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=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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 1044.80 | Gross profit | 1358.41 | Gross loss | -313.61 |
| Profit factor | 4.33 | Expected payoff | 36.03 | ||
| Absolute drawdown | 111.70 | Maximal drawdown | 288.13 (22.24%) | Relative drawdown | 22.24% (288.13) |
| Total trades | 29 | Short positions (won %) | 19 (42.11%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
| Largest | profit trade | 149.78 | loss trade | -90.09 | |
| Average | profit trade | 84.90 | loss trade | -24.12 | |
| Maximum | consecutive wins (profit in money) | 9 (815.32) | consecutive losses (loss in money) | 4 (-114.68) | |
| Maximal | consecutive profit (count of wins) | 815.32 (9) | consecutive loss (count of losses) | -114.68 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | 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 | 1.28545 | 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 | 1.27345 | 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 15:10 | modify | 2 | 0.10 | 1.26970 | 1.27270 | 1.26145 | ||
| 9 | 2024.01.11 15:41 | s/l | 1 | 0.10 | 1.27270 | 1.27270 | 1.26145 | 37.50 | 1037.50 |
| 10 | 2024.01.11 15:41 | s/l | 2 | 0.10 | 1.27270 | 1.27270 | 1.26145 | -30.00 | 1007.50 |
| 11 | 2024.01.11 15:41 | s/l | 3 | 0.10 | 1.27270 | 1.27270 | 1.26145 | -30.00 | 977.50 |
| 12 | 2024.03.08 04:00 | sell | 4 | 0.10 | 1.28072 | 0.00000 | 0.00000 | ||
| 13 | 2024.03.08 04:00 | modify | 4 | 0.10 | 1.28072 | 1.28972 | 1.26572 | ||
| 14 | 2024.03.14 15:14 | sell | 5 | 0.10 | 1.27394 | 0.00000 | 0.00000 | ||
| 15 | 2024.03.14 15:14 | modify | 5 | 0.10 | 1.27394 | 1.27772 | 1.26572 | ||
| 16 | 2024.03.14 15:14 | sell | 6 | 0.10 | 1.27394 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.14 15:14 | modify | 6 | 0.10 | 1.27394 | 1.27697 | 1.26572 | ||
| 18 | 2024.03.14 15:14 | modify | 4 | 0.10 | 1.28072 | 1.27697 | 1.26572 | ||
| 19 | 2024.03.14 15:14 | modify | 5 | 0.10 | 1.27394 | 1.27697 | 1.26572 | ||
| 20 | 2024.03.19 01:22 | sell | 7 | 0.10 | 1.27172 | 0.00000 | 0.00000 | ||
| 21 | 2024.03.19 01:22 | modify | 7 | 0.10 | 1.27172 | 1.27397 | 1.26572 | ||
| 22 | 2024.03.19 01:22 | modify | 6 | 0.10 | 1.27394 | 1.27397 | 1.26572 | ||
| 23 | 2024.03.19 01:22 | modify | 5 | 0.10 | 1.27394 | 1.27397 | 1.26572 | ||
| 24 | 2024.03.19 01:22 | modify | 4 | 0.10 | 1.28072 | 1.27397 | 1.26572 | ||
| 25 | 2024.03.20 18:00 | s/l | 4 | 0.10 | 1.27397 | 1.27397 | 1.26572 | 65.18 | 1042.68 |
| 26 | 2024.03.20 18:00 | s/l | 5 | 0.10 | 1.27397 | 1.27397 | 1.26572 | -1.23 | 1041.45 |
| 27 | 2024.03.20 18:00 | s/l | 6 | 0.10 | 1.27397 | 1.27397 | 1.26572 | -1.23 | 1040.22 |
| 28 | 2024.03.20 18:00 | s/l | 7 | 0.10 | 1.27397 | 1.27397 | 1.26572 | -22.73 | 1017.49 |
| 29 | 2024.03.21 04:00 | sell | 8 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 30 | 2024.03.21 04:00 | modify | 8 | 0.10 | 1.27960 | 1.28860 | 1.26460 | ||
| 31 | 2024.03.21 12:00 | sell | 9 | 0.10 | 1.27285 | 0.00000 | 0.00000 | ||
| 32 | 2024.03.21 12:00 | modify | 9 | 0.10 | 1.27285 | 1.27660 | 1.26460 | ||
| 33 | 2024.03.21 12:00 | sell | 10 | 0.10 | 1.27285 | 0.00000 | 0.00000 | ||
| 34 | 2024.03.21 12:00 | modify | 10 | 0.10 | 1.27285 | 1.27585 | 1.26460 | ||
| 35 | 2024.03.21 12:00 | modify | 8 | 0.10 | 1.27960 | 1.27585 | 1.26460 | ||
| 36 | 2024.03.21 12:00 | modify | 9 | 0.10 | 1.27285 | 1.27585 | 1.26460 | ||
| 37 | 2024.03.21 14:00 | sell | 11 | 0.10 | 1.27060 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.21 14:00 | modify | 11 | 0.10 | 1.27060 | 1.27285 | 1.26460 | ||
| 39 | 2024.03.21 14:00 | modify | 10 | 0.10 | 1.27285 | 1.27285 | 1.26460 | ||
| 40 | 2024.03.21 14:00 | modify | 9 | 0.10 | 1.27285 | 1.27285 | 1.26460 | ||
| 41 | 2024.03.21 14:00 | modify | 8 | 0.10 | 1.27960 | 1.27285 | 1.26460 | ||
| 42 | 2024.03.22 02:36 | t/p | 8 | 0.10 | 1.26460 | 1.27285 | 1.26460 | 149.77 | 1167.25 |
| 43 | 2024.03.22 02:36 | t/p | 9 | 0.10 | 1.26460 | 1.27285 | 1.26460 | 82.27 | 1249.52 |
| 44 | 2024.03.22 02:36 | t/p | 10 | 0.10 | 1.26460 | 1.27285 | 1.26460 | 82.27 | 1331.79 |
| 45 | 2024.03.22 02:36 | t/p | 11 | 0.10 | 1.26460 | 1.27285 | 1.26460 | 59.77 | 1391.56 |
| 46 | 2024.04.11 04:00 | buy | 12 | 0.10 | 1.25481 | 0.00000 | 0.00000 | ||
| 47 | 2024.04.11 04:00 | modify | 12 | 0.10 | 1.25481 | 1.24581 | 1.26981 | ||
| 48 | 2024.04.12 12:47 | s/l | 12 | 0.10 | 1.24581 | 1.24581 | 1.26981 | -90.03 | 1301.53 |
| 49 | 2024.06.04 04:00 | sell | 13 | 0.10 | 1.28095 | 0.00000 | 0.00000 | ||
| 50 | 2024.06.04 04:00 | modify | 13 | 0.10 | 1.28095 | 1.28995 | 1.26595 | ||
| 51 | 2024.06.07 12:31 | sell | 14 | 0.10 | 1.27414 | 0.00000 | 0.00000 | ||
| 52 | 2024.06.07 12:31 | modify | 14 | 0.10 | 1.27414 | 1.27795 | 1.26595 | ||
| 53 | 2024.06.07 12:31 | sell | 15 | 0.10 | 1.27414 | 0.00000 | 0.00000 | ||
| 54 | 2024.06.07 12:31 | modify | 15 | 0.10 | 1.27414 | 1.27720 | 1.26595 | ||
| 55 | 2024.06.07 12:31 | modify | 13 | 0.10 | 1.28095 | 1.27720 | 1.26595 | ||
| 56 | 2024.06.07 12:31 | modify | 14 | 0.10 | 1.27414 | 1.27720 | 1.26595 | ||
| 57 | 2024.06.07 13:36 | sell | 16 | 0.10 | 1.27195 | 0.00000 | 0.00000 | ||
| 58 | 2024.06.07 13:36 | modify | 16 | 0.10 | 1.27195 | 1.27420 | 1.26595 | ||
| 59 | 2024.06.07 13:36 | modify | 15 | 0.10 | 1.27414 | 1.27420 | 1.26595 | ||
| 60 | 2024.06.07 13:36 | modify | 14 | 0.10 | 1.27414 | 1.27420 | 1.26595 | ||
| 61 | 2024.06.07 13:36 | modify | 13 | 0.10 | 1.28095 | 1.27420 | 1.26595 | ||
| 62 | 2024.06.07 14:42 | s/l | 13 | 0.10 | 1.27420 | 1.27420 | 1.26595 | 66.34 | 1367.86 |
| 63 | 2024.06.07 14:42 | s/l | 14 | 0.10 | 1.27420 | 1.27420 | 1.26595 | -0.60 | 1367.26 |
| 64 | 2024.06.07 14:42 | s/l | 15 | 0.10 | 1.27420 | 1.27420 | 1.26595 | -0.60 | 1366.66 |
| 65 | 2024.06.07 14:42 | s/l | 16 | 0.10 | 1.27420 | 1.27420 | 1.26595 | -22.50 | 1344.16 |
| 66 | 2024.06.21 04:00 | buy | 17 | 0.10 | 1.26635 | 0.00000 | 0.00000 | ||
| 67 | 2024.06.21 04:00 | modify | 17 | 0.10 | 1.26635 | 1.25735 | 1.28135 | ||
| 68 | 2024.07.03 13:08 | buy | 18 | 0.10 | 1.27310 | 0.00000 | 0.00000 | ||
| 69 | 2024.07.03 13:08 | modify | 18 | 0.10 | 1.27310 | 1.26935 | 1.28135 | ||
| 70 | 2024.07.03 13:08 | buy | 19 | 0.10 | 1.27310 | 0.00000 | 0.00000 | ||
| 71 | 2024.07.03 13:08 | modify | 19 | 0.10 | 1.27310 | 1.27010 | 1.28135 | ||
| 72 | 2024.07.03 13:08 | modify | 17 | 0.10 | 1.26635 | 1.27010 | 1.28135 | ||
| 73 | 2024.07.03 13:08 | modify | 18 | 0.10 | 1.27310 | 1.27010 | 1.28135 | ||
| 74 | 2024.07.03 17:03 | buy | 20 | 0.10 | 1.27535 | 0.00000 | 0.00000 | ||
| 75 | 2024.07.03 17:03 | modify | 20 | 0.10 | 1.27535 | 1.27310 | 1.28135 | ||
| 76 | 2024.07.03 17:03 | modify | 19 | 0.10 | 1.27310 | 1.27310 | 1.28135 | ||
| 77 | 2024.07.03 17:03 | modify | 18 | 0.10 | 1.27310 | 1.27310 | 1.28135 | ||
| 78 | 2024.07.03 17:03 | modify | 17 | 0.10 | 1.26635 | 1.27310 | 1.28135 | ||
| 79 | 2024.07.05 13:44 | t/p | 17 | 0.10 | 1.28135 | 1.27310 | 1.28135 | 149.56 | 1493.73 |
| 80 | 2024.07.05 13:44 | t/p | 18 | 0.10 | 1.28135 | 1.27310 | 1.28135 | 82.38 | 1576.10 |
| 81 | 2024.07.05 13:44 | t/p | 19 | 0.10 | 1.28135 | 1.27310 | 1.28135 | 82.38 | 1658.48 |
| 82 | 2024.07.05 13:44 | t/p | 20 | 0.10 | 1.28135 | 1.27310 | 1.28135 | 59.88 | 1718.36 |
| 83 | 2024.09.10 04:00 | buy | 21 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 84 | 2024.09.10 04:00 | modify | 21 | 0.10 | 1.30754 | 1.29854 | 1.32254 | ||
| 85 | 2024.09.13 00:16 | buy | 22 | 0.10 | 1.31430 | 0.00000 | 0.00000 | ||
| 86 | 2024.09.13 00:16 | modify | 22 | 0.10 | 1.31430 | 1.31054 | 1.32254 | ||
| 87 | 2024.09.13 00:16 | buy | 23 | 0.10 | 1.31430 | 0.00000 | 0.00000 | ||
| 88 | 2024.09.13 00:16 | modify | 23 | 0.10 | 1.31430 | 1.31129 | 1.32254 | ||
| 89 | 2024.09.13 00:16 | modify | 21 | 0.10 | 1.30754 | 1.31129 | 1.32254 | ||
| 90 | 2024.09.13 00:16 | modify | 22 | 0.10 | 1.31430 | 1.31129 | 1.32254 | ||
| 91 | 2024.09.16 03:57 | buy | 24 | 0.10 | 1.31655 | 0.00000 | 0.00000 | ||
| 92 | 2024.09.16 03:57 | modify | 24 | 0.10 | 1.31655 | 1.31429 | 1.32254 | ||
| 93 | 2024.09.16 03:57 | modify | 23 | 0.10 | 1.31430 | 1.31429 | 1.32254 | ||
| 94 | 2024.09.16 03:57 | modify | 22 | 0.10 | 1.31430 | 1.31429 | 1.32254 | ||
| 95 | 2024.09.16 03:57 | modify | 21 | 0.10 | 1.30754 | 1.31429 | 1.32254 | ||
| 96 | 2024.09.17 08:53 | t/p | 21 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 149.78 | 1868.14 |
| 97 | 2024.09.17 08:53 | t/p | 22 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 82.34 | 1950.48 |
| 98 | 2024.09.17 08:53 | t/p | 23 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 82.34 | 2032.81 |
| 99 | 2024.09.17 08:53 | t/p | 24 | 0.10 | 1.32254 | 1.31429 | 1.32254 | 59.87 | 2092.68 |
| 100 | 2024.09.25 04:00 | sell | 25 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 101 | 2024.09.25 04:00 | modify | 25 | 0.10 | 1.34229 | 1.35129 | 1.32729 | ||
| 102 | 2024.09.25 15:20 | sell | 26 | 0.10 | 1.33554 | 0.00000 | 0.00000 | ||
| 103 | 2024.09.25 15:20 | modify | 26 | 0.10 | 1.33554 | 1.33929 | 1.32729 | ||
| 104 | 2024.09.25 15:20 | sell | 27 | 0.10 | 1.33554 | 0.00000 | 0.00000 | ||
| 105 | 2024.09.25 15:20 | modify | 27 | 0.10 | 1.33554 | 1.33854 | 1.32729 | ||
| 106 | 2024.09.25 15:20 | modify | 25 | 0.10 | 1.34229 | 1.33854 | 1.32729 | ||
| 107 | 2024.09.25 15:20 | modify | 26 | 0.10 | 1.33554 | 1.33854 | 1.32729 | ||
| 108 | 2024.09.25 16:19 | sell | 28 | 0.10 | 1.33329 | 0.00000 | 0.00000 | ||
| 109 | 2024.09.25 16:19 | modify | 28 | 0.10 | 1.33329 | 1.33554 | 1.32729 | ||
| 110 | 2024.09.25 16:19 | modify | 27 | 0.10 | 1.33554 | 1.33554 | 1.32729 | ||
| 111 | 2024.09.25 16:19 | modify | 26 | 0.10 | 1.33554 | 1.33554 | 1.32729 | ||
| 112 | 2024.09.25 16:19 | modify | 25 | 0.10 | 1.34229 | 1.33554 | 1.32729 | ||
| 113 | 2024.09.26 07:00 | s/l | 25 | 0.10 | 1.33554 | 1.33554 | 1.32729 | 66.80 | 2159.49 |
| 114 | 2024.09.26 07:00 | s/l | 26 | 0.10 | 1.33554 | 1.33554 | 1.32729 | -0.70 | 2158.79 |
| 115 | 2024.09.26 07:00 | s/l | 27 | 0.10 | 1.33554 | 1.33554 | 1.32729 | -0.70 | 2158.09 |
| 116 | 2024.09.26 07:00 | s/l | 28 | 0.10 | 1.33554 | 1.33554 | 1.32729 | -23.20 | 2134.90 |
| 117 | 2024.11.13 04:00 | buy | 29 | 0.10 | 1.27467 | 0.00000 | 0.00000 | ||
| 118 | 2024.11.13 04:00 | modify | 29 | 0.10 | 1.27467 | 1.26567 | 1.28967 | ||
| 119 | 2024.11.14 09:31 | s/l | 29 | 0.10 | 1.26567 | 1.26567 | 1.28967 | -90.09 | 2044.80 |