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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 555.33 | Gross profit | 1267.91 | Gross loss | -712.58 |
| Profit factor | 1.78 | Expected payoff | 29.23 | ||
| Absolute drawdown | 168.77 | Maximal drawdown | 442.83 (4.31%) | Relative drawdown | 4.31% (442.83) |
| Total trades | 19 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 10 (52.63%) | Loss trades (% of total) | 9 (47.37%) | ||
| Largest | profit trade | 152.93 | loss trade | -102.47 | |
| Average | profit trade | 126.79 | loss trade | -79.18 | |
| Maximum | consecutive wins (profit in money) | 3 (447.32) | consecutive losses (loss in money) | 3 (-303.46) | |
| Maximal | consecutive profit (count of wins) | 447.32 (3) | consecutive loss (count of losses) | -303.46 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 16:00 | buy | 1 | 0.10 | 1.21985 | 0.00000 | 0.00000 | ||
| 2 | 2022.05.12 16:00 | modify | 1 | 0.10 | 1.21985 | 1.20985 | 1.23485 | ||
| 3 | 2022.05.17 08:00 | t/p | 1 | 0.10 | 1.23485 | 1.20985 | 1.23485 | 148.52 | 10148.52 |
| 4 | 2022.05.17 16:00 | sell | 2 | 0.10 | 1.24690 | 0.00000 | 0.00000 | ||
| 5 | 2022.05.17 16:00 | modify | 2 | 0.10 | 1.24690 | 1.25690 | 1.23190 | ||
| 6 | 2022.05.23 08:00 | s/l | 2 | 0.10 | 1.25690 | 1.25690 | 1.23190 | -99.12 | 10049.39 |
| 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 | 1.24198 | ||
| 9 | 2022.06.10 16:00 | t/p | 3 | 0.10 | 1.24198 | 1.26698 | 1.24198 | 152.93 | 10202.32 |
| 10 | 2022.06.13 16:00 | buy | 4 | 0.10 | 1.21710 | 0.00000 | 0.00000 | ||
| 11 | 2022.06.13 16:00 | modify | 4 | 0.10 | 1.21710 | 1.20710 | 1.23210 | ||
| 12 | 2022.06.14 12:00 | s/l | 4 | 0.10 | 1.20710 | 1.20710 | 1.23210 | -100.49 | 10101.82 |
| 13 | 2022.07.01 16:00 | buy | 5 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.01 16:00 | modify | 5 | 0.10 | 1.20493 | 1.19493 | 1.21993 | ||
| 15 | 2022.07.05 16:00 | s/l | 5 | 0.10 | 1.19493 | 1.19493 | 1.21993 | -100.99 | 10000.83 |
| 16 | 2022.07.14 16:00 | buy | 6 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
| 17 | 2022.07.14 16:00 | modify | 6 | 0.10 | 1.18286 | 1.17286 | 1.19786 | ||
| 18 | 2022.07.18 12:00 | t/p | 6 | 0.10 | 1.19786 | 1.17286 | 1.19786 | 149.01 | 10149.84 |
| 19 | 2022.08.12 16:00 | buy | 7 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
| 20 | 2022.08.12 16:00 | modify | 7 | 0.10 | 1.21329 | 1.20329 | 1.22829 | ||
| 21 | 2022.08.16 08:00 | s/l | 7 | 0.10 | 1.20329 | 1.20329 | 1.22829 | -100.99 | 10048.86 |
| 22 | 2022.08.29 08:00 | buy | 8 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
| 23 | 2022.08.29 08:00 | modify | 8 | 0.10 | 1.16755 | 1.15755 | 1.18255 | ||
| 24 | 2022.09.01 04:00 | s/l | 8 | 0.10 | 1.15755 | 1.15755 | 1.18255 | -102.47 | 9946.38 |
| 25 | 2022.09.21 12:00 | buy | 9 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
| 26 | 2022.09.21 12:00 | modify | 9 | 0.10 | 1.13388 | 1.12388 | 1.14888 | ||
| 27 | 2022.09.21 20:00 | s/l | 9 | 0.10 | 1.12388 | 1.12388 | 1.14888 | -100.00 | 9846.38 |
| 28 | 2022.10.13 20:00 | sell | 10 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 29 | 2022.10.13 20:00 | modify | 10 | 0.10 | 1.13159 | 1.14159 | 1.11659 | ||
| 30 | 2022.10.14 16:00 | t/p | 10 | 0.10 | 1.11659 | 1.14159 | 1.11659 | 150.15 | 9996.53 |
| 31 | 2022.10.26 12:00 | sell | 11 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 32 | 2022.10.26 12:00 | modify | 11 | 0.10 | 1.15630 | 1.16630 | 1.14130 | ||
| 33 | 2022.11.02 08:00 | sell | 12 | 0.10 | 1.14936 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.02 08:00 | modify | 12 | 0.10 | 1.14936 | 1.15555 | 1.14130 | ||
| 35 | 2022.11.02 08:00 | modify | 11 | 0.10 | 1.15630 | 1.15555 | 1.14130 | ||
| 36 | 2022.11.02 20:00 | s/l | 11 | 0.10 | 1.15555 | 1.15555 | 1.14130 | 8.52 | 10005.05 |
| 37 | 2022.11.02 20:00 | s/l | 12 | 0.10 | 1.15555 | 1.15555 | 1.14130 | -61.90 | 9943.15 |
| 38 | 2022.11.23 20:00 | sell | 13 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 39 | 2022.11.23 20:00 | modify | 13 | 0.10 | 1.20648 | 1.21648 | 1.19148 | ||
| 40 | 2022.11.30 16:00 | t/p | 13 | 0.10 | 1.19148 | 1.21648 | 1.19148 | 151.02 | 10094.18 |
| 41 | 2022.12.01 20:00 | sell | 14 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 42 | 2022.12.01 20:00 | modify | 14 | 0.10 | 1.22587 | 1.23587 | 1.21087 | ||
| 43 | 2022.12.05 20:00 | sell | 15 | 0.10 | 1.21732 | 0.00000 | 0.00000 | ||
| 44 | 2022.12.05 20:00 | modify | 15 | 0.10 | 1.21732 | 1.22212 | 1.21087 | ||
| 45 | 2022.12.05 20:00 | sell | 16 | 0.10 | 1.21732 | 0.00000 | 0.00000 | ||
| 46 | 2022.12.05 20:00 | modify | 16 | 0.10 | 1.21732 | 1.21987 | 1.21087 | ||
| 47 | 2022.12.05 20:00 | modify | 14 | 0.10 | 1.22587 | 1.21987 | 1.21087 | ||
| 48 | 2022.12.06 00:00 | s/l | 14 | 0.10 | 1.21987 | 1.21987 | 1.21087 | 60.44 | 10154.61 |
| 49 | 2022.12.06 00:00 | s/l | 16 | 0.10 | 1.21987 | 1.21987 | 1.21087 | -25.35 | 10129.26 |
| 50 | 2022.12.06 00:00 | close | 15 | 0.10 | 1.21946 | 1.22212 | 1.21087 | -21.25 | 10108.01 |
| 51 | 2023.02.24 20:00 | buy | 17 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 52 | 2023.02.24 20:00 | modify | 17 | 0.10 | 1.19461 | 1.18461 | 1.20961 | ||
| 53 | 2023.02.28 12:00 | t/p | 17 | 0.10 | 1.20961 | 1.18461 | 1.20961 | 149.01 | 10257.02 |
| 54 | 2023.03.08 08:00 | buy | 18 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 55 | 2023.03.08 08:00 | modify | 18 | 0.10 | 1.18274 | 1.17274 | 1.19774 | ||
| 56 | 2023.03.10 12:00 | t/p | 18 | 0.10 | 1.19774 | 1.17274 | 1.19774 | 148.02 | 10405.04 |
| 57 | 2023.04.13 20:00 | sell | 19 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 58 | 2023.04.13 20:00 | modify | 19 | 0.10 | 1.25244 | 1.26244 | 1.23744 | ||
| 59 | 2023.04.17 16:00 | t/p | 19 | 0.10 | 1.23744 | 1.26244 | 1.23744 | 150.29 | 10555.33 |