Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7238 | Ticks modelled | 13476 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 831.83 | Gross profit | 1243.49 | Gross loss | -411.66 |
| Profit factor | 3.02 | Expected payoff | 33.27 | ||
| Absolute drawdown | 27.73 | Maximal drawdown | 364.68 (16.60%) | Relative drawdown | 16.60% (364.68) |
| Total trades | 25 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 18 (77.78%) |
| Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
| Largest | profit trade | 109.91 | loss trade | -155.59 | |
| Average | profit trade | 73.15 | loss trade | -51.46 | |
| Maximum | consecutive wins (profit in money) | 7 (551.30) | consecutive losses (loss in money) | 3 (-180.19) | |
| Maximal | consecutive profit (count of wins) | 551.30 (7) | consecutive loss (count of losses) | -180.19 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.09 22:00 | buy | 1 | 0.10 | 1.22236 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.09 22:00 | modify | 1 | 0.10 | 1.22236 | 1.20736 | 1.23336 | ||
| 3 | 2023.11.13 17:00 | buy | 2 | 0.10 | 1.22688 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.13 17:00 | modify | 2 | 0.10 | 1.22688 | 1.22511 | 1.23336 | ||
| 5 | 2023.11.13 17:00 | modify | 1 | 0.10 | 1.22236 | 1.22511 | 1.23336 | ||
| 6 | 2023.11.13 20:00 | buy | 3 | 0.10 | 1.22804 | 0.00000 | 0.00000 | ||
| 7 | 2023.11.13 20:00 | modify | 3 | 0.10 | 1.22804 | 1.22401 | 1.23336 | ||
| 8 | 2023.11.13 21:00 | modify | 3 | 0.10 | 1.22804 | 1.22511 | 1.23336 | ||
| 9 | 2023.11.14 14:00 | t/p | 1 | 0.10 | 1.23336 | 1.22511 | 1.23336 | 109.01 | 1109.01 |
| 10 | 2023.11.14 14:00 | t/p | 2 | 0.10 | 1.23336 | 1.22511 | 1.23336 | 64.47 | 1173.48 |
| 11 | 2023.11.14 14:00 | t/p | 3 | 0.10 | 1.23336 | 1.22511 | 1.23336 | 52.87 | 1226.36 |
| 12 | 2023.11.22 17:00 | buy | 4 | 0.10 | 1.24682 | 0.00000 | 0.00000 | ||
| 13 | 2023.11.22 17:00 | modify | 4 | 0.10 | 1.24682 | 1.23182 | 1.25782 | ||
| 14 | 2023.11.23 06:00 | buy | 5 | 0.10 | 1.25142 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.23 06:00 | modify | 5 | 0.10 | 1.25142 | 1.24957 | 1.25782 | ||
| 16 | 2023.11.23 06:00 | modify | 4 | 0.10 | 1.24682 | 1.24957 | 1.25782 | ||
| 17 | 2023.11.24 13:00 | t/p | 4 | 0.10 | 1.25782 | 1.24957 | 1.25782 | 108.68 | 1335.04 |
| 18 | 2023.11.24 13:00 | t/p | 5 | 0.10 | 1.25782 | 1.24957 | 1.25782 | 63.67 | 1398.71 |
| 19 | 2023.12.19 16:00 | sell | 6 | 0.10 | 1.27383 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.19 16:00 | modify | 6 | 0.10 | 1.27383 | 1.28883 | 1.26283 | ||
| 21 | 2023.12.20 22:00 | t/p | 6 | 0.10 | 1.26283 | 1.28883 | 1.26283 | 109.91 | 1508.62 |
| 22 | 2024.01.02 17:00 | buy | 7 | 0.10 | 1.26325 | 0.00000 | 0.00000 | ||
| 23 | 2024.01.02 17:00 | modify | 7 | 0.10 | 1.26325 | 1.24825 | 1.27425 | ||
| 24 | 2024.01.04 08:00 | buy | 8 | 0.10 | 1.26959 | 0.00000 | 0.00000 | ||
| 25 | 2024.01.04 08:00 | modify | 8 | 0.10 | 1.26959 | 1.26765 | 1.27425 | ||
| 26 | 2024.01.04 08:00 | modify | 7 | 0.10 | 1.26325 | 1.26765 | 1.27425 | ||
| 27 | 2024.01.04 14:00 | s/l | 7 | 0.10 | 1.26765 | 1.26765 | 1.27425 | 42.68 | 1551.31 |
| 28 | 2024.01.04 14:00 | s/l | 8 | 0.10 | 1.26765 | 1.26765 | 1.27425 | -19.40 | 1531.90 |
| 29 | 2024.01.23 18:00 | buy | 9 | 0.10 | 1.26604 | 0.00000 | 0.00000 | ||
| 30 | 2024.01.23 18:00 | modify | 9 | 0.10 | 1.26604 | 1.25104 | 1.27704 | ||
| 31 | 2024.01.24 05:00 | buy | 10 | 0.10 | 1.27052 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.24 05:00 | modify | 10 | 0.10 | 1.27052 | 1.26879 | 1.27704 | ||
| 33 | 2024.01.24 05:00 | modify | 9 | 0.10 | 1.26604 | 1.26879 | 1.27704 | ||
| 34 | 2024.01.24 10:00 | t/p | 9 | 0.10 | 1.27704 | 1.26879 | 1.27704 | 109.67 | 1641.58 |
| 35 | 2024.01.24 10:00 | t/p | 10 | 0.10 | 1.27704 | 1.26879 | 1.27704 | 65.20 | 1706.78 |
| 36 | 2024.03.14 17:00 | buy | 11 | 0.10 | 1.27509 | 0.00000 | 0.00000 | ||
| 37 | 2024.03.14 17:00 | modify | 11 | 0.10 | 1.27509 | 1.26009 | 1.28609 | ||
| 38 | 2024.03.20 23:00 | buy | 12 | 0.10 | 1.27952 | 0.00000 | 0.00000 | ||
| 39 | 2024.03.20 23:00 | modify | 12 | 0.10 | 1.27952 | 1.27784 | 1.28609 | ||
| 40 | 2024.03.20 23:00 | modify | 11 | 0.10 | 1.27509 | 1.27784 | 1.28609 | ||
| 41 | 2024.03.21 09:00 | s/l | 11 | 0.10 | 1.27784 | 1.27784 | 1.28609 | 25.20 | 1731.97 |
| 42 | 2024.03.21 09:00 | s/l | 12 | 0.10 | 1.27784 | 1.27784 | 1.28609 | -17.79 | 1714.19 |
| 43 | 2024.04.01 17:00 | buy | 13 | 0.10 | 1.25483 | 0.00000 | 0.00000 | ||
| 44 | 2024.04.01 17:00 | modify | 13 | 0.10 | 1.25483 | 1.23983 | 1.26583 | ||
| 45 | 2024.04.04 06:00 | t/p | 13 | 0.10 | 1.26583 | 1.23983 | 1.26583 | 108.36 | 1822.54 |
| 46 | 2024.04.19 20:00 | buy | 14 | 0.10 | 1.23748 | 0.00000 | 0.00000 | ||
| 47 | 2024.04.19 20:00 | modify | 14 | 0.10 | 1.23748 | 1.22248 | 1.24848 | ||
| 48 | 2024.04.24 10:00 | buy | 15 | 0.10 | 1.24298 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.24 10:00 | modify | 15 | 0.10 | 1.24298 | 1.23913 | 1.24848 | ||
| 50 | 2024.04.24 10:00 | modify | 14 | 0.10 | 1.23748 | 1.23913 | 1.24848 | ||
| 51 | 2024.04.25 07:00 | t/p | 14 | 0.10 | 1.24848 | 1.23913 | 1.24848 | 108.03 | 1930.57 |
| 52 | 2024.04.25 07:00 | t/p | 15 | 0.10 | 1.24848 | 1.23913 | 1.24848 | 54.01 | 1984.58 |
| 53 | 2024.06.07 16:00 | buy | 16 | 0.10 | 1.27277 | 0.00000 | 0.00000 | ||
| 54 | 2024.06.07 16:00 | modify | 16 | 0.10 | 1.27277 | 1.25777 | 1.28377 | ||
| 55 | 2024.06.12 13:00 | t/p | 16 | 0.10 | 1.28377 | 1.25777 | 1.28377 | 109.01 | 2093.59 |
| 56 | 2024.06.14 15:00 | buy | 17 | 0.10 | 1.26697 | 0.00000 | 0.00000 | ||
| 57 | 2024.06.14 15:00 | modify | 17 | 0.10 | 1.26697 | 1.25197 | 1.27797 | ||
| 58 | 2024.06.18 00:00 | buy | 18 | 0.10 | 1.27163 | 0.00000 | 0.00000 | ||
| 59 | 2024.06.18 00:00 | modify | 18 | 0.10 | 1.27163 | 1.26972 | 1.27797 | ||
| 60 | 2024.06.18 00:00 | modify | 17 | 0.10 | 1.26697 | 1.26972 | 1.27797 | ||
| 61 | 2024.06.18 03:00 | s/l | 17 | 0.10 | 1.26972 | 1.26972 | 1.27797 | 26.84 | 2120.43 |
| 62 | 2024.06.18 03:00 | s/l | 18 | 0.10 | 1.26972 | 1.26972 | 1.27797 | -19.10 | 2101.34 |
| 63 | 2024.07.11 14:00 | sell | 19 | 0.10 | 1.29269 | 0.00000 | 0.00000 | ||
| 64 | 2024.07.11 14:00 | modify | 19 | 0.10 | 1.29269 | 1.30769 | 1.28169 | ||
| 65 | 2024.07.25 18:00 | sell | 20 | 0.10 | 1.28701 | 0.00000 | 0.00000 | ||
| 66 | 2024.07.25 18:00 | modify | 20 | 0.10 | 1.28701 | 1.29104 | 1.28169 | ||
| 67 | 2024.07.25 18:00 | modify | 19 | 0.10 | 1.29269 | 1.29104 | 1.28169 | ||
| 68 | 2024.07.26 13:00 | sell | 21 | 0.10 | 1.28664 | 0.00000 | 0.00000 | ||
| 69 | 2024.07.26 13:00 | modify | 21 | 0.10 | 1.28664 | 1.28829 | 1.28169 | ||
| 70 | 2024.07.26 13:00 | modify | 20 | 0.10 | 1.28701 | 1.28829 | 1.28169 | ||
| 71 | 2024.07.26 13:00 | modify | 19 | 0.10 | 1.29269 | 1.28829 | 1.28169 | ||
| 72 | 2024.07.29 01:00 | s/l | 19 | 0.10 | 1.28829 | 1.28829 | 1.28169 | 42.58 | 2143.91 |
| 73 | 2024.07.29 01:00 | s/l | 20 | 0.10 | 1.28829 | 1.28829 | 1.28169 | -12.98 | 2130.93 |
| 74 | 2024.07.29 01:00 | s/l | 21 | 0.10 | 1.28829 | 1.28829 | 1.28169 | -16.59 | 2114.34 |
| 75 | 2024.08.13 20:00 | sell | 22 | 0.10 | 1.28658 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.13 20:00 | modify | 22 | 0.10 | 1.28658 | 1.30158 | 1.27558 | ||
| 77 | 2024.08.20 09:00 | s/l | 22 | 0.10 | 1.30158 | 1.30158 | 1.27558 | -150.62 | 1963.72 |
| 78 | 2024.08.23 17:00 | sell | 23 | 0.10 | 1.31905 | 0.00000 | 0.00000 | ||
| 79 | 2024.08.23 17:00 | modify | 23 | 0.10 | 1.31905 | 1.33405 | 1.30805 | ||
| 80 | 2024.09.01 21:00 | sell | 24 | 0.10 | 1.31270 | 0.00000 | 0.00000 | ||
| 81 | 2024.09.01 21:00 | modify | 24 | 0.10 | 1.31270 | 1.31465 | 1.30805 | ||
| 82 | 2024.09.01 21:00 | modify | 23 | 0.10 | 1.31905 | 1.31465 | 1.30805 | ||
| 83 | 2024.09.02 07:00 | s/l | 23 | 0.10 | 1.31465 | 1.31465 | 1.30805 | 43.29 | 2007.01 |
| 84 | 2024.09.02 07:00 | s/l | 24 | 0.10 | 1.31465 | 1.31465 | 1.30805 | -19.59 | 1987.42 |
| 85 | 2024.10.03 14:00 | buy | 25 | 0.10 | 1.31022 | 0.00000 | 0.00000 | ||
| 86 | 2024.10.03 14:00 | modify | 25 | 0.10 | 1.31022 | 1.29522 | 1.32122 | ||
| 87 | 2024.10.22 14:00 | s/l | 25 | 0.10 | 1.29522 | 1.29522 | 1.32122 | -155.59 | 1831.83 |