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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 792.36 | Gross profit | 2095.55 | Gross loss | -1303.19 |
| Profit factor | 1.61 | Expected payoff | 20.32 | ||
| Absolute drawdown | 445.58 | Maximal drawdown | 479.55 (4.78%) | Relative drawdown | 4.78% (479.55) |
| Total trades | 39 | Short positions (won %) | 24 (70.83%) | Long positions (won %) | 15 (46.67%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
| Largest | profit trade | 119.82 | loss trade | -132.30 | |
| Average | profit trade | 87.31 | loss trade | -86.88 | |
| Maximum | consecutive wins (profit in money) | 9 (731.33) | consecutive losses (loss in money) | 3 (-395.59) | |
| Maximal | consecutive profit (count of wins) | 731.33 (9) | consecutive loss (count of losses) | -395.59 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 16:00 | buy | 1 | 0.10 | 1.25941 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.01 16:00 | modify | 1 | 0.10 | 1.25941 | 1.24641 | 1.27141 | ||
| 3 | 2023.09.07 08:00 | s/l | 1 | 0.10 | 1.24641 | 1.24641 | 1.27141 | -131.97 | 9868.03 |
| 4 | 2023.09.14 16:00 | buy | 2 | 0.10 | 1.24106 | 0.00000 | 0.00000 | ||
| 5 | 2023.09.14 16:00 | modify | 2 | 0.10 | 1.24106 | 1.22806 | 1.25306 | ||
| 6 | 2023.09.21 12:00 | s/l | 2 | 0.10 | 1.22806 | 1.22806 | 1.25306 | -132.30 | 9735.72 |
| 7 | 2023.09.21 12:00 | buy | 3 | 0.10 | 1.22709 | 0.00000 | 0.00000 | ||
| 8 | 2023.09.21 12:00 | modify | 3 | 0.10 | 1.22709 | 1.21409 | 1.23909 | ||
| 9 | 2023.09.27 04:00 | s/l | 3 | 0.10 | 1.21409 | 1.21409 | 1.23909 | -131.32 | 9604.41 |
| 10 | 2023.09.28 12:00 | sell | 4 | 0.10 | 1.22073 | 0.00000 | 0.00000 | ||
| 11 | 2023.09.28 12:00 | modify | 4 | 0.10 | 1.22073 | 1.23373 | 1.20873 | ||
| 12 | 2023.10.03 00:00 | t/p | 4 | 0.10 | 1.20873 | 1.23373 | 1.20873 | 119.73 | 9724.14 |
| 13 | 2023.10.06 16:00 | sell | 5 | 0.10 | 1.22526 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.06 16:00 | modify | 5 | 0.10 | 1.22526 | 1.23826 | 1.21326 | ||
| 15 | 2023.10.13 12:00 | sell | 6 | 0.10 | 1.21843 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.13 12:00 | modify | 6 | 0.10 | 1.21843 | 1.22046 | 1.21326 | ||
| 17 | 2023.10.13 12:00 | sell | 7 | 0.10 | 1.21843 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.13 12:00 | modify | 7 | 0.10 | 1.21843 | 1.22046 | 1.21326 | ||
| 19 | 2023.10.13 12:00 | modify | 5 | 0.10 | 1.22526 | 1.22046 | 1.21326 | ||
| 20 | 2023.10.13 20:00 | t/p | 5 | 0.10 | 1.21326 | 1.22046 | 1.21326 | 119.38 | 9843.52 |
| 21 | 2023.10.13 20:00 | t/p | 6 | 0.10 | 1.21326 | 1.22046 | 1.21326 | 51.70 | 9895.22 |
| 22 | 2023.10.13 20:00 | t/p | 7 | 0.10 | 1.21326 | 1.22046 | 1.21326 | 51.70 | 9946.92 |
| 23 | 2023.10.23 16:00 | sell | 8 | 0.10 | 1.22316 | 0.00000 | 0.00000 | ||
| 24 | 2023.10.23 16:00 | modify | 8 | 0.10 | 1.22316 | 1.23616 | 1.21116 | ||
| 25 | 2023.10.24 20:00 | sell | 9 | 0.10 | 1.21629 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.24 20:00 | modify | 9 | 0.10 | 1.21629 | 1.21836 | 1.21116 | ||
| 27 | 2023.10.24 20:00 | sell | 10 | 0.10 | 1.21629 | 0.00000 | 0.00000 | ||
| 28 | 2023.10.24 20:00 | modify | 10 | 0.10 | 1.21629 | 1.21836 | 1.21116 | ||
| 29 | 2023.10.24 20:00 | modify | 8 | 0.10 | 1.22316 | 1.21836 | 1.21116 | ||
| 30 | 2023.10.26 00:00 | t/p | 8 | 0.10 | 1.21116 | 1.21836 | 1.21116 | 119.56 | 10066.47 |
| 31 | 2023.10.26 00:00 | t/p | 9 | 0.10 | 1.21116 | 1.21836 | 1.21116 | 50.94 | 10117.42 |
| 32 | 2023.10.26 00:00 | t/p | 10 | 0.10 | 1.21116 | 1.21836 | 1.21116 | 50.94 | 10168.36 |
| 33 | 2023.11.03 16:00 | sell | 11 | 0.10 | 1.23710 | 0.00000 | 0.00000 | ||
| 34 | 2023.11.03 16:00 | modify | 11 | 0.10 | 1.23710 | 1.25010 | 1.22510 | ||
| 35 | 2023.11.08 12:00 | t/p | 11 | 0.10 | 1.22510 | 1.25010 | 1.22510 | 119.73 | 10288.09 |
| 36 | 2023.11.14 16:00 | sell | 12 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
| 37 | 2023.11.14 16:00 | modify | 12 | 0.10 | 1.24563 | 1.25863 | 1.23363 | ||
| 38 | 2023.11.16 04:00 | sell | 13 | 0.10 | 1.23878 | 0.00000 | 0.00000 | ||
| 39 | 2023.11.16 04:00 | modify | 13 | 0.10 | 1.23878 | 1.24083 | 1.23363 | ||
| 40 | 2023.11.16 04:00 | sell | 14 | 0.10 | 1.23878 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.16 04:00 | modify | 14 | 0.10 | 1.23878 | 1.24083 | 1.23363 | ||
| 42 | 2023.11.16 04:00 | modify | 12 | 0.10 | 1.24563 | 1.24083 | 1.23363 | ||
| 43 | 2023.11.16 12:00 | s/l | 12 | 0.10 | 1.24083 | 1.24083 | 1.23363 | 47.64 | 10335.74 |
| 44 | 2023.11.16 12:00 | s/l | 13 | 0.10 | 1.24083 | 1.24083 | 1.23363 | -20.50 | 10315.24 |
| 45 | 2023.11.16 12:00 | s/l | 14 | 0.10 | 1.24083 | 1.24083 | 1.23363 | -20.50 | 10294.74 |
| 46 | 2023.11.22 16:00 | buy | 15 | 0.10 | 1.24613 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.22 16:00 | modify | 15 | 0.10 | 1.24613 | 1.23313 | 1.25813 | ||
| 48 | 2023.11.24 16:00 | t/p | 15 | 0.10 | 1.25813 | 1.23313 | 1.25813 | 118.68 | 10413.42 |
| 49 | 2023.11.24 16:00 | sell | 16 | 0.10 | 1.26124 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.24 16:00 | modify | 16 | 0.10 | 1.26124 | 1.27424 | 1.24924 | ||
| 51 | 2023.12.06 12:00 | sell | 17 | 0.10 | 1.25868 | 0.00000 | 0.00000 | ||
| 52 | 2023.12.06 12:00 | modify | 17 | 0.10 | 1.25868 | 1.26064 | 1.24924 | ||
| 53 | 2023.12.06 12:00 | modify | 16 | 0.10 | 1.26124 | 1.26064 | 1.24924 | ||
| 54 | 2023.12.06 16:00 | s/l | 16 | 0.10 | 1.26064 | 1.26064 | 1.24924 | 5.11 | 10418.53 |
| 55 | 2023.12.06 16:00 | s/l | 17 | 0.10 | 1.26064 | 1.26064 | 1.24924 | -19.60 | 10398.93 |
| 56 | 2023.12.19 16:00 | sell | 18 | 0.10 | 1.27383 | 0.00000 | 0.00000 | ||
| 57 | 2023.12.19 16:00 | modify | 18 | 0.10 | 1.27383 | 1.28683 | 1.26183 | ||
| 58 | 2023.12.21 12:00 | t/p | 18 | 0.10 | 1.26183 | 1.28683 | 1.26183 | 119.64 | 10518.58 |
| 59 | 2023.12.22 12:00 | sell | 19 | 0.10 | 1.27336 | 0.00000 | 0.00000 | ||
| 60 | 2023.12.22 12:00 | modify | 19 | 0.10 | 1.27336 | 1.28636 | 1.26136 | ||
| 61 | 2024.01.02 20:00 | t/p | 19 | 0.10 | 1.26136 | 1.28636 | 1.26136 | 119.20 | 10637.77 |
| 62 | 2024.01.16 12:00 | buy | 20 | 0.10 | 1.26486 | 0.00000 | 0.00000 | ||
| 63 | 2024.01.16 12:00 | modify | 20 | 0.10 | 1.26486 | 1.25186 | 1.27686 | ||
| 64 | 2024.01.19 04:00 | buy | 21 | 0.10 | 1.27158 | 0.00000 | 0.00000 | ||
| 65 | 2024.01.19 04:00 | modify | 21 | 0.10 | 1.27158 | 1.26966 | 1.27686 | ||
| 66 | 2024.01.19 04:00 | buy | 22 | 0.10 | 1.27158 | 0.00000 | 0.00000 | ||
| 67 | 2024.01.19 04:00 | modify | 22 | 0.10 | 1.27158 | 1.26966 | 1.27686 | ||
| 68 | 2024.01.19 04:00 | modify | 20 | 0.10 | 1.26486 | 1.26966 | 1.27686 | ||
| 69 | 2024.01.19 08:00 | s/l | 20 | 0.10 | 1.26966 | 1.26966 | 1.27686 | 46.35 | 10684.13 |
| 70 | 2024.01.19 08:00 | s/l | 21 | 0.10 | 1.26966 | 1.26966 | 1.27686 | -19.20 | 10664.93 |
| 71 | 2024.01.19 08:00 | s/l | 22 | 0.10 | 1.26966 | 1.26966 | 1.27686 | -19.20 | 10645.73 |
| 72 | 2024.02.05 16:00 | buy | 23 | 0.10 | 1.25230 | 0.00000 | 0.00000 | ||
| 73 | 2024.02.05 16:00 | modify | 23 | 0.10 | 1.25230 | 1.23930 | 1.26430 | ||
| 74 | 2024.02.12 04:00 | t/p | 23 | 0.10 | 1.26430 | 1.23930 | 1.26430 | 117.70 | 10763.43 |
| 75 | 2024.02.20 16:00 | sell | 24 | 0.10 | 1.26623 | 0.00000 | 0.00000 | ||
| 76 | 2024.02.20 16:00 | modify | 24 | 0.10 | 1.26623 | 1.27923 | 1.25423 | ||
| 77 | 2024.03.07 16:00 | s/l | 24 | 0.10 | 1.27923 | 1.27923 | 1.25423 | -131.60 | 10631.82 |
| 78 | 2024.03.08 16:00 | sell | 25 | 0.10 | 1.28804 | 0.00000 | 0.00000 | ||
| 79 | 2024.03.08 16:00 | modify | 25 | 0.10 | 1.28804 | 1.30104 | 1.27604 | ||
| 80 | 2024.03.08 20:00 | sell | 26 | 0.10 | 1.28563 | 0.00000 | 0.00000 | ||
| 81 | 2024.03.08 20:00 | modify | 26 | 0.10 | 1.28563 | 1.28744 | 1.27604 | ||
| 82 | 2024.03.08 20:00 | modify | 25 | 0.10 | 1.28804 | 1.28744 | 1.27604 | ||
| 83 | 2024.03.12 16:00 | t/p | 25 | 0.10 | 1.27604 | 1.28744 | 1.27604 | 119.82 | 10751.65 |
| 84 | 2024.03.12 16:00 | t/p | 26 | 0.10 | 1.27604 | 1.28744 | 1.27604 | 95.72 | 10847.37 |
| 85 | 2024.04.01 16:00 | buy | 27 | 0.10 | 1.25449 | 0.00000 | 0.00000 | ||
| 86 | 2024.04.01 16:00 | modify | 27 | 0.10 | 1.25449 | 1.24149 | 1.26649 | ||
| 87 | 2024.04.04 08:00 | t/p | 27 | 0.10 | 1.26649 | 1.24149 | 1.26649 | 118.36 | 10965.72 |
| 88 | 2024.04.10 16:00 | buy | 28 | 0.10 | 1.25448 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.10 16:00 | modify | 28 | 0.10 | 1.25448 | 1.24148 | 1.26648 | ||
| 90 | 2024.04.16 08:00 | s/l | 28 | 0.10 | 1.24148 | 1.24148 | 1.26648 | -131.97 | 10833.75 |
| 91 | 2024.04.22 12:00 | buy | 29 | 0.10 | 1.23175 | 0.00000 | 0.00000 | ||
| 92 | 2024.04.22 12:00 | modify | 29 | 0.10 | 1.23175 | 1.21875 | 1.24375 | ||
| 93 | 2024.04.22 16:00 | buy | 30 | 0.10 | 1.23417 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.22 16:00 | modify | 30 | 0.10 | 1.23417 | 1.23235 | 1.24375 | ||
| 95 | 2024.04.22 16:00 | modify | 29 | 0.10 | 1.23175 | 1.23235 | 1.24375 | ||
| 96 | 2024.04.23 16:00 | t/p | 29 | 0.10 | 1.24375 | 1.23235 | 1.24375 | 119.67 | 10953.42 |
| 97 | 2024.04.23 16:00 | t/p | 30 | 0.10 | 1.24375 | 1.23235 | 1.24375 | 95.47 | 11048.89 |
| 98 | 2024.05.15 16:00 | sell | 31 | 0.10 | 1.26555 | 0.00000 | 0.00000 | ||
| 99 | 2024.05.15 16:00 | modify | 31 | 0.10 | 1.26555 | 1.27855 | 1.25355 | ||
| 100 | 2024.05.28 04:00 | s/l | 31 | 0.10 | 1.27855 | 1.27855 | 1.25355 | -131.16 | 10917.73 |
| 101 | 2024.06.12 16:00 | sell | 32 | 0.10 | 1.28398 | 0.00000 | 0.00000 | ||
| 102 | 2024.06.12 16:00 | modify | 32 | 0.10 | 1.28398 | 1.29698 | 1.27198 | ||
| 103 | 2024.06.14 12:00 | t/p | 32 | 0.10 | 1.27198 | 1.29698 | 1.27198 | 119.64 | 11037.38 |
| 104 | 2024.06.14 16:00 | buy | 33 | 0.10 | 1.26857 | 0.00000 | 0.00000 | ||
| 105 | 2024.06.14 16:00 | modify | 33 | 0.10 | 1.26857 | 1.25557 | 1.28057 | ||
| 106 | 2024.06.18 20:00 | buy | 34 | 0.10 | 1.27107 | 0.00000 | 0.00000 | ||
| 107 | 2024.06.18 20:00 | modify | 34 | 0.10 | 1.27107 | 1.26917 | 1.28057 | ||
| 108 | 2024.06.18 20:00 | modify | 33 | 0.10 | 1.26857 | 1.26917 | 1.28057 | ||
| 109 | 2024.06.20 12:00 | s/l | 33 | 0.10 | 1.26917 | 1.26917 | 1.28057 | 4.03 | 11041.40 |
| 110 | 2024.06.20 12:00 | s/l | 34 | 0.10 | 1.26917 | 1.26917 | 1.28057 | -20.32 | 11021.09 |
| 111 | 2024.07.03 16:00 | sell | 35 | 0.10 | 1.27636 | 0.00000 | 0.00000 | ||
| 112 | 2024.07.03 16:00 | modify | 35 | 0.10 | 1.27636 | 1.28936 | 1.26436 | ||
| 113 | 2024.07.11 16:00 | s/l | 35 | 0.10 | 1.28936 | 1.28936 | 1.26436 | -130.89 | 10890.20 |
| 114 | 2024.07.11 16:00 | sell | 36 | 0.10 | 1.29160 | 0.00000 | 0.00000 | ||
| 115 | 2024.07.11 16:00 | modify | 36 | 0.10 | 1.29160 | 1.30460 | 1.27960 | ||
| 116 | 2024.07.17 12:00 | s/l | 36 | 0.10 | 1.30460 | 1.30460 | 1.27960 | -130.36 | 10759.84 |
| 117 | 2024.07.17 12:00 | sell | 37 | 0.10 | 1.30327 | 0.00000 | 0.00000 | ||
| 118 | 2024.07.17 12:00 | modify | 37 | 0.10 | 1.30327 | 1.31627 | 1.29127 | ||
| 119 | 2024.07.19 12:00 | t/p | 37 | 0.10 | 1.29127 | 1.31627 | 1.29127 | 119.64 | 10879.49 |
| 120 | 2024.08.01 12:00 | buy | 38 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 121 | 2024.08.01 12:00 | modify | 38 | 0.10 | 1.27960 | 1.26660 | 1.29160 | ||
| 122 | 2024.08.08 12:00 | s/l | 38 | 0.10 | 1.26660 | 1.26660 | 1.29160 | -132.30 | 10747.18 |
| 123 | 2024.08.23 16:00 | sell | 39 | 0.10 | 1.31939 | 0.00000 | 0.00000 | ||
| 124 | 2024.08.23 16:00 | modify | 39 | 0.10 | 1.31939 | 1.33239 | 1.30739 | ||
| 125 | 2024.08.30 23:59 | close at stop | 39 | 0.10 | 1.31481 | 1.33239 | 1.30739 | 45.18 | 10792.36 |