Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 579.83 | Gross profit | 874.24 | Gross loss | -294.41 |
| Profit factor | 2.97 | Expected payoff | 32.21 | ||
| Absolute drawdown | 22.80 | Maximal drawdown | 190.20 (1.78%) | Relative drawdown | 1.78% (190.20) |
| Total trades | 18 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 10 (55.56%) | Loss trades (% of total) | 8 (44.44%) | ||
| Largest | profit trade | 94.21 | loss trade | -39.28 | |
| Average | profit trade | 87.42 | loss trade | -36.80 | |
| Maximum | consecutive wins (profit in money) | 5 (466.86) | consecutive losses (loss in money) | 4 (-152.20) | |
| Maximal | consecutive profit (count of wins) | 466.86 (5) | consecutive loss (count of losses) | -152.20 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.11 00:00 | sell | 1 | 0.10 | 1.90673 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.11 00:00 | modify | 1 | 0.10 | 1.90673 | 1.91273 | 1.89173 | ||
| 3 | 2022.04.13 04:00 | t/p | 1 | 0.10 | 1.89173 | 1.91273 | 1.89173 | 94.21 | 10094.21 |
| 4 | 2022.04.18 04:00 | sell | 2 | 0.10 | 1.93563 | 0.00000 | 0.00000 | ||
| 5 | 2022.04.18 04:00 | modify | 2 | 0.10 | 1.93563 | 1.94163 | 1.92063 | ||
| 6 | 2022.04.20 08:00 | t/p | 2 | 0.10 | 1.92063 | 1.94163 | 1.92063 | 94.21 | 10188.43 |
| 7 | 2022.04.29 16:00 | sell | 3 | 0.10 | 1.94002 | 0.00000 | 0.00000 | ||
| 8 | 2022.04.29 16:00 | modify | 3 | 0.10 | 1.94002 | 1.94602 | 1.92502 | ||
| 9 | 2022.04.29 20:00 | s/l | 3 | 0.10 | 1.94602 | 1.94602 | 1.92502 | -37.65 | 10150.78 |
| 10 | 2022.06.02 16:00 | buy | 4 | 0.10 | 1.91725 | 0.00000 | 0.00000 | ||
| 11 | 2022.06.02 16:00 | modify | 4 | 0.10 | 1.91725 | 1.91125 | 1.93225 | ||
| 12 | 2022.06.06 20:00 | t/p | 4 | 0.10 | 1.93225 | 1.91125 | 1.93225 | 92.81 | 10243.59 |
| 13 | 2022.07.01 04:00 | sell | 5 | 0.10 | 1.96039 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.01 04:00 | modify | 5 | 0.10 | 1.96039 | 1.96639 | 1.94539 | ||
| 15 | 2022.07.01 16:00 | t/p | 5 | 0.10 | 1.94539 | 1.96639 | 1.94539 | 94.14 | 10337.73 |
| 16 | 2022.07.18 00:00 | buy | 6 | 0.10 | 1.92147 | 0.00000 | 0.00000 | ||
| 17 | 2022.07.18 00:00 | modify | 6 | 0.10 | 1.92147 | 1.91547 | 1.93647 | ||
| 18 | 2022.07.18 12:00 | t/p | 6 | 0.10 | 1.93647 | 1.91547 | 1.93647 | 93.55 | 10431.28 |
| 19 | 2022.07.22 12:00 | buy | 7 | 0.10 | 1.90858 | 0.00000 | 0.00000 | ||
| 20 | 2022.07.22 12:00 | modify | 7 | 0.10 | 1.90858 | 1.90258 | 1.92358 | ||
| 21 | 2022.07.25 04:00 | t/p | 7 | 0.10 | 1.92358 | 1.90258 | 1.92358 | 93.19 | 10524.46 |
| 22 | 2022.08.25 12:00 | buy | 8 | 0.10 | 1.89851 | 0.00000 | 0.00000 | ||
| 23 | 2022.08.25 12:00 | modify | 8 | 0.10 | 1.89851 | 1.89251 | 1.91351 | ||
| 24 | 2022.08.26 20:00 | t/p | 8 | 0.10 | 1.91351 | 1.89251 | 1.91351 | 93.18 | 10617.64 |
| 25 | 2022.08.30 12:00 | buy | 9 | 0.10 | 1.89723 | 0.00000 | 0.00000 | ||
| 26 | 2022.08.30 12:00 | modify | 9 | 0.10 | 1.89723 | 1.89123 | 1.91223 | ||
| 27 | 2022.09.02 16:00 | s/l | 9 | 0.10 | 1.89123 | 1.89123 | 1.91223 | -39.28 | 10578.36 |
| 28 | 2022.09.13 08:00 | sell | 10 | 0.10 | 1.90977 | 0.00000 | 0.00000 | ||
| 29 | 2022.09.13 08:00 | modify | 10 | 0.10 | 1.90977 | 1.91577 | 1.89477 | ||
| 30 | 2022.09.13 16:00 | s/l | 10 | 0.10 | 1.91577 | 1.91577 | 1.89477 | -37.65 | 10540.71 |
| 31 | 2022.10.13 12:00 | sell | 11 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
| 32 | 2022.10.13 12:00 | modify | 11 | 0.10 | 2.00047 | 2.00647 | 1.98547 | ||
| 33 | 2022.10.13 16:00 | s/l | 11 | 0.10 | 2.00647 | 2.00647 | 1.98547 | -37.66 | 10503.05 |
| 34 | 2023.01.12 12:00 | sell | 12 | 0.10 | 1.91535 | 0.00000 | 0.00000 | ||
| 35 | 2023.01.12 12:00 | modify | 12 | 0.10 | 1.91535 | 1.92135 | 1.90035 | ||
| 36 | 2023.01.13 16:00 | s/l | 12 | 0.10 | 1.92135 | 1.92135 | 1.90035 | -37.61 | 10465.44 |
| 37 | 2023.01.31 12:00 | sell | 13 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
| 38 | 2023.01.31 12:00 | modify | 13 | 0.10 | 1.91706 | 1.92306 | 1.90206 | ||
| 39 | 2023.01.31 16:00 | t/p | 13 | 0.10 | 1.90206 | 1.92306 | 1.90206 | 94.14 | 10559.58 |
| 40 | 2023.02.13 12:00 | buy | 14 | 0.10 | 1.90265 | 0.00000 | 0.00000 | ||
| 41 | 2023.02.13 12:00 | modify | 14 | 0.10 | 1.90265 | 1.89665 | 1.91765 | ||
| 42 | 2023.02.14 04:00 | t/p | 14 | 0.10 | 1.91765 | 1.89665 | 1.91765 | 93.18 | 10652.76 |
| 43 | 2023.02.21 12:00 | sell | 15 | 0.10 | 1.93914 | 0.00000 | 0.00000 | ||
| 44 | 2023.02.21 12:00 | modify | 15 | 0.10 | 1.93914 | 1.94514 | 1.92414 | ||
| 45 | 2023.02.21 16:00 | s/l | 15 | 0.10 | 1.94514 | 1.94514 | 1.92414 | -37.66 | 10615.10 |
| 46 | 2023.03.20 12:00 | sell | 16 | 0.10 | 1.95690 | 0.00000 | 0.00000 | ||
| 47 | 2023.03.20 12:00 | modify | 16 | 0.10 | 1.95690 | 1.96290 | 1.94190 | ||
| 48 | 2023.03.20 16:00 | s/l | 16 | 0.10 | 1.96290 | 1.96290 | 1.94190 | -37.66 | 10577.44 |
| 49 | 2023.03.29 04:00 | buy | 17 | 0.10 | 1.96929 | 0.00000 | 0.00000 | ||
| 50 | 2023.03.29 04:00 | modify | 17 | 0.10 | 1.96929 | 1.96329 | 1.98429 | ||
| 51 | 2023.03.29 12:00 | buy | 18 | 0.10 | 1.97905 | 0.00000 | 0.00000 | ||
| 52 | 2023.03.29 12:00 | modify | 18 | 0.10 | 1.97905 | 1.97454 | 1.98429 | ||
| 53 | 2023.03.29 12:00 | modify | 17 | 0.10 | 1.96929 | 1.97454 | 1.98429 | ||
| 54 | 2023.03.30 00:00 | s/l | 17 | 0.10 | 1.97454 | 1.97454 | 1.98429 | 31.63 | 10609.07 |
| 55 | 2023.03.30 00:00 | s/l | 18 | 0.10 | 1.97454 | 1.97454 | 1.98429 | -29.24 | 10579.83 |