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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 | 879.17 | Gross profit | 2182.98 | Gross loss | -1303.80 |
| Profit factor | 1.67 | Expected payoff | 23.14 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 499.92 (4.52%) | Relative drawdown | 4.52% (499.92) |
| Total trades | 38 | Short positions (won %) | 28 (64.29%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 21 (55.26%) | Loss trades (% of total) | 17 (44.74%) | ||
| Largest | profit trade | 149.95 | loss trade | -91.79 | |
| Average | profit trade | 103.95 | loss trade | -76.69 | |
| Maximum | consecutive wins (profit in money) | 4 (492.62) | consecutive losses (loss in money) | 4 (-361.76) | |
| Maximal | consecutive profit (count of wins) | 492.62 (4) | consecutive loss (count of losses) | -361.76 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.17 16:00 | sell | 1 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.17 16:00 | modify | 1 | 0.10 | 1.14246 | 1.15146 | 1.12746 | ||
| 3 | 2022.10.18 16:00 | t/p | 1 | 0.10 | 1.12746 | 1.15146 | 1.12746 | 149.95 | 10149.95 |
| 4 | 2022.10.25 16:00 | sell | 2 | 0.10 | 1.14668 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.25 16:00 | modify | 2 | 0.10 | 1.14668 | 1.15568 | 1.13168 | ||
| 6 | 2022.10.26 08:00 | s/l | 2 | 0.10 | 1.15568 | 1.15568 | 1.13168 | -90.05 | 10059.91 |
| 7 | 2022.11.07 20:00 | sell | 3 | 0.10 | 1.15323 | 0.00000 | 0.00000 | ||
| 8 | 2022.11.07 20:00 | modify | 3 | 0.10 | 1.15323 | 1.16223 | 1.13823 | ||
| 9 | 2022.11.09 16:00 | t/p | 3 | 0.10 | 1.13823 | 1.16223 | 1.13823 | 149.91 | 10209.81 |
| 10 | 2022.11.23 16:00 | sell | 4 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
| 11 | 2022.11.23 16:00 | modify | 4 | 0.10 | 1.20663 | 1.21563 | 1.19163 | ||
| 12 | 2022.11.30 16:00 | t/p | 4 | 0.10 | 1.19163 | 1.21563 | 1.19163 | 149.67 | 10359.48 |
| 13 | 2022.12.01 16:00 | sell | 5 | 0.10 | 1.22670 | 0.00000 | 0.00000 | ||
| 14 | 2022.12.01 16:00 | modify | 5 | 0.10 | 1.22670 | 1.23570 | 1.21170 | ||
| 15 | 2022.12.05 16:00 | sell | 6 | 0.10 | 1.22144 | 0.00000 | 0.00000 | ||
| 16 | 2022.12.05 16:00 | modify | 6 | 0.10 | 1.22144 | 1.22595 | 1.21170 | ||
| 17 | 2022.12.05 16:00 | modify | 5 | 0.10 | 1.22670 | 1.22595 | 1.21170 | ||
| 18 | 2022.12.06 20:00 | s/l | 5 | 0.10 | 1.22595 | 1.22595 | 1.21170 | 7.36 | 10366.84 |
| 19 | 2022.12.06 20:00 | s/l | 6 | 0.10 | 1.22595 | 1.22595 | 1.21170 | -45.15 | 10321.69 |
| 20 | 2022.12.13 16:00 | sell | 7 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
| 21 | 2022.12.13 16:00 | modify | 7 | 0.10 | 1.23934 | 1.24834 | 1.22434 | ||
| 22 | 2022.12.15 16:00 | t/p | 7 | 0.10 | 1.22434 | 1.24834 | 1.22434 | 149.81 | 10471.51 |
| 23 | 2022.12.15 16:00 | buy | 8 | 0.10 | 1.22192 | 0.00000 | 0.00000 | ||
| 24 | 2022.12.15 16:00 | modify | 8 | 0.10 | 1.22192 | 1.21292 | 1.23692 | ||
| 25 | 2022.12.16 12:00 | s/l | 8 | 0.10 | 1.21292 | 1.21292 | 1.23692 | -90.18 | 10381.33 |
| 26 | 2023.01.09 16:00 | sell | 9 | 0.10 | 1.21905 | 0.00000 | 0.00000 | ||
| 27 | 2023.01.09 16:00 | modify | 9 | 0.10 | 1.21905 | 1.22805 | 1.20405 | ||
| 28 | 2023.01.16 04:00 | s/l | 9 | 0.10 | 1.22805 | 1.22805 | 1.20405 | -90.33 | 10291.00 |
| 29 | 2023.01.31 16:00 | buy | 10 | 0.10 | 1.23074 | 0.00000 | 0.00000 | ||
| 30 | 2023.01.31 16:00 | modify | 10 | 0.10 | 1.23074 | 1.22174 | 1.24574 | ||
| 31 | 2023.02.03 04:00 | s/l | 10 | 0.10 | 1.22174 | 1.22174 | 1.24574 | -90.89 | 10200.10 |
| 32 | 2023.02.03 20:00 | buy | 11 | 0.10 | 1.20580 | 0.00000 | 0.00000 | ||
| 33 | 2023.02.03 20:00 | modify | 11 | 0.10 | 1.20580 | 1.19680 | 1.22080 | ||
| 34 | 2023.02.07 16:00 | s/l | 11 | 0.10 | 1.19680 | 1.19680 | 1.22080 | -90.36 | 10109.75 |
| 35 | 2023.02.21 16:00 | sell | 12 | 0.10 | 1.21417 | 0.00000 | 0.00000 | ||
| 36 | 2023.02.21 16:00 | modify | 12 | 0.10 | 1.21417 | 1.22317 | 1.19917 | ||
| 37 | 2023.02.22 20:00 | sell | 13 | 0.10 | 1.20360 | 0.00000 | 0.00000 | ||
| 38 | 2023.02.22 20:00 | modify | 13 | 0.10 | 1.20360 | 1.20817 | 1.19917 | ||
| 39 | 2023.02.22 20:00 | modify | 12 | 0.10 | 1.21417 | 1.20817 | 1.19917 | ||
| 40 | 2023.02.24 12:00 | t/p | 12 | 0.10 | 1.19917 | 1.20817 | 1.19917 | 149.76 | 10259.51 |
| 41 | 2023.02.24 12:00 | t/p | 13 | 0.10 | 1.19917 | 1.20817 | 1.19917 | 44.11 | 10303.62 |
| 42 | 2023.02.24 16:00 | buy | 14 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
| 43 | 2023.02.24 16:00 | modify | 14 | 0.10 | 1.19438 | 1.18538 | 1.20938 | ||
| 44 | 2023.02.28 12:00 | t/p | 14 | 0.10 | 1.20938 | 1.18538 | 1.20938 | 149.64 | 10453.26 |
| 45 | 2023.03.07 16:00 | buy | 15 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
| 46 | 2023.03.07 16:00 | modify | 15 | 0.10 | 1.18783 | 1.17883 | 1.20283 | ||
| 47 | 2023.03.10 16:00 | t/p | 15 | 0.10 | 1.20283 | 1.17883 | 1.20283 | 149.10 | 10602.37 |
| 48 | 2023.03.20 16:00 | sell | 16 | 0.10 | 1.22551 | 0.00000 | 0.00000 | ||
| 49 | 2023.03.20 16:00 | modify | 16 | 0.10 | 1.22551 | 1.23451 | 1.21051 | ||
| 50 | 2023.03.23 08:00 | s/l | 16 | 0.10 | 1.23451 | 1.23451 | 1.21051 | -90.23 | 10512.13 |
| 51 | 2023.03.28 16:00 | sell | 17 | 0.10 | 1.23397 | 0.00000 | 0.00000 | ||
| 52 | 2023.03.28 16:00 | modify | 17 | 0.10 | 1.23397 | 1.24297 | 1.21897 | ||
| 53 | 2023.04.03 00:00 | sell | 18 | 0.10 | 1.22856 | 0.00000 | 0.00000 | ||
| 54 | 2023.04.03 00:00 | modify | 18 | 0.10 | 1.22856 | 1.23322 | 1.21897 | ||
| 55 | 2023.04.03 00:00 | modify | 17 | 0.10 | 1.23397 | 1.23322 | 1.21897 | ||
| 56 | 2023.04.03 12:00 | s/l | 17 | 0.10 | 1.23322 | 1.23322 | 1.21897 | 7.22 | 10519.35 |
| 57 | 2023.04.03 12:00 | s/l | 18 | 0.10 | 1.23322 | 1.23322 | 1.21897 | -46.60 | 10472.75 |
| 58 | 2023.04.04 16:00 | sell | 19 | 0.10 | 1.24977 | 0.00000 | 0.00000 | ||
| 59 | 2023.04.04 16:00 | modify | 19 | 0.10 | 1.24977 | 1.25877 | 1.23477 | ||
| 60 | 2023.04.06 04:00 | sell | 20 | 0.10 | 1.24450 | 0.00000 | 0.00000 | ||
| 61 | 2023.04.06 04:00 | modify | 20 | 0.10 | 1.24450 | 1.24902 | 1.23477 | ||
| 62 | 2023.04.06 04:00 | modify | 19 | 0.10 | 1.24977 | 1.24902 | 1.23477 | ||
| 63 | 2023.04.10 16:00 | t/p | 19 | 0.10 | 1.23477 | 1.24902 | 1.23477 | 149.72 | 10622.47 |
| 64 | 2023.04.10 16:00 | t/p | 20 | 0.10 | 1.23477 | 1.24902 | 1.23477 | 97.21 | 10719.68 |
| 65 | 2023.04.13 16:00 | sell | 21 | 0.10 | 1.25296 | 0.00000 | 0.00000 | ||
| 66 | 2023.04.13 16:00 | modify | 21 | 0.10 | 1.25296 | 1.26196 | 1.23796 | ||
| 67 | 2023.04.17 12:00 | t/p | 21 | 0.10 | 1.23796 | 1.26196 | 1.23796 | 149.91 | 10869.58 |
| 68 | 2023.04.28 16:00 | sell | 22 | 0.10 | 1.25801 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.28 16:00 | modify | 22 | 0.10 | 1.25801 | 1.26701 | 1.24301 | ||
| 70 | 2023.05.02 08:00 | sell | 23 | 0.10 | 1.24901 | 0.00000 | 0.00000 | ||
| 71 | 2023.05.02 08:00 | modify | 23 | 0.10 | 1.24901 | 1.25351 | 1.24301 | ||
| 72 | 2023.05.02 08:00 | modify | 22 | 0.10 | 1.25801 | 1.25351 | 1.24301 | ||
| 73 | 2023.05.02 16:00 | sell | 24 | 0.10 | 1.24730 | 0.00000 | 0.00000 | ||
| 74 | 2023.05.02 16:00 | modify | 24 | 0.10 | 1.24730 | 1.25201 | 1.24301 | ||
| 75 | 2023.05.02 16:00 | modify | 23 | 0.10 | 1.24901 | 1.25201 | 1.24301 | ||
| 76 | 2023.05.02 16:00 | modify | 22 | 0.10 | 1.25801 | 1.25201 | 1.24301 | ||
| 77 | 2023.05.03 08:00 | s/l | 22 | 0.10 | 1.25201 | 1.25201 | 1.24301 | 59.86 | 10929.44 |
| 78 | 2023.05.03 08:00 | s/l | 23 | 0.10 | 1.25201 | 1.25201 | 1.24301 | -30.05 | 10899.39 |
| 79 | 2023.05.03 08:00 | s/l | 24 | 0.10 | 1.25201 | 1.25201 | 1.24301 | -47.15 | 10852.25 |
| 80 | 2023.05.05 16:00 | sell | 25 | 0.10 | 1.26478 | 0.00000 | 0.00000 | ||
| 81 | 2023.05.05 16:00 | modify | 25 | 0.10 | 1.26478 | 1.27378 | 1.24978 | ||
| 82 | 2023.05.12 16:00 | t/p | 25 | 0.10 | 1.24978 | 1.27378 | 1.24978 | 149.67 | 11001.92 |
| 83 | 2023.05.12 16:00 | buy | 26 | 0.10 | 1.24651 | 0.00000 | 0.00000 | ||
| 84 | 2023.05.12 16:00 | modify | 26 | 0.10 | 1.24651 | 1.23751 | 1.26151 | ||
| 85 | 2023.05.23 12:00 | s/l | 26 | 0.10 | 1.23751 | 1.23751 | 1.26151 | -91.61 | 10910.31 |
| 86 | 2023.06.08 16:00 | sell | 27 | 0.10 | 1.25444 | 0.00000 | 0.00000 | ||
| 87 | 2023.06.08 16:00 | modify | 27 | 0.10 | 1.25444 | 1.26344 | 1.23944 | ||
| 88 | 2023.06.14 12:00 | s/l | 27 | 0.10 | 1.26344 | 1.26344 | 1.23944 | -90.19 | 10820.12 |
| 89 | 2023.06.15 20:00 | sell | 28 | 0.10 | 1.27837 | 0.00000 | 0.00000 | ||
| 90 | 2023.06.15 20:00 | modify | 28 | 0.10 | 1.27837 | 1.28737 | 1.26337 | ||
| 91 | 2023.06.20 16:00 | sell | 29 | 0.10 | 1.27289 | 0.00000 | 0.00000 | ||
| 92 | 2023.06.20 16:00 | modify | 29 | 0.10 | 1.27289 | 1.27762 | 1.26337 | ||
| 93 | 2023.06.20 16:00 | modify | 28 | 0.10 | 1.27837 | 1.27762 | 1.26337 | ||
| 94 | 2023.06.21 08:00 | s/l | 28 | 0.10 | 1.27762 | 1.27762 | 1.26337 | 7.31 | 10827.43 |
| 95 | 2023.06.21 08:00 | s/l | 29 | 0.10 | 1.27762 | 1.27762 | 1.26337 | -47.35 | 10780.08 |
| 96 | 2023.07.07 16:00 | sell | 30 | 0.10 | 1.28377 | 0.00000 | 0.00000 | ||
| 97 | 2023.07.07 16:00 | modify | 30 | 0.10 | 1.28377 | 1.29277 | 1.26877 | ||
| 98 | 2023.07.11 12:00 | s/l | 30 | 0.10 | 1.29277 | 1.29277 | 1.26877 | -90.09 | 10689.99 |
| 99 | 2023.07.20 16:00 | buy | 31 | 0.10 | 1.28503 | 0.00000 | 0.00000 | ||
| 100 | 2023.07.20 16:00 | modify | 31 | 0.10 | 1.28503 | 1.27603 | 1.30003 | ||
| 101 | 2023.08.01 16:00 | s/l | 31 | 0.10 | 1.27603 | 1.27603 | 1.30003 | -91.79 | 10598.20 |
| 102 | 2023.08.24 20:00 | buy | 32 | 0.10 | 1.25957 | 0.00000 | 0.00000 | ||
| 103 | 2023.08.24 20:00 | modify | 32 | 0.10 | 1.25957 | 1.25057 | 1.27457 | ||
| 104 | 2023.08.30 16:00 | t/p | 32 | 0.10 | 1.27457 | 1.25057 | 1.27457 | 149.28 | 10747.48 |
| 105 | 2023.08.30 16:00 | sell | 33 | 0.10 | 1.27236 | 0.00000 | 0.00000 | ||
| 106 | 2023.08.30 16:00 | modify | 33 | 0.10 | 1.27236 | 1.28136 | 1.25736 | ||
| 107 | 2023.09.01 12:00 | sell | 34 | 0.10 | 1.26705 | 0.00000 | 0.00000 | ||
| 108 | 2023.09.01 12:00 | modify | 34 | 0.10 | 1.26705 | 1.27161 | 1.25736 | ||
| 109 | 2023.09.01 12:00 | modify | 33 | 0.10 | 1.27236 | 1.27161 | 1.25736 | ||
| 110 | 2023.09.05 04:00 | sell | 35 | 0.10 | 1.26173 | 0.00000 | 0.00000 | ||
| 111 | 2023.09.05 04:00 | modify | 35 | 0.10 | 1.26173 | 1.26636 | 1.25736 | ||
| 112 | 2023.09.05 04:00 | modify | 34 | 0.10 | 1.26705 | 1.26636 | 1.25736 | ||
| 113 | 2023.09.05 04:00 | modify | 33 | 0.10 | 1.27236 | 1.26636 | 1.25736 | ||
| 114 | 2023.09.05 08:00 | t/p | 33 | 0.10 | 1.25736 | 1.26636 | 1.25736 | 149.72 | 10897.20 |
| 115 | 2023.09.05 08:00 | t/p | 34 | 0.10 | 1.25736 | 1.26636 | 1.25736 | 96.81 | 10994.01 |
| 116 | 2023.09.05 08:00 | t/p | 35 | 0.10 | 1.25736 | 1.26636 | 1.25736 | 43.70 | 11037.71 |
| 117 | 2023.09.14 16:00 | buy | 36 | 0.10 | 1.24106 | 0.00000 | 0.00000 | ||
| 118 | 2023.09.14 16:00 | modify | 36 | 0.10 | 1.24106 | 1.23206 | 1.25606 | ||
| 119 | 2023.09.21 04:00 | s/l | 36 | 0.10 | 1.23206 | 1.23206 | 1.25606 | -91.25 | 10946.46 |
| 120 | 2023.09.22 20:00 | buy | 37 | 0.10 | 1.22414 | 0.00000 | 0.00000 | ||
| 121 | 2023.09.22 20:00 | modify | 37 | 0.10 | 1.22414 | 1.21514 | 1.23914 | ||
| 122 | 2023.09.27 00:00 | s/l | 37 | 0.10 | 1.21514 | 1.21514 | 1.23914 | -90.54 | 10855.92 |
| 123 | 2023.09.28 16:00 | sell | 38 | 0.10 | 1.22205 | 0.00000 | 0.00000 | ||
| 124 | 2023.09.28 16:00 | modify | 38 | 0.10 | 1.22205 | 1.23105 | 1.20705 | ||
| 125 | 2023.09.29 23:59 | close at stop | 38 | 0.10 | 1.21972 | 1.23105 | 1.20705 | 23.25 | 10879.17 |