Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.05.01 20:00 - 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=10; 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=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 816.52 | Gross profit | 1199.86 | Gross loss | -383.34 |
| Profit factor | 3.13 | Expected payoff | 45.36 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 177.36 (1.67%) | Relative drawdown | 1.67% (177.36) |
| Total trades | 18 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 132.19 | loss trade | -100.99 | |
| Average | profit trade | 99.99 | loss trade | -63.89 | |
| Maximum | consecutive wins (profit in money) | 6 (518.52) | consecutive losses (loss in money) | 2 (-53.60) | |
| Maximal | consecutive profit (count of wins) | 518.52 (6) | consecutive loss (count of losses) | -100.99 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.05 00:00 | sell | 1 | 0.10 | 1.26161 | 0.00000 | 0.00000 | ||
| 2 | 2022.05.05 00:00 | modify | 1 | 0.10 | 1.26161 | 1.27161 | 1.24861 | ||
| 3 | 2022.05.05 12:00 | t/p | 1 | 0.10 | 1.24861 | 1.27161 | 1.24861 | 130.00 | 10130.00 |
| 4 | 2022.05.12 16:00 | buy | 2 | 0.10 | 1.21985 | 0.00000 | 0.00000 | ||
| 5 | 2022.05.12 16:00 | modify | 2 | 0.10 | 1.21985 | 1.20985 | 1.23285 | ||
| 6 | 2022.05.16 20:00 | t/p | 2 | 0.10 | 1.23285 | 1.20985 | 1.23285 | 129.01 | 10259.01 |
| 7 | 2022.05.23 16:00 | sell | 3 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
| 8 | 2022.05.23 16:00 | modify | 3 | 0.10 | 1.25698 | 1.26698 | 1.24398 | ||
| 9 | 2022.06.07 08:00 | t/p | 3 | 0.10 | 1.24398 | 1.26698 | 1.24398 | 132.19 | 10391.20 |
| 10 | 2022.07.01 16:00 | buy | 4 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
| 11 | 2022.07.01 16:00 | modify | 4 | 0.10 | 1.20493 | 1.19493 | 1.21793 | ||
| 12 | 2022.07.03 20:00 | buy | 5 | 0.10 | 1.21019 | 0.00000 | 0.00000 | ||
| 13 | 2022.07.03 20:00 | modify | 5 | 0.10 | 1.21019 | 1.20688 | 1.21793 | ||
| 14 | 2022.07.03 20:00 | buy | 6 | 0.10 | 1.21019 | 0.00000 | 0.00000 | ||
| 15 | 2022.07.03 20:00 | modify | 6 | 0.10 | 1.21019 | 1.20818 | 1.21793 | ||
| 16 | 2022.07.03 20:00 | modify | 4 | 0.10 | 1.20493 | 1.20818 | 1.21793 | ||
| 17 | 2022.07.04 00:00 | modify | 5 | 0.10 | 1.21019 | 1.20818 | 1.21793 | ||
| 18 | 2022.07.04 12:00 | buy | 7 | 0.10 | 1.21562 | 0.00000 | 0.00000 | ||
| 19 | 2022.07.04 12:00 | modify | 7 | 0.10 | 1.21562 | 1.21273 | 1.21793 | ||
| 20 | 2022.07.04 12:00 | modify | 6 | 0.10 | 1.21019 | 1.21273 | 1.21793 | ||
| 21 | 2022.07.04 12:00 | modify | 5 | 0.10 | 1.21019 | 1.21273 | 1.21793 | ||
| 22 | 2022.07.04 12:00 | modify | 4 | 0.10 | 1.20493 | 1.21273 | 1.21793 | ||
| 23 | 2022.07.04 16:00 | s/l | 4 | 0.10 | 1.21273 | 1.21273 | 1.21793 | 77.51 | 10468.71 |
| 24 | 2022.07.04 16:00 | s/l | 5 | 0.10 | 1.21273 | 1.21273 | 1.21793 | 24.91 | 10493.61 |
| 25 | 2022.07.04 16:00 | s/l | 6 | 0.10 | 1.21273 | 1.21273 | 1.21793 | 24.91 | 10518.52 |
| 26 | 2022.07.04 16:00 | s/l | 7 | 0.10 | 1.21273 | 1.21273 | 1.21793 | -28.90 | 10489.62 |
| 27 | 2022.07.14 16:00 | buy | 8 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
| 28 | 2022.07.14 16:00 | modify | 8 | 0.10 | 1.18286 | 1.17286 | 1.19586 | ||
| 29 | 2022.07.18 12:00 | t/p | 8 | 0.10 | 1.19586 | 1.17286 | 1.19586 | 129.01 | 10618.63 |
| 30 | 2022.08.12 16:00 | buy | 9 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
| 31 | 2022.08.12 16:00 | modify | 9 | 0.10 | 1.21329 | 1.20329 | 1.22629 | ||
| 32 | 2022.08.16 08:00 | s/l | 9 | 0.10 | 1.20329 | 1.20329 | 1.22629 | -100.99 | 10517.64 |
| 33 | 2022.09.05 04:00 | buy | 10 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
| 34 | 2022.09.05 04:00 | modify | 10 | 0.10 | 1.14751 | 1.13751 | 1.16051 | ||
| 35 | 2022.09.06 08:00 | t/p | 10 | 0.10 | 1.16051 | 1.13751 | 1.16051 | 129.51 | 10647.15 |
| 36 | 2022.09.21 12:00 | buy | 11 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
| 37 | 2022.09.21 12:00 | modify | 11 | 0.10 | 1.13388 | 1.12388 | 1.14688 | ||
| 38 | 2022.09.21 20:00 | s/l | 11 | 0.10 | 1.12388 | 1.12388 | 1.14688 | -100.00 | 10547.15 |
| 39 | 2022.11.23 20:00 | sell | 12 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 40 | 2022.11.23 20:00 | modify | 12 | 0.10 | 1.20648 | 1.21648 | 1.19348 | ||
| 41 | 2022.11.30 16:00 | t/p | 12 | 0.10 | 1.19348 | 1.21648 | 1.19348 | 131.02 | 10678.17 |
| 42 | 2023.02.02 04:00 | sell | 13 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
| 43 | 2023.02.02 04:00 | modify | 13 | 0.10 | 1.23845 | 1.24845 | 1.22545 | ||
| 44 | 2023.02.02 12:00 | sell | 14 | 0.10 | 1.23317 | 0.00000 | 0.00000 | ||
| 45 | 2023.02.02 12:00 | modify | 14 | 0.10 | 1.23317 | 1.23650 | 1.22545 | ||
| 46 | 2023.02.02 12:00 | sell | 15 | 0.10 | 1.23317 | 0.00000 | 0.00000 | ||
| 47 | 2023.02.02 12:00 | modify | 15 | 0.10 | 1.23317 | 1.23520 | 1.22545 | ||
| 48 | 2023.02.02 12:00 | modify | 13 | 0.10 | 1.23845 | 1.23520 | 1.22545 | ||
| 49 | 2023.02.02 16:00 | s/l | 13 | 0.10 | 1.23520 | 1.23520 | 1.22545 | 32.50 | 10710.67 |
| 50 | 2023.02.02 16:00 | s/l | 14 | 0.10 | 1.23650 | 1.23650 | 1.22545 | -33.30 | 10677.37 |
| 51 | 2023.02.02 16:00 | s/l | 15 | 0.10 | 1.23520 | 1.23520 | 1.22545 | -20.30 | 10657.07 |
| 52 | 2023.02.24 20:00 | buy | 16 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 53 | 2023.02.24 20:00 | modify | 16 | 0.10 | 1.19461 | 1.18461 | 1.20761 | ||
| 54 | 2023.02.28 12:00 | t/p | 16 | 0.10 | 1.20761 | 1.18461 | 1.20761 | 129.01 | 10786.08 |
| 55 | 2023.03.09 20:00 | sell | 17 | 0.10 | 1.19097 | 0.00000 | 0.00000 | ||
| 56 | 2023.03.09 20:00 | modify | 17 | 0.10 | 1.19097 | 1.20097 | 1.17797 | ||
| 57 | 2023.03.10 12:00 | s/l | 17 | 0.10 | 1.20097 | 1.20097 | 1.17797 | -99.85 | 10686.23 |
| 58 | 2023.04.13 20:00 | sell | 18 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 59 | 2023.04.13 20:00 | modify | 18 | 0.10 | 1.25244 | 1.26244 | 1.23944 | ||
| 60 | 2023.04.17 04:00 | t/p | 18 | 0.10 | 1.23944 | 1.26244 | 1.23944 | 130.29 | 10816.52 |