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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1902 | Ticks modelled | 21985974 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1141.27 | Gross profit | 1377.67 | Gross loss | -236.40 |
| Profit factor | 5.83 | Expected payoff | 36.82 | ||
| Absolute drawdown | 56.28 | Maximal drawdown | 197.80 (1.89%) | Relative drawdown | 1.89% (197.80) |
| Total trades | 31 | Short positions (won %) | 22 (81.82%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
| Largest | profit trade | 130.00 | loss trade | -39.10 | |
| Average | profit trade | 65.60 | loss trade | -23.64 | |
| Maximum | consecutive wins (profit in money) | 13 (898.97) | consecutive losses (loss in money) | 3 (-53.20) | |
| Maximal | consecutive profit (count of wins) | 898.97 (13) | consecutive loss (count of losses) | -53.20 (3) | |
| Average | consecutive wins | 4 | 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 14:03 | buy | 2 | 0.10 | 1.26430 | 0.00000 | 0.00000 | ||
| 4 | 2023.08.25 14:03 | modify | 2 | 0.10 | 1.26430 | 1.26039 | 1.27079 | ||
| 5 | 2023.08.25 14:03 | modify | 1 | 0.10 | 1.25779 | 1.26039 | 1.27079 | ||
| 6 | 2023.08.25 14:04 | buy | 3 | 0.10 | 1.26564 | 0.00000 | 0.00000 | ||
| 7 | 2023.08.25 14:04 | modify | 3 | 0.10 | 1.26564 | 1.26234 | 1.27079 | ||
| 8 | 2023.08.25 14:04 | modify | 2 | 0.10 | 1.26430 | 1.26234 | 1.27079 | ||
| 9 | 2023.08.25 14:04 | modify | 1 | 0.10 | 1.25779 | 1.26234 | 1.27079 | ||
| 10 | 2023.08.25 14:06 | s/l | 1 | 0.10 | 1.26234 | 1.26234 | 1.27079 | 45.50 | 10045.50 |
| 11 | 2023.08.25 14:06 | s/l | 2 | 0.10 | 1.26234 | 1.26234 | 1.27079 | -19.60 | 10025.90 |
| 12 | 2023.08.25 14:06 | s/l | 3 | 0.10 | 1.26234 | 1.26234 | 1.27079 | -33.00 | 9992.90 |
| 13 | 2023.10.03 08:00 | buy | 4 | 0.10 | 1.20859 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.03 08:00 | modify | 4 | 0.10 | 1.20859 | 1.19359 | 1.22159 | ||
| 15 | 2023.10.04 12:15 | buy | 5 | 0.10 | 1.21520 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.04 12:15 | modify | 5 | 0.10 | 1.21520 | 1.21119 | 1.22159 | ||
| 17 | 2023.10.04 12:15 | modify | 4 | 0.10 | 1.20859 | 1.21119 | 1.22159 | ||
| 18 | 2023.10.04 12:40 | buy | 6 | 0.10 | 1.21640 | 0.00000 | 0.00000 | ||
| 19 | 2023.10.04 12:40 | modify | 6 | 0.10 | 1.21640 | 1.21314 | 1.22159 | ||
| 20 | 2023.10.04 12:40 | modify | 5 | 0.10 | 1.21520 | 1.21314 | 1.22159 | ||
| 21 | 2023.10.04 12:40 | modify | 4 | 0.10 | 1.20859 | 1.21314 | 1.22159 | ||
| 22 | 2023.10.04 12:47 | buy | 7 | 0.10 | 1.21704 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.04 12:47 | modify | 7 | 0.10 | 1.21704 | 1.21444 | 1.22159 | ||
| 24 | 2023.10.04 12:47 | modify | 6 | 0.10 | 1.21640 | 1.21444 | 1.22159 | ||
| 25 | 2023.10.04 12:47 | modify | 5 | 0.10 | 1.21520 | 1.21444 | 1.22159 | ||
| 26 | 2023.10.04 12:47 | modify | 4 | 0.10 | 1.20859 | 1.21444 | 1.22159 | ||
| 27 | 2023.10.04 14:00 | s/l | 4 | 0.10 | 1.21444 | 1.21444 | 1.22159 | 58.32 | 10051.22 |
| 28 | 2023.10.04 14:00 | s/l | 5 | 0.10 | 1.21444 | 1.21444 | 1.22159 | -7.60 | 10043.62 |
| 29 | 2023.10.04 14:00 | s/l | 6 | 0.10 | 1.21444 | 1.21444 | 1.22159 | -19.60 | 10024.02 |
| 30 | 2023.10.04 14:00 | s/l | 7 | 0.10 | 1.21444 | 1.21444 | 1.22159 | -26.00 | 9998.02 |
| 31 | 2023.10.19 12:00 | buy | 8 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.19 12:00 | modify | 8 | 0.10 | 1.21238 | 1.19738 | 1.22538 | ||
| 33 | 2023.10.19 16:03 | buy | 9 | 0.10 | 1.21888 | 0.00000 | 0.00000 | ||
| 34 | 2023.10.19 16:03 | modify | 9 | 0.10 | 1.21888 | 1.21498 | 1.22538 | ||
| 35 | 2023.10.19 16:03 | modify | 8 | 0.10 | 1.21238 | 1.21498 | 1.22538 | ||
| 36 | 2023.10.19 16:34 | s/l | 8 | 0.10 | 1.21498 | 1.21498 | 1.22538 | 26.00 | 10024.02 |
| 37 | 2023.10.19 16:34 | s/l | 9 | 0.10 | 1.21498 | 1.21498 | 1.22538 | -39.00 | 9985.02 |
| 38 | 2023.10.24 08:00 | sell | 10 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 39 | 2023.10.24 08:00 | modify | 10 | 0.10 | 1.22625 | 1.24125 | 1.21325 | ||
| 40 | 2023.10.24 12:52 | sell | 11 | 0.10 | 1.21974 | 0.00000 | 0.00000 | ||
| 41 | 2023.10.24 12:52 | modify | 11 | 0.10 | 1.21974 | 1.22365 | 1.21325 | ||
| 42 | 2023.10.24 12:52 | modify | 10 | 0.10 | 1.22625 | 1.22365 | 1.21325 | ||
| 43 | 2023.10.24 13:45 | sell | 12 | 0.10 | 1.21834 | 0.00000 | 0.00000 | ||
| 44 | 2023.10.24 13:45 | modify | 12 | 0.10 | 1.21834 | 1.22170 | 1.21325 | ||
| 45 | 2023.10.24 13:45 | modify | 11 | 0.10 | 1.21974 | 1.22170 | 1.21325 | ||
| 46 | 2023.10.24 13:45 | modify | 10 | 0.10 | 1.22625 | 1.22170 | 1.21325 | ||
| 47 | 2023.10.24 13:45 | sell | 13 | 0.10 | 1.21780 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.24 13:45 | modify | 13 | 0.10 | 1.21780 | 1.22040 | 1.21325 | ||
| 49 | 2023.10.24 13:45 | modify | 12 | 0.10 | 1.21834 | 1.22040 | 1.21325 | ||
| 50 | 2023.10.24 13:45 | modify | 11 | 0.10 | 1.21974 | 1.22040 | 1.21325 | ||
| 51 | 2023.10.24 13:45 | modify | 10 | 0.10 | 1.22625 | 1.22040 | 1.21325 | ||
| 52 | 2023.10.25 09:18 | t/p | 10 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 129.87 | 10114.89 |
| 53 | 2023.10.25 09:18 | t/p | 11 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 64.77 | 10179.66 |
| 54 | 2023.10.25 09:18 | t/p | 12 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 50.77 | 10230.42 |
| 55 | 2023.10.25 09:18 | t/p | 13 | 0.10 | 1.21325 | 1.22040 | 1.21325 | 45.37 | 10275.79 |
| 56 | 2023.11.29 04:00 | sell | 14 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 57 | 2023.11.29 04:00 | modify | 14 | 0.10 | 1.27073 | 1.28573 | 1.25773 | ||
| 58 | 2023.11.30 10:11 | sell | 15 | 0.10 | 1.26422 | 0.00000 | 0.00000 | ||
| 59 | 2023.11.30 10:11 | modify | 15 | 0.10 | 1.26422 | 1.26813 | 1.25773 | ||
| 60 | 2023.11.30 10:11 | modify | 14 | 0.10 | 1.27073 | 1.26813 | 1.25773 | ||
| 61 | 2023.11.30 13:54 | sell | 16 | 0.10 | 1.26293 | 0.00000 | 0.00000 | ||
| 62 | 2023.11.30 13:54 | modify | 16 | 0.10 | 1.26293 | 1.26618 | 1.25773 | ||
| 63 | 2023.11.30 13:54 | modify | 15 | 0.10 | 1.26422 | 1.26618 | 1.25773 | ||
| 64 | 2023.11.30 13:54 | modify | 14 | 0.10 | 1.27073 | 1.26618 | 1.25773 | ||
| 65 | 2023.11.30 13:58 | sell | 17 | 0.10 | 1.26224 | 0.00000 | 0.00000 | ||
| 66 | 2023.11.30 13:58 | modify | 17 | 0.10 | 1.26224 | 1.26488 | 1.25773 | ||
| 67 | 2023.11.30 13:58 | modify | 16 | 0.10 | 1.26293 | 1.26488 | 1.25773 | ||
| 68 | 2023.11.30 13:58 | modify | 15 | 0.10 | 1.26422 | 1.26488 | 1.25773 | ||
| 69 | 2023.11.30 13:58 | modify | 14 | 0.10 | 1.27073 | 1.26488 | 1.25773 | ||
| 70 | 2023.11.30 15:57 | s/l | 14 | 0.10 | 1.26488 | 1.26488 | 1.25773 | 58.10 | 10333.89 |
| 71 | 2023.11.30 15:57 | s/l | 15 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -6.60 | 10327.29 |
| 72 | 2023.11.30 15:57 | s/l | 16 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -19.50 | 10307.79 |
| 73 | 2023.11.30 15:57 | s/l | 17 | 0.10 | 1.26488 | 1.26488 | 1.25773 | -26.40 | 10281.39 |
| 74 | 2023.12.15 04:00 | sell | 18 | 0.10 | 1.27665 | 0.00000 | 0.00000 | ||
| 75 | 2023.12.15 04:00 | modify | 18 | 0.10 | 1.27665 | 1.29165 | 1.26365 | ||
| 76 | 2023.12.15 13:42 | sell | 19 | 0.10 | 1.27010 | 0.00000 | 0.00000 | ||
| 77 | 2023.12.15 13:42 | modify | 19 | 0.10 | 1.27010 | 1.27405 | 1.26365 | ||
| 78 | 2023.12.15 13:42 | modify | 18 | 0.10 | 1.27665 | 1.27405 | 1.26365 | ||
| 79 | 2023.12.15 16:08 | sell | 20 | 0.10 | 1.26885 | 0.00000 | 0.00000 | ||
| 80 | 2023.12.15 16:08 | modify | 20 | 0.10 | 1.26885 | 1.27210 | 1.26365 | ||
| 81 | 2023.12.15 16:08 | modify | 19 | 0.10 | 1.27010 | 1.27210 | 1.26365 | ||
| 82 | 2023.12.15 16:08 | modify | 18 | 0.10 | 1.27665 | 1.27210 | 1.26365 | ||
| 83 | 2023.12.15 18:20 | sell | 21 | 0.10 | 1.26819 | 0.00000 | 0.00000 | ||
| 84 | 2023.12.15 18:20 | modify | 21 | 0.10 | 1.26819 | 1.27080 | 1.26365 | ||
| 85 | 2023.12.15 18:20 | modify | 20 | 0.10 | 1.26885 | 1.27080 | 1.26365 | ||
| 86 | 2023.12.15 18:20 | modify | 19 | 0.10 | 1.27010 | 1.27080 | 1.26365 | ||
| 87 | 2023.12.15 18:20 | modify | 18 | 0.10 | 1.27665 | 1.27080 | 1.26365 | ||
| 88 | 2023.12.18 16:58 | t/p | 18 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 129.87 | 10411.26 |
| 89 | 2023.12.18 16:58 | t/p | 19 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 64.37 | 10475.62 |
| 90 | 2023.12.18 16:58 | t/p | 20 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 51.87 | 10527.49 |
| 91 | 2023.12.18 16:58 | t/p | 21 | 0.10 | 1.26365 | 1.27080 | 1.26365 | 45.27 | 10572.76 |
| 92 | 2024.03.08 04:00 | sell | 22 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 93 | 2024.03.08 04:00 | modify | 22 | 0.10 | 1.28072 | 1.29572 | 1.26772 | ||
| 94 | 2024.03.14 15:11 | sell | 23 | 0.10 | 1.27422 | 0.00000 | 0.00000 | ||
| 95 | 2024.03.14 15:11 | modify | 23 | 0.10 | 1.27422 | 1.27812 | 1.26772 | ||
| 96 | 2024.03.14 15:11 | modify | 22 | 0.10 | 1.28072 | 1.27812 | 1.26772 | ||
| 97 | 2024.03.15 16:53 | sell | 24 | 0.10 | 1.27291 | 0.00000 | 0.00000 | ||
| 98 | 2024.03.15 16:53 | modify | 24 | 0.10 | 1.27291 | 1.27617 | 1.26772 | ||
| 99 | 2024.03.15 16:53 | modify | 23 | 0.10 | 1.27422 | 1.27617 | 1.26772 | ||
| 100 | 2024.03.15 16:53 | modify | 22 | 0.10 | 1.28072 | 1.27617 | 1.26772 | ||
| 101 | 2024.03.18 15:02 | sell | 25 | 0.10 | 1.27227 | 0.00000 | 0.00000 | ||
| 102 | 2024.03.18 15:02 | modify | 25 | 0.10 | 1.27227 | 1.27487 | 1.26772 | ||
| 103 | 2024.03.18 15:02 | modify | 24 | 0.10 | 1.27291 | 1.27487 | 1.26772 | ||
| 104 | 2024.03.18 15:02 | modify | 23 | 0.10 | 1.27422 | 1.27487 | 1.26772 | ||
| 105 | 2024.03.18 15:02 | modify | 22 | 0.10 | 1.28072 | 1.27487 | 1.26772 | ||
| 106 | 2024.03.19 09:41 | t/p | 22 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 128.80 | 10701.56 |
| 107 | 2024.03.19 09:41 | t/p | 23 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 64.60 | 10766.16 |
| 108 | 2024.03.19 09:41 | t/p | 24 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 51.63 | 10817.80 |
| 109 | 2024.03.19 09:41 | t/p | 25 | 0.10 | 1.26772 | 1.27487 | 1.26772 | 45.37 | 10863.17 |
| 110 | 2024.03.21 04:00 | sell | 26 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 111 | 2024.03.21 04:00 | modify | 26 | 0.10 | 1.27960 | 1.29460 | 1.26660 | ||
| 112 | 2024.03.21 12:00 | sell | 27 | 0.10 | 1.27302 | 0.00000 | 0.00000 | ||
| 113 | 2024.03.21 12:00 | modify | 27 | 0.10 | 1.27302 | 1.27700 | 1.26660 | ||
| 114 | 2024.03.21 12:00 | modify | 26 | 0.10 | 1.27960 | 1.27700 | 1.26660 | ||
| 115 | 2024.03.21 13:20 | sell | 28 | 0.10 | 1.27176 | 0.00000 | 0.00000 | ||
| 116 | 2024.03.21 13:20 | modify | 28 | 0.10 | 1.27176 | 1.27505 | 1.26660 | ||
| 117 | 2024.03.21 13:20 | modify | 27 | 0.10 | 1.27302 | 1.27505 | 1.26660 | ||
| 118 | 2024.03.21 13:20 | modify | 26 | 0.10 | 1.27960 | 1.27505 | 1.26660 | ||
| 119 | 2024.03.21 13:30 | sell | 29 | 0.10 | 1.27114 | 0.00000 | 0.00000 | ||
| 120 | 2024.03.21 13:30 | modify | 29 | 0.10 | 1.27114 | 1.27375 | 1.26660 | ||
| 121 | 2024.03.21 13:30 | modify | 28 | 0.10 | 1.27176 | 1.27375 | 1.26660 | ||
| 122 | 2024.03.21 13:30 | modify | 27 | 0.10 | 1.27302 | 1.27375 | 1.26660 | ||
| 123 | 2024.03.21 13:30 | modify | 26 | 0.10 | 1.27960 | 1.27375 | 1.26660 | ||
| 124 | 2024.03.21 15:26 | t/p | 26 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 130.00 | 10993.17 |
| 125 | 2024.03.21 15:26 | t/p | 27 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 64.20 | 11057.37 |
| 126 | 2024.03.21 15:26 | t/p | 28 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 51.60 | 11108.97 |
| 127 | 2024.03.21 15:26 | t/p | 29 | 0.10 | 1.26660 | 1.27375 | 1.26660 | 45.40 | 11154.37 |
| 128 | 2024.06.04 04:00 | sell | 30 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 129 | 2024.06.04 04:00 | modify | 30 | 0.10 | 1.28095 | 1.29595 | 1.26795 | ||
| 130 | 2024.06.04 10:45 | sell | 31 | 0.10 | 1.27444 | 0.00000 | 0.00000 | ||
| 131 | 2024.06.04 10:45 | modify | 31 | 0.10 | 1.27444 | 1.27835 | 1.26795 | ||
| 132 | 2024.06.04 10:45 | modify | 30 | 0.10 | 1.28095 | 1.27835 | 1.26795 | ||
| 133 | 2024.06.04 14:00 | s/l | 30 | 0.10 | 1.27835 | 1.27835 | 1.26795 | 26.00 | 11180.37 |
| 134 | 2024.06.04 14:00 | s/l | 31 | 0.10 | 1.27835 | 1.27835 | 1.26795 | -39.10 | 11141.27 |