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=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=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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 2617 | Ticks modelled | 79872 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1487.74 | Gross profit | 1909.23 | Gross loss | -421.49 |
| Profit factor | 4.53 | Expected payoff | 42.51 | ||
| Absolute drawdown | 66.68 | Maximal drawdown | 251.17 (2.36%) | Relative drawdown | 2.36% (251.17) |
| Total trades | 35 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
| Largest | profit trade | 150.29 | loss trade | -100.99 | |
| Average | profit trade | 86.78 | loss trade | -32.42 | |
| Maximum | consecutive wins (profit in money) | 11 (976.64) | consecutive losses (loss in money) | 3 (-120.29) | |
| Maximal | consecutive profit (count of wins) | 976.64 (11) | consecutive loss (count of losses) | -120.29 (3) | |
| Average | consecutive wins | 3 | 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 | 2022.06.13 16:00 | buy | 4 | 0.10 | 1.21710 | 0.00000 | 0.00000 | ||
| 14 | 2022.06.13 16:00 | modify | 4 | 0.10 | 1.21710 | 1.20710 | 1.23210 | ||
| 15 | 2022.06.14 11:40 | s/l | 4 | 0.10 | 1.20710 | 1.20710 | 1.23210 | -100.49 | 9945.72 |
| 16 | 2022.07.01 16:00 | buy | 5 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
| 17 | 2022.07.01 16:00 | modify | 5 | 0.10 | 1.20493 | 1.19493 | 1.21993 | ||
| 18 | 2022.07.03 22:30 | buy | 6 | 0.10 | 1.21189 | 0.00000 | 0.00000 | ||
| 19 | 2022.07.03 22:30 | modify | 6 | 0.10 | 1.21189 | 1.20643 | 1.21993 | ||
| 20 | 2022.07.03 22:30 | modify | 5 | 0.10 | 1.20493 | 1.20643 | 1.21993 | ||
| 21 | 2022.07.04 09:25 | buy | 7 | 0.10 | 1.21319 | 0.00000 | 0.00000 | ||
| 22 | 2022.07.04 09:25 | modify | 7 | 0.10 | 1.21319 | 1.21168 | 1.21993 | ||
| 23 | 2022.07.04 09:25 | modify | 6 | 0.10 | 1.21189 | 1.21168 | 1.21993 | ||
| 24 | 2022.07.04 09:25 | modify | 5 | 0.10 | 1.20493 | 1.21168 | 1.21993 | ||
| 25 | 2022.07.04 09:40 | s/l | 5 | 0.10 | 1.21168 | 1.21168 | 1.21993 | 67.01 | 10012.73 |
| 26 | 2022.07.04 09:40 | s/l | 6 | 0.10 | 1.21168 | 1.21168 | 1.21993 | -2.59 | 10010.13 |
| 27 | 2022.07.04 09:40 | s/l | 7 | 0.10 | 1.21168 | 1.21168 | 1.21993 | -15.10 | 9995.03 |
| 28 | 2022.07.14 16:00 | buy | 8 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
| 29 | 2022.07.14 16:00 | modify | 8 | 0.10 | 1.18286 | 1.17286 | 1.19786 | ||
| 30 | 2022.07.18 04:25 | buy | 9 | 0.10 | 1.18971 | 0.00000 | 0.00000 | ||
| 31 | 2022.07.18 04:25 | modify | 9 | 0.10 | 1.18971 | 1.18436 | 1.19786 | ||
| 32 | 2022.07.18 04:25 | modify | 8 | 0.10 | 1.18286 | 1.18436 | 1.19786 | ||
| 33 | 2022.07.18 06:40 | buy | 10 | 0.10 | 1.19120 | 0.00000 | 0.00000 | ||
| 34 | 2022.07.18 06:40 | modify | 10 | 0.10 | 1.19120 | 1.18961 | 1.19786 | ||
| 35 | 2022.07.18 06:40 | modify | 9 | 0.10 | 1.18971 | 1.18961 | 1.19786 | ||
| 36 | 2022.07.18 06:40 | modify | 8 | 0.10 | 1.18286 | 1.18961 | 1.19786 | ||
| 37 | 2022.07.18 09:40 | t/p | 8 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 149.01 | 10144.04 |
| 38 | 2022.07.18 09:40 | t/p | 9 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 81.50 | 10225.54 |
| 39 | 2022.07.18 09:40 | t/p | 10 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 66.60 | 10292.14 |
| 40 | 2022.08.12 16:00 | buy | 11 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
| 41 | 2022.08.12 16:00 | modify | 11 | 0.10 | 1.21329 | 1.20329 | 1.22829 | ||
| 42 | 2022.08.16 07:05 | s/l | 11 | 0.10 | 1.20329 | 1.20329 | 1.22829 | -100.99 | 10191.15 |
| 43 | 2022.08.29 08:00 | buy | 12 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
| 44 | 2022.08.29 08:00 | modify | 12 | 0.10 | 1.16755 | 1.15755 | 1.18255 | ||
| 45 | 2022.08.30 07:50 | buy | 13 | 0.10 | 1.17438 | 0.00000 | 0.00000 | ||
| 46 | 2022.08.30 07:50 | modify | 13 | 0.10 | 1.17438 | 1.16905 | 1.18255 | ||
| 47 | 2022.08.30 07:50 | modify | 12 | 0.10 | 1.16755 | 1.16905 | 1.18255 | ||
| 48 | 2022.08.30 09:05 | buy | 14 | 0.10 | 1.17601 | 0.00000 | 0.00000 | ||
| 49 | 2022.08.30 09:05 | modify | 14 | 0.10 | 1.17601 | 1.17430 | 1.18255 | ||
| 50 | 2022.08.30 09:05 | modify | 13 | 0.10 | 1.17438 | 1.17430 | 1.18255 | ||
| 51 | 2022.08.30 09:05 | modify | 12 | 0.10 | 1.16755 | 1.17430 | 1.18255 | ||
| 52 | 2022.08.30 09:30 | s/l | 12 | 0.10 | 1.17430 | 1.17430 | 1.18255 | 67.01 | 10258.16 |
| 53 | 2022.08.30 09:30 | s/l | 13 | 0.10 | 1.17430 | 1.17430 | 1.18255 | -0.80 | 10257.36 |
| 54 | 2022.08.30 09:30 | s/l | 14 | 0.10 | 1.17430 | 1.17430 | 1.18255 | -17.10 | 10240.26 |
| 55 | 2022.09.21 12:00 | buy | 15 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
| 56 | 2022.09.21 12:00 | modify | 15 | 0.10 | 1.13388 | 1.12388 | 1.14888 | ||
| 57 | 2022.09.21 18:15 | s/l | 15 | 0.10 | 1.12388 | 1.12388 | 1.14888 | -100.00 | 10140.26 |
| 58 | 2022.10.13 20:00 | sell | 16 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 59 | 2022.10.13 20:00 | modify | 16 | 0.10 | 1.13159 | 1.14159 | 1.11659 | ||
| 60 | 2022.10.14 10:55 | sell | 17 | 0.10 | 1.12468 | 0.00000 | 0.00000 | ||
| 61 | 2022.10.14 10:55 | modify | 17 | 0.10 | 1.12468 | 1.13009 | 1.11659 | ||
| 62 | 2022.10.14 10:55 | modify | 16 | 0.10 | 1.13159 | 1.13009 | 1.11659 | ||
| 63 | 2022.10.14 14:15 | t/p | 16 | 0.10 | 1.11659 | 1.13009 | 1.11659 | 150.15 | 10290.40 |
| 64 | 2022.10.14 14:15 | t/p | 17 | 0.10 | 1.11659 | 1.13009 | 1.11659 | 80.90 | 10371.30 |
| 65 | 2022.10.26 12:00 | sell | 18 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 66 | 2022.10.26 12:00 | modify | 18 | 0.10 | 1.15630 | 1.16630 | 1.14130 | ||
| 67 | 2022.10.31 13:50 | sell | 19 | 0.10 | 1.14787 | 0.00000 | 0.00000 | ||
| 68 | 2022.10.31 13:50 | modify | 19 | 0.10 | 1.14787 | 1.14955 | 1.14130 | ||
| 69 | 2022.10.31 13:50 | modify | 18 | 0.10 | 1.15630 | 1.14955 | 1.14130 | ||
| 70 | 2022.10.31 14:20 | s/l | 18 | 0.10 | 1.14955 | 1.14955 | 1.14130 | 68.23 | 10439.54 |
| 71 | 2022.10.31 14:20 | s/l | 19 | 0.10 | 1.14955 | 1.14955 | 1.14130 | -16.80 | 10422.74 |
| 72 | 2022.11.23 20:00 | sell | 20 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 73 | 2022.11.23 20:00 | modify | 20 | 0.10 | 1.20648 | 1.21648 | 1.19148 | ||
| 74 | 2022.11.28 18:20 | sell | 21 | 0.10 | 1.19949 | 0.00000 | 0.00000 | ||
| 75 | 2022.11.28 18:20 | modify | 21 | 0.10 | 1.19949 | 1.20498 | 1.19148 | ||
| 76 | 2022.11.28 18:20 | modify | 20 | 0.10 | 1.20648 | 1.20498 | 1.19148 | ||
| 77 | 2022.11.28 19:20 | sell | 22 | 0.10 | 1.19669 | 0.00000 | 0.00000 | ||
| 78 | 2022.11.28 19:20 | modify | 22 | 0.10 | 1.19669 | 1.19973 | 1.19148 | ||
| 79 | 2022.11.28 19:20 | modify | 21 | 0.10 | 1.19949 | 1.19973 | 1.19148 | ||
| 80 | 2022.11.28 19:20 | modify | 20 | 0.10 | 1.20648 | 1.19973 | 1.19148 | ||
| 81 | 2022.11.29 02:05 | s/l | 20 | 0.10 | 1.19973 | 1.19973 | 1.19148 | 68.38 | 10491.11 |
| 82 | 2022.11.29 02:05 | s/l | 21 | 0.10 | 1.19973 | 1.19973 | 1.19148 | -2.25 | 10488.86 |
| 83 | 2022.11.29 02:05 | s/l | 22 | 0.10 | 1.19973 | 1.19973 | 1.19148 | -30.25 | 10458.61 |
| 84 | 2022.12.01 20:00 | sell | 23 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 85 | 2022.12.01 20:00 | modify | 23 | 0.10 | 1.22587 | 1.23587 | 1.21087 | ||
| 86 | 2022.12.05 17:25 | sell | 24 | 0.10 | 1.21759 | 0.00000 | 0.00000 | ||
| 87 | 2022.12.05 17:25 | modify | 24 | 0.10 | 1.21759 | 1.21912 | 1.21087 | ||
| 88 | 2022.12.05 17:25 | modify | 23 | 0.10 | 1.22587 | 1.21912 | 1.21087 | ||
| 89 | 2022.12.05 17:30 | s/l | 23 | 0.10 | 1.21912 | 1.21912 | 1.21087 | 67.79 | 10526.40 |
| 90 | 2022.12.05 17:30 | s/l | 24 | 0.10 | 1.21912 | 1.21912 | 1.21087 | -15.30 | 10511.10 |
| 91 | 2023.02.24 20:00 | buy | 25 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 92 | 2023.02.24 20:00 | modify | 25 | 0.10 | 1.19461 | 1.18461 | 1.20961 | ||
| 93 | 2023.02.27 13:30 | buy | 26 | 0.10 | 1.20138 | 0.00000 | 0.00000 | ||
| 94 | 2023.02.27 13:30 | modify | 26 | 0.10 | 1.20138 | 1.19611 | 1.20961 | ||
| 95 | 2023.02.27 13:30 | modify | 25 | 0.10 | 1.19461 | 1.19611 | 1.20961 | ||
| 96 | 2023.02.27 17:20 | buy | 27 | 0.10 | 1.20444 | 0.00000 | 0.00000 | ||
| 97 | 2023.02.27 17:20 | modify | 27 | 0.10 | 1.20444 | 1.20136 | 1.20961 | ||
| 98 | 2023.02.27 17:20 | modify | 26 | 0.10 | 1.20138 | 1.20136 | 1.20961 | ||
| 99 | 2023.02.27 17:20 | modify | 25 | 0.10 | 1.19461 | 1.20136 | 1.20961 | ||
| 100 | 2023.02.28 09:15 | t/p | 25 | 0.10 | 1.20961 | 1.20136 | 1.20961 | 149.01 | 10660.11 |
| 101 | 2023.02.28 09:15 | t/p | 26 | 0.10 | 1.20961 | 1.20136 | 1.20961 | 81.81 | 10741.91 |
| 102 | 2023.02.28 09:15 | t/p | 27 | 0.10 | 1.20961 | 1.20136 | 1.20961 | 51.21 | 10793.12 |
| 103 | 2023.03.08 08:00 | buy | 28 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 104 | 2023.03.08 08:00 | modify | 28 | 0.10 | 1.18274 | 1.17274 | 1.19774 | ||
| 105 | 2023.03.09 11:20 | buy | 29 | 0.10 | 1.18966 | 0.00000 | 0.00000 | ||
| 106 | 2023.03.09 11:20 | modify | 29 | 0.10 | 1.18966 | 1.18424 | 1.19774 | ||
| 107 | 2023.03.09 11:20 | modify | 28 | 0.10 | 1.18274 | 1.18424 | 1.19774 | ||
| 108 | 2023.03.09 13:50 | buy | 30 | 0.10 | 1.19109 | 0.00000 | 0.00000 | ||
| 109 | 2023.03.09 13:50 | modify | 30 | 0.10 | 1.19109 | 1.18949 | 1.19774 | ||
| 110 | 2023.03.09 13:50 | modify | 29 | 0.10 | 1.18966 | 1.18949 | 1.19774 | ||
| 111 | 2023.03.09 13:50 | modify | 28 | 0.10 | 1.18274 | 1.18949 | 1.19774 | ||
| 112 | 2023.03.09 14:30 | buy | 31 | 0.10 | 1.19256 | 0.00000 | 0.00000 | ||
| 113 | 2023.03.09 14:30 | modify | 31 | 0.10 | 1.19256 | 1.18949 | 1.19774 | ||
| 114 | 2023.03.10 09:30 | t/p | 28 | 0.10 | 1.19774 | 1.18949 | 1.19774 | 148.02 | 10941.14 |
| 115 | 2023.03.10 09:30 | t/p | 29 | 0.10 | 1.19774 | 1.18949 | 1.19774 | 80.31 | 11021.45 |
| 116 | 2023.03.10 09:30 | t/p | 30 | 0.10 | 1.19774 | 1.18949 | 1.19774 | 66.01 | 11087.45 |
| 117 | 2023.03.10 09:30 | t/p | 31 | 0.10 | 1.19774 | 1.18949 | 1.19774 | 51.31 | 11138.76 |
| 118 | 2023.04.13 20:00 | sell | 32 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 119 | 2023.04.13 20:00 | modify | 32 | 0.10 | 1.25244 | 1.26244 | 1.23744 | ||
| 120 | 2023.04.14 14:06 | sell | 33 | 0.10 | 1.24552 | 0.00000 | 0.00000 | ||
| 121 | 2023.04.14 14:06 | modify | 33 | 0.10 | 1.24552 | 1.25094 | 1.23744 | ||
| 122 | 2023.04.14 14:06 | modify | 32 | 0.10 | 1.25244 | 1.25094 | 1.23744 | ||
| 123 | 2023.04.14 15:10 | sell | 34 | 0.10 | 1.24396 | 0.00000 | 0.00000 | ||
| 124 | 2023.04.14 15:10 | modify | 34 | 0.10 | 1.24396 | 1.24569 | 1.23744 | ||
| 125 | 2023.04.14 15:10 | modify | 33 | 0.10 | 1.24552 | 1.24569 | 1.23744 | ||
| 126 | 2023.04.14 15:10 | modify | 32 | 0.10 | 1.25244 | 1.24569 | 1.23744 | ||
| 127 | 2023.04.17 12:20 | sell | 35 | 0.10 | 1.24268 | 0.00000 | 0.00000 | ||
| 128 | 2023.04.17 12:20 | modify | 35 | 0.10 | 1.24268 | 1.24569 | 1.23744 | ||
| 129 | 2023.04.17 14:30 | t/p | 32 | 0.10 | 1.23744 | 1.24569 | 1.23744 | 150.29 | 11289.05 |
| 130 | 2023.04.17 14:30 | t/p | 33 | 0.10 | 1.23744 | 1.24569 | 1.23744 | 80.95 | 11369.99 |
| 131 | 2023.04.17 14:30 | t/p | 34 | 0.10 | 1.23744 | 1.24569 | 1.23744 | 65.35 | 11435.34 |
| 132 | 2023.04.17 14:30 | t/p | 35 | 0.10 | 1.23744 | 1.24569 | 1.23744 | 52.40 | 11487.74 |