Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 2606 | Ticks modelled | 79506 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 443.86 | Gross profit | 774.72 | Gross loss | -330.86 |
| Profit factor | 2.34 | Expected payoff | 13.87 | ||
| Absolute drawdown | 20.46 | Maximal drawdown | 199.88 (1.88%) | Relative drawdown | 1.88% (199.88) |
| Total trades | 32 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 12 (33.33%) |
| Profit trades (% of total) | 17 (53.12%) | Loss trades (% of total) | 15 (46.88%) | ||
| Largest | profit trade | 86.58 | loss trade | -30.73 | |
| Average | profit trade | 45.57 | loss trade | -22.06 | |
| Maximum | consecutive wins (profit in money) | 9 (478.40) | consecutive losses (loss in money) | 7 (-174.60) | |
| Maximal | consecutive profit (count of wins) | 478.40 (9) | consecutive loss (count of losses) | -174.60 (7) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 16:00 | sell | 1 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 16:00 | modify | 1 | 0.10 | 2.13865 | 2.14265 | 2.12465 | ||
| 3 | 2023.09.06 11:25 | sell | 2 | 0.10 | 2.13020 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.06 11:25 | modify | 2 | 0.10 | 2.13020 | 2.13515 | 2.12465 | ||
| 5 | 2023.09.06 11:25 | modify | 1 | 0.10 | 2.13865 | 2.13515 | 2.12465 | ||
| 6 | 2023.09.06 15:55 | sell | 3 | 0.10 | 2.12792 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.06 15:55 | modify | 3 | 0.10 | 2.12792 | 2.13375 | 2.12465 | ||
| 8 | 2023.09.06 15:55 | modify | 2 | 0.10 | 2.13020 | 2.13375 | 2.12465 | ||
| 9 | 2023.09.06 15:55 | modify | 1 | 0.10 | 2.13865 | 2.13375 | 2.12465 | ||
| 10 | 2023.09.07 06:06 | t/p | 1 | 0.10 | 2.12465 | 2.13375 | 2.12465 | 85.65 | 10085.65 |
| 11 | 2023.09.07 06:06 | t/p | 2 | 0.10 | 2.12465 | 2.13375 | 2.12465 | 33.62 | 10119.26 |
| 12 | 2023.09.07 06:06 | t/p | 3 | 0.10 | 2.12465 | 2.13375 | 2.12465 | 19.52 | 10138.78 |
| 13 | 2023.09.22 20:00 | buy | 4 | 0.10 | 2.05378 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.22 20:00 | modify | 4 | 0.10 | 2.05378 | 2.04978 | 2.06778 | ||
| 15 | 2023.09.25 04:15 | buy | 5 | 0.10 | 2.05882 | 0.00000 | 0.00000 | ||
| 16 | 2023.09.25 04:15 | modify | 5 | 0.10 | 2.05882 | 2.05658 | 2.06778 | ||
| 17 | 2023.09.25 04:15 | modify | 4 | 0.10 | 2.05378 | 2.05658 | 2.06778 | ||
| 18 | 2023.09.25 04:40 | s/l | 4 | 0.10 | 2.05658 | 2.05658 | 2.06778 | 16.91 | 10155.69 |
| 19 | 2023.09.25 04:40 | s/l | 5 | 0.10 | 2.05658 | 2.05658 | 2.06778 | -13.85 | 10141.84 |
| 20 | 2023.10.23 20:00 | sell | 6 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
| 21 | 2023.10.23 20:00 | modify | 6 | 0.10 | 2.09355 | 2.09755 | 2.07955 | ||
| 22 | 2023.10.24 11:50 | sell | 7 | 0.10 | 2.08852 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.24 11:50 | modify | 7 | 0.10 | 2.08852 | 2.09075 | 2.07955 | ||
| 24 | 2023.10.24 11:50 | modify | 6 | 0.10 | 2.09355 | 2.09075 | 2.07955 | ||
| 25 | 2023.10.24 14:46 | sell | 8 | 0.10 | 2.08295 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.24 14:46 | modify | 8 | 0.10 | 2.08295 | 2.08865 | 2.07955 | ||
| 27 | 2023.10.24 14:46 | modify | 7 | 0.10 | 2.08852 | 2.08865 | 2.07955 | ||
| 28 | 2023.10.24 14:46 | modify | 6 | 0.10 | 2.09355 | 2.08865 | 2.07955 | ||
| 29 | 2023.10.24 21:40 | t/p | 6 | 0.10 | 2.07955 | 2.08865 | 2.07955 | 86.36 | 10228.20 |
| 30 | 2023.10.24 21:40 | t/p | 7 | 0.10 | 2.07955 | 2.08865 | 2.07955 | 55.48 | 10283.68 |
| 31 | 2023.10.24 21:40 | t/p | 8 | 0.10 | 2.07955 | 2.08865 | 2.07955 | 21.03 | 10304.71 |
| 32 | 2023.11.14 12:00 | sell | 9 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
| 33 | 2023.11.14 12:00 | modify | 9 | 0.10 | 2.09351 | 2.09751 | 2.07951 | ||
| 34 | 2023.11.14 14:50 | sell | 10 | 0.10 | 2.08483 | 0.00000 | 0.00000 | ||
| 35 | 2023.11.14 14:50 | modify | 10 | 0.10 | 2.08483 | 2.09001 | 2.07951 | ||
| 36 | 2023.11.14 14:50 | modify | 9 | 0.10 | 2.09351 | 2.09001 | 2.07951 | ||
| 37 | 2023.11.14 21:40 | t/p | 9 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 86.58 | 10391.29 |
| 38 | 2023.11.14 21:40 | t/p | 10 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 32.90 | 10424.19 |
| 39 | 2024.02.13 20:00 | sell | 11 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
| 40 | 2024.02.13 20:00 | modify | 11 | 0.10 | 2.07819 | 2.08219 | 2.06419 | ||
| 41 | 2024.02.14 06:26 | sell | 12 | 0.10 | 2.07321 | 0.00000 | 0.00000 | ||
| 42 | 2024.02.14 06:26 | modify | 12 | 0.10 | 2.07321 | 2.07539 | 2.06419 | ||
| 43 | 2024.02.14 06:26 | modify | 11 | 0.10 | 2.07819 | 2.07539 | 2.06419 | ||
| 44 | 2024.02.14 07:20 | sell | 13 | 0.10 | 2.06954 | 0.00000 | 0.00000 | ||
| 45 | 2024.02.14 07:20 | modify | 13 | 0.10 | 2.06954 | 2.07469 | 2.06419 | ||
| 46 | 2024.02.14 07:20 | modify | 12 | 0.10 | 2.07321 | 2.07469 | 2.06419 | ||
| 47 | 2024.02.14 07:20 | modify | 11 | 0.10 | 2.07819 | 2.07469 | 2.06419 | ||
| 48 | 2024.02.14 07:30 | sell | 14 | 0.10 | 2.06756 | 0.00000 | 0.00000 | ||
| 49 | 2024.02.14 07:30 | modify | 14 | 0.10 | 2.06756 | 2.07329 | 2.06419 | ||
| 50 | 2024.02.14 07:30 | modify | 13 | 0.10 | 2.06954 | 2.07329 | 2.06419 | ||
| 51 | 2024.02.14 07:30 | modify | 12 | 0.10 | 2.07321 | 2.07329 | 2.06419 | ||
| 52 | 2024.02.14 07:30 | modify | 11 | 0.10 | 2.07819 | 2.07329 | 2.06419 | ||
| 53 | 2024.02.14 08:15 | t/p | 11 | 0.10 | 2.06419 | 2.07329 | 2.06419 | 86.35 | 10510.54 |
| 54 | 2024.02.14 08:15 | t/p | 12 | 0.10 | 2.06419 | 2.07329 | 2.06419 | 55.78 | 10566.32 |
| 55 | 2024.02.14 08:15 | t/p | 13 | 0.10 | 2.06419 | 2.07329 | 2.06419 | 33.09 | 10599.41 |
| 56 | 2024.02.14 08:15 | t/p | 14 | 0.10 | 2.06419 | 2.07329 | 2.06419 | 20.84 | 10620.25 |
| 57 | 2024.02.28 20:00 | sell | 15 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
| 58 | 2024.02.28 20:00 | modify | 15 | 0.10 | 2.07668 | 2.08068 | 2.06268 | ||
| 59 | 2024.02.29 09:40 | s/l | 15 | 0.10 | 2.08068 | 2.08068 | 2.06268 | -25.43 | 10594.81 |
| 60 | 2024.03.07 12:00 | buy | 16 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
| 61 | 2024.03.07 12:00 | modify | 16 | 0.10 | 2.07149 | 2.06749 | 2.08549 | ||
| 62 | 2024.03.07 13:40 | s/l | 16 | 0.10 | 2.06749 | 2.06749 | 2.08549 | -24.73 | 10570.08 |
| 63 | 2024.03.19 20:00 | sell | 17 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
| 64 | 2024.03.19 20:00 | modify | 17 | 0.10 | 2.10109 | 2.10509 | 2.08709 | ||
| 65 | 2024.03.20 00:30 | s/l | 17 | 0.10 | 2.10509 | 2.10509 | 2.08709 | -24.97 | 10545.11 |
| 66 | 2024.04.04 16:00 | buy | 18 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
| 67 | 2024.04.04 16:00 | modify | 18 | 0.10 | 2.09756 | 2.09356 | 2.11156 | ||
| 68 | 2024.04.05 12:40 | buy | 19 | 0.10 | 2.10257 | 0.00000 | 0.00000 | ||
| 69 | 2024.04.05 12:40 | modify | 19 | 0.10 | 2.10257 | 2.10036 | 2.11156 | ||
| 70 | 2024.04.05 12:40 | modify | 18 | 0.10 | 2.09756 | 2.10036 | 2.11156 | ||
| 71 | 2024.04.05 12:55 | s/l | 18 | 0.10 | 2.10036 | 2.10036 | 2.11156 | 16.92 | 10562.03 |
| 72 | 2024.04.05 12:55 | s/l | 19 | 0.10 | 2.10036 | 2.10036 | 2.11156 | -13.66 | 10548.37 |
| 73 | 2024.05.03 20:00 | buy | 20 | 0.10 | 2.08715 | 0.00000 | 0.00000 | ||
| 74 | 2024.05.03 20:00 | modify | 20 | 0.10 | 2.08715 | 2.08315 | 2.10115 | ||
| 75 | 2024.05.06 14:30 | buy | 21 | 0.10 | 2.09220 | 0.00000 | 0.00000 | ||
| 76 | 2024.05.06 14:30 | modify | 21 | 0.10 | 2.09220 | 2.08995 | 2.10115 | ||
| 77 | 2024.05.06 14:30 | modify | 20 | 0.10 | 2.08715 | 2.08995 | 2.10115 | ||
| 78 | 2024.05.06 16:40 | s/l | 20 | 0.10 | 2.08995 | 2.08995 | 2.10115 | 16.91 | 10565.28 |
| 79 | 2024.05.06 16:40 | s/l | 21 | 0.10 | 2.08995 | 2.08995 | 2.10115 | -13.91 | 10551.37 |
| 80 | 2024.05.21 12:00 | sell | 22 | 0.10 | 2.08356 | 0.00000 | 0.00000 | ||
| 81 | 2024.05.21 12:00 | modify | 22 | 0.10 | 2.08356 | 2.08756 | 2.06956 | ||
| 82 | 2024.05.22 02:33 | t/p | 22 | 0.10 | 2.06956 | 2.08756 | 2.06956 | 86.36 | 10637.73 |
| 83 | 2024.07.15 12:00 | sell | 23 | 0.10 | 2.13009 | 0.00000 | 0.00000 | ||
| 84 | 2024.07.15 12:00 | modify | 23 | 0.10 | 2.13009 | 2.13409 | 2.11609 | ||
| 85 | 2024.07.15 17:40 | s/l | 23 | 0.10 | 2.13409 | 2.13409 | 2.11609 | -24.74 | 10612.99 |
| 86 | 2024.07.16 20:00 | sell | 24 | 0.10 | 2.14366 | 0.00000 | 0.00000 | ||
| 87 | 2024.07.16 20:00 | modify | 24 | 0.10 | 2.14366 | 2.14766 | 2.12966 | ||
| 88 | 2024.07.16 22:05 | s/l | 24 | 0.10 | 2.14766 | 2.14766 | 2.12966 | -24.74 | 10588.25 |
| 89 | 2024.07.23 12:00 | sell | 25 | 0.10 | 2.16536 | 0.00000 | 0.00000 | ||
| 90 | 2024.07.23 12:00 | modify | 25 | 0.10 | 2.16536 | 2.16936 | 2.15136 | ||
| 91 | 2024.07.23 14:40 | s/l | 25 | 0.10 | 2.16936 | 2.16936 | 2.15136 | -24.73 | 10563.52 |
| 92 | 2024.07.24 16:00 | sell | 26 | 0.10 | 2.17341 | 0.00000 | 0.00000 | ||
| 93 | 2024.07.24 16:00 | modify | 26 | 0.10 | 2.17341 | 2.17741 | 2.15941 | ||
| 94 | 2024.07.24 18:30 | s/l | 26 | 0.10 | 2.17741 | 2.17741 | 2.15941 | -24.74 | 10538.78 |
| 95 | 2024.07.25 16:00 | sell | 27 | 0.10 | 2.18279 | 0.00000 | 0.00000 | ||
| 96 | 2024.07.25 16:00 | modify | 27 | 0.10 | 2.18279 | 2.18679 | 2.16879 | ||
| 97 | 2024.07.26 19:40 | s/l | 27 | 0.10 | 2.18679 | 2.18679 | 2.16879 | -24.97 | 10513.80 |
| 98 | 2024.07.31 20:00 | buy | 28 | 0.10 | 2.16000 | 0.00000 | 0.00000 | ||
| 99 | 2024.07.31 20:00 | modify | 28 | 0.10 | 2.16000 | 2.15600 | 2.17400 | ||
| 100 | 2024.08.01 06:30 | s/l | 28 | 0.10 | 2.15600 | 2.15600 | 2.17400 | -25.94 | 10487.86 |
| 101 | 2024.08.01 12:00 | buy | 29 | 0.10 | 2.15241 | 0.00000 | 0.00000 | ||
| 102 | 2024.08.01 12:00 | modify | 29 | 0.10 | 2.15241 | 2.14841 | 2.16641 | ||
| 103 | 2024.08.01 12:40 | s/l | 29 | 0.10 | 2.14841 | 2.14841 | 2.16641 | -24.74 | 10463.12 |
| 104 | 2024.08.07 12:00 | buy | 30 | 0.10 | 2.11525 | 0.00000 | 0.00000 | ||
| 105 | 2024.08.07 12:00 | modify | 30 | 0.10 | 2.11525 | 2.11125 | 2.12925 | ||
| 106 | 2024.08.08 14:55 | buy | 31 | 0.10 | 2.12020 | 0.00000 | 0.00000 | ||
| 107 | 2024.08.08 14:55 | modify | 31 | 0.10 | 2.12020 | 2.11805 | 2.12925 | ||
| 108 | 2024.08.08 14:55 | modify | 30 | 0.10 | 2.11525 | 2.11805 | 2.12925 | ||
| 109 | 2024.08.08 15:40 | buy | 32 | 0.10 | 2.12372 | 0.00000 | 0.00000 | ||
| 110 | 2024.08.08 15:40 | modify | 32 | 0.10 | 2.12372 | 2.11875 | 2.12925 | ||
| 111 | 2024.08.08 15:40 | modify | 31 | 0.10 | 2.12020 | 2.11875 | 2.12925 | ||
| 112 | 2024.08.08 15:40 | modify | 30 | 0.10 | 2.11525 | 2.11875 | 2.12925 | ||
| 113 | 2024.08.08 21:10 | s/l | 30 | 0.10 | 2.11875 | 2.11875 | 2.12925 | 20.44 | 10483.56 |
| 114 | 2024.08.08 21:10 | s/l | 31 | 0.10 | 2.11875 | 2.11875 | 2.12925 | -8.97 | 10474.59 |
| 115 | 2024.08.08 21:10 | s/l | 32 | 0.10 | 2.11875 | 2.11875 | 2.12925 | -30.73 | 10443.86 |