Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -401.47 | Gross profit | 1528.88 | Gross loss | -1930.35 |
| Profit factor | 0.79 | Expected payoff | -10.85 | ||
| Absolute drawdown | 596.03 | Maximal drawdown | 682.17 (62.81%) | Relative drawdown | 62.81% (682.17) |
| Total trades | 37 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 20 (40.00%) |
| Profit trades (% of total) | 15 (40.54%) | Loss trades (% of total) | 22 (59.46%) | ||
| Largest | profit trade | 149.94 | loss trade | -103.48 | |
| Average | profit trade | 101.93 | loss trade | -87.74 | |
| Maximum | consecutive wins (profit in money) | 2 (247.22) | consecutive losses (loss in money) | 5 (-507.17) | |
| Maximal | consecutive profit (count of wins) | 247.22 (2) | consecutive loss (count of losses) | -507.17 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.02 12:00 | buy | 1 | 0.10 | 1.26653 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.02 12:00 | modify | 1 | 0.10 | 1.26653 | 1.25653 | 1.28153 | ||
| 3 | 2024.01.08 00:00 | buy | 2 | 0.10 | 1.27199 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.08 00:00 | modify | 2 | 0.10 | 1.27199 | 1.26803 | 1.28153 | ||
| 5 | 2024.01.08 00:00 | modify | 1 | 0.10 | 1.26653 | 1.26803 | 1.28153 | ||
| 6 | 2024.01.08 12:00 | s/l | 1 | 0.10 | 1.26803 | 1.26803 | 1.28153 | 14.81 | 1014.81 |
| 7 | 2024.01.08 12:00 | s/l | 2 | 0.10 | 1.26803 | 1.26803 | 1.28153 | -39.60 | 975.21 |
| 8 | 2024.01.16 08:00 | buy | 3 | 0.10 | 1.26756 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.16 08:00 | modify | 3 | 0.10 | 1.26756 | 1.25756 | 1.28256 | ||
| 10 | 2024.02.05 12:00 | s/l | 3 | 0.10 | 1.25756 | 1.25756 | 1.28256 | -100.62 | 874.59 |
| 11 | 2024.02.20 16:00 | sell | 4 | 0.10 | 1.26623 | 0.00000 | 0.00000 | ||
| 12 | 2024.02.20 16:00 | modify | 4 | 0.10 | 1.26623 | 1.27623 | 1.25123 | ||
| 13 | 2024.03.06 20:00 | s/l | 4 | 0.10 | 1.27623 | 1.27623 | 1.25123 | -103.48 | 771.11 |
| 14 | 2024.03.08 16:00 | sell | 5 | 0.10 | 1.28804 | 0.00000 | 0.00000 | ||
| 15 | 2024.03.08 16:00 | modify | 5 | 0.10 | 1.28804 | 1.29804 | 1.27304 | ||
| 16 | 2024.03.12 08:00 | sell | 6 | 0.10 | 1.27897 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.12 08:00 | modify | 6 | 0.10 | 1.27897 | 1.28429 | 1.27304 | ||
| 18 | 2024.03.12 08:00 | modify | 5 | 0.10 | 1.28804 | 1.28429 | 1.27304 | ||
| 19 | 2024.03.15 20:00 | t/p | 5 | 0.10 | 1.27304 | 1.28429 | 1.27304 | 148.37 | 919.48 |
| 20 | 2024.03.15 20:00 | t/p | 6 | 0.10 | 1.27304 | 1.28429 | 1.27304 | 58.14 | 977.62 |
| 21 | 2024.03.21 16:00 | buy | 7 | 0.10 | 1.26700 | 0.00000 | 0.00000 | ||
| 22 | 2024.03.21 16:00 | modify | 7 | 0.10 | 1.26700 | 1.25700 | 1.28200 | ||
| 23 | 2024.04.01 16:00 | s/l | 7 | 0.10 | 1.25700 | 1.25700 | 1.28200 | -100.28 | 877.34 |
| 24 | 2024.04.01 16:00 | buy | 8 | 0.10 | 1.25449 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.01 16:00 | modify | 8 | 0.10 | 1.25449 | 1.24449 | 1.26949 | ||
| 26 | 2024.04.03 16:00 | buy | 9 | 0.10 | 1.26356 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.03 16:00 | modify | 9 | 0.10 | 1.26356 | 1.25824 | 1.26949 | ||
| 28 | 2024.04.03 16:00 | modify | 8 | 0.10 | 1.25449 | 1.25824 | 1.26949 | ||
| 29 | 2024.04.05 16:00 | s/l | 8 | 0.10 | 1.25824 | 1.25824 | 1.26949 | 37.31 | 914.65 |
| 30 | 2024.04.05 16:00 | s/l | 9 | 0.10 | 1.25824 | 1.25824 | 1.26949 | -53.32 | 861.33 |
| 31 | 2024.04.10 16:00 | buy | 10 | 0.10 | 1.25448 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.10 16:00 | modify | 10 | 0.10 | 1.25448 | 1.24448 | 1.26948 | ||
| 33 | 2024.04.12 16:00 | s/l | 10 | 0.10 | 1.24448 | 1.24448 | 1.26948 | -100.12 | 761.20 |
| 34 | 2024.04.22 12:00 | buy | 11 | 0.10 | 1.23175 | 0.00000 | 0.00000 | ||
| 35 | 2024.04.22 12:00 | modify | 11 | 0.10 | 1.23175 | 1.22175 | 1.24675 | ||
| 36 | 2024.04.24 20:00 | t/p | 11 | 0.10 | 1.24675 | 1.22175 | 1.24675 | 149.94 | 911.14 |
| 37 | 2024.04.25 12:00 | sell | 12 | 0.10 | 1.25117 | 0.00000 | 0.00000 | ||
| 38 | 2024.04.25 12:00 | modify | 12 | 0.10 | 1.25117 | 1.26117 | 1.23617 | ||
| 39 | 2024.05.03 16:00 | s/l | 12 | 0.10 | 1.26117 | 1.26117 | 1.23617 | -101.86 | 809.28 |
| 40 | 2024.05.15 16:00 | sell | 13 | 0.10 | 1.26555 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.15 16:00 | modify | 13 | 0.10 | 1.26555 | 1.27555 | 1.25055 | ||
| 42 | 2024.05.22 08:00 | s/l | 13 | 0.10 | 1.27555 | 1.27555 | 1.25055 | -101.63 | 707.66 |
| 43 | 2024.06.07 16:00 | buy | 14 | 0.10 | 1.27277 | 0.00000 | 0.00000 | ||
| 44 | 2024.06.07 16:00 | modify | 14 | 0.10 | 1.27277 | 1.26277 | 1.28777 | ||
| 45 | 2024.06.21 16:00 | s/l | 14 | 0.10 | 1.26277 | 1.26277 | 1.28777 | -100.44 | 607.22 |
| 46 | 2024.07.03 16:00 | sell | 15 | 0.10 | 1.27636 | 0.00000 | 0.00000 | ||
| 47 | 2024.07.03 16:00 | modify | 15 | 0.10 | 1.27636 | 1.28636 | 1.26136 | ||
| 48 | 2024.07.11 04:00 | s/l | 15 | 0.10 | 1.28636 | 1.28636 | 1.26136 | -102.32 | 504.90 |
| 49 | 2024.07.11 16:00 | sell | 16 | 0.10 | 1.29160 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.11 16:00 | modify | 16 | 0.10 | 1.29160 | 1.30160 | 1.27660 | ||
| 51 | 2024.07.17 08:00 | s/l | 16 | 0.10 | 1.30160 | 1.30160 | 1.27660 | -100.93 | 403.97 |
| 52 | 2024.07.17 12:00 | sell | 17 | 0.10 | 1.30327 | 0.00000 | 0.00000 | ||
| 53 | 2024.07.17 12:00 | modify | 17 | 0.10 | 1.30327 | 1.31327 | 1.28827 | ||
| 54 | 2024.07.19 04:00 | sell | 18 | 0.10 | 1.29402 | 0.00000 | 0.00000 | ||
| 55 | 2024.07.19 04:00 | modify | 18 | 0.10 | 1.29402 | 1.29952 | 1.28827 | ||
| 56 | 2024.07.19 04:00 | modify | 17 | 0.10 | 1.30327 | 1.29952 | 1.28827 | ||
| 57 | 2024.07.24 12:00 | t/p | 17 | 0.10 | 1.28827 | 1.29952 | 1.28827 | 148.37 | 552.34 |
| 58 | 2024.07.24 12:00 | t/p | 18 | 0.10 | 1.28827 | 1.29952 | 1.28827 | 56.80 | 609.15 |
| 59 | 2024.08.01 12:00 | buy | 19 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 60 | 2024.08.01 12:00 | modify | 19 | 0.10 | 1.27960 | 1.26960 | 1.29460 | ||
| 61 | 2024.08.06 12:00 | s/l | 19 | 0.10 | 1.26960 | 1.26960 | 1.29460 | -100.09 | 509.05 |
| 62 | 2024.08.06 12:00 | buy | 20 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 63 | 2024.08.06 12:00 | modify | 20 | 0.10 | 1.26957 | 1.25957 | 1.28457 | ||
| 64 | 2024.08.09 00:00 | buy | 21 | 0.10 | 1.27482 | 0.00000 | 0.00000 | ||
| 65 | 2024.08.09 00:00 | modify | 21 | 0.10 | 1.27482 | 1.27107 | 1.28457 | ||
| 66 | 2024.08.09 00:00 | modify | 20 | 0.10 | 1.26957 | 1.27107 | 1.28457 | ||
| 67 | 2024.08.13 20:00 | t/p | 20 | 0.10 | 1.28457 | 1.27107 | 1.28457 | 149.78 | 658.84 |
| 68 | 2024.08.13 20:00 | t/p | 21 | 0.10 | 1.28457 | 1.27107 | 1.28457 | 97.44 | 756.27 |
| 69 | 2024.08.20 16:00 | sell | 22 | 0.10 | 1.30256 | 0.00000 | 0.00000 | ||
| 70 | 2024.08.20 16:00 | modify | 22 | 0.10 | 1.30256 | 1.31256 | 1.28756 | ||
| 71 | 2024.08.22 12:00 | s/l | 22 | 0.10 | 1.31256 | 1.31256 | 1.28756 | -100.93 | 655.34 |
| 72 | 2024.08.23 16:00 | sell | 23 | 0.10 | 1.31939 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.23 16:00 | modify | 23 | 0.10 | 1.31939 | 1.32939 | 1.30439 | ||
| 74 | 2024.09.03 00:00 | sell | 24 | 0.10 | 1.31403 | 0.00000 | 0.00000 | ||
| 75 | 2024.09.03 00:00 | modify | 24 | 0.10 | 1.31403 | 1.31789 | 1.30439 | ||
| 76 | 2024.09.03 00:00 | modify | 23 | 0.10 | 1.31939 | 1.31789 | 1.30439 | ||
| 77 | 2024.09.03 16:00 | sell | 25 | 0.10 | 1.31026 | 0.00000 | 0.00000 | ||
| 78 | 2024.09.03 16:00 | modify | 25 | 0.10 | 1.31026 | 1.31564 | 1.30439 | ||
| 79 | 2024.09.03 16:00 | modify | 24 | 0.10 | 1.31403 | 1.31564 | 1.30439 | ||
| 80 | 2024.09.03 16:00 | modify | 23 | 0.10 | 1.31939 | 1.31564 | 1.30439 | ||
| 81 | 2024.09.04 16:00 | s/l | 23 | 0.10 | 1.31564 | 1.31564 | 1.30439 | 35.18 | 690.52 |
| 82 | 2024.09.04 16:00 | s/l | 24 | 0.10 | 1.31564 | 1.31564 | 1.30439 | -16.33 | 674.19 |
| 83 | 2024.09.04 16:00 | s/l | 25 | 0.10 | 1.31564 | 1.31564 | 1.30439 | -54.03 | 620.16 |
| 84 | 2024.09.09 12:00 | buy | 26 | 0.10 | 1.30897 | 0.00000 | 0.00000 | ||
| 85 | 2024.09.09 12:00 | modify | 26 | 0.10 | 1.30897 | 1.29897 | 1.32397 | ||
| 86 | 2024.09.18 16:00 | t/p | 26 | 0.10 | 1.32397 | 1.29897 | 1.32397 | 149.72 | 769.88 |
| 87 | 2024.09.19 12:00 | sell | 27 | 0.10 | 1.32851 | 0.00000 | 0.00000 | ||
| 88 | 2024.09.19 12:00 | modify | 27 | 0.10 | 1.32851 | 1.33851 | 1.31351 | ||
| 89 | 2024.09.24 12:00 | s/l | 27 | 0.10 | 1.33851 | 1.33851 | 1.31351 | -100.70 | 669.18 |
| 90 | 2024.09.26 16:00 | sell | 28 | 0.10 | 1.34281 | 0.00000 | 0.00000 | ||
| 91 | 2024.09.26 16:00 | modify | 28 | 0.10 | 1.34281 | 1.35281 | 1.32781 | ||
| 92 | 2024.10.01 16:00 | t/p | 28 | 0.10 | 1.32781 | 1.35281 | 1.32781 | 149.30 | 818.48 |
| 93 | 2024.10.01 16:00 | buy | 29 | 0.10 | 1.32819 | 0.00000 | 0.00000 | ||
| 94 | 2024.10.01 16:00 | modify | 29 | 0.10 | 1.32819 | 1.31819 | 1.34319 | ||
| 95 | 2024.10.03 08:00 | s/l | 29 | 0.10 | 1.31819 | 1.31819 | 1.34319 | -100.12 | 718.36 |
| 96 | 2024.10.03 08:00 | buy | 30 | 0.10 | 1.31572 | 0.00000 | 0.00000 | ||
| 97 | 2024.10.03 08:00 | modify | 30 | 0.10 | 1.31572 | 1.30572 | 1.33072 | ||
| 98 | 2024.10.09 08:00 | s/l | 30 | 0.10 | 1.30572 | 1.30572 | 1.33072 | -100.12 | 618.23 |
| 99 | 2024.10.16 08:00 | buy | 31 | 0.10 | 1.30034 | 0.00000 | 0.00000 | ||
| 100 | 2024.10.16 08:00 | modify | 31 | 0.10 | 1.30034 | 1.29034 | 1.31534 | ||
| 101 | 2024.10.31 16:00 | s/l | 31 | 0.10 | 1.29034 | 1.29034 | 1.31534 | -100.53 | 517.71 |
| 102 | 2024.10.31 16:00 | buy | 32 | 0.10 | 1.28580 | 0.00000 | 0.00000 | ||
| 103 | 2024.10.31 16:00 | modify | 32 | 0.10 | 1.28580 | 1.27580 | 1.30080 | ||
| 104 | 2024.11.05 16:00 | t/p | 32 | 0.10 | 1.30080 | 1.27580 | 1.30080 | 149.91 | 667.61 |
| 105 | 2024.11.12 08:00 | buy | 33 | 0.10 | 1.28169 | 0.00000 | 0.00000 | ||
| 106 | 2024.11.12 08:00 | modify | 33 | 0.10 | 1.28169 | 1.27169 | 1.29669 | ||
| 107 | 2024.11.13 16:00 | s/l | 33 | 0.10 | 1.27169 | 1.27169 | 1.29669 | -100.03 | 567.58 |
| 108 | 2024.11.14 12:00 | buy | 34 | 0.10 | 1.26615 | 0.00000 | 0.00000 | ||
| 109 | 2024.11.14 12:00 | modify | 34 | 0.10 | 1.26615 | 1.25615 | 1.28115 | ||
| 110 | 2024.11.22 08:00 | s/l | 34 | 0.10 | 1.25615 | 1.25615 | 1.28115 | -100.25 | 467.33 |
| 111 | 2024.11.22 08:00 | buy | 35 | 0.10 | 1.25749 | 0.00000 | 0.00000 | ||
| 112 | 2024.11.22 08:00 | modify | 35 | 0.10 | 1.25749 | 1.24749 | 1.27249 | ||
| 113 | 2024.11.29 08:00 | t/p | 35 | 0.10 | 1.27249 | 1.24749 | 1.27249 | 149.78 | 617.11 |
| 114 | 2024.11.29 08:00 | sell | 36 | 0.10 | 1.27223 | 0.00000 | 0.00000 | ||
| 115 | 2024.11.29 08:00 | modify | 36 | 0.10 | 1.27223 | 1.28223 | 1.25723 | ||
| 116 | 2024.12.16 08:00 | sell | 37 | 0.10 | 1.26322 | 0.00000 | 0.00000 | ||
| 117 | 2024.12.16 08:00 | modify | 37 | 0.10 | 1.26322 | 1.26848 | 1.25723 | ||
| 118 | 2024.12.16 08:00 | modify | 36 | 0.10 | 1.27223 | 1.26848 | 1.25723 | ||
| 119 | 2024.12.16 16:00 | s/l | 36 | 0.10 | 1.26848 | 1.26848 | 1.25723 | 34.02 | 651.13 |
| 120 | 2024.12.16 16:00 | s/l | 37 | 0.10 | 1.26848 | 1.26848 | 1.25723 | -52.60 | 598.53 |