Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 945.16 | Gross profit | 1423.38 | Gross loss | -478.22 |
| Profit factor | 2.98 | Expected payoff | 37.81 | ||
| Absolute drawdown | 108.47 | Maximal drawdown | 256.71 (2.50%) | Relative drawdown | 2.50% (256.71) |
| Total trades | 25 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
| Largest | profit trade | 86.07 | loss trade | -79.80 | |
| Average | profit trade | 74.91 | loss trade | -79.70 | |
| Maximum | consecutive wins (profit in money) | 11 (911.44) | consecutive losses (loss in money) | 3 (-239.02) | |
| Maximal | consecutive profit (count of wins) | 911.44 (11) | consecutive loss (count of losses) | -239.02 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 16:00 | sell | 1 | 0.10 | 1.94489 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.07 16:00 | modify | 1 | 0.10 | 1.94489 | 1.95789 | 1.93089 | ||
| 3 | 2022.06.09 16:00 | s/l | 1 | 0.10 | 1.95789 | 1.95789 | 1.93089 | -79.65 | 9920.35 |
| 4 | 2022.08.04 12:00 | buy | 2 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.04 12:00 | modify | 2 | 0.10 | 1.92112 | 1.90812 | 1.93512 | ||
| 6 | 2022.08.05 20:00 | t/p | 2 | 0.10 | 1.93512 | 1.90812 | 1.93512 | 85.18 | 10005.53 |
| 7 | 2022.08.11 12:00 | buy | 3 | 0.10 | 1.89711 | 0.00000 | 0.00000 | ||
| 8 | 2022.08.11 12:00 | modify | 3 | 0.10 | 1.89711 | 1.88411 | 1.91111 | ||
| 9 | 2022.08.12 12:00 | s/l | 3 | 0.10 | 1.88411 | 1.88411 | 1.91111 | -79.79 | 9925.74 |
| 10 | 2022.08.12 16:00 | buy | 4 | 0.10 | 1.88502 | 0.00000 | 0.00000 | ||
| 11 | 2022.08.12 16:00 | modify | 4 | 0.10 | 1.88502 | 1.87202 | 1.89902 | ||
| 12 | 2022.08.15 12:00 | t/p | 4 | 0.10 | 1.89902 | 1.87202 | 1.89902 | 85.18 | 10010.92 |
| 13 | 2022.08.16 16:00 | sell | 5 | 0.10 | 1.90794 | 0.00000 | 0.00000 | ||
| 14 | 2022.08.16 16:00 | modify | 5 | 0.10 | 1.90794 | 1.92094 | 1.89394 | ||
| 15 | 2022.08.17 12:00 | s/l | 5 | 0.10 | 1.92094 | 1.92094 | 1.89394 | -79.76 | 9931.16 |
| 16 | 2022.08.17 12:00 | sell | 6 | 0.10 | 1.92039 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.17 12:00 | modify | 6 | 0.10 | 1.92039 | 1.93339 | 1.90639 | ||
| 18 | 2022.08.18 12:00 | sell | 7 | 0.10 | 1.91326 | 0.00000 | 0.00000 | ||
| 19 | 2022.08.18 12:00 | modify | 7 | 0.10 | 1.91326 | 1.91619 | 1.90639 | ||
| 20 | 2022.08.18 12:00 | modify | 6 | 0.10 | 1.92039 | 1.91619 | 1.90639 | ||
| 21 | 2022.08.18 16:00 | sell | 8 | 0.10 | 1.90972 | 0.00000 | 0.00000 | ||
| 22 | 2022.08.18 16:00 | modify | 8 | 0.10 | 1.90972 | 1.91549 | 1.90639 | ||
| 23 | 2022.08.18 16:00 | modify | 7 | 0.10 | 1.91326 | 1.91549 | 1.90639 | ||
| 24 | 2022.08.18 16:00 | modify | 6 | 0.10 | 1.92039 | 1.91549 | 1.90639 | ||
| 25 | 2022.08.18 20:00 | t/p | 6 | 0.10 | 1.90639 | 1.91549 | 1.90639 | 86.04 | 10017.20 |
| 26 | 2022.08.18 20:00 | t/p | 7 | 0.10 | 1.90639 | 1.91549 | 1.90639 | 42.17 | 10059.37 |
| 27 | 2022.08.18 20:00 | t/p | 8 | 0.10 | 1.90639 | 1.91549 | 1.90639 | 20.44 | 10079.81 |
| 28 | 2022.09.14 12:00 | sell | 9 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
| 29 | 2022.09.14 12:00 | modify | 9 | 0.10 | 1.92961 | 1.94261 | 1.91561 | ||
| 30 | 2022.09.15 08:00 | sell | 10 | 0.10 | 1.91902 | 0.00000 | 0.00000 | ||
| 31 | 2022.09.15 08:00 | modify | 10 | 0.10 | 1.91902 | 1.92471 | 1.91561 | ||
| 32 | 2022.09.15 08:00 | modify | 9 | 0.10 | 1.92961 | 1.92471 | 1.91561 | ||
| 33 | 2022.09.15 16:00 | t/p | 9 | 0.10 | 1.91561 | 1.92471 | 1.91561 | 86.04 | 10165.85 |
| 34 | 2022.09.15 16:00 | t/p | 10 | 0.10 | 1.91561 | 1.92471 | 1.91561 | 20.93 | 10186.78 |
| 35 | 2022.09.20 12:00 | sell | 11 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
| 36 | 2022.09.20 12:00 | modify | 11 | 0.10 | 1.93591 | 1.94891 | 1.92191 | ||
| 37 | 2022.09.21 20:00 | t/p | 11 | 0.10 | 1.92191 | 1.94891 | 1.92191 | 85.97 | 10272.74 |
| 38 | 2022.09.23 12:00 | buy | 12 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
| 39 | 2022.09.23 12:00 | modify | 12 | 0.10 | 1.91017 | 1.89717 | 1.92417 | ||
| 40 | 2022.09.23 16:00 | s/l | 12 | 0.10 | 1.89717 | 1.89717 | 1.92417 | -79.43 | 10193.31 |
| 41 | 2022.10.13 12:00 | sell | 13 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
| 42 | 2022.10.13 12:00 | modify | 13 | 0.10 | 2.00047 | 2.01347 | 1.98647 | ||
| 43 | 2022.10.13 16:00 | s/l | 13 | 0.10 | 2.01347 | 2.01347 | 1.98647 | -79.80 | 10113.51 |
| 44 | 2022.11.03 16:00 | buy | 14 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
| 45 | 2022.11.03 16:00 | modify | 14 | 0.10 | 1.93562 | 1.92262 | 1.94962 | ||
| 46 | 2022.11.04 12:00 | s/l | 14 | 0.10 | 1.92262 | 1.92262 | 1.94962 | -79.79 | 10033.72 |
| 47 | 2023.01.19 12:00 | sell | 15 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
| 48 | 2023.01.19 12:00 | modify | 15 | 0.10 | 1.93536 | 1.94836 | 1.92136 | ||
| 49 | 2023.01.20 12:00 | t/p | 15 | 0.10 | 1.92136 | 1.94836 | 1.92136 | 85.97 | 10119.69 |
| 50 | 2023.01.24 16:00 | buy | 16 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
| 51 | 2023.01.24 16:00 | modify | 16 | 0.10 | 1.89404 | 1.88104 | 1.90804 | ||
| 52 | 2023.01.25 16:00 | t/p | 16 | 0.10 | 1.90804 | 1.88104 | 1.90804 | 85.18 | 10204.87 |
| 53 | 2023.02.02 16:00 | buy | 17 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
| 54 | 2023.02.02 16:00 | modify | 17 | 0.10 | 1.88861 | 1.87561 | 1.90261 | ||
| 55 | 2023.02.03 20:00 | t/p | 17 | 0.10 | 1.90261 | 1.87561 | 1.90261 | 85.18 | 10290.05 |
| 56 | 2023.02.06 16:00 | sell | 18 | 0.10 | 1.91338 | 0.00000 | 0.00000 | ||
| 57 | 2023.02.06 16:00 | modify | 18 | 0.10 | 1.91338 | 1.92638 | 1.89938 | ||
| 58 | 2023.02.07 12:00 | t/p | 18 | 0.10 | 1.89938 | 1.92638 | 1.89938 | 85.98 | 10376.03 |
| 59 | 2023.02.21 16:00 | sell | 19 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 60 | 2023.02.21 16:00 | modify | 19 | 0.10 | 1.94727 | 1.96027 | 1.93327 | ||
| 61 | 2023.02.23 04:00 | t/p | 19 | 0.10 | 1.93327 | 1.96027 | 1.93327 | 86.07 | 10462.10 |
| 62 | 2023.02.28 12:00 | sell | 20 | 0.10 | 1.96338 | 0.00000 | 0.00000 | ||
| 63 | 2023.02.28 12:00 | modify | 20 | 0.10 | 1.96338 | 1.97638 | 1.94938 | ||
| 64 | 2023.02.28 20:00 | t/p | 20 | 0.10 | 1.94938 | 1.97638 | 1.94938 | 85.93 | 10548.03 |
| 65 | 2023.03.10 12:00 | sell | 21 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
| 66 | 2023.03.10 12:00 | modify | 21 | 0.10 | 1.96142 | 1.97442 | 1.94742 | ||
| 67 | 2023.03.13 04:00 | sell | 22 | 0.10 | 1.95652 | 0.00000 | 0.00000 | ||
| 68 | 2023.03.13 04:00 | modify | 22 | 0.10 | 1.95652 | 1.96072 | 1.94742 | ||
| 69 | 2023.03.13 04:00 | modify | 21 | 0.10 | 1.96142 | 1.96072 | 1.94742 | ||
| 70 | 2023.03.13 16:00 | t/p | 21 | 0.10 | 1.94742 | 1.96072 | 1.94742 | 85.97 | 10634.00 |
| 71 | 2023.03.13 16:00 | t/p | 22 | 0.10 | 1.94742 | 1.96072 | 1.94742 | 55.85 | 10689.85 |
| 72 | 2023.04.13 16:00 | buy | 23 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
| 73 | 2023.04.13 16:00 | modify | 23 | 0.10 | 1.98744 | 1.97444 | 2.00144 | ||
| 74 | 2023.04.14 16:00 | t/p | 23 | 0.10 | 2.00144 | 1.97444 | 2.00144 | 85.18 | 10775.03 |
| 75 | 2023.05.02 12:00 | buy | 24 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
| 76 | 2023.05.02 12:00 | modify | 24 | 0.10 | 2.00865 | 1.99565 | 2.02265 | ||
| 77 | 2023.05.04 00:00 | t/p | 24 | 0.10 | 2.02265 | 1.99565 | 2.02265 | 84.10 | 10859.13 |
| 78 | 2023.05.12 08:00 | sell | 25 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
| 79 | 2023.05.12 08:00 | modify | 25 | 0.10 | 2.00409 | 2.01709 | 1.99009 | ||
| 80 | 2023.05.17 12:00 | t/p | 25 | 0.10 | 1.99009 | 2.01709 | 1.99009 | 86.04 | 10945.16 |