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=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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1513.36 | Gross profit | 2055.10 | Gross loss | -541.74 |
| Profit factor | 3.79 | Expected payoff | 40.90 | ||
| Absolute drawdown | 44.60 | Maximal drawdown | 276.96 (2.68%) | Relative drawdown | 2.68% (276.96) |
| Total trades | 37 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 28 (75.68%) | Loss trades (% of total) | 9 (24.32%) | ||
| Largest | profit trade | 85.34 | loss trade | -80.35 | |
| Average | profit trade | 73.40 | loss trade | -60.19 | |
| Maximum | consecutive wins (profit in money) | 7 (516.88) | consecutive losses (loss in money) | 3 (-238.55) | |
| Maximal | consecutive profit (count of wins) | 516.88 (7) | consecutive loss (count of losses) | -238.55 (3) | |
| Average | consecutive wins | 4 | 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 | 1.90812 | 1.93512 | ||
| 3 | 2022.08.05 20:00 | t/p | 1 | 0.10 | 1.93512 | 1.90812 | 1.93512 | 84.65 | 10084.65 |
| 4 | 2022.08.10 16:00 | buy | 2 | 0.10 | 1.90611 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.10 16:00 | modify | 2 | 0.10 | 1.90611 | 1.89311 | 1.92011 | ||
| 6 | 2022.08.12 00:00 | s/l | 2 | 0.10 | 1.89311 | 1.89311 | 1.92011 | -80.35 | 10004.30 |
| 7 | 2022.08.17 08:00 | sell | 3 | 0.10 | 1.91453 | 0.00000 | 0.00000 | ||
| 8 | 2022.08.17 08:00 | modify | 3 | 0.10 | 1.91453 | 1.92753 | 1.90053 | ||
| 9 | 2022.08.23 00:00 | sell | 4 | 0.10 | 1.90459 | 0.00000 | 0.00000 | ||
| 10 | 2022.08.23 00:00 | modify | 4 | 0.10 | 1.90459 | 1.90963 | 1.90053 | ||
| 11 | 2022.08.23 00:00 | modify | 3 | 0.10 | 1.91453 | 1.90963 | 1.90053 | ||
| 12 | 2022.08.23 12:00 | t/p | 3 | 0.10 | 1.90053 | 1.90963 | 1.90053 | 85.23 | 10089.53 |
| 13 | 2022.08.23 12:00 | t/p | 4 | 0.10 | 1.90053 | 1.90963 | 1.90053 | 24.65 | 10114.18 |
| 14 | 2022.09.06 16:00 | sell | 5 | 0.10 | 1.90790 | 0.00000 | 0.00000 | ||
| 15 | 2022.09.06 16:00 | modify | 5 | 0.10 | 1.90790 | 1.92090 | 1.89390 | ||
| 16 | 2022.09.07 16:00 | sell | 6 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
| 17 | 2022.09.07 16:00 | modify | 6 | 0.10 | 1.90090 | 1.90370 | 1.89390 | ||
| 18 | 2022.09.07 16:00 | modify | 5 | 0.10 | 1.90790 | 1.90370 | 1.89390 | ||
| 19 | 2022.09.07 20:00 | s/l | 5 | 0.10 | 1.90370 | 1.90370 | 1.89390 | 25.55 | 10139.73 |
| 20 | 2022.09.07 20:00 | s/l | 6 | 0.10 | 1.90370 | 1.90370 | 1.89390 | -17.00 | 10122.73 |
| 21 | 2022.09.13 08:00 | sell | 7 | 0.10 | 1.90977 | 0.00000 | 0.00000 | ||
| 22 | 2022.09.13 08:00 | modify | 7 | 0.10 | 1.90977 | 1.92277 | 1.89577 | ||
| 23 | 2022.09.14 08:00 | s/l | 7 | 0.10 | 1.92277 | 1.92277 | 1.89577 | -78.91 | 10043.81 |
| 24 | 2022.09.14 12:00 | sell | 8 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
| 25 | 2022.09.14 12:00 | modify | 8 | 0.10 | 1.92961 | 1.94261 | 1.91561 | ||
| 26 | 2022.09.15 16:00 | t/p | 8 | 0.10 | 1.91561 | 1.94261 | 1.91561 | 85.13 | 10128.94 |
| 27 | 2022.09.20 12:00 | sell | 9 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
| 28 | 2022.09.20 12:00 | modify | 9 | 0.10 | 1.93591 | 1.94891 | 1.92191 | ||
| 29 | 2022.09.21 20:00 | t/p | 9 | 0.10 | 1.92191 | 1.94891 | 1.92191 | 85.06 | 10214.00 |
| 30 | 2022.09.23 12:00 | buy | 10 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
| 31 | 2022.09.23 12:00 | modify | 10 | 0.10 | 1.91017 | 1.89717 | 1.92417 | ||
| 32 | 2022.09.23 16:00 | s/l | 10 | 0.10 | 1.89717 | 1.89717 | 1.92417 | -78.92 | 10135.08 |
| 33 | 2022.09.30 20:00 | sell | 11 | 0.10 | 1.99521 | 0.00000 | 0.00000 | ||
| 34 | 2022.09.30 20:00 | modify | 11 | 0.10 | 1.99521 | 2.00821 | 1.98121 | ||
| 35 | 2022.10.03 00:00 | t/p | 11 | 0.10 | 1.98121 | 2.00821 | 1.98121 | 85.06 | 10220.13 |
| 36 | 2022.10.13 16:00 | sell | 12 | 0.10 | 2.01786 | 0.00000 | 0.00000 | ||
| 37 | 2022.10.13 16:00 | modify | 12 | 0.10 | 2.01786 | 2.03086 | 2.00386 | ||
| 38 | 2022.10.14 04:00 | t/p | 12 | 0.10 | 2.00386 | 2.03086 | 2.00386 | 85.06 | 10305.19 |
| 39 | 2022.11.01 16:00 | buy | 13 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
| 40 | 2022.11.01 16:00 | modify | 13 | 0.10 | 1.96211 | 1.94911 | 1.97611 | ||
| 41 | 2022.11.02 20:00 | s/l | 13 | 0.10 | 1.94911 | 1.94911 | 1.97611 | -79.27 | 10225.91 |
| 42 | 2022.11.02 20:00 | buy | 14 | 0.10 | 1.95533 | 0.00000 | 0.00000 | ||
| 43 | 2022.11.02 20:00 | modify | 14 | 0.10 | 1.95533 | 1.94233 | 1.96933 | ||
| 44 | 2022.11.03 16:00 | s/l | 14 | 0.10 | 1.94233 | 1.94233 | 1.96933 | -79.99 | 10145.92 |
| 45 | 2022.11.03 16:00 | buy | 15 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
| 46 | 2022.11.03 16:00 | modify | 15 | 0.10 | 1.93562 | 1.92262 | 1.94962 | ||
| 47 | 2022.11.04 12:00 | s/l | 15 | 0.10 | 1.92262 | 1.92262 | 1.94962 | -79.28 | 10066.64 |
| 48 | 2023.01.19 12:00 | sell | 16 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
| 49 | 2023.01.19 12:00 | modify | 16 | 0.10 | 1.93536 | 1.94836 | 1.92136 | ||
| 50 | 2023.01.20 12:00 | t/p | 16 | 0.10 | 1.92136 | 1.94836 | 1.92136 | 85.06 | 10151.69 |
| 51 | 2023.01.31 12:00 | sell | 17 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
| 52 | 2023.01.31 12:00 | modify | 17 | 0.10 | 1.91706 | 1.93006 | 1.90306 | ||
| 53 | 2023.01.31 16:00 | t/p | 17 | 0.10 | 1.90306 | 1.93006 | 1.90306 | 85.02 | 10236.71 |
| 54 | 2023.02.02 16:00 | buy | 18 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
| 55 | 2023.02.02 16:00 | modify | 18 | 0.10 | 1.88861 | 1.87561 | 1.90261 | ||
| 56 | 2023.02.03 20:00 | t/p | 18 | 0.10 | 1.90261 | 1.87561 | 1.90261 | 84.65 | 10321.36 |
| 57 | 2023.02.21 16:00 | sell | 19 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
| 58 | 2023.02.21 16:00 | modify | 19 | 0.10 | 1.94727 | 1.96027 | 1.93327 | ||
| 59 | 2023.02.23 04:00 | t/p | 19 | 0.10 | 1.93327 | 1.96027 | 1.93327 | 85.16 | 10406.52 |
| 60 | 2023.02.27 20:00 | sell | 20 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
| 61 | 2023.02.27 20:00 | modify | 20 | 0.10 | 1.95577 | 1.96877 | 1.94177 | ||
| 62 | 2023.03.01 00:00 | t/p | 20 | 0.10 | 1.94177 | 1.96877 | 1.94177 | 85.09 | 10491.61 |
| 63 | 2023.03.01 12:00 | buy | 21 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
| 64 | 2023.03.01 12:00 | modify | 21 | 0.10 | 1.92285 | 1.90985 | 1.93685 | ||
| 65 | 2023.03.06 00:00 | t/p | 21 | 0.10 | 1.93685 | 1.90985 | 1.93685 | 83.22 | 10574.83 |
| 66 | 2023.03.06 12:00 | sell | 22 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
| 67 | 2023.03.06 12:00 | modify | 22 | 0.10 | 1.94302 | 1.95602 | 1.92902 | ||
| 68 | 2023.03.07 12:00 | sell | 23 | 0.10 | 1.93657 | 0.00000 | 0.00000 | ||
| 69 | 2023.03.07 12:00 | modify | 23 | 0.10 | 1.93657 | 1.94162 | 1.92902 | ||
| 70 | 2023.03.07 12:00 | modify | 22 | 0.10 | 1.94302 | 1.94162 | 1.92902 | ||
| 71 | 2023.03.09 16:00 | s/l | 22 | 0.10 | 1.94162 | 1.94162 | 1.92902 | 8.69 | 10583.52 |
| 72 | 2023.03.09 16:00 | s/l | 23 | 0.10 | 1.94162 | 1.94162 | 1.92902 | -30.52 | 10553.00 |
| 73 | 2023.03.27 12:00 | sell | 24 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
| 74 | 2023.03.27 12:00 | modify | 24 | 0.10 | 1.97981 | 1.99281 | 1.96581 | ||
| 75 | 2023.04.05 04:00 | t/p | 24 | 0.10 | 1.96581 | 1.99281 | 1.96581 | 85.34 | 10638.34 |
| 76 | 2023.04.11 16:00 | sell | 25 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
| 77 | 2023.04.11 16:00 | modify | 25 | 0.10 | 2.00313 | 2.01613 | 1.98913 | ||
| 78 | 2023.04.13 16:00 | t/p | 25 | 0.10 | 1.98913 | 2.01613 | 1.98913 | 85.16 | 10723.50 |
| 79 | 2023.05.02 12:00 | buy | 26 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
| 80 | 2023.05.02 12:00 | modify | 26 | 0.10 | 2.00865 | 1.99565 | 2.02265 | ||
| 81 | 2023.05.04 00:00 | t/p | 26 | 0.10 | 2.02265 | 1.99565 | 2.02265 | 83.57 | 10807.08 |
| 82 | 2023.05.08 16:00 | buy | 27 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
| 83 | 2023.05.08 16:00 | modify | 27 | 0.10 | 1.98977 | 1.97677 | 2.00377 | ||
| 84 | 2023.05.12 04:00 | buy | 28 | 0.10 | 1.99964 | 0.00000 | 0.00000 | ||
| 85 | 2023.05.12 04:00 | modify | 28 | 0.10 | 1.99964 | 1.99467 | 2.00377 | ||
| 86 | 2023.05.12 04:00 | modify | 27 | 0.10 | 1.98977 | 1.99467 | 2.00377 | ||
| 87 | 2023.05.12 08:00 | t/p | 27 | 0.10 | 2.00377 | 1.99467 | 2.00377 | 82.87 | 10889.95 |
| 88 | 2023.05.12 08:00 | t/p | 28 | 0.10 | 2.00377 | 1.99467 | 2.00377 | 25.08 | 10915.03 |
| 89 | 2023.05.12 08:00 | sell | 29 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
| 90 | 2023.05.12 08:00 | modify | 29 | 0.10 | 2.00409 | 2.01709 | 1.99009 | ||
| 91 | 2023.05.17 12:00 | t/p | 29 | 0.10 | 1.99009 | 2.01709 | 1.99009 | 85.13 | 11000.16 |
| 92 | 2023.06.05 16:00 | buy | 30 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
| 93 | 2023.06.05 16:00 | modify | 30 | 0.10 | 2.04568 | 2.03268 | 2.05968 | ||
| 94 | 2023.06.07 12:00 | buy | 31 | 0.10 | 2.05276 | 0.00000 | 0.00000 | ||
| 95 | 2023.06.07 12:00 | modify | 31 | 0.10 | 2.05276 | 2.04988 | 2.05968 | ||
| 96 | 2023.06.07 12:00 | modify | 30 | 0.10 | 2.04568 | 2.04988 | 2.05968 | ||
| 97 | 2023.06.07 16:00 | s/l | 30 | 0.10 | 2.04988 | 2.04988 | 2.05968 | 24.79 | 11024.95 |
| 98 | 2023.06.07 16:00 | s/l | 31 | 0.10 | 2.04988 | 2.04988 | 2.05968 | -17.49 | 11007.46 |
| 99 | 2023.06.12 16:00 | buy | 32 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
| 100 | 2023.06.12 16:00 | modify | 32 | 0.10 | 2.04282 | 2.02982 | 2.05682 | ||
| 101 | 2023.06.16 12:00 | t/p | 32 | 0.10 | 2.05682 | 2.02982 | 2.05682 | 82.87 | 11090.33 |
| 102 | 2023.06.23 12:00 | sell | 33 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
| 103 | 2023.06.23 12:00 | modify | 33 | 0.10 | 2.07648 | 2.08948 | 2.06248 | ||
| 104 | 2023.06.26 12:00 | t/p | 33 | 0.10 | 2.06248 | 2.08948 | 2.06248 | 85.07 | 11175.40 |
| 105 | 2023.07.04 12:00 | buy | 34 | 0.10 | 2.05531 | 0.00000 | 0.00000 | ||
| 106 | 2023.07.04 12:00 | modify | 34 | 0.10 | 2.05531 | 2.04231 | 2.06931 | ||
| 107 | 2023.07.06 20:00 | t/p | 34 | 0.10 | 2.06931 | 2.04231 | 2.06931 | 83.57 | 11258.97 |
| 108 | 2023.07.11 12:00 | sell | 35 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
| 109 | 2023.07.11 12:00 | modify | 35 | 0.10 | 2.08839 | 2.10139 | 2.07439 | ||
| 110 | 2023.07.12 16:00 | t/p | 35 | 0.10 | 2.07439 | 2.10139 | 2.07439 | 85.06 | 11344.03 |
| 111 | 2023.07.13 08:00 | buy | 36 | 0.10 | 2.05137 | 0.00000 | 0.00000 | ||
| 112 | 2023.07.13 08:00 | modify | 36 | 0.10 | 2.05137 | 2.03837 | 2.06537 | ||
| 113 | 2023.07.17 08:00 | t/p | 36 | 0.10 | 2.06537 | 2.03837 | 2.06537 | 84.28 | 11428.31 |
| 114 | 2023.07.18 12:00 | sell | 37 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
| 115 | 2023.07.18 12:00 | modify | 37 | 0.10 | 2.08629 | 2.09929 | 2.07229 | ||
| 116 | 2023.07.19 00:00 | t/p | 37 | 0.10 | 2.07229 | 2.09929 | 2.07229 | 85.06 | 11513.36 |