Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1046.99 | Gross profit | 1804.11 | Gross loss | -757.12 |
| Profit factor | 2.38 | Expected payoff | 29.08 | ||
| Absolute drawdown | 79.85 | Maximal drawdown | 218.92 (2.14%) | Relative drawdown | 2.14% (218.92) |
| Total trades | 36 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 20 (50.00%) |
| Profit trades (% of total) | 17 (47.22%) | Loss trades (% of total) | 19 (52.78%) | ||
| Largest | profit trade | 150.59 | loss trade | -47.40 | |
| Average | profit trade | 106.12 | loss trade | -39.85 | |
| Maximum | consecutive wins (profit in money) | 6 (742.31) | consecutive losses (loss in money) | 4 (-162.82) | |
| Maximal | consecutive profit (count of wins) | 742.31 (6) | consecutive loss (count of losses) | -162.82 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.02 14:00 | buy | 1 | 0.10 | 1.25403 | 0.00000 | 0.00000 | ||
| 2 | 2022.05.02 14:00 | modify | 1 | 0.10 | 1.25403 | 1.25003 | 1.26903 | ||
| 3 | 2022.05.02 17:00 | s/l | 1 | 0.10 | 1.25003 | 1.25003 | 1.26903 | -40.00 | 9960.00 |
| 4 | 2022.05.16 20:00 | sell | 2 | 0.10 | 1.23171 | 0.00000 | 0.00000 | ||
| 5 | 2022.05.16 20:00 | modify | 2 | 0.10 | 1.23171 | 1.23571 | 1.21671 | ||
| 6 | 2022.05.17 07:00 | s/l | 2 | 0.10 | 1.23571 | 1.23571 | 1.21671 | -39.85 | 9920.15 |
| 7 | 2022.05.18 22:00 | buy | 3 | 0.10 | 1.23417 | 0.00000 | 0.00000 | ||
| 8 | 2022.05.18 22:00 | modify | 3 | 0.10 | 1.23417 | 1.23017 | 1.24917 | ||
| 9 | 2022.05.19 14:00 | t/p | 3 | 0.10 | 1.24917 | 1.23017 | 1.24917 | 148.52 | 10068.66 |
| 10 | 2022.06.02 13:00 | sell | 4 | 0.10 | 1.25550 | 0.00000 | 0.00000 | ||
| 11 | 2022.06.02 13:00 | modify | 4 | 0.10 | 1.25550 | 1.25950 | 1.24050 | ||
| 12 | 2022.06.07 06:00 | sell | 5 | 0.10 | 1.24476 | 0.00000 | 0.00000 | ||
| 13 | 2022.06.07 06:00 | modify | 5 | 0.10 | 1.24476 | 1.24950 | 1.24050 | ||
| 14 | 2022.06.07 06:00 | modify | 4 | 0.10 | 1.25550 | 1.24950 | 1.24050 | ||
| 15 | 2022.06.07 09:00 | s/l | 4 | 0.10 | 1.24950 | 1.24950 | 1.24050 | 60.44 | 10129.10 |
| 16 | 2022.06.07 09:00 | s/l | 5 | 0.10 | 1.24950 | 1.24950 | 1.24050 | -47.40 | 10081.70 |
| 17 | 2022.06.28 18:00 | buy | 6 | 0.10 | 1.21989 | 0.00000 | 0.00000 | ||
| 18 | 2022.06.28 18:00 | modify | 6 | 0.10 | 1.21989 | 1.21589 | 1.23489 | ||
| 19 | 2022.06.29 10:00 | s/l | 6 | 0.10 | 1.21589 | 1.21589 | 1.23489 | -40.49 | 10041.21 |
| 20 | 2022.07.04 13:00 | sell | 7 | 0.10 | 1.21529 | 0.00000 | 0.00000 | ||
| 21 | 2022.07.04 13:00 | modify | 7 | 0.10 | 1.21529 | 1.21929 | 1.20029 | ||
| 22 | 2022.07.05 12:00 | t/p | 7 | 0.10 | 1.20029 | 1.21929 | 1.20029 | 150.15 | 10191.35 |
| 23 | 2022.07.12 18:00 | sell | 8 | 0.10 | 1.19082 | 0.00000 | 0.00000 | ||
| 24 | 2022.07.12 18:00 | modify | 8 | 0.10 | 1.19082 | 1.19482 | 1.17582 | ||
| 25 | 2022.07.13 13:00 | s/l | 8 | 0.10 | 1.19482 | 1.19482 | 1.17582 | -39.85 | 10151.50 |
| 26 | 2022.08.15 20:00 | buy | 9 | 0.10 | 1.20575 | 0.00000 | 0.00000 | ||
| 27 | 2022.08.15 20:00 | modify | 9 | 0.10 | 1.20575 | 1.20175 | 1.22075 | ||
| 28 | 2022.08.16 08:00 | s/l | 9 | 0.10 | 1.20175 | 1.20175 | 1.22075 | -40.49 | 10111.00 |
| 29 | 2022.09.13 14:00 | buy | 10 | 0.10 | 1.15684 | 0.00000 | 0.00000 | ||
| 30 | 2022.09.13 14:00 | modify | 10 | 0.10 | 1.15684 | 1.15284 | 1.17184 | ||
| 31 | 2022.09.13 16:00 | s/l | 10 | 0.10 | 1.15284 | 1.15284 | 1.17184 | -40.00 | 10071.00 |
| 32 | 2022.09.13 22:00 | buy | 11 | 0.10 | 1.14958 | 0.00000 | 0.00000 | ||
| 33 | 2022.09.13 22:00 | modify | 11 | 0.10 | 1.14958 | 1.14558 | 1.16458 | ||
| 34 | 2022.09.16 00:00 | s/l | 11 | 0.10 | 1.14558 | 1.14558 | 1.16458 | -42.47 | 10028.53 |
| 35 | 2022.10.11 17:00 | sell | 12 | 0.10 | 1.11608 | 0.00000 | 0.00000 | ||
| 36 | 2022.10.11 17:00 | modify | 12 | 0.10 | 1.11608 | 1.12008 | 1.10108 | ||
| 37 | 2022.10.11 20:00 | t/p | 12 | 0.10 | 1.10108 | 1.12008 | 1.10108 | 150.00 | 10178.53 |
| 38 | 2022.11.28 17:00 | buy | 13 | 0.10 | 1.20406 | 0.00000 | 0.00000 | ||
| 39 | 2022.11.28 17:00 | modify | 13 | 0.10 | 1.20406 | 1.20006 | 1.21906 | ||
| 40 | 2022.11.28 18:00 | s/l | 13 | 0.10 | 1.20006 | 1.20006 | 1.21906 | -40.00 | 10138.53 |
| 41 | 2022.12.27 16:00 | buy | 14 | 0.10 | 1.20235 | 0.00000 | 0.00000 | ||
| 42 | 2022.12.27 16:00 | modify | 14 | 0.10 | 1.20235 | 1.19835 | 1.21735 | ||
| 43 | 2022.12.30 18:00 | buy | 15 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
| 44 | 2022.12.30 18:00 | modify | 15 | 0.10 | 1.21014 | 1.20760 | 1.21735 | ||
| 45 | 2022.12.30 18:00 | buy | 16 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
| 46 | 2022.12.30 18:00 | modify | 16 | 0.10 | 1.21014 | 1.20610 | 1.21735 | ||
| 47 | 2022.12.30 18:00 | modify | 14 | 0.10 | 1.20235 | 1.20610 | 1.21735 | ||
| 48 | 2022.12.30 19:00 | s/l | 15 | 0.10 | 1.20760 | 1.20760 | 1.21735 | -25.40 | 10113.13 |
| 49 | 2022.12.30 20:00 | s/l | 14 | 0.10 | 1.20610 | 1.20610 | 1.21735 | 35.03 | 10148.16 |
| 50 | 2022.12.30 20:00 | s/l | 16 | 0.10 | 1.20610 | 1.20610 | 1.21735 | -40.40 | 10107.76 |
| 51 | 2023.01.18 13:00 | sell | 17 | 0.10 | 1.23690 | 0.00000 | 0.00000 | ||
| 52 | 2023.01.18 13:00 | modify | 17 | 0.10 | 1.23690 | 1.24090 | 1.22190 | ||
| 53 | 2023.01.18 14:00 | s/l | 17 | 0.10 | 1.24090 | 1.24090 | 1.22190 | -40.00 | 10067.76 |
| 54 | 2023.01.25 21:00 | sell | 18 | 0.10 | 1.23969 | 0.00000 | 0.00000 | ||
| 55 | 2023.01.25 21:00 | modify | 18 | 0.10 | 1.23969 | 1.24369 | 1.22469 | ||
| 56 | 2023.02.01 08:00 | sell | 19 | 0.10 | 1.23193 | 0.00000 | 0.00000 | ||
| 57 | 2023.02.01 08:00 | modify | 19 | 0.10 | 1.23193 | 1.23444 | 1.22469 | ||
| 58 | 2023.02.01 08:00 | sell | 20 | 0.10 | 1.23193 | 0.00000 | 0.00000 | ||
| 59 | 2023.02.01 08:00 | modify | 20 | 0.10 | 1.23193 | 1.23594 | 1.22469 | ||
| 60 | 2023.02.01 08:00 | modify | 18 | 0.10 | 1.23969 | 1.23594 | 1.22469 | ||
| 61 | 2023.02.01 09:00 | modify | 19 | 0.10 | 1.23193 | 1.23594 | 1.22469 | ||
| 62 | 2023.02.01 20:00 | s/l | 18 | 0.10 | 1.23594 | 1.23594 | 1.22469 | 38.52 | 10106.28 |
| 63 | 2023.02.01 20:00 | s/l | 19 | 0.10 | 1.23594 | 1.23594 | 1.22469 | -40.10 | 10066.18 |
| 64 | 2023.02.01 20:00 | s/l | 20 | 0.10 | 1.23594 | 1.23594 | 1.22469 | -40.10 | 10026.08 |
| 65 | 2023.02.01 22:00 | sell | 21 | 0.10 | 1.23735 | 0.00000 | 0.00000 | ||
| 66 | 2023.02.01 22:00 | modify | 21 | 0.10 | 1.23735 | 1.24135 | 1.22235 | ||
| 67 | 2023.02.03 00:00 | t/p | 21 | 0.10 | 1.22235 | 1.24135 | 1.22235 | 150.59 | 10176.67 |
| 68 | 2023.02.03 15:00 | buy | 22 | 0.10 | 1.21354 | 0.00000 | 0.00000 | ||
| 69 | 2023.02.03 15:00 | modify | 22 | 0.10 | 1.21354 | 1.20954 | 1.22854 | ||
| 70 | 2023.02.03 16:00 | s/l | 22 | 0.10 | 1.20954 | 1.20954 | 1.22854 | -40.00 | 10136.67 |
| 71 | 2023.02.05 22:00 | buy | 23 | 0.10 | 1.20360 | 0.00000 | 0.00000 | ||
| 72 | 2023.02.05 22:00 | modify | 23 | 0.10 | 1.20360 | 1.19960 | 1.21860 | ||
| 73 | 2023.02.07 09:00 | s/l | 23 | 0.10 | 1.19960 | 1.19960 | 1.21860 | -40.99 | 10095.68 |
| 74 | 2023.02.07 13:00 | buy | 24 | 0.10 | 1.19886 | 0.00000 | 0.00000 | ||
| 75 | 2023.02.07 13:00 | modify | 24 | 0.10 | 1.19886 | 1.19486 | 1.21386 | ||
| 76 | 2023.02.09 10:00 | t/p | 24 | 0.10 | 1.21386 | 1.19486 | 1.21386 | 148.02 | 10243.70 |
| 77 | 2023.02.14 14:00 | sell | 25 | 0.10 | 1.22093 | 0.00000 | 0.00000 | ||
| 78 | 2023.02.14 14:00 | modify | 25 | 0.10 | 1.22093 | 1.22493 | 1.20593 | ||
| 79 | 2023.02.15 12:00 | t/p | 25 | 0.10 | 1.20593 | 1.22493 | 1.20593 | 150.15 | 10393.84 |
| 80 | 2023.02.24 17:00 | buy | 26 | 0.10 | 1.19480 | 0.00000 | 0.00000 | ||
| 81 | 2023.02.24 17:00 | modify | 26 | 0.10 | 1.19480 | 1.19080 | 1.20980 | ||
| 82 | 2023.02.27 15:00 | buy | 27 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
| 83 | 2023.02.27 15:00 | modify | 27 | 0.10 | 1.20237 | 1.20005 | 1.20980 | ||
| 84 | 2023.02.27 15:00 | buy | 28 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
| 85 | 2023.02.27 15:00 | modify | 28 | 0.10 | 1.20237 | 1.19855 | 1.20980 | ||
| 86 | 2023.02.27 15:00 | modify | 26 | 0.10 | 1.19480 | 1.19855 | 1.20980 | ||
| 87 | 2023.02.27 16:00 | modify | 27 | 0.10 | 1.20237 | 1.19855 | 1.20980 | ||
| 88 | 2023.02.28 11:00 | t/p | 26 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 149.01 | 10542.85 |
| 89 | 2023.02.28 11:00 | t/p | 27 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 73.81 | 10616.66 |
| 90 | 2023.02.28 11:00 | t/p | 28 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 73.81 | 10690.46 |
| 91 | 2023.03.07 23:00 | buy | 29 | 0.10 | 1.18328 | 0.00000 | 0.00000 | ||
| 92 | 2023.03.07 23:00 | modify | 29 | 0.10 | 1.18328 | 1.17928 | 1.19828 | ||
| 93 | 2023.03.10 10:00 | t/p | 29 | 0.10 | 1.19828 | 1.17928 | 1.19828 | 147.53 | 10837.99 |
| 94 | 2023.03.16 17:00 | sell | 30 | 0.10 | 1.21090 | 0.00000 | 0.00000 | ||
| 95 | 2023.03.16 17:00 | modify | 30 | 0.10 | 1.21090 | 1.21490 | 1.19590 | ||
| 96 | 2023.03.17 04:00 | s/l | 30 | 0.10 | 1.21490 | 1.21490 | 1.19590 | -39.85 | 10798.14 |
| 97 | 2023.03.20 18:00 | sell | 31 | 0.10 | 1.22673 | 0.00000 | 0.00000 | ||
| 98 | 2023.03.20 18:00 | modify | 31 | 0.10 | 1.22673 | 1.23073 | 1.21173 | ||
| 99 | 2023.03.21 17:00 | sell | 32 | 0.10 | 1.21898 | 0.00000 | 0.00000 | ||
| 100 | 2023.03.21 17:00 | modify | 32 | 0.10 | 1.21898 | 1.22148 | 1.21173 | ||
| 101 | 2023.03.21 17:00 | sell | 33 | 0.10 | 1.21898 | 0.00000 | 0.00000 | ||
| 102 | 2023.03.21 17:00 | modify | 33 | 0.10 | 1.21898 | 1.22298 | 1.21173 | ||
| 103 | 2023.03.21 17:00 | modify | 31 | 0.10 | 1.22673 | 1.22298 | 1.21173 | ||
| 104 | 2023.03.21 18:00 | modify | 32 | 0.10 | 1.21898 | 1.22298 | 1.21173 | ||
| 105 | 2023.03.22 01:00 | s/l | 31 | 0.10 | 1.22298 | 1.22298 | 1.21173 | 37.79 | 10835.93 |
| 106 | 2023.03.22 01:00 | s/l | 32 | 0.10 | 1.22298 | 1.22298 | 1.21173 | -39.85 | 10796.08 |
| 107 | 2023.03.22 01:00 | s/l | 33 | 0.10 | 1.22298 | 1.22298 | 1.21173 | -39.85 | 10756.22 |
| 108 | 2023.04.10 14:00 | buy | 34 | 0.10 | 1.23579 | 0.00000 | 0.00000 | ||
| 109 | 2023.04.10 14:00 | modify | 34 | 0.10 | 1.23579 | 1.23179 | 1.25079 | ||
| 110 | 2023.04.11 13:00 | buy | 35 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
| 111 | 2023.04.11 13:00 | modify | 35 | 0.10 | 1.24343 | 1.24104 | 1.25079 | ||
| 112 | 2023.04.11 13:00 | buy | 36 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
| 113 | 2023.04.11 13:00 | modify | 36 | 0.10 | 1.24343 | 1.23954 | 1.25079 | ||
| 114 | 2023.04.11 13:00 | modify | 34 | 0.10 | 1.23579 | 1.23954 | 1.25079 | ||
| 115 | 2023.04.11 14:00 | modify | 35 | 0.10 | 1.24343 | 1.23954 | 1.25079 | ||
| 116 | 2023.04.13 09:00 | t/p | 34 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 147.53 | 10903.75 |
| 117 | 2023.04.13 09:00 | t/p | 35 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 71.62 | 10975.37 |
| 118 | 2023.04.13 09:00 | t/p | 36 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 71.62 | 11046.99 |