Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; 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 | 7207 | Ticks modelled | 13414 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 529.35 | Gross profit | 890.85 | Gross loss | -361.50 |
| Profit factor | 2.46 | Expected payoff | 17.08 | ||
| Absolute drawdown | 51.23 | Maximal drawdown | 130.48 (1.26%) | Relative drawdown | 1.26% (130.48) |
| Total trades | 31 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 20 (64.52%) | Loss trades (% of total) | 11 (35.48%) | ||
| Largest | profit trade | 92.53 | loss trade | -69.19 | |
| Average | profit trade | 44.54 | loss trade | -32.86 | |
| Maximum | consecutive wins (profit in money) | 4 (298.72) | consecutive losses (loss in money) | 1 (-69.19) | |
| Maximal | consecutive profit (count of wins) | 298.72 (4) | consecutive loss (count of losses) | -69.19 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.20 19:00 | sell | 1 | 0.10 | 2.07947 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.20 19:00 | modify | 1 | 0.10 | 2.07947 | 2.09047 | 2.06447 | ||
| 3 | 2023.09.21 13:00 | sell | 2 | 0.10 | 2.07569 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.21 13:00 | modify | 2 | 0.10 | 2.07569 | 2.07872 | 2.06447 | ||
| 5 | 2023.09.21 13:00 | modify | 1 | 0.10 | 2.07947 | 2.07872 | 2.06447 | ||
| 6 | 2023.09.21 15:00 | sell | 3 | 0.10 | 2.07182 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.21 15:00 | modify | 3 | 0.10 | 2.07182 | 2.07497 | 2.06447 | ||
| 8 | 2023.09.21 15:00 | modify | 2 | 0.10 | 2.07569 | 2.07497 | 2.06447 | ||
| 9 | 2023.09.21 15:00 | modify | 1 | 0.10 | 2.07947 | 2.07497 | 2.06447 | ||
| 10 | 2023.09.22 08:00 | t/p | 1 | 0.10 | 2.06447 | 2.07497 | 2.06447 | 91.83 | 10091.83 |
| 11 | 2023.09.22 08:00 | t/p | 2 | 0.10 | 2.06447 | 2.07497 | 2.06447 | 69.16 | 10160.98 |
| 12 | 2023.09.22 08:00 | t/p | 3 | 0.10 | 2.06447 | 2.07497 | 2.06447 | 45.22 | 10206.20 |
| 13 | 2023.10.08 23:00 | sell | 4 | 0.10 | 2.04697 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.08 23:00 | modify | 4 | 0.10 | 2.04697 | 2.05797 | 2.03197 | ||
| 15 | 2023.10.09 19:00 | t/p | 4 | 0.10 | 2.03197 | 2.05797 | 2.03197 | 92.53 | 10298.72 |
| 16 | 2023.10.16 22:00 | sell | 5 | 0.10 | 2.06663 | 0.00000 | 0.00000 | ||
| 17 | 2023.10.16 22:00 | modify | 5 | 0.10 | 2.06663 | 2.07763 | 2.05163 | ||
| 18 | 2023.10.19 01:00 | s/l | 5 | 0.10 | 2.07763 | 2.07763 | 2.05163 | -69.19 | 10229.54 |
| 19 | 2023.10.31 22:00 | sell | 6 | 0.10 | 2.09272 | 0.00000 | 0.00000 | ||
| 20 | 2023.10.31 22:00 | modify | 6 | 0.10 | 2.09272 | 2.10372 | 2.07772 | ||
| 21 | 2023.11.01 14:00 | t/p | 6 | 0.10 | 2.07772 | 2.10372 | 2.07772 | 92.53 | 10322.06 |
| 22 | 2023.11.14 20:00 | buy | 7 | 0.10 | 2.07992 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.14 20:00 | modify | 7 | 0.10 | 2.07992 | 2.06892 | 2.09492 | ||
| 24 | 2023.11.15 08:00 | s/l | 7 | 0.10 | 2.06892 | 2.06892 | 2.09492 | -68.41 | 10253.65 |
| 25 | 2023.11.21 18:00 | sell | 8 | 0.10 | 2.07234 | 0.00000 | 0.00000 | ||
| 26 | 2023.11.21 18:00 | modify | 8 | 0.10 | 2.07234 | 2.08334 | 2.05734 | ||
| 27 | 2023.11.23 02:00 | sell | 9 | 0.10 | 2.06851 | 0.00000 | 0.00000 | ||
| 28 | 2023.11.23 02:00 | modify | 9 | 0.10 | 2.06851 | 2.07159 | 2.05734 | ||
| 29 | 2023.11.23 02:00 | modify | 8 | 0.10 | 2.07234 | 2.07159 | 2.05734 | ||
| 30 | 2023.11.23 06:00 | sell | 10 | 0.10 | 2.06483 | 0.00000 | 0.00000 | ||
| 31 | 2023.11.23 06:00 | modify | 10 | 0.10 | 2.06483 | 2.06784 | 2.05734 | ||
| 32 | 2023.11.23 06:00 | modify | 9 | 0.10 | 2.06851 | 2.06784 | 2.05734 | ||
| 33 | 2023.11.23 06:00 | modify | 8 | 0.10 | 2.07234 | 2.06784 | 2.05734 | ||
| 34 | 2023.11.23 09:00 | s/l | 8 | 0.10 | 2.06784 | 2.06784 | 2.05734 | 26.90 | 10280.55 |
| 35 | 2023.11.23 09:00 | s/l | 9 | 0.10 | 2.06784 | 2.06784 | 2.05734 | 4.15 | 10284.70 |
| 36 | 2023.11.23 09:00 | s/l | 10 | 0.10 | 2.06784 | 2.06784 | 2.05734 | -18.61 | 10266.09 |
| 37 | 2023.12.13 20:00 | buy | 11 | 0.10 | 2.03558 | 0.00000 | 0.00000 | ||
| 38 | 2023.12.13 20:00 | modify | 11 | 0.10 | 2.03558 | 2.02458 | 2.05058 | ||
| 39 | 2023.12.13 22:00 | buy | 12 | 0.10 | 2.04317 | 0.00000 | 0.00000 | ||
| 40 | 2023.12.13 22:00 | modify | 12 | 0.10 | 2.04317 | 2.04008 | 2.05058 | ||
| 41 | 2023.12.13 22:00 | modify | 11 | 0.10 | 2.03558 | 2.04008 | 2.05058 | ||
| 42 | 2023.12.13 23:00 | s/l | 11 | 0.10 | 2.04008 | 2.04008 | 2.05058 | 27.82 | 10293.91 |
| 43 | 2023.12.13 23:00 | s/l | 12 | 0.10 | 2.04008 | 2.04008 | 2.05058 | -19.10 | 10274.81 |
| 44 | 2023.12.20 22:00 | sell | 13 | 0.10 | 2.01992 | 0.00000 | 0.00000 | ||
| 45 | 2023.12.20 22:00 | modify | 13 | 0.10 | 2.01992 | 2.03092 | 2.00492 | ||
| 46 | 2023.12.21 15:00 | sell | 14 | 0.10 | 2.01606 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.21 15:00 | modify | 14 | 0.10 | 2.01606 | 2.01917 | 2.00492 | ||
| 48 | 2023.12.21 15:00 | modify | 13 | 0.10 | 2.01992 | 2.01917 | 2.00492 | ||
| 49 | 2023.12.21 18:00 | s/l | 13 | 0.10 | 2.01917 | 2.01917 | 2.00492 | 3.94 | 10278.75 |
| 50 | 2023.12.21 18:00 | s/l | 14 | 0.10 | 2.01917 | 2.01917 | 2.00492 | -19.23 | 10259.52 |
| 51 | 2024.01.17 22:00 | buy | 15 | 0.10 | 2.07117 | 0.00000 | 0.00000 | ||
| 52 | 2024.01.17 22:00 | modify | 15 | 0.10 | 2.07117 | 2.06017 | 2.08617 | ||
| 53 | 2024.01.18 18:00 | buy | 16 | 0.10 | 2.07896 | 0.00000 | 0.00000 | ||
| 54 | 2024.01.18 18:00 | modify | 16 | 0.10 | 2.07896 | 2.07567 | 2.08617 | ||
| 55 | 2024.01.18 18:00 | modify | 15 | 0.10 | 2.07117 | 2.07567 | 2.08617 | ||
| 56 | 2024.01.19 01:00 | s/l | 15 | 0.10 | 2.07567 | 2.07567 | 2.08617 | 26.22 | 10285.74 |
| 57 | 2024.01.19 01:00 | s/l | 16 | 0.10 | 2.07567 | 2.07567 | 2.08617 | -20.74 | 10265.00 |
| 58 | 2024.01.23 22:00 | buy | 17 | 0.10 | 2.07731 | 0.00000 | 0.00000 | ||
| 59 | 2024.01.23 22:00 | modify | 17 | 0.10 | 2.07731 | 2.06631 | 2.09231 | ||
| 60 | 2024.01.24 10:00 | buy | 18 | 0.10 | 2.08116 | 0.00000 | 0.00000 | ||
| 61 | 2024.01.24 10:00 | modify | 18 | 0.10 | 2.08116 | 2.07806 | 2.09231 | ||
| 62 | 2024.01.24 10:00 | modify | 17 | 0.10 | 2.07731 | 2.07806 | 2.09231 | ||
| 63 | 2024.01.24 12:00 | s/l | 17 | 0.10 | 2.07806 | 2.07806 | 2.09231 | 4.24 | 10269.24 |
| 64 | 2024.01.24 12:00 | s/l | 18 | 0.10 | 2.07806 | 2.07806 | 2.09231 | -19.16 | 10250.08 |
| 65 | 2024.02.06 22:00 | buy | 19 | 0.10 | 2.06495 | 0.00000 | 0.00000 | ||
| 66 | 2024.02.06 22:00 | modify | 19 | 0.10 | 2.06495 | 2.05395 | 2.07995 | ||
| 67 | 2024.02.07 08:00 | buy | 20 | 0.10 | 2.06887 | 0.00000 | 0.00000 | ||
| 68 | 2024.02.07 08:00 | modify | 20 | 0.10 | 2.06887 | 2.06570 | 2.07995 | ||
| 69 | 2024.02.07 08:00 | modify | 19 | 0.10 | 2.06495 | 2.06570 | 2.07995 | ||
| 70 | 2024.02.07 12:00 | s/l | 19 | 0.10 | 2.06570 | 2.06570 | 2.07995 | 4.23 | 10254.31 |
| 71 | 2024.02.07 12:00 | s/l | 20 | 0.10 | 2.06570 | 2.06570 | 2.07995 | -19.60 | 10234.71 |
| 72 | 2024.03.20 22:00 | sell | 21 | 0.10 | 2.10717 | 0.00000 | 0.00000 | ||
| 73 | 2024.03.20 22:00 | modify | 21 | 0.10 | 2.10717 | 2.11817 | 2.09217 | ||
| 74 | 2024.03.20 23:00 | sell | 22 | 0.10 | 2.09950 | 0.00000 | 0.00000 | ||
| 75 | 2024.03.20 23:00 | modify | 22 | 0.10 | 2.09950 | 2.10267 | 2.09217 | ||
| 76 | 2024.03.20 23:00 | modify | 21 | 0.10 | 2.10717 | 2.10267 | 2.09217 | ||
| 77 | 2024.03.21 01:00 | s/l | 21 | 0.10 | 2.10267 | 2.10267 | 2.09217 | 27.13 | 10261.83 |
| 78 | 2024.03.21 01:00 | s/l | 22 | 0.10 | 2.10267 | 2.10267 | 2.09217 | -20.30 | 10241.53 |
| 79 | 2024.04.30 23:00 | sell | 23 | 0.10 | 2.12516 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.30 23:00 | modify | 23 | 0.10 | 2.12516 | 2.13616 | 2.11016 | ||
| 81 | 2024.05.02 03:00 | sell | 24 | 0.10 | 2.11440 | 0.00000 | 0.00000 | ||
| 82 | 2024.05.02 03:00 | modify | 24 | 0.10 | 2.11440 | 2.11916 | 2.11016 | ||
| 83 | 2024.05.02 03:00 | modify | 23 | 0.10 | 2.12516 | 2.11916 | 2.11016 | ||
| 84 | 2024.05.02 07:00 | t/p | 23 | 0.10 | 2.11016 | 2.11916 | 2.11016 | 91.83 | 10333.36 |
| 85 | 2024.05.02 07:00 | t/p | 24 | 0.10 | 2.11016 | 2.11916 | 2.11016 | 26.22 | 10359.58 |
| 86 | 2024.07.14 23:00 | sell | 25 | 0.10 | 2.12721 | 0.00000 | 0.00000 | ||
| 87 | 2024.07.14 23:00 | modify | 25 | 0.10 | 2.12721 | 2.13821 | 2.11221 | ||
| 88 | 2024.07.16 01:00 | s/l | 25 | 0.10 | 2.13821 | 2.13821 | 2.11221 | -68.49 | 10291.09 |
| 89 | 2024.07.16 23:00 | buy | 26 | 0.10 | 2.13927 | 0.00000 | 0.00000 | ||
| 90 | 2024.07.16 23:00 | modify | 26 | 0.10 | 2.13927 | 2.12827 | 2.15427 | ||
| 91 | 2024.07.19 13:00 | buy | 27 | 0.10 | 2.14683 | 0.00000 | 0.00000 | ||
| 92 | 2024.07.19 13:00 | modify | 27 | 0.10 | 2.14683 | 2.14377 | 2.15427 | ||
| 93 | 2024.07.19 13:00 | modify | 26 | 0.10 | 2.13927 | 2.14377 | 2.15427 | ||
| 94 | 2024.07.22 01:00 | buy | 28 | 0.10 | 2.14999 | 0.00000 | 0.00000 | ||
| 95 | 2024.07.22 01:00 | modify | 28 | 0.10 | 2.14999 | 2.14527 | 2.15427 | ||
| 96 | 2024.07.22 01:00 | modify | 27 | 0.10 | 2.14683 | 2.14527 | 2.15427 | ||
| 97 | 2024.07.22 01:00 | modify | 26 | 0.10 | 2.13927 | 2.14527 | 2.15427 | ||
| 98 | 2024.07.22 05:00 | t/p | 26 | 0.10 | 2.15427 | 2.14527 | 2.15427 | 90.34 | 10381.43 |
| 99 | 2024.07.22 05:00 | t/p | 27 | 0.10 | 2.15427 | 2.14527 | 2.15427 | 45.60 | 10427.03 |
| 100 | 2024.07.22 05:00 | t/p | 28 | 0.10 | 2.15427 | 2.14527 | 2.15427 | 26.46 | 10453.49 |
| 101 | 2024.08.06 23:00 | buy | 29 | 0.10 | 2.12061 | 0.00000 | 0.00000 | ||
| 102 | 2024.08.06 23:00 | modify | 29 | 0.10 | 2.12061 | 2.10961 | 2.13561 | ||
| 103 | 2024.08.12 03:00 | buy | 30 | 0.10 | 2.12438 | 0.00000 | 0.00000 | ||
| 104 | 2024.08.12 03:00 | modify | 30 | 0.10 | 2.12438 | 2.12136 | 2.13561 | ||
| 105 | 2024.08.12 03:00 | modify | 29 | 0.10 | 2.12061 | 2.12136 | 2.13561 | ||
| 106 | 2024.08.12 05:00 | s/l | 29 | 0.10 | 2.12136 | 2.12136 | 2.13561 | 2.24 | 10455.73 |
| 107 | 2024.08.12 05:00 | s/l | 30 | 0.10 | 2.12136 | 2.12136 | 2.13561 | -18.67 | 10437.06 |
| 108 | 2024.08.15 18:00 | sell | 31 | 0.10 | 2.14723 | 0.00000 | 0.00000 | ||
| 109 | 2024.08.15 18:00 | modify | 31 | 0.10 | 2.14723 | 2.15823 | 2.13223 | ||
| 110 | 2024.08.19 04:00 | t/p | 31 | 0.10 | 2.13223 | 2.15823 | 2.13223 | 92.29 | 10529.35 |