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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; 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=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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1095.98 | Gross profit | 1744.96 | Gross loss | -648.98 |
| Profit factor | 2.69 | Expected payoff | 42.15 | ||
| Absolute drawdown | 15.35 | Maximal drawdown | 397.38 (3.57%) | Relative drawdown | 3.57% (397.38) |
| Total trades | 26 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
| Largest | profit trade | 150.00 | loss trade | -150.54 | |
| Average | profit trade | 102.64 | loss trade | -72.11 | |
| Maximum | consecutive wins (profit in money) | 8 (918.29) | consecutive losses (loss in money) | 3 (-203.76) | |
| Maximal | consecutive profit (count of wins) | 918.29 (8) | consecutive loss (count of losses) | -203.76 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 1.14659 | 1.11659 | ||
| 3 | 2022.10.14 16:00 | t/p | 1 | 0.10 | 1.11659 | 1.14659 | 1.11659 | 149.95 | 10149.95 |
| 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 | 1.17130 | 1.14130 | ||
| 6 | 2022.11.02 16:00 | sell | 3 | 0.10 | 1.14655 | 0.00000 | 0.00000 | ||
| 7 | 2022.11.02 16:00 | modify | 3 | 0.10 | 1.14655 | 1.14880 | 1.14130 | ||
| 8 | 2022.11.02 16:00 | modify | 2 | 0.10 | 1.15630 | 1.14880 | 1.14130 | ||
| 9 | 2022.11.02 20:00 | s/l | 2 | 0.10 | 1.14880 | 1.14880 | 1.14130 | 74.67 | 10224.62 |
| 10 | 2022.11.02 20:00 | s/l | 3 | 0.10 | 1.14880 | 1.14880 | 1.14130 | -22.50 | 10202.12 |
| 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 | 1.22148 | 1.19148 | ||
| 13 | 2022.11.30 08:00 | sell | 5 | 0.10 | 1.19657 | 0.00000 | 0.00000 | ||
| 14 | 2022.11.30 08:00 | modify | 5 | 0.10 | 1.19657 | 1.19898 | 1.19148 | ||
| 15 | 2022.11.30 08:00 | modify | 4 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
| 16 | 2022.11.30 12:00 | s/l | 4 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 74.67 | 10276.80 |
| 17 | 2022.11.30 12:00 | s/l | 5 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -24.10 | 10252.69 |
| 18 | 2022.12.01 20:00 | sell | 6 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
| 19 | 2022.12.01 20:00 | modify | 6 | 0.10 | 1.22587 | 1.24087 | 1.21087 | ||
| 20 | 2022.12.05 20:00 | sell | 7 | 0.10 | 1.21732 | 0.00000 | 0.00000 | ||
| 21 | 2022.12.05 20:00 | modify | 7 | 0.10 | 1.21732 | 1.22062 | 1.21087 | ||
| 22 | 2022.12.05 20:00 | modify | 6 | 0.10 | 1.22587 | 1.22062 | 1.21087 | ||
| 23 | 2022.12.06 04:00 | s/l | 6 | 0.10 | 1.22062 | 1.22062 | 1.21087 | 52.36 | 10305.05 |
| 24 | 2022.12.06 04:00 | s/l | 7 | 0.10 | 1.22062 | 1.22062 | 1.21087 | -33.05 | 10272.01 |
| 25 | 2022.12.16 04:00 | buy | 8 | 0.10 | 1.22072 | 0.00000 | 0.00000 | ||
| 26 | 2022.12.16 04:00 | modify | 8 | 0.10 | 1.22072 | 1.20572 | 1.23572 | ||
| 27 | 2022.12.21 20:00 | s/l | 8 | 0.10 | 1.20572 | 1.20572 | 1.23572 | -150.54 | 10121.47 |
| 28 | 2023.02.02 04:00 | sell | 9 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
| 29 | 2023.02.02 04:00 | modify | 9 | 0.10 | 1.23845 | 1.25345 | 1.22345 | ||
| 30 | 2023.02.02 20:00 | t/p | 9 | 0.10 | 1.22345 | 1.25345 | 1.22345 | 150.00 | 10271.47 |
| 31 | 2023.02.24 20:00 | buy | 10 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
| 32 | 2023.02.24 20:00 | modify | 10 | 0.10 | 1.19461 | 1.17961 | 1.20961 | ||
| 33 | 2023.02.28 12:00 | t/p | 10 | 0.10 | 1.20961 | 1.17961 | 1.20961 | 149.64 | 10421.11 |
| 34 | 2023.03.08 08:00 | buy | 11 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
| 35 | 2023.03.08 08:00 | modify | 11 | 0.10 | 1.18274 | 1.16774 | 1.19774 | ||
| 36 | 2023.03.10 00:00 | buy | 12 | 0.10 | 1.19253 | 0.00000 | 0.00000 | ||
| 37 | 2023.03.10 00:00 | modify | 12 | 0.10 | 1.19253 | 1.19024 | 1.19774 | ||
| 38 | 2023.03.10 00:00 | modify | 11 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
| 39 | 2023.03.10 12:00 | t/p | 11 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 149.28 | 10570.40 |
| 40 | 2023.03.10 12:00 | t/p | 12 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 52.10 | 10622.50 |
| 41 | 2023.04.13 20:00 | sell | 13 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 42 | 2023.04.13 20:00 | modify | 13 | 0.10 | 1.25244 | 1.26744 | 1.23744 | ||
| 43 | 2023.04.17 16:00 | t/p | 13 | 0.10 | 1.23744 | 1.26744 | 1.23744 | 149.91 | 10772.40 |
| 44 | 2023.06.01 20:00 | sell | 14 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 45 | 2023.06.01 20:00 | modify | 14 | 0.10 | 1.25300 | 1.26800 | 1.23800 | ||
| 46 | 2023.06.04 20:00 | sell | 15 | 0.10 | 1.24474 | 0.00000 | 0.00000 | ||
| 47 | 2023.06.04 20:00 | modify | 15 | 0.10 | 1.24474 | 1.24775 | 1.23800 | ||
| 48 | 2023.06.04 20:00 | modify | 14 | 0.10 | 1.25300 | 1.24775 | 1.23800 | ||
| 49 | 2023.06.05 00:00 | sell | 16 | 0.10 | 1.24301 | 0.00000 | 0.00000 | ||
| 50 | 2023.06.05 00:00 | modify | 16 | 0.10 | 1.24301 | 1.24550 | 1.23800 | ||
| 51 | 2023.06.05 00:00 | modify | 15 | 0.10 | 1.24474 | 1.24550 | 1.23800 | ||
| 52 | 2023.06.05 00:00 | modify | 14 | 0.10 | 1.25300 | 1.24550 | 1.23800 | ||
| 53 | 2023.06.05 16:00 | t/p | 14 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 149.91 | 10922.31 |
| 54 | 2023.06.05 16:00 | t/p | 15 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 67.35 | 10989.66 |
| 55 | 2023.06.05 16:00 | t/p | 16 | 0.10 | 1.23800 | 1.24550 | 1.23800 | 50.10 | 11039.76 |
| 56 | 2023.06.09 20:00 | sell | 17 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
| 57 | 2023.06.09 20:00 | modify | 17 | 0.10 | 1.25767 | 1.27267 | 1.24267 | ||
| 58 | 2023.06.15 16:00 | s/l | 17 | 0.10 | 1.27267 | 1.27267 | 1.24267 | -150.28 | 10889.48 |
| 59 | 2023.06.28 20:00 | buy | 18 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 60 | 2023.06.28 20:00 | modify | 18 | 0.10 | 1.26440 | 1.24940 | 1.27940 | ||
| 61 | 2023.07.04 12:00 | buy | 19 | 0.10 | 1.27192 | 0.00000 | 0.00000 | ||
| 62 | 2023.07.04 12:00 | modify | 19 | 0.10 | 1.27192 | 1.26665 | 1.27940 | ||
| 63 | 2023.07.04 12:00 | modify | 18 | 0.10 | 1.26440 | 1.26665 | 1.27940 | ||
| 64 | 2023.07.06 08:00 | buy | 20 | 0.10 | 1.27267 | 0.00000 | 0.00000 | ||
| 65 | 2023.07.06 08:00 | modify | 20 | 0.10 | 1.27267 | 1.26965 | 1.27940 | ||
| 66 | 2023.07.06 08:00 | modify | 19 | 0.10 | 1.27192 | 1.26965 | 1.27940 | ||
| 67 | 2023.07.06 08:00 | modify | 18 | 0.10 | 1.26440 | 1.26965 | 1.27940 | ||
| 68 | 2023.07.06 16:00 | s/l | 18 | 0.10 | 1.26965 | 1.26965 | 1.27940 | 50.71 | 10940.19 |
| 69 | 2023.07.06 16:00 | s/l | 19 | 0.10 | 1.26965 | 1.26965 | 1.27940 | -23.42 | 10916.77 |
| 70 | 2023.07.06 16:00 | s/l | 20 | 0.10 | 1.26965 | 1.26965 | 1.27940 | -30.20 | 10886.57 |
| 71 | 2023.07.07 20:00 | sell | 21 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
| 72 | 2023.07.07 20:00 | modify | 21 | 0.10 | 1.28299 | 1.29799 | 1.26799 | ||
| 73 | 2023.07.12 16:00 | s/l | 21 | 0.10 | 1.29799 | 1.29799 | 1.26799 | -150.14 | 10736.43 |
| 74 | 2023.08.25 08:00 | buy | 22 | 0.10 | 1.25779 | 0.00000 | 0.00000 | ||
| 75 | 2023.08.25 08:00 | modify | 22 | 0.10 | 1.25779 | 1.24279 | 1.27279 | ||
| 76 | 2023.08.29 20:00 | buy | 23 | 0.10 | 1.26529 | 0.00000 | 0.00000 | ||
| 77 | 2023.08.29 20:00 | modify | 23 | 0.10 | 1.26529 | 1.26004 | 1.27279 | ||
| 78 | 2023.08.29 20:00 | modify | 22 | 0.10 | 1.25779 | 1.26004 | 1.27279 | ||
| 79 | 2023.08.30 16:00 | t/p | 22 | 0.10 | 1.27279 | 1.26004 | 1.27279 | 149.46 | 10885.90 |
| 80 | 2023.08.30 16:00 | t/p | 23 | 0.10 | 1.27279 | 1.26004 | 1.27279 | 74.82 | 10960.72 |
| 81 | 2023.08.30 20:00 | sell | 24 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
| 82 | 2023.08.30 20:00 | modify | 24 | 0.10 | 1.27170 | 1.28670 | 1.25670 | ||
| 83 | 2023.09.05 04:00 | sell | 25 | 0.10 | 1.26173 | 0.00000 | 0.00000 | ||
| 84 | 2023.09.05 04:00 | modify | 25 | 0.10 | 1.26173 | 1.26420 | 1.25670 | ||
| 85 | 2023.09.05 04:00 | modify | 24 | 0.10 | 1.27170 | 1.26420 | 1.25670 | ||
| 86 | 2023.09.05 08:00 | t/p | 24 | 0.10 | 1.25670 | 1.26420 | 1.25670 | 149.72 | 11110.43 |
| 87 | 2023.09.05 08:00 | t/p | 25 | 0.10 | 1.25670 | 1.26420 | 1.25670 | 50.30 | 11160.73 |
| 88 | 2023.09.22 16:00 | buy | 26 | 0.10 | 1.22577 | 0.00000 | 0.00000 | ||
| 89 | 2023.09.22 16:00 | modify | 26 | 0.10 | 1.22577 | 1.21077 | 1.24077 | ||
| 90 | 2023.09.29 23:59 | close at stop | 26 | 0.10 | 1.21942 | 1.21077 | 1.24077 | -64.75 | 11095.98 |