Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.07.01 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=9; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 598.17 | Gross profit | 963.49 | Gross loss | -365.32 |
| Profit factor | 2.64 | Expected payoff | 37.39 | ||
| Absolute drawdown | 149.61 | Maximal drawdown | 253.01 (2.50%) | Relative drawdown | 2.50% (253.01) |
| Total trades | 16 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 150.29 | loss trade | -142.47 | |
| Average | profit trade | 87.59 | loss trade | -73.06 | |
| Maximum | consecutive wins (profit in money) | 6 (512.28) | consecutive losses (loss in money) | 1 (-142.47) | |
| Maximal | consecutive profit (count of wins) | 512.28 (6) | consecutive loss (count of losses) | -142.47 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 16:00 | buy | 1 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.01 16:00 | modify | 1 | 0.10 | 1.20493 | 1.19093 | 1.21993 | ||
| 3 | 2022.07.05 16:00 | s/l | 1 | 0.10 | 1.19093 | 1.19093 | 1.21993 | -140.99 | 9859.01 |
| 4 | 2022.07.14 16:00 | buy | 2 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
| 5 | 2022.07.14 16:00 | modify | 2 | 0.10 | 1.18286 | 1.16886 | 1.19786 | ||
| 6 | 2022.07.18 12:00 | t/p | 2 | 0.10 | 1.19786 | 1.16886 | 1.19786 | 149.01 | 10008.02 |
| 7 | 2022.08.29 08:00 | buy | 3 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
| 8 | 2022.08.29 08:00 | modify | 3 | 0.10 | 1.16755 | 1.15355 | 1.18255 | ||
| 9 | 2022.09.01 16:00 | s/l | 3 | 0.10 | 1.15355 | 1.15355 | 1.18255 | -142.47 | 9865.55 |
| 10 | 2022.10.13 20:00 | sell | 4 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.13 20:00 | modify | 4 | 0.10 | 1.13159 | 1.14559 | 1.11659 | ||
| 12 | 2022.10.14 16:00 | t/p | 4 | 0.10 | 1.11659 | 1.14559 | 1.11659 | 150.15 | 10015.69 |
| 13 | 2022.10.26 12:00 | sell | 5 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.26 12:00 | modify | 5 | 0.10 | 1.15630 | 1.17030 | 1.14130 | ||
| 15 | 2022.10.28 08:00 | sell | 6 | 0.10 | 1.15156 | 0.00000 | 0.00000 | ||
| 16 | 2022.10.28 08:00 | modify | 6 | 0.10 | 1.15156 | 1.15555 | 1.14130 | ||
| 17 | 2022.10.28 08:00 | modify | 5 | 0.10 | 1.15630 | 1.15555 | 1.14130 | ||
| 18 | 2022.10.28 12:00 | s/l | 5 | 0.10 | 1.15555 | 1.15555 | 1.14130 | 8.09 | 10023.78 |
| 19 | 2022.10.28 12:00 | s/l | 6 | 0.10 | 1.15555 | 1.15555 | 1.14130 | -39.90 | 9983.88 |
| 20 | 2022.11.23 20:00 | sell | 7 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 21 | 2022.11.23 20:00 | modify | 7 | 0.10 | 1.20648 | 1.22048 | 1.19148 | ||
| 22 | 2022.11.30 08:00 | sell | 8 | 0.10 | 1.19657 | 0.00000 | 0.00000 | ||
| 23 | 2022.11.30 08:00 | modify | 8 | 0.10 | 1.19657 | 1.19898 | 1.19148 | ||
| 24 | 2022.11.30 08:00 | modify | 7 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
| 25 | 2022.11.30 12:00 | s/l | 7 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 76.02 | 10059.90 |
| 26 | 2022.11.30 12:00 | s/l | 8 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -24.10 | 10035.80 |
| 27 | 2022.12.01 20:00 | sell | 9 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 28 | 2022.12.01 20:00 | modify | 9 | 0.10 | 1.22587 | 1.23987 | 1.21087 | ||
| 29 | 2022.12.05 20:00 | sell | 10 | 0.10 | 1.21732 | 0.00000 | 0.00000 | ||
| 30 | 2022.12.05 20:00 | modify | 10 | 0.10 | 1.21732 | 1.21912 | 1.21087 | ||
| 31 | 2022.12.05 20:00 | modify | 9 | 0.10 | 1.22587 | 1.21912 | 1.21087 | ||
| 32 | 2022.12.06 00:00 | s/l | 9 | 0.10 | 1.21912 | 1.21912 | 1.21087 | 67.94 | 10103.74 |
| 33 | 2022.12.06 00:00 | s/l | 10 | 0.10 | 1.21912 | 1.21912 | 1.21087 | -17.85 | 10085.89 |
| 34 | 2023.03.08 08:00 | buy | 11 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 35 | 2023.03.08 08:00 | modify | 11 | 0.10 | 1.18274 | 1.16874 | 1.19774 | ||
| 36 | 2023.03.10 00:00 | buy | 12 | 0.10 | 1.19253 | 0.00000 | 0.00000 | ||
| 37 | 2023.03.10 00:00 | modify | 12 | 0.10 | 1.19253 | 1.19024 | 1.19774 | ||
| 38 | 2023.03.10 00:00 | modify | 11 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
| 39 | 2023.03.10 12:00 | t/p | 11 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 148.02 | 10233.91 |
| 40 | 2023.03.10 12:00 | t/p | 12 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 52.10 | 10286.01 |
| 41 | 2023.06.01 20:00 | sell | 13 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 42 | 2023.06.01 20:00 | modify | 13 | 0.10 | 1.25300 | 1.26700 | 1.23800 | ||
| 43 | 2023.06.04 20:00 | sell | 14 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 44 | 2023.06.04 20:00 | modify | 14 | 0.10 | 1.24474 | 1.24625 | 1.23800 | ||
| 45 | 2023.06.04 20:00 | modify | 13 | 0.10 | 1.25300 | 1.24625 | 1.23800 | ||
| 46 | 2023.06.05 00:00 | sell | 15 | 0.10 | 1.24301 | 0.00000 | 0.00000 | ||
| 47 | 2023.06.05 00:00 | modify | 15 | 0.10 | 1.24301 | 1.24550 | 1.23800 | ||
| 48 | 2023.06.05 00:00 | modify | 14 | 0.10 | 1.24474 | 1.24550 | 1.23800 | ||
| 49 | 2023.06.05 00:00 | modify | 13 | 0.10 | 1.25300 | 1.24550 | 1.23800 | ||
| 50 | 2023.06.05 16:00 | t/p | 13 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 150.29 | 10436.30 |
| 51 | 2023.06.05 16:00 | t/p | 14 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 67.55 | 10503.85 |
| 52 | 2023.06.05 16:00 | t/p | 15 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 50.10 | 10553.95 |
| 53 | 2023.06.28 20:00 | buy | 16 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 54 | 2023.06.28 20:00 | modify | 16 | 0.10 | 1.26440 | 1.25040 | 1.27940 | ||
| 55 | 2023.06.30 23:59 | close at stop | 16 | 0.10 | 1.26902 | 1.25040 | 1.27940 | 44.22 | 10598.17 |