Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1520.43 | Gross profit | 2552.18 | Gross loss | -1031.75 |
| Profit factor | 2.47 | Expected payoff | 38.01 | ||
| Absolute drawdown | 68.13 | Maximal drawdown | 374.97 (18.75%) | Relative drawdown | 18.75% (374.97) |
| Total trades | 40 | Short positions (won %) | 25 (60.00%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 24 (60.00%) | Loss trades (% of total) | 16 (40.00%) | ||
| Largest | profit trade | 150.00 | loss trade | -82.30 | |
| Average | profit trade | 106.34 | loss trade | -64.48 | |
| Maximum | consecutive wins (profit in money) | 9 (935.79) | consecutive losses (loss in money) | 5 (-293.01) | |
| Maximal | consecutive profit (count of wins) | 935.79 (9) | consecutive loss (count of losses) | -293.01 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.09 12:00 | buy | 1 | 0.10 | 1.22640 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.09 12:00 | modify | 1 | 0.10 | 1.22640 | 1.21840 | 1.24140 | ||
| 3 | 2023.11.14 16:00 | t/p | 1 | 0.10 | 1.24140 | 1.21840 | 1.24140 | 149.01 | 1149.01 |
| 4 | 2023.11.22 16:00 | buy | 2 | 0.10 | 1.24613 | 0.00000 | 0.00000 | ||
| 5 | 2023.11.22 16:00 | modify | 2 | 0.10 | 1.24613 | 1.23813 | 1.26113 | ||
| 6 | 2023.11.24 04:00 | buy | 3 | 0.10 | 1.25379 | 0.00000 | 0.00000 | ||
| 7 | 2023.11.24 04:00 | modify | 3 | 0.10 | 1.25379 | 1.24988 | 1.26113 | ||
| 8 | 2023.11.24 04:00 | buy | 4 | 0.10 | 1.25379 | 0.00000 | 0.00000 | ||
| 9 | 2023.11.24 04:00 | modify | 4 | 0.10 | 1.25379 | 1.25138 | 1.26113 | ||
| 10 | 2023.11.24 04:00 | modify | 2 | 0.10 | 1.24613 | 1.25138 | 1.26113 | ||
| 11 | 2023.11.24 08:00 | modify | 3 | 0.10 | 1.25379 | 1.25138 | 1.26113 | ||
| 12 | 2023.11.24 16:00 | t/p | 2 | 0.10 | 1.26113 | 1.25138 | 1.26113 | 148.68 | 1297.70 |
| 13 | 2023.11.24 16:00 | t/p | 3 | 0.10 | 1.26113 | 1.25138 | 1.26113 | 73.40 | 1371.10 |
| 14 | 2023.11.24 16:00 | t/p | 4 | 0.10 | 1.26113 | 1.25138 | 1.26113 | 73.40 | 1444.50 |
| 15 | 2023.11.28 16:00 | sell | 5 | 0.10 | 1.26826 | 0.00000 | 0.00000 | ||
| 16 | 2023.11.28 16:00 | modify | 5 | 0.10 | 1.26826 | 1.27626 | 1.25326 | ||
| 17 | 2023.12.06 08:00 | sell | 6 | 0.10 | 1.26070 | 0.00000 | 0.00000 | ||
| 18 | 2023.12.06 08:00 | modify | 6 | 0.10 | 1.26070 | 1.26451 | 1.25326 | ||
| 19 | 2023.12.06 08:00 | sell | 7 | 0.10 | 1.26070 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.06 08:00 | modify | 7 | 0.10 | 1.26070 | 1.26301 | 1.25326 | ||
| 21 | 2023.12.06 08:00 | modify | 5 | 0.10 | 1.26826 | 1.26301 | 1.25326 | ||
| 22 | 2023.12.06 12:00 | modify | 6 | 0.10 | 1.26070 | 1.26301 | 1.25326 | ||
| 23 | 2023.12.08 16:00 | t/p | 5 | 0.10 | 1.25326 | 1.26301 | 1.25326 | 148.93 | 1593.43 |
| 24 | 2023.12.08 16:00 | t/p | 6 | 0.10 | 1.25326 | 1.26301 | 1.25326 | 74.04 | 1667.47 |
| 25 | 2023.12.08 16:00 | t/p | 7 | 0.10 | 1.25326 | 1.26301 | 1.25326 | 74.04 | 1741.52 |
| 26 | 2023.12.13 08:00 | buy | 8 | 0.10 | 1.25236 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.13 08:00 | modify | 8 | 0.10 | 1.25236 | 1.24436 | 1.26736 | ||
| 28 | 2023.12.14 12:00 | t/p | 8 | 0.10 | 1.26736 | 1.24436 | 1.26736 | 149.01 | 1890.53 |
| 29 | 2024.01.02 12:00 | buy | 9 | 0.10 | 1.26653 | 0.00000 | 0.00000 | ||
| 30 | 2024.01.02 12:00 | modify | 9 | 0.10 | 1.26653 | 1.25853 | 1.28153 | ||
| 31 | 2024.01.24 12:00 | buy | 10 | 0.10 | 1.27431 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.24 12:00 | modify | 10 | 0.10 | 1.27431 | 1.27028 | 1.28153 | ||
| 33 | 2024.01.24 12:00 | buy | 11 | 0.10 | 1.27431 | 0.00000 | 0.00000 | ||
| 34 | 2024.01.24 12:00 | modify | 11 | 0.10 | 1.27431 | 1.27178 | 1.28153 | ||
| 35 | 2024.01.24 12:00 | modify | 9 | 0.10 | 1.26653 | 1.27178 | 1.28153 | ||
| 36 | 2024.01.24 16:00 | modify | 10 | 0.10 | 1.27431 | 1.27178 | 1.28153 | ||
| 37 | 2024.01.24 20:00 | s/l | 9 | 0.10 | 1.27178 | 1.27178 | 1.28153 | 45.26 | 1935.79 |
| 38 | 2024.01.24 20:00 | s/l | 10 | 0.10 | 1.27178 | 1.27178 | 1.28153 | -25.30 | 1910.49 |
| 39 | 2024.01.24 20:00 | s/l | 11 | 0.10 | 1.27178 | 1.27178 | 1.28153 | -25.30 | 1885.19 |
| 40 | 2024.02.20 16:00 | sell | 12 | 0.10 | 1.26623 | 0.00000 | 0.00000 | ||
| 41 | 2024.02.20 16:00 | modify | 12 | 0.10 | 1.26623 | 1.27423 | 1.25123 | ||
| 42 | 2024.03.06 16:00 | s/l | 12 | 0.10 | 1.27423 | 1.27423 | 1.25123 | -81.33 | 1803.86 |
| 43 | 2024.03.07 12:00 | sell | 13 | 0.10 | 1.27546 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.07 12:00 | modify | 13 | 0.10 | 1.27546 | 1.28346 | 1.26046 | ||
| 45 | 2024.03.08 12:00 | s/l | 13 | 0.10 | 1.28346 | 1.28346 | 1.26046 | -80.09 | 1723.77 |
| 46 | 2024.03.14 16:00 | buy | 14 | 0.10 | 1.27499 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.14 16:00 | modify | 14 | 0.10 | 1.27499 | 1.26699 | 1.28999 | ||
| 48 | 2024.03.19 12:00 | s/l | 14 | 0.10 | 1.26699 | 1.26699 | 1.28999 | -80.99 | 1642.78 |
| 49 | 2024.03.20 20:00 | sell | 15 | 0.10 | 1.27826 | 0.00000 | 0.00000 | ||
| 50 | 2024.03.20 20:00 | modify | 15 | 0.10 | 1.27826 | 1.28626 | 1.26326 | ||
| 51 | 2024.03.22 08:00 | t/p | 15 | 0.10 | 1.26326 | 1.28626 | 1.26326 | 149.64 | 1792.43 |
| 52 | 2024.04.01 16:00 | buy | 16 | 0.10 | 1.25449 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.01 16:00 | modify | 16 | 0.10 | 1.25449 | 1.24649 | 1.26949 | ||
| 54 | 2024.04.09 16:00 | t/p | 16 | 0.10 | 1.26949 | 1.24649 | 1.26949 | 147.37 | 1939.79 |
| 55 | 2024.04.10 12:00 | sell | 17 | 0.10 | 1.26939 | 0.00000 | 0.00000 | ||
| 56 | 2024.04.10 12:00 | modify | 17 | 0.10 | 1.26939 | 1.27739 | 1.25439 | ||
| 57 | 2024.04.10 16:00 | t/p | 17 | 0.10 | 1.25439 | 1.27739 | 1.25439 | 150.00 | 2089.79 |
| 58 | 2024.04.10 16:00 | buy | 18 | 0.10 | 1.25448 | 0.00000 | 0.00000 | ||
| 59 | 2024.04.10 16:00 | modify | 18 | 0.10 | 1.25448 | 1.24648 | 1.26948 | ||
| 60 | 2024.04.12 12:00 | s/l | 18 | 0.10 | 1.24648 | 1.24648 | 1.26948 | -81.32 | 2008.48 |
| 61 | 2024.04.25 08:00 | sell | 19 | 0.10 | 1.25060 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.25 08:00 | modify | 19 | 0.10 | 1.25060 | 1.25860 | 1.23560 | ||
| 63 | 2024.05.03 16:00 | s/l | 19 | 0.10 | 1.25860 | 1.25860 | 1.23560 | -80.71 | 1927.77 |
| 64 | 2024.05.06 12:00 | sell | 20 | 0.10 | 1.25760 | 0.00000 | 0.00000 | ||
| 65 | 2024.05.06 12:00 | modify | 20 | 0.10 | 1.25760 | 1.26560 | 1.24260 | ||
| 66 | 2024.05.07 08:00 | sell | 21 | 0.10 | 1.25371 | 0.00000 | 0.00000 | ||
| 67 | 2024.05.07 08:00 | modify | 21 | 0.10 | 1.25371 | 1.25685 | 1.24260 | ||
| 68 | 2024.05.07 08:00 | modify | 20 | 0.10 | 1.25760 | 1.25685 | 1.24260 | ||
| 69 | 2024.05.13 16:00 | s/l | 20 | 0.10 | 1.25685 | 1.25685 | 1.24260 | 6.88 | 1934.64 |
| 70 | 2024.05.13 16:00 | s/l | 21 | 0.10 | 1.25685 | 1.25685 | 1.24260 | -31.93 | 1902.71 |
| 71 | 2024.05.14 16:00 | sell | 22 | 0.10 | 1.25877 | 0.00000 | 0.00000 | ||
| 72 | 2024.05.14 16:00 | modify | 22 | 0.10 | 1.25877 | 1.26677 | 1.24377 | ||
| 73 | 2024.05.15 16:00 | s/l | 22 | 0.10 | 1.26677 | 1.26677 | 1.24377 | -80.09 | 1822.62 |
| 74 | 2024.05.22 08:00 | sell | 23 | 0.10 | 1.27470 | 0.00000 | 0.00000 | ||
| 75 | 2024.05.22 08:00 | modify | 23 | 0.10 | 1.27470 | 1.28270 | 1.25970 | ||
| 76 | 2024.05.22 12:00 | sell | 24 | 0.10 | 1.27092 | 0.00000 | 0.00000 | ||
| 77 | 2024.05.22 12:00 | modify | 24 | 0.10 | 1.27092 | 1.27395 | 1.25970 | ||
| 78 | 2024.05.22 12:00 | modify | 23 | 0.10 | 1.27470 | 1.27395 | 1.25970 | ||
| 79 | 2024.05.22 16:00 | s/l | 23 | 0.10 | 1.27395 | 1.27395 | 1.25970 | 7.50 | 1830.12 |
| 80 | 2024.05.22 16:00 | s/l | 24 | 0.10 | 1.27395 | 1.27395 | 1.25970 | -30.30 | 1799.82 |
| 81 | 2024.06.03 16:00 | sell | 25 | 0.10 | 1.27926 | 0.00000 | 0.00000 | ||
| 82 | 2024.06.03 16:00 | modify | 25 | 0.10 | 1.27926 | 1.28726 | 1.26426 | ||
| 83 | 2024.06.14 00:00 | sell | 26 | 0.10 | 1.27533 | 0.00000 | 0.00000 | ||
| 84 | 2024.06.14 00:00 | modify | 26 | 0.10 | 1.27533 | 1.27851 | 1.26426 | ||
| 85 | 2024.06.14 00:00 | modify | 25 | 0.10 | 1.27926 | 1.27851 | 1.26426 | ||
| 86 | 2024.06.20 04:00 | sell | 27 | 0.10 | 1.27150 | 0.00000 | 0.00000 | ||
| 87 | 2024.06.20 04:00 | modify | 27 | 0.10 | 1.27150 | 1.27551 | 1.26426 | ||
| 88 | 2024.06.20 04:00 | sell | 28 | 0.10 | 1.27150 | 0.00000 | 0.00000 | ||
| 89 | 2024.06.20 04:00 | modify | 28 | 0.10 | 1.27150 | 1.27401 | 1.26426 | ||
| 90 | 2024.06.20 04:00 | modify | 26 | 0.10 | 1.27533 | 1.27401 | 1.26426 | ||
| 91 | 2024.06.20 04:00 | modify | 25 | 0.10 | 1.27926 | 1.27401 | 1.26426 | ||
| 92 | 2024.06.20 08:00 | modify | 27 | 0.10 | 1.27150 | 1.27401 | 1.26426 | ||
| 93 | 2024.06.21 08:00 | t/p | 25 | 0.10 | 1.26426 | 1.27401 | 1.26426 | 148.22 | 1948.04 |
| 94 | 2024.06.21 08:00 | t/p | 26 | 0.10 | 1.26426 | 1.27401 | 1.26426 | 110.08 | 2058.12 |
| 95 | 2024.06.21 08:00 | t/p | 27 | 0.10 | 1.26426 | 1.27401 | 1.26426 | 72.31 | 2130.43 |
| 96 | 2024.06.21 08:00 | t/p | 28 | 0.10 | 1.26426 | 1.27401 | 1.26426 | 72.31 | 2202.74 |
| 97 | 2024.06.24 16:00 | sell | 29 | 0.10 | 1.26814 | 0.00000 | 0.00000 | ||
| 98 | 2024.06.24 16:00 | modify | 29 | 0.10 | 1.26814 | 1.27614 | 1.25314 | ||
| 99 | 2024.07.01 20:00 | sell | 30 | 0.10 | 1.26433 | 0.00000 | 0.00000 | ||
| 100 | 2024.07.01 20:00 | modify | 30 | 0.10 | 1.26433 | 1.26739 | 1.25314 | ||
| 101 | 2024.07.01 20:00 | modify | 29 | 0.10 | 1.26814 | 1.26739 | 1.25314 | ||
| 102 | 2024.07.02 16:00 | s/l | 29 | 0.10 | 1.26739 | 1.26739 | 1.25314 | 6.79 | 2209.53 |
| 103 | 2024.07.02 16:00 | s/l | 30 | 0.10 | 1.26739 | 1.26739 | 1.25314 | -30.69 | 2178.84 |
| 104 | 2024.07.05 12:00 | sell | 31 | 0.10 | 1.27843 | 0.00000 | 0.00000 | ||
| 105 | 2024.07.05 12:00 | modify | 31 | 0.10 | 1.27843 | 1.28643 | 1.26343 | ||
| 106 | 2024.07.11 04:00 | s/l | 31 | 0.10 | 1.28643 | 1.28643 | 1.26343 | -80.53 | 2098.30 |
| 107 | 2024.07.17 08:00 | sell | 32 | 0.10 | 1.30078 | 0.00000 | 0.00000 | ||
| 108 | 2024.07.17 08:00 | modify | 32 | 0.10 | 1.30078 | 1.30878 | 1.28578 | ||
| 109 | 2024.07.25 20:00 | t/p | 32 | 0.10 | 1.28578 | 1.30878 | 1.28578 | 149.11 | 2247.41 |
| 110 | 2024.08.01 08:00 | buy | 33 | 0.10 | 1.27946 | 0.00000 | 0.00000 | ||
| 111 | 2024.08.01 08:00 | modify | 33 | 0.10 | 1.27946 | 1.27146 | 1.29446 | ||
| 112 | 2024.08.02 04:00 | s/l | 33 | 0.10 | 1.27146 | 1.27146 | 1.29446 | -80.33 | 2167.08 |
| 113 | 2024.08.13 08:00 | sell | 34 | 0.10 | 1.28088 | 0.00000 | 0.00000 | ||
| 114 | 2024.08.13 08:00 | modify | 34 | 0.10 | 1.28088 | 1.28888 | 1.26588 | ||
| 115 | 2024.08.16 08:00 | s/l | 34 | 0.10 | 1.28888 | 1.28888 | 1.26588 | -80.44 | 2086.64 |
| 116 | 2024.08.27 12:00 | sell | 35 | 0.10 | 1.32202 | 0.00000 | 0.00000 | ||
| 117 | 2024.08.27 12:00 | modify | 35 | 0.10 | 1.32202 | 1.33002 | 1.30702 | ||
| 118 | 2024.09.10 04:00 | t/p | 35 | 0.10 | 1.30702 | 1.33002 | 1.30702 | 148.75 | 2235.39 |
| 119 | 2024.09.11 16:00 | buy | 36 | 0.10 | 1.30262 | 0.00000 | 0.00000 | ||
| 120 | 2024.09.11 16:00 | modify | 36 | 0.10 | 1.30262 | 1.29462 | 1.31762 | ||
| 121 | 2024.09.16 12:00 | t/p | 36 | 0.10 | 1.31762 | 1.29462 | 1.31762 | 148.35 | 2383.75 |
| 122 | 2024.09.19 08:00 | sell | 37 | 0.10 | 1.32466 | 0.00000 | 0.00000 | ||
| 123 | 2024.09.19 08:00 | modify | 37 | 0.10 | 1.32466 | 1.33266 | 1.30966 | ||
| 124 | 2024.09.20 08:00 | s/l | 37 | 0.10 | 1.33266 | 1.33266 | 1.30966 | -80.09 | 2303.66 |
| 125 | 2024.09.23 08:00 | buy | 38 | 0.10 | 1.32654 | 0.00000 | 0.00000 | ||
| 126 | 2024.09.23 08:00 | modify | 38 | 0.10 | 1.32654 | 1.31854 | 1.34154 | ||
| 127 | 2024.09.25 00:00 | t/p | 38 | 0.10 | 1.34154 | 1.31854 | 1.34154 | 149.34 | 2453.00 |
| 128 | 2024.09.26 16:00 | sell | 39 | 0.10 | 1.34281 | 0.00000 | 0.00000 | ||
| 129 | 2024.09.26 16:00 | modify | 39 | 0.10 | 1.34281 | 1.35081 | 1.32781 | ||
| 130 | 2024.10.01 16:00 | t/p | 39 | 0.10 | 1.32781 | 1.35081 | 1.32781 | 149.73 | 2602.73 |
| 131 | 2024.10.16 08:00 | buy | 40 | 0.10 | 1.30034 | 0.00000 | 0.00000 | ||
| 132 | 2024.10.16 08:00 | modify | 40 | 0.10 | 1.30034 | 1.29234 | 1.31534 | ||
| 133 | 2024.10.23 20:00 | s/l | 40 | 0.10 | 1.29234 | 1.29234 | 1.31534 | -82.30 | 2520.43 |