Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=22; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 766.33 | Gross profit | 1404.21 | Gross loss | -637.88 |
| Profit factor | 2.20 | Expected payoff | 28.38 | ||
| Absolute drawdown | 70.05 | Maximal drawdown | 174.25 (1.59%) | Relative drawdown | 1.63% (168.76) |
| Total trades | 27 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 149.91 | loss trade | -71.07 | |
| Average | profit trade | 93.61 | loss trade | -53.16 | |
| Maximum | consecutive wins (profit in money) | 6 (698.46) | consecutive losses (loss in money) | 3 (-93.01) | |
| Maximal | consecutive profit (count of wins) | 698.46 (6) | consecutive loss (count of losses) | -141.43 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.09 20:00 | sell | 1 | 0.10 | 1.19097 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.09 20:00 | modify | 1 | 0.10 | 1.19097 | 1.19797 | 1.17597 | ||
| 3 | 2023.03.10 12:00 | s/l | 1 | 0.10 | 1.19797 | 1.19797 | 1.17597 | -70.05 | 9929.95 |
| 4 | 2023.04.05 00:00 | sell | 2 | 0.10 | 1.24984 | 0.00000 | 0.00000 | ||
| 5 | 2023.04.05 00:00 | modify | 2 | 0.10 | 1.24984 | 1.25684 | 1.23484 | ||
| 6 | 2023.04.10 04:00 | sell | 3 | 0.10 | 1.24079 | 0.00000 | 0.00000 | ||
| 7 | 2023.04.10 04:00 | modify | 3 | 0.10 | 1.24079 | 1.24384 | 1.23484 | ||
| 8 | 2023.04.10 04:00 | modify | 2 | 0.10 | 1.24984 | 1.24384 | 1.23484 | ||
| 9 | 2023.04.10 12:00 | s/l | 2 | 0.10 | 1.24384 | 1.24384 | 1.23484 | 59.77 | 9989.72 |
| 10 | 2023.04.10 12:00 | s/l | 3 | 0.10 | 1.24384 | 1.24384 | 1.23484 | -30.50 | 9959.22 |
| 11 | 2023.04.13 20:00 | sell | 4 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
| 12 | 2023.04.13 20:00 | modify | 4 | 0.10 | 1.25244 | 1.25944 | 1.23744 | ||
| 13 | 2023.04.17 16:00 | t/p | 4 | 0.10 | 1.23744 | 1.25944 | 1.23744 | 149.91 | 10109.12 |
| 14 | 2023.05.19 00:00 | buy | 5 | 0.10 | 1.24139 | 0.00000 | 0.00000 | ||
| 15 | 2023.05.19 00:00 | modify | 5 | 0.10 | 1.24139 | 1.23439 | 1.25639 | ||
| 16 | 2023.05.25 04:00 | s/l | 5 | 0.10 | 1.23439 | 1.23439 | 1.25639 | -71.07 | 10038.05 |
| 17 | 2023.06.01 20:00 | sell | 6 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
| 18 | 2023.06.01 20:00 | modify | 6 | 0.10 | 1.25300 | 1.26000 | 1.23800 | ||
| 19 | 2023.06.05 00:00 | sell | 7 | 0.10 | 1.24301 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.05 00:00 | modify | 7 | 0.10 | 1.24301 | 1.24775 | 1.23800 | ||
| 21 | 2023.06.05 00:00 | modify | 6 | 0.10 | 1.25300 | 1.24775 | 1.23800 | ||
| 22 | 2023.06.05 16:00 | t/p | 6 | 0.10 | 1.23800 | 1.24775 | 1.23800 | 149.91 | 10187.96 |
| 23 | 2023.06.05 16:00 | t/p | 7 | 0.10 | 1.23800 | 1.24775 | 1.23800 | 50.10 | 10238.06 |
| 24 | 2023.07.07 20:00 | sell | 8 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
| 25 | 2023.07.07 20:00 | modify | 8 | 0.10 | 1.28299 | 1.28999 | 1.26799 | ||
| 26 | 2023.07.11 08:00 | s/l | 8 | 0.10 | 1.28999 | 1.28999 | 1.26799 | -70.09 | 10167.96 |
| 27 | 2023.07.28 00:00 | buy | 9 | 0.10 | 1.27958 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.28 00:00 | modify | 9 | 0.10 | 1.27958 | 1.27258 | 1.29458 | ||
| 29 | 2023.07.31 12:00 | buy | 10 | 0.10 | 1.28641 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.31 12:00 | modify | 10 | 0.10 | 1.28641 | 1.28183 | 1.29458 | ||
| 31 | 2023.07.31 12:00 | modify | 9 | 0.10 | 1.27958 | 1.28183 | 1.29458 | ||
| 32 | 2023.08.01 04:00 | s/l | 9 | 0.10 | 1.28183 | 1.28183 | 1.29458 | 22.14 | 10190.10 |
| 33 | 2023.08.01 04:00 | s/l | 10 | 0.10 | 1.28183 | 1.28183 | 1.29458 | -45.98 | 10144.13 |
| 34 | 2023.08.30 20:00 | sell | 11 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
| 35 | 2023.08.30 20:00 | modify | 11 | 0.10 | 1.27170 | 1.27870 | 1.25670 | ||
| 36 | 2023.09.05 04:00 | sell | 12 | 0.10 | 1.26173 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.05 04:00 | modify | 12 | 0.10 | 1.26173 | 1.26645 | 1.25670 | ||
| 38 | 2023.09.05 04:00 | modify | 11 | 0.10 | 1.27170 | 1.26645 | 1.25670 | ||
| 39 | 2023.09.05 08:00 | t/p | 11 | 0.10 | 1.25670 | 1.26645 | 1.25670 | 149.72 | 10293.84 |
| 40 | 2023.09.05 08:00 | t/p | 12 | 0.10 | 1.25670 | 1.26645 | 1.25670 | 50.30 | 10344.14 |
| 41 | 2023.09.22 16:00 | buy | 13 | 0.10 | 1.22577 | 0.00000 | 0.00000 | ||
| 42 | 2023.09.22 16:00 | modify | 13 | 0.10 | 1.22577 | 1.21877 | 1.24077 | ||
| 43 | 2023.09.26 08:00 | s/l | 13 | 0.10 | 1.21877 | 1.21877 | 1.24077 | -70.36 | 10273.79 |
| 44 | 2023.09.26 12:00 | buy | 14 | 0.10 | 1.21796 | 0.00000 | 0.00000 | ||
| 45 | 2023.09.26 12:00 | modify | 14 | 0.10 | 1.21796 | 1.21096 | 1.23296 | ||
| 46 | 2023.10.02 20:00 | s/l | 14 | 0.10 | 1.21096 | 1.21096 | 1.23296 | -71.07 | 10202.71 |
| 47 | 2023.10.03 08:00 | buy | 15 | 0.10 | 1.20859 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.03 08:00 | modify | 15 | 0.10 | 1.20859 | 1.20159 | 1.22359 | ||
| 49 | 2023.10.06 16:00 | t/p | 15 | 0.10 | 1.22359 | 1.20159 | 1.22359 | 149.10 | 10351.82 |
| 50 | 2023.10.10 20:00 | sell | 16 | 0.10 | 1.22842 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.10 20:00 | modify | 16 | 0.10 | 1.22842 | 1.23542 | 1.21342 | ||
| 52 | 2023.10.13 12:00 | sell | 17 | 0.10 | 1.21843 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.13 12:00 | modify | 17 | 0.10 | 1.21843 | 1.22317 | 1.21342 | ||
| 54 | 2023.10.13 12:00 | modify | 16 | 0.10 | 1.22842 | 1.22317 | 1.21342 | ||
| 55 | 2023.10.13 16:00 | t/p | 16 | 0.10 | 1.21342 | 1.22317 | 1.21342 | 149.76 | 10501.58 |
| 56 | 2023.10.13 16:00 | t/p | 17 | 0.10 | 1.21342 | 1.22317 | 1.21342 | 50.10 | 10551.68 |
| 57 | 2023.10.19 12:00 | buy | 18 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
| 58 | 2023.10.19 12:00 | modify | 18 | 0.10 | 1.21238 | 1.20538 | 1.22738 | ||
| 59 | 2023.10.24 04:00 | t/p | 18 | 0.10 | 1.22738 | 1.20538 | 1.22738 | 149.46 | 10701.14 |
| 60 | 2023.10.24 08:00 | sell | 19 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
| 61 | 2023.10.24 08:00 | modify | 19 | 0.10 | 1.22625 | 1.23325 | 1.21125 | ||
| 62 | 2023.10.24 20:00 | sell | 20 | 0.10 | 1.21629 | 0.00000 | 0.00000 | ||
| 63 | 2023.10.24 20:00 | modify | 20 | 0.10 | 1.21629 | 1.22100 | 1.21125 | ||
| 64 | 2023.10.24 20:00 | modify | 19 | 0.10 | 1.22625 | 1.22100 | 1.21125 | ||
| 65 | 2023.10.26 00:00 | t/p | 19 | 0.10 | 1.21125 | 1.22100 | 1.21125 | 149.81 | 10850.96 |
| 66 | 2023.10.26 00:00 | t/p | 20 | 0.10 | 1.21125 | 1.22100 | 1.21125 | 50.21 | 10901.17 |
| 67 | 2023.11.24 20:00 | sell | 21 | 0.10 | 1.26082 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.24 20:00 | modify | 21 | 0.10 | 1.26082 | 1.26782 | 1.24582 | ||
| 69 | 2023.11.28 16:00 | s/l | 21 | 0.10 | 1.26782 | 1.26782 | 1.24582 | -70.09 | 10831.07 |
| 70 | 2023.11.29 04:00 | sell | 22 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 71 | 2023.11.29 04:00 | modify | 22 | 0.10 | 1.27073 | 1.27773 | 1.25573 | ||
| 72 | 2023.11.30 12:00 | sell | 23 | 0.10 | 1.26392 | 0.00000 | 0.00000 | ||
| 73 | 2023.11.30 12:00 | modify | 23 | 0.10 | 1.26392 | 1.26848 | 1.25573 | ||
| 74 | 2023.11.30 12:00 | modify | 22 | 0.10 | 1.27073 | 1.26848 | 1.25573 | ||
| 75 | 2023.12.01 20:00 | s/l | 22 | 0.10 | 1.26848 | 1.26848 | 1.25573 | 22.31 | 10853.39 |
| 76 | 2023.12.01 20:00 | s/l | 23 | 0.10 | 1.26848 | 1.26848 | 1.25573 | -45.65 | 10807.74 |
| 77 | 2024.02.05 20:00 | buy | 24 | 0.10 | 1.25368 | 0.00000 | 0.00000 | ||
| 78 | 2024.02.05 20:00 | modify | 24 | 0.10 | 1.25368 | 1.24668 | 1.26868 | ||
| 79 | 2024.02.07 00:00 | buy | 25 | 0.10 | 1.26064 | 0.00000 | 0.00000 | ||
| 80 | 2024.02.07 00:00 | modify | 25 | 0.10 | 1.26064 | 1.25593 | 1.26868 | ||
| 81 | 2024.02.07 00:00 | modify | 24 | 0.10 | 1.25368 | 1.25593 | 1.26868 | ||
| 82 | 2024.02.07 12:00 | buy | 26 | 0.10 | 1.26343 | 0.00000 | 0.00000 | ||
| 83 | 2024.02.07 12:00 | modify | 26 | 0.10 | 1.26343 | 1.25893 | 1.26868 | ||
| 84 | 2024.02.07 12:00 | modify | 25 | 0.10 | 1.26064 | 1.25893 | 1.26868 | ||
| 85 | 2024.02.07 12:00 | modify | 24 | 0.10 | 1.25368 | 1.25893 | 1.26868 | ||
| 86 | 2024.02.08 16:00 | s/l | 24 | 0.10 | 1.25893 | 1.25893 | 1.26868 | 51.60 | 10859.34 |
| 87 | 2024.02.08 16:00 | s/l | 25 | 0.10 | 1.25893 | 1.25893 | 1.26868 | -17.64 | 10841.71 |
| 88 | 2024.02.08 16:00 | s/l | 26 | 0.10 | 1.25893 | 1.25893 | 1.26868 | -45.54 | 10796.17 |
| 89 | 2024.02.28 16:00 | buy | 27 | 0.10 | 1.26559 | 0.00000 | 0.00000 | ||
| 90 | 2024.02.28 16:00 | modify | 27 | 0.10 | 1.26559 | 1.25859 | 1.28059 | ||
| 91 | 2024.02.29 23:59 | close at stop | 27 | 0.10 | 1.26266 | 1.25859 | 1.28059 | -29.84 | 10766.33 |