Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 987.77 | Gross profit | 1226.12 | Gross loss | -238.35 |
| Profit factor | 5.14 | Expected payoff | 49.39 | ||
| Absolute drawdown | 38.97 | Maximal drawdown | 223.77 (15.47%) | Relative drawdown | 15.47% (223.77) |
| Total trades | 20 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
| Largest | profit trade | 149.91 | loss trade | -90.33 | |
| Average | profit trade | 87.58 | loss trade | -39.73 | |
| Maximum | consecutive wins (profit in money) | 6 (705.78) | consecutive losses (loss in money) | 2 (-68.70) | |
| Maximal | consecutive profit (count of wins) | 705.78 (6) | consecutive loss (count of losses) | -90.33 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.29 04:00 | sell | 1 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.29 04:00 | modify | 1 | 0.10 | 1.27073 | 1.27973 | 1.25573 | ||
| 3 | 2023.11.30 12:00 | sell | 2 | 0.10 | 1.26392 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.30 12:00 | modify | 2 | 0.10 | 1.26392 | 1.26773 | 1.25573 | ||
| 5 | 2023.11.30 12:00 | sell | 3 | 0.10 | 1.26392 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.30 12:00 | modify | 3 | 0.10 | 1.26392 | 1.26698 | 1.25573 | ||
| 7 | 2023.11.30 12:00 | modify | 1 | 0.10 | 1.27073 | 1.26698 | 1.25573 | ||
| 8 | 2023.11.30 16:00 | s/l | 1 | 0.10 | 1.26698 | 1.26698 | 1.25573 | 37.23 | 1037.23 |
| 9 | 2023.11.30 16:00 | s/l | 2 | 0.10 | 1.26773 | 1.26773 | 1.25573 | -38.10 | 999.13 |
| 10 | 2023.11.30 16:00 | s/l | 3 | 0.10 | 1.26698 | 1.26698 | 1.25573 | -30.60 | 968.53 |
| 11 | 2023.12.15 04:00 | sell | 4 | 0.10 | 1.27665 | 0.00000 | 0.00000 | ||
| 12 | 2023.12.15 04:00 | modify | 4 | 0.10 | 1.27665 | 1.28565 | 1.26165 | ||
| 13 | 2023.12.15 16:00 | sell | 5 | 0.10 | 1.26986 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.15 16:00 | modify | 5 | 0.10 | 1.26986 | 1.27365 | 1.26165 | ||
| 15 | 2023.12.15 16:00 | sell | 6 | 0.10 | 1.26986 | 0.00000 | 0.00000 | ||
| 16 | 2023.12.15 16:00 | modify | 6 | 0.10 | 1.26986 | 1.27290 | 1.26165 | ||
| 17 | 2023.12.15 16:00 | modify | 4 | 0.10 | 1.27665 | 1.27290 | 1.26165 | ||
| 18 | 2023.12.15 20:00 | modify | 5 | 0.10 | 1.26986 | 1.27290 | 1.26165 | ||
| 19 | 2023.12.17 20:00 | sell | 7 | 0.10 | 1.26746 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.17 20:00 | modify | 7 | 0.10 | 1.26746 | 1.26915 | 1.26165 | ||
| 21 | 2023.12.17 20:00 | modify | 6 | 0.10 | 1.26986 | 1.26915 | 1.26165 | ||
| 22 | 2023.12.17 20:00 | modify | 5 | 0.10 | 1.26986 | 1.26915 | 1.26165 | ||
| 23 | 2023.12.17 20:00 | modify | 4 | 0.10 | 1.27665 | 1.26915 | 1.26165 | ||
| 24 | 2023.12.18 04:00 | s/l | 4 | 0.10 | 1.26915 | 1.26915 | 1.26165 | 74.91 | 1043.44 |
| 25 | 2023.12.18 04:00 | s/l | 5 | 0.10 | 1.26915 | 1.26915 | 1.26165 | 7.01 | 1050.45 |
| 26 | 2023.12.18 04:00 | s/l | 6 | 0.10 | 1.26915 | 1.26915 | 1.26165 | 7.01 | 1057.47 |
| 27 | 2023.12.18 04:00 | s/l | 7 | 0.10 | 1.26915 | 1.26915 | 1.26165 | -16.99 | 1040.48 |
| 28 | 2024.01.11 08:00 | sell | 8 | 0.10 | 1.27645 | 0.00000 | 0.00000 | ||
| 29 | 2024.01.11 08:00 | modify | 8 | 0.10 | 1.27645 | 1.28545 | 1.26145 | ||
| 30 | 2024.01.16 08:00 | sell | 9 | 0.10 | 1.26726 | 0.00000 | 0.00000 | ||
| 31 | 2024.01.16 08:00 | modify | 9 | 0.10 | 1.26726 | 1.26895 | 1.26145 | ||
| 32 | 2024.01.16 08:00 | modify | 8 | 0.10 | 1.27645 | 1.26895 | 1.26145 | ||
| 33 | 2024.01.17 08:00 | t/p | 8 | 0.10 | 1.26145 | 1.26895 | 1.26145 | 149.64 | 1190.12 |
| 34 | 2024.01.17 08:00 | t/p | 9 | 0.10 | 1.26145 | 1.26895 | 1.26145 | 58.01 | 1248.13 |
| 35 | 2024.03.08 04:00 | sell | 10 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 36 | 2024.03.08 04:00 | modify | 10 | 0.10 | 1.28072 | 1.28972 | 1.26572 | ||
| 37 | 2024.03.15 16:00 | sell | 11 | 0.10 | 1.27388 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.15 16:00 | modify | 11 | 0.10 | 1.27388 | 1.27772 | 1.26572 | ||
| 39 | 2024.03.15 16:00 | sell | 12 | 0.10 | 1.27388 | 0.00000 | 0.00000 | ||
| 40 | 2024.03.15 16:00 | modify | 12 | 0.10 | 1.27388 | 1.27697 | 1.26572 | ||
| 41 | 2024.03.15 16:00 | modify | 10 | 0.10 | 1.28072 | 1.27697 | 1.26572 | ||
| 42 | 2024.03.15 20:00 | modify | 11 | 0.10 | 1.27388 | 1.27697 | 1.26572 | ||
| 43 | 2024.03.20 20:00 | s/l | 10 | 0.10 | 1.27697 | 1.27697 | 1.26572 | 36.61 | 1284.74 |
| 44 | 2024.03.20 20:00 | s/l | 11 | 0.10 | 1.27697 | 1.27697 | 1.26572 | -31.17 | 1253.57 |
| 45 | 2024.03.20 20:00 | s/l | 12 | 0.10 | 1.27697 | 1.27697 | 1.26572 | -31.17 | 1222.41 |
| 46 | 2024.03.21 04:00 | sell | 13 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.21 04:00 | modify | 13 | 0.10 | 1.27960 | 1.28860 | 1.26460 | ||
| 48 | 2024.03.22 04:00 | t/p | 13 | 0.10 | 1.26460 | 1.28860 | 1.26460 | 149.91 | 1372.32 |
| 49 | 2024.04.11 04:00 | buy | 14 | 0.10 | 1.25481 | 0.00000 | 0.00000 | ||
| 50 | 2024.04.11 04:00 | modify | 14 | 0.10 | 1.25481 | 1.24581 | 1.26981 | ||
| 51 | 2024.04.12 16:00 | s/l | 14 | 0.10 | 1.24581 | 1.24581 | 1.26981 | -90.33 | 1281.99 |
| 52 | 2024.06.04 04:00 | sell | 15 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.04 04:00 | modify | 15 | 0.10 | 1.28095 | 1.28995 | 1.26595 | ||
| 54 | 2024.06.19 20:00 | sell | 16 | 0.10 | 1.27177 | 0.00000 | 0.00000 | ||
| 55 | 2024.06.19 20:00 | modify | 16 | 0.10 | 1.27177 | 1.27345 | 1.26595 | ||
| 56 | 2024.06.19 20:00 | modify | 15 | 0.10 | 1.28095 | 1.27345 | 1.26595 | ||
| 57 | 2024.06.21 00:00 | t/p | 15 | 0.10 | 1.26595 | 1.27345 | 1.26595 | 148.31 | 1430.30 |
| 58 | 2024.06.21 00:00 | t/p | 16 | 0.10 | 1.26595 | 1.27345 | 1.26595 | 57.84 | 1488.14 |
| 59 | 2024.06.21 04:00 | buy | 17 | 0.10 | 1.26635 | 0.00000 | 0.00000 | ||
| 60 | 2024.06.21 04:00 | modify | 17 | 0.10 | 1.26635 | 1.25735 | 1.28135 | ||
| 61 | 2024.07.04 08:00 | buy | 18 | 0.10 | 1.27561 | 0.00000 | 0.00000 | ||
| 62 | 2024.07.04 08:00 | modify | 18 | 0.10 | 1.27561 | 1.27385 | 1.28135 | ||
| 63 | 2024.07.04 08:00 | modify | 17 | 0.10 | 1.26635 | 1.27385 | 1.28135 | ||
| 64 | 2024.07.05 16:00 | t/p | 17 | 0.10 | 1.28135 | 1.27385 | 1.28135 | 145.39 | 1633.54 |
| 65 | 2024.07.05 16:00 | t/p | 18 | 0.10 | 1.28135 | 1.27385 | 1.28135 | 57.07 | 1690.61 |
| 66 | 2024.09.10 04:00 | buy | 19 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 67 | 2024.09.10 04:00 | modify | 19 | 0.10 | 1.30754 | 1.29854 | 1.32254 | ||
| 68 | 2024.09.17 12:00 | t/p | 19 | 0.10 | 1.32254 | 1.29854 | 1.32254 | 147.70 | 1838.30 |
| 69 | 2024.09.25 04:00 | sell | 20 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 70 | 2024.09.25 04:00 | modify | 20 | 0.10 | 1.34229 | 1.35129 | 1.32729 | ||
| 71 | 2024.10.01 16:00 | t/p | 20 | 0.10 | 1.32729 | 1.35129 | 1.32729 | 149.47 | 1987.77 |