Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2607 | Ticks modelled | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1260.67 | Gross profit | 1841.23 | Gross loss | -580.56 |
| Profit factor | 3.17 | Expected payoff | 45.02 | ||
| Absolute drawdown | 166.76 | Maximal drawdown | 197.81 (1.86%) | Relative drawdown | 1.86% (197.81) |
| Total trades | 28 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 149.91 | loss trade | -71.97 | |
| Average | profit trade | 102.29 | loss trade | -58.06 | |
| Maximum | consecutive wins (profit in money) | 5 (504.20) | consecutive losses (loss in money) | 2 (-142.63) | |
| Maximal | consecutive profit (count of wins) | 504.20 (5) | consecutive loss (count of losses) | -142.63 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.22 16:00 | buy | 1 | 0.10 | 1.22577 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.22 16:00 | modify | 1 | 0.10 | 1.22577 | 1.21877 | 1.24077 | ||
| 3 | 2023.09.26 08:00 | s/l | 1 | 0.10 | 1.21877 | 1.21877 | 1.24077 | -70.66 | 9929.34 |
| 4 | 2023.09.26 12:00 | buy | 2 | 0.10 | 1.21796 | 0.00000 | 0.00000 | ||
| 5 | 2023.09.26 12:00 | modify | 2 | 0.10 | 1.21796 | 1.21096 | 1.23296 | ||
| 6 | 2023.10.02 20:00 | s/l | 2 | 0.10 | 1.21096 | 1.21096 | 1.23296 | -71.97 | 9857.37 |
| 7 | 2023.10.03 08:00 | buy | 3 | 0.10 | 1.20859 | 0.00000 | 0.00000 | ||
| 8 | 2023.10.03 08:00 | modify | 3 | 0.10 | 1.20859 | 1.20159 | 1.22359 | ||
| 9 | 2023.10.06 16:00 | t/p | 3 | 0.10 | 1.22359 | 1.20159 | 1.22359 | 148.35 | 10005.72 |
| 10 | 2023.10.19 12:00 | buy | 4 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.19 12:00 | modify | 4 | 0.10 | 1.21238 | 1.20538 | 1.22738 | ||
| 12 | 2023.10.24 04:00 | t/p | 4 | 0.10 | 1.22738 | 1.20538 | 1.22738 | 149.01 | 10154.74 |
| 13 | 2023.10.24 08:00 | sell | 5 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.24 08:00 | modify | 5 | 0.10 | 1.22625 | 1.23325 | 1.21125 | ||
| 15 | 2023.10.24 20:00 | sell | 6 | 0.10 | 1.21629 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.24 20:00 | modify | 6 | 0.10 | 1.21629 | 1.22100 | 1.21125 | ||
| 17 | 2023.10.24 20:00 | modify | 5 | 0.10 | 1.22625 | 1.22100 | 1.21125 | ||
| 18 | 2023.10.26 00:00 | t/p | 5 | 0.10 | 1.21125 | 1.22100 | 1.21125 | 149.64 | 10304.38 |
| 19 | 2023.10.26 00:00 | t/p | 6 | 0.10 | 1.21125 | 1.22100 | 1.21125 | 50.04 | 10354.42 |
| 20 | 2023.11.29 04:00 | sell | 7 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 21 | 2023.11.29 04:00 | modify | 7 | 0.10 | 1.27073 | 1.27773 | 1.25573 | ||
| 22 | 2023.11.30 12:00 | sell | 8 | 0.10 | 1.26392 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.30 12:00 | modify | 8 | 0.10 | 1.26392 | 1.26998 | 1.25573 | ||
| 24 | 2023.11.30 12:00 | modify | 7 | 0.10 | 1.27073 | 1.26998 | 1.25573 | ||
| 25 | 2023.12.01 20:00 | s/l | 7 | 0.10 | 1.26998 | 1.26998 | 1.25573 | 7.14 | 10361.57 |
| 26 | 2023.12.01 20:00 | s/l | 8 | 0.10 | 1.26998 | 1.26998 | 1.25573 | -60.69 | 10300.88 |
| 27 | 2023.12.15 04:00 | sell | 9 | 0.10 | 1.27665 | 0.00000 | 0.00000 | ||
| 28 | 2023.12.15 04:00 | modify | 9 | 0.10 | 1.27665 | 1.28365 | 1.26165 | ||
| 29 | 2023.12.15 16:00 | sell | 10 | 0.10 | 1.26986 | 0.00000 | 0.00000 | ||
| 30 | 2023.12.15 16:00 | modify | 10 | 0.10 | 1.26986 | 1.27590 | 1.26165 | ||
| 31 | 2023.12.15 16:00 | modify | 9 | 0.10 | 1.27665 | 1.27590 | 1.26165 | ||
| 32 | 2023.12.17 20:00 | sell | 11 | 0.10 | 1.26746 | 0.00000 | 0.00000 | ||
| 33 | 2023.12.17 20:00 | modify | 11 | 0.10 | 1.26746 | 1.26990 | 1.26165 | ||
| 34 | 2023.12.17 20:00 | modify | 10 | 0.10 | 1.26986 | 1.26990 | 1.26165 | ||
| 35 | 2023.12.17 20:00 | modify | 9 | 0.10 | 1.27665 | 1.26990 | 1.26165 | ||
| 36 | 2023.12.18 04:00 | s/l | 9 | 0.10 | 1.26990 | 1.26990 | 1.26165 | 67.41 | 10368.29 |
| 37 | 2023.12.18 04:00 | s/l | 10 | 0.10 | 1.26990 | 1.26990 | 1.26165 | -0.49 | 10367.80 |
| 38 | 2023.12.18 04:00 | s/l | 11 | 0.10 | 1.26990 | 1.26990 | 1.26165 | -24.49 | 10343.31 |
| 39 | 2024.01.11 08:00 | sell | 12 | 0.10 | 1.27645 | 0.00000 | 0.00000 | ||
| 40 | 2024.01.11 08:00 | modify | 12 | 0.10 | 1.27645 | 1.28345 | 1.26145 | ||
| 41 | 2024.01.16 08:00 | sell | 13 | 0.10 | 1.26726 | 0.00000 | 0.00000 | ||
| 42 | 2024.01.16 08:00 | modify | 13 | 0.10 | 1.26726 | 1.26970 | 1.26145 | ||
| 43 | 2024.01.16 08:00 | modify | 12 | 0.10 | 1.27645 | 1.26970 | 1.26145 | ||
| 44 | 2024.01.17 08:00 | t/p | 12 | 0.10 | 1.26145 | 1.26970 | 1.26145 | 149.64 | 10492.96 |
| 45 | 2024.01.17 08:00 | t/p | 13 | 0.10 | 1.26145 | 1.26970 | 1.26145 | 58.01 | 10550.97 |
| 46 | 2024.02.07 16:00 | sell | 14 | 0.10 | 1.26309 | 0.00000 | 0.00000 | ||
| 47 | 2024.02.07 16:00 | modify | 14 | 0.10 | 1.26309 | 1.27009 | 1.24809 | ||
| 48 | 2024.02.22 12:00 | s/l | 14 | 0.10 | 1.27009 | 1.27009 | 1.24809 | -71.51 | 10479.45 |
| 49 | 2024.02.28 16:00 | buy | 15 | 0.10 | 1.26559 | 0.00000 | 0.00000 | ||
| 50 | 2024.02.28 16:00 | modify | 15 | 0.10 | 1.26559 | 1.25859 | 1.28059 | ||
| 51 | 2024.03.06 12:00 | buy | 16 | 0.10 | 1.27260 | 0.00000 | 0.00000 | ||
| 52 | 2024.03.06 12:00 | modify | 16 | 0.10 | 1.27260 | 1.26634 | 1.28059 | ||
| 53 | 2024.03.06 12:00 | modify | 15 | 0.10 | 1.26559 | 1.26634 | 1.28059 | ||
| 54 | 2024.03.07 20:00 | t/p | 15 | 0.10 | 1.28059 | 1.26634 | 1.28059 | 146.71 | 10626.16 |
| 55 | 2024.03.07 20:00 | t/p | 16 | 0.10 | 1.28059 | 1.26634 | 1.28059 | 78.91 | 10705.08 |
| 56 | 2024.03.08 04:00 | sell | 17 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 57 | 2024.03.08 04:00 | modify | 17 | 0.10 | 1.28072 | 1.28772 | 1.26572 | ||
| 58 | 2024.03.08 16:00 | s/l | 17 | 0.10 | 1.28772 | 1.28772 | 1.26572 | -70.00 | 10635.08 |
| 59 | 2024.03.21 04:00 | sell | 18 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 60 | 2024.03.21 04:00 | modify | 18 | 0.10 | 1.27960 | 1.28660 | 1.26460 | ||
| 61 | 2024.03.22 04:00 | t/p | 18 | 0.10 | 1.26460 | 1.28660 | 1.26460 | 149.91 | 10784.99 |
| 62 | 2024.04.11 04:00 | buy | 19 | 0.10 | 1.25481 | 0.00000 | 0.00000 | ||
| 63 | 2024.04.11 04:00 | modify | 19 | 0.10 | 1.25481 | 1.24781 | 1.26981 | ||
| 64 | 2024.04.12 12:00 | s/l | 19 | 0.10 | 1.24781 | 1.24781 | 1.26981 | -70.33 | 10714.66 |
| 65 | 2024.06.04 04:00 | sell | 20 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 66 | 2024.06.04 04:00 | modify | 20 | 0.10 | 1.28095 | 1.28795 | 1.26595 | ||
| 67 | 2024.06.19 20:00 | sell | 21 | 0.10 | 1.27177 | 0.00000 | 0.00000 | ||
| 68 | 2024.06.19 20:00 | modify | 21 | 0.10 | 1.27177 | 1.27420 | 1.26595 | ||
| 69 | 2024.06.19 20:00 | modify | 20 | 0.10 | 1.28095 | 1.27420 | 1.26595 | ||
| 70 | 2024.06.21 00:00 | t/p | 20 | 0.10 | 1.26595 | 1.27420 | 1.26595 | 148.31 | 10862.97 |
| 71 | 2024.06.21 00:00 | t/p | 21 | 0.10 | 1.26595 | 1.27420 | 1.26595 | 57.84 | 10920.81 |
| 72 | 2024.06.21 04:00 | buy | 22 | 0.10 | 1.26635 | 0.00000 | 0.00000 | ||
| 73 | 2024.06.21 04:00 | modify | 22 | 0.10 | 1.26635 | 1.25935 | 1.28135 | ||
| 74 | 2024.07.04 08:00 | buy | 23 | 0.10 | 1.27561 | 0.00000 | 0.00000 | ||
| 75 | 2024.07.04 08:00 | modify | 23 | 0.10 | 1.27561 | 1.27310 | 1.28135 | ||
| 76 | 2024.07.04 08:00 | modify | 22 | 0.10 | 1.26635 | 1.27310 | 1.28135 | ||
| 77 | 2024.07.04 16:00 | buy | 24 | 0.10 | 1.27632 | 0.00000 | 0.00000 | ||
| 78 | 2024.07.04 16:00 | modify | 24 | 0.10 | 1.27632 | 1.27160 | 1.28135 | ||
| 79 | 2024.07.04 16:00 | modify | 23 | 0.10 | 1.27561 | 1.27160 | 1.28135 | ||
| 80 | 2024.07.04 16:00 | modify | 22 | 0.10 | 1.26635 | 1.27160 | 1.28135 | ||
| 81 | 2024.07.05 16:00 | t/p | 22 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 145.39 | 11066.21 |
| 82 | 2024.07.05 16:00 | t/p | 23 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 57.07 | 11123.28 |
| 83 | 2024.07.05 16:00 | t/p | 24 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 49.97 | 11173.25 |
| 84 | 2024.08.01 12:00 | buy | 25 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 85 | 2024.08.01 12:00 | modify | 25 | 0.10 | 1.27960 | 1.27260 | 1.29460 | ||
| 86 | 2024.08.02 04:00 | s/l | 25 | 0.10 | 1.27260 | 1.27260 | 1.29460 | -70.33 | 11102.92 |
| 87 | 2024.08.06 16:00 | buy | 26 | 0.10 | 1.26969 | 0.00000 | 0.00000 | ||
| 88 | 2024.08.06 16:00 | modify | 26 | 0.10 | 1.26969 | 1.26269 | 1.28469 | ||
| 89 | 2024.08.09 08:00 | buy | 27 | 0.10 | 1.27661 | 0.00000 | 0.00000 | ||
| 90 | 2024.08.09 08:00 | modify | 27 | 0.10 | 1.27661 | 1.27044 | 1.28469 | ||
| 91 | 2024.08.09 08:00 | modify | 26 | 0.10 | 1.26969 | 1.27044 | 1.28469 | ||
| 92 | 2024.08.13 20:00 | t/p | 26 | 0.10 | 1.28469 | 1.27044 | 1.28469 | 147.70 | 11250.62 |
| 93 | 2024.08.13 20:00 | t/p | 27 | 0.10 | 1.28469 | 1.27044 | 1.28469 | 80.14 | 11330.76 |
| 94 | 2024.08.16 16:00 | sell | 28 | 0.10 | 1.29050 | 0.00000 | 0.00000 | ||
| 95 | 2024.08.16 16:00 | modify | 28 | 0.10 | 1.29050 | 1.29750 | 1.27550 | ||
| 96 | 2024.08.19 12:00 | s/l | 28 | 0.10 | 1.29750 | 1.29750 | 1.27550 | -70.09 | 11260.67 |