Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=90; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 794.91 | Gross profit | 1471.77 | Gross loss | -676.86 |
| Profit factor | 2.17 | Expected payoff | 34.56 | ||
| Absolute drawdown | 44.46 | Maximal drawdown | 377.16 (19.89%) | Relative drawdown | 19.89% (377.16) |
| Total trades | 23 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 149.72 | loss trade | -91.66 | |
| Average | profit trade | 98.12 | loss trade | -84.61 | |
| Maximum | consecutive wins (profit in money) | 7 (648.20) | consecutive losses (loss in money) | 3 (-273.19) | |
| Maximal | consecutive profit (count of wins) | 648.20 (7) | consecutive loss (count of losses) | -273.19 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | 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 | 1.25735 | 1.28135 | ||
| 3 | 2024.07.03 12:00 | buy | 2 | 0.10 | 1.27089 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.03 12:00 | modify | 2 | 0.10 | 1.27089 | 1.26710 | 1.28135 | ||
| 5 | 2024.07.03 12:00 | modify | 1 | 0.10 | 1.26635 | 1.26710 | 1.28135 | ||
| 6 | 2024.07.04 08:00 | buy | 3 | 0.10 | 1.27561 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.04 08:00 | modify | 3 | 0.10 | 1.27561 | 1.27010 | 1.28135 | ||
| 8 | 2024.07.04 08:00 | modify | 2 | 0.10 | 1.27089 | 1.27010 | 1.28135 | ||
| 9 | 2024.07.04 08:00 | modify | 1 | 0.10 | 1.26635 | 1.27010 | 1.28135 | ||
| 10 | 2024.07.05 16:00 | t/p | 1 | 0.10 | 1.28135 | 1.27010 | 1.28135 | 146.14 | 1146.14 |
| 11 | 2024.07.05 16:00 | t/p | 2 | 0.10 | 1.28135 | 1.27010 | 1.28135 | 103.50 | 1249.63 |
| 12 | 2024.07.05 16:00 | t/p | 3 | 0.10 | 1.28135 | 1.27010 | 1.28135 | 57.12 | 1306.76 |
| 13 | 2024.08.14 00:00 | sell | 4 | 0.10 | 1.28653 | 0.00000 | 0.00000 | ||
| 14 | 2024.08.14 00:00 | modify | 4 | 0.10 | 1.28653 | 1.29553 | 1.27153 | ||
| 15 | 2024.08.19 04:00 | s/l | 4 | 0.10 | 1.29553 | 1.29553 | 1.27153 | -90.89 | 1215.87 |
| 16 | 2024.08.20 00:00 | sell | 5 | 0.10 | 1.29890 | 0.00000 | 0.00000 | ||
| 17 | 2024.08.20 00:00 | modify | 5 | 0.10 | 1.29890 | 1.30790 | 1.28390 | ||
| 18 | 2024.08.21 16:00 | s/l | 5 | 0.10 | 1.30790 | 1.30790 | 1.28390 | -90.18 | 1125.70 |
| 19 | 2024.08.28 00:00 | sell | 6 | 0.10 | 1.32550 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.28 00:00 | modify | 6 | 0.10 | 1.32550 | 1.33450 | 1.31050 | ||
| 21 | 2024.08.28 12:00 | sell | 7 | 0.10 | 1.32090 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.28 12:00 | modify | 7 | 0.10 | 1.32090 | 1.32475 | 1.31050 | ||
| 23 | 2024.08.28 12:00 | modify | 6 | 0.10 | 1.32550 | 1.32475 | 1.31050 | ||
| 24 | 2024.08.30 04:00 | sell | 8 | 0.10 | 1.31636 | 0.00000 | 0.00000 | ||
| 25 | 2024.08.30 04:00 | modify | 8 | 0.10 | 1.31636 | 1.32175 | 1.31050 | ||
| 26 | 2024.08.30 04:00 | modify | 7 | 0.10 | 1.32090 | 1.32175 | 1.31050 | ||
| 27 | 2024.08.30 04:00 | modify | 6 | 0.10 | 1.32550 | 1.32175 | 1.31050 | ||
| 28 | 2024.09.03 16:00 | t/p | 6 | 0.10 | 1.31050 | 1.32175 | 1.31050 | 148.94 | 1274.63 |
| 29 | 2024.09.03 16:00 | t/p | 7 | 0.10 | 1.31050 | 1.32175 | 1.31050 | 102.94 | 1377.57 |
| 30 | 2024.09.03 16:00 | t/p | 8 | 0.10 | 1.31050 | 1.32175 | 1.31050 | 58.25 | 1435.82 |
| 31 | 2024.09.10 04:00 | buy | 9 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 32 | 2024.09.10 04:00 | modify | 9 | 0.10 | 1.30754 | 1.29854 | 1.32254 | ||
| 33 | 2024.09.12 20:00 | buy | 10 | 0.10 | 1.31209 | 0.00000 | 0.00000 | ||
| 34 | 2024.09.12 20:00 | modify | 10 | 0.10 | 1.31209 | 1.30829 | 1.32254 | ||
| 35 | 2024.09.12 20:00 | modify | 9 | 0.10 | 1.30754 | 1.30829 | 1.32254 | ||
| 36 | 2024.09.17 12:00 | t/p | 9 | 0.10 | 1.32254 | 1.30829 | 1.32254 | 148.07 | 1583.88 |
| 37 | 2024.09.17 12:00 | t/p | 10 | 0.10 | 1.32254 | 1.30829 | 1.32254 | 103.67 | 1687.56 |
| 38 | 2024.09.25 04:00 | sell | 11 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 39 | 2024.09.25 04:00 | modify | 11 | 0.10 | 1.34229 | 1.35129 | 1.32729 | ||
| 40 | 2024.09.25 12:00 | sell | 12 | 0.10 | 1.33753 | 0.00000 | 0.00000 | ||
| 41 | 2024.09.25 12:00 | modify | 12 | 0.10 | 1.33753 | 1.34154 | 1.32729 | ||
| 42 | 2024.09.25 12:00 | modify | 11 | 0.10 | 1.34229 | 1.34154 | 1.32729 | ||
| 43 | 2024.09.25 20:00 | sell | 13 | 0.10 | 1.33158 | 0.00000 | 0.00000 | ||
| 44 | 2024.09.25 20:00 | modify | 13 | 0.10 | 1.33158 | 1.33554 | 1.32729 | ||
| 45 | 2024.09.25 20:00 | modify | 12 | 0.10 | 1.33753 | 1.33554 | 1.32729 | ||
| 46 | 2024.09.25 20:00 | modify | 11 | 0.10 | 1.34229 | 1.33554 | 1.32729 | ||
| 47 | 2024.09.26 08:00 | s/l | 11 | 0.10 | 1.33554 | 1.33554 | 1.32729 | 66.97 | 1754.53 |
| 48 | 2024.09.26 08:00 | s/l | 12 | 0.10 | 1.33554 | 1.33554 | 1.32729 | 19.37 | 1773.89 |
| 49 | 2024.09.26 08:00 | s/l | 13 | 0.10 | 1.33554 | 1.33554 | 1.32729 | -40.13 | 1733.76 |
| 50 | 2024.10.04 00:00 | buy | 14 | 0.10 | 1.31311 | 0.00000 | 0.00000 | ||
| 51 | 2024.10.04 00:00 | modify | 14 | 0.10 | 1.31311 | 1.30411 | 1.32811 | ||
| 52 | 2024.10.10 16:00 | s/l | 14 | 0.10 | 1.30411 | 1.30411 | 1.32811 | -91.66 | 1642.11 |
| 53 | 2024.11.13 00:00 | buy | 15 | 0.10 | 1.27392 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.13 00:00 | modify | 15 | 0.10 | 1.27392 | 1.26492 | 1.28892 | ||
| 55 | 2024.11.14 12:00 | s/l | 15 | 0.10 | 1.26492 | 1.26492 | 1.28892 | -90.83 | 1551.28 |
| 56 | 2025.01.03 00:00 | buy | 16 | 0.10 | 1.23822 | 0.00000 | 0.00000 | ||
| 57 | 2025.01.03 00:00 | modify | 16 | 0.10 | 1.23822 | 1.22922 | 1.25322 | ||
| 58 | 2025.01.03 20:00 | buy | 17 | 0.10 | 1.24302 | 0.00000 | 0.00000 | ||
| 59 | 2025.01.03 20:00 | modify | 17 | 0.10 | 1.24302 | 1.23897 | 1.25322 | ||
| 60 | 2025.01.03 20:00 | modify | 16 | 0.10 | 1.23822 | 1.23897 | 1.25322 | ||
| 61 | 2025.01.06 12:00 | t/p | 16 | 0.10 | 1.25322 | 1.23897 | 1.25322 | 149.72 | 1701.00 |
| 62 | 2025.01.06 12:00 | t/p | 17 | 0.10 | 1.25322 | 1.23897 | 1.25322 | 101.72 | 1802.73 |
| 63 | 2025.01.21 00:00 | sell | 18 | 0.10 | 1.23319 | 0.00000 | 0.00000 | ||
| 64 | 2025.01.21 00:00 | modify | 18 | 0.10 | 1.23319 | 1.24219 | 1.21819 | ||
| 65 | 2025.01.24 12:00 | s/l | 18 | 0.10 | 1.24219 | 1.24219 | 1.21819 | -90.89 | 1711.84 |
| 66 | 2025.02.21 00:00 | sell | 19 | 0.10 | 1.26691 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.21 00:00 | modify | 19 | 0.10 | 1.26691 | 1.27591 | 1.25191 | ||
| 68 | 2025.03.04 20:00 | s/l | 19 | 0.10 | 1.27591 | 1.27591 | 1.25191 | -91.59 | 1620.25 |
| 69 | 2025.03.06 00:00 | sell | 20 | 0.10 | 1.28893 | 0.00000 | 0.00000 | ||
| 70 | 2025.03.06 00:00 | modify | 20 | 0.10 | 1.28893 | 1.29793 | 1.27393 | ||
| 71 | 2025.03.12 16:00 | s/l | 20 | 0.10 | 1.29793 | 1.29793 | 1.27393 | -90.71 | 1529.54 |
| 72 | 2025.04.21 12:00 | sell | 21 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.21 12:00 | modify | 21 | 0.10 | 1.33963 | 1.34863 | 1.32463 | ||
| 74 | 2025.04.23 00:00 | t/p | 21 | 0.10 | 1.32463 | 1.34863 | 1.32463 | 149.65 | 1679.19 |
| 75 | 2025.04.29 00:00 | sell | 22 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.29 00:00 | modify | 22 | 0.10 | 1.34346 | 1.35246 | 1.32846 | ||
| 77 | 2025.04.30 20:00 | sell | 23 | 0.10 | 1.33287 | 0.00000 | 0.00000 | ||
| 78 | 2025.04.30 20:00 | modify | 23 | 0.10 | 1.33287 | 1.33671 | 1.32846 | ||
| 79 | 2025.04.30 20:00 | modify | 22 | 0.10 | 1.34346 | 1.33671 | 1.32846 | ||
| 80 | 2025.04.30 23:59 | close at stop | 23 | 0.10 | 1.33237 | 1.33671 | 1.32846 | 5.00 | 1684.19 |
| 81 | 2025.04.30 23:59 | close at stop | 22 | 0.10 | 1.33237 | 1.33671 | 1.32846 | 110.72 | 1794.91 |