Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=6; 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 | 2617 | Ticks modelled | 79755 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1757.68 | Gross profit | 1996.93 | Gross loss | -239.25 |
| Profit factor | 8.35 | Expected payoff | 58.59 | ||
| Absolute drawdown | 153.05 | Maximal drawdown | 243.00 (2.40%) | Relative drawdown | 2.40% (243.00) |
| Total trades | 30 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 11 (90.91%) |
| Profit trades (% of total) | 24 (80.00%) | Loss trades (% of total) | 6 (20.00%) | ||
| Largest | profit trade | 150.29 | loss trade | -100.00 | |
| Average | profit trade | 83.21 | loss trade | -39.88 | |
| Maximum | consecutive wins (profit in money) | 15 (1282.07) | consecutive losses (loss in money) | 2 (-38.10) | |
| Maximal | consecutive profit (count of wins) | 1282.07 (15) | consecutive loss (count of losses) | -100.00 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.21 12:00 | buy | 1 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
| 2 | 2022.09.21 12:00 | modify | 1 | 0.10 | 1.13388 | 1.12388 | 1.14888 | ||
| 3 | 2022.09.21 18:15 | s/l | 1 | 0.10 | 1.12388 | 1.12388 | 1.14888 | -100.00 | 9900.00 |
| 4 | 2022.10.13 20:00 | sell | 2 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.13 20:00 | modify | 2 | 0.10 | 1.13159 | 1.14159 | 1.11659 | ||
| 6 | 2022.10.14 11:10 | sell | 3 | 0.10 | 1.12401 | 0.00000 | 0.00000 | ||
| 7 | 2022.10.14 11:10 | modify | 3 | 0.10 | 1.12401 | 1.12934 | 1.11659 | ||
| 8 | 2022.10.14 11:10 | modify | 2 | 0.10 | 1.13159 | 1.12934 | 1.11659 | ||
| 9 | 2022.10.14 14:15 | t/p | 2 | 0.10 | 1.11659 | 1.12934 | 1.11659 | 150.15 | 10050.15 |
| 10 | 2022.10.14 14:15 | t/p | 3 | 0.10 | 1.11659 | 1.12934 | 1.11659 | 74.20 | 10124.35 |
| 11 | 2022.10.26 12:00 | sell | 4 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 12 | 2022.10.26 12:00 | modify | 4 | 0.10 | 1.15630 | 1.16630 | 1.14130 | ||
| 13 | 2022.10.31 13:50 | sell | 5 | 0.10 | 1.14787 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.31 13:50 | modify | 5 | 0.10 | 1.14787 | 1.15030 | 1.14130 | ||
| 15 | 2022.10.31 13:50 | modify | 4 | 0.10 | 1.15630 | 1.15030 | 1.14130 | ||
| 16 | 2022.10.31 14:30 | s/l | 4 | 0.10 | 1.15030 | 1.15030 | 1.14130 | 60.73 | 10185.08 |
| 17 | 2022.10.31 14:30 | s/l | 5 | 0.10 | 1.15030 | 1.15030 | 1.14130 | -24.30 | 10160.78 |
| 18 | 2022.11.23 20:00 | sell | 6 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 19 | 2022.11.23 20:00 | modify | 6 | 0.10 | 1.20648 | 1.21648 | 1.19148 | ||
| 20 | 2022.11.28 19:20 | sell | 7 | 0.10 | 1.19669 | 0.00000 | 0.00000 | ||
| 21 | 2022.11.28 19:20 | modify | 7 | 0.10 | 1.19669 | 1.19898 | 1.19148 | ||
| 22 | 2022.11.28 19:20 | modify | 6 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
| 23 | 2022.11.29 01:40 | s/l | 6 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 75.88 | 10236.66 |
| 24 | 2022.11.29 01:40 | s/l | 7 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -22.75 | 10213.90 |
| 25 | 2023.02.24 20:00 | buy | 8 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.24 20:00 | modify | 8 | 0.10 | 1.19461 | 1.18461 | 1.20961 | ||
| 27 | 2023.02.27 13:50 | buy | 9 | 0.10 | 1.20224 | 0.00000 | 0.00000 | ||
| 28 | 2023.02.27 13:50 | modify | 9 | 0.10 | 1.20224 | 1.19686 | 1.20961 | ||
| 29 | 2023.02.27 13:50 | modify | 8 | 0.10 | 1.19461 | 1.19686 | 1.20961 | ||
| 30 | 2023.02.27 17:20 | buy | 10 | 0.10 | 1.20444 | 0.00000 | 0.00000 | ||
| 31 | 2023.02.27 17:20 | modify | 10 | 0.10 | 1.20444 | 1.20211 | 1.20961 | ||
| 32 | 2023.02.27 17:20 | modify | 9 | 0.10 | 1.20224 | 1.20211 | 1.20961 | ||
| 33 | 2023.02.27 17:20 | modify | 8 | 0.10 | 1.19461 | 1.20211 | 1.20961 | ||
| 34 | 2023.02.28 09:15 | t/p | 8 | 0.10 | 1.20961 | 1.20211 | 1.20961 | 149.01 | 10362.91 |
| 35 | 2023.02.28 09:15 | t/p | 9 | 0.10 | 1.20961 | 1.20211 | 1.20961 | 73.21 | 10436.12 |
| 36 | 2023.02.28 09:15 | t/p | 10 | 0.10 | 1.20961 | 1.20211 | 1.20961 | 51.21 | 10487.32 |
| 37 | 2023.03.08 08:00 | buy | 11 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 38 | 2023.03.08 08:00 | modify | 11 | 0.10 | 1.18274 | 1.17274 | 1.19774 | ||
| 39 | 2023.03.09 11:40 | buy | 12 | 0.10 | 1.19048 | 0.00000 | 0.00000 | ||
| 40 | 2023.03.09 11:40 | modify | 12 | 0.10 | 1.19048 | 1.18499 | 1.19774 | ||
| 41 | 2023.03.09 11:40 | modify | 11 | 0.10 | 1.18274 | 1.18499 | 1.19774 | ||
| 42 | 2023.03.09 13:50 | buy | 13 | 0.10 | 1.19109 | 0.00000 | 0.00000 | ||
| 43 | 2023.03.09 13:50 | modify | 13 | 0.10 | 1.19109 | 1.18874 | 1.19774 | ||
| 44 | 2023.03.09 13:50 | modify | 12 | 0.10 | 1.19048 | 1.18874 | 1.19774 | ||
| 45 | 2023.03.09 13:50 | modify | 11 | 0.10 | 1.18274 | 1.18874 | 1.19774 | ||
| 46 | 2023.03.09 14:30 | buy | 14 | 0.10 | 1.19256 | 0.00000 | 0.00000 | ||
| 47 | 2023.03.09 14:30 | modify | 14 | 0.10 | 1.19256 | 1.19024 | 1.19774 | ||
| 48 | 2023.03.09 14:30 | modify | 13 | 0.10 | 1.19109 | 1.19024 | 1.19774 | ||
| 49 | 2023.03.09 14:30 | modify | 12 | 0.10 | 1.19048 | 1.19024 | 1.19774 | ||
| 50 | 2023.03.09 14:30 | modify | 11 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
| 51 | 2023.03.10 09:30 | t/p | 11 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 148.02 | 10635.34 |
| 52 | 2023.03.10 09:30 | t/p | 12 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 72.11 | 10707.45 |
| 53 | 2023.03.10 09:30 | t/p | 13 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 66.01 | 10773.45 |
| 54 | 2023.03.10 09:30 | t/p | 14 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 51.31 | 10824.76 |
| 55 | 2023.04.13 20:00 | sell | 15 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 56 | 2023.04.13 20:00 | modify | 15 | 0.10 | 1.25244 | 1.26244 | 1.23744 | ||
| 57 | 2023.04.14 15:10 | sell | 16 | 0.10 | 1.24396 | 0.00000 | 0.00000 | ||
| 58 | 2023.04.14 15:10 | modify | 16 | 0.10 | 1.24396 | 1.24644 | 1.23744 | ||
| 59 | 2023.04.14 15:10 | modify | 15 | 0.10 | 1.25244 | 1.24644 | 1.23744 | ||
| 60 | 2023.04.17 12:20 | sell | 17 | 0.10 | 1.24268 | 0.00000 | 0.00000 | ||
| 61 | 2023.04.17 12:20 | modify | 17 | 0.10 | 1.24268 | 1.24494 | 1.23744 | ||
| 62 | 2023.04.17 12:20 | modify | 16 | 0.10 | 1.24396 | 1.24494 | 1.23744 | ||
| 63 | 2023.04.17 12:20 | modify | 15 | 0.10 | 1.25244 | 1.24494 | 1.23744 | ||
| 64 | 2023.04.17 14:30 | t/p | 15 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 150.29 | 10975.05 |
| 65 | 2023.04.17 14:30 | t/p | 16 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 65.35 | 11040.40 |
| 66 | 2023.04.17 14:30 | t/p | 17 | 0.10 | 1.23744 | 1.24494 | 1.23744 | 52.40 | 11092.80 |
| 67 | 2023.06.01 20:00 | sell | 18 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 68 | 2023.06.01 20:00 | modify | 18 | 0.10 | 1.25300 | 1.26300 | 1.23800 | ||
| 69 | 2023.06.02 17:15 | sell | 19 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 70 | 2023.06.02 17:15 | modify | 19 | 0.10 | 1.24474 | 1.24700 | 1.23800 | ||
| 71 | 2023.06.02 17:15 | modify | 18 | 0.10 | 1.25300 | 1.24700 | 1.23800 | ||
| 72 | 2023.06.02 17:35 | sell | 20 | 0.10 | 1.24543 | 0.00000 | 0.00000 | ||
| 73 | 2023.06.02 17:35 | modify | 20 | 0.10 | 1.24543 | 1.25075 | 1.23800 | ||
| 74 | 2023.06.02 17:40 | modify | 20 | 0.10 | 1.24543 | 1.24700 | 1.23800 | ||
| 75 | 2023.06.04 23:30 | sell | 21 | 0.10 | 1.24306 | 0.00000 | 0.00000 | ||
| 76 | 2023.06.04 23:30 | modify | 21 | 0.10 | 1.24306 | 1.24550 | 1.23800 | ||
| 77 | 2023.06.04 23:30 | modify | 19 | 0.10 | 1.24474 | 1.24550 | 1.23800 | ||
| 78 | 2023.06.04 23:30 | modify | 20 | 0.10 | 1.24543 | 1.24550 | 1.23800 | ||
| 79 | 2023.06.04 23:30 | modify | 18 | 0.10 | 1.25300 | 1.24550 | 1.23800 | ||
| 80 | 2023.06.05 12:30 | t/p | 18 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 150.29 | 11243.09 |
| 81 | 2023.06.05 12:30 | t/p | 19 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 67.55 | 11310.64 |
| 82 | 2023.06.05 12:30 | t/p | 20 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 74.45 | 11385.08 |
| 83 | 2023.06.05 12:30 | t/p | 21 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 50.75 | 11435.83 |
| 84 | 2023.06.09 20:00 | sell | 22 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
| 85 | 2023.06.09 20:00 | modify | 22 | 0.10 | 1.25767 | 1.26767 | 1.24267 | ||
| 86 | 2023.06.12 16:55 | sell | 23 | 0.10 | 1.24939 | 0.00000 | 0.00000 | ||
| 87 | 2023.06.12 16:55 | modify | 23 | 0.10 | 1.24939 | 1.25167 | 1.24267 | ||
| 88 | 2023.06.12 16:55 | modify | 22 | 0.10 | 1.25767 | 1.25167 | 1.24267 | ||
| 89 | 2023.06.12 17:45 | sell | 24 | 0.10 | 1.25014 | 0.00000 | 0.00000 | ||
| 90 | 2023.06.12 17:45 | modify | 24 | 0.10 | 1.25014 | 1.25542 | 1.24267 | ||
| 91 | 2023.06.12 17:50 | modify | 24 | 0.10 | 1.25014 | 1.25167 | 1.24267 | ||
| 92 | 2023.06.12 20:15 | s/l | 22 | 0.10 | 1.25167 | 1.25167 | 1.24267 | 60.15 | 11495.98 |
| 93 | 2023.06.12 20:15 | s/l | 23 | 0.10 | 1.25167 | 1.25167 | 1.24267 | -22.80 | 11473.18 |
| 94 | 2023.06.12 20:15 | s/l | 24 | 0.10 | 1.25167 | 1.25167 | 1.24267 | -15.30 | 11457.88 |
| 95 | 2023.07.07 20:00 | sell | 25 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
| 96 | 2023.07.07 20:00 | modify | 25 | 0.10 | 1.28299 | 1.29299 | 1.26799 | ||
| 97 | 2023.07.10 12:50 | sell | 26 | 0.10 | 1.27533 | 0.00000 | 0.00000 | ||
| 98 | 2023.07.10 12:50 | modify | 26 | 0.10 | 1.27533 | 1.28074 | 1.26799 | ||
| 99 | 2023.07.10 12:50 | modify | 25 | 0.10 | 1.28299 | 1.28074 | 1.26799 | ||
| 100 | 2023.07.10 14:30 | s/l | 25 | 0.10 | 1.28074 | 1.28074 | 1.26799 | 22.65 | 11480.52 |
| 101 | 2023.07.10 14:30 | s/l | 26 | 0.10 | 1.28074 | 1.28074 | 1.26799 | -54.10 | 11426.42 |
| 102 | 2023.08.25 08:00 | buy | 27 | 0.10 | 1.25779 | 0.00000 | 0.00000 | ||
| 103 | 2023.08.25 08:00 | modify | 27 | 0.10 | 1.25779 | 1.24779 | 1.27279 | ||
| 104 | 2023.08.29 19:59 | buy | 28 | 0.10 | 1.26532 | 0.00000 | 0.00000 | ||
| 105 | 2023.08.29 19:59 | modify | 28 | 0.10 | 1.26532 | 1.26004 | 1.27279 | ||
| 106 | 2023.08.29 19:59 | modify | 27 | 0.10 | 1.25779 | 1.26004 | 1.27279 | ||
| 107 | 2023.08.30 09:30 | buy | 29 | 0.10 | 1.26632 | 0.00000 | 0.00000 | ||
| 108 | 2023.08.30 09:30 | modify | 29 | 0.10 | 1.26632 | 1.26379 | 1.27279 | ||
| 109 | 2023.08.30 09:30 | modify | 28 | 0.10 | 1.26532 | 1.26379 | 1.27279 | ||
| 110 | 2023.08.30 09:30 | modify | 27 | 0.10 | 1.25779 | 1.26379 | 1.27279 | ||
| 111 | 2023.08.30 13:30 | t/p | 27 | 0.10 | 1.27279 | 1.26379 | 1.27279 | 148.52 | 11574.94 |
| 112 | 2023.08.30 13:30 | t/p | 28 | 0.10 | 1.27279 | 1.26379 | 1.27279 | 74.21 | 11649.14 |
| 113 | 2023.08.30 13:30 | t/p | 29 | 0.10 | 1.27279 | 1.26379 | 1.27279 | 64.70 | 11713.84 |
| 114 | 2023.08.30 20:00 | sell | 30 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
| 115 | 2023.08.30 20:00 | modify | 30 | 0.10 | 1.27170 | 1.28170 | 1.25670 | ||
| 116 | 2023.08.31 23:59 | close at stop | 30 | 0.10 | 1.26736 | 1.28170 | 1.25670 | 43.84 | 11757.68 |