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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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 | 746.56 | Gross profit | 1336.33 | Gross loss | -589.77 |
| Profit factor | 2.27 | Expected payoff | 32.46 | ||
| Absolute drawdown | 270.60 | Maximal drawdown | 374.00 (3.70%) | Relative drawdown | 3.70% (374.00) |
| Total trades | 23 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 150.29 | loss trade | -102.47 | |
| Average | profit trade | 95.45 | loss trade | -65.53 | |
| Maximum | consecutive wins (profit in money) | 7 (767.36) | consecutive losses (loss in money) | 3 (-303.46) | |
| Maximal | consecutive profit (count of wins) | 767.36 (7) | consecutive loss (count of losses) | -303.46 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 1.19493 | 1.21993 | ||
| 3 | 2022.07.05 16:00 | s/l | 1 | 0.10 | 1.19493 | 1.19493 | 1.21993 | -100.99 | 9899.01 |
| 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 | 1.17286 | 1.19786 | ||
| 6 | 2022.07.18 12:00 | t/p | 2 | 0.10 | 1.19786 | 1.17286 | 1.19786 | 149.01 | 10048.02 |
| 7 | 2022.08.12 16:00 | buy | 3 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
| 8 | 2022.08.12 16:00 | modify | 3 | 0.10 | 1.21329 | 1.20329 | 1.22829 | ||
| 9 | 2022.08.16 08:00 | s/l | 3 | 0.10 | 1.20329 | 1.20329 | 1.22829 | -100.99 | 9947.03 |
| 10 | 2022.08.29 08:00 | buy | 4 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
| 11 | 2022.08.29 08:00 | modify | 4 | 0.10 | 1.16755 | 1.15755 | 1.18255 | ||
| 12 | 2022.09.01 04:00 | s/l | 4 | 0.10 | 1.15755 | 1.15755 | 1.18255 | -102.47 | 9844.56 |
| 13 | 2022.09.21 12:00 | buy | 5 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
| 14 | 2022.09.21 12:00 | modify | 5 | 0.10 | 1.13388 | 1.12388 | 1.14888 | ||
| 15 | 2022.09.21 20:00 | s/l | 5 | 0.10 | 1.12388 | 1.12388 | 1.14888 | -100.00 | 9744.56 |
| 16 | 2022.10.13 20:00 | sell | 6 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 17 | 2022.10.13 20:00 | modify | 6 | 0.10 | 1.13159 | 1.14159 | 1.11659 | ||
| 18 | 2022.10.14 16:00 | t/p | 6 | 0.10 | 1.11659 | 1.14159 | 1.11659 | 150.15 | 9894.70 |
| 19 | 2022.10.26 12:00 | sell | 7 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 20 | 2022.10.26 12:00 | modify | 7 | 0.10 | 1.15630 | 1.16630 | 1.14130 | ||
| 21 | 2022.11.02 08:00 | sell | 8 | 0.10 | 1.14936 | 0.00000 | 0.00000 | ||
| 22 | 2022.11.02 08:00 | modify | 8 | 0.10 | 1.14936 | 1.15555 | 1.14130 | ||
| 23 | 2022.11.02 08:00 | modify | 7 | 0.10 | 1.15630 | 1.15555 | 1.14130 | ||
| 24 | 2022.11.02 16:00 | sell | 9 | 0.10 | 1.14655 | 0.00000 | 0.00000 | ||
| 25 | 2022.11.02 16:00 | modify | 9 | 0.10 | 1.14655 | 1.14880 | 1.14130 | ||
| 26 | 2022.11.02 16:00 | modify | 8 | 0.10 | 1.14936 | 1.14880 | 1.14130 | ||
| 27 | 2022.11.02 16:00 | modify | 7 | 0.10 | 1.15630 | 1.14880 | 1.14130 | ||
| 28 | 2022.11.02 20:00 | s/l | 7 | 0.10 | 1.14880 | 1.14880 | 1.14130 | 76.02 | 9970.73 |
| 29 | 2022.11.02 20:00 | s/l | 8 | 0.10 | 1.14880 | 1.14880 | 1.14130 | 5.60 | 9976.33 |
| 30 | 2022.11.02 20:00 | s/l | 9 | 0.10 | 1.14880 | 1.14880 | 1.14130 | -22.50 | 9953.83 |
| 31 | 2022.11.23 20:00 | sell | 10 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.23 20:00 | modify | 10 | 0.10 | 1.20648 | 1.21648 | 1.19148 | ||
| 33 | 2022.11.30 08:00 | sell | 11 | 0.10 | 1.19657 | 0.00000 | 0.00000 | ||
| 34 | 2022.11.30 08:00 | modify | 11 | 0.10 | 1.19657 | 1.19898 | 1.19148 | ||
| 35 | 2022.11.30 08:00 | modify | 10 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
| 36 | 2022.11.30 12:00 | s/l | 10 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 76.02 | 10029.85 |
| 37 | 2022.11.30 12:00 | s/l | 11 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -24.10 | 10005.75 |
| 38 | 2022.12.01 20:00 | sell | 12 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 39 | 2022.12.01 20:00 | modify | 12 | 0.10 | 1.22587 | 1.23587 | 1.21087 | ||
| 40 | 2022.12.05 20:00 | sell | 13 | 0.10 | 1.21732 | 0.00000 | 0.00000 | ||
| 41 | 2022.12.05 20:00 | modify | 13 | 0.10 | 1.21732 | 1.21912 | 1.21087 | ||
| 42 | 2022.12.05 20:00 | modify | 12 | 0.10 | 1.22587 | 1.21912 | 1.21087 | ||
| 43 | 2022.12.06 00:00 | s/l | 12 | 0.10 | 1.21912 | 1.21912 | 1.21087 | 67.94 | 10073.69 |
| 44 | 2022.12.06 00:00 | s/l | 13 | 0.10 | 1.21912 | 1.21912 | 1.21087 | -17.85 | 10055.84 |
| 45 | 2023.02.24 20:00 | buy | 14 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 46 | 2023.02.24 20:00 | modify | 14 | 0.10 | 1.19461 | 1.18461 | 1.20961 | ||
| 47 | 2023.02.28 12:00 | t/p | 14 | 0.10 | 1.20961 | 1.18461 | 1.20961 | 149.01 | 10204.85 |
| 48 | 2023.03.08 08:00 | buy | 15 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 49 | 2023.03.08 08:00 | modify | 15 | 0.10 | 1.18274 | 1.17274 | 1.19774 | ||
| 50 | 2023.03.10 00:00 | buy | 16 | 0.10 | 1.19253 | 0.00000 | 0.00000 | ||
| 51 | 2023.03.10 00:00 | modify | 16 | 0.10 | 1.19253 | 1.19024 | 1.19774 | ||
| 52 | 2023.03.10 00:00 | modify | 15 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
| 53 | 2023.03.10 12:00 | t/p | 15 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 148.02 | 10352.87 |
| 54 | 2023.03.10 12:00 | t/p | 16 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 52.10 | 10404.97 |
| 55 | 2023.04.13 20:00 | sell | 17 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 56 | 2023.04.13 20:00 | modify | 17 | 0.10 | 1.25244 | 1.26244 | 1.23744 | ||
| 57 | 2023.04.17 16:00 | t/p | 17 | 0.10 | 1.23744 | 1.26244 | 1.23744 | 150.29 | 10555.26 |
| 58 | 2023.06.01 20:00 | sell | 18 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 59 | 2023.06.01 20:00 | modify | 18 | 0.10 | 1.25300 | 1.26300 | 1.23800 | ||
| 60 | 2023.06.04 20:00 | sell | 19 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 61 | 2023.06.04 20:00 | modify | 19 | 0.10 | 1.24474 | 1.24625 | 1.23800 | ||
| 62 | 2023.06.04 20:00 | modify | 18 | 0.10 | 1.25300 | 1.24625 | 1.23800 | ||
| 63 | 2023.06.05 00:00 | sell | 20 | 0.10 | 1.24301 | 0.00000 | 0.00000 | ||
| 64 | 2023.06.05 00:00 | modify | 20 | 0.10 | 1.24301 | 1.24550 | 1.23800 | ||
| 65 | 2023.06.05 00:00 | modify | 19 | 0.10 | 1.24474 | 1.24550 | 1.23800 | ||
| 66 | 2023.06.05 00:00 | modify | 18 | 0.10 | 1.25300 | 1.24550 | 1.23800 | ||
| 67 | 2023.06.05 16:00 | t/p | 18 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 150.29 | 10705.55 |
| 68 | 2023.06.05 16:00 | t/p | 19 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 67.55 | 10773.10 |
| 69 | 2023.06.05 16:00 | t/p | 20 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 50.10 | 10823.20 |
| 70 | 2023.06.09 20:00 | sell | 21 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
| 71 | 2023.06.09 20:00 | modify | 21 | 0.10 | 1.25767 | 1.26767 | 1.24267 | ||
| 72 | 2023.06.14 16:00 | s/l | 21 | 0.10 | 1.26767 | 1.26767 | 1.24267 | -99.56 | 10723.64 |
| 73 | 2023.06.28 20:00 | buy | 22 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 74 | 2023.06.28 20:00 | modify | 22 | 0.10 | 1.26440 | 1.25440 | 1.27940 | ||
| 75 | 2023.06.30 16:00 | buy | 23 | 0.10 | 1.27115 | 0.00000 | 0.00000 | ||
| 76 | 2023.06.30 16:00 | modify | 23 | 0.10 | 1.27115 | 1.26515 | 1.27940 | ||
| 77 | 2023.06.30 16:00 | modify | 22 | 0.10 | 1.26440 | 1.26515 | 1.27940 | ||
| 78 | 2023.06.30 23:59 | close at stop | 23 | 0.10 | 1.26902 | 1.26515 | 1.27940 | -21.30 | 10702.34 |
| 79 | 2023.06.30 23:59 | close at stop | 22 | 0.10 | 1.26902 | 1.26515 | 1.27940 | 44.22 | 10746.56 |