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 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79098 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1460.38 | Gross profit | 1723.08 | Gross loss | -262.70 |
| Profit factor | 6.56 | Expected payoff | 48.68 | ||
| Absolute drawdown | 73.46 | Maximal drawdown | 257.20 (16.28%) | Relative drawdown | 16.28% (257.20) |
| Total trades | 30 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 149.91 | loss trade | -90.33 | |
| Average | profit trade | 78.32 | loss trade | -32.84 | |
| Maximum | consecutive wins (profit in money) | 9 (804.52) | consecutive losses (loss in money) | 2 (-63.60) | |
| Maximal | consecutive profit (count of wins) | 804.52 (9) | consecutive loss (count of losses) | -90.33 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | 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 12:15 | sell | 2 | 0.10 | 1.26380 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.30 12:15 | modify | 2 | 0.10 | 1.26380 | 1.26773 | 1.25573 | ||
| 5 | 2023.11.30 12:15 | sell | 3 | 0.10 | 1.26380 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.30 12:15 | modify | 3 | 0.10 | 1.26380 | 1.26698 | 1.25573 | ||
| 7 | 2023.11.30 12:15 | modify | 1 | 0.10 | 1.27073 | 1.26698 | 1.25573 | ||
| 8 | 2023.11.30 12:20 | modify | 2 | 0.10 | 1.26380 | 1.26698 | 1.25573 | ||
| 9 | 2023.11.30 13:05 | s/l | 1 | 0.10 | 1.26698 | 1.26698 | 1.25573 | 37.23 | 1037.23 |
| 10 | 2023.11.30 13:05 | s/l | 2 | 0.10 | 1.26698 | 1.26698 | 1.25573 | -31.80 | 1005.43 |
| 11 | 2023.11.30 13:05 | s/l | 3 | 0.10 | 1.26698 | 1.26698 | 1.25573 | -31.80 | 973.63 |
| 12 | 2023.12.15 04:00 | sell | 4 | 0.10 | 1.27665 | 0.00000 | 0.00000 | ||
| 13 | 2023.12.15 04:00 | modify | 4 | 0.10 | 1.27665 | 1.28565 | 1.26165 | ||
| 14 | 2023.12.15 13:40 | sell | 5 | 0.10 | 1.26987 | 0.00000 | 0.00000 | ||
| 15 | 2023.12.15 13:40 | modify | 5 | 0.10 | 1.26987 | 1.27365 | 1.26165 | ||
| 16 | 2023.12.15 13:40 | sell | 6 | 0.10 | 1.26987 | 0.00000 | 0.00000 | ||
| 17 | 2023.12.15 13:40 | modify | 6 | 0.10 | 1.26987 | 1.27290 | 1.26165 | ||
| 18 | 2023.12.15 13:40 | modify | 4 | 0.10 | 1.27665 | 1.27290 | 1.26165 | ||
| 19 | 2023.12.15 13:45 | modify | 5 | 0.10 | 1.26987 | 1.27290 | 1.26165 | ||
| 20 | 2023.12.15 14:05 | s/l | 4 | 0.10 | 1.27290 | 1.27290 | 1.26165 | 37.50 | 1011.13 |
| 21 | 2023.12.15 14:05 | s/l | 5 | 0.10 | 1.27290 | 1.27290 | 1.26165 | -30.30 | 980.83 |
| 22 | 2023.12.15 14:05 | s/l | 6 | 0.10 | 1.27290 | 1.27290 | 1.26165 | -30.30 | 950.53 |
| 23 | 2024.01.11 08:00 | sell | 7 | 0.10 | 1.27645 | 0.00000 | 0.00000 | ||
| 24 | 2024.01.11 08:00 | modify | 7 | 0.10 | 1.27645 | 1.28545 | 1.26145 | ||
| 25 | 2024.01.16 01:45 | sell | 8 | 0.10 | 1.26948 | 0.00000 | 0.00000 | ||
| 26 | 2024.01.16 01:45 | modify | 8 | 0.10 | 1.26948 | 1.27345 | 1.26145 | ||
| 27 | 2024.01.16 01:45 | sell | 9 | 0.10 | 1.26948 | 0.00000 | 0.00000 | ||
| 28 | 2024.01.16 01:45 | modify | 9 | 0.10 | 1.26948 | 1.27270 | 1.26145 | ||
| 29 | 2024.01.16 01:45 | modify | 7 | 0.10 | 1.27645 | 1.27270 | 1.26145 | ||
| 30 | 2024.01.16 01:50 | modify | 8 | 0.10 | 1.26948 | 1.27270 | 1.26145 | ||
| 31 | 2024.01.17 05:40 | t/p | 7 | 0.10 | 1.26145 | 1.27270 | 1.26145 | 149.64 | 1100.18 |
| 32 | 2024.01.17 05:40 | t/p | 8 | 0.10 | 1.26145 | 1.27270 | 1.26145 | 80.21 | 1180.39 |
| 33 | 2024.01.17 05:40 | t/p | 9 | 0.10 | 1.26145 | 1.27270 | 1.26145 | 80.21 | 1260.60 |
| 34 | 2024.03.08 04:00 | sell | 10 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 35 | 2024.03.08 04:00 | modify | 10 | 0.10 | 1.28072 | 1.28972 | 1.26572 | ||
| 36 | 2024.03.14 15:20 | sell | 11 | 0.10 | 1.27391 | 0.00000 | 0.00000 | ||
| 37 | 2024.03.14 15:20 | modify | 11 | 0.10 | 1.27391 | 1.27772 | 1.26572 | ||
| 38 | 2024.03.14 15:20 | sell | 12 | 0.10 | 1.27391 | 0.00000 | 0.00000 | ||
| 39 | 2024.03.14 15:20 | modify | 12 | 0.10 | 1.27391 | 1.27697 | 1.26572 | ||
| 40 | 2024.03.14 15:20 | modify | 10 | 0.10 | 1.28072 | 1.27697 | 1.26572 | ||
| 41 | 2024.03.14 15:26 | modify | 11 | 0.10 | 1.27391 | 1.27697 | 1.26572 | ||
| 42 | 2024.03.19 01:30 | sell | 13 | 0.10 | 1.27164 | 0.00000 | 0.00000 | ||
| 43 | 2024.03.19 01:30 | modify | 13 | 0.10 | 1.27164 | 1.27322 | 1.26572 | ||
| 44 | 2024.03.19 01:30 | modify | 12 | 0.10 | 1.27391 | 1.27322 | 1.26572 | ||
| 45 | 2024.03.19 01:30 | modify | 11 | 0.10 | 1.27391 | 1.27322 | 1.26572 | ||
| 46 | 2024.03.19 01:30 | modify | 10 | 0.10 | 1.28072 | 1.27322 | 1.26572 | ||
| 47 | 2024.03.19 17:30 | s/l | 10 | 0.10 | 1.27322 | 1.27322 | 1.26572 | 74.20 | 1334.80 |
| 48 | 2024.03.19 17:30 | s/l | 11 | 0.10 | 1.27322 | 1.27322 | 1.26572 | 6.63 | 1341.43 |
| 49 | 2024.03.19 17:30 | s/l | 12 | 0.10 | 1.27322 | 1.27322 | 1.26572 | 6.63 | 1348.06 |
| 50 | 2024.03.19 17:30 | s/l | 13 | 0.10 | 1.27322 | 1.27322 | 1.26572 | -15.80 | 1332.26 |
| 51 | 2024.03.21 04:00 | sell | 14 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 52 | 2024.03.21 04:00 | modify | 14 | 0.10 | 1.27960 | 1.28860 | 1.26460 | ||
| 53 | 2024.03.21 12:50 | sell | 15 | 0.10 | 1.27271 | 0.00000 | 0.00000 | ||
| 54 | 2024.03.21 12:50 | modify | 15 | 0.10 | 1.27271 | 1.27660 | 1.26460 | ||
| 55 | 2024.03.21 12:50 | sell | 16 | 0.10 | 1.27271 | 0.00000 | 0.00000 | ||
| 56 | 2024.03.21 12:50 | modify | 16 | 0.10 | 1.27271 | 1.27585 | 1.26460 | ||
| 57 | 2024.03.21 12:50 | modify | 14 | 0.10 | 1.27960 | 1.27585 | 1.26460 | ||
| 58 | 2024.03.21 12:55 | modify | 15 | 0.10 | 1.27271 | 1.27585 | 1.26460 | ||
| 59 | 2024.03.21 14:10 | sell | 17 | 0.10 | 1.27059 | 0.00000 | 0.00000 | ||
| 60 | 2024.03.21 14:10 | modify | 17 | 0.10 | 1.27059 | 1.27210 | 1.26460 | ||
| 61 | 2024.03.21 14:10 | modify | 16 | 0.10 | 1.27271 | 1.27210 | 1.26460 | ||
| 62 | 2024.03.21 14:10 | modify | 15 | 0.10 | 1.27271 | 1.27210 | 1.26460 | ||
| 63 | 2024.03.21 14:10 | modify | 14 | 0.10 | 1.27960 | 1.27210 | 1.26460 | ||
| 64 | 2024.03.22 02:40 | t/p | 14 | 0.10 | 1.26460 | 1.27210 | 1.26460 | 149.91 | 1482.18 |
| 65 | 2024.03.22 02:40 | t/p | 15 | 0.10 | 1.26460 | 1.27210 | 1.26460 | 81.01 | 1563.19 |
| 66 | 2024.03.22 02:40 | t/p | 16 | 0.10 | 1.26460 | 1.27210 | 1.26460 | 81.01 | 1644.20 |
| 67 | 2024.03.22 02:40 | t/p | 17 | 0.10 | 1.26460 | 1.27210 | 1.26460 | 59.81 | 1704.01 |
| 68 | 2024.04.11 04:00 | buy | 18 | 0.10 | 1.25481 | 0.00000 | 0.00000 | ||
| 69 | 2024.04.11 04:00 | modify | 18 | 0.10 | 1.25481 | 1.24581 | 1.26981 | ||
| 70 | 2024.04.12 12:40 | s/l | 18 | 0.10 | 1.24581 | 1.24581 | 1.26981 | -90.33 | 1613.68 |
| 71 | 2024.06.04 04:00 | sell | 19 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 72 | 2024.06.04 04:00 | modify | 19 | 0.10 | 1.28095 | 1.28995 | 1.26595 | ||
| 73 | 2024.06.07 13:40 | sell | 20 | 0.10 | 1.27180 | 0.00000 | 0.00000 | ||
| 74 | 2024.06.07 13:40 | modify | 20 | 0.10 | 1.27180 | 1.27345 | 1.26595 | ||
| 75 | 2024.06.07 13:40 | modify | 19 | 0.10 | 1.28095 | 1.27345 | 1.26595 | ||
| 76 | 2024.06.07 14:05 | s/l | 19 | 0.10 | 1.27345 | 1.27345 | 1.26595 | 74.56 | 1688.23 |
| 77 | 2024.06.07 14:05 | s/l | 20 | 0.10 | 1.27345 | 1.27345 | 1.26595 | -16.50 | 1671.73 |
| 78 | 2024.06.21 04:00 | buy | 21 | 0.10 | 1.26635 | 0.00000 | 0.00000 | ||
| 79 | 2024.06.21 04:00 | modify | 21 | 0.10 | 1.26635 | 1.25735 | 1.28135 | ||
| 80 | 2024.07.03 13:20 | buy | 22 | 0.10 | 1.27331 | 0.00000 | 0.00000 | ||
| 81 | 2024.07.03 13:20 | modify | 22 | 0.10 | 1.27331 | 1.26935 | 1.28135 | ||
| 82 | 2024.07.03 13:20 | buy | 23 | 0.10 | 1.27331 | 0.00000 | 0.00000 | ||
| 83 | 2024.07.03 13:20 | modify | 23 | 0.10 | 1.27331 | 1.27010 | 1.28135 | ||
| 84 | 2024.07.03 13:20 | modify | 21 | 0.10 | 1.26635 | 1.27010 | 1.28135 | ||
| 85 | 2024.07.03 13:25 | modify | 22 | 0.10 | 1.27331 | 1.27010 | 1.28135 | ||
| 86 | 2024.07.04 00:40 | buy | 24 | 0.10 | 1.27540 | 0.00000 | 0.00000 | ||
| 87 | 2024.07.04 00:40 | modify | 24 | 0.10 | 1.27540 | 1.27385 | 1.28135 | ||
| 88 | 2024.07.04 00:40 | modify | 23 | 0.10 | 1.27331 | 1.27385 | 1.28135 | ||
| 89 | 2024.07.04 00:40 | modify | 22 | 0.10 | 1.27331 | 1.27385 | 1.28135 | ||
| 90 | 2024.07.04 00:40 | modify | 21 | 0.10 | 1.26635 | 1.27385 | 1.28135 | ||
| 91 | 2024.07.05 13:15 | t/p | 21 | 0.10 | 1.28135 | 1.27385 | 1.28135 | 145.39 | 1817.13 |
| 92 | 2024.07.05 13:15 | t/p | 22 | 0.10 | 1.28135 | 1.27385 | 1.28135 | 79.08 | 1896.21 |
| 93 | 2024.07.05 13:15 | t/p | 23 | 0.10 | 1.28135 | 1.27385 | 1.28135 | 79.08 | 1975.30 |
| 94 | 2024.07.05 13:15 | t/p | 24 | 0.10 | 1.28135 | 1.27385 | 1.28135 | 59.17 | 2034.47 |
| 95 | 2024.09.10 04:00 | buy | 25 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 96 | 2024.09.10 04:00 | modify | 25 | 0.10 | 1.30754 | 1.29854 | 1.32254 | ||
| 97 | 2024.09.13 00:30 | buy | 26 | 0.10 | 1.31447 | 0.00000 | 0.00000 | ||
| 98 | 2024.09.13 00:30 | modify | 26 | 0.10 | 1.31447 | 1.31054 | 1.32254 | ||
| 99 | 2024.09.13 00:30 | buy | 27 | 0.10 | 1.31447 | 0.00000 | 0.00000 | ||
| 100 | 2024.09.13 00:30 | modify | 27 | 0.10 | 1.31447 | 1.31129 | 1.32254 | ||
| 101 | 2024.09.13 00:30 | modify | 25 | 0.10 | 1.30754 | 1.31129 | 1.32254 | ||
| 102 | 2024.09.13 00:35 | modify | 26 | 0.10 | 1.31447 | 1.31129 | 1.32254 | ||
| 103 | 2024.09.16 03:40 | buy | 28 | 0.10 | 1.31658 | 0.00000 | 0.00000 | ||
| 104 | 2024.09.16 03:40 | modify | 28 | 0.10 | 1.31658 | 1.31504 | 1.32254 | ||
| 105 | 2024.09.16 03:40 | modify | 27 | 0.10 | 1.31447 | 1.31504 | 1.32254 | ||
| 106 | 2024.09.16 03:40 | modify | 26 | 0.10 | 1.31447 | 1.31504 | 1.32254 | ||
| 107 | 2024.09.16 03:40 | modify | 25 | 0.10 | 1.30754 | 1.31504 | 1.32254 | ||
| 108 | 2024.09.17 08:40 | t/p | 25 | 0.10 | 1.32254 | 1.31504 | 1.32254 | 147.70 | 2182.16 |
| 109 | 2024.09.17 08:40 | t/p | 26 | 0.10 | 1.32254 | 1.31504 | 1.32254 | 80.04 | 2262.21 |
| 110 | 2024.09.17 08:40 | t/p | 27 | 0.10 | 1.32254 | 1.31504 | 1.32254 | 80.04 | 2342.25 |
| 111 | 2024.09.17 08:40 | t/p | 28 | 0.10 | 1.32254 | 1.31504 | 1.32254 | 59.27 | 2401.52 |
| 112 | 2024.09.25 04:00 | sell | 29 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 113 | 2024.09.25 04:00 | modify | 29 | 0.10 | 1.34229 | 1.35129 | 1.32729 | ||
| 114 | 2024.09.25 16:30 | sell | 30 | 0.10 | 1.33323 | 0.00000 | 0.00000 | ||
| 115 | 2024.09.25 16:30 | modify | 30 | 0.10 | 1.33323 | 1.33479 | 1.32729 | ||
| 116 | 2024.09.25 16:30 | modify | 29 | 0.10 | 1.34229 | 1.33479 | 1.32729 | ||
| 117 | 2024.09.26 05:30 | s/l | 29 | 0.10 | 1.33479 | 1.33479 | 1.32729 | 74.73 | 2476.25 |
| 118 | 2024.09.26 05:30 | s/l | 30 | 0.10 | 1.33479 | 1.33479 | 1.32729 | -15.87 | 2460.39 |