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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1102.96 | Gross profit | 1726.39 | Gross loss | -623.43 |
| Profit factor | 2.77 | Expected payoff | 29.03 | ||
| Absolute drawdown | 8.01 | Maximal drawdown | 300.71 (2.92%) | Relative drawdown | 2.92% (300.71) |
| Total trades | 38 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 17 (52.94%) |
| Profit trades (% of total) | 23 (60.53%) | Loss trades (% of total) | 15 (39.47%) | ||
| Largest | profit trade | 93.13 | loss trade | -88.05 | |
| Average | profit trade | 75.06 | loss trade | -41.56 | |
| Maximum | consecutive wins (profit in money) | 7 (578.19) | consecutive losses (loss in money) | 3 (-261.60) | |
| Maximal | consecutive profit (count of wins) | 578.19 (7) | consecutive loss (count of losses) | -261.60 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.06 12:00 | buy | 1 | 0.10 | 1.92942 | 0.00000 | 0.00000 | ||
| 2 | 2022.07.06 12:00 | modify | 1 | 0.10 | 1.92942 | 1.91542 | 1.94442 | ||
| 3 | 2022.07.06 16:00 | buy | 2 | 0.10 | 1.93930 | 0.00000 | 0.00000 | ||
| 4 | 2022.07.06 16:00 | modify | 2 | 0.10 | 1.93930 | 1.93467 | 1.94442 | ||
| 5 | 2022.07.06 16:00 | modify | 1 | 0.10 | 1.92942 | 1.93467 | 1.94442 | ||
| 6 | 2022.07.07 04:00 | s/l | 1 | 0.10 | 1.93467 | 1.93467 | 1.94442 | 31.37 | 10031.37 |
| 7 | 2022.07.07 04:00 | s/l | 2 | 0.10 | 1.93467 | 1.93467 | 1.94442 | -29.73 | 10001.64 |
| 8 | 2022.07.22 12:00 | buy | 3 | 0.10 | 1.90858 | 0.00000 | 0.00000 | ||
| 9 | 2022.07.22 12:00 | modify | 3 | 0.10 | 1.90858 | 1.89458 | 1.92358 | ||
| 10 | 2022.07.25 04:00 | t/p | 3 | 0.10 | 1.92358 | 1.89458 | 1.92358 | 92.40 | 10094.05 |
| 11 | 2022.07.27 16:00 | sell | 4 | 0.10 | 1.94013 | 0.00000 | 0.00000 | ||
| 12 | 2022.07.27 16:00 | modify | 4 | 0.10 | 1.94013 | 1.95413 | 1.92513 | ||
| 13 | 2022.08.01 12:00 | sell | 5 | 0.10 | 1.93031 | 0.00000 | 0.00000 | ||
| 14 | 2022.08.01 12:00 | modify | 5 | 0.10 | 1.93031 | 1.93488 | 1.92513 | ||
| 15 | 2022.08.01 12:00 | modify | 4 | 0.10 | 1.94013 | 1.93488 | 1.92513 | ||
| 16 | 2022.08.01 16:00 | s/l | 4 | 0.10 | 1.93488 | 1.93488 | 1.92513 | 32.66 | 10126.71 |
| 17 | 2022.08.01 16:00 | s/l | 5 | 0.10 | 1.93488 | 1.93488 | 1.92513 | -28.27 | 10098.44 |
| 18 | 2022.08.04 12:00 | buy | 6 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
| 19 | 2022.08.04 12:00 | modify | 6 | 0.10 | 1.92112 | 1.90712 | 1.93612 | ||
| 20 | 2022.08.08 08:00 | t/p | 6 | 0.10 | 1.93612 | 1.90712 | 1.93612 | 92.05 | 10190.49 |
| 21 | 2022.08.10 16:00 | buy | 7 | 0.10 | 1.90611 | 0.00000 | 0.00000 | ||
| 22 | 2022.08.10 16:00 | modify | 7 | 0.10 | 1.90611 | 1.89211 | 1.92111 | ||
| 23 | 2022.08.12 04:00 | s/l | 7 | 0.10 | 1.89211 | 1.89211 | 1.92111 | -88.05 | 10102.43 |
| 24 | 2022.09.06 16:00 | sell | 8 | 0.10 | 1.90790 | 0.00000 | 0.00000 | ||
| 25 | 2022.09.06 16:00 | modify | 8 | 0.10 | 1.90790 | 1.92190 | 1.89290 | ||
| 26 | 2022.09.07 16:00 | sell | 9 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
| 27 | 2022.09.07 16:00 | modify | 9 | 0.10 | 1.90090 | 1.90265 | 1.89290 | ||
| 28 | 2022.09.07 16:00 | sell | 10 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
| 29 | 2022.09.07 16:00 | modify | 10 | 0.10 | 1.90090 | 1.90415 | 1.89290 | ||
| 30 | 2022.09.07 16:00 | modify | 8 | 0.10 | 1.90790 | 1.90415 | 1.89290 | ||
| 31 | 2022.09.07 20:00 | s/l | 8 | 0.10 | 1.90415 | 1.90415 | 1.89290 | 23.24 | 10125.67 |
| 32 | 2022.09.07 20:00 | s/l | 9 | 0.10 | 1.90265 | 1.90265 | 1.89290 | -10.82 | 10114.85 |
| 33 | 2022.09.07 20:00 | s/l | 10 | 0.10 | 1.90415 | 1.90415 | 1.89290 | -20.10 | 10094.75 |
| 34 | 2022.09.13 16:00 | sell | 11 | 0.10 | 1.91684 | 0.00000 | 0.00000 | ||
| 35 | 2022.09.13 16:00 | modify | 11 | 0.10 | 1.91684 | 1.93084 | 1.90184 | ||
| 36 | 2022.09.16 16:00 | sell | 12 | 0.10 | 1.90996 | 0.00000 | 0.00000 | ||
| 37 | 2022.09.16 16:00 | modify | 12 | 0.10 | 1.90996 | 1.91159 | 1.90184 | ||
| 38 | 2022.09.16 16:00 | sell | 13 | 0.10 | 1.90996 | 0.00000 | 0.00000 | ||
| 39 | 2022.09.16 16:00 | modify | 13 | 0.10 | 1.90996 | 1.91309 | 1.90184 | ||
| 40 | 2022.09.16 16:00 | modify | 11 | 0.10 | 1.91684 | 1.91309 | 1.90184 | ||
| 41 | 2022.09.16 20:00 | modify | 12 | 0.10 | 1.90996 | 1.91309 | 1.90184 | ||
| 42 | 2022.09.19 08:00 | s/l | 11 | 0.10 | 1.91309 | 1.91309 | 1.90184 | 23.42 | 10118.17 |
| 43 | 2022.09.19 08:00 | s/l | 12 | 0.10 | 1.91309 | 1.91309 | 1.90184 | -19.32 | 10098.85 |
| 44 | 2022.09.19 08:00 | s/l | 13 | 0.10 | 1.91309 | 1.91309 | 1.90184 | -19.32 | 10079.53 |
| 45 | 2022.09.20 12:00 | sell | 14 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
| 46 | 2022.09.20 12:00 | modify | 14 | 0.10 | 1.93591 | 1.94991 | 1.92091 | ||
| 47 | 2022.09.21 20:00 | t/p | 14 | 0.10 | 1.92091 | 1.94991 | 1.92091 | 92.83 | 10172.35 |
| 48 | 2022.09.23 12:00 | buy | 15 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
| 49 | 2022.09.23 12:00 | modify | 15 | 0.10 | 1.91017 | 1.89617 | 1.92517 | ||
| 50 | 2022.09.23 16:00 | s/l | 15 | 0.10 | 1.89617 | 1.89617 | 1.92517 | -86.59 | 10085.76 |
| 51 | 2022.09.30 20:00 | sell | 16 | 0.10 | 1.99521 | 0.00000 | 0.00000 | ||
| 52 | 2022.09.30 20:00 | modify | 16 | 0.10 | 1.99521 | 2.00921 | 1.98021 | ||
| 53 | 2022.10.03 04:00 | t/p | 16 | 0.10 | 1.98021 | 2.00921 | 1.98021 | 92.84 | 10178.60 |
| 54 | 2022.10.13 16:00 | sell | 17 | 0.10 | 2.01786 | 0.00000 | 0.00000 | ||
| 55 | 2022.10.13 16:00 | modify | 17 | 0.10 | 2.01786 | 2.03186 | 2.00286 | ||
| 56 | 2022.10.14 04:00 | t/p | 17 | 0.10 | 2.00286 | 2.03186 | 2.00286 | 92.84 | 10271.44 |
| 57 | 2022.11.01 16:00 | buy | 18 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
| 58 | 2022.11.01 16:00 | modify | 18 | 0.10 | 1.96211 | 1.94811 | 1.97711 | ||
| 59 | 2022.11.02 20:00 | s/l | 18 | 0.10 | 1.94811 | 1.94811 | 1.97711 | -86.96 | 10184.48 |
| 60 | 2022.11.02 20:00 | buy | 19 | 0.10 | 1.95533 | 0.00000 | 0.00000 | ||
| 61 | 2022.11.02 20:00 | modify | 19 | 0.10 | 1.95533 | 1.94133 | 1.97033 | ||
| 62 | 2022.11.03 16:00 | s/l | 19 | 0.10 | 1.94133 | 1.94133 | 1.97033 | -87.69 | 10096.79 |
| 63 | 2022.11.03 16:00 | buy | 20 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
| 64 | 2022.11.03 16:00 | modify | 20 | 0.10 | 1.93562 | 1.92162 | 1.95062 | ||
| 65 | 2022.11.04 12:00 | s/l | 20 | 0.10 | 1.92162 | 1.92162 | 1.95062 | -86.96 | 10009.84 |
| 66 | 2023.01.19 12:00 | sell | 21 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
| 67 | 2023.01.19 12:00 | modify | 21 | 0.10 | 1.93536 | 1.94936 | 1.92036 | ||
| 68 | 2023.01.20 12:00 | t/p | 21 | 0.10 | 1.92036 | 1.94936 | 1.92036 | 92.83 | 10102.66 |
| 69 | 2023.01.31 12:00 | sell | 22 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
| 70 | 2023.01.31 12:00 | modify | 22 | 0.10 | 1.91706 | 1.93106 | 1.90206 | ||
| 71 | 2023.01.31 16:00 | t/p | 22 | 0.10 | 1.90206 | 1.93106 | 1.90206 | 92.80 | 10195.46 |
| 72 | 2023.02.02 16:00 | buy | 23 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
| 73 | 2023.02.02 16:00 | modify | 23 | 0.10 | 1.88861 | 1.87461 | 1.90361 | ||
| 74 | 2023.02.03 20:00 | t/p | 23 | 0.10 | 1.90361 | 1.87461 | 1.90361 | 92.41 | 10287.88 |
| 75 | 2023.02.21 16:00 | sell | 24 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 76 | 2023.02.21 16:00 | modify | 24 | 0.10 | 1.94727 | 1.96127 | 1.93227 | ||
| 77 | 2023.02.23 04:00 | t/p | 24 | 0.10 | 1.93227 | 1.96127 | 1.93227 | 92.94 | 10380.81 |
| 78 | 2023.02.27 20:00 | sell | 25 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
| 79 | 2023.02.27 20:00 | modify | 25 | 0.10 | 1.95577 | 1.96977 | 1.94077 | ||
| 80 | 2023.03.01 04:00 | t/p | 25 | 0.10 | 1.94077 | 1.96977 | 1.94077 | 92.87 | 10473.69 |
| 81 | 2023.03.01 12:00 | buy | 26 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
| 82 | 2023.03.01 12:00 | modify | 26 | 0.10 | 1.92285 | 1.90885 | 1.93785 | ||
| 83 | 2023.03.06 00:00 | t/p | 26 | 0.10 | 1.93785 | 1.90885 | 1.93785 | 90.95 | 10564.64 |
| 84 | 2023.03.06 12:00 | sell | 27 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
| 85 | 2023.03.06 12:00 | modify | 27 | 0.10 | 1.94302 | 1.95702 | 1.92802 | ||
| 86 | 2023.03.09 08:00 | sell | 28 | 0.10 | 1.93603 | 0.00000 | 0.00000 | ||
| 87 | 2023.03.09 08:00 | modify | 28 | 0.10 | 1.93603 | 1.93777 | 1.92802 | ||
| 88 | 2023.03.09 08:00 | sell | 29 | 0.10 | 1.93603 | 0.00000 | 0.00000 | ||
| 89 | 2023.03.09 08:00 | modify | 29 | 0.10 | 1.93603 | 1.93927 | 1.92802 | ||
| 90 | 2023.03.09 08:00 | modify | 27 | 0.10 | 1.94302 | 1.93927 | 1.92802 | ||
| 91 | 2023.03.09 12:00 | s/l | 27 | 0.10 | 1.93927 | 1.93927 | 1.92802 | 23.38 | 10588.02 |
| 92 | 2023.03.09 12:00 | s/l | 28 | 0.10 | 1.93777 | 1.93777 | 1.92802 | -10.76 | 10577.26 |
| 93 | 2023.03.09 12:00 | s/l | 29 | 0.10 | 1.93927 | 1.93927 | 1.92802 | -20.04 | 10557.22 |
| 94 | 2023.03.27 12:00 | sell | 30 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
| 95 | 2023.03.27 12:00 | modify | 30 | 0.10 | 1.97981 | 1.99381 | 1.96481 | ||
| 96 | 2023.04.05 04:00 | t/p | 30 | 0.10 | 1.96481 | 1.99381 | 1.96481 | 93.13 | 10650.35 |
| 97 | 2023.04.11 16:00 | sell | 31 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
| 98 | 2023.04.11 16:00 | modify | 31 | 0.10 | 2.00313 | 2.01713 | 1.98813 | ||
| 99 | 2023.04.13 16:00 | t/p | 31 | 0.10 | 1.98813 | 2.01713 | 1.98813 | 92.94 | 10743.29 |
| 100 | 2023.05.02 12:00 | buy | 32 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
| 101 | 2023.05.02 12:00 | modify | 32 | 0.10 | 2.00865 | 1.99465 | 2.02365 | ||
| 102 | 2023.05.04 00:00 | t/p | 32 | 0.10 | 2.02365 | 1.99465 | 2.02365 | 91.32 | 10834.60 |
| 103 | 2023.05.08 16:00 | buy | 33 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
| 104 | 2023.05.08 16:00 | modify | 33 | 0.10 | 1.98977 | 1.97577 | 2.00477 | ||
| 105 | 2023.05.09 16:00 | buy | 34 | 0.10 | 1.99660 | 0.00000 | 0.00000 | ||
| 106 | 2023.05.09 16:00 | modify | 34 | 0.10 | 1.99660 | 1.99502 | 2.00477 | ||
| 107 | 2023.05.09 16:00 | buy | 35 | 0.10 | 1.99660 | 0.00000 | 0.00000 | ||
| 108 | 2023.05.09 16:00 | modify | 35 | 0.10 | 1.99660 | 1.99352 | 2.00477 | ||
| 109 | 2023.05.09 16:00 | modify | 33 | 0.10 | 1.98977 | 1.99352 | 2.00477 | ||
| 110 | 2023.05.09 20:00 | s/l | 33 | 0.10 | 1.99352 | 1.99352 | 2.00477 | 22.82 | 10857.43 |
| 111 | 2023.05.09 20:00 | s/l | 34 | 0.10 | 1.99502 | 1.99502 | 2.00477 | -9.77 | 10847.66 |
| 112 | 2023.05.09 20:00 | s/l | 35 | 0.10 | 1.99352 | 1.99352 | 2.00477 | -19.05 | 10828.61 |
| 113 | 2023.06.05 16:00 | buy | 36 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
| 114 | 2023.06.05 16:00 | modify | 36 | 0.10 | 2.04568 | 2.03168 | 2.06068 | ||
| 115 | 2023.06.08 00:00 | t/p | 36 | 0.10 | 2.06068 | 2.03168 | 2.06068 | 90.94 | 10919.55 |
| 116 | 2023.06.12 16:00 | buy | 37 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
| 117 | 2023.06.12 16:00 | modify | 37 | 0.10 | 2.04282 | 2.02882 | 2.05782 | ||
| 118 | 2023.06.16 12:00 | t/p | 37 | 0.10 | 2.05782 | 2.02882 | 2.05782 | 90.57 | 11010.12 |
| 119 | 2023.06.23 12:00 | sell | 38 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
| 120 | 2023.06.23 12:00 | modify | 38 | 0.10 | 2.07648 | 2.09048 | 2.06148 | ||
| 121 | 2023.06.26 12:00 | t/p | 38 | 0.10 | 2.06148 | 2.09048 | 2.06148 | 92.84 | 11102.96 |