Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -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=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7238 | Ticks modelled | 13474 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 1191.35 | Gross profit | 1803.37 | Gross loss | -612.03 |
| Profit factor | 2.95 | Expected payoff | 31.35 | ||
| Absolute drawdown | 137.33 | Maximal drawdown | 233.02 (2.25%) | Relative drawdown | 2.25% (233.02) |
| Total trades | 38 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 19 (78.95%) |
| Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
| Largest | profit trade | 92.21 | loss trade | -93.09 | |
| Average | profit trade | 64.41 | loss trade | -61.20 | |
| Maximum | consecutive wins (profit in money) | 10 (722.18) | consecutive losses (loss in money) | 2 (-121.64) | |
| Maximal | consecutive profit (count of wins) | 722.18 (10) | consecutive loss (count of losses) | -121.64 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 12:00 | sell | 1 | 0.10 | 1.94177 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.07 12:00 | modify | 1 | 0.10 | 1.94177 | 1.95677 | 1.92677 | ||
| 3 | 2022.06.09 15:00 | s/l | 1 | 0.10 | 1.95677 | 1.95677 | 1.92677 | -91.93 | 9908.07 |
| 4 | 2022.07.06 11:00 | buy | 2 | 0.10 | 1.93247 | 0.00000 | 0.00000 | ||
| 5 | 2022.07.06 11:00 | modify | 2 | 0.10 | 1.93247 | 1.91747 | 1.94747 | ||
| 6 | 2022.07.07 21:00 | t/p | 2 | 0.10 | 1.94747 | 1.91747 | 1.94747 | 90.57 | 9998.64 |
| 7 | 2022.07.18 15:00 | sell | 3 | 0.10 | 1.94516 | 0.00000 | 0.00000 | ||
| 8 | 2022.07.18 15:00 | modify | 3 | 0.10 | 1.94516 | 1.96016 | 1.93016 | ||
| 9 | 2022.07.19 04:00 | sell | 4 | 0.10 | 1.93588 | 0.00000 | 0.00000 | ||
| 10 | 2022.07.19 04:00 | modify | 4 | 0.10 | 1.93588 | 1.94066 | 1.93016 | ||
| 11 | 2022.07.19 04:00 | modify | 3 | 0.10 | 1.94516 | 1.94066 | 1.93016 | ||
| 12 | 2022.07.19 09:00 | t/p | 3 | 0.10 | 1.93016 | 1.94066 | 1.93016 | 92.11 | 10090.75 |
| 13 | 2022.07.19 09:00 | t/p | 4 | 0.10 | 1.93016 | 1.94066 | 1.93016 | 35.11 | 10125.86 |
| 14 | 2022.08.04 12:00 | buy | 5 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
| 15 | 2022.08.04 12:00 | modify | 5 | 0.10 | 1.92112 | 1.90612 | 1.93612 | ||
| 16 | 2022.08.07 22:00 | buy | 6 | 0.10 | 1.93322 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.07 22:00 | modify | 6 | 0.10 | 1.93322 | 1.92862 | 1.93612 | ||
| 18 | 2022.08.07 22:00 | modify | 5 | 0.10 | 1.92112 | 1.92862 | 1.93612 | ||
| 19 | 2022.08.08 07:00 | t/p | 5 | 0.10 | 1.93612 | 1.92862 | 1.93612 | 90.93 | 10216.79 |
| 20 | 2022.08.08 07:00 | t/p | 6 | 0.10 | 1.93612 | 1.92862 | 1.93612 | 17.36 | 10234.15 |
| 21 | 2022.08.11 12:00 | buy | 7 | 0.10 | 1.89711 | 0.00000 | 0.00000 | ||
| 22 | 2022.08.11 12:00 | modify | 7 | 0.10 | 1.89711 | 1.88211 | 1.91211 | ||
| 23 | 2022.08.12 13:00 | s/l | 7 | 0.10 | 1.88211 | 1.88211 | 1.91211 | -92.01 | 10142.14 |
| 24 | 2022.08.25 09:00 | buy | 8 | 0.10 | 1.89603 | 0.00000 | 0.00000 | ||
| 25 | 2022.08.25 09:00 | modify | 8 | 0.10 | 1.89603 | 1.88103 | 1.91103 | ||
| 26 | 2022.08.26 10:00 | buy | 9 | 0.10 | 1.90523 | 0.00000 | 0.00000 | ||
| 27 | 2022.08.26 10:00 | modify | 9 | 0.10 | 1.90523 | 1.90053 | 1.91103 | ||
| 28 | 2022.08.26 10:00 | modify | 8 | 0.10 | 1.89603 | 1.90053 | 1.91103 | ||
| 29 | 2022.08.26 15:00 | t/p | 8 | 0.10 | 1.91103 | 1.90053 | 1.91103 | 91.29 | 10233.43 |
| 30 | 2022.08.26 15:00 | t/p | 9 | 0.10 | 1.91103 | 1.90053 | 1.91103 | 35.43 | 10268.86 |
| 31 | 2022.09.20 09:00 | sell | 10 | 0.10 | 1.93206 | 0.00000 | 0.00000 | ||
| 32 | 2022.09.20 09:00 | modify | 10 | 0.10 | 1.93206 | 1.94706 | 1.91706 | ||
| 33 | 2022.09.22 18:00 | sell | 11 | 0.10 | 1.92584 | 0.00000 | 0.00000 | ||
| 34 | 2022.09.22 18:00 | modify | 11 | 0.10 | 1.92584 | 1.93131 | 1.91706 | ||
| 35 | 2022.09.22 18:00 | modify | 10 | 0.10 | 1.93206 | 1.93131 | 1.91706 | ||
| 36 | 2022.09.23 10:00 | s/l | 10 | 0.10 | 1.93131 | 1.93131 | 1.91706 | 4.78 | 10273.64 |
| 37 | 2022.09.23 10:00 | s/l | 11 | 0.10 | 1.93131 | 1.93131 | 1.91706 | -33.54 | 10240.10 |
| 38 | 2022.10.18 11:00 | buy | 12 | 0.10 | 1.98808 | 0.00000 | 0.00000 | ||
| 39 | 2022.10.18 11:00 | modify | 12 | 0.10 | 1.98808 | 1.97308 | 2.00308 | ||
| 40 | 2022.10.18 19:00 | buy | 13 | 0.10 | 1.99417 | 0.00000 | 0.00000 | ||
| 41 | 2022.10.18 19:00 | modify | 13 | 0.10 | 1.99417 | 1.98883 | 2.00308 | ||
| 42 | 2022.10.18 19:00 | modify | 12 | 0.10 | 1.98808 | 1.98883 | 2.00308 | ||
| 43 | 2022.10.18 21:00 | s/l | 12 | 0.10 | 1.98883 | 1.98883 | 2.00308 | 4.58 | 10244.68 |
| 44 | 2022.10.18 21:00 | s/l | 13 | 0.10 | 1.98883 | 1.98883 | 2.00308 | -32.63 | 10212.05 |
| 45 | 2022.11.07 18:00 | sell | 14 | 0.10 | 1.94109 | 0.00000 | 0.00000 | ||
| 46 | 2022.11.07 18:00 | modify | 14 | 0.10 | 1.94109 | 1.95609 | 1.92609 | ||
| 47 | 2022.11.08 11:00 | sell | 15 | 0.10 | 1.93194 | 0.00000 | 0.00000 | ||
| 48 | 2022.11.08 11:00 | modify | 15 | 0.10 | 1.93194 | 1.93659 | 1.92609 | ||
| 49 | 2022.11.08 11:00 | modify | 14 | 0.10 | 1.94109 | 1.93659 | 1.92609 | ||
| 50 | 2022.11.08 18:00 | s/l | 14 | 0.10 | 1.93659 | 1.93659 | 1.92609 | 27.66 | 10239.70 |
| 51 | 2022.11.08 18:00 | s/l | 15 | 0.10 | 1.93659 | 1.93659 | 1.92609 | -28.55 | 10211.15 |
| 52 | 2022.11.29 10:00 | buy | 16 | 0.10 | 1.92483 | 0.00000 | 0.00000 | ||
| 53 | 2022.11.29 10:00 | modify | 16 | 0.10 | 1.92483 | 1.90983 | 1.93983 | ||
| 54 | 2022.12.01 06:00 | s/l | 16 | 0.10 | 1.90983 | 1.90983 | 1.93983 | -93.09 | 10118.06 |
| 55 | 2023.01.19 17:00 | sell | 17 | 0.10 | 1.93962 | 0.00000 | 0.00000 | ||
| 56 | 2023.01.19 17:00 | modify | 17 | 0.10 | 1.93962 | 1.95462 | 1.92462 | ||
| 57 | 2023.01.20 08:00 | t/p | 17 | 0.10 | 1.92462 | 1.95462 | 1.92462 | 92.10 | 10210.16 |
| 58 | 2023.01.31 11:00 | sell | 18 | 0.10 | 1.91973 | 0.00000 | 0.00000 | ||
| 59 | 2023.01.31 11:00 | modify | 18 | 0.10 | 1.91973 | 1.93473 | 1.90473 | ||
| 60 | 2023.01.31 16:00 | t/p | 18 | 0.10 | 1.90473 | 1.93473 | 1.90473 | 92.07 | 10302.23 |
| 61 | 2023.02.02 10:00 | buy | 19 | 0.10 | 1.89350 | 0.00000 | 0.00000 | ||
| 62 | 2023.02.02 10:00 | modify | 19 | 0.10 | 1.89350 | 1.87850 | 1.90850 | ||
| 63 | 2023.02.06 01:00 | buy | 20 | 0.10 | 1.90559 | 0.00000 | 0.00000 | ||
| 64 | 2023.02.06 01:00 | modify | 20 | 0.10 | 1.90559 | 1.90100 | 1.90850 | ||
| 65 | 2023.02.06 01:00 | modify | 19 | 0.10 | 1.89350 | 1.90100 | 1.90850 | ||
| 66 | 2023.02.06 09:00 | t/p | 19 | 0.10 | 1.90850 | 1.90100 | 1.90850 | 90.93 | 10393.16 |
| 67 | 2023.02.06 09:00 | t/p | 20 | 0.10 | 1.90850 | 1.90100 | 1.90850 | 17.79 | 10410.95 |
| 68 | 2023.02.06 15:00 | sell | 21 | 0.10 | 1.91642 | 0.00000 | 0.00000 | ||
| 69 | 2023.02.06 15:00 | modify | 21 | 0.10 | 1.91642 | 1.93142 | 1.90142 | ||
| 70 | 2023.02.07 04:00 | t/p | 21 | 0.10 | 1.90142 | 1.93142 | 1.90142 | 92.10 | 10503.04 |
| 71 | 2023.02.13 09:00 | buy | 22 | 0.10 | 1.90091 | 0.00000 | 0.00000 | ||
| 72 | 2023.02.13 09:00 | modify | 22 | 0.10 | 1.90091 | 1.88591 | 1.91591 | ||
| 73 | 2023.02.14 03:00 | t/p | 22 | 0.10 | 1.91591 | 1.88591 | 1.91591 | 91.29 | 10594.33 |
| 74 | 2023.02.21 16:00 | sell | 23 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 75 | 2023.02.21 16:00 | modify | 23 | 0.10 | 1.94727 | 1.96227 | 1.93227 | ||
| 76 | 2023.02.22 17:00 | sell | 24 | 0.10 | 1.93512 | 0.00000 | 0.00000 | ||
| 77 | 2023.02.22 17:00 | modify | 24 | 0.10 | 1.93512 | 1.93977 | 1.93227 | ||
| 78 | 2023.02.22 17:00 | modify | 23 | 0.10 | 1.94727 | 1.93977 | 1.93227 | ||
| 79 | 2023.02.23 02:00 | t/p | 23 | 0.10 | 1.93227 | 1.93977 | 1.93227 | 92.21 | 10686.55 |
| 80 | 2023.02.23 02:00 | t/p | 24 | 0.10 | 1.93227 | 1.93977 | 1.93227 | 17.60 | 10704.15 |
| 81 | 2023.02.28 09:00 | sell | 25 | 0.10 | 1.96583 | 0.00000 | 0.00000 | ||
| 82 | 2023.02.28 09:00 | modify | 25 | 0.10 | 1.96583 | 1.98083 | 1.95083 | ||
| 83 | 2023.02.28 18:00 | t/p | 25 | 0.10 | 1.95083 | 1.98083 | 1.95083 | 92.07 | 10796.22 |
| 84 | 2023.03.01 09:00 | buy | 26 | 0.10 | 1.93155 | 0.00000 | 0.00000 | ||
| 85 | 2023.03.01 09:00 | modify | 26 | 0.10 | 1.93155 | 1.91655 | 1.94655 | ||
| 86 | 2023.03.06 12:00 | buy | 27 | 0.10 | 1.94362 | 0.00000 | 0.00000 | ||
| 87 | 2023.03.06 12:00 | modify | 27 | 0.10 | 1.94362 | 1.93905 | 1.94655 | ||
| 88 | 2023.03.06 12:00 | modify | 26 | 0.10 | 1.93155 | 1.93905 | 1.94655 | ||
| 89 | 2023.03.06 14:00 | s/l | 26 | 0.10 | 1.93905 | 1.93905 | 1.94655 | 44.03 | 10840.25 |
| 90 | 2023.03.06 14:00 | s/l | 27 | 0.10 | 1.93905 | 1.93905 | 1.94655 | -27.92 | 10812.33 |
| 91 | 2023.03.10 10:00 | sell | 28 | 0.10 | 1.96190 | 0.00000 | 0.00000 | ||
| 92 | 2023.03.10 10:00 | modify | 28 | 0.10 | 1.96190 | 1.97690 | 1.94690 | ||
| 93 | 2023.03.13 14:00 | t/p | 28 | 0.10 | 1.94690 | 1.97690 | 1.94690 | 92.11 | 10904.43 |
| 94 | 2023.03.20 16:00 | sell | 29 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
| 95 | 2023.03.20 16:00 | modify | 29 | 0.10 | 1.96235 | 1.97735 | 1.94735 | ||
| 96 | 2023.03.21 09:00 | s/l | 29 | 0.10 | 1.97735 | 1.97735 | 1.94735 | -92.03 | 10812.40 |
| 97 | 2023.04.11 10:00 | sell | 30 | 0.10 | 2.00141 | 0.00000 | 0.00000 | ||
| 98 | 2023.04.11 10:00 | modify | 30 | 0.10 | 2.00141 | 2.01641 | 1.98641 | ||
| 99 | 2023.04.13 17:00 | t/p | 30 | 0.10 | 1.98641 | 2.01641 | 1.98641 | 92.20 | 10904.60 |
| 100 | 2023.05.02 12:00 | buy | 31 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
| 101 | 2023.05.02 12:00 | modify | 31 | 0.10 | 2.00865 | 1.99365 | 2.02365 | ||
| 102 | 2023.05.03 22:00 | buy | 32 | 0.10 | 2.01793 | 0.00000 | 0.00000 | ||
| 103 | 2023.05.03 22:00 | modify | 32 | 0.10 | 2.01793 | 2.01315 | 2.02365 | ||
| 104 | 2023.05.03 22:00 | modify | 31 | 0.10 | 2.00865 | 2.01315 | 2.02365 | ||
| 105 | 2023.05.03 23:00 | t/p | 31 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 91.29 | 10995.89 |
| 106 | 2023.05.03 23:00 | t/p | 32 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 34.95 | 11030.84 |
| 107 | 2023.05.08 14:00 | buy | 33 | 0.10 | 1.99021 | 0.00000 | 0.00000 | ||
| 108 | 2023.05.08 14:00 | modify | 33 | 0.10 | 1.99021 | 1.97521 | 2.00521 | ||
| 109 | 2023.05.12 08:00 | t/p | 33 | 0.10 | 2.00521 | 1.97521 | 2.00521 | 89.49 | 11120.33 |
| 110 | 2023.05.12 08:00 | sell | 34 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
| 111 | 2023.05.12 08:00 | modify | 34 | 0.10 | 2.00409 | 2.01909 | 1.98909 | ||
| 112 | 2023.05.17 09:00 | sell | 35 | 0.10 | 1.99197 | 0.00000 | 0.00000 | ||
| 113 | 2023.05.17 09:00 | modify | 35 | 0.10 | 1.99197 | 1.99659 | 1.98909 | ||
| 114 | 2023.05.17 09:00 | modify | 34 | 0.10 | 2.00409 | 1.99659 | 1.98909 | ||
| 115 | 2023.05.17 15:00 | s/l | 34 | 0.10 | 1.99659 | 1.99659 | 1.98909 | 46.14 | 11166.47 |
| 116 | 2023.05.17 15:00 | s/l | 35 | 0.10 | 1.99659 | 1.99659 | 1.98909 | -28.36 | 11138.11 |
| 117 | 2023.05.19 08:00 | buy | 36 | 0.10 | 1.98187 | 0.00000 | 0.00000 | ||
| 118 | 2023.05.19 08:00 | modify | 36 | 0.10 | 1.98187 | 1.96687 | 1.99687 | ||
| 119 | 2023.05.23 19:00 | buy | 37 | 0.10 | 1.98787 | 0.00000 | 0.00000 | ||
| 120 | 2023.05.23 19:00 | modify | 37 | 0.10 | 1.98787 | 1.98262 | 1.99687 | ||
| 121 | 2023.05.23 19:00 | modify | 36 | 0.10 | 1.98187 | 1.98262 | 1.99687 | ||
| 122 | 2023.05.24 03:00 | t/p | 36 | 0.10 | 1.99687 | 1.98262 | 1.99687 | 90.57 | 11228.68 |
| 123 | 2023.05.24 03:00 | t/p | 37 | 0.10 | 1.99687 | 1.98262 | 1.99687 | 54.63 | 11283.31 |
| 124 | 2023.05.25 10:00 | sell | 38 | 0.10 | 2.03567 | 0.00000 | 0.00000 | ||
| 125 | 2023.05.25 10:00 | modify | 38 | 0.10 | 2.03567 | 2.05067 | 2.02067 | ||
| 126 | 2023.05.30 10:00 | s/l | 38 | 0.10 | 2.05067 | 2.05067 | 2.02067 | -91.96 | 11191.35 |