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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=80; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 471.51 | Gross profit | 1316.11 | Gross loss | -844.61 |
| Profit factor | 1.56 | Expected payoff | 16.84 | ||
| Absolute drawdown | 106.82 | Maximal drawdown | 235.40 (2.25%) | Relative drawdown | 2.25% (235.40) |
| Total trades | 28 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 80.00 | loss trade | -91.25 | |
| Average | profit trade | 73.12 | loss trade | -84.46 | |
| Maximum | consecutive wins (profit in money) | 4 (270.28) | consecutive losses (loss in money) | 2 (-181.79) | |
| Maximal | consecutive profit (count of wins) | 270.28 (4) | consecutive loss (count of losses) | -181.79 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 08:00 | sell | 1 | 0.10 | 1.13917 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.04 08:00 | modify | 1 | 0.10 | 1.13917 | 1.14817 | 1.13117 | ||
| 3 | 2022.10.04 12:00 | t/p | 1 | 0.10 | 1.13117 | 1.14817 | 1.13117 | 80.00 | 10080.00 |
| 4 | 2022.10.13 12:00 | sell | 2 | 0.10 | 1.12610 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.13 12:00 | modify | 2 | 0.10 | 1.12610 | 1.13510 | 1.11810 | ||
| 6 | 2022.10.13 16:00 | s/l | 2 | 0.10 | 1.13510 | 1.13510 | 1.11810 | -90.00 | 9990.00 |
| 7 | 2022.10.21 12:00 | buy | 3 | 0.10 | 1.11122 | 0.00000 | 0.00000 | ||
| 8 | 2022.10.21 12:00 | modify | 3 | 0.10 | 1.11122 | 1.10222 | 1.11922 | ||
| 9 | 2022.10.21 16:00 | t/p | 3 | 0.10 | 1.11922 | 1.10222 | 1.11922 | 80.00 | 10070.00 |
| 10 | 2022.10.25 16:00 | sell | 4 | 0.10 | 1.14668 | 0.00000 | 0.00000 | ||
| 11 | 2022.10.25 16:00 | modify | 4 | 0.10 | 1.14668 | 1.15568 | 1.13868 | ||
| 12 | 2022.10.26 08:00 | s/l | 4 | 0.10 | 1.15568 | 1.15568 | 1.13868 | -90.05 | 9979.95 |
| 13 | 2022.10.26 08:00 | sell | 5 | 0.10 | 1.15684 | 0.00000 | 0.00000 | ||
| 14 | 2022.10.26 08:00 | modify | 5 | 0.10 | 1.15684 | 1.16584 | 1.14884 | ||
| 15 | 2022.10.31 16:00 | t/p | 5 | 0.10 | 1.14884 | 1.16584 | 1.14884 | 79.77 | 10059.72 |
| 16 | 2022.11.11 16:00 | sell | 6 | 0.10 | 1.17758 | 0.00000 | 0.00000 | ||
| 17 | 2022.11.11 16:00 | modify | 6 | 0.10 | 1.17758 | 1.18658 | 1.16958 | ||
| 18 | 2022.11.15 12:00 | s/l | 6 | 0.10 | 1.18658 | 1.18658 | 1.16958 | -90.09 | 9969.62 |
| 19 | 2022.11.23 16:00 | sell | 7 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
| 20 | 2022.11.23 16:00 | modify | 7 | 0.10 | 1.20663 | 1.21563 | 1.19863 | ||
| 21 | 2022.11.28 20:00 | t/p | 7 | 0.10 | 1.19863 | 1.21563 | 1.19863 | 79.77 | 10049.39 |
| 22 | 2022.12.13 16:00 | sell | 8 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
| 23 | 2022.12.13 16:00 | modify | 8 | 0.10 | 1.23934 | 1.24834 | 1.23134 | ||
| 24 | 2022.12.15 12:00 | t/p | 8 | 0.10 | 1.23134 | 1.24834 | 1.23134 | 79.81 | 10129.20 |
| 25 | 2023.01.03 12:00 | buy | 9 | 0.10 | 1.19338 | 0.00000 | 0.00000 | ||
| 26 | 2023.01.03 12:00 | modify | 9 | 0.10 | 1.19338 | 1.18438 | 1.20138 | ||
| 27 | 2023.01.03 16:00 | t/p | 9 | 0.10 | 1.20138 | 1.18438 | 1.20138 | 80.00 | 10209.20 |
| 28 | 2023.01.18 12:00 | sell | 10 | 0.10 | 1.23721 | 0.00000 | 0.00000 | ||
| 29 | 2023.01.18 12:00 | modify | 10 | 0.10 | 1.23721 | 1.24621 | 1.22921 | ||
| 30 | 2023.01.19 04:00 | sell | 11 | 0.10 | 1.23334 | 0.00000 | 0.00000 | ||
| 31 | 2023.01.19 04:00 | modify | 11 | 0.10 | 1.23334 | 1.23641 | 1.22921 | ||
| 32 | 2023.01.19 04:00 | modify | 10 | 0.10 | 1.23721 | 1.23641 | 1.22921 | ||
| 33 | 2023.01.19 16:00 | s/l | 10 | 0.10 | 1.23641 | 1.23641 | 1.22921 | 7.86 | 10217.06 |
| 34 | 2023.01.19 16:00 | s/l | 11 | 0.10 | 1.23641 | 1.23641 | 1.22921 | -30.70 | 10186.36 |
| 35 | 2023.02.09 16:00 | sell | 12 | 0.10 | 1.21700 | 0.00000 | 0.00000 | ||
| 36 | 2023.02.09 16:00 | modify | 12 | 0.10 | 1.21700 | 1.22600 | 1.20900 | ||
| 37 | 2023.02.10 12:00 | t/p | 12 | 0.10 | 1.20900 | 1.22600 | 1.20900 | 79.95 | 10266.31 |
| 38 | 2023.02.24 16:00 | buy | 13 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
| 39 | 2023.02.24 16:00 | modify | 13 | 0.10 | 1.19438 | 1.18538 | 1.20238 | ||
| 40 | 2023.02.27 16:00 | t/p | 13 | 0.10 | 1.20238 | 1.18538 | 1.20238 | 79.82 | 10346.13 |
| 41 | 2023.03.07 16:00 | buy | 14 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
| 42 | 2023.03.07 16:00 | modify | 14 | 0.10 | 1.18783 | 1.17883 | 1.19583 | ||
| 43 | 2023.03.10 04:00 | buy | 15 | 0.10 | 1.19269 | 0.00000 | 0.00000 | ||
| 44 | 2023.03.10 04:00 | modify | 15 | 0.10 | 1.19269 | 1.18983 | 1.19583 | ||
| 45 | 2023.03.10 04:00 | modify | 14 | 0.10 | 1.18783 | 1.18983 | 1.19583 | ||
| 46 | 2023.03.10 08:00 | t/p | 14 | 0.10 | 1.19583 | 1.18983 | 1.19583 | 79.11 | 10425.24 |
| 47 | 2023.03.10 08:00 | t/p | 15 | 0.10 | 1.19583 | 1.18983 | 1.19583 | 31.40 | 10456.64 |
| 48 | 2023.03.10 12:00 | sell | 16 | 0.10 | 1.19927 | 0.00000 | 0.00000 | ||
| 49 | 2023.03.10 12:00 | modify | 16 | 0.10 | 1.19927 | 1.20827 | 1.19127 | ||
| 50 | 2023.03.10 16:00 | s/l | 16 | 0.10 | 1.20827 | 1.20827 | 1.19127 | -90.00 | 10366.64 |
| 51 | 2023.04.28 16:00 | sell | 17 | 0.10 | 1.25801 | 0.00000 | 0.00000 | ||
| 52 | 2023.04.28 16:00 | modify | 17 | 0.10 | 1.25801 | 1.26701 | 1.25001 | ||
| 53 | 2023.05.01 16:00 | t/p | 17 | 0.10 | 1.25001 | 1.26701 | 1.25001 | 79.95 | 10446.59 |
| 54 | 2023.05.11 16:00 | buy | 18 | 0.10 | 1.25028 | 0.00000 | 0.00000 | ||
| 55 | 2023.05.11 16:00 | modify | 18 | 0.10 | 1.25028 | 1.24128 | 1.25828 | ||
| 56 | 2023.05.18 16:00 | s/l | 18 | 0.10 | 1.24128 | 1.24128 | 1.25828 | -91.25 | 10355.34 |
| 57 | 2023.06.08 16:00 | sell | 19 | 0.10 | 1.25444 | 0.00000 | 0.00000 | ||
| 58 | 2023.06.08 16:00 | modify | 19 | 0.10 | 1.25444 | 1.26344 | 1.24644 | ||
| 59 | 2023.06.14 12:00 | s/l | 19 | 0.10 | 1.26344 | 1.26344 | 1.24644 | -90.19 | 10265.15 |
| 60 | 2023.06.28 16:00 | buy | 20 | 0.10 | 1.26380 | 0.00000 | 0.00000 | ||
| 61 | 2023.06.28 16:00 | modify | 20 | 0.10 | 1.26380 | 1.25480 | 1.27180 | ||
| 62 | 2023.06.30 16:00 | t/p | 20 | 0.10 | 1.27180 | 1.25480 | 1.27180 | 79.28 | 10344.43 |
| 63 | 2023.07.07 16:00 | sell | 21 | 0.10 | 1.28377 | 0.00000 | 0.00000 | ||
| 64 | 2023.07.07 16:00 | modify | 21 | 0.10 | 1.28377 | 1.29277 | 1.27577 | ||
| 65 | 2023.07.10 16:00 | t/p | 21 | 0.10 | 1.27577 | 1.29277 | 1.27577 | 79.95 | 10424.39 |
| 66 | 2023.07.13 16:00 | sell | 22 | 0.10 | 1.30952 | 0.00000 | 0.00000 | ||
| 67 | 2023.07.13 16:00 | modify | 22 | 0.10 | 1.30952 | 1.31852 | 1.30152 | ||
| 68 | 2023.07.19 08:00 | t/p | 22 | 0.10 | 1.30152 | 1.31852 | 1.30152 | 79.81 | 10504.20 |
| 69 | 2023.07.19 08:00 | buy | 23 | 0.10 | 1.29507 | 0.00000 | 0.00000 | ||
| 70 | 2023.07.19 08:00 | modify | 23 | 0.10 | 1.29507 | 1.28607 | 1.30307 | ||
| 71 | 2023.07.20 16:00 | s/l | 23 | 0.10 | 1.28607 | 1.28607 | 1.30307 | -90.54 | 10413.66 |
| 72 | 2023.08.03 12:00 | buy | 24 | 0.10 | 1.26494 | 0.00000 | 0.00000 | ||
| 73 | 2023.08.03 12:00 | modify | 24 | 0.10 | 1.26494 | 1.25594 | 1.27294 | ||
| 74 | 2023.08.04 04:00 | t/p | 24 | 0.10 | 1.27294 | 1.25594 | 1.27294 | 79.82 | 10493.48 |
| 75 | 2023.08.23 12:00 | buy | 25 | 0.10 | 1.26319 | 0.00000 | 0.00000 | ||
| 76 | 2023.08.23 12:00 | modify | 25 | 0.10 | 1.26319 | 1.25419 | 1.27119 | ||
| 77 | 2023.08.23 16:00 | t/p | 25 | 0.10 | 1.27119 | 1.25419 | 1.27119 | 80.00 | 10573.48 |
| 78 | 2023.08.30 16:00 | sell | 26 | 0.10 | 1.27236 | 0.00000 | 0.00000 | ||
| 79 | 2023.08.30 16:00 | modify | 26 | 0.10 | 1.27236 | 1.28136 | 1.26436 | ||
| 80 | 2023.09.01 08:00 | t/p | 26 | 0.10 | 1.26436 | 1.28136 | 1.26436 | 79.81 | 10653.30 |
| 81 | 2023.09.14 16:00 | buy | 27 | 0.10 | 1.24106 | 0.00000 | 0.00000 | ||
| 82 | 2023.09.14 16:00 | modify | 27 | 0.10 | 1.24106 | 1.23206 | 1.24906 | ||
| 83 | 2023.09.21 04:00 | s/l | 27 | 0.10 | 1.23206 | 1.23206 | 1.24906 | -91.25 | 10562.04 |
| 84 | 2023.09.21 12:00 | buy | 28 | 0.10 | 1.22709 | 0.00000 | 0.00000 | ||
| 85 | 2023.09.21 12:00 | modify | 28 | 0.10 | 1.22709 | 1.21809 | 1.23509 | ||
| 86 | 2023.09.26 08:00 | s/l | 28 | 0.10 | 1.21809 | 1.21809 | 1.23509 | -90.54 | 10471.51 |