Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| 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=5; 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=60; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1376.97 | Gross profit | 1756.34 | Gross loss | -379.37 |
| Profit factor | 4.63 | Expected payoff | 51.00 | ||
| Absolute drawdown | 31.31 | Maximal drawdown | 175.38 (1.69%) | Relative drawdown | 1.69% (175.38) |
| Total trades | 27 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 120.00 | loss trade | -60.54 | |
| Average | profit trade | 92.44 | loss trade | -47.42 | |
| Maximum | consecutive wins (profit in money) | 8 (894.60) | consecutive losses (loss in money) | 2 (-87.14) | |
| Maximal | consecutive profit (count of wins) | 894.60 (8) | consecutive loss (count of losses) | -87.14 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.19 00:00 | buy | 1 | 0.10 | 1.24139 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.19 00:00 | modify | 1 | 0.10 | 1.24139 | 1.23539 | 1.25339 | ||
| 3 | 2023.05.19 12:00 | buy | 2 | 0.10 | 1.24461 | 0.00000 | 0.00000 | ||
| 4 | 2023.05.19 12:00 | modify | 2 | 0.10 | 1.24461 | 1.24199 | 1.25339 | ||
| 5 | 2023.05.19 12:00 | modify | 1 | 0.10 | 1.24139 | 1.24199 | 1.25339 | ||
| 6 | 2023.05.22 08:00 | s/l | 1 | 0.10 | 1.24199 | 1.24199 | 1.25339 | 5.82 | 10005.82 |
| 7 | 2023.05.22 08:00 | s/l | 2 | 0.10 | 1.24199 | 1.24199 | 1.25339 | -26.38 | 9979.44 |
| 8 | 2023.06.01 20:00 | sell | 3 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 9 | 2023.06.01 20:00 | modify | 3 | 0.10 | 1.25300 | 1.25900 | 1.24100 | ||
| 10 | 2023.06.02 20:00 | sell | 4 | 0.10 | 1.24497 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.02 20:00 | modify | 4 | 0.10 | 1.24497 | 1.24820 | 1.24100 | ||
| 12 | 2023.06.02 20:00 | modify | 3 | 0.10 | 1.25300 | 1.24820 | 1.24100 | ||
| 13 | 2023.06.05 08:00 | t/p | 3 | 0.10 | 1.24100 | 1.24820 | 1.24100 | 119.91 | 10099.35 |
| 14 | 2023.06.05 08:00 | t/p | 4 | 0.10 | 1.24100 | 1.24820 | 1.24100 | 39.65 | 10139.00 |
| 15 | 2023.06.28 20:00 | buy | 5 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 16 | 2023.06.28 20:00 | modify | 5 | 0.10 | 1.26440 | 1.25840 | 1.27640 | ||
| 17 | 2023.07.04 08:00 | buy | 6 | 0.10 | 1.26991 | 0.00000 | 0.00000 | ||
| 18 | 2023.07.04 08:00 | modify | 6 | 0.10 | 1.26991 | 1.26740 | 1.27640 | ||
| 19 | 2023.07.04 08:00 | modify | 5 | 0.10 | 1.26440 | 1.26740 | 1.27640 | ||
| 20 | 2023.07.06 12:00 | t/p | 5 | 0.10 | 1.27640 | 1.26740 | 1.27640 | 118.21 | 10257.21 |
| 21 | 2023.07.06 12:00 | t/p | 6 | 0.10 | 1.27640 | 1.26740 | 1.27640 | 64.18 | 10321.39 |
| 22 | 2023.07.07 20:00 | sell | 7 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.07 20:00 | modify | 7 | 0.10 | 1.28299 | 1.28899 | 1.27099 | ||
| 24 | 2023.07.11 08:00 | s/l | 7 | 0.10 | 1.28899 | 1.28899 | 1.27099 | -60.09 | 10261.30 |
| 25 | 2023.07.14 00:00 | sell | 8 | 0.10 | 1.31278 | 0.00000 | 0.00000 | ||
| 26 | 2023.07.14 00:00 | modify | 8 | 0.10 | 1.31278 | 1.31878 | 1.30078 | ||
| 27 | 2023.07.18 00:00 | sell | 9 | 0.10 | 1.30712 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.18 00:00 | modify | 9 | 0.10 | 1.30712 | 1.30978 | 1.30078 | ||
| 29 | 2023.07.18 00:00 | modify | 8 | 0.10 | 1.31278 | 1.30978 | 1.30078 | ||
| 30 | 2023.07.18 04:00 | s/l | 8 | 0.10 | 1.30978 | 1.30978 | 1.30078 | 29.91 | 10291.21 |
| 31 | 2023.07.18 04:00 | s/l | 9 | 0.10 | 1.30978 | 1.30978 | 1.30078 | -26.60 | 10264.61 |
| 32 | 2023.07.28 00:00 | buy | 10 | 0.10 | 1.27958 | 0.00000 | 0.00000 | ||
| 33 | 2023.07.28 00:00 | modify | 10 | 0.10 | 1.27958 | 1.27358 | 1.29158 | ||
| 34 | 2023.08.02 16:00 | s/l | 10 | 0.10 | 1.27358 | 1.27358 | 1.29158 | -60.54 | 10204.07 |
| 35 | 2023.08.25 08:00 | buy | 11 | 0.10 | 1.25779 | 0.00000 | 0.00000 | ||
| 36 | 2023.08.25 08:00 | modify | 11 | 0.10 | 1.25779 | 1.25179 | 1.26979 | ||
| 37 | 2023.08.30 16:00 | t/p | 11 | 0.10 | 1.26979 | 1.25179 | 1.26979 | 119.46 | 10323.53 |
| 38 | 2023.08.30 20:00 | sell | 12 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
| 39 | 2023.08.30 20:00 | modify | 12 | 0.10 | 1.27170 | 1.27770 | 1.25970 | ||
| 40 | 2023.09.01 16:00 | t/p | 12 | 0.10 | 1.25970 | 1.27770 | 1.25970 | 119.81 | 10443.34 |
| 41 | 2023.10.04 20:00 | sell | 13 | 0.10 | 1.21501 | 0.00000 | 0.00000 | ||
| 42 | 2023.10.04 20:00 | modify | 13 | 0.10 | 1.21501 | 1.22101 | 1.20301 | ||
| 43 | 2023.10.06 12:00 | s/l | 13 | 0.10 | 1.22101 | 1.22101 | 1.20301 | -60.19 | 10383.16 |
| 44 | 2023.10.24 08:00 | sell | 14 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 45 | 2023.10.24 08:00 | modify | 14 | 0.10 | 1.22625 | 1.23225 | 1.21425 | ||
| 46 | 2023.10.25 08:00 | t/p | 14 | 0.10 | 1.21425 | 1.23225 | 1.21425 | 119.95 | 10503.11 |
| 47 | 2023.11.06 00:00 | sell | 15 | 0.10 | 1.23718 | 0.00000 | 0.00000 | ||
| 48 | 2023.11.06 00:00 | modify | 15 | 0.10 | 1.23718 | 1.24318 | 1.22518 | ||
| 49 | 2023.11.08 12:00 | t/p | 15 | 0.10 | 1.22518 | 1.24318 | 1.22518 | 119.91 | 10623.02 |
| 50 | 2023.11.24 20:00 | sell | 16 | 0.10 | 1.26082 | 0.00000 | 0.00000 | ||
| 51 | 2023.11.24 20:00 | modify | 16 | 0.10 | 1.26082 | 1.26682 | 1.24882 | ||
| 52 | 2023.11.28 16:00 | s/l | 16 | 0.10 | 1.26682 | 1.26682 | 1.24882 | -60.09 | 10562.92 |
| 53 | 2023.11.29 04:00 | sell | 17 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 54 | 2023.11.29 04:00 | modify | 17 | 0.10 | 1.27073 | 1.27673 | 1.25873 | ||
| 55 | 2023.12.04 04:00 | sell | 18 | 0.10 | 1.26773 | 0.00000 | 0.00000 | ||
| 56 | 2023.12.04 04:00 | modify | 18 | 0.10 | 1.26773 | 1.27013 | 1.25873 | ||
| 57 | 2023.12.04 04:00 | modify | 17 | 0.10 | 1.27073 | 1.27013 | 1.25873 | ||
| 58 | 2023.12.05 20:00 | t/p | 17 | 0.10 | 1.25873 | 1.27013 | 1.25873 | 119.72 | 10682.64 |
| 59 | 2023.12.05 20:00 | t/p | 18 | 0.10 | 1.25873 | 1.27013 | 1.25873 | 89.95 | 10772.59 |
| 60 | 2023.12.14 20:00 | sell | 19 | 0.10 | 1.27574 | 0.00000 | 0.00000 | ||
| 61 | 2023.12.14 20:00 | modify | 19 | 0.10 | 1.27574 | 1.28174 | 1.26374 | ||
| 62 | 2023.12.18 20:00 | t/p | 19 | 0.10 | 1.26374 | 1.28174 | 1.26374 | 119.91 | 10892.50 |
| 63 | 2024.01.03 00:00 | buy | 20 | 0.10 | 1.26251 | 0.00000 | 0.00000 | ||
| 64 | 2024.01.03 00:00 | modify | 20 | 0.10 | 1.26251 | 1.25651 | 1.27451 | ||
| 65 | 2024.01.05 16:00 | t/p | 20 | 0.10 | 1.27451 | 1.25651 | 1.27451 | 119.28 | 11011.78 |
| 66 | 2024.02.05 20:00 | buy | 21 | 0.10 | 1.25368 | 0.00000 | 0.00000 | ||
| 67 | 2024.02.05 20:00 | modify | 21 | 0.10 | 1.25368 | 1.24768 | 1.26568 | ||
| 68 | 2024.02.13 12:00 | t/p | 21 | 0.10 | 1.26568 | 1.24768 | 1.26568 | 118.57 | 11130.35 |
| 69 | 2024.03.21 04:00 | sell | 22 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 70 | 2024.03.21 04:00 | modify | 22 | 0.10 | 1.27960 | 1.28560 | 1.26760 | ||
| 71 | 2024.03.21 16:00 | t/p | 22 | 0.10 | 1.26760 | 1.28560 | 1.26760 | 120.00 | 11250.35 |
| 72 | 2024.04.01 20:00 | buy | 23 | 0.10 | 1.25503 | 0.00000 | 0.00000 | ||
| 73 | 2024.04.01 20:00 | modify | 23 | 0.10 | 1.25503 | 1.24903 | 1.26703 | ||
| 74 | 2024.04.03 04:00 | buy | 24 | 0.10 | 1.25817 | 0.00000 | 0.00000 | ||
| 75 | 2024.04.03 04:00 | modify | 24 | 0.10 | 1.25817 | 1.25563 | 1.26703 | ||
| 76 | 2024.04.03 04:00 | modify | 23 | 0.10 | 1.25503 | 1.25563 | 1.26703 | ||
| 77 | 2024.04.04 16:00 | t/p | 23 | 0.10 | 1.26703 | 1.25563 | 1.26703 | 119.11 | 11369.46 |
| 78 | 2024.04.04 16:00 | t/p | 24 | 0.10 | 1.26703 | 1.25563 | 1.26703 | 88.06 | 11457.52 |
| 79 | 2024.04.11 04:00 | buy | 25 | 0.10 | 1.25481 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.11 04:00 | modify | 25 | 0.10 | 1.25481 | 1.24881 | 1.26681 | ||
| 81 | 2024.04.12 12:00 | s/l | 25 | 0.10 | 1.24881 | 1.24881 | 1.26681 | -60.18 | 11397.34 |
| 82 | 2024.04.14 20:00 | buy | 26 | 0.10 | 1.24440 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.14 20:00 | modify | 26 | 0.10 | 1.24440 | 1.23840 | 1.25640 | ||
| 84 | 2024.04.18 08:00 | buy | 27 | 0.10 | 1.24753 | 0.00000 | 0.00000 | ||
| 85 | 2024.04.18 08:00 | modify | 27 | 0.10 | 1.24753 | 1.24500 | 1.25640 | ||
| 86 | 2024.04.18 08:00 | modify | 26 | 0.10 | 1.24440 | 1.24500 | 1.25640 | ||
| 87 | 2024.04.18 16:00 | s/l | 26 | 0.10 | 1.24500 | 1.24500 | 1.25640 | 4.93 | 11402.27 |
| 88 | 2024.04.18 16:00 | s/l | 27 | 0.10 | 1.24500 | 1.24500 | 1.25640 | -25.30 | 11376.97 |