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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=12; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 430.43 | Gross profit | 1273.67 | Gross loss | -843.24 |
| Profit factor | 1.51 | Expected payoff | 13.88 | ||
| Absolute drawdown | 162.72 | Maximal drawdown | 284.66 (2.81%) | Relative drawdown | 2.81% (284.66) |
| Total trades | 31 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
| Largest | profit trade | 88.02 | loss trade | -82.57 | |
| Average | profit trade | 70.76 | loss trade | -64.86 | |
| Maximum | consecutive wins (profit in money) | 7 (533.09) | consecutive losses (loss in money) | 3 (-245.10) | |
| Maximal | consecutive profit (count of wins) | 533.09 (7) | consecutive loss (count of losses) | -245.10 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.13 16:00 | sell | 1 | 0.10 | 1.92628 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.13 16:00 | modify | 1 | 0.10 | 1.92628 | 1.93928 | 1.91228 | ||
| 3 | 2022.04.22 04:00 | s/l | 1 | 0.10 | 1.93928 | 1.93928 | 1.91228 | -81.18 | 9918.82 |
| 4 | 2022.04.29 16:00 | sell | 2 | 0.10 | 1.94002 | 0.00000 | 0.00000 | ||
| 5 | 2022.04.29 16:00 | modify | 2 | 0.10 | 1.94002 | 1.95302 | 1.92602 | ||
| 6 | 2022.05.02 04:00 | s/l | 2 | 0.10 | 1.95302 | 1.95302 | 1.92602 | -81.54 | 9837.28 |
| 7 | 2022.05.05 12:00 | buy | 3 | 0.10 | 1.91185 | 0.00000 | 0.00000 | ||
| 8 | 2022.05.05 12:00 | modify | 3 | 0.10 | 1.91185 | 1.89885 | 1.92585 | ||
| 9 | 2022.05.05 20:00 | t/p | 3 | 0.10 | 1.92585 | 1.89885 | 1.92585 | 87.32 | 9924.60 |
| 10 | 2022.05.09 12:00 | sell | 4 | 0.10 | 1.94506 | 0.00000 | 0.00000 | ||
| 11 | 2022.05.09 12:00 | modify | 4 | 0.10 | 1.94506 | 1.95806 | 1.93106 | ||
| 12 | 2022.05.10 04:00 | s/l | 4 | 0.10 | 1.95806 | 1.95806 | 1.93106 | -81.54 | 9843.06 |
| 13 | 2022.07.06 12:00 | buy | 5 | 0.10 | 1.92942 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.06 12:00 | modify | 5 | 0.10 | 1.92942 | 1.91642 | 1.94342 | ||
| 15 | 2022.07.06 16:00 | buy | 6 | 0.10 | 1.93930 | 0.00000 | 0.00000 | ||
| 16 | 2022.07.06 16:00 | modify | 6 | 0.10 | 1.93930 | 1.93432 | 1.94342 | ||
| 17 | 2022.07.06 16:00 | modify | 5 | 0.10 | 1.92942 | 1.93432 | 1.94342 | ||
| 18 | 2022.07.07 04:00 | s/l | 5 | 0.10 | 1.93432 | 1.93432 | 1.94342 | 29.44 | 9872.50 |
| 19 | 2022.07.07 04:00 | s/l | 6 | 0.10 | 1.93432 | 1.93432 | 1.94342 | -32.18 | 9840.32 |
| 20 | 2022.07.22 12:00 | buy | 7 | 0.10 | 1.90858 | 0.00000 | 0.00000 | ||
| 21 | 2022.07.22 12:00 | modify | 7 | 0.10 | 1.90858 | 1.89558 | 1.92258 | ||
| 22 | 2022.07.25 00:00 | t/p | 7 | 0.10 | 1.92258 | 1.89558 | 1.92258 | 86.95 | 9927.27 |
| 23 | 2022.07.27 16:00 | sell | 8 | 0.10 | 1.94013 | 0.00000 | 0.00000 | ||
| 24 | 2022.07.27 16:00 | modify | 8 | 0.10 | 1.94013 | 1.95313 | 1.92613 | ||
| 25 | 2022.07.28 12:00 | sell | 9 | 0.10 | 1.93296 | 0.00000 | 0.00000 | ||
| 26 | 2022.07.28 12:00 | modify | 9 | 0.10 | 1.93296 | 1.93663 | 1.92613 | ||
| 27 | 2022.07.28 12:00 | modify | 8 | 0.10 | 1.94013 | 1.93663 | 1.92613 | ||
| 28 | 2022.07.29 08:00 | s/l | 8 | 0.10 | 1.93663 | 1.93663 | 1.92613 | 22.12 | 9949.39 |
| 29 | 2022.07.29 08:00 | s/l | 9 | 0.10 | 1.93663 | 1.93663 | 1.92613 | -22.99 | 9926.40 |
| 30 | 2022.08.04 12:00 | buy | 10 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
| 31 | 2022.08.04 12:00 | modify | 10 | 0.10 | 1.92112 | 1.90812 | 1.93512 | ||
| 32 | 2022.08.05 20:00 | t/p | 10 | 0.10 | 1.93512 | 1.90812 | 1.93512 | 86.94 | 10013.34 |
| 33 | 2022.08.10 16:00 | buy | 11 | 0.10 | 1.90611 | 0.00000 | 0.00000 | ||
| 34 | 2022.08.10 16:00 | modify | 11 | 0.10 | 1.90611 | 1.89311 | 1.92011 | ||
| 35 | 2022.08.12 00:00 | s/l | 11 | 0.10 | 1.89311 | 1.89311 | 1.92011 | -82.57 | 9930.77 |
| 36 | 2022.09.06 16:00 | sell | 12 | 0.10 | 1.90790 | 0.00000 | 0.00000 | ||
| 37 | 2022.09.06 16:00 | modify | 12 | 0.10 | 1.90790 | 1.92090 | 1.89390 | ||
| 38 | 2022.09.07 16:00 | sell | 13 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
| 39 | 2022.09.07 16:00 | modify | 13 | 0.10 | 1.90090 | 1.90440 | 1.89390 | ||
| 40 | 2022.09.07 16:00 | modify | 12 | 0.10 | 1.90790 | 1.90440 | 1.89390 | ||
| 41 | 2022.09.07 20:00 | s/l | 12 | 0.10 | 1.90440 | 1.90440 | 1.89390 | 22.01 | 9952.78 |
| 42 | 2022.09.07 20:00 | s/l | 13 | 0.10 | 1.90440 | 1.90440 | 1.89390 | -21.96 | 9930.82 |
| 43 | 2022.09.13 16:00 | sell | 14 | 0.10 | 1.91684 | 0.00000 | 0.00000 | ||
| 44 | 2022.09.13 16:00 | modify | 14 | 0.10 | 1.91684 | 1.92984 | 1.90284 | ||
| 45 | 2022.09.14 12:00 | s/l | 14 | 0.10 | 1.92984 | 1.92984 | 1.90284 | -81.55 | 9849.26 |
| 46 | 2022.09.14 12:00 | sell | 15 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
| 47 | 2022.09.14 12:00 | modify | 15 | 0.10 | 1.92961 | 1.94261 | 1.91561 | ||
| 48 | 2022.09.15 16:00 | t/p | 15 | 0.10 | 1.91561 | 1.94261 | 1.91561 | 87.97 | 9937.24 |
| 49 | 2022.09.20 12:00 | sell | 16 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
| 50 | 2022.09.20 12:00 | modify | 16 | 0.10 | 1.93591 | 1.94891 | 1.92191 | ||
| 51 | 2022.09.21 20:00 | t/p | 16 | 0.10 | 1.92191 | 1.94891 | 1.92191 | 87.90 | 10025.13 |
| 52 | 2022.09.23 12:00 | buy | 17 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
| 53 | 2022.09.23 12:00 | modify | 17 | 0.10 | 1.91017 | 1.89717 | 1.92417 | ||
| 54 | 2022.09.23 16:00 | s/l | 17 | 0.10 | 1.89717 | 1.89717 | 1.92417 | -81.08 | 9944.05 |
| 55 | 2022.09.30 20:00 | sell | 18 | 0.10 | 1.99521 | 0.00000 | 0.00000 | ||
| 56 | 2022.09.30 20:00 | modify | 18 | 0.10 | 1.99521 | 2.00821 | 1.98121 | ||
| 57 | 2022.10.03 00:00 | t/p | 18 | 0.10 | 1.98121 | 2.00821 | 1.98121 | 87.91 | 10031.96 |
| 58 | 2022.10.13 16:00 | sell | 19 | 0.10 | 2.01786 | 0.00000 | 0.00000 | ||
| 59 | 2022.10.13 16:00 | modify | 19 | 0.10 | 2.01786 | 2.03086 | 2.00386 | ||
| 60 | 2022.10.14 04:00 | t/p | 19 | 0.10 | 2.00386 | 2.03086 | 2.00386 | 87.90 | 10119.86 |
| 61 | 2022.11.01 16:00 | buy | 20 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
| 62 | 2022.11.01 16:00 | modify | 20 | 0.10 | 1.96211 | 1.94911 | 1.97611 | ||
| 63 | 2022.11.02 20:00 | s/l | 20 | 0.10 | 1.94911 | 1.94911 | 1.97611 | -81.45 | 10038.41 |
| 64 | 2022.11.02 20:00 | buy | 21 | 0.10 | 1.95533 | 0.00000 | 0.00000 | ||
| 65 | 2022.11.02 20:00 | modify | 21 | 0.10 | 1.95533 | 1.94233 | 1.96933 | ||
| 66 | 2022.11.03 16:00 | s/l | 21 | 0.10 | 1.94233 | 1.94233 | 1.96933 | -82.20 | 9956.21 |
| 67 | 2022.11.03 16:00 | buy | 22 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
| 68 | 2022.11.03 16:00 | modify | 22 | 0.10 | 1.93562 | 1.92262 | 1.94962 | ||
| 69 | 2022.11.04 12:00 | s/l | 22 | 0.10 | 1.92262 | 1.92262 | 1.94962 | -81.45 | 9874.76 |
| 70 | 2023.01.19 12:00 | sell | 23 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
| 71 | 2023.01.19 12:00 | modify | 23 | 0.10 | 1.93536 | 1.94836 | 1.92136 | ||
| 72 | 2023.01.20 12:00 | t/p | 23 | 0.10 | 1.92136 | 1.94836 | 1.92136 | 87.90 | 9962.66 |
| 73 | 2023.01.31 12:00 | sell | 24 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
| 74 | 2023.01.31 12:00 | modify | 24 | 0.10 | 1.91706 | 1.93006 | 1.90306 | ||
| 75 | 2023.01.31 16:00 | t/p | 24 | 0.10 | 1.90306 | 1.93006 | 1.90306 | 87.87 | 10050.53 |
| 76 | 2023.02.02 16:00 | buy | 25 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
| 77 | 2023.02.02 16:00 | modify | 25 | 0.10 | 1.88861 | 1.87561 | 1.90261 | ||
| 78 | 2023.02.03 20:00 | t/p | 25 | 0.10 | 1.90261 | 1.87561 | 1.90261 | 86.95 | 10137.47 |
| 79 | 2023.02.21 16:00 | sell | 26 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 80 | 2023.02.21 16:00 | modify | 26 | 0.10 | 1.94727 | 1.96027 | 1.93327 | ||
| 81 | 2023.02.23 04:00 | t/p | 26 | 0.10 | 1.93327 | 1.96027 | 1.93327 | 88.02 | 10225.49 |
| 82 | 2023.02.27 20:00 | sell | 27 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
| 83 | 2023.02.27 20:00 | modify | 27 | 0.10 | 1.95577 | 1.96877 | 1.94177 | ||
| 84 | 2023.03.01 00:00 | t/p | 27 | 0.10 | 1.94177 | 1.96877 | 1.94177 | 87.93 | 10313.43 |
| 85 | 2023.03.01 12:00 | buy | 28 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
| 86 | 2023.03.01 12:00 | modify | 28 | 0.10 | 1.92285 | 1.90985 | 1.93685 | ||
| 87 | 2023.03.06 00:00 | t/p | 28 | 0.10 | 1.93685 | 1.90985 | 1.93685 | 85.45 | 10398.88 |
| 88 | 2023.03.06 12:00 | sell | 29 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
| 89 | 2023.03.06 12:00 | modify | 29 | 0.10 | 1.94302 | 1.95602 | 1.92902 | ||
| 90 | 2023.03.07 12:00 | sell | 30 | 0.10 | 1.93657 | 0.00000 | 0.00000 | ||
| 91 | 2023.03.07 12:00 | modify | 30 | 0.10 | 1.93657 | 1.94162 | 1.92902 | ||
| 92 | 2023.03.07 12:00 | modify | 29 | 0.10 | 1.94302 | 1.94162 | 1.92902 | ||
| 93 | 2023.03.09 16:00 | s/l | 29 | 0.10 | 1.94162 | 1.94162 | 1.92902 | 8.97 | 10407.85 |
| 94 | 2023.03.09 16:00 | s/l | 30 | 0.10 | 1.94162 | 1.94162 | 1.92902 | -31.55 | 10376.29 |
| 95 | 2023.03.27 12:00 | sell | 31 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
| 96 | 2023.03.27 12:00 | modify | 31 | 0.10 | 1.97981 | 1.99281 | 1.96581 | ||
| 97 | 2023.03.31 23:59 | close at stop | 31 | 0.10 | 1.97122 | 1.99281 | 1.96581 | 54.13 | 10430.43 |