Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=5; 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=21; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1151.41 | Gross profit | 1802.06 | Gross loss | -650.65 |
| Profit factor | 2.77 | Expected payoff | 34.89 | ||
| Absolute drawdown | 48.39 | Maximal drawdown | 205.05 (1.99%) | Relative drawdown | 1.99% (205.05) |
| Total trades | 33 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 22 (54.55%) |
| Profit trades (% of total) | 17 (51.52%) | Loss trades (% of total) | 16 (48.48%) | ||
| Largest | profit trade | 150.15 | loss trade | -48.38 | |
| Average | profit trade | 106.00 | loss trade | -40.67 | |
| Maximum | consecutive wins (profit in money) | 4 (327.28) | consecutive losses (loss in money) | 4 (-160.70) | |
| Maximal | consecutive profit (count of wins) | 337.79 (3) | consecutive loss (count of losses) | -160.70 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.10 19:00 | buy | 1 | 0.10 | 1.23179 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.10 19:00 | modify | 1 | 0.10 | 1.23179 | 1.22779 | 1.24679 | ||
| 3 | 2022.06.13 00:00 | s/l | 1 | 0.10 | 1.22779 | 1.22779 | 1.24679 | -40.49 | 9959.51 |
| 4 | 2022.07.01 14:00 | buy | 2 | 0.10 | 1.20101 | 0.00000 | 0.00000 | ||
| 5 | 2022.07.01 14:00 | modify | 2 | 0.10 | 1.20101 | 1.19701 | 1.21601 | ||
| 6 | 2022.07.04 12:00 | t/p | 2 | 0.10 | 1.21601 | 1.19701 | 1.21601 | 149.51 | 10109.01 |
| 7 | 2022.07.04 13:00 | sell | 3 | 0.10 | 1.21529 | 0.00000 | 0.00000 | ||
| 8 | 2022.07.04 13:00 | modify | 3 | 0.10 | 1.21529 | 1.21929 | 1.20029 | ||
| 9 | 2022.07.05 12:00 | t/p | 3 | 0.10 | 1.20029 | 1.21929 | 1.20029 | 150.15 | 10259.16 |
| 10 | 2022.07.05 16:00 | buy | 4 | 0.10 | 1.19367 | 0.00000 | 0.00000 | ||
| 11 | 2022.07.05 16:00 | modify | 4 | 0.10 | 1.19367 | 1.18967 | 1.20867 | ||
| 12 | 2022.07.06 12:00 | s/l | 4 | 0.10 | 1.18967 | 1.18967 | 1.20867 | -40.49 | 10218.66 |
| 13 | 2022.07.25 14:00 | sell | 5 | 0.10 | 1.20685 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.25 14:00 | modify | 5 | 0.10 | 1.20685 | 1.21085 | 1.19185 | ||
| 15 | 2022.07.27 19:00 | s/l | 5 | 0.10 | 1.21085 | 1.21085 | 1.19185 | -39.71 | 10178.95 |
| 16 | 2022.08.18 19:00 | buy | 6 | 0.10 | 1.19347 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.18 19:00 | modify | 6 | 0.10 | 1.19347 | 1.18947 | 1.20847 | ||
| 18 | 2022.08.19 05:00 | s/l | 6 | 0.10 | 1.18947 | 1.18947 | 1.20847 | -40.49 | 10138.46 |
| 19 | 2022.09.13 14:00 | buy | 7 | 0.10 | 1.15684 | 0.00000 | 0.00000 | ||
| 20 | 2022.09.13 14:00 | modify | 7 | 0.10 | 1.15684 | 1.15284 | 1.17184 | ||
| 21 | 2022.09.13 16:00 | s/l | 7 | 0.10 | 1.15284 | 1.15284 | 1.17184 | -40.00 | 10098.46 |
| 22 | 2022.10.04 20:00 | sell | 8 | 0.10 | 1.14748 | 0.00000 | 0.00000 | ||
| 23 | 2022.10.04 20:00 | modify | 8 | 0.10 | 1.14748 | 1.15148 | 1.13248 | ||
| 24 | 2022.10.05 12:00 | t/p | 8 | 0.10 | 1.13248 | 1.15148 | 1.13248 | 150.15 | 10248.61 |
| 25 | 2022.10.11 17:00 | sell | 9 | 0.10 | 1.11608 | 0.00000 | 0.00000 | ||
| 26 | 2022.10.11 17:00 | modify | 9 | 0.10 | 1.11608 | 1.12008 | 1.10108 | ||
| 27 | 2022.10.11 20:00 | t/p | 9 | 0.10 | 1.10108 | 1.12008 | 1.10108 | 150.00 | 10398.61 |
| 28 | 2022.10.17 16:00 | sell | 10 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
| 29 | 2022.10.17 16:00 | modify | 10 | 0.10 | 1.14246 | 1.14646 | 1.12746 | ||
| 30 | 2022.10.17 20:00 | sell | 11 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
| 31 | 2022.10.17 20:00 | modify | 11 | 0.10 | 1.13487 | 1.14171 | 1.12746 | ||
| 32 | 2022.10.17 20:00 | sell | 12 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
| 33 | 2022.10.17 20:00 | modify | 12 | 0.10 | 1.13487 | 1.13871 | 1.12746 | ||
| 34 | 2022.10.17 20:00 | modify | 10 | 0.10 | 1.14246 | 1.13871 | 1.12746 | ||
| 35 | 2022.10.17 21:00 | modify | 11 | 0.10 | 1.13487 | 1.13871 | 1.12746 | ||
| 36 | 2022.10.18 05:00 | s/l | 10 | 0.10 | 1.13871 | 1.13871 | 1.12746 | 37.65 | 10436.25 |
| 37 | 2022.10.18 05:00 | s/l | 11 | 0.10 | 1.13871 | 1.13871 | 1.12746 | -38.25 | 10398.00 |
| 38 | 2022.10.18 05:00 | s/l | 12 | 0.10 | 1.13871 | 1.13871 | 1.12746 | -38.25 | 10359.74 |
| 39 | 2022.11.03 14:00 | buy | 13 | 0.10 | 1.11790 | 0.00000 | 0.00000 | ||
| 40 | 2022.11.03 14:00 | modify | 13 | 0.10 | 1.11790 | 1.11390 | 1.13290 | ||
| 41 | 2022.11.04 15:00 | t/p | 13 | 0.10 | 1.13290 | 1.11390 | 1.13290 | 149.51 | 10509.25 |
| 42 | 2022.12.27 16:00 | buy | 14 | 0.10 | 1.20235 | 0.00000 | 0.00000 | ||
| 43 | 2022.12.27 16:00 | modify | 14 | 0.10 | 1.20235 | 1.19835 | 1.21735 | ||
| 44 | 2022.12.30 18:00 | buy | 15 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
| 45 | 2022.12.30 18:00 | modify | 15 | 0.10 | 1.21014 | 1.20310 | 1.21735 | ||
| 46 | 2022.12.30 18:00 | buy | 16 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
| 47 | 2022.12.30 18:00 | modify | 16 | 0.10 | 1.21014 | 1.20610 | 1.21735 | ||
| 48 | 2022.12.30 18:00 | modify | 14 | 0.10 | 1.20235 | 1.20610 | 1.21735 | ||
| 49 | 2022.12.30 19:00 | modify | 15 | 0.10 | 1.21014 | 1.20610 | 1.21735 | ||
| 50 | 2022.12.30 20:00 | s/l | 14 | 0.10 | 1.20610 | 1.20610 | 1.21735 | 35.03 | 10544.28 |
| 51 | 2022.12.30 20:00 | s/l | 15 | 0.10 | 1.20610 | 1.20610 | 1.21735 | -40.40 | 10503.88 |
| 52 | 2022.12.30 20:00 | s/l | 16 | 0.10 | 1.20610 | 1.20610 | 1.21735 | -40.40 | 10463.48 |
| 53 | 2023.01.18 13:00 | sell | 17 | 0.10 | 1.23690 | 0.00000 | 0.00000 | ||
| 54 | 2023.01.18 13:00 | modify | 17 | 0.10 | 1.23690 | 1.24090 | 1.22190 | ||
| 55 | 2023.01.18 14:00 | s/l | 17 | 0.10 | 1.24090 | 1.24090 | 1.22190 | -40.00 | 10423.48 |
| 56 | 2023.01.24 14:00 | buy | 18 | 0.10 | 1.22948 | 0.00000 | 0.00000 | ||
| 57 | 2023.01.24 14:00 | modify | 18 | 0.10 | 1.22948 | 1.22548 | 1.24448 | ||
| 58 | 2023.01.25 20:00 | buy | 19 | 0.10 | 1.24017 | 0.00000 | 0.00000 | ||
| 59 | 2023.01.25 20:00 | modify | 19 | 0.10 | 1.24017 | 1.23548 | 1.24448 | ||
| 60 | 2023.01.25 20:00 | modify | 18 | 0.10 | 1.22948 | 1.23548 | 1.24448 | ||
| 61 | 2023.01.26 16:00 | s/l | 18 | 0.10 | 1.23548 | 1.23548 | 1.24448 | 58.02 | 10481.50 |
| 62 | 2023.01.26 16:00 | s/l | 19 | 0.10 | 1.23548 | 1.23548 | 1.24448 | -48.38 | 10433.11 |
| 63 | 2023.02.07 13:00 | buy | 20 | 0.10 | 1.19886 | 0.00000 | 0.00000 | ||
| 64 | 2023.02.07 13:00 | modify | 20 | 0.10 | 1.19886 | 1.19486 | 1.21386 | ||
| 65 | 2023.02.09 10:00 | t/p | 20 | 0.10 | 1.21386 | 1.19486 | 1.21386 | 148.02 | 10581.13 |
| 66 | 2023.02.14 14:00 | sell | 21 | 0.10 | 1.22093 | 0.00000 | 0.00000 | ||
| 67 | 2023.02.14 14:00 | modify | 21 | 0.10 | 1.22093 | 1.22493 | 1.20593 | ||
| 68 | 2023.02.15 12:00 | t/p | 21 | 0.10 | 1.20593 | 1.22493 | 1.20593 | 150.15 | 10731.28 |
| 69 | 2023.02.15 16:00 | buy | 22 | 0.10 | 1.20050 | 0.00000 | 0.00000 | ||
| 70 | 2023.02.15 16:00 | modify | 22 | 0.10 | 1.20050 | 1.19650 | 1.21550 | ||
| 71 | 2023.02.17 01:00 | s/l | 22 | 0.10 | 1.19650 | 1.19650 | 1.21550 | -41.98 | 10689.30 |
| 72 | 2023.02.21 13:00 | sell | 23 | 0.10 | 1.21086 | 0.00000 | 0.00000 | ||
| 73 | 2023.02.21 13:00 | modify | 23 | 0.10 | 1.21086 | 1.21486 | 1.19586 | ||
| 74 | 2023.02.21 16:00 | s/l | 23 | 0.10 | 1.21486 | 1.21486 | 1.19586 | -40.00 | 10649.30 |
| 75 | 2023.02.24 17:00 | buy | 24 | 0.10 | 1.19480 | 0.00000 | 0.00000 | ||
| 76 | 2023.02.24 17:00 | modify | 24 | 0.10 | 1.19480 | 1.19080 | 1.20980 | ||
| 77 | 2023.02.27 15:00 | buy | 25 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
| 78 | 2023.02.27 15:00 | modify | 25 | 0.10 | 1.20237 | 1.19555 | 1.20980 | ||
| 79 | 2023.02.27 15:00 | buy | 26 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
| 80 | 2023.02.27 15:00 | modify | 26 | 0.10 | 1.20237 | 1.19855 | 1.20980 | ||
| 81 | 2023.02.27 15:00 | modify | 24 | 0.10 | 1.19480 | 1.19855 | 1.20980 | ||
| 82 | 2023.02.27 16:00 | modify | 25 | 0.10 | 1.20237 | 1.19855 | 1.20980 | ||
| 83 | 2023.02.28 11:00 | t/p | 24 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 149.01 | 10798.31 |
| 84 | 2023.02.28 11:00 | t/p | 25 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 73.81 | 10872.12 |
| 85 | 2023.02.28 11:00 | t/p | 26 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 73.81 | 10945.92 |
| 86 | 2023.03.13 17:00 | sell | 27 | 0.10 | 1.21579 | 0.00000 | 0.00000 | ||
| 87 | 2023.03.13 17:00 | modify | 27 | 0.10 | 1.21579 | 1.21979 | 1.20079 | ||
| 88 | 2023.03.13 19:00 | s/l | 27 | 0.10 | 1.21979 | 1.21979 | 1.20079 | -40.00 | 10905.92 |
| 89 | 2023.04.10 14:00 | buy | 28 | 0.10 | 1.23579 | 0.00000 | 0.00000 | ||
| 90 | 2023.04.10 14:00 | modify | 28 | 0.10 | 1.23579 | 1.23179 | 1.25079 | ||
| 91 | 2023.04.11 13:00 | buy | 29 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
| 92 | 2023.04.11 13:00 | modify | 29 | 0.10 | 1.24343 | 1.23654 | 1.25079 | ||
| 93 | 2023.04.11 13:00 | buy | 30 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
| 94 | 2023.04.11 13:00 | modify | 30 | 0.10 | 1.24343 | 1.23954 | 1.25079 | ||
| 95 | 2023.04.11 13:00 | modify | 28 | 0.10 | 1.23579 | 1.23954 | 1.25079 | ||
| 96 | 2023.04.11 14:00 | modify | 29 | 0.10 | 1.24343 | 1.23954 | 1.25079 | ||
| 97 | 2023.04.13 09:00 | t/p | 28 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 147.53 | 11053.45 |
| 98 | 2023.04.13 09:00 | t/p | 29 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 71.62 | 11125.07 |
| 99 | 2023.04.13 09:00 | t/p | 30 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 71.62 | 11196.69 |
| 100 | 2023.05.12 18:00 | buy | 31 | 0.10 | 1.24576 | 0.00000 | 0.00000 | ||
| 101 | 2023.05.12 18:00 | modify | 31 | 0.10 | 1.24576 | 1.24176 | 1.26076 | ||
| 102 | 2023.05.15 17:00 | buy | 32 | 0.10 | 1.25355 | 0.00000 | 0.00000 | ||
| 103 | 2023.05.15 17:00 | modify | 32 | 0.10 | 1.25355 | 1.24651 | 1.26076 | ||
| 104 | 2023.05.15 17:00 | buy | 33 | 0.10 | 1.25355 | 0.00000 | 0.00000 | ||
| 105 | 2023.05.15 17:00 | modify | 33 | 0.10 | 1.25355 | 1.24951 | 1.26076 | ||
| 106 | 2023.05.15 17:00 | modify | 31 | 0.10 | 1.24576 | 1.24951 | 1.26076 | ||
| 107 | 2023.05.15 18:00 | modify | 32 | 0.10 | 1.25355 | 1.24951 | 1.26076 | ||
| 108 | 2023.05.16 07:00 | s/l | 31 | 0.10 | 1.24951 | 1.24951 | 1.26076 | 36.51 | 11233.20 |
| 109 | 2023.05.16 07:00 | s/l | 32 | 0.10 | 1.24951 | 1.24951 | 1.26076 | -40.89 | 11192.31 |
| 110 | 2023.05.16 07:00 | s/l | 33 | 0.10 | 1.24951 | 1.24951 | 1.26076 | -40.89 | 11151.41 |