Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; 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=35; 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=0; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 1307.08 | Gross profit | 1803.74 | Gross loss | -496.66 |
| Profit factor | 3.63 | Expected payoff | 43.57 | ||
| Absolute drawdown | 2.18 | Maximal drawdown | 271.11 (2.63%) | Relative drawdown | 2.63% (271.11) |
| Total trades | 30 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
| Largest | profit trade | 92.90 | loss trade | -94.91 | |
| Average | profit trade | 78.42 | loss trade | -70.95 | |
| Maximum | consecutive wins (profit in money) | 5 (424.91) | consecutive losses (loss in money) | 2 (-187.24) | |
| Maximal | consecutive profit (count of wins) | 424.91 (5) | consecutive loss (count of losses) | -187.24 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.18 20:00 | sell | 1 | 0.10 | 1.94198 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.18 20:00 | modify | 1 | 0.10 | 1.94198 | 1.95698 | 1.92698 | ||
| 3 | 2022.07.19 04:00 | sell | 2 | 0.10 | 1.93588 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.19 04:00 | modify | 2 | 0.10 | 1.93588 | 1.94123 | 1.92698 | ||
| 5 | 2022.07.19 04:00 | modify | 1 | 0.10 | 1.94198 | 1.94123 | 1.92698 | ||
| 6 | 2022.07.19 08:00 | sell | 3 | 0.10 | 1.93146 | 0.00000 | 0.00000 | ||
| 7 | 2022.07.19 08:00 | modify | 3 | 0.10 | 1.93146 | 1.93598 | 1.92698 | ||
| 8 | 2022.07.19 08:00 | modify | 2 | 0.10 | 1.93588 | 1.93598 | 1.92698 | ||
| 9 | 2022.07.19 08:00 | modify | 1 | 0.10 | 1.94198 | 1.93598 | 1.92698 | ||
| 10 | 2022.07.19 20:00 | t/p | 1 | 0.10 | 1.92698 | 1.93598 | 1.92698 | 92.77 | 10092.77 |
| 11 | 2022.07.19 20:00 | t/p | 2 | 0.10 | 1.92698 | 1.93598 | 1.92698 | 55.02 | 10147.79 |
| 12 | 2022.07.19 20:00 | t/p | 3 | 0.10 | 1.92698 | 1.93598 | 1.92698 | 27.70 | 10175.49 |
| 13 | 2022.08.02 20:00 | sell | 4 | 0.10 | 1.94424 | 0.00000 | 0.00000 | ||
| 14 | 2022.08.02 20:00 | modify | 4 | 0.10 | 1.94424 | 1.95924 | 1.92924 | ||
| 15 | 2022.08.04 12:00 | t/p | 4 | 0.10 | 1.92924 | 1.95924 | 1.92924 | 92.88 | 10268.36 |
| 16 | 2022.08.09 04:00 | buy | 5 | 0.10 | 1.92256 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.09 04:00 | modify | 5 | 0.10 | 1.92256 | 1.90756 | 1.93756 | ||
| 18 | 2022.08.10 16:00 | s/l | 5 | 0.10 | 1.90756 | 1.90756 | 1.93756 | -93.08 | 10175.29 |
| 19 | 2022.08.10 20:00 | buy | 6 | 0.10 | 1.90816 | 0.00000 | 0.00000 | ||
| 20 | 2022.08.10 20:00 | modify | 6 | 0.10 | 1.90816 | 1.89316 | 1.92316 | ||
| 21 | 2022.08.12 00:00 | s/l | 6 | 0.10 | 1.89316 | 1.89316 | 1.92316 | -94.16 | 10081.12 |
| 22 | 2022.08.12 12:00 | buy | 7 | 0.10 | 1.88777 | 0.00000 | 0.00000 | ||
| 23 | 2022.08.12 12:00 | modify | 7 | 0.10 | 1.88777 | 1.87277 | 1.90277 | ||
| 24 | 2022.08.16 12:00 | t/p | 7 | 0.10 | 1.90277 | 1.87277 | 1.90277 | 91.97 | 10173.09 |
| 25 | 2022.09.06 20:00 | sell | 8 | 0.10 | 1.90692 | 0.00000 | 0.00000 | ||
| 26 | 2022.09.06 20:00 | modify | 8 | 0.10 | 1.90692 | 1.92192 | 1.89192 | ||
| 27 | 2022.09.07 16:00 | sell | 9 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
| 28 | 2022.09.07 16:00 | modify | 9 | 0.10 | 1.90090 | 1.90617 | 1.89192 | ||
| 29 | 2022.09.07 16:00 | modify | 8 | 0.10 | 1.90692 | 1.90617 | 1.89192 | ||
| 30 | 2022.09.07 20:00 | sell | 10 | 0.10 | 1.89767 | 0.00000 | 0.00000 | ||
| 31 | 2022.09.07 20:00 | modify | 10 | 0.10 | 1.89767 | 1.90167 | 1.89192 | ||
| 32 | 2022.09.07 20:00 | modify | 9 | 0.10 | 1.90090 | 1.90167 | 1.89192 | ||
| 33 | 2022.09.07 20:00 | modify | 8 | 0.10 | 1.90692 | 1.90167 | 1.89192 | ||
| 34 | 2022.09.08 04:00 | s/l | 8 | 0.10 | 1.90167 | 1.90167 | 1.89192 | 32.61 | 10205.70 |
| 35 | 2022.09.08 04:00 | s/l | 9 | 0.10 | 1.90167 | 1.90167 | 1.89192 | -4.65 | 10201.05 |
| 36 | 2022.09.08 04:00 | s/l | 10 | 0.10 | 1.90167 | 1.90167 | 1.89192 | -24.61 | 10176.44 |
| 37 | 2022.10.23 20:00 | buy | 11 | 0.10 | 1.96849 | 0.00000 | 0.00000 | ||
| 38 | 2022.10.23 20:00 | modify | 11 | 0.10 | 1.96849 | 1.95349 | 1.98349 | ||
| 39 | 2022.10.24 08:00 | t/p | 11 | 0.10 | 1.98349 | 1.95349 | 1.98349 | 92.33 | 10268.77 |
| 40 | 2022.11.04 20:00 | buy | 12 | 0.10 | 1.91756 | 0.00000 | 0.00000 | ||
| 41 | 2022.11.04 20:00 | modify | 12 | 0.10 | 1.91756 | 1.90256 | 1.93256 | ||
| 42 | 2022.11.07 08:00 | buy | 13 | 0.10 | 1.92358 | 0.00000 | 0.00000 | ||
| 43 | 2022.11.07 08:00 | modify | 13 | 0.10 | 1.92358 | 1.91831 | 1.93256 | ||
| 44 | 2022.11.07 08:00 | modify | 12 | 0.10 | 1.91756 | 1.91831 | 1.93256 | ||
| 45 | 2022.11.07 12:00 | t/p | 12 | 0.10 | 1.93256 | 1.91831 | 1.93256 | 92.34 | 10361.12 |
| 46 | 2022.11.07 12:00 | t/p | 13 | 0.10 | 1.93256 | 1.91831 | 1.93256 | 55.50 | 10416.62 |
| 47 | 2023.01.03 16:00 | sell | 14 | 0.10 | 1.92061 | 0.00000 | 0.00000 | ||
| 48 | 2023.01.03 16:00 | modify | 14 | 0.10 | 1.92061 | 1.93561 | 1.90561 | ||
| 49 | 2023.01.04 08:00 | t/p | 14 | 0.10 | 1.90561 | 1.93561 | 1.90561 | 92.76 | 10509.37 |
| 50 | 2023.02.02 08:00 | buy | 15 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
| 51 | 2023.02.02 08:00 | modify | 15 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
| 52 | 2023.02.06 16:00 | t/p | 15 | 0.10 | 1.91235 | 1.88235 | 1.91235 | 91.98 | 10601.35 |
| 53 | 2023.02.19 20:00 | sell | 16 | 0.10 | 1.92640 | 0.00000 | 0.00000 | ||
| 54 | 2023.02.19 20:00 | modify | 16 | 0.10 | 1.92640 | 1.94140 | 1.91140 | ||
| 55 | 2023.02.21 16:00 | s/l | 16 | 0.10 | 1.94140 | 1.94140 | 1.91140 | -92.65 | 10508.71 |
| 56 | 2023.02.22 00:00 | sell | 17 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
| 57 | 2023.02.22 00:00 | modify | 17 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
| 58 | 2023.02.23 04:00 | t/p | 17 | 0.10 | 1.93259 | 1.96259 | 1.93259 | 92.83 | 10601.54 |
| 59 | 2023.02.28 04:00 | sell | 18 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
| 60 | 2023.02.28 04:00 | modify | 18 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
| 61 | 2023.02.28 20:00 | sell | 19 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 62 | 2023.02.28 20:00 | modify | 19 | 0.10 | 1.94727 | 1.95124 | 1.94149 | ||
| 63 | 2023.02.28 20:00 | modify | 18 | 0.10 | 1.95649 | 1.95124 | 1.94149 | ||
| 64 | 2023.03.01 04:00 | t/p | 18 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 92.76 | 10694.29 |
| 65 | 2023.03.01 04:00 | t/p | 19 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 35.76 | 10730.05 |
| 66 | 2023.03.10 16:00 | sell | 20 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
| 67 | 2023.03.10 16:00 | modify | 20 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
| 68 | 2023.03.13 16:00 | t/p | 20 | 0.10 | 1.94512 | 1.97512 | 1.94512 | 92.77 | 10822.82 |
| 69 | 2023.03.21 16:00 | sell | 21 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
| 70 | 2023.03.21 16:00 | modify | 21 | 0.10 | 1.97605 | 1.99105 | 1.96105 | ||
| 71 | 2023.03.23 08:00 | t/p | 21 | 0.10 | 1.96105 | 1.99105 | 1.96105 | 92.88 | 10915.69 |
| 72 | 2023.04.06 20:00 | sell | 22 | 0.10 | 1.99143 | 0.00000 | 0.00000 | ||
| 73 | 2023.04.06 20:00 | modify | 22 | 0.10 | 1.99143 | 2.00643 | 1.97643 | ||
| 74 | 2023.04.11 20:00 | s/l | 22 | 0.10 | 2.00643 | 2.00643 | 1.97643 | -92.61 | 10823.08 |
| 75 | 2023.04.12 00:00 | sell | 23 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
| 76 | 2023.04.12 00:00 | modify | 23 | 0.10 | 2.00645 | 2.02145 | 1.99145 | ||
| 77 | 2023.04.13 16:00 | t/p | 23 | 0.10 | 1.99145 | 2.02145 | 1.99145 | 92.83 | 10915.91 |
| 78 | 2023.04.13 20:00 | buy | 24 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
| 79 | 2023.04.13 20:00 | modify | 24 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
| 80 | 2023.04.17 08:00 | t/p | 24 | 0.10 | 2.00344 | 1.97344 | 2.00344 | 91.97 | 11007.88 |
| 81 | 2023.05.02 16:00 | buy | 25 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
| 82 | 2023.05.02 16:00 | modify | 25 | 0.10 | 2.01025 | 1.99525 | 2.02525 | ||
| 83 | 2023.05.08 12:00 | s/l | 25 | 0.10 | 1.99525 | 1.99525 | 2.02525 | -94.91 | 10912.98 |
| 84 | 2023.05.19 12:00 | buy | 26 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
| 85 | 2023.05.19 12:00 | modify | 26 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
| 86 | 2023.05.24 04:00 | t/p | 26 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 91.60 | 11004.58 |
| 87 | 2023.05.31 08:00 | sell | 27 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
| 88 | 2023.05.31 08:00 | modify | 27 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
| 89 | 2023.06.05 04:00 | sell | 28 | 0.10 | 2.05107 | 0.00000 | 0.00000 | ||
| 90 | 2023.06.05 04:00 | modify | 28 | 0.10 | 2.05107 | 2.05574 | 2.04674 | ||
| 91 | 2023.06.05 04:00 | modify | 27 | 0.10 | 2.06174 | 2.05574 | 2.04674 | ||
| 92 | 2023.06.05 16:00 | t/p | 27 | 0.10 | 2.04674 | 2.05574 | 2.04674 | 92.90 | 11097.48 |
| 93 | 2023.06.05 16:00 | t/p | 28 | 0.10 | 2.04674 | 2.05574 | 2.04674 | 26.76 | 11124.24 |
| 94 | 2023.06.12 20:00 | buy | 29 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
| 95 | 2023.06.12 20:00 | modify | 29 | 0.10 | 2.04332 | 2.02832 | 2.05832 | ||
| 96 | 2023.06.16 12:00 | t/p | 29 | 0.10 | 2.05832 | 2.02832 | 2.05832 | 90.50 | 11214.74 |
| 97 | 2023.06.22 12:00 | buy | 30 | 0.10 | 2.05721 | 0.00000 | 0.00000 | ||
| 98 | 2023.06.22 12:00 | modify | 30 | 0.10 | 2.05721 | 2.04221 | 2.07221 | ||
| 99 | 2023.06.23 12:00 | t/p | 30 | 0.10 | 2.07221 | 2.04221 | 2.07221 | 92.33 | 11307.08 |