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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 1906 | Ticks modelled | 29514974 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 373.62 | Gross profit | 637.61 | Gross loss | -263.99 |
| Profit factor | 2.42 | Expected payoff | 10.67 | ||
| Absolute drawdown | 106.09 | Maximal drawdown | 175.55 (1.74%) | Relative drawdown | 1.74% (175.55) |
| Total trades | 35 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 23 (65.71%) | Loss trades (% of total) | 12 (34.29%) | ||
| Largest | profit trade | 92.70 | loss trade | -34.18 | |
| Average | profit trade | 27.72 | loss trade | -22.00 | |
| Maximum | consecutive wins (profit in money) | 5 (224.98) | consecutive losses (loss in money) | 2 (-53.65) | |
| Maximal | consecutive profit (count of wins) | 224.98 (5) | consecutive loss (count of losses) | -53.65 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.13 04:00 | sell | 1 | 0.10 | 2.06202 | 0.00000 | 0.00000 | ||
| 2 | 2023.10.13 04:00 | modify | 1 | 0.10 | 2.06202 | 2.07702 | 2.04702 | ||
| 3 | 2023.10.15 21:10 | sell | 2 | 0.10 | 2.05124 | 0.00000 | 0.00000 | ||
| 4 | 2023.10.15 21:10 | modify | 2 | 0.10 | 2.05124 | 2.05677 | 2.04702 | ||
| 5 | 2023.10.15 21:10 | modify | 1 | 0.10 | 2.06202 | 2.05677 | 2.04702 | ||
| 6 | 2023.10.15 21:31 | sell | 3 | 0.10 | 2.05362 | 0.00000 | 0.00000 | ||
| 7 | 2023.10.15 21:31 | modify | 3 | 0.10 | 2.05362 | 2.05602 | 2.04702 | ||
| 8 | 2023.10.15 21:31 | modify | 3 | 0.10 | 2.05362 | 2.05677 | 2.04702 | ||
| 9 | 2023.10.15 21:34 | s/l | 1 | 0.10 | 2.05677 | 2.05677 | 2.04702 | 32.44 | 10032.44 |
| 10 | 2023.10.15 21:34 | s/l | 2 | 0.10 | 2.05677 | 2.05677 | 2.04702 | -34.18 | 9998.26 |
| 11 | 2023.10.15 21:34 | s/l | 3 | 0.10 | 2.05677 | 2.05677 | 2.04702 | -19.47 | 9978.79 |
| 12 | 2023.11.14 04:00 | sell | 4 | 0.10 | 2.08916 | 0.00000 | 0.00000 | ||
| 13 | 2023.11.14 04:00 | modify | 4 | 0.10 | 2.08916 | 2.10416 | 2.07416 | ||
| 14 | 2023.11.14 13:36 | sell | 5 | 0.10 | 2.08389 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.14 13:36 | modify | 5 | 0.10 | 2.08389 | 2.08841 | 2.07416 | ||
| 16 | 2023.11.14 13:36 | modify | 4 | 0.10 | 2.08916 | 2.08841 | 2.07416 | ||
| 17 | 2023.11.14 14:00 | s/l | 4 | 0.10 | 2.08841 | 2.08841 | 2.07416 | 4.64 | 9983.43 |
| 18 | 2023.11.14 14:00 | s/l | 5 | 0.10 | 2.08841 | 2.08841 | 2.07416 | -27.93 | 9955.50 |
| 19 | 2023.11.29 04:00 | buy | 6 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.29 04:00 | modify | 6 | 0.10 | 2.05355 | 2.03855 | 2.06855 | ||
| 21 | 2023.11.29 07:33 | buy | 7 | 0.10 | 2.05885 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.29 07:33 | modify | 7 | 0.10 | 2.05885 | 2.05430 | 2.06855 | ||
| 23 | 2023.11.29 07:33 | modify | 6 | 0.10 | 2.05355 | 2.05430 | 2.06855 | ||
| 24 | 2023.11.29 08:00 | buy | 8 | 0.10 | 2.06181 | 0.00000 | 0.00000 | ||
| 25 | 2023.11.29 08:00 | modify | 8 | 0.10 | 2.06181 | 2.05955 | 2.06855 | ||
| 26 | 2023.11.29 08:00 | modify | 7 | 0.10 | 2.05885 | 2.05955 | 2.06855 | ||
| 27 | 2023.11.29 08:00 | modify | 6 | 0.10 | 2.05355 | 2.05955 | 2.06855 | ||
| 28 | 2023.11.29 08:17 | s/l | 6 | 0.10 | 2.05955 | 2.05955 | 2.06855 | 37.07 | 9992.57 |
| 29 | 2023.11.29 08:17 | s/l | 7 | 0.10 | 2.05955 | 2.05955 | 2.06855 | 4.32 | 9996.89 |
| 30 | 2023.11.29 08:17 | s/l | 8 | 0.10 | 2.05955 | 2.05955 | 2.06855 | -13.97 | 9982.92 |
| 31 | 2024.02.28 04:00 | sell | 9 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
| 32 | 2024.02.28 04:00 | modify | 9 | 0.10 | 2.07395 | 2.08895 | 2.05895 | ||
| 33 | 2024.03.01 15:06 | sell | 10 | 0.10 | 2.06870 | 0.00000 | 0.00000 | ||
| 34 | 2024.03.01 15:06 | modify | 10 | 0.10 | 2.06870 | 2.07320 | 2.05895 | ||
| 35 | 2024.03.01 15:06 | modify | 9 | 0.10 | 2.07395 | 2.07320 | 2.05895 | ||
| 36 | 2024.03.01 16:58 | s/l | 9 | 0.10 | 2.07320 | 2.07320 | 2.05895 | 3.71 | 9986.63 |
| 37 | 2024.03.01 16:58 | s/l | 10 | 0.10 | 2.07320 | 2.07320 | 2.05895 | -27.81 | 9958.82 |
| 38 | 2024.03.20 00:00 | sell | 11 | 0.10 | 2.10284 | 0.00000 | 0.00000 | ||
| 39 | 2024.03.20 00:00 | modify | 11 | 0.10 | 2.10284 | 2.11784 | 2.08784 | ||
| 40 | 2024.03.21 03:38 | sell | 12 | 0.10 | 2.09747 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.21 03:38 | modify | 12 | 0.10 | 2.09747 | 2.10209 | 2.08784 | ||
| 42 | 2024.03.21 03:38 | modify | 11 | 0.10 | 2.10284 | 2.10209 | 2.08784 | ||
| 43 | 2024.03.21 07:35 | sell | 13 | 0.10 | 2.09457 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.21 07:35 | modify | 13 | 0.10 | 2.09457 | 2.09684 | 2.08784 | ||
| 45 | 2024.03.21 07:35 | modify | 12 | 0.10 | 2.09747 | 2.09684 | 2.08784 | ||
| 46 | 2024.03.21 07:35 | modify | 11 | 0.10 | 2.10284 | 2.09684 | 2.08784 | ||
| 47 | 2024.03.21 07:52 | s/l | 11 | 0.10 | 2.09684 | 2.09684 | 2.08784 | 36.38 | 9995.19 |
| 48 | 2024.03.21 07:52 | s/l | 12 | 0.10 | 2.09684 | 2.09684 | 2.08784 | 3.89 | 9999.08 |
| 49 | 2024.03.21 07:52 | s/l | 13 | 0.10 | 2.09684 | 2.09684 | 2.08784 | -14.03 | 9985.05 |
| 50 | 2024.04.04 04:00 | buy | 14 | 0.10 | 2.10016 | 0.00000 | 0.00000 | ||
| 51 | 2024.04.04 04:00 | modify | 14 | 0.10 | 2.10016 | 2.08516 | 2.11516 | ||
| 52 | 2024.04.15 13:42 | buy | 15 | 0.10 | 2.10542 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.15 13:42 | modify | 15 | 0.10 | 2.10542 | 2.10091 | 2.11516 | ||
| 54 | 2024.04.15 13:42 | modify | 14 | 0.10 | 2.10016 | 2.10091 | 2.11516 | ||
| 55 | 2024.04.15 19:55 | buy | 16 | 0.10 | 2.10841 | 0.00000 | 0.00000 | ||
| 56 | 2024.04.15 19:55 | modify | 16 | 0.10 | 2.10841 | 2.10616 | 2.11516 | ||
| 57 | 2024.04.15 19:55 | modify | 15 | 0.10 | 2.10542 | 2.10616 | 2.11516 | ||
| 58 | 2024.04.15 19:55 | modify | 14 | 0.10 | 2.10016 | 2.10616 | 2.11516 | ||
| 59 | 2024.04.15 21:05 | s/l | 14 | 0.10 | 2.10616 | 2.10616 | 2.11516 | 33.47 | 10018.52 |
| 60 | 2024.04.15 21:05 | s/l | 15 | 0.10 | 2.10616 | 2.10616 | 2.11516 | 4.57 | 10023.09 |
| 61 | 2024.04.15 21:05 | s/l | 16 | 0.10 | 2.10616 | 2.10616 | 2.11516 | -13.91 | 10009.18 |
| 62 | 2024.04.16 04:00 | sell | 17 | 0.10 | 2.11339 | 0.00000 | 0.00000 | ||
| 63 | 2024.04.16 04:00 | modify | 17 | 0.10 | 2.11339 | 2.12839 | 2.09839 | ||
| 64 | 2024.04.16 06:07 | sell | 18 | 0.10 | 2.10812 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.16 06:07 | modify | 18 | 0.10 | 2.10812 | 2.11264 | 2.09839 | ||
| 66 | 2024.04.16 06:07 | modify | 17 | 0.10 | 2.11339 | 2.11264 | 2.09839 | ||
| 67 | 2024.04.16 07:07 | s/l | 17 | 0.10 | 2.11264 | 2.11264 | 2.09839 | 4.63 | 10013.81 |
| 68 | 2024.04.16 07:07 | s/l | 18 | 0.10 | 2.11264 | 2.11264 | 2.09839 | -27.94 | 9985.87 |
| 69 | 2024.05.01 00:00 | sell | 19 | 0.10 | 2.12462 | 0.00000 | 0.00000 | ||
| 70 | 2024.05.01 00:00 | modify | 19 | 0.10 | 2.12462 | 2.13962 | 2.10962 | ||
| 71 | 2024.05.01 03:18 | sell | 20 | 0.10 | 2.11930 | 0.00000 | 0.00000 | ||
| 72 | 2024.05.01 03:18 | modify | 20 | 0.10 | 2.11930 | 2.12387 | 2.10962 | ||
| 73 | 2024.05.01 03:18 | modify | 19 | 0.10 | 2.12462 | 2.12387 | 2.10962 | ||
| 74 | 2024.05.01 12:15 | sell | 21 | 0.10 | 2.11622 | 0.00000 | 0.00000 | ||
| 75 | 2024.05.01 12:15 | modify | 21 | 0.10 | 2.11622 | 2.11862 | 2.10962 | ||
| 76 | 2024.05.01 12:15 | modify | 20 | 0.10 | 2.11930 | 2.11862 | 2.10962 | ||
| 77 | 2024.05.01 12:15 | modify | 19 | 0.10 | 2.12462 | 2.11862 | 2.10962 | ||
| 78 | 2024.05.01 12:40 | s/l | 19 | 0.10 | 2.11862 | 2.11862 | 2.10962 | 37.08 | 10022.95 |
| 79 | 2024.05.01 12:40 | s/l | 20 | 0.10 | 2.11862 | 2.11862 | 2.10962 | 4.20 | 10027.15 |
| 80 | 2024.05.01 12:40 | s/l | 21 | 0.10 | 2.11862 | 2.11862 | 2.10962 | -14.84 | 10012.31 |
| 81 | 2024.05.22 00:00 | sell | 22 | 0.10 | 2.08591 | 0.00000 | 0.00000 | ||
| 82 | 2024.05.22 00:00 | modify | 22 | 0.10 | 2.08591 | 2.10091 | 2.07091 | ||
| 83 | 2024.05.22 02:00 | sell | 23 | 0.10 | 2.07756 | 0.00000 | 0.00000 | ||
| 84 | 2024.05.22 02:00 | modify | 23 | 0.10 | 2.07756 | 2.07991 | 2.07091 | ||
| 85 | 2024.05.22 02:00 | modify | 22 | 0.10 | 2.08591 | 2.07991 | 2.07091 | ||
| 86 | 2024.05.22 02:00 | sell | 24 | 0.10 | 2.07540 | 0.00000 | 0.00000 | ||
| 87 | 2024.05.22 02:00 | modify | 24 | 0.10 | 2.07540 | 2.08066 | 2.07091 | ||
| 88 | 2024.05.22 02:00 | modify | 23 | 0.10 | 2.07756 | 2.08066 | 2.07091 | ||
| 89 | 2024.05.22 02:00 | modify | 22 | 0.10 | 2.08591 | 2.08066 | 2.07091 | ||
| 90 | 2024.05.22 02:01 | t/p | 22 | 0.10 | 2.07091 | 2.08066 | 2.07091 | 92.70 | 10105.01 |
| 91 | 2024.05.22 02:01 | t/p | 23 | 0.10 | 2.07091 | 2.08066 | 2.07091 | 41.09 | 10146.10 |
| 92 | 2024.05.22 02:01 | t/p | 24 | 0.10 | 2.07091 | 2.08066 | 2.07091 | 27.74 | 10173.84 |
| 93 | 2024.08.02 04:00 | buy | 25 | 0.10 | 2.13972 | 0.00000 | 0.00000 | ||
| 94 | 2024.08.02 04:00 | modify | 25 | 0.10 | 2.13972 | 2.12472 | 2.15472 | ||
| 95 | 2024.08.02 12:39 | buy | 26 | 0.10 | 2.14497 | 0.00000 | 0.00000 | ||
| 96 | 2024.08.02 12:39 | modify | 26 | 0.10 | 2.14497 | 2.14047 | 2.15472 | ||
| 97 | 2024.08.02 12:39 | modify | 25 | 0.10 | 2.13972 | 2.14047 | 2.15472 | ||
| 98 | 2024.08.02 12:53 | s/l | 25 | 0.10 | 2.14047 | 2.14047 | 2.15472 | 4.63 | 10178.47 |
| 99 | 2024.08.02 12:53 | s/l | 26 | 0.10 | 2.14047 | 2.14047 | 2.15472 | -27.82 | 10150.65 |
| 100 | 2024.08.07 04:00 | buy | 27 | 0.10 | 2.11521 | 0.00000 | 0.00000 | ||
| 101 | 2024.08.07 04:00 | modify | 27 | 0.10 | 2.11521 | 2.10021 | 2.13021 | ||
| 102 | 2024.08.08 13:01 | buy | 28 | 0.10 | 2.12053 | 0.00000 | 0.00000 | ||
| 103 | 2024.08.08 13:01 | modify | 28 | 0.10 | 2.12053 | 2.11596 | 2.13021 | ||
| 104 | 2024.08.08 13:01 | modify | 27 | 0.10 | 2.11521 | 2.11596 | 2.13021 | ||
| 105 | 2024.08.08 13:58 | buy | 29 | 0.10 | 2.12349 | 0.00000 | 0.00000 | ||
| 106 | 2024.08.08 13:58 | modify | 29 | 0.10 | 2.12349 | 2.12121 | 2.13021 | ||
| 107 | 2024.08.08 13:58 | modify | 28 | 0.10 | 2.12053 | 2.12121 | 2.13021 | ||
| 108 | 2024.08.08 13:58 | modify | 27 | 0.10 | 2.11521 | 2.12121 | 2.13021 | ||
| 109 | 2024.08.08 14:10 | s/l | 27 | 0.10 | 2.12121 | 2.12121 | 2.13021 | 35.88 | 10186.54 |
| 110 | 2024.08.08 14:10 | s/l | 28 | 0.10 | 2.12121 | 2.12121 | 2.13021 | 4.20 | 10190.74 |
| 111 | 2024.08.08 14:10 | s/l | 29 | 0.10 | 2.12121 | 2.12121 | 2.13021 | -14.09 | 10176.65 |
| 112 | 2024.08.16 00:00 | sell | 30 | 0.10 | 2.15003 | 0.00000 | 0.00000 | ||
| 113 | 2024.08.16 00:00 | modify | 30 | 0.10 | 2.15003 | 2.16503 | 2.13503 | ||
| 114 | 2024.08.16 02:42 | sell | 31 | 0.10 | 2.14475 | 0.00000 | 0.00000 | ||
| 115 | 2024.08.16 02:42 | modify | 31 | 0.10 | 2.14475 | 2.14928 | 2.13503 | ||
| 116 | 2024.08.16 02:42 | modify | 30 | 0.10 | 2.15003 | 2.14928 | 2.13503 | ||
| 117 | 2024.08.16 03:38 | sell | 32 | 0.10 | 2.14171 | 0.00000 | 0.00000 | ||
| 118 | 2024.08.16 03:38 | modify | 32 | 0.10 | 2.14171 | 2.14403 | 2.13503 | ||
| 119 | 2024.08.16 03:38 | modify | 31 | 0.10 | 2.14475 | 2.14403 | 2.13503 | ||
| 120 | 2024.08.16 03:38 | modify | 30 | 0.10 | 2.15003 | 2.14403 | 2.13503 | ||
| 121 | 2024.08.16 05:12 | sell | 33 | 0.10 | 2.13949 | 0.00000 | 0.00000 | ||
| 122 | 2024.08.16 05:12 | modify | 33 | 0.10 | 2.13949 | 2.14478 | 2.13503 | ||
| 123 | 2024.08.16 05:12 | modify | 32 | 0.10 | 2.14171 | 2.14478 | 2.13503 | ||
| 124 | 2024.08.16 05:12 | modify | 31 | 0.10 | 2.14475 | 2.14478 | 2.13503 | ||
| 125 | 2024.08.16 05:12 | modify | 30 | 0.10 | 2.15003 | 2.14478 | 2.13503 | ||
| 126 | 2024.08.19 01:31 | t/p | 30 | 0.10 | 2.13503 | 2.14478 | 2.13503 | 92.50 | 10269.14 |
| 127 | 2024.08.19 01:31 | t/p | 31 | 0.10 | 2.13503 | 2.14478 | 2.13503 | 59.85 | 10328.99 |
| 128 | 2024.08.19 01:31 | t/p | 32 | 0.10 | 2.13503 | 2.14478 | 2.13503 | 41.06 | 10370.04 |
| 129 | 2024.08.19 01:31 | t/p | 33 | 0.10 | 2.13503 | 2.14478 | 2.13503 | 27.34 | 10397.38 |
| 130 | 2024.08.29 04:00 | buy | 34 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
| 131 | 2024.08.29 04:00 | modify | 34 | 0.10 | 2.10080 | 2.08580 | 2.11580 | ||
| 132 | 2024.08.30 06:19 | buy | 35 | 0.10 | 2.10608 | 0.00000 | 0.00000 | ||
| 133 | 2024.08.30 06:19 | modify | 35 | 0.10 | 2.10608 | 2.10155 | 2.11580 | ||
| 134 | 2024.08.30 06:19 | modify | 34 | 0.10 | 2.10080 | 2.10155 | 2.11580 | ||
| 135 | 2024.08.30 14:00 | s/l | 34 | 0.10 | 2.10155 | 2.10155 | 2.11580 | 4.24 | 10401.62 |
| 136 | 2024.08.30 14:00 | s/l | 35 | 0.10 | 2.10155 | 2.10155 | 2.11580 | -28.00 | 10373.62 |