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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1167.85 | Gross profit | 1743.65 | Gross loss | -575.80 |
| Profit factor | 3.03 | Expected payoff | 64.88 | ||
| Absolute drawdown | 23.17 | Maximal drawdown | 279.27 (2.67%) | Relative drawdown | 2.67% (279.27) |
| Total trades | 18 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 151.02 | loss trade | -140.99 | |
| Average | profit trade | 134.13 | loss trade | -115.16 | |
| Maximum | consecutive wins (profit in money) | 7 (1047.25) | consecutive losses (loss in money) | 1 (-140.99) | |
| Maximal | consecutive profit (count of wins) | 1047.25 (7) | consecutive loss (count of losses) | -140.99 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.01 16:00 | buy | 1 | 0.10 | 1.24729 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.01 16:00 | modify | 1 | 0.10 | 1.24729 | 1.23329 | 1.26229 | ||
| 3 | 2022.06.06 12:00 | buy | 2 | 0.10 | 1.25724 | 0.00000 | 0.00000 | ||
| 4 | 2022.06.06 12:00 | modify | 2 | 0.10 | 1.25724 | 1.25554 | 1.26229 | ||
| 5 | 2022.06.06 12:00 | modify | 1 | 0.10 | 1.24729 | 1.25554 | 1.26229 | ||
| 6 | 2022.06.06 16:00 | s/l | 1 | 0.10 | 1.25554 | 1.25554 | 1.26229 | 80.03 | 10080.03 |
| 7 | 2022.06.06 16:00 | s/l | 2 | 0.10 | 1.25554 | 1.25554 | 1.26229 | -17.00 | 10063.03 |
| 8 | 2022.06.14 12:00 | buy | 3 | 0.10 | 1.20706 | 0.00000 | 0.00000 | ||
| 9 | 2022.06.14 12:00 | modify | 3 | 0.10 | 1.20706 | 1.19306 | 1.22206 | ||
| 10 | 2022.06.16 16:00 | t/p | 3 | 0.10 | 1.22206 | 1.19306 | 1.22206 | 148.02 | 10211.05 |
| 11 | 2022.07.01 12:00 | buy | 4 | 0.10 | 1.20435 | 0.00000 | 0.00000 | ||
| 12 | 2022.07.01 12:00 | modify | 4 | 0.10 | 1.20435 | 1.19035 | 1.21935 | ||
| 13 | 2022.07.05 16:00 | s/l | 4 | 0.10 | 1.19035 | 1.19035 | 1.21935 | -140.99 | 10070.06 |
| 14 | 2022.07.06 12:00 | buy | 5 | 0.10 | 1.19015 | 0.00000 | 0.00000 | ||
| 15 | 2022.07.06 12:00 | modify | 5 | 0.10 | 1.19015 | 1.17615 | 1.20515 | ||
| 16 | 2022.07.08 04:00 | t/p | 5 | 0.10 | 1.20515 | 1.17615 | 1.20515 | 148.02 | 10218.08 |
| 17 | 2022.08.10 16:00 | sell | 6 | 0.10 | 1.22431 | 0.00000 | 0.00000 | ||
| 18 | 2022.08.10 16:00 | modify | 6 | 0.10 | 1.22431 | 1.23831 | 1.20931 | ||
| 19 | 2022.08.15 08:00 | t/p | 6 | 0.10 | 1.20931 | 1.23831 | 1.20931 | 150.73 | 10368.81 |
| 20 | 2022.10.13 12:00 | sell | 7 | 0.10 | 1.12610 | 0.00000 | 0.00000 | ||
| 21 | 2022.10.13 12:00 | modify | 7 | 0.10 | 1.12610 | 1.14010 | 1.11110 | ||
| 22 | 2022.10.17 16:00 | s/l | 7 | 0.10 | 1.14010 | 1.14010 | 1.11110 | -139.71 | 10229.10 |
| 23 | 2022.10.21 12:00 | buy | 8 | 0.10 | 1.11122 | 0.00000 | 0.00000 | ||
| 24 | 2022.10.21 12:00 | modify | 8 | 0.10 | 1.11122 | 1.09722 | 1.12622 | ||
| 25 | 2022.10.21 16:00 | t/p | 8 | 0.10 | 1.12622 | 1.09722 | 1.12622 | 150.00 | 10379.10 |
| 26 | 2022.10.25 16:00 | sell | 9 | 0.10 | 1.14668 | 0.00000 | 0.00000 | ||
| 27 | 2022.10.25 16:00 | modify | 9 | 0.10 | 1.14668 | 1.16068 | 1.13168 | ||
| 28 | 2022.10.26 12:00 | s/l | 9 | 0.10 | 1.16068 | 1.16068 | 1.13168 | -139.85 | 10239.25 |
| 29 | 2022.11.23 16:00 | sell | 10 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
| 30 | 2022.11.23 16:00 | modify | 10 | 0.10 | 1.20663 | 1.22063 | 1.19163 | ||
| 31 | 2022.11.30 16:00 | t/p | 10 | 0.10 | 1.19163 | 1.22063 | 1.19163 | 151.02 | 10390.27 |
| 32 | 2022.12.13 16:00 | sell | 11 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
| 33 | 2022.12.13 16:00 | modify | 11 | 0.10 | 1.23934 | 1.25334 | 1.22434 | ||
| 34 | 2022.12.15 16:00 | t/p | 11 | 0.10 | 1.22434 | 1.25334 | 1.22434 | 150.59 | 10540.86 |
| 35 | 2023.01.03 12:00 | buy | 12 | 0.10 | 1.19338 | 0.00000 | 0.00000 | ||
| 36 | 2023.01.03 12:00 | modify | 12 | 0.10 | 1.19338 | 1.17938 | 1.20838 | ||
| 37 | 2023.01.04 12:00 | t/p | 12 | 0.10 | 1.20838 | 1.17938 | 1.20838 | 149.51 | 10690.36 |
| 38 | 2023.02.09 16:00 | sell | 13 | 0.10 | 1.21700 | 0.00000 | 0.00000 | ||
| 39 | 2023.02.09 16:00 | modify | 13 | 0.10 | 1.21700 | 1.23100 | 1.20200 | ||
| 40 | 2023.02.15 16:00 | t/p | 13 | 0.10 | 1.20200 | 1.23100 | 1.20200 | 150.59 | 10840.95 |
| 41 | 2023.02.17 12:00 | buy | 14 | 0.10 | 1.19371 | 0.00000 | 0.00000 | ||
| 42 | 2023.02.17 12:00 | modify | 14 | 0.10 | 1.19371 | 1.17971 | 1.20871 | ||
| 43 | 2023.02.21 12:00 | t/p | 14 | 0.10 | 1.20871 | 1.17971 | 1.20871 | 149.01 | 10989.96 |
| 44 | 2023.02.24 16:00 | buy | 15 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
| 45 | 2023.02.24 16:00 | modify | 15 | 0.10 | 1.19438 | 1.18038 | 1.20938 | ||
| 46 | 2023.02.28 12:00 | t/p | 15 | 0.10 | 1.20938 | 1.18038 | 1.20938 | 149.01 | 11138.97 |
| 47 | 2023.03.07 16:00 | buy | 16 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
| 48 | 2023.03.07 16:00 | modify | 16 | 0.10 | 1.18783 | 1.17383 | 1.20283 | ||
| 49 | 2023.03.10 16:00 | t/p | 16 | 0.10 | 1.20283 | 1.17383 | 1.20283 | 147.53 | 11286.50 |
| 50 | 2023.03.20 16:00 | sell | 17 | 0.10 | 1.22551 | 0.00000 | 0.00000 | ||
| 51 | 2023.03.20 16:00 | modify | 17 | 0.10 | 1.22551 | 1.23951 | 1.21051 | ||
| 52 | 2023.03.30 20:00 | s/l | 17 | 0.10 | 1.23951 | 1.23951 | 1.21051 | -138.25 | 11148.25 |
| 53 | 2023.04.28 16:00 | sell | 18 | 0.10 | 1.25801 | 0.00000 | 0.00000 | ||
| 54 | 2023.04.28 16:00 | modify | 18 | 0.10 | 1.25801 | 1.27201 | 1.24301 | ||
| 55 | 2023.04.30 23:59 | close at stop | 18 | 0.10 | 1.25605 | 1.27201 | 1.24301 | 19.60 | 11167.85 |