Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 7242 | Ticks modelled | 156600 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 841.30 | Gross profit | 976.94 | Gross loss | -135.63 |
| Profit factor | 7.20 | Expected payoff | 49.49 | ||
| Absolute drawdown | 11.90 | Maximal drawdown | 125.03 (7.18%) | Relative drawdown | 8.01% (118.26) |
| Total trades | 17 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 149.78 | loss trade | -50.23 | |
| Average | profit trade | 81.41 | loss trade | -27.13 | |
| Maximum | consecutive wins (profit in money) | 8 (739.80) | consecutive losses (loss in money) | 2 (-100.23) | |
| Maximal | consecutive profit (count of wins) | 739.80 (8) | consecutive loss (count of losses) | -100.23 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.21 01:00 | sell | 1 | 0.10 | 1.27941 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.21 01:00 | modify | 1 | 0.10 | 1.27941 | 1.28441 | 1.26441 | ||
| 3 | 2024.03.21 11:45 | sell | 2 | 0.10 | 1.27480 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.21 11:45 | modify | 2 | 0.10 | 1.27480 | 1.27866 | 1.26441 | ||
| 5 | 2024.03.21 11:45 | modify | 1 | 0.10 | 1.27941 | 1.27866 | 1.26441 | ||
| 6 | 2024.03.21 13:59 | sell | 3 | 0.10 | 1.27091 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.21 13:59 | modify | 3 | 0.10 | 1.27091 | 1.27416 | 1.26441 | ||
| 8 | 2024.03.21 13:59 | modify | 2 | 0.10 | 1.27480 | 1.27416 | 1.26441 | ||
| 9 | 2024.03.21 13:59 | modify | 1 | 0.10 | 1.27941 | 1.27416 | 1.26441 | ||
| 10 | 2024.03.21 14:20 | sell | 4 | 0.10 | 1.26940 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.21 14:20 | modify | 4 | 0.10 | 1.26940 | 1.27116 | 1.26441 | ||
| 12 | 2024.03.21 14:20 | modify | 3 | 0.10 | 1.27091 | 1.27116 | 1.26441 | ||
| 13 | 2024.03.21 14:20 | modify | 2 | 0.10 | 1.27480 | 1.27116 | 1.26441 | ||
| 14 | 2024.03.21 14:20 | modify | 1 | 0.10 | 1.27941 | 1.27116 | 1.26441 | ||
| 15 | 2024.03.22 02:50 | t/p | 1 | 0.10 | 1.26441 | 1.27116 | 1.26441 | 149.77 | 1149.77 |
| 16 | 2024.03.22 02:50 | t/p | 2 | 0.10 | 1.26441 | 1.27116 | 1.26441 | 103.67 | 1253.44 |
| 17 | 2024.03.22 02:50 | t/p | 3 | 0.10 | 1.26441 | 1.27116 | 1.26441 | 64.77 | 1318.20 |
| 18 | 2024.03.22 02:50 | t/p | 4 | 0.10 | 1.26441 | 1.27116 | 1.26441 | 49.67 | 1367.87 |
| 19 | 2024.05.08 03:00 | buy | 5 | 0.10 | 1.24915 | 0.00000 | 0.00000 | ||
| 20 | 2024.05.08 03:00 | modify | 5 | 0.10 | 1.24915 | 1.24415 | 1.26415 | ||
| 21 | 2024.05.10 06:47 | buy | 6 | 0.10 | 1.25366 | 0.00000 | 0.00000 | ||
| 22 | 2024.05.10 06:47 | modify | 6 | 0.10 | 1.25366 | 1.24990 | 1.26415 | ||
| 23 | 2024.05.10 06:47 | modify | 5 | 0.10 | 1.24915 | 1.24990 | 1.26415 | ||
| 24 | 2024.05.14 13:15 | buy | 7 | 0.10 | 1.25744 | 0.00000 | 0.00000 | ||
| 25 | 2024.05.14 13:15 | modify | 7 | 0.10 | 1.25744 | 1.25440 | 1.26415 | ||
| 26 | 2024.05.14 13:15 | modify | 6 | 0.10 | 1.25366 | 1.25440 | 1.26415 | ||
| 27 | 2024.05.14 13:15 | modify | 5 | 0.10 | 1.24915 | 1.25440 | 1.26415 | ||
| 28 | 2024.05.14 14:59 | buy | 8 | 0.10 | 1.25912 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.14 14:59 | modify | 8 | 0.10 | 1.25912 | 1.25740 | 1.26415 | ||
| 30 | 2024.05.14 14:59 | modify | 7 | 0.10 | 1.25744 | 1.25740 | 1.26415 | ||
| 31 | 2024.05.14 14:59 | modify | 6 | 0.10 | 1.25366 | 1.25740 | 1.26415 | ||
| 32 | 2024.05.14 14:59 | modify | 5 | 0.10 | 1.24915 | 1.25740 | 1.26415 | ||
| 33 | 2024.05.15 12:45 | t/p | 5 | 0.10 | 1.26415 | 1.25740 | 1.26415 | 149.78 | 1517.65 |
| 34 | 2024.05.15 12:45 | t/p | 6 | 0.10 | 1.26415 | 1.25740 | 1.26415 | 104.81 | 1622.46 |
| 35 | 2024.05.15 12:45 | t/p | 7 | 0.10 | 1.26415 | 1.25740 | 1.26415 | 67.07 | 1689.53 |
| 36 | 2024.05.15 12:45 | t/p | 8 | 0.10 | 1.26415 | 1.25740 | 1.26415 | 50.27 | 1739.80 |
| 37 | 2024.07.11 04:00 | sell | 9 | 0.10 | 1.28603 | 0.00000 | 0.00000 | ||
| 38 | 2024.07.11 04:00 | modify | 9 | 0.10 | 1.28603 | 1.29103 | 1.27103 | ||
| 39 | 2024.07.11 12:45 | s/l | 9 | 0.10 | 1.29103 | 1.29103 | 1.27103 | -50.00 | 1689.80 |
| 40 | 2024.09.13 02:00 | sell | 10 | 0.10 | 1.31400 | 0.00000 | 0.00000 | ||
| 41 | 2024.09.13 02:00 | modify | 10 | 0.10 | 1.31400 | 1.31900 | 1.29900 | ||
| 42 | 2024.09.16 08:45 | s/l | 10 | 0.10 | 1.31900 | 1.31900 | 1.29900 | -50.23 | 1639.57 |
| 43 | 2024.12.13 09:00 | buy | 11 | 0.10 | 1.26303 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.13 09:00 | modify | 11 | 0.10 | 1.26303 | 1.25803 | 1.27803 | ||
| 45 | 2024.12.17 05:52 | buy | 12 | 0.10 | 1.26766 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.17 05:52 | modify | 12 | 0.10 | 1.26766 | 1.26378 | 1.27803 | ||
| 47 | 2024.12.17 05:52 | modify | 11 | 0.10 | 1.26303 | 1.26378 | 1.27803 | ||
| 48 | 2024.12.17 15:50 | buy | 13 | 0.10 | 1.27144 | 0.00000 | 0.00000 | ||
| 49 | 2024.12.17 15:50 | modify | 13 | 0.10 | 1.27144 | 1.26828 | 1.27803 | ||
| 50 | 2024.12.17 15:50 | modify | 12 | 0.10 | 1.26766 | 1.26828 | 1.27803 | ||
| 51 | 2024.12.17 15:50 | modify | 11 | 0.10 | 1.26303 | 1.26828 | 1.27803 | ||
| 52 | 2024.12.17 17:50 | buy | 14 | 0.10 | 1.27293 | 0.00000 | 0.00000 | ||
| 53 | 2024.12.17 17:50 | modify | 14 | 0.10 | 1.27293 | 1.27128 | 1.27803 | ||
| 54 | 2024.12.17 17:50 | modify | 13 | 0.10 | 1.27144 | 1.27128 | 1.27803 | ||
| 55 | 2024.12.17 17:50 | modify | 12 | 0.10 | 1.26766 | 1.27128 | 1.27803 | ||
| 56 | 2024.12.17 17:50 | modify | 11 | 0.10 | 1.26303 | 1.27128 | 1.27803 | ||
| 57 | 2024.12.17 19:26 | s/l | 11 | 0.10 | 1.27128 | 1.27128 | 1.27803 | 82.44 | 1722.00 |
| 58 | 2024.12.17 19:26 | s/l | 12 | 0.10 | 1.27128 | 1.27128 | 1.27803 | 36.20 | 1758.20 |
| 59 | 2024.12.17 19:26 | s/l | 13 | 0.10 | 1.27128 | 1.27128 | 1.27803 | -1.60 | 1756.60 |
| 60 | 2024.12.17 19:26 | s/l | 14 | 0.10 | 1.27128 | 1.27128 | 1.27803 | -16.50 | 1740.10 |
| 61 | 2024.12.19 00:00 | buy | 15 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.19 00:00 | modify | 15 | 0.10 | 1.25698 | 1.25198 | 1.27198 | ||
| 63 | 2024.12.19 07:20 | buy | 16 | 0.10 | 1.26163 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.19 07:20 | modify | 16 | 0.10 | 1.26163 | 1.25773 | 1.27198 | ||
| 65 | 2024.12.19 07:20 | modify | 15 | 0.10 | 1.25698 | 1.25773 | 1.27198 | ||
| 66 | 2024.12.19 09:50 | buy | 17 | 0.10 | 1.26696 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.19 09:50 | modify | 17 | 0.10 | 1.26696 | 1.26523 | 1.27198 | ||
| 68 | 2024.12.19 09:50 | modify | 16 | 0.10 | 1.26163 | 1.26523 | 1.27198 | ||
| 69 | 2024.12.19 09:50 | modify | 15 | 0.10 | 1.25698 | 1.26523 | 1.27198 | ||
| 70 | 2024.12.19 10:20 | s/l | 15 | 0.10 | 1.26523 | 1.26523 | 1.27198 | 82.50 | 1822.60 |
| 71 | 2024.12.19 10:20 | s/l | 16 | 0.10 | 1.26523 | 1.26523 | 1.27198 | 36.00 | 1858.60 |
| 72 | 2024.12.19 10:20 | s/l | 17 | 0.10 | 1.26523 | 1.26523 | 1.27198 | -17.30 | 1841.30 |