Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=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 | 1060.10 | Gross profit | 1388.19 | Gross loss | -328.09 |
| Profit factor | 4.23 | Expected payoff | 44.17 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 228.51 (2.19%) | Relative drawdown | 2.19% (228.51) |
| Total trades | 24 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 85.14 | loss trade | -54.97 | |
| Average | profit trade | 77.12 | loss trade | -54.68 | |
| Maximum | consecutive wins (profit in money) | 9 (762.41) | consecutive losses (loss in money) | 3 (-163.87) | |
| Maximal | consecutive profit (count of wins) | 762.41 (9) | consecutive loss (count of losses) | -163.87 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.04 12:00 | buy | 1 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.04 12:00 | modify | 1 | 0.10 | 1.92112 | 1.91212 | 1.93512 | ||
| 3 | 2022.08.04 20:00 | buy | 2 | 0.10 | 1.92972 | 0.00000 | 0.00000 | ||
| 4 | 2022.08.04 20:00 | modify | 2 | 0.10 | 1.92972 | 1.92602 | 1.93512 | ||
| 5 | 2022.08.04 20:00 | modify | 1 | 0.10 | 1.92112 | 1.92602 | 1.93512 | ||
| 6 | 2022.08.05 20:00 | t/p | 1 | 0.10 | 1.93512 | 1.92602 | 1.93512 | 84.63 | 10084.63 |
| 7 | 2022.08.05 20:00 | t/p | 2 | 0.10 | 1.93512 | 1.92602 | 1.93512 | 32.43 | 10117.05 |
| 8 | 2022.08.17 12:00 | sell | 3 | 0.10 | 1.92039 | 0.00000 | 0.00000 | ||
| 9 | 2022.08.17 12:00 | modify | 3 | 0.10 | 1.92039 | 1.92939 | 1.90639 | ||
| 10 | 2022.08.18 12:00 | sell | 4 | 0.10 | 1.91326 | 0.00000 | 0.00000 | ||
| 11 | 2022.08.18 12:00 | modify | 4 | 0.10 | 1.91326 | 1.91759 | 1.90639 | ||
| 12 | 2022.08.18 12:00 | sell | 5 | 0.10 | 1.91326 | 0.00000 | 0.00000 | ||
| 13 | 2022.08.18 12:00 | modify | 5 | 0.10 | 1.91326 | 1.91619 | 1.90639 | ||
| 14 | 2022.08.18 12:00 | modify | 3 | 0.10 | 1.92039 | 1.91619 | 1.90639 | ||
| 15 | 2022.08.18 16:00 | modify | 4 | 0.10 | 1.91326 | 1.91619 | 1.90639 | ||
| 16 | 2022.08.18 20:00 | t/p | 3 | 0.10 | 1.90639 | 1.91619 | 1.90639 | 85.11 | 10202.16 |
| 17 | 2022.08.18 20:00 | t/p | 4 | 0.10 | 1.90639 | 1.91619 | 1.90639 | 41.71 | 10243.87 |
| 18 | 2022.08.18 20:00 | t/p | 5 | 0.10 | 1.90639 | 1.91619 | 1.90639 | 41.71 | 10285.58 |
| 19 | 2022.09.14 12:00 | sell | 6 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
| 20 | 2022.09.14 12:00 | modify | 6 | 0.10 | 1.92961 | 1.93861 | 1.91561 | ||
| 21 | 2022.09.15 16:00 | t/p | 6 | 0.10 | 1.91561 | 1.93861 | 1.91561 | 85.11 | 10370.69 |
| 22 | 2022.09.20 12:00 | sell | 7 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
| 23 | 2022.09.20 12:00 | modify | 7 | 0.10 | 1.93591 | 1.94491 | 1.92191 | ||
| 24 | 2022.09.21 20:00 | t/p | 7 | 0.10 | 1.92191 | 1.94491 | 1.92191 | 85.04 | 10455.72 |
| 25 | 2022.09.23 16:00 | buy | 8 | 0.10 | 1.89544 | 0.00000 | 0.00000 | ||
| 26 | 2022.09.23 16:00 | modify | 8 | 0.10 | 1.89544 | 1.88644 | 1.90944 | ||
| 27 | 2022.09.25 20:00 | s/l | 8 | 0.10 | 1.88644 | 1.88644 | 1.90944 | -54.63 | 10401.09 |
| 28 | 2022.09.27 16:00 | sell | 9 | 0.10 | 1.90305 | 0.00000 | 0.00000 | ||
| 29 | 2022.09.27 16:00 | modify | 9 | 0.10 | 1.90305 | 1.91205 | 1.88905 | ||
| 30 | 2022.09.28 04:00 | s/l | 9 | 0.10 | 1.91205 | 1.91205 | 1.88905 | -54.60 | 10346.49 |
| 31 | 2022.09.29 16:00 | sell | 10 | 0.10 | 1.93550 | 0.00000 | 0.00000 | ||
| 32 | 2022.09.29 16:00 | modify | 10 | 0.10 | 1.93550 | 1.94450 | 1.92150 | ||
| 33 | 2022.09.29 20:00 | s/l | 10 | 0.10 | 1.94450 | 1.94450 | 1.92150 | -54.64 | 10291.85 |
| 34 | 2022.10.04 20:00 | sell | 11 | 0.10 | 2.00121 | 0.00000 | 0.00000 | ||
| 35 | 2022.10.04 20:00 | modify | 11 | 0.10 | 2.00121 | 2.01021 | 1.98721 | ||
| 36 | 2022.10.05 04:00 | t/p | 11 | 0.10 | 1.98721 | 2.01021 | 1.98721 | 85.04 | 10376.88 |
| 37 | 2022.10.13 12:00 | sell | 12 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
| 38 | 2022.10.13 12:00 | modify | 12 | 0.10 | 2.00047 | 2.00947 | 1.98647 | ||
| 39 | 2022.10.13 16:00 | s/l | 12 | 0.10 | 2.00947 | 2.00947 | 1.98647 | -54.64 | 10322.24 |
| 40 | 2022.11.03 16:00 | buy | 13 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
| 41 | 2022.11.03 16:00 | modify | 13 | 0.10 | 1.93562 | 1.92662 | 1.94962 | ||
| 42 | 2022.11.04 08:00 | s/l | 13 | 0.10 | 1.92662 | 1.92662 | 1.94962 | -54.97 | 10267.27 |
| 43 | 2022.11.04 12:00 | buy | 14 | 0.10 | 1.92120 | 0.00000 | 0.00000 | ||
| 44 | 2022.11.04 12:00 | modify | 14 | 0.10 | 1.92120 | 1.91220 | 1.93520 | ||
| 45 | 2022.11.07 12:00 | t/p | 14 | 0.10 | 1.93520 | 1.91220 | 1.93520 | 84.62 | 10351.88 |
| 46 | 2022.11.07 20:00 | sell | 15 | 0.10 | 1.94257 | 0.00000 | 0.00000 | ||
| 47 | 2022.11.07 20:00 | modify | 15 | 0.10 | 1.94257 | 1.95157 | 1.92857 | ||
| 48 | 2022.11.08 16:00 | t/p | 15 | 0.10 | 1.92857 | 1.95157 | 1.92857 | 85.04 | 10436.92 |
| 49 | 2023.01.19 12:00 | sell | 16 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
| 50 | 2023.01.19 12:00 | modify | 16 | 0.10 | 1.93536 | 1.94436 | 1.92136 | ||
| 51 | 2023.01.20 12:00 | t/p | 16 | 0.10 | 1.92136 | 1.94436 | 1.92136 | 85.04 | 10521.95 |
| 52 | 2023.02.02 16:00 | buy | 17 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
| 53 | 2023.02.02 16:00 | modify | 17 | 0.10 | 1.88861 | 1.87961 | 1.90261 | ||
| 54 | 2023.02.03 20:00 | t/p | 17 | 0.10 | 1.90261 | 1.87961 | 1.90261 | 84.62 | 10606.57 |
| 55 | 2023.02.21 16:00 | sell | 18 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 56 | 2023.02.21 16:00 | modify | 18 | 0.10 | 1.94727 | 1.95627 | 1.93327 | ||
| 57 | 2023.02.23 04:00 | t/p | 18 | 0.10 | 1.93327 | 1.95627 | 1.93327 | 85.14 | 10691.71 |
| 58 | 2023.03.01 12:00 | buy | 19 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
| 59 | 2023.03.01 12:00 | modify | 19 | 0.10 | 1.92285 | 1.91385 | 1.93685 | ||
| 60 | 2023.03.06 00:00 | t/p | 19 | 0.10 | 1.93685 | 1.91385 | 1.93685 | 83.21 | 10774.92 |
| 61 | 2023.03.21 12:00 | sell | 20 | 0.10 | 1.97659 | 0.00000 | 0.00000 | ||
| 62 | 2023.03.21 12:00 | modify | 20 | 0.10 | 1.97659 | 1.98559 | 1.96259 | ||
| 63 | 2023.03.22 20:00 | t/p | 20 | 0.10 | 1.96259 | 1.98559 | 1.96259 | 85.03 | 10859.95 |
| 64 | 2023.04.13 16:00 | buy | 21 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
| 65 | 2023.04.13 16:00 | modify | 21 | 0.10 | 1.98744 | 1.97844 | 2.00144 | ||
| 66 | 2023.04.14 16:00 | t/p | 21 | 0.10 | 2.00144 | 1.97844 | 2.00144 | 84.63 | 10944.57 |
| 67 | 2023.05.12 12:00 | sell | 22 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
| 68 | 2023.05.12 12:00 | modify | 22 | 0.10 | 2.01067 | 2.01967 | 1.99667 | ||
| 69 | 2023.05.17 08:00 | t/p | 22 | 0.10 | 1.99667 | 2.01967 | 1.99667 | 85.11 | 11029.68 |
| 70 | 2023.05.25 12:00 | sell | 23 | 0.10 | 2.03416 | 0.00000 | 0.00000 | ||
| 71 | 2023.05.25 12:00 | modify | 23 | 0.10 | 2.03416 | 2.04316 | 2.02016 | ||
| 72 | 2023.05.26 16:00 | s/l | 23 | 0.10 | 2.04316 | 2.04316 | 2.02016 | -54.60 | 10975.08 |
| 73 | 2023.07.18 12:00 | sell | 24 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
| 74 | 2023.07.18 12:00 | modify | 24 | 0.10 | 2.08629 | 2.09529 | 2.07229 | ||
| 75 | 2023.07.19 00:00 | t/p | 24 | 0.10 | 2.07229 | 2.09529 | 2.07229 | 85.03 | 11060.10 |