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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 928.89 | Gross profit | 1109.13 | Gross loss | -180.25 |
| Profit factor | 6.15 | Expected payoff | 58.06 | ||
| Absolute drawdown | 15.35 | Maximal drawdown | 204.54 (1.99%) | Relative drawdown | 1.99% (204.54) |
| Total trades | 16 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 120.00 | loss trade | -110.14 | |
| Average | profit trade | 92.43 | loss trade | -45.06 | |
| Maximum | consecutive wins (profit in money) | 6 (638.99) | consecutive losses (loss in money) | 2 (-135.82) | |
| Maximal | consecutive profit (count of wins) | 638.99 (6) | consecutive loss (count of losses) | -135.82 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.13 20:00 | sell | 1 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.13 20:00 | modify | 1 | 0.10 | 1.13159 | 1.14259 | 1.11959 | ||
| 3 | 2022.10.14 12:00 | t/p | 1 | 0.10 | 1.11959 | 1.14259 | 1.11959 | 119.95 | 10119.95 |
| 4 | 2022.10.26 12:00 | sell | 2 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.26 12:00 | modify | 2 | 0.10 | 1.15630 | 1.16730 | 1.14430 | ||
| 6 | 2022.10.31 16:00 | sell | 3 | 0.10 | 1.15129 | 0.00000 | 0.00000 | ||
| 7 | 2022.10.31 16:00 | modify | 3 | 0.10 | 1.15129 | 1.15330 | 1.14430 | ||
| 8 | 2022.10.31 16:00 | modify | 2 | 0.10 | 1.15630 | 1.15330 | 1.14430 | ||
| 9 | 2022.11.01 08:00 | s/l | 2 | 0.10 | 1.15330 | 1.15330 | 1.14430 | 29.72 | 10149.67 |
| 10 | 2022.11.01 08:00 | s/l | 3 | 0.10 | 1.15330 | 1.15330 | 1.14430 | -20.15 | 10129.52 |
| 11 | 2022.11.23 20:00 | sell | 4 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
| 12 | 2022.11.23 20:00 | modify | 4 | 0.10 | 1.20648 | 1.21748 | 1.19448 | ||
| 13 | 2022.11.29 00:00 | t/p | 4 | 0.10 | 1.19448 | 1.21748 | 1.19448 | 119.72 | 10249.24 |
| 14 | 2022.12.01 20:00 | sell | 5 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 15 | 2022.12.01 20:00 | modify | 5 | 0.10 | 1.22587 | 1.23687 | 1.21387 | ||
| 16 | 2022.12.02 16:00 | t/p | 5 | 0.10 | 1.21387 | 1.23687 | 1.21387 | 119.95 | 10369.19 |
| 17 | 2023.02.02 04:00 | sell | 6 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
| 18 | 2023.02.02 04:00 | modify | 6 | 0.10 | 1.23845 | 1.24945 | 1.22645 | ||
| 19 | 2023.02.02 16:00 | t/p | 6 | 0.10 | 1.22645 | 1.24945 | 1.22645 | 120.00 | 10489.19 |
| 20 | 2023.02.24 20:00 | buy | 7 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 21 | 2023.02.24 20:00 | modify | 7 | 0.10 | 1.19461 | 1.18361 | 1.20661 | ||
| 22 | 2023.02.28 00:00 | t/p | 7 | 0.10 | 1.20661 | 1.18361 | 1.20661 | 119.64 | 10608.84 |
| 23 | 2023.03.08 08:00 | buy | 8 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 24 | 2023.03.08 08:00 | modify | 8 | 0.10 | 1.18274 | 1.17174 | 1.19474 | ||
| 25 | 2023.03.10 08:00 | t/p | 8 | 0.10 | 1.19474 | 1.17174 | 1.19474 | 119.28 | 10728.12 |
| 26 | 2023.04.14 20:00 | buy | 9 | 0.10 | 1.24189 | 0.00000 | 0.00000 | ||
| 27 | 2023.04.14 20:00 | modify | 9 | 0.10 | 1.24189 | 1.23089 | 1.25389 | ||
| 28 | 2023.04.24 20:00 | buy | 10 | 0.10 | 1.24850 | 0.00000 | 0.00000 | ||
| 29 | 2023.04.24 20:00 | modify | 10 | 0.10 | 1.24850 | 1.24609 | 1.25389 | ||
| 30 | 2023.04.24 20:00 | modify | 9 | 0.10 | 1.24189 | 1.24609 | 1.25389 | ||
| 31 | 2023.04.25 08:00 | s/l | 9 | 0.10 | 1.24609 | 1.24609 | 1.25389 | 40.39 | 10768.51 |
| 32 | 2023.04.25 08:00 | s/l | 10 | 0.10 | 1.24609 | 1.24609 | 1.25389 | -24.28 | 10744.23 |
| 33 | 2023.06.01 20:00 | sell | 11 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 34 | 2023.06.01 20:00 | modify | 11 | 0.10 | 1.25300 | 1.26400 | 1.24100 | ||
| 35 | 2023.06.02 20:00 | sell | 12 | 0.10 | 1.24497 | 0.00000 | 0.00000 | ||
| 36 | 2023.06.02 20:00 | modify | 12 | 0.10 | 1.24497 | 1.24700 | 1.24100 | ||
| 37 | 2023.06.02 20:00 | modify | 11 | 0.10 | 1.25300 | 1.24700 | 1.24100 | ||
| 38 | 2023.06.05 08:00 | t/p | 11 | 0.10 | 1.24100 | 1.24700 | 1.24100 | 119.91 | 10864.14 |
| 39 | 2023.06.05 08:00 | t/p | 12 | 0.10 | 1.24100 | 1.24700 | 1.24100 | 39.65 | 10903.79 |
| 40 | 2023.06.28 20:00 | buy | 13 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 41 | 2023.06.28 20:00 | modify | 13 | 0.10 | 1.26440 | 1.25340 | 1.27640 | ||
| 42 | 2023.06.30 16:00 | buy | 14 | 0.10 | 1.27115 | 0.00000 | 0.00000 | ||
| 43 | 2023.06.30 16:00 | modify | 14 | 0.10 | 1.27115 | 1.26860 | 1.27640 | ||
| 44 | 2023.06.30 16:00 | modify | 13 | 0.10 | 1.26440 | 1.26860 | 1.27640 | ||
| 45 | 2023.07.03 08:00 | s/l | 13 | 0.10 | 1.26860 | 1.26860 | 1.27640 | 41.10 | 10944.89 |
| 46 | 2023.07.03 08:00 | s/l | 14 | 0.10 | 1.26860 | 1.26860 | 1.27640 | -25.68 | 10919.22 |
| 47 | 2023.07.07 20:00 | sell | 15 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
| 48 | 2023.07.07 20:00 | modify | 15 | 0.10 | 1.28299 | 1.29399 | 1.27099 | ||
| 49 | 2023.07.12 00:00 | s/l | 15 | 0.10 | 1.29399 | 1.29399 | 1.27099 | -110.14 | 10809.07 |
| 50 | 2023.08.30 20:00 | sell | 16 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
| 51 | 2023.08.30 20:00 | modify | 16 | 0.10 | 1.27170 | 1.28270 | 1.25970 | ||
| 52 | 2023.09.01 16:00 | t/p | 16 | 0.10 | 1.25970 | 1.28270 | 1.25970 | 119.81 | 10928.89 |