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 20:00 (2022.07.01 - 2023.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79780 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1549.27 | Gross profit | 1698.83 | Gross loss | -149.55 |
| Profit factor | 11.36 | Expected payoff | 53.42 | ||
| Absolute drawdown | 12.40 | Maximal drawdown | 196.21 (1.80%) | Relative drawdown | 1.80% (196.21) |
| Total trades | 29 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 23 (79.31%) | Loss trades (% of total) | 6 (20.69%) | ||
| Largest | profit trade | 150.29 | loss trade | -40.30 | |
| Average | profit trade | 73.86 | loss trade | -24.93 | |
| Maximum | consecutive wins (profit in money) | 10 (827.79) | consecutive losses (loss in money) | 1 (-40.30) | |
| Maximal | consecutive profit (count of wins) | 827.79 (10) | consecutive loss (count of losses) | -40.30 (1) | |
| Average | consecutive wins | 4 | 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 | 2022.07.01 19:10 | buy | 2 | 0.10 | 1.20948 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.01 19:10 | modify | 2 | 0.10 | 1.20948 | 1.20568 | 1.21993 | ||
| 5 | 2022.07.01 19:10 | modify | 1 | 0.10 | 1.20493 | 1.20568 | 1.21993 | ||
| 6 | 2022.07.04 09:25 | buy | 3 | 0.10 | 1.21319 | 0.00000 | 0.00000 | ||
| 7 | 2022.07.04 09:25 | modify | 3 | 0.10 | 1.21319 | 1.21168 | 1.21993 | ||
| 8 | 2022.07.04 09:25 | modify | 2 | 0.10 | 1.20948 | 1.21168 | 1.21993 | ||
| 9 | 2022.07.04 09:25 | modify | 1 | 0.10 | 1.20493 | 1.21168 | 1.21993 | ||
| 10 | 2022.07.04 09:40 | s/l | 1 | 0.10 | 1.21168 | 1.21168 | 1.21993 | 67.01 | 10067.01 |
| 11 | 2022.07.04 09:40 | s/l | 2 | 0.10 | 1.21168 | 1.21168 | 1.21993 | 21.51 | 10088.51 |
| 12 | 2022.07.04 09:40 | s/l | 3 | 0.10 | 1.21168 | 1.21168 | 1.21993 | -15.10 | 10073.41 |
| 13 | 2022.07.14 16:00 | buy | 4 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
| 14 | 2022.07.14 16:00 | modify | 4 | 0.10 | 1.18286 | 1.16886 | 1.19786 | ||
| 15 | 2022.07.15 15:40 | buy | 5 | 0.10 | 1.18745 | 0.00000 | 0.00000 | ||
| 16 | 2022.07.15 15:40 | modify | 5 | 0.10 | 1.18745 | 1.18361 | 1.19786 | ||
| 17 | 2022.07.15 15:40 | modify | 4 | 0.10 | 1.18286 | 1.18361 | 1.19786 | ||
| 18 | 2022.07.18 06:40 | buy | 6 | 0.10 | 1.19120 | 0.00000 | 0.00000 | ||
| 19 | 2022.07.18 06:40 | modify | 6 | 0.10 | 1.19120 | 1.18961 | 1.19786 | ||
| 20 | 2022.07.18 06:40 | modify | 5 | 0.10 | 1.18745 | 1.18961 | 1.19786 | ||
| 21 | 2022.07.18 06:40 | modify | 4 | 0.10 | 1.18286 | 1.18961 | 1.19786 | ||
| 22 | 2022.07.18 09:40 | t/p | 4 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 149.01 | 10222.42 |
| 23 | 2022.07.18 09:40 | t/p | 5 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 103.61 | 10326.03 |
| 24 | 2022.07.18 09:40 | t/p | 6 | 0.10 | 1.19786 | 1.18961 | 1.19786 | 66.60 | 10392.63 |
| 25 | 2022.08.29 08:00 | buy | 7 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
| 26 | 2022.08.29 08:00 | modify | 7 | 0.10 | 1.16755 | 1.15355 | 1.18255 | ||
| 27 | 2022.08.29 13:20 | buy | 8 | 0.10 | 1.17207 | 0.00000 | 0.00000 | ||
| 28 | 2022.08.29 13:20 | modify | 8 | 0.10 | 1.17207 | 1.16830 | 1.18255 | ||
| 29 | 2022.08.29 13:20 | modify | 7 | 0.10 | 1.16755 | 1.16830 | 1.18255 | ||
| 30 | 2022.08.30 09:05 | buy | 9 | 0.10 | 1.17601 | 0.00000 | 0.00000 | ||
| 31 | 2022.08.30 09:05 | modify | 9 | 0.10 | 1.17601 | 1.17430 | 1.18255 | ||
| 32 | 2022.08.30 09:05 | modify | 8 | 0.10 | 1.17207 | 1.17430 | 1.18255 | ||
| 33 | 2022.08.30 09:05 | modify | 7 | 0.10 | 1.16755 | 1.17430 | 1.18255 | ||
| 34 | 2022.08.30 09:30 | s/l | 7 | 0.10 | 1.17430 | 1.17430 | 1.18255 | 67.01 | 10459.63 |
| 35 | 2022.08.30 09:30 | s/l | 8 | 0.10 | 1.17430 | 1.17430 | 1.18255 | 21.81 | 10481.44 |
| 36 | 2022.08.30 09:30 | s/l | 9 | 0.10 | 1.17430 | 1.17430 | 1.18255 | -17.10 | 10464.34 |
| 37 | 2022.10.13 20:00 | sell | 10 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 38 | 2022.10.13 20:00 | modify | 10 | 0.10 | 1.13159 | 1.14559 | 1.11659 | ||
| 39 | 2022.10.14 13:10 | sell | 11 | 0.10 | 1.12690 | 0.00000 | 0.00000 | ||
| 40 | 2022.10.14 13:10 | modify | 11 | 0.10 | 1.12690 | 1.13084 | 1.11659 | ||
| 41 | 2022.10.14 13:10 | modify | 10 | 0.10 | 1.13159 | 1.13084 | 1.11659 | ||
| 42 | 2022.10.14 14:15 | t/p | 10 | 0.10 | 1.11659 | 1.13084 | 1.11659 | 150.15 | 10614.48 |
| 43 | 2022.10.14 14:15 | t/p | 11 | 0.10 | 1.11659 | 1.13084 | 1.11659 | 103.10 | 10717.58 |
| 44 | 2022.10.26 12:00 | sell | 12 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 45 | 2022.10.26 12:00 | modify | 12 | 0.10 | 1.15630 | 1.17030 | 1.14130 | ||
| 46 | 2022.10.28 07:59 | sell | 13 | 0.10 | 1.15152 | 0.00000 | 0.00000 | ||
| 47 | 2022.10.28 07:59 | modify | 13 | 0.10 | 1.15152 | 1.15555 | 1.14130 | ||
| 48 | 2022.10.28 07:59 | modify | 12 | 0.10 | 1.15630 | 1.15555 | 1.14130 | ||
| 49 | 2022.10.28 11:30 | s/l | 12 | 0.10 | 1.15555 | 1.15555 | 1.14130 | 8.09 | 10725.67 |
| 50 | 2022.10.28 11:30 | s/l | 13 | 0.10 | 1.15555 | 1.15555 | 1.14130 | -40.30 | 10685.37 |
| 51 | 2022.11.23 20:00 | sell | 14 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 52 | 2022.11.23 20:00 | modify | 14 | 0.10 | 1.20648 | 1.22048 | 1.19148 | ||
| 53 | 2022.11.28 16:15 | sell | 15 | 0.10 | 1.20193 | 0.00000 | 0.00000 | ||
| 54 | 2022.11.28 16:15 | modify | 15 | 0.10 | 1.20193 | 1.20573 | 1.19148 | ||
| 55 | 2022.11.28 16:15 | modify | 14 | 0.10 | 1.20648 | 1.20573 | 1.19148 | ||
| 56 | 2022.11.28 19:20 | sell | 16 | 0.10 | 1.19669 | 0.00000 | 0.00000 | ||
| 57 | 2022.11.28 19:20 | modify | 16 | 0.10 | 1.19669 | 1.19898 | 1.19148 | ||
| 58 | 2022.11.28 19:20 | modify | 15 | 0.10 | 1.20193 | 1.19898 | 1.19148 | ||
| 59 | 2022.11.28 19:20 | modify | 14 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
| 60 | 2022.11.29 01:40 | s/l | 14 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 75.88 | 10761.25 |
| 61 | 2022.11.29 01:40 | s/l | 15 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 29.65 | 10790.89 |
| 62 | 2022.11.29 01:40 | s/l | 16 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -22.75 | 10768.14 |
| 63 | 2022.12.01 20:00 | sell | 17 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 64 | 2022.12.01 20:00 | modify | 17 | 0.10 | 1.22587 | 1.23987 | 1.21087 | ||
| 65 | 2022.12.02 14:45 | sell | 18 | 0.10 | 1.22129 | 0.00000 | 0.00000 | ||
| 66 | 2022.12.02 14:45 | modify | 18 | 0.10 | 1.22129 | 1.22512 | 1.21087 | ||
| 67 | 2022.12.02 14:45 | modify | 17 | 0.10 | 1.22587 | 1.22512 | 1.21087 | ||
| 68 | 2022.12.02 16:30 | s/l | 17 | 0.10 | 1.22512 | 1.22512 | 1.21087 | 7.65 | 10775.78 |
| 69 | 2022.12.02 16:30 | s/l | 18 | 0.10 | 1.22512 | 1.22512 | 1.21087 | -38.30 | 10737.48 |
| 70 | 2023.03.08 08:00 | buy | 19 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 71 | 2023.03.08 08:00 | modify | 19 | 0.10 | 1.18274 | 1.16874 | 1.19774 | ||
| 72 | 2023.03.09 09:20 | buy | 20 | 0.10 | 1.18732 | 0.00000 | 0.00000 | ||
| 73 | 2023.03.09 09:20 | modify | 20 | 0.10 | 1.18732 | 1.18349 | 1.19774 | ||
| 74 | 2023.03.09 09:20 | modify | 19 | 0.10 | 1.18274 | 1.18349 | 1.19774 | ||
| 75 | 2023.03.09 13:50 | buy | 21 | 0.10 | 1.19109 | 0.00000 | 0.00000 | ||
| 76 | 2023.03.09 13:50 | modify | 21 | 0.10 | 1.19109 | 1.18949 | 1.19774 | ||
| 77 | 2023.03.09 13:50 | modify | 20 | 0.10 | 1.18732 | 1.18949 | 1.19774 | ||
| 78 | 2023.03.09 13:50 | modify | 19 | 0.10 | 1.18274 | 1.18949 | 1.19774 | ||
| 79 | 2023.03.09 14:30 | buy | 22 | 0.10 | 1.19256 | 0.00000 | 0.00000 | ||
| 80 | 2023.03.09 14:30 | modify | 22 | 0.10 | 1.19256 | 1.19024 | 1.19774 | ||
| 81 | 2023.03.09 14:30 | modify | 21 | 0.10 | 1.19109 | 1.19024 | 1.19774 | ||
| 82 | 2023.03.09 14:30 | modify | 20 | 0.10 | 1.18732 | 1.19024 | 1.19774 | ||
| 83 | 2023.03.09 14:30 | modify | 19 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
| 84 | 2023.03.10 09:30 | t/p | 19 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 148.02 | 10885.51 |
| 85 | 2023.03.10 09:30 | t/p | 20 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 103.71 | 10989.21 |
| 86 | 2023.03.10 09:30 | t/p | 21 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 66.01 | 11055.22 |
| 87 | 2023.03.10 09:30 | t/p | 22 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 51.31 | 11106.52 |
| 88 | 2023.06.01 20:00 | sell | 23 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 89 | 2023.06.01 20:00 | modify | 23 | 0.10 | 1.25300 | 1.26700 | 1.23800 | ||
| 90 | 2023.06.02 14:50 | sell | 24 | 0.10 | 1.24824 | 0.00000 | 0.00000 | ||
| 91 | 2023.06.02 14:50 | modify | 24 | 0.10 | 1.24824 | 1.25225 | 1.23800 | ||
| 92 | 2023.06.02 14:50 | modify | 23 | 0.10 | 1.25300 | 1.25225 | 1.23800 | ||
| 93 | 2023.06.02 17:15 | sell | 25 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 94 | 2023.06.02 17:15 | modify | 25 | 0.10 | 1.24474 | 1.24625 | 1.23800 | ||
| 95 | 2023.06.02 17:15 | modify | 24 | 0.10 | 1.24824 | 1.24625 | 1.23800 | ||
| 96 | 2023.06.02 17:15 | modify | 23 | 0.10 | 1.25300 | 1.24625 | 1.23800 | ||
| 97 | 2023.06.04 23:30 | sell | 26 | 0.10 | 1.24306 | 0.00000 | 0.00000 | ||
| 98 | 2023.06.04 23:30 | modify | 26 | 0.10 | 1.24306 | 1.24550 | 1.23800 | ||
| 99 | 2023.06.04 23:30 | modify | 25 | 0.10 | 1.24474 | 1.24550 | 1.23800 | ||
| 100 | 2023.06.04 23:30 | modify | 24 | 0.10 | 1.24824 | 1.24550 | 1.23800 | ||
| 101 | 2023.06.04 23:30 | modify | 23 | 0.10 | 1.25300 | 1.24550 | 1.23800 | ||
| 102 | 2023.06.05 12:30 | t/p | 23 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 150.29 | 11256.81 |
| 103 | 2023.06.05 12:30 | t/p | 24 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 102.55 | 11359.36 |
| 104 | 2023.06.05 12:30 | t/p | 25 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 67.55 | 11426.91 |
| 105 | 2023.06.05 12:30 | t/p | 26 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 50.75 | 11477.65 |
| 106 | 2023.06.28 20:00 | buy | 27 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 107 | 2023.06.28 20:00 | modify | 27 | 0.10 | 1.26440 | 1.25040 | 1.27940 | ||
| 108 | 2023.06.30 12:50 | buy | 28 | 0.10 | 1.26894 | 0.00000 | 0.00000 | ||
| 109 | 2023.06.30 12:50 | modify | 28 | 0.10 | 1.26894 | 1.26515 | 1.27940 | ||
| 110 | 2023.06.30 12:50 | modify | 27 | 0.10 | 1.26440 | 1.26515 | 1.27940 | ||
| 111 | 2023.06.30 14:46 | buy | 29 | 0.10 | 1.27275 | 0.00000 | 0.00000 | ||
| 112 | 2023.06.30 14:46 | modify | 29 | 0.10 | 1.27275 | 1.27115 | 1.27940 | ||
| 113 | 2023.06.30 14:46 | modify | 28 | 0.10 | 1.26894 | 1.27115 | 1.27940 | ||
| 114 | 2023.06.30 14:46 | modify | 27 | 0.10 | 1.26440 | 1.27115 | 1.27940 | ||
| 115 | 2023.06.30 15:30 | s/l | 27 | 0.10 | 1.27115 | 1.27115 | 1.27940 | 65.52 | 11543.17 |
| 116 | 2023.06.30 15:30 | s/l | 28 | 0.10 | 1.27115 | 1.27115 | 1.27940 | 22.10 | 11565.27 |
| 117 | 2023.06.30 15:30 | s/l | 29 | 0.10 | 1.27115 | 1.27115 | 1.27940 | -16.00 | 11549.27 |