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 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 78747 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1347.44 | Gross profit | 1513.94 | Gross loss | -166.50 |
| Profit factor | 9.09 | Expected payoff | 46.46 | ||
| Absolute drawdown | 37.18 | Maximal drawdown | 197.80 (1.85%) | Relative drawdown | 1.85% (197.80) |
| Total trades | 29 | Short positions (won %) | 22 (81.82%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 22 (75.86%) | Loss trades (% of total) | 7 (24.14%) | ||
| Largest | profit trade | 130.00 | loss trade | -41.00 | |
| Average | profit trade | 68.82 | loss trade | -23.79 | |
| Maximum | consecutive wins (profit in money) | 13 (892.01) | consecutive losses (loss in money) | 3 (-55.30) | |
| Maximal | consecutive profit (count of wins) | 892.01 (13) | consecutive loss (count of losses) | -55.30 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | 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 | 2023.08.25 14:15 | buy | 2 | 0.10 | 1.26569 | 0.00000 | 0.00000 | ||
| 4 | 2023.08.25 14:15 | modify | 2 | 0.10 | 1.26569 | 1.26234 | 1.27079 | ||
| 5 | 2023.08.25 14:15 | modify | 1 | 0.10 | 1.25779 | 1.26234 | 1.27079 | ||
| 6 | 2023.08.25 14:20 | s/l | 1 | 0.10 | 1.26234 | 1.26234 | 1.27079 | 45.50 | 10045.50 |
| 7 | 2023.08.25 14:20 | s/l | 2 | 0.10 | 1.26234 | 1.26234 | 1.27079 | -33.50 | 10012.00 |
| 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 | 2023.10.04 13:00 | buy | 4 | 0.10 | 1.21724 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.04 13:00 | modify | 4 | 0.10 | 1.21724 | 1.21444 | 1.22159 | ||
| 12 | 2023.10.04 13:00 | modify | 3 | 0.10 | 1.20859 | 1.21444 | 1.22159 | ||
| 13 | 2023.10.04 13:45 | buy | 5 | 0.10 | 1.21531 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.04 13:45 | modify | 5 | 0.10 | 1.21531 | 1.21119 | 1.22159 | ||
| 15 | 2023.10.04 13:50 | modify | 5 | 0.10 | 1.21531 | 1.21444 | 1.22159 | ||
| 16 | 2023.10.04 14:20 | s/l | 3 | 0.10 | 1.21444 | 1.21444 | 1.22159 | 58.32 | 10070.32 |
| 17 | 2023.10.04 14:20 | s/l | 4 | 0.10 | 1.21444 | 1.21444 | 1.22159 | -28.00 | 10042.32 |
| 18 | 2023.10.04 14:20 | s/l | 5 | 0.10 | 1.21444 | 1.21444 | 1.22159 | -8.70 | 10033.62 |
| 19 | 2023.10.19 12:00 | buy | 6 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
| 20 | 2023.10.19 12:00 | modify | 6 | 0.10 | 1.21238 | 1.19738 | 1.22538 | ||
| 21 | 2023.10.23 15:00 | buy | 7 | 0.10 | 1.22104 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.23 15:00 | modify | 7 | 0.10 | 1.22104 | 1.21823 | 1.22538 | ||
| 23 | 2023.10.23 15:00 | modify | 6 | 0.10 | 1.21238 | 1.21823 | 1.22538 | ||
| 24 | 2023.10.23 18:30 | t/p | 6 | 0.10 | 1.22538 | 1.21823 | 1.22538 | 129.64 | 10163.26 |
| 25 | 2023.10.23 18:30 | t/p | 7 | 0.10 | 1.22538 | 1.21823 | 1.22538 | 43.40 | 10206.66 |
| 26 | 2023.10.24 08:00 | sell | 8 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 27 | 2023.10.24 08:00 | modify | 8 | 0.10 | 1.22625 | 1.24125 | 1.21325 | ||
| 28 | 2023.10.24 12:40 | sell | 9 | 0.10 | 1.21972 | 0.00000 | 0.00000 | ||
| 29 | 2023.10.24 12:40 | modify | 9 | 0.10 | 1.21972 | 1.22365 | 1.21325 | ||
| 30 | 2023.10.24 12:40 | modify | 8 | 0.10 | 1.22625 | 1.22365 | 1.21325 | ||
| 31 | 2023.10.24 13:50 | sell | 10 | 0.10 | 1.21753 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.24 13:50 | modify | 10 | 0.10 | 1.21753 | 1.22040 | 1.21325 | ||
| 33 | 2023.10.24 13:50 | modify | 9 | 0.10 | 1.21972 | 1.22040 | 1.21325 | ||
| 34 | 2023.10.24 13:50 | modify | 8 | 0.10 | 1.22625 | 1.22040 | 1.21325 | ||
| 35 | 2023.10.24 14:20 | sell | 11 | 0.10 | 1.21825 | 0.00000 | 0.00000 | ||
| 36 | 2023.10.24 14:20 | modify | 11 | 0.10 | 1.21825 | 1.22170 | 1.21325 | ||
| 37 | 2023.10.24 14:25 | modify | 11 | 0.10 | 1.21825 | 1.22040 | 1.21325 | ||
| 38 | 2023.10.25 09:20 | t/p | 8 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 129.87 | 10336.53 |
| 39 | 2023.10.25 09:20 | t/p | 9 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 64.57 | 10401.10 |
| 40 | 2023.10.25 09:20 | t/p | 10 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 42.67 | 10443.76 |
| 41 | 2023.10.25 09:20 | t/p | 11 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 49.87 | 10493.63 |
| 42 | 2023.11.29 04:00 | sell | 12 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 43 | 2023.11.29 04:00 | modify | 12 | 0.10 | 1.27073 | 1.28573 | 1.25773 | ||
| 44 | 2023.11.30 10:30 | sell | 13 | 0.10 | 1.26414 | 0.00000 | 0.00000 | ||
| 45 | 2023.11.30 10:30 | modify | 13 | 0.10 | 1.26414 | 1.26813 | 1.25773 | ||
| 46 | 2023.11.30 10:30 | modify | 12 | 0.10 | 1.27073 | 1.26813 | 1.25773 | ||
| 47 | 2023.11.30 13:40 | sell | 14 | 0.10 | 1.26223 | 0.00000 | 0.00000 | ||
| 48 | 2023.11.30 13:40 | modify | 14 | 0.10 | 1.26223 | 1.26488 | 1.25773 | ||
| 49 | 2023.11.30 13:40 | modify | 13 | 0.10 | 1.26414 | 1.26488 | 1.25773 | ||
| 50 | 2023.11.30 13:40 | modify | 12 | 0.10 | 1.27073 | 1.26488 | 1.25773 | ||
| 51 | 2023.11.30 13:50 | sell | 15 | 0.10 | 1.26274 | 0.00000 | 0.00000 | ||
| 52 | 2023.11.30 13:50 | modify | 15 | 0.10 | 1.26274 | 1.26618 | 1.25773 | ||
| 53 | 2023.11.30 13:55 | modify | 15 | 0.10 | 1.26274 | 1.26488 | 1.25773 | ||
| 54 | 2023.11.30 15:30 | s/l | 12 | 0.10 | 1.26488 | 1.26488 | 1.25773 | 58.10 | 10551.73 |
| 55 | 2023.11.30 15:30 | s/l | 13 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -7.40 | 10544.33 |
| 56 | 2023.11.30 15:30 | s/l | 14 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -26.50 | 10517.83 |
| 57 | 2023.11.30 15:30 | s/l | 15 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -21.40 | 10496.43 |
| 58 | 2023.12.15 04:00 | sell | 16 | 0.10 | 1.27665 | 0.00000 | 0.00000 | ||
| 59 | 2023.12.15 04:00 | modify | 16 | 0.10 | 1.27665 | 1.29165 | 1.26365 | ||
| 60 | 2023.12.15 13:40 | sell | 17 | 0.10 | 1.26987 | 0.00000 | 0.00000 | ||
| 61 | 2023.12.15 13:40 | modify | 17 | 0.10 | 1.26987 | 1.27405 | 1.26365 | ||
| 62 | 2023.12.15 13:40 | modify | 16 | 0.10 | 1.27665 | 1.27405 | 1.26365 | ||
| 63 | 2023.12.15 16:05 | sell | 18 | 0.10 | 1.26871 | 0.00000 | 0.00000 | ||
| 64 | 2023.12.15 16:05 | modify | 18 | 0.10 | 1.26871 | 1.27210 | 1.26365 | ||
| 65 | 2023.12.15 16:05 | modify | 17 | 0.10 | 1.26987 | 1.27210 | 1.26365 | ||
| 66 | 2023.12.15 16:05 | modify | 16 | 0.10 | 1.27665 | 1.27210 | 1.26365 | ||
| 67 | 2023.12.15 18:30 | sell | 19 | 0.10 | 1.26815 | 0.00000 | 0.00000 | ||
| 68 | 2023.12.15 18:30 | modify | 19 | 0.10 | 1.26815 | 1.27080 | 1.26365 | ||
| 69 | 2023.12.15 18:30 | modify | 18 | 0.10 | 1.26871 | 1.27080 | 1.26365 | ||
| 70 | 2023.12.15 18:30 | modify | 17 | 0.10 | 1.26987 | 1.27080 | 1.26365 | ||
| 71 | 2023.12.15 18:30 | modify | 16 | 0.10 | 1.27665 | 1.27080 | 1.26365 | ||
| 72 | 2023.12.18 16:40 | t/p | 16 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 129.87 | 10626.30 |
| 73 | 2023.12.18 16:40 | t/p | 17 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 62.07 | 10688.37 |
| 74 | 2023.12.18 16:40 | t/p | 18 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 50.47 | 10738.83 |
| 75 | 2023.12.18 16:40 | t/p | 19 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 44.87 | 10783.70 |
| 76 | 2024.03.08 04:00 | sell | 20 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 77 | 2024.03.08 04:00 | modify | 20 | 0.10 | 1.28072 | 1.29572 | 1.26772 | ||
| 78 | 2024.03.15 00:20 | sell | 21 | 0.10 | 1.27422 | 0.00000 | 0.00000 | ||
| 79 | 2024.03.15 00:20 | modify | 21 | 0.10 | 1.27422 | 1.27812 | 1.26772 | ||
| 80 | 2024.03.15 00:20 | modify | 20 | 0.10 | 1.28072 | 1.27812 | 1.26772 | ||
| 81 | 2024.03.15 16:40 | sell | 22 | 0.10 | 1.27291 | 0.00000 | 0.00000 | ||
| 82 | 2024.03.15 16:40 | modify | 22 | 0.10 | 1.27291 | 1.27617 | 1.26772 | ||
| 83 | 2024.03.15 16:40 | modify | 21 | 0.10 | 1.27422 | 1.27617 | 1.26772 | ||
| 84 | 2024.03.15 16:40 | modify | 20 | 0.10 | 1.28072 | 1.27617 | 1.26772 | ||
| 85 | 2024.03.18 15:15 | sell | 23 | 0.10 | 1.27219 | 0.00000 | 0.00000 | ||
| 86 | 2024.03.18 15:15 | modify | 23 | 0.10 | 1.27219 | 1.27487 | 1.26772 | ||
| 87 | 2024.03.18 15:15 | modify | 22 | 0.10 | 1.27291 | 1.27487 | 1.26772 | ||
| 88 | 2024.03.18 15:15 | modify | 21 | 0.10 | 1.27422 | 1.27487 | 1.26772 | ||
| 89 | 2024.03.18 15:15 | modify | 20 | 0.10 | 1.28072 | 1.27487 | 1.26772 | ||
| 90 | 2024.03.19 09:40 | t/p | 20 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 128.80 | 10912.50 |
| 91 | 2024.03.19 09:40 | t/p | 21 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 64.73 | 10977.24 |
| 92 | 2024.03.19 09:40 | t/p | 22 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 51.63 | 11028.87 |
| 93 | 2024.03.19 09:40 | t/p | 23 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 44.57 | 11073.44 |
| 94 | 2024.03.21 04:00 | sell | 24 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 95 | 2024.03.21 04:00 | modify | 24 | 0.10 | 1.27960 | 1.29460 | 1.26660 | ||
| 96 | 2024.03.21 13:10 | sell | 25 | 0.10 | 1.27307 | 0.00000 | 0.00000 | ||
| 97 | 2024.03.21 13:10 | modify | 25 | 0.10 | 1.27307 | 1.27700 | 1.26660 | ||
| 98 | 2024.03.21 13:10 | modify | 24 | 0.10 | 1.27960 | 1.27700 | 1.26660 | ||
| 99 | 2024.03.21 13:30 | sell | 26 | 0.10 | 1.27172 | 0.00000 | 0.00000 | ||
| 100 | 2024.03.21 13:30 | modify | 26 | 0.10 | 1.27172 | 1.27505 | 1.26660 | ||
| 101 | 2024.03.21 13:30 | modify | 25 | 0.10 | 1.27307 | 1.27505 | 1.26660 | ||
| 102 | 2024.03.21 13:30 | modify | 24 | 0.10 | 1.27960 | 1.27505 | 1.26660 | ||
| 103 | 2024.03.21 13:50 | sell | 27 | 0.10 | 1.27091 | 0.00000 | 0.00000 | ||
| 104 | 2024.03.21 13:50 | modify | 27 | 0.10 | 1.27091 | 1.27375 | 1.26660 | ||
| 105 | 2024.03.21 13:50 | modify | 26 | 0.10 | 1.27172 | 1.27375 | 1.26660 | ||
| 106 | 2024.03.21 13:50 | modify | 25 | 0.10 | 1.27307 | 1.27375 | 1.26660 | ||
| 107 | 2024.03.21 13:50 | modify | 24 | 0.10 | 1.27960 | 1.27375 | 1.26660 | ||
| 108 | 2024.03.21 15:40 | t/p | 24 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 130.00 | 11203.44 |
| 109 | 2024.03.21 15:40 | t/p | 25 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 64.70 | 11268.14 |
| 110 | 2024.03.21 15:40 | t/p | 26 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 51.20 | 11319.34 |
| 111 | 2024.03.21 15:40 | t/p | 27 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 43.10 | 11362.44 |
| 112 | 2024.06.04 04:00 | sell | 28 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 113 | 2024.06.04 04:00 | modify | 28 | 0.10 | 1.28095 | 1.29595 | 1.26795 | ||
| 114 | 2024.06.04 10:33 | sell | 29 | 0.10 | 1.27425 | 0.00000 | 0.00000 | ||
| 115 | 2024.06.04 10:33 | modify | 29 | 0.10 | 1.27425 | 1.27835 | 1.26795 | ||
| 116 | 2024.06.04 10:33 | modify | 28 | 0.10 | 1.28095 | 1.27835 | 1.26795 | ||
| 117 | 2024.06.04 14:40 | s/l | 28 | 0.10 | 1.27835 | 1.27835 | 1.26795 | 26.00 | 11388.44 |
| 118 | 2024.06.04 14:40 | s/l | 29 | 0.10 | 1.27835 | 1.27835 | 1.26795 | -41.00 | 11347.44 |