Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 642.73 | Gross profit | 722.93 | Gross loss | -80.21 |
| Profit factor | 9.01 | Expected payoff | 71.41 | ||
| Absolute drawdown | 44.03 | Maximal drawdown | 127.50 (7.79%) | Relative drawdown | 7.79% (127.50) |
| Total trades | 9 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 148.56 | loss trade | -80.21 | |
| Average | profit trade | 90.37 | loss trade | -80.21 | |
| Maximum | consecutive wins (profit in money) | 6 (618.86) | consecutive losses (loss in money) | 1 (-80.21) | |
| Maximal | consecutive profit (count of wins) | 618.86 (6) | consecutive loss (count of losses) | -80.21 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.21 04:00 | buy | 1 | 0.10 | 1.26635 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.21 04:00 | modify | 1 | 0.10 | 1.26635 | 1.25835 | 1.28135 | ||
| 3 | 2024.07.04 16:00 | buy | 2 | 0.10 | 1.27632 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.04 16:00 | modify | 2 | 0.10 | 1.27632 | 1.27310 | 1.28135 | ||
| 5 | 2024.07.04 16:00 | modify | 1 | 0.10 | 1.26635 | 1.27310 | 1.28135 | ||
| 6 | 2024.07.05 16:00 | t/p | 1 | 0.10 | 1.28135 | 1.27310 | 1.28135 | 147.12 | 1147.12 |
| 7 | 2024.07.05 16:00 | t/p | 2 | 0.10 | 1.28135 | 1.27310 | 1.28135 | 50.09 | 1197.22 |
| 8 | 2024.09.10 04:00 | buy | 3 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.10 04:00 | modify | 3 | 0.10 | 1.30754 | 1.29954 | 1.32254 | ||
| 10 | 2024.09.13 04:00 | buy | 4 | 0.10 | 1.31516 | 0.00000 | 0.00000 | ||
| 11 | 2024.09.13 04:00 | modify | 4 | 0.10 | 1.31516 | 1.31129 | 1.32254 | ||
| 12 | 2024.09.13 04:00 | modify | 3 | 0.10 | 1.30754 | 1.31129 | 1.32254 | ||
| 13 | 2024.09.16 08:00 | buy | 5 | 0.10 | 1.31735 | 0.00000 | 0.00000 | ||
| 14 | 2024.09.16 08:00 | modify | 5 | 0.10 | 1.31735 | 1.31429 | 1.32254 | ||
| 15 | 2024.09.16 08:00 | modify | 4 | 0.10 | 1.31516 | 1.31429 | 1.32254 | ||
| 16 | 2024.09.16 08:00 | modify | 3 | 0.10 | 1.30754 | 1.31429 | 1.32254 | ||
| 17 | 2024.09.17 12:00 | t/p | 3 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 148.56 | 1345.78 |
| 18 | 2024.09.17 12:00 | t/p | 4 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 73.39 | 1419.17 |
| 19 | 2024.09.17 12:00 | t/p | 5 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 51.69 | 1470.86 |
| 20 | 2024.09.25 04:00 | sell | 6 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 21 | 2024.09.25 04:00 | modify | 6 | 0.10 | 1.34229 | 1.35029 | 1.32729 | ||
| 22 | 2024.10.01 16:00 | t/p | 6 | 0.10 | 1.32729 | 1.35029 | 1.32729 | 148.00 | 1618.86 |
| 23 | 2024.11.14 08:00 | buy | 7 | 0.10 | 1.26896 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.14 08:00 | modify | 7 | 0.10 | 1.26896 | 1.26096 | 1.28396 | ||
| 25 | 2024.11.17 20:00 | s/l | 7 | 0.10 | 1.26096 | 1.26096 | 1.28396 | -80.21 | 1538.66 |
| 26 | 2025.02.21 08:00 | sell | 8 | 0.10 | 1.26690 | 0.00000 | 0.00000 | ||
| 27 | 2025.02.21 08:00 | modify | 8 | 0.10 | 1.26690 | 1.27490 | 1.25190 | ||
| 28 | 2025.02.28 16:00 | sell | 9 | 0.10 | 1.25922 | 0.00000 | 0.00000 | ||
| 29 | 2025.02.28 16:00 | modify | 9 | 0.10 | 1.25922 | 1.26315 | 1.25190 | ||
| 30 | 2025.02.28 16:00 | modify | 8 | 0.10 | 1.26690 | 1.26315 | 1.25190 | ||
| 31 | 2025.02.28 23:59 | close at stop | 9 | 0.10 | 1.25774 | 1.26315 | 1.25190 | 14.80 | 1553.46 |
| 32 | 2025.02.28 23:59 | close at stop | 8 | 0.10 | 1.25774 | 1.26315 | 1.25190 | 89.27 | 1642.73 |