Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 2617 | Ticks modelled | 79872 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1509.14 | Gross profit | 1787.18 | Gross loss | -278.04 |
| Profit factor | 6.43 | Expected payoff | 52.04 | ||
| Absolute drawdown | 17.88 | Maximal drawdown | 268.65 (2.58%) | Relative drawdown | 2.58% (268.65) |
| Total trades | 29 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
| Largest | profit trade | 150.29 | loss trade | -100.99 | |
| Average | profit trade | 85.10 | loss trade | -34.75 | |
| Maximum | consecutive wins (profit in money) | 11 (976.64) | consecutive losses (loss in money) | 2 (-200.99) | |
| Maximal | consecutive profit (count of wins) | 976.64 (11) | consecutive loss (count of losses) | -200.99 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.01 20:00 | buy | 1 | 0.10 | 1.24855 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.01 20:00 | modify | 1 | 0.10 | 1.24855 | 1.23855 | 1.26355 | ||
| 3 | 2022.06.02 10:40 | buy | 2 | 0.10 | 1.25548 | 0.00000 | 0.00000 | ||
| 4 | 2022.06.02 10:40 | modify | 2 | 0.10 | 1.25548 | 1.25005 | 1.26355 | ||
| 5 | 2022.06.02 10:40 | modify | 1 | 0.10 | 1.24855 | 1.25005 | 1.26355 | ||
| 6 | 2022.06.02 12:05 | buy | 3 | 0.10 | 1.25710 | 0.00000 | 0.00000 | ||
| 7 | 2022.06.02 12:05 | modify | 3 | 0.10 | 1.25710 | 1.25530 | 1.26355 | ||
| 8 | 2022.06.02 12:05 | modify | 2 | 0.10 | 1.25548 | 1.25530 | 1.26355 | ||
| 9 | 2022.06.02 12:05 | modify | 1 | 0.10 | 1.24855 | 1.25530 | 1.26355 | ||
| 10 | 2022.06.02 12:30 | s/l | 1 | 0.10 | 1.25530 | 1.25530 | 1.26355 | 66.02 | 10066.02 |
| 11 | 2022.06.02 12:30 | s/l | 2 | 0.10 | 1.25530 | 1.25530 | 1.26355 | -1.80 | 10064.22 |
| 12 | 2022.06.02 12:30 | s/l | 3 | 0.10 | 1.25530 | 1.25530 | 1.26355 | -18.00 | 10046.22 |
| 13 | 2022.07.01 16:00 | buy | 4 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.01 16:00 | modify | 4 | 0.10 | 1.20493 | 1.19493 | 1.21993 | ||
| 15 | 2022.07.03 22:30 | buy | 5 | 0.10 | 1.21189 | 0.00000 | 0.00000 | ||
| 16 | 2022.07.03 22:30 | modify | 5 | 0.10 | 1.21189 | 1.20643 | 1.21993 | ||
| 17 | 2022.07.03 22:30 | modify | 4 | 0.10 | 1.20493 | 1.20643 | 1.21993 | ||
| 18 | 2022.07.04 09:25 | buy | 6 | 0.10 | 1.21319 | 0.00000 | 0.00000 | ||
| 19 | 2022.07.04 09:25 | modify | 6 | 0.10 | 1.21319 | 1.21168 | 1.21993 | ||
| 20 | 2022.07.04 09:25 | modify | 5 | 0.10 | 1.21189 | 1.21168 | 1.21993 | ||
| 21 | 2022.07.04 09:25 | modify | 4 | 0.10 | 1.20493 | 1.21168 | 1.21993 | ||
| 22 | 2022.07.04 09:40 | s/l | 4 | 0.10 | 1.21168 | 1.21168 | 1.21993 | 67.01 | 10113.22 |
| 23 | 2022.07.04 09:40 | s/l | 5 | 0.10 | 1.21168 | 1.21168 | 1.21993 | -2.59 | 10110.63 |
| 24 | 2022.07.04 09:40 | s/l | 6 | 0.10 | 1.21168 | 1.21168 | 1.21993 | -15.10 | 10095.53 |
| 25 | 2022.07.14 16:00 | buy | 7 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
| 26 | 2022.07.14 16:00 | modify | 7 | 0.10 | 1.18286 | 1.17286 | 1.19786 | ||
| 27 | 2022.07.18 04:25 | buy | 8 | 0.10 | 1.18971 | 0.00000 | 0.00000 | ||
| 28 | 2022.07.18 04:25 | modify | 8 | 0.10 | 1.18971 | 1.18436 | 1.19786 | ||
| 29 | 2022.07.18 04:25 | modify | 7 | 0.10 | 1.18286 | 1.18436 | 1.19786 | ||
| 30 | 2022.07.18 06:40 | buy | 9 | 0.10 | 1.19120 | 0.00000 | 0.00000 | ||
| 31 | 2022.07.18 06:40 | modify | 9 | 0.10 | 1.19120 | 1.18961 | 1.19786 | ||
| 32 | 2022.07.18 06:40 | modify | 8 | 0.10 | 1.18971 | 1.18961 | 1.19786 | ||
| 33 | 2022.07.18 06:40 | modify | 7 | 0.10 | 1.18286 | 1.18961 | 1.19786 | ||
| 34 | 2022.07.18 09:40 | t/p | 7 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 149.01 | 10244.54 |
| 35 | 2022.07.18 09:40 | t/p | 8 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 81.50 | 10326.04 |
| 36 | 2022.07.18 09:40 | t/p | 9 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 66.60 | 10392.64 |
| 37 | 2022.08.12 16:00 | buy | 10 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
| 38 | 2022.08.12 16:00 | modify | 10 | 0.10 | 1.21329 | 1.20329 | 1.22829 | ||
| 39 | 2022.08.16 07:05 | s/l | 10 | 0.10 | 1.20329 | 1.20329 | 1.22829 | -100.99 | 10291.65 |
| 40 | 2022.09.21 12:00 | buy | 11 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
| 41 | 2022.09.21 12:00 | modify | 11 | 0.10 | 1.13388 | 1.12388 | 1.14888 | ||
| 42 | 2022.09.21 18:15 | s/l | 11 | 0.10 | 1.12388 | 1.12388 | 1.14888 | -100.00 | 10191.65 |
| 43 | 2022.10.13 20:00 | sell | 12 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 44 | 2022.10.13 20:00 | modify | 12 | 0.10 | 1.13159 | 1.14159 | 1.11659 | ||
| 45 | 2022.10.14 10:55 | sell | 13 | 0.10 | 1.12468 | 0.00000 | 0.00000 | ||
| 46 | 2022.10.14 10:55 | modify | 13 | 0.10 | 1.12468 | 1.13009 | 1.11659 | ||
| 47 | 2022.10.14 10:55 | modify | 12 | 0.10 | 1.13159 | 1.13009 | 1.11659 | ||
| 48 | 2022.10.14 14:15 | t/p | 12 | 0.10 | 1.11659 | 1.13009 | 1.11659 | 150.15 | 10341.79 |
| 49 | 2022.10.14 14:15 | t/p | 13 | 0.10 | 1.11659 | 1.13009 | 1.11659 | 80.90 | 10422.69 |
| 50 | 2022.10.26 12:00 | sell | 14 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 51 | 2022.10.26 12:00 | modify | 14 | 0.10 | 1.15630 | 1.16630 | 1.14130 | ||
| 52 | 2022.10.31 13:50 | sell | 15 | 0.10 | 1.14787 | 0.00000 | 0.00000 | ||
| 53 | 2022.10.31 13:50 | modify | 15 | 0.10 | 1.14787 | 1.14955 | 1.14130 | ||
| 54 | 2022.10.31 13:50 | modify | 14 | 0.10 | 1.15630 | 1.14955 | 1.14130 | ||
| 55 | 2022.10.31 14:20 | s/l | 14 | 0.10 | 1.14955 | 1.14955 | 1.14130 | 68.23 | 10490.92 |
| 56 | 2022.10.31 14:20 | s/l | 15 | 0.10 | 1.14955 | 1.14955 | 1.14130 | -16.80 | 10474.12 |
| 57 | 2022.11.23 20:00 | sell | 16 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 58 | 2022.11.23 20:00 | modify | 16 | 0.10 | 1.20648 | 1.21648 | 1.19148 | ||
| 59 | 2022.11.28 18:20 | sell | 17 | 0.10 | 1.19949 | 0.00000 | 0.00000 | ||
| 60 | 2022.11.28 18:20 | modify | 17 | 0.10 | 1.19949 | 1.20498 | 1.19148 | ||
| 61 | 2022.11.28 18:20 | modify | 16 | 0.10 | 1.20648 | 1.20498 | 1.19148 | ||
| 62 | 2022.11.28 19:20 | sell | 18 | 0.10 | 1.19669 | 0.00000 | 0.00000 | ||
| 63 | 2022.11.28 19:20 | modify | 18 | 0.10 | 1.19669 | 1.19898 | 1.19148 | ||
| 64 | 2022.11.28 19:20 | modify | 17 | 0.10 | 1.19949 | 1.19898 | 1.19148 | ||
| 65 | 2022.11.28 19:20 | modify | 16 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
| 66 | 2022.11.29 01:40 | s/l | 16 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 75.88 | 10550.00 |
| 67 | 2022.11.29 01:40 | s/l | 17 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 5.25 | 10555.25 |
| 68 | 2022.11.29 01:40 | s/l | 18 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -22.75 | 10532.49 |
| 69 | 2023.02.24 20:00 | buy | 19 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 70 | 2023.02.24 20:00 | modify | 19 | 0.10 | 1.19461 | 1.18461 | 1.20961 | ||
| 71 | 2023.02.27 13:30 | buy | 20 | 0.10 | 1.20138 | 0.00000 | 0.00000 | ||
| 72 | 2023.02.27 13:30 | modify | 20 | 0.10 | 1.20138 | 1.19611 | 1.20961 | ||
| 73 | 2023.02.27 13:30 | modify | 19 | 0.10 | 1.19461 | 1.19611 | 1.20961 | ||
| 74 | 2023.02.27 17:20 | buy | 21 | 0.10 | 1.20444 | 0.00000 | 0.00000 | ||
| 75 | 2023.02.27 17:20 | modify | 21 | 0.10 | 1.20444 | 1.20211 | 1.20961 | ||
| 76 | 2023.02.27 17:20 | modify | 20 | 0.10 | 1.20138 | 1.20211 | 1.20961 | ||
| 77 | 2023.02.27 17:20 | modify | 19 | 0.10 | 1.19461 | 1.20211 | 1.20961 | ||
| 78 | 2023.02.28 09:15 | t/p | 19 | 0.10 | 1.20961 | 1.20211 | 1.20961 | 149.01 | 10681.51 |
| 79 | 2023.02.28 09:15 | t/p | 20 | 0.10 | 1.20961 | 1.20211 | 1.20961 | 81.81 | 10763.31 |
| 80 | 2023.02.28 09:15 | t/p | 21 | 0.10 | 1.20961 | 1.20211 | 1.20961 | 51.21 | 10814.52 |
| 81 | 2023.03.08 08:00 | buy | 22 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 82 | 2023.03.08 08:00 | modify | 22 | 0.10 | 1.18274 | 1.17274 | 1.19774 | ||
| 83 | 2023.03.09 11:20 | buy | 23 | 0.10 | 1.18966 | 0.00000 | 0.00000 | ||
| 84 | 2023.03.09 11:20 | modify | 23 | 0.10 | 1.18966 | 1.18424 | 1.19774 | ||
| 85 | 2023.03.09 11:20 | modify | 22 | 0.10 | 1.18274 | 1.18424 | 1.19774 | ||
| 86 | 2023.03.09 13:50 | buy | 24 | 0.10 | 1.19109 | 0.00000 | 0.00000 | ||
| 87 | 2023.03.09 13:50 | modify | 24 | 0.10 | 1.19109 | 1.18949 | 1.19774 | ||
| 88 | 2023.03.09 13:50 | modify | 23 | 0.10 | 1.18966 | 1.18949 | 1.19774 | ||
| 89 | 2023.03.09 13:50 | modify | 22 | 0.10 | 1.18274 | 1.18949 | 1.19774 | ||
| 90 | 2023.03.09 14:30 | buy | 25 | 0.10 | 1.19256 | 0.00000 | 0.00000 | ||
| 91 | 2023.03.09 14:30 | modify | 25 | 0.10 | 1.19256 | 1.19024 | 1.19774 | ||
| 92 | 2023.03.09 14:30 | modify | 24 | 0.10 | 1.19109 | 1.19024 | 1.19774 | ||
| 93 | 2023.03.09 14:30 | modify | 23 | 0.10 | 1.18966 | 1.19024 | 1.19774 | ||
| 94 | 2023.03.09 14:30 | modify | 22 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
| 95 | 2023.03.10 09:30 | t/p | 22 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 148.02 | 10962.54 |
| 96 | 2023.03.10 09:30 | t/p | 23 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 80.31 | 11042.84 |
| 97 | 2023.03.10 09:30 | t/p | 24 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 66.01 | 11108.85 |
| 98 | 2023.03.10 09:30 | t/p | 25 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 51.31 | 11160.15 |
| 99 | 2023.04.13 20:00 | sell | 26 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 100 | 2023.04.13 20:00 | modify | 26 | 0.10 | 1.25244 | 1.26244 | 1.23744 | ||
| 101 | 2023.04.14 14:06 | sell | 27 | 0.10 | 1.24552 | 0.00000 | 0.00000 | ||
| 102 | 2023.04.14 14:06 | modify | 27 | 0.10 | 1.24552 | 1.25094 | 1.23744 | ||
| 103 | 2023.04.14 14:06 | modify | 26 | 0.10 | 1.25244 | 1.25094 | 1.23744 | ||
| 104 | 2023.04.14 15:10 | sell | 28 | 0.10 | 1.24396 | 0.00000 | 0.00000 | ||
| 105 | 2023.04.14 15:10 | modify | 28 | 0.10 | 1.24396 | 1.24569 | 1.23744 | ||
| 106 | 2023.04.14 15:10 | modify | 27 | 0.10 | 1.24552 | 1.24569 | 1.23744 | ||
| 107 | 2023.04.14 15:10 | modify | 26 | 0.10 | 1.25244 | 1.24569 | 1.23744 | ||
| 108 | 2023.04.17 12:20 | sell | 29 | 0.10 | 1.24268 | 0.00000 | 0.00000 | ||
| 109 | 2023.04.17 12:20 | modify | 29 | 0.10 | 1.24268 | 1.24494 | 1.23744 | ||
| 110 | 2023.04.17 12:20 | modify | 28 | 0.10 | 1.24396 | 1.24494 | 1.23744 | ||
| 111 | 2023.04.17 12:20 | modify | 27 | 0.10 | 1.24552 | 1.24494 | 1.23744 | ||
| 112 | 2023.04.17 12:20 | modify | 26 | 0.10 | 1.25244 | 1.24494 | 1.23744 | ||
| 113 | 2023.04.17 14:30 | t/p | 26 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 150.29 | 11310.45 |
| 114 | 2023.04.17 14:30 | t/p | 27 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 80.95 | 11391.39 |
| 115 | 2023.04.17 14:30 | t/p | 28 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 65.35 | 11456.74 |
| 116 | 2023.04.17 14:30 | t/p | 29 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 52.40 | 11509.14 |