Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1914 | Ticks modelled | 21905987 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 318.83 | Gross profit | 880.31 | Gross loss | -561.48 |
| Profit factor | 1.57 | Expected payoff | 13.28 | ||
| Absolute drawdown | 97.07 | Maximal drawdown | 300.15 (22.04%) | Relative drawdown | 22.04% (300.15) |
| Total trades | 24 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 19 (57.89%) |
| Profit trades (% of total) | 12 (50.00%) | Loss trades (% of total) | 12 (50.00%) | ||
| Largest | profit trade | 149.78 | loss trade | -80.46 | |
| Average | profit trade | 73.36 | loss trade | -46.79 | |
| Maximum | consecutive wins (profit in money) | 4 (366.33) | consecutive losses (loss in money) | 3 (-140.23) | |
| Maximal | consecutive profit (count of wins) | 366.33 (4) | consecutive loss (count of losses) | -160.50 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.11 08:00 | sell | 1 | 0.10 | 1.27645 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.11 08:00 | modify | 1 | 0.10 | 1.27645 | 1.28445 | 1.26145 | ||
| 3 | 2024.01.11 15:10 | sell | 2 | 0.10 | 1.26970 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.11 15:10 | modify | 2 | 0.10 | 1.26970 | 1.27270 | 1.26145 | ||
| 5 | 2024.01.11 15:10 | sell | 3 | 0.10 | 1.26970 | 0.00000 | 0.00000 | ||
| 6 | 2024.01.11 15:10 | modify | 3 | 0.10 | 1.26970 | 1.27270 | 1.26145 | ||
| 7 | 2024.01.11 15:10 | modify | 1 | 0.10 | 1.27645 | 1.27270 | 1.26145 | ||
| 8 | 2024.01.11 15:41 | s/l | 1 | 0.10 | 1.27270 | 1.27270 | 1.26145 | 37.50 | 1037.50 |
| 9 | 2024.01.11 15:41 | s/l | 2 | 0.10 | 1.27270 | 1.27270 | 1.26145 | -30.00 | 1007.50 |
| 10 | 2024.01.11 15:41 | s/l | 3 | 0.10 | 1.27270 | 1.27270 | 1.26145 | -30.00 | 977.50 |
| 11 | 2024.02.28 16:00 | buy | 4 | 0.10 | 1.26559 | 0.00000 | 0.00000 | ||
| 12 | 2024.02.28 16:00 | modify | 4 | 0.10 | 1.26559 | 1.25759 | 1.28059 | ||
| 13 | 2024.03.05 15:00 | buy | 5 | 0.10 | 1.27237 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.05 15:00 | modify | 5 | 0.10 | 1.27237 | 1.26934 | 1.28059 | ||
| 15 | 2024.03.05 15:00 | buy | 6 | 0.10 | 1.27237 | 0.00000 | 0.00000 | ||
| 16 | 2024.03.05 15:00 | modify | 6 | 0.10 | 1.27237 | 1.26934 | 1.28059 | ||
| 17 | 2024.03.05 15:00 | modify | 4 | 0.10 | 1.26559 | 1.26934 | 1.28059 | ||
| 18 | 2024.03.06 00:42 | s/l | 4 | 0.10 | 1.26934 | 1.26934 | 1.28059 | 37.28 | 1014.78 |
| 19 | 2024.03.06 00:42 | s/l | 5 | 0.10 | 1.26934 | 1.26934 | 1.28059 | -30.33 | 984.45 |
| 20 | 2024.03.06 00:42 | s/l | 6 | 0.10 | 1.26934 | 1.26934 | 1.28059 | -30.33 | 954.12 |
| 21 | 2024.06.21 04:00 | buy | 7 | 0.10 | 1.26635 | 0.00000 | 0.00000 | ||
| 22 | 2024.06.21 04:00 | modify | 7 | 0.10 | 1.26635 | 1.25835 | 1.28135 | ||
| 23 | 2024.07.03 13:08 | buy | 8 | 0.10 | 1.27310 | 0.00000 | 0.00000 | ||
| 24 | 2024.07.03 13:08 | modify | 8 | 0.10 | 1.27310 | 1.27010 | 1.28135 | ||
| 25 | 2024.07.03 13:08 | buy | 9 | 0.10 | 1.27310 | 0.00000 | 0.00000 | ||
| 26 | 2024.07.03 13:08 | modify | 9 | 0.10 | 1.27310 | 1.27010 | 1.28135 | ||
| 27 | 2024.07.03 13:08 | modify | 7 | 0.10 | 1.26635 | 1.27010 | 1.28135 | ||
| 28 | 2024.07.03 14:00 | buy | 10 | 0.10 | 1.27633 | 0.00000 | 0.00000 | ||
| 29 | 2024.07.03 14:00 | modify | 10 | 0.10 | 1.27633 | 1.27160 | 1.28135 | ||
| 30 | 2024.07.03 14:00 | modify | 9 | 0.10 | 1.27310 | 1.27160 | 1.28135 | ||
| 31 | 2024.07.03 14:00 | modify | 8 | 0.10 | 1.27310 | 1.27160 | 1.28135 | ||
| 32 | 2024.07.03 14:00 | modify | 7 | 0.10 | 1.26635 | 1.27160 | 1.28135 | ||
| 33 | 2024.07.05 13:44 | t/p | 7 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 149.56 | 1103.68 |
| 34 | 2024.07.05 13:44 | t/p | 8 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 82.38 | 1186.06 |
| 35 | 2024.07.05 13:44 | t/p | 9 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 82.38 | 1268.44 |
| 36 | 2024.07.05 13:44 | t/p | 10 | 0.10 | 1.28135 | 1.27160 | 1.28135 | 50.08 | 1318.51 |
| 37 | 2024.08.01 12:00 | buy | 11 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 38 | 2024.08.01 12:00 | modify | 11 | 0.10 | 1.27960 | 1.27160 | 1.29460 | ||
| 39 | 2024.08.02 01:32 | s/l | 11 | 0.10 | 1.27160 | 1.27160 | 1.29460 | -80.03 | 1238.48 |
| 40 | 2024.08.06 16:00 | buy | 12 | 0.10 | 1.26969 | 0.00000 | 0.00000 | ||
| 41 | 2024.08.06 16:00 | modify | 12 | 0.10 | 1.26969 | 1.26169 | 1.28469 | ||
| 42 | 2024.08.09 06:06 | buy | 13 | 0.10 | 1.27644 | 0.00000 | 0.00000 | ||
| 43 | 2024.08.09 06:06 | modify | 13 | 0.10 | 1.27644 | 1.27344 | 1.28469 | ||
| 44 | 2024.08.09 06:06 | buy | 14 | 0.10 | 1.27644 | 0.00000 | 0.00000 | ||
| 45 | 2024.08.09 06:06 | modify | 14 | 0.10 | 1.27644 | 1.27344 | 1.28469 | ||
| 46 | 2024.08.09 06:06 | modify | 12 | 0.10 | 1.26969 | 1.27344 | 1.28469 | ||
| 47 | 2024.08.09 11:48 | s/l | 12 | 0.10 | 1.27344 | 1.27344 | 1.28469 | 37.34 | 1275.82 |
| 48 | 2024.08.09 11:48 | s/l | 13 | 0.10 | 1.27344 | 1.27344 | 1.28469 | -30.00 | 1245.82 |
| 49 | 2024.08.09 11:48 | s/l | 14 | 0.10 | 1.27344 | 1.27344 | 1.28469 | -30.00 | 1215.82 |
| 50 | 2024.08.16 16:00 | sell | 15 | 0.10 | 1.29050 | 0.00000 | 0.00000 | ||
| 51 | 2024.08.16 16:00 | modify | 15 | 0.10 | 1.29050 | 1.29850 | 1.27550 | ||
| 52 | 2024.08.19 14:30 | s/l | 15 | 0.10 | 1.29850 | 1.29850 | 1.27550 | -80.23 | 1135.59 |
| 53 | 2024.09.10 04:00 | buy | 16 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 54 | 2024.09.10 04:00 | modify | 16 | 0.10 | 1.30754 | 1.29954 | 1.32254 | ||
| 55 | 2024.09.13 00:16 | buy | 17 | 0.10 | 1.31430 | 0.00000 | 0.00000 | ||
| 56 | 2024.09.13 00:16 | modify | 17 | 0.10 | 1.31430 | 1.31129 | 1.32254 | ||
| 57 | 2024.09.13 00:16 | buy | 18 | 0.10 | 1.31430 | 0.00000 | 0.00000 | ||
| 58 | 2024.09.13 00:16 | modify | 18 | 0.10 | 1.31430 | 1.31129 | 1.32254 | ||
| 59 | 2024.09.13 00:16 | modify | 16 | 0.10 | 1.30754 | 1.31129 | 1.32254 | ||
| 60 | 2024.09.16 06:52 | buy | 19 | 0.10 | 1.31735 | 0.00000 | 0.00000 | ||
| 61 | 2024.09.16 06:52 | modify | 19 | 0.10 | 1.31735 | 1.31279 | 1.32254 | ||
| 62 | 2024.09.16 06:52 | modify | 18 | 0.10 | 1.31430 | 1.31279 | 1.32254 | ||
| 63 | 2024.09.16 06:52 | modify | 17 | 0.10 | 1.31430 | 1.31279 | 1.32254 | ||
| 64 | 2024.09.16 06:52 | modify | 16 | 0.10 | 1.30754 | 1.31279 | 1.32254 | ||
| 65 | 2024.09.17 08:53 | t/p | 16 | 0.10 | 1.32254 | 1.31279 | 1.32254 | 149.78 | 1285.37 |
| 66 | 2024.09.17 08:53 | t/p | 17 | 0.10 | 1.32254 | 1.31279 | 1.32254 | 82.34 | 1367.71 |
| 67 | 2024.09.17 08:53 | t/p | 18 | 0.10 | 1.32254 | 1.31279 | 1.32254 | 82.34 | 1450.05 |
| 68 | 2024.09.17 08:53 | t/p | 19 | 0.10 | 1.32254 | 1.31279 | 1.32254 | 51.87 | 1501.92 |
| 69 | 2024.09.19 16:00 | sell | 20 | 0.10 | 1.32790 | 0.00000 | 0.00000 | ||
| 70 | 2024.09.19 16:00 | modify | 20 | 0.10 | 1.32790 | 1.33590 | 1.31290 | ||
| 71 | 2024.09.23 15:35 | s/l | 20 | 0.10 | 1.33590 | 1.33590 | 1.31290 | -80.46 | 1421.45 |
| 72 | 2024.11.14 08:00 | buy | 21 | 0.10 | 1.26896 | 0.00000 | 0.00000 | ||
| 73 | 2024.11.14 08:00 | modify | 21 | 0.10 | 1.26896 | 1.26096 | 1.28396 | ||
| 74 | 2024.11.15 20:03 | s/l | 21 | 0.10 | 1.26096 | 1.26096 | 1.28396 | -80.03 | 1341.42 |
| 75 | 2024.11.22 16:00 | buy | 22 | 0.10 | 1.25293 | 0.00000 | 0.00000 | ||
| 76 | 2024.11.22 16:00 | modify | 22 | 0.10 | 1.25293 | 1.24493 | 1.26793 | ||
| 77 | 2024.11.24 23:29 | buy | 23 | 0.10 | 1.25968 | 0.00000 | 0.00000 | ||
| 78 | 2024.11.24 23:29 | modify | 23 | 0.10 | 1.25968 | 1.25668 | 1.26793 | ||
| 79 | 2024.11.24 23:29 | buy | 24 | 0.10 | 1.25968 | 0.00000 | 0.00000 | ||
| 80 | 2024.11.24 23:29 | modify | 24 | 0.10 | 1.25968 | 1.25668 | 1.26793 | ||
| 81 | 2024.11.24 23:29 | modify | 22 | 0.10 | 1.25293 | 1.25668 | 1.26793 | ||
| 82 | 2024.11.25 08:06 | s/l | 22 | 0.10 | 1.25668 | 1.25668 | 1.26793 | 37.47 | 1378.89 |
| 83 | 2024.11.25 08:06 | s/l | 23 | 0.10 | 1.25668 | 1.25668 | 1.26793 | -30.03 | 1348.86 |
| 84 | 2024.11.25 08:06 | s/l | 24 | 0.10 | 1.25668 | 1.25668 | 1.26793 | -30.03 | 1318.83 |