Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| 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=7; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1045.57 | Gross profit | 1138.47 | Gross loss | -92.90 |
| Profit factor | 12.25 | Expected payoff | 65.35 | ||
| Absolute drawdown | 8.80 | Maximal drawdown | 108.18 (1.05%) | Relative drawdown | 1.05% (108.18) |
| Total trades | 16 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 130.00 | loss trade | -40.10 | |
| Average | profit trade | 87.57 | loss trade | -30.97 | |
| Maximum | consecutive wins (profit in money) | 7 (603.04) | consecutive losses (loss in money) | 1 (-40.10) | |
| Maximal | consecutive profit (count of wins) | 603.04 (7) | consecutive loss (count of losses) | -40.10 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.25 08:00 | buy | 1 | 0.10 | 1.25779 | 0.00000 | 0.00000 | ||
| 2 | 2023.08.25 08:00 | modify | 1 | 0.10 | 1.25779 | 1.24279 | 1.27079 | ||
| 3 | 2023.08.30 08:00 | buy | 2 | 0.10 | 1.26447 | 0.00000 | 0.00000 | ||
| 4 | 2023.08.30 08:00 | modify | 2 | 0.10 | 1.26447 | 1.26039 | 1.27079 | ||
| 5 | 2023.08.30 08:00 | modify | 1 | 0.10 | 1.25779 | 1.26039 | 1.27079 | ||
| 6 | 2023.08.30 16:00 | t/p | 1 | 0.10 | 1.27079 | 1.26039 | 1.27079 | 129.46 | 10129.46 |
| 7 | 2023.08.30 16:00 | t/p | 2 | 0.10 | 1.27079 | 1.26039 | 1.27079 | 63.20 | 10192.66 |
| 8 | 2023.10.03 08:00 | buy | 3 | 0.10 | 1.20859 | 0.00000 | 0.00000 | ||
| 9 | 2023.10.03 08:00 | modify | 3 | 0.10 | 1.20859 | 1.19359 | 1.22159 | ||
| 10 | 2023.10.05 12:00 | buy | 4 | 0.10 | 1.21520 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.05 12:00 | modify | 4 | 0.10 | 1.21520 | 1.21119 | 1.22159 | ||
| 12 | 2023.10.05 12:00 | modify | 3 | 0.10 | 1.20859 | 1.21119 | 1.22159 | ||
| 13 | 2023.10.05 16:00 | s/l | 3 | 0.10 | 1.21119 | 1.21119 | 1.22159 | 25.28 | 10217.95 |
| 14 | 2023.10.05 16:00 | s/l | 4 | 0.10 | 1.21119 | 1.21119 | 1.22159 | -40.10 | 10177.85 |
| 15 | 2023.10.19 12:00 | buy | 5 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.19 12:00 | modify | 5 | 0.10 | 1.21238 | 1.19738 | 1.22538 | ||
| 17 | 2023.10.23 20:00 | t/p | 5 | 0.10 | 1.22538 | 1.19738 | 1.22538 | 129.64 | 10307.49 |
| 18 | 2023.10.24 08:00 | sell | 6 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 19 | 2023.10.24 08:00 | modify | 6 | 0.10 | 1.22625 | 1.24125 | 1.21325 | ||
| 20 | 2023.10.25 12:00 | t/p | 6 | 0.10 | 1.21325 | 1.24125 | 1.21325 | 129.87 | 10437.36 |
| 21 | 2023.11.29 04:00 | sell | 7 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.29 04:00 | modify | 7 | 0.10 | 1.27073 | 1.28573 | 1.25773 | ||
| 23 | 2023.11.30 20:00 | sell | 8 | 0.10 | 1.26227 | 0.00000 | 0.00000 | ||
| 24 | 2023.11.30 20:00 | modify | 8 | 0.10 | 1.26227 | 1.26488 | 1.25773 | ||
| 25 | 2023.11.30 20:00 | modify | 7 | 0.10 | 1.27073 | 1.26488 | 1.25773 | ||
| 26 | 2023.12.01 04:00 | s/l | 7 | 0.10 | 1.26488 | 1.26488 | 1.25773 | 57.97 | 10495.32 |
| 27 | 2023.12.01 04:00 | s/l | 8 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -26.23 | 10469.09 |
| 28 | 2023.12.15 04:00 | sell | 9 | 0.10 | 1.27665 | 0.00000 | 0.00000 | ||
| 29 | 2023.12.15 04:00 | modify | 9 | 0.10 | 1.27665 | 1.29165 | 1.26365 | ||
| 30 | 2023.12.15 16:00 | sell | 10 | 0.10 | 1.26986 | 0.00000 | 0.00000 | ||
| 31 | 2023.12.15 16:00 | modify | 10 | 0.10 | 1.26986 | 1.27405 | 1.26365 | ||
| 32 | 2023.12.15 16:00 | modify | 9 | 0.10 | 1.27665 | 1.27405 | 1.26365 | ||
| 33 | 2023.12.18 20:00 | t/p | 9 | 0.10 | 1.26365 | 1.27405 | 1.26365 | 129.87 | 10598.96 |
| 34 | 2023.12.18 20:00 | t/p | 10 | 0.10 | 1.26365 | 1.27405 | 1.26365 | 61.97 | 10660.93 |
| 35 | 2024.03.08 04:00 | sell | 11 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 36 | 2024.03.08 04:00 | modify | 11 | 0.10 | 1.28072 | 1.29572 | 1.26772 | ||
| 37 | 2024.03.17 20:00 | sell | 12 | 0.10 | 1.27270 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.17 20:00 | modify | 12 | 0.10 | 1.27270 | 1.27617 | 1.26772 | ||
| 39 | 2024.03.17 20:00 | modify | 11 | 0.10 | 1.28072 | 1.27617 | 1.26772 | ||
| 40 | 2024.03.19 04:00 | sell | 13 | 0.10 | 1.27225 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.19 04:00 | modify | 13 | 0.10 | 1.27225 | 1.27487 | 1.26772 | ||
| 42 | 2024.03.19 04:00 | modify | 12 | 0.10 | 1.27270 | 1.27487 | 1.26772 | ||
| 43 | 2024.03.19 04:00 | modify | 11 | 0.10 | 1.28072 | 1.27487 | 1.26772 | ||
| 44 | 2024.03.19 12:00 | t/p | 11 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 128.80 | 10789.73 |
| 45 | 2024.03.19 12:00 | t/p | 12 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 49.53 | 10839.26 |
| 46 | 2024.03.19 12:00 | t/p | 13 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 45.30 | 10884.56 |
| 47 | 2024.03.21 04:00 | sell | 14 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 48 | 2024.03.21 04:00 | modify | 14 | 0.10 | 1.27960 | 1.29460 | 1.26660 | ||
| 49 | 2024.03.21 16:00 | t/p | 14 | 0.10 | 1.26660 | 1.29460 | 1.26660 | 130.00 | 11014.56 |
| 50 | 2024.06.04 04:00 | sell | 15 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 51 | 2024.06.04 04:00 | modify | 15 | 0.10 | 1.28095 | 1.29595 | 1.26795 | ||
| 52 | 2024.06.07 16:00 | sell | 16 | 0.10 | 1.27247 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.07 16:00 | modify | 16 | 0.10 | 1.27247 | 1.27510 | 1.26795 | ||
| 54 | 2024.06.07 16:00 | modify | 15 | 0.10 | 1.28095 | 1.27510 | 1.26795 | ||
| 55 | 2024.06.11 12:00 | s/l | 15 | 0.10 | 1.27510 | 1.27510 | 1.26795 | 57.57 | 11072.13 |
| 56 | 2024.06.11 12:00 | s/l | 16 | 0.10 | 1.27510 | 1.27510 | 1.26795 | -26.57 | 11045.57 |