Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| 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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 60 | ||
| Total net profit | 487.98 | Gross profit | 744.53 | Gross loss | -256.54 |
| Profit factor | 2.90 | Expected payoff | 21.22 | ||
| Absolute drawdown | 25.88 | Maximal drawdown | 191.14 (14.88%) | Relative drawdown | 14.88% (191.14) |
| Total trades | 23 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 72.81 | loss trade | -34.83 | |
| Average | profit trade | 49.64 | loss trade | -32.07 | |
| Maximum | consecutive wins (profit in money) | 6 (356.57) | consecutive losses (loss in money) | 4 (-127.72) | |
| Maximal | consecutive profit (count of wins) | 356.57 (6) | consecutive loss (count of losses) | -127.72 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.17 16:00 | sell | 1 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.17 16:00 | modify | 1 | 0.10 | 2.07666 | 2.08266 | 2.06366 | ||
| 3 | 2024.01.18 04:00 | sell | 2 | 0.10 | 2.07126 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.18 04:00 | modify | 2 | 0.10 | 2.07126 | 2.07601 | 2.06366 | ||
| 5 | 2024.01.18 04:00 | modify | 1 | 0.10 | 2.07666 | 2.07601 | 2.06366 | ||
| 6 | 2024.01.18 08:00 | s/l | 1 | 0.10 | 2.07601 | 2.07601 | 2.06366 | 2.41 | 1002.41 |
| 7 | 2024.01.18 08:00 | s/l | 2 | 0.10 | 2.07601 | 2.07601 | 2.06366 | -26.60 | 975.81 |
| 8 | 2024.02.13 16:00 | sell | 3 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
| 9 | 2024.02.13 16:00 | modify | 3 | 0.10 | 2.07876 | 2.08476 | 2.06576 | ||
| 10 | 2024.02.14 08:00 | t/p | 3 | 0.10 | 2.06576 | 2.08476 | 2.06576 | 72.40 | 1048.21 |
| 11 | 2024.02.28 04:00 | sell | 4 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
| 12 | 2024.02.28 04:00 | modify | 4 | 0.10 | 2.07395 | 2.07995 | 2.06095 | ||
| 13 | 2024.02.28 20:00 | s/l | 4 | 0.10 | 2.07995 | 2.07995 | 2.06095 | -33.60 | 1014.61 |
| 14 | 2024.04.22 12:00 | buy | 5 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
| 15 | 2024.04.22 12:00 | modify | 5 | 0.10 | 2.08514 | 2.07914 | 2.09814 | ||
| 16 | 2024.04.23 08:00 | buy | 6 | 0.10 | 2.09299 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.23 08:00 | modify | 6 | 0.10 | 2.09299 | 2.08904 | 2.09814 | ||
| 18 | 2024.04.23 08:00 | modify | 5 | 0.10 | 2.08514 | 2.08904 | 2.09814 | ||
| 19 | 2024.04.23 20:00 | t/p | 5 | 0.10 | 2.09814 | 2.08904 | 2.09814 | 72.76 | 1087.37 |
| 20 | 2024.04.23 20:00 | t/p | 6 | 0.10 | 2.09814 | 2.08904 | 2.09814 | 28.84 | 1116.21 |
| 21 | 2024.05.01 00:00 | sell | 7 | 0.10 | 2.12462 | 0.00000 | 0.00000 | ||
| 22 | 2024.05.01 00:00 | modify | 7 | 0.10 | 2.12462 | 2.13062 | 2.11162 | ||
| 23 | 2024.05.01 04:00 | sell | 8 | 0.10 | 2.11921 | 0.00000 | 0.00000 | ||
| 24 | 2024.05.01 04:00 | modify | 8 | 0.10 | 2.11921 | 2.12397 | 2.11162 | ||
| 25 | 2024.05.01 04:00 | modify | 7 | 0.10 | 2.12462 | 2.12397 | 2.11162 | ||
| 26 | 2024.05.01 16:00 | sell | 9 | 0.10 | 2.11596 | 0.00000 | 0.00000 | ||
| 27 | 2024.05.01 16:00 | modify | 9 | 0.10 | 2.11596 | 2.12007 | 2.11162 | ||
| 28 | 2024.05.01 16:00 | modify | 8 | 0.10 | 2.11921 | 2.12007 | 2.11162 | ||
| 29 | 2024.05.01 16:00 | modify | 7 | 0.10 | 2.12462 | 2.12007 | 2.11162 | ||
| 30 | 2024.05.02 00:00 | t/p | 7 | 0.10 | 2.11162 | 2.12007 | 2.11162 | 71.57 | 1187.77 |
| 31 | 2024.05.02 00:00 | t/p | 8 | 0.10 | 2.11162 | 2.12007 | 2.11162 | 41.28 | 1229.05 |
| 32 | 2024.05.02 00:00 | t/p | 9 | 0.10 | 2.11162 | 2.12007 | 2.11162 | 23.07 | 1252.12 |
| 33 | 2024.05.03 16:00 | buy | 10 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
| 34 | 2024.05.03 16:00 | modify | 10 | 0.10 | 2.08510 | 2.07910 | 2.09810 | ||
| 35 | 2024.05.09 00:00 | s/l | 10 | 0.10 | 2.07910 | 2.07910 | 2.09810 | -33.79 | 1218.33 |
| 36 | 2024.06.07 16:00 | sell | 11 | 0.10 | 2.08212 | 0.00000 | 0.00000 | ||
| 37 | 2024.06.07 16:00 | modify | 11 | 0.10 | 2.08212 | 2.08812 | 2.06912 | ||
| 38 | 2024.06.11 08:00 | sell | 12 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
| 39 | 2024.06.11 08:00 | modify | 12 | 0.10 | 2.07668 | 2.08147 | 2.06912 | ||
| 40 | 2024.06.11 08:00 | modify | 11 | 0.10 | 2.08212 | 2.08147 | 2.06912 | ||
| 41 | 2024.06.11 12:00 | s/l | 11 | 0.10 | 2.08147 | 2.08147 | 2.06912 | 2.82 | 1221.15 |
| 42 | 2024.06.11 12:00 | s/l | 12 | 0.10 | 2.08147 | 2.08147 | 2.06912 | -26.82 | 1194.33 |
| 43 | 2024.07.10 12:00 | sell | 13 | 0.10 | 2.10690 | 0.00000 | 0.00000 | ||
| 44 | 2024.07.10 12:00 | modify | 13 | 0.10 | 2.10690 | 2.11290 | 2.09390 | ||
| 45 | 2024.07.10 20:00 | s/l | 13 | 0.10 | 2.11290 | 2.11290 | 2.09390 | -33.61 | 1160.72 |
| 46 | 2024.07.31 16:00 | buy | 14 | 0.10 | 2.15947 | 0.00000 | 0.00000 | ||
| 47 | 2024.07.31 16:00 | modify | 14 | 0.10 | 2.15947 | 2.15347 | 2.17247 | ||
| 48 | 2024.08.01 08:00 | s/l | 14 | 0.10 | 2.15347 | 2.15347 | 2.17247 | -33.70 | 1127.02 |
| 49 | 2024.08.01 08:00 | buy | 15 | 0.10 | 2.15100 | 0.00000 | 0.00000 | ||
| 50 | 2024.08.01 08:00 | modify | 15 | 0.10 | 2.15100 | 2.14500 | 2.16400 | ||
| 51 | 2024.08.01 16:00 | s/l | 15 | 0.10 | 2.14500 | 2.14500 | 2.16400 | -33.59 | 1093.43 |
| 52 | 2024.08.05 08:00 | sell | 16 | 0.10 | 2.15875 | 0.00000 | 0.00000 | ||
| 53 | 2024.08.05 08:00 | modify | 16 | 0.10 | 2.15875 | 2.16475 | 2.14575 | ||
| 54 | 2024.08.05 16:00 | t/p | 16 | 0.10 | 2.14575 | 2.16475 | 2.14575 | 72.81 | 1166.24 |
| 55 | 2024.08.14 04:00 | sell | 17 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.14 04:00 | modify | 17 | 0.10 | 2.13787 | 2.14387 | 2.12487 | ||
| 57 | 2024.08.15 20:00 | s/l | 17 | 0.10 | 2.14387 | 2.14387 | 2.12487 | -34.83 | 1131.41 |
| 58 | 2024.08.29 04:00 | buy | 18 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
| 59 | 2024.08.29 04:00 | modify | 18 | 0.10 | 2.10080 | 2.09480 | 2.11380 | ||
| 60 | 2024.09.02 08:00 | buy | 19 | 0.10 | 2.10925 | 0.00000 | 0.00000 | ||
| 61 | 2024.09.02 08:00 | modify | 19 | 0.10 | 2.10925 | 2.10535 | 2.11380 | ||
| 62 | 2024.09.02 08:00 | modify | 18 | 0.10 | 2.10080 | 2.10535 | 2.11380 | ||
| 63 | 2024.09.03 04:00 | t/p | 18 | 0.10 | 2.11380 | 2.10535 | 2.11380 | 72.69 | 1204.10 |
| 64 | 2024.09.03 04:00 | t/p | 19 | 0.10 | 2.11380 | 2.10535 | 2.11380 | 25.45 | 1229.55 |
| 65 | 2024.10.09 16:00 | sell | 20 | 0.10 | 2.15649 | 0.00000 | 0.00000 | ||
| 66 | 2024.10.09 16:00 | modify | 20 | 0.10 | 2.15649 | 2.16249 | 2.14349 | ||
| 67 | 2024.10.11 00:00 | t/p | 20 | 0.10 | 2.14349 | 2.16249 | 2.14349 | 71.16 | 1300.71 |
| 68 | 2024.12.11 08:00 | sell | 21 | 0.10 | 2.20741 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.11 08:00 | modify | 21 | 0.10 | 2.20741 | 2.21341 | 2.19441 | ||
| 70 | 2024.12.12 16:00 | t/p | 21 | 0.10 | 2.19441 | 2.21341 | 2.19441 | 71.58 | 1372.28 |
| 71 | 2024.12.19 00:00 | sell | 22 | 0.10 | 2.23716 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.19 00:00 | modify | 22 | 0.10 | 2.23716 | 2.24316 | 2.22416 | ||
| 73 | 2024.12.19 12:00 | sell | 23 | 0.10 | 2.23182 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.19 12:00 | modify | 23 | 0.10 | 2.23182 | 2.23651 | 2.22416 | ||
| 75 | 2024.12.19 12:00 | modify | 22 | 0.10 | 2.23716 | 2.23651 | 2.22416 | ||
| 76 | 2024.12.19 16:00 | t/p | 22 | 0.10 | 2.22416 | 2.23651 | 2.22416 | 72.80 | 1445.08 |
| 77 | 2024.12.19 16:00 | t/p | 23 | 0.10 | 2.22416 | 2.23651 | 2.22416 | 42.90 | 1487.98 |