2023.02.22 16:00 | t/p | 12 | 0.10 | 1.93572 | 1.96072 | 1.93572 | 87.90 | 10137.53 |
| 40 | 2023.02.28 10:00 | sell | 13 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
| 41 | 2023.02.28 10:00 | modify | 13 | 0.10 | 1.96482 | 1.97582 | 1.95082 | ||
| 42 | 2023.02.28 18:00 | t/p | 13 | 0.10 | 1.95082 | 1.97582 | 1.95082 | 87.86 | 10225.39 |
| 43 | 2023.03.01 13:00 | buy | 14 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
| 44 | 2023.03.01 13:00 | modify | 14 | 0.10 | 1.92478 | 1.91378 | 1.93878 | ||
| 45 | 2023.03.06 09:00 | t/p | 14 | 0.10 | 1.93878 | 1.91378 | 1.93878 | 85.46 | 10310.85 |
| 46 | 2023.03.10 11:00 | sell | 15 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
| 47 | 2023.03.10 11:00 | modify | 15 | 0.10 | 1.96139 | 1.97239 | 1.94739 | ||
| 48 | 2023.03.13 14:00 | t/p | 15 | 0.10 | 1.94739 | 1.97239 | 1.94739 | 87.90 | 10398.74 |
| 49 | 2023.03.20 20:00 | sell | 16 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
| 50 | 2023.03.20 20:00 | modify | 16 | 0.10 | 1.96454 | 1.97554 | 1.95054 | ||
| 51 | 2023.03.21 07:00 | s/l | 16 | 0.10 | 1.97554 | 1.97554 | 1.95054 | -69.00 | 10329.74 |