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=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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1384.53 | Gross profit | 2278.17 | Gross loss | -893.64 |
| Profit factor | 2.55 | Expected payoff | 31.47 | ||
| Absolute drawdown | 71.82 | Maximal drawdown | 241.32 (2.18%) | Relative drawdown | 2.18% (241.32) |
| Total trades | 44 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 24 (45.83%) |
| Profit trades (% of total) | 22 (50.00%) | Loss trades (% of total) | 22 (50.00%) | ||
| Largest | profit trade | 149.95 | loss trade | -61.25 | |
| Average | profit trade | 103.55 | loss trade | -40.62 | |
| Maximum | consecutive wins (profit in money) | 5 (627.26) | consecutive losses (loss in money) | 3 (-67.87) | |
| Maximal | consecutive profit (count of wins) | 627.26 (5) | consecutive loss (count of losses) | -121.43 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 1.25639 | ||
| 3 | 2023.05.25 04:00 | s/l | 1 | 0.10 | 1.23539 | 1.23539 | 1.25639 | -61.07 | 9938.93 |
| 4 | 2023.06.01 20:00 | sell | 2 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 5 | 2023.06.01 20:00 | modify | 2 | 0.10 | 1.25300 | 1.25900 | 1.23800 | ||
| 6 | 2023.06.05 16:00 | t/p | 2 | 0.10 | 1.23800 | 1.25900 | 1.23800 | 149.91 | 10088.83 |
| 7 | 2023.06.09 20:00 | sell | 3 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
| 8 | 2023.06.09 20:00 | modify | 3 | 0.10 | 1.25767 | 1.26367 | 1.24267 | ||
| 9 | 2023.06.14 12:00 | s/l | 3 | 0.10 | 1.26367 | 1.26367 | 1.24267 | -60.14 | 10028.69 |
| 10 | 2023.06.28 20:00 | buy | 4 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.28 20:00 | modify | 4 | 0.10 | 1.26440 | 1.25840 | 1.27940 | ||
| 12 | 2023.06.30 16:00 | buy | 5 | 0.10 | 1.27115 | 0.00000 | 0.00000 | ||
| 13 | 2023.06.30 16:00 | modify | 5 | 0.10 | 1.27115 | 1.26965 | 1.27940 | ||
| 14 | 2023.06.30 16:00 | buy | 6 | 0.10 | 1.27115 | 0.00000 | 0.00000 | ||
| 15 | 2023.06.30 16:00 | modify | 6 | 0.10 | 1.27115 | 1.26890 | 1.27940 | ||
| 16 | 2023.06.30 16:00 | modify | 4 | 0.10 | 1.26440 | 1.26890 | 1.27940 | ||
| 17 | 2023.06.30 20:00 | s/l | 5 | 0.10 | 1.26965 | 1.26965 | 1.27940 | -15.00 | 10013.69 |
| 18 | 2023.07.03 04:00 | s/l | 4 | 0.10 | 1.26890 | 1.26890 | 1.27940 | 44.10 | 10057.80 |
| 19 | 2023.07.03 04:00 | s/l | 6 | 0.10 | 1.26890 | 1.26890 | 1.27940 | -22.68 | 10035.12 |
| 20 | 2023.07.07 20:00 | sell | 7 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
| 21 | 2023.07.07 20:00 | modify | 7 | 0.10 | 1.28299 | 1.28899 | 1.26799 | ||
| 22 | 2023.07.11 08:00 | s/l | 7 | 0.10 | 1.28899 | 1.28899 | 1.26799 | -60.09 | 9975.02 |
| 23 | 2023.07.14 00:00 | sell | 8 | 0.10 | 1.31278 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.14 00:00 | modify | 8 | 0.10 | 1.31278 | 1.31878 | 1.29778 | ||
| 25 | 2023.07.19 08:00 | t/p | 8 | 0.10 | 1.29778 | 1.31878 | 1.29778 | 149.86 | 10124.88 |
| 26 | 2023.07.28 00:00 | buy | 9 | 0.10 | 1.27958 | 0.00000 | 0.00000 | ||
| 27 | 2023.07.28 00:00 | modify | 9 | 0.10 | 1.27958 | 1.27358 | 1.29458 | ||
| 28 | 2023.07.31 12:00 | buy | 10 | 0.10 | 1.28641 | 0.00000 | 0.00000 | ||
| 29 | 2023.07.31 12:00 | modify | 10 | 0.10 | 1.28641 | 1.28483 | 1.29458 | ||
| 30 | 2023.07.31 12:00 | buy | 11 | 0.10 | 1.28641 | 0.00000 | 0.00000 | ||
| 31 | 2023.07.31 12:00 | modify | 11 | 0.10 | 1.28641 | 1.28408 | 1.29458 | ||
| 32 | 2023.07.31 12:00 | modify | 9 | 0.10 | 1.27958 | 1.28408 | 1.29458 | ||
| 33 | 2023.07.31 16:00 | s/l | 9 | 0.10 | 1.28408 | 1.28408 | 1.29458 | 44.82 | 10169.70 |
| 34 | 2023.07.31 16:00 | s/l | 10 | 0.10 | 1.28483 | 1.28483 | 1.29458 | -15.80 | 10153.90 |
| 35 | 2023.07.31 16:00 | s/l | 11 | 0.10 | 1.28408 | 1.28408 | 1.29458 | -23.30 | 10130.60 |
| 36 | 2023.08.25 08:00 | buy | 12 | 0.10 | 1.25779 | 0.00000 | 0.00000 | ||
| 37 | 2023.08.25 08:00 | modify | 12 | 0.10 | 1.25779 | 1.25179 | 1.27279 | ||
| 38 | 2023.08.30 16:00 | t/p | 12 | 0.10 | 1.27279 | 1.25179 | 1.27279 | 149.46 | 10280.07 |
| 39 | 2023.08.30 20:00 | sell | 13 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
| 40 | 2023.08.30 20:00 | modify | 13 | 0.10 | 1.27170 | 1.27770 | 1.25670 | ||
| 41 | 2023.09.05 08:00 | t/p | 13 | 0.10 | 1.25670 | 1.27770 | 1.25670 | 149.72 | 10429.78 |
| 42 | 2023.09.22 16:00 | buy | 14 | 0.10 | 1.22577 | 0.00000 | 0.00000 | ||
| 43 | 2023.09.22 16:00 | modify | 14 | 0.10 | 1.22577 | 1.21977 | 1.24077 | ||
| 44 | 2023.09.25 16:00 | s/l | 14 | 0.10 | 1.21977 | 1.21977 | 1.24077 | -60.18 | 10369.61 |
| 45 | 2023.09.26 00:00 | buy | 15 | 0.10 | 1.22154 | 0.00000 | 0.00000 | ||
| 46 | 2023.09.26 00:00 | modify | 15 | 0.10 | 1.22154 | 1.21554 | 1.23654 | ||
| 47 | 2023.09.26 20:00 | s/l | 15 | 0.10 | 1.21554 | 1.21554 | 1.23654 | -60.00 | 10309.61 |
| 48 | 2023.10.03 08:00 | buy | 16 | 0.10 | 1.20859 | 0.00000 | 0.00000 | ||
| 49 | 2023.10.03 08:00 | modify | 16 | 0.10 | 1.20859 | 1.20259 | 1.22359 | ||
| 50 | 2023.10.06 08:00 | buy | 17 | 0.10 | 1.22065 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.06 08:00 | modify | 17 | 0.10 | 1.22065 | 1.21459 | 1.22359 | ||
| 52 | 2023.10.06 08:00 | modify | 16 | 0.10 | 1.20859 | 1.21459 | 1.22359 | ||
| 53 | 2023.10.06 16:00 | s/l | 16 | 0.10 | 1.21459 | 1.21459 | 1.22359 | 59.10 | 10368.71 |
| 54 | 2023.10.06 16:00 | s/l | 17 | 0.10 | 1.21459 | 1.21459 | 1.22359 | -60.60 | 10308.11 |
| 55 | 2023.10.10 20:00 | sell | 18 | 0.10 | 1.22842 | 0.00000 | 0.00000 | ||
| 56 | 2023.10.10 20:00 | modify | 18 | 0.10 | 1.22842 | 1.23442 | 1.21342 | ||
| 57 | 2023.10.13 16:00 | t/p | 18 | 0.10 | 1.21342 | 1.23442 | 1.21342 | 149.76 | 10457.88 |
| 58 | 2023.10.19 12:00 | buy | 19 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.19 12:00 | modify | 19 | 0.10 | 1.21238 | 1.20638 | 1.22738 | ||
| 60 | 2023.10.24 04:00 | t/p | 19 | 0.10 | 1.22738 | 1.20638 | 1.22738 | 149.46 | 10607.34 |
| 61 | 2023.10.24 08:00 | sell | 20 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 62 | 2023.10.24 08:00 | modify | 20 | 0.10 | 1.22625 | 1.23225 | 1.21125 | ||
| 63 | 2023.10.25 08:00 | sell | 21 | 0.10 | 1.21411 | 0.00000 | 0.00000 | ||
| 64 | 2023.10.25 08:00 | modify | 21 | 0.10 | 1.21411 | 1.22025 | 1.21125 | ||
| 65 | 2023.10.25 08:00 | modify | 20 | 0.10 | 1.22625 | 1.22025 | 1.21125 | ||
| 66 | 2023.10.26 00:00 | t/p | 20 | 0.10 | 1.21125 | 1.22025 | 1.21125 | 149.81 | 10757.15 |
| 67 | 2023.10.26 00:00 | t/p | 21 | 0.10 | 1.21125 | 1.22025 | 1.21125 | 28.46 | 10785.61 |
| 68 | 2023.11.06 00:00 | sell | 22 | 0.10 | 1.23718 | 0.00000 | 0.00000 | ||
| 69 | 2023.11.06 00:00 | modify | 22 | 0.10 | 1.23718 | 1.24318 | 1.22218 | ||
| 70 | 2023.11.09 20:00 | t/p | 22 | 0.10 | 1.22218 | 1.24318 | 1.22218 | 149.76 | 10935.37 |
| 71 | 2023.11.15 00:00 | sell | 23 | 0.10 | 1.24930 | 0.00000 | 0.00000 | ||
| 72 | 2023.11.15 00:00 | modify | 23 | 0.10 | 1.24930 | 1.25530 | 1.23430 | ||
| 73 | 2023.11.21 12:00 | s/l | 23 | 0.10 | 1.25530 | 1.25530 | 1.23430 | -60.28 | 10875.09 |
| 74 | 2023.11.24 20:00 | sell | 24 | 0.10 | 1.26082 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.24 20:00 | modify | 24 | 0.10 | 1.26082 | 1.26682 | 1.24582 | ||
| 76 | 2023.11.28 16:00 | s/l | 24 | 0.10 | 1.26682 | 1.26682 | 1.24582 | -60.09 | 10815.00 |
| 77 | 2023.11.29 04:00 | sell | 25 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 78 | 2023.11.29 04:00 | modify | 25 | 0.10 | 1.27073 | 1.27673 | 1.25573 | ||
| 79 | 2023.11.30 12:00 | sell | 26 | 0.10 | 1.26392 | 0.00000 | 0.00000 | ||
| 80 | 2023.11.30 12:00 | modify | 26 | 0.10 | 1.26392 | 1.26548 | 1.25573 | ||
| 81 | 2023.11.30 12:00 | sell | 27 | 0.10 | 1.26392 | 0.00000 | 0.00000 | ||
| 82 | 2023.11.30 12:00 | modify | 27 | 0.10 | 1.26392 | 1.26623 | 1.25573 | ||
| 83 | 2023.11.30 12:00 | modify | 25 | 0.10 | 1.27073 | 1.26623 | 1.25573 | ||
| 84 | 2023.11.30 16:00 | s/l | 25 | 0.10 | 1.26623 | 1.26623 | 1.25573 | 44.86 | 10859.86 |
| 85 | 2023.11.30 16:00 | s/l | 26 | 0.10 | 1.26548 | 1.26548 | 1.25573 | -15.60 | 10844.26 |
| 86 | 2023.11.30 16:00 | s/l | 27 | 0.10 | 1.26623 | 1.26623 | 1.25573 | -23.10 | 10821.16 |
| 87 | 2023.12.14 20:00 | sell | 28 | 0.10 | 1.27574 | 0.00000 | 0.00000 | ||
| 88 | 2023.12.14 20:00 | modify | 28 | 0.10 | 1.27574 | 1.28174 | 1.26074 | ||
| 89 | 2023.12.15 20:00 | sell | 29 | 0.10 | 1.26893 | 0.00000 | 0.00000 | ||
| 90 | 2023.12.15 20:00 | modify | 29 | 0.10 | 1.26893 | 1.27049 | 1.26074 | ||
| 91 | 2023.12.15 20:00 | sell | 30 | 0.10 | 1.26893 | 0.00000 | 0.00000 | ||
| 92 | 2023.12.15 20:00 | modify | 30 | 0.10 | 1.26893 | 1.27124 | 1.26074 | ||
| 93 | 2023.12.15 20:00 | modify | 28 | 0.10 | 1.27574 | 1.27124 | 1.26074 | ||
| 94 | 2023.12.17 20:00 | modify | 29 | 0.10 | 1.26893 | 1.27124 | 1.26074 | ||
| 95 | 2023.12.19 12:00 | s/l | 28 | 0.10 | 1.27124 | 1.27124 | 1.26074 | 44.86 | 10866.02 |
| 96 | 2023.12.19 12:00 | s/l | 29 | 0.10 | 1.27124 | 1.27124 | 1.26074 | -23.19 | 10842.82 |
| 97 | 2023.12.19 12:00 | s/l | 30 | 0.10 | 1.27124 | 1.27124 | 1.26074 | -23.19 | 10819.63 |
| 98 | 2024.01.03 00:00 | buy | 31 | 0.10 | 1.26251 | 0.00000 | 0.00000 | ||
| 99 | 2024.01.03 00:00 | modify | 31 | 0.10 | 1.26251 | 1.25651 | 1.27751 | ||
| 100 | 2024.01.11 00:00 | buy | 32 | 0.10 | 1.27471 | 0.00000 | 0.00000 | ||
| 101 | 2024.01.11 00:00 | modify | 32 | 0.10 | 1.27471 | 1.26851 | 1.27751 | ||
| 102 | 2024.01.11 00:00 | modify | 31 | 0.10 | 1.26251 | 1.26851 | 1.27751 | ||
| 103 | 2024.01.11 16:00 | t/p | 31 | 0.10 | 1.27751 | 1.26851 | 1.27751 | 148.21 | 10967.84 |
| 104 | 2024.01.11 16:00 | t/p | 32 | 0.10 | 1.27751 | 1.26851 | 1.27751 | 28.00 | 10995.84 |
| 105 | 2024.02.05 20:00 | buy | 33 | 0.10 | 1.25368 | 0.00000 | 0.00000 | ||
| 106 | 2024.02.05 20:00 | modify | 33 | 0.10 | 1.25368 | 1.24768 | 1.26868 | ||
| 107 | 2024.02.07 00:00 | buy | 34 | 0.10 | 1.26064 | 0.00000 | 0.00000 | ||
| 108 | 2024.02.07 00:00 | modify | 34 | 0.10 | 1.26064 | 1.25893 | 1.26868 | ||
| 109 | 2024.02.07 00:00 | buy | 35 | 0.10 | 1.26064 | 0.00000 | 0.00000 | ||
| 110 | 2024.02.07 00:00 | modify | 35 | 0.10 | 1.26064 | 1.25818 | 1.26868 | ||
| 111 | 2024.02.07 00:00 | modify | 33 | 0.10 | 1.25368 | 1.25818 | 1.26868 | ||
| 112 | 2024.02.07 04:00 | modify | 34 | 0.10 | 1.26064 | 1.25818 | 1.26868 | ||
| 113 | 2024.02.08 16:00 | s/l | 33 | 0.10 | 1.25818 | 1.25818 | 1.26868 | 44.10 | 11039.94 |
| 114 | 2024.02.08 16:00 | s/l | 34 | 0.10 | 1.25818 | 1.25818 | 1.26868 | -25.14 | 11014.81 |
| 115 | 2024.02.08 16:00 | s/l | 35 | 0.10 | 1.25818 | 1.25818 | 1.26868 | -25.14 | 10989.67 |
| 116 | 2024.02.28 16:00 | buy | 36 | 0.10 | 1.26559 | 0.00000 | 0.00000 | ||
| 117 | 2024.02.28 16:00 | modify | 36 | 0.10 | 1.26559 | 1.25959 | 1.28059 | ||
| 118 | 2024.03.06 12:00 | buy | 37 | 0.10 | 1.27260 | 0.00000 | 0.00000 | ||
| 119 | 2024.03.06 12:00 | modify | 37 | 0.10 | 1.27260 | 1.27084 | 1.28059 | ||
| 120 | 2024.03.06 12:00 | buy | 38 | 0.10 | 1.27260 | 0.00000 | 0.00000 | ||
| 121 | 2024.03.06 12:00 | modify | 38 | 0.10 | 1.27260 | 1.27009 | 1.28059 | ||
| 122 | 2024.03.06 12:00 | modify | 36 | 0.10 | 1.26559 | 1.27009 | 1.28059 | ||
| 123 | 2024.03.06 16:00 | s/l | 37 | 0.10 | 1.27084 | 1.27084 | 1.28059 | -17.60 | 10972.07 |
| 124 | 2024.03.07 20:00 | t/p | 36 | 0.10 | 1.28059 | 1.27009 | 1.28059 | 148.21 | 11120.28 |
| 125 | 2024.03.07 20:00 | t/p | 38 | 0.10 | 1.28059 | 1.27009 | 1.28059 | 79.36 | 11199.64 |
| 126 | 2024.03.08 04:00 | sell | 39 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 127 | 2024.03.08 04:00 | modify | 39 | 0.10 | 1.28072 | 1.28672 | 1.26572 | ||
| 128 | 2024.03.08 16:00 | s/l | 39 | 0.10 | 1.28672 | 1.28672 | 1.26572 | -60.00 | 11139.64 |
| 129 | 2024.03.21 04:00 | sell | 40 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 130 | 2024.03.21 04:00 | modify | 40 | 0.10 | 1.27960 | 1.28560 | 1.26460 | ||
| 131 | 2024.03.22 04:00 | t/p | 40 | 0.10 | 1.26460 | 1.28560 | 1.26460 | 149.95 | 11289.59 |
| 132 | 2024.04.01 20:00 | buy | 41 | 0.10 | 1.25503 | 0.00000 | 0.00000 | ||
| 133 | 2024.04.01 20:00 | modify | 41 | 0.10 | 1.25503 | 1.24903 | 1.27003 | ||
| 134 | 2024.04.09 16:00 | t/p | 41 | 0.10 | 1.27003 | 1.24903 | 1.27003 | 148.57 | 11438.16 |
| 135 | 2024.04.11 04:00 | buy | 42 | 0.10 | 1.25481 | 0.00000 | 0.00000 | ||
| 136 | 2024.04.11 04:00 | modify | 42 | 0.10 | 1.25481 | 1.24881 | 1.26981 | ||
| 137 | 2024.04.12 12:00 | s/l | 42 | 0.10 | 1.24881 | 1.24881 | 1.26981 | -60.18 | 11377.98 |
| 138 | 2024.04.14 20:00 | buy | 43 | 0.10 | 1.24440 | 0.00000 | 0.00000 | ||
| 139 | 2024.04.14 20:00 | modify | 43 | 0.10 | 1.24440 | 1.23840 | 1.25940 | ||
| 140 | 2024.04.19 20:00 | s/l | 43 | 0.10 | 1.23840 | 1.23840 | 1.25940 | -61.25 | 11316.73 |
| 141 | 2024.04.30 00:00 | sell | 44 | 0.10 | 1.25592 | 0.00000 | 0.00000 | ||
| 142 | 2024.04.30 00:00 | modify | 44 | 0.10 | 1.25592 | 1.26192 | 1.24092 | ||
| 143 | 2024.04.30 23:59 | close at stop | 44 | 0.10 | 1.24914 | 1.26192 | 1.24092 | 67.80 | 11384.53 |