Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
| 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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1508.63 | Gross profit | 2459.90 | Gross loss | -951.27 |
| Profit factor | 2.59 | Expected payoff | 40.77 | ||
| Absolute drawdown | 94.25 | Maximal drawdown | 321.22 (2.81%) | Relative drawdown | 2.81% (321.22) |
| Total trades | 37 | Short positions (won %) | 26 (65.38%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 140.00 | loss trade | -60.72 | |
| Average | profit trade | 117.14 | loss trade | -59.45 | |
| Maximum | consecutive wins (profit in money) | 4 (256.07) | consecutive losses (loss in money) | 4 (-229.33) | |
| Maximal | consecutive profit (count of wins) | 360.98 (3) | consecutive loss (count of losses) | -229.33 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.03 16:00 | sell | 1 | 0.10 | 1.12697 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.03 16:00 | modify | 1 | 0.10 | 1.12697 | 1.13297 | 1.11297 | ||
| 3 | 2022.10.04 00:00 | s/l | 1 | 0.10 | 1.13297 | 1.13297 | 1.11297 | -60.05 | 9939.95 |
| 4 | 2022.10.04 16:00 | sell | 2 | 0.10 | 1.14436 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.04 16:00 | modify | 2 | 0.10 | 1.14436 | 1.15036 | 1.13036 | ||
| 6 | 2022.10.05 16:00 | t/p | 2 | 0.10 | 1.13036 | 1.15036 | 1.13036 | 139.95 | 10079.91 |
| 7 | 2022.10.05 16:00 | buy | 3 | 0.10 | 1.12761 | 0.00000 | 0.00000 | ||
| 8 | 2022.10.05 16:00 | modify | 3 | 0.10 | 1.12761 | 1.12161 | 1.14161 | ||
| 9 | 2022.10.06 16:00 | s/l | 3 | 0.10 | 1.12161 | 1.12161 | 1.14161 | -60.54 | 10019.37 |
| 10 | 2022.10.07 16:00 | buy | 4 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.07 16:00 | modify | 4 | 0.10 | 1.11167 | 1.10567 | 1.12567 | ||
| 12 | 2022.10.07 20:00 | s/l | 4 | 0.10 | 1.10567 | 1.10567 | 1.12567 | -60.00 | 9959.37 |
| 13 | 2022.10.11 16:00 | sell | 5 | 0.10 | 1.11653 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.11 16:00 | modify | 5 | 0.10 | 1.11653 | 1.12253 | 1.10253 | ||
| 15 | 2022.10.11 20:00 | t/p | 5 | 0.10 | 1.10253 | 1.12253 | 1.10253 | 140.00 | 10099.37 |
| 16 | 2022.10.17 16:00 | sell | 6 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
| 17 | 2022.10.17 16:00 | modify | 6 | 0.10 | 1.14246 | 1.14846 | 1.12846 | ||
| 18 | 2022.10.18 16:00 | t/p | 6 | 0.10 | 1.12846 | 1.14846 | 1.12846 | 139.95 | 10239.32 |
| 19 | 2022.10.25 16:00 | sell | 7 | 0.10 | 1.14668 | 0.00000 | 0.00000 | ||
| 20 | 2022.10.25 16:00 | modify | 7 | 0.10 | 1.14668 | 1.15268 | 1.13268 | ||
| 21 | 2022.10.26 08:00 | s/l | 7 | 0.10 | 1.15268 | 1.15268 | 1.13268 | -60.05 | 10179.27 |
| 22 | 2022.11.08 16:00 | sell | 8 | 0.10 | 1.15634 | 0.00000 | 0.00000 | ||
| 23 | 2022.11.08 16:00 | modify | 8 | 0.10 | 1.15634 | 1.16234 | 1.14234 | ||
| 24 | 2022.11.09 12:00 | t/p | 8 | 0.10 | 1.14234 | 1.16234 | 1.14234 | 139.95 | 10319.23 |
| 25 | 2022.11.09 16:00 | buy | 9 | 0.10 | 1.13783 | 0.00000 | 0.00000 | ||
| 26 | 2022.11.09 16:00 | modify | 9 | 0.10 | 1.13783 | 1.13183 | 1.15183 | ||
| 27 | 2022.11.10 16:00 | t/p | 9 | 0.10 | 1.15183 | 1.13183 | 1.15183 | 139.46 | 10458.69 |
| 28 | 2022.11.10 16:00 | sell | 10 | 0.10 | 1.16798 | 0.00000 | 0.00000 | ||
| 29 | 2022.11.10 16:00 | modify | 10 | 0.10 | 1.16798 | 1.17398 | 1.15398 | ||
| 30 | 2022.11.11 08:00 | s/l | 10 | 0.10 | 1.17398 | 1.17398 | 1.15398 | -60.05 | 10398.64 |
| 31 | 2022.11.17 16:00 | buy | 11 | 0.10 | 1.17808 | 0.00000 | 0.00000 | ||
| 32 | 2022.11.17 16:00 | modify | 11 | 0.10 | 1.17808 | 1.17208 | 1.19208 | ||
| 33 | 2022.11.18 04:00 | t/p | 11 | 0.10 | 1.19208 | 1.17208 | 1.19208 | 139.82 | 10538.46 |
| 34 | 2022.11.21 16:00 | buy | 12 | 0.10 | 1.17871 | 0.00000 | 0.00000 | ||
| 35 | 2022.11.21 16:00 | modify | 12 | 0.10 | 1.17871 | 1.17271 | 1.19271 | ||
| 36 | 2022.11.23 12:00 | t/p | 12 | 0.10 | 1.19271 | 1.17271 | 1.19271 | 139.64 | 10678.11 |
| 37 | 2022.11.23 16:00 | sell | 13 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
| 38 | 2022.11.23 16:00 | modify | 13 | 0.10 | 1.20663 | 1.21263 | 1.19263 | ||
| 39 | 2022.11.24 12:00 | s/l | 13 | 0.10 | 1.21263 | 1.21263 | 1.19263 | -60.14 | 10617.97 |
| 40 | 2022.12.13 16:00 | sell | 14 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
| 41 | 2022.12.13 16:00 | modify | 14 | 0.10 | 1.23934 | 1.24534 | 1.22534 | ||
| 42 | 2022.12.15 16:00 | t/p | 14 | 0.10 | 1.22534 | 1.24534 | 1.22534 | 139.81 | 10757.78 |
| 43 | 2022.12.15 16:00 | buy | 15 | 0.10 | 1.22192 | 0.00000 | 0.00000 | ||
| 44 | 2022.12.15 16:00 | modify | 15 | 0.10 | 1.22192 | 1.21592 | 1.23592 | ||
| 45 | 2022.12.15 20:00 | s/l | 15 | 0.10 | 1.21592 | 1.21592 | 1.23592 | -60.00 | 10697.78 |
| 46 | 2023.01.05 16:00 | buy | 16 | 0.10 | 1.18836 | 0.00000 | 0.00000 | ||
| 47 | 2023.01.05 16:00 | modify | 16 | 0.10 | 1.18836 | 1.18236 | 1.20236 | ||
| 48 | 2023.01.06 16:00 | t/p | 16 | 0.10 | 1.20236 | 1.18236 | 1.20236 | 139.82 | 10837.60 |
| 49 | 2023.01.06 16:00 | sell | 17 | 0.10 | 1.20460 | 0.00000 | 0.00000 | ||
| 50 | 2023.01.06 16:00 | modify | 17 | 0.10 | 1.20460 | 1.21060 | 1.19060 | ||
| 51 | 2023.01.09 00:00 | s/l | 17 | 0.10 | 1.21060 | 1.21060 | 1.19060 | -60.05 | 10777.55 |
| 52 | 2023.02.03 16:00 | buy | 18 | 0.10 | 1.21070 | 0.00000 | 0.00000 | ||
| 53 | 2023.02.03 16:00 | modify | 18 | 0.10 | 1.21070 | 1.20470 | 1.22470 | ||
| 54 | 2023.02.05 20:00 | s/l | 18 | 0.10 | 1.20470 | 1.20470 | 1.22470 | -60.00 | 10717.55 |
| 55 | 2023.02.21 16:00 | sell | 19 | 0.10 | 1.21417 | 0.00000 | 0.00000 | ||
| 56 | 2023.02.21 16:00 | modify | 19 | 0.10 | 1.21417 | 1.22017 | 1.20017 | ||
| 57 | 2023.02.22 12:00 | sell | 20 | 0.10 | 1.20840 | 0.00000 | 0.00000 | ||
| 58 | 2023.02.22 12:00 | modify | 20 | 0.10 | 1.20840 | 1.21347 | 1.20017 | ||
| 59 | 2023.02.22 12:00 | modify | 19 | 0.10 | 1.21417 | 1.21347 | 1.20017 | ||
| 60 | 2023.02.23 20:00 | t/p | 19 | 0.10 | 1.20017 | 1.21347 | 1.20017 | 139.81 | 10857.36 |
| 61 | 2023.02.23 20:00 | t/p | 20 | 0.10 | 1.20017 | 1.21347 | 1.20017 | 82.16 | 10939.52 |
| 62 | 2023.03.07 16:00 | buy | 21 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
| 63 | 2023.03.07 16:00 | modify | 21 | 0.10 | 1.18783 | 1.18183 | 1.20183 | ||
| 64 | 2023.03.08 04:00 | s/l | 21 | 0.10 | 1.18183 | 1.18183 | 1.20183 | -60.18 | 10879.34 |
| 65 | 2023.03.13 16:00 | sell | 22 | 0.10 | 1.21580 | 0.00000 | 0.00000 | ||
| 66 | 2023.03.13 16:00 | modify | 22 | 0.10 | 1.21580 | 1.22180 | 1.20180 | ||
| 67 | 2023.03.15 20:00 | t/p | 22 | 0.10 | 1.20180 | 1.22180 | 1.20180 | 139.91 | 11019.25 |
| 68 | 2023.04.14 16:00 | buy | 23 | 0.10 | 1.24188 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.14 16:00 | modify | 23 | 0.10 | 1.24188 | 1.23588 | 1.25588 | ||
| 70 | 2023.04.17 16:00 | s/l | 23 | 0.10 | 1.23588 | 1.23588 | 1.25588 | -60.18 | 10959.07 |
| 71 | 2023.04.28 16:00 | sell | 24 | 0.10 | 1.25801 | 0.00000 | 0.00000 | ||
| 72 | 2023.04.28 16:00 | modify | 24 | 0.10 | 1.25801 | 1.26401 | 1.24401 | ||
| 73 | 2023.05.01 12:00 | sell | 25 | 0.10 | 1.25228 | 0.00000 | 0.00000 | ||
| 74 | 2023.05.01 12:00 | modify | 25 | 0.10 | 1.25228 | 1.25731 | 1.24401 | ||
| 75 | 2023.05.01 12:00 | modify | 24 | 0.10 | 1.25801 | 1.25731 | 1.24401 | ||
| 76 | 2023.05.02 16:00 | t/p | 24 | 0.10 | 1.24401 | 1.25731 | 1.24401 | 139.91 | 11098.98 |
| 77 | 2023.05.02 16:00 | t/p | 25 | 0.10 | 1.24401 | 1.25731 | 1.24401 | 82.65 | 11181.63 |
| 78 | 2023.05.11 16:00 | buy | 26 | 0.10 | 1.25028 | 0.00000 | 0.00000 | ||
| 79 | 2023.05.11 16:00 | modify | 26 | 0.10 | 1.25028 | 1.24428 | 1.26428 | ||
| 80 | 2023.05.17 08:00 | s/l | 26 | 0.10 | 1.24428 | 1.24428 | 1.26428 | -60.72 | 11120.91 |
| 81 | 2023.06.01 16:00 | sell | 27 | 0.10 | 1.25327 | 0.00000 | 0.00000 | ||
| 82 | 2023.06.01 16:00 | modify | 27 | 0.10 | 1.25327 | 1.25927 | 1.23927 | ||
| 83 | 2023.06.04 20:00 | sell | 28 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 84 | 2023.06.04 20:00 | modify | 28 | 0.10 | 1.24474 | 1.24767 | 1.23927 | ||
| 85 | 2023.06.04 20:00 | sell | 29 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 86 | 2023.06.04 20:00 | modify | 29 | 0.10 | 1.24474 | 1.24767 | 1.23927 | ||
| 87 | 2023.06.04 20:00 | modify | 27 | 0.10 | 1.25327 | 1.24767 | 1.23927 | ||
| 88 | 2023.06.05 08:00 | t/p | 27 | 0.10 | 1.23927 | 1.24767 | 1.23927 | 139.91 | 11260.82 |
| 89 | 2023.06.05 08:00 | t/p | 28 | 0.10 | 1.23927 | 1.24767 | 1.23927 | 54.65 | 11315.47 |
| 90 | 2023.06.05 08:00 | t/p | 29 | 0.10 | 1.23927 | 1.24767 | 1.23927 | 54.65 | 11370.13 |
| 91 | 2023.06.08 16:00 | sell | 30 | 0.10 | 1.25444 | 0.00000 | 0.00000 | ||
| 92 | 2023.06.08 16:00 | modify | 30 | 0.10 | 1.25444 | 1.26044 | 1.24044 | ||
| 93 | 2023.06.12 16:00 | sell | 31 | 0.10 | 1.24884 | 0.00000 | 0.00000 | ||
| 94 | 2023.06.12 16:00 | modify | 31 | 0.10 | 1.24884 | 1.25374 | 1.24044 | ||
| 95 | 2023.06.12 16:00 | modify | 30 | 0.10 | 1.25444 | 1.25374 | 1.24044 | ||
| 96 | 2023.06.13 04:00 | s/l | 30 | 0.10 | 1.25374 | 1.25374 | 1.24044 | 6.86 | 11376.98 |
| 97 | 2023.06.13 04:00 | s/l | 31 | 0.10 | 1.25374 | 1.25374 | 1.24044 | -49.05 | 11327.94 |
| 98 | 2023.06.14 16:00 | sell | 32 | 0.10 | 1.26939 | 0.00000 | 0.00000 | ||
| 99 | 2023.06.14 16:00 | modify | 32 | 0.10 | 1.26939 | 1.27539 | 1.25539 | ||
| 100 | 2023.06.15 16:00 | s/l | 32 | 0.10 | 1.27539 | 1.27539 | 1.25539 | -60.14 | 11267.80 |
| 101 | 2023.06.15 16:00 | sell | 33 | 0.10 | 1.27592 | 0.00000 | 0.00000 | ||
| 102 | 2023.06.15 16:00 | modify | 33 | 0.10 | 1.27592 | 1.28192 | 1.26192 | ||
| 103 | 2023.06.16 08:00 | s/l | 33 | 0.10 | 1.28192 | 1.28192 | 1.26192 | -60.05 | 11207.75 |
| 104 | 2023.07.07 16:00 | sell | 34 | 0.10 | 1.28377 | 0.00000 | 0.00000 | ||
| 105 | 2023.07.07 16:00 | modify | 34 | 0.10 | 1.28377 | 1.28977 | 1.26977 | ||
| 106 | 2023.07.11 08:00 | s/l | 34 | 0.10 | 1.28977 | 1.28977 | 1.26977 | -60.09 | 11147.66 |
| 107 | 2023.07.13 16:00 | sell | 35 | 0.10 | 1.30952 | 0.00000 | 0.00000 | ||
| 108 | 2023.07.13 16:00 | modify | 35 | 0.10 | 1.30952 | 1.31552 | 1.29552 | ||
| 109 | 2023.07.19 08:00 | t/p | 35 | 0.10 | 1.29552 | 1.31552 | 1.29552 | 139.81 | 11287.47 |
| 110 | 2023.08.30 16:00 | sell | 36 | 0.10 | 1.27236 | 0.00000 | 0.00000 | ||
| 111 | 2023.08.30 16:00 | modify | 36 | 0.10 | 1.27236 | 1.27836 | 1.25836 | ||
| 112 | 2023.08.31 16:00 | sell | 37 | 0.10 | 1.26650 | 0.00000 | 0.00000 | ||
| 113 | 2023.08.31 16:00 | modify | 37 | 0.10 | 1.26650 | 1.27166 | 1.25836 | ||
| 114 | 2023.08.31 16:00 | modify | 36 | 0.10 | 1.27236 | 1.27166 | 1.25836 | ||
| 115 | 2023.09.01 20:00 | t/p | 36 | 0.10 | 1.25836 | 1.27166 | 1.25836 | 139.81 | 11427.28 |
| 116 | 2023.09.01 20:00 | t/p | 37 | 0.10 | 1.25836 | 1.27166 | 1.25836 | 81.35 | 11508.63 |