Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 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=8; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1199.07 | Gross profit | 1986.39 | Gross loss | -787.32 |
| Profit factor | 2.52 | Expected payoff | 39.97 | ||
| Absolute drawdown | 371.95 | Maximal drawdown | 587.48 (5.75%) | Relative drawdown | 5.75% (587.48) |
| Total trades | 30 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 15 (46.67%) |
| Profit trades (% of total) | 18 (60.00%) | Loss trades (% of total) | 12 (40.00%) | ||
| Largest | profit trade | 151.46 | loss trade | -123.96 | |
| Average | profit trade | 110.35 | loss trade | -65.61 | |
| Maximum | consecutive wins (profit in money) | 4 (495.02) | consecutive losses (loss in money) | 5 (-502.72) | |
| Maximal | consecutive profit (count of wins) | 495.02 (4) | consecutive loss (count of losses) | -502.72 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.10 16:00 | sell | 1 | 0.10 | 1.22431 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.10 16:00 | modify | 1 | 0.10 | 1.22431 | 1.23631 | 1.20931 | ||
| 3 | 2022.08.15 08:00 | t/p | 1 | 0.10 | 1.20931 | 1.23631 | 1.20931 | 150.73 | 10150.73 |
| 4 | 2022.08.16 12:00 | buy | 2 | 0.10 | 1.20238 | 0.00000 | 0.00000 | ||
| 5 | 2022.08.16 12:00 | modify | 2 | 0.10 | 1.20238 | 1.19038 | 1.21738 | ||
| 6 | 2022.08.16 16:00 | buy | 3 | 0.10 | 1.20916 | 0.00000 | 0.00000 | ||
| 7 | 2022.08.16 16:00 | modify | 3 | 0.10 | 1.20916 | 1.20763 | 1.21738 | ||
| 8 | 2022.08.16 16:00 | modify | 2 | 0.10 | 1.20238 | 1.20763 | 1.21738 | ||
| 9 | 2022.08.16 20:00 | s/l | 2 | 0.10 | 1.20763 | 1.20763 | 1.21738 | 52.50 | 10203.23 |
| 10 | 2022.08.16 20:00 | s/l | 3 | 0.10 | 1.20763 | 1.20763 | 1.21738 | -15.30 | 10187.93 |
| 11 | 2022.08.19 12:00 | buy | 4 | 0.10 | 1.18359 | 0.00000 | 0.00000 | ||
| 12 | 2022.08.19 12:00 | modify | 4 | 0.10 | 1.18359 | 1.17159 | 1.19859 | ||
| 13 | 2022.08.29 00:00 | s/l | 4 | 0.10 | 1.17159 | 1.17159 | 1.19859 | -123.96 | 10063.97 |
| 14 | 2022.09.16 08:00 | buy | 5 | 0.10 | 1.13754 | 0.00000 | 0.00000 | ||
| 15 | 2022.09.16 08:00 | modify | 5 | 0.10 | 1.13754 | 1.12554 | 1.15254 | ||
| 16 | 2022.09.21 20:00 | s/l | 5 | 0.10 | 1.12554 | 1.12554 | 1.15254 | -121.48 | 9942.49 |
| 17 | 2022.09.21 20:00 | buy | 6 | 0.10 | 1.12856 | 0.00000 | 0.00000 | ||
| 18 | 2022.09.21 20:00 | modify | 6 | 0.10 | 1.12856 | 1.11656 | 1.14356 | ||
| 19 | 2022.09.23 12:00 | s/l | 6 | 0.10 | 1.11656 | 1.11656 | 1.14356 | -121.98 | 9820.51 |
| 20 | 2022.09.23 12:00 | buy | 7 | 0.10 | 1.10581 | 0.00000 | 0.00000 | ||
| 21 | 2022.09.23 12:00 | modify | 7 | 0.10 | 1.10581 | 1.09381 | 1.12081 | ||
| 22 | 2022.09.23 16:00 | s/l | 7 | 0.10 | 1.09381 | 1.09381 | 1.12081 | -120.00 | 9700.51 |
| 23 | 2022.10.26 08:00 | sell | 8 | 0.10 | 1.15684 | 0.00000 | 0.00000 | ||
| 24 | 2022.10.26 08:00 | modify | 8 | 0.10 | 1.15684 | 1.16884 | 1.14184 | ||
| 25 | 2022.11.02 20:00 | t/p | 8 | 0.10 | 1.14184 | 1.16884 | 1.14184 | 151.02 | 9851.53 |
| 26 | 2022.11.03 12:00 | buy | 9 | 0.10 | 1.12510 | 0.00000 | 0.00000 | ||
| 27 | 2022.11.03 12:00 | modify | 9 | 0.10 | 1.12510 | 1.11310 | 1.14010 | ||
| 28 | 2022.11.07 12:00 | t/p | 9 | 0.10 | 1.14010 | 1.11310 | 1.14010 | 149.01 | 10000.54 |
| 29 | 2022.11.11 20:00 | sell | 10 | 0.10 | 1.18531 | 0.00000 | 0.00000 | ||
| 30 | 2022.11.11 20:00 | modify | 10 | 0.10 | 1.18531 | 1.19731 | 1.17031 | ||
| 31 | 2022.11.14 04:00 | sell | 11 | 0.10 | 1.17761 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.14 04:00 | modify | 11 | 0.10 | 1.17761 | 1.18231 | 1.17031 | ||
| 33 | 2022.11.14 04:00 | modify | 10 | 0.10 | 1.18531 | 1.18231 | 1.17031 | ||
| 34 | 2022.11.14 12:00 | s/l | 10 | 0.10 | 1.18231 | 1.18231 | 1.17031 | 30.15 | 10030.69 |
| 35 | 2022.11.14 12:00 | s/l | 11 | 0.10 | 1.18231 | 1.18231 | 1.17031 | -47.00 | 9983.69 |
| 36 | 2022.11.23 16:00 | sell | 12 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
| 37 | 2022.11.23 16:00 | modify | 12 | 0.10 | 1.20663 | 1.21863 | 1.19163 | ||
| 38 | 2022.11.30 16:00 | t/p | 12 | 0.10 | 1.19163 | 1.21863 | 1.19163 | 151.02 | 10134.71 |
| 39 | 2022.12.13 16:00 | sell | 13 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
| 40 | 2022.12.13 16:00 | modify | 13 | 0.10 | 1.23934 | 1.25134 | 1.22434 | ||
| 41 | 2022.12.15 16:00 | t/p | 13 | 0.10 | 1.22434 | 1.25134 | 1.22434 | 150.59 | 10285.30 |
| 42 | 2023.01.18 16:00 | sell | 14 | 0.10 | 1.23941 | 0.00000 | 0.00000 | ||
| 43 | 2023.01.18 16:00 | modify | 14 | 0.10 | 1.23941 | 1.25141 | 1.22441 | ||
| 44 | 2023.01.25 04:00 | sell | 15 | 0.10 | 1.23258 | 0.00000 | 0.00000 | ||
| 45 | 2023.01.25 04:00 | modify | 15 | 0.10 | 1.23258 | 1.23416 | 1.22441 | ||
| 46 | 2023.01.25 04:00 | modify | 14 | 0.10 | 1.23941 | 1.23416 | 1.22441 | ||
| 47 | 2023.01.25 08:00 | s/l | 14 | 0.10 | 1.23416 | 1.23416 | 1.22441 | 53.52 | 10338.82 |
| 48 | 2023.01.25 08:00 | s/l | 15 | 0.10 | 1.23416 | 1.23416 | 1.22441 | -15.80 | 10323.02 |
| 49 | 2023.02.03 20:00 | buy | 16 | 0.10 | 1.20580 | 0.00000 | 0.00000 | ||
| 50 | 2023.02.03 20:00 | modify | 16 | 0.10 | 1.20580 | 1.19380 | 1.22080 | ||
| 51 | 2023.02.14 12:00 | t/p | 16 | 0.10 | 1.22080 | 1.19380 | 1.22080 | 145.55 | 10468.57 |
| 52 | 2023.02.24 16:00 | buy | 17 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
| 53 | 2023.02.24 16:00 | modify | 17 | 0.10 | 1.19438 | 1.18238 | 1.20938 | ||
| 54 | 2023.02.28 12:00 | t/p | 17 | 0.10 | 1.20938 | 1.18238 | 1.20938 | 149.01 | 10617.58 |
| 55 | 2023.03.07 20:00 | buy | 18 | 0.10 | 1.18316 | 0.00000 | 0.00000 | ||
| 56 | 2023.03.07 20:00 | modify | 18 | 0.10 | 1.18316 | 1.17116 | 1.19816 | ||
| 57 | 2023.03.10 12:00 | t/p | 18 | 0.10 | 1.19816 | 1.17116 | 1.19816 | 147.53 | 10765.11 |
| 58 | 2023.03.10 16:00 | sell | 19 | 0.10 | 1.20981 | 0.00000 | 0.00000 | ||
| 59 | 2023.03.10 16:00 | modify | 19 | 0.10 | 1.20981 | 1.22181 | 1.19481 | ||
| 60 | 2023.03.15 16:00 | sell | 20 | 0.10 | 1.20304 | 0.00000 | 0.00000 | ||
| 61 | 2023.03.15 16:00 | modify | 20 | 0.10 | 1.20304 | 1.20456 | 1.19481 | ||
| 62 | 2023.03.15 16:00 | modify | 19 | 0.10 | 1.20981 | 1.20456 | 1.19481 | ||
| 63 | 2023.03.15 20:00 | s/l | 19 | 0.10 | 1.20456 | 1.20456 | 1.19481 | 52.94 | 10818.05 |
| 64 | 2023.03.15 20:00 | s/l | 20 | 0.10 | 1.20456 | 1.20456 | 1.19481 | -15.20 | 10802.85 |
| 65 | 2023.05.05 16:00 | sell | 21 | 0.10 | 1.26478 | 0.00000 | 0.00000 | ||
| 66 | 2023.05.05 16:00 | modify | 21 | 0.10 | 1.26478 | 1.27678 | 1.24978 | ||
| 67 | 2023.05.12 16:00 | t/p | 21 | 0.10 | 1.24978 | 1.27678 | 1.24978 | 151.02 | 10953.87 |
| 68 | 2023.05.12 20:00 | buy | 22 | 0.10 | 1.24537 | 0.00000 | 0.00000 | ||
| 69 | 2023.05.12 20:00 | modify | 22 | 0.10 | 1.24537 | 1.23337 | 1.26037 | ||
| 70 | 2023.05.16 04:00 | buy | 23 | 0.10 | 1.25301 | 0.00000 | 0.00000 | ||
| 71 | 2023.05.16 04:00 | modify | 23 | 0.10 | 1.25301 | 1.24837 | 1.26037 | ||
| 72 | 2023.05.16 04:00 | modify | 22 | 0.10 | 1.24537 | 1.24837 | 1.26037 | ||
| 73 | 2023.05.16 08:00 | s/l | 22 | 0.10 | 1.24837 | 1.24837 | 1.26037 | 29.01 | 10982.88 |
| 74 | 2023.05.16 08:00 | s/l | 23 | 0.10 | 1.24837 | 1.24837 | 1.26037 | -46.40 | 10936.48 |
| 75 | 2023.06.14 16:00 | sell | 24 | 0.10 | 1.26939 | 0.00000 | 0.00000 | ||
| 76 | 2023.06.14 16:00 | modify | 24 | 0.10 | 1.26939 | 1.28139 | 1.25439 | ||
| 77 | 2023.06.16 08:00 | s/l | 24 | 0.10 | 1.28139 | 1.28139 | 1.25439 | -119.42 | 10817.07 |
| 78 | 2023.06.16 12:00 | sell | 25 | 0.10 | 1.28245 | 0.00000 | 0.00000 | ||
| 79 | 2023.06.16 12:00 | modify | 25 | 0.10 | 1.28245 | 1.29445 | 1.26745 | ||
| 80 | 2023.06.22 16:00 | sell | 26 | 0.10 | 1.27471 | 0.00000 | 0.00000 | ||
| 81 | 2023.06.22 16:00 | modify | 26 | 0.10 | 1.27471 | 1.27945 | 1.26745 | ||
| 82 | 2023.06.22 16:00 | modify | 25 | 0.10 | 1.28245 | 1.27945 | 1.26745 | ||
| 83 | 2023.06.28 12:00 | t/p | 25 | 0.10 | 1.26745 | 1.27945 | 1.26745 | 151.46 | 10968.53 |
| 84 | 2023.06.28 12:00 | t/p | 26 | 0.10 | 1.26745 | 1.27945 | 1.26745 | 73.18 | 11041.71 |
| 85 | 2023.06.28 16:00 | buy | 27 | 0.10 | 1.26380 | 0.00000 | 0.00000 | ||
| 86 | 2023.06.28 16:00 | modify | 27 | 0.10 | 1.26380 | 1.25180 | 1.27880 | ||
| 87 | 2023.07.05 08:00 | buy | 28 | 0.10 | 1.27132 | 0.00000 | 0.00000 | ||
| 88 | 2023.07.05 08:00 | modify | 28 | 0.10 | 1.27132 | 1.26680 | 1.27880 | ||
| 89 | 2023.07.05 08:00 | modify | 27 | 0.10 | 1.26380 | 1.26680 | 1.27880 | ||
| 90 | 2023.07.06 00:00 | buy | 29 | 0.10 | 1.27071 | 0.00000 | 0.00000 | ||
| 91 | 2023.07.06 00:00 | modify | 29 | 0.10 | 1.27071 | 1.26905 | 1.27880 | ||
| 92 | 2023.07.06 00:00 | modify | 28 | 0.10 | 1.27132 | 1.26905 | 1.27880 | ||
| 93 | 2023.07.06 00:00 | modify | 27 | 0.10 | 1.26380 | 1.26905 | 1.27880 | ||
| 94 | 2023.07.06 04:00 | s/l | 27 | 0.10 | 1.26905 | 1.26905 | 1.27880 | 47.55 | 11089.27 |
| 95 | 2023.07.06 04:00 | s/l | 28 | 0.10 | 1.26905 | 1.26905 | 1.27880 | -24.18 | 11065.08 |
| 96 | 2023.07.06 04:00 | s/l | 29 | 0.10 | 1.26905 | 1.26905 | 1.27880 | -16.60 | 11048.48 |
| 97 | 2023.07.13 12:00 | sell | 30 | 0.10 | 1.30620 | 0.00000 | 0.00000 | ||
| 98 | 2023.07.13 12:00 | modify | 30 | 0.10 | 1.30620 | 1.31820 | 1.29120 | ||
| 99 | 2023.07.19 12:00 | t/p | 30 | 0.10 | 1.29120 | 1.31820 | 1.29120 | 150.59 | 11199.07 |