Strategy Tester Report
RSITrendlineTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | SISHelp="===================================="; MaxLookbackBars=200; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=7; RSI_TriggerAreaLevels=3; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=1; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=2; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=120; TakeProfit=240; BSMHelp="------------------------------------"; BreakEvenProfit=160; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=130; TrailingStop=200; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=180; DynamicStop_Step=40; DTHelp="------------------------------------"; DynamicTarget_Start=70; DynamicTarget_Step=30; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
| Bars in test | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2402.93 | Gross profit | 3247.40 | Gross loss | -844.46 |
| Profit factor | 3.85 | Expected payoff | 104.48 | ||
| Absolute drawdown | 23.90 | Maximal drawdown | 435.91 (3.85%) | Relative drawdown | 3.85% (435.91) |
| Total trades | 23 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
| Largest | profit trade | 239.28 | loss trade | -121.79 | |
| Average | profit trade | 202.96 | loss trade | -120.64 | |
| Maximum | consecutive wins (profit in money) | 7 (1367.77) | consecutive losses (loss in money) | 4 (-482.30) | |
| Maximal | consecutive profit (count of wins) | 1367.77 (7) | consecutive loss (count of losses) | -482.30 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.15 12:00 | sell | 1 | 0.10 | 1.25104 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.15 12:00 | modify | 1 | 0.10 | 1.25104 | 1.26304 | 1.22704 | ||
| 3 | 2023.05.24 16:00 | modify | 1 | 0.10 | 1.25104 | 1.25679 | 1.22704 | ||
| 4 | 2023.05.25 04:00 | modify | 1 | 0.10 | 1.25104 | 1.25104 | 1.22704 | ||
| 5 | 2023.05.25 16:00 | modify | 1 | 0.10 | 1.25104 | 1.23904 | 1.22704 | ||
| 6 | 2023.05.26 12:00 | s/l | 1 | 0.10 | 1.23904 | 1.23904 | 1.22704 | 119.39 | 10119.39 |
| 7 | 2023.05.31 08:00 | buy | 2 | 0.10 | 1.23640 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.31 08:00 | modify | 2 | 0.10 | 1.23640 | 1.22440 | 1.26040 | ||
| 9 | 2023.06.01 16:00 | modify | 2 | 0.10 | 1.23640 | 1.23640 | 1.26040 | ||
| 10 | 2023.06.05 16:00 | sell | 3 | 0.10 | 1.24378 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.05 16:00 | modify | 3 | 0.10 | 1.24378 | 1.25578 | 1.21978 | ||
| 12 | 2023.06.08 16:00 | s/l | 3 | 0.10 | 1.25578 | 1.25578 | 1.21978 | -120.23 | 9999.15 |
| 13 | 2023.06.08 16:00 | modify | 2 | 0.10 | 1.23640 | 1.24840 | 1.26040 | ||
| 14 | 2023.06.12 08:00 | modify | 2 | 0.10 | 1.23640 | 1.25640 | 1.26040 | ||
| 15 | 2023.06.12 12:00 | s/l | 2 | 0.10 | 1.25640 | 1.25640 | 1.26040 | 197.85 | 10197.01 |
| 16 | 2023.06.12 16:00 | buy | 4 | 0.10 | 1.24914 | 0.00000 | 0.00000 | ||
| 17 | 2023.06.12 16:00 | modify | 4 | 0.10 | 1.24914 | 1.23714 | 1.27314 | ||
| 18 | 2023.06.14 12:00 | modify | 4 | 0.10 | 1.24914 | 1.24475 | 1.27314 | ||
| 19 | 2023.06.14 16:00 | modify | 4 | 0.10 | 1.24914 | 1.26114 | 1.27314 | ||
| 20 | 2023.06.15 16:00 | t/p | 4 | 0.10 | 1.27314 | 1.26114 | 1.27314 | 239.10 | 10436.11 |
| 21 | 2023.07.02 20:00 | buy | 5 | 0.10 | 1.26922 | 0.00000 | 0.00000 | ||
| 22 | 2023.07.02 20:00 | modify | 5 | 0.10 | 1.26922 | 1.25722 | 1.29322 | ||
| 23 | 2023.07.07 16:00 | modify | 5 | 0.10 | 1.26922 | 1.26377 | 1.29322 | ||
| 24 | 2023.07.10 20:00 | modify | 5 | 0.10 | 1.26922 | 1.26922 | 1.29322 | ||
| 25 | 2023.07.11 04:00 | modify | 5 | 0.10 | 1.26922 | 1.28122 | 1.29322 | ||
| 26 | 2023.07.11 12:00 | t/p | 5 | 0.10 | 1.29322 | 1.28122 | 1.29322 | 238.39 | 10674.50 |
| 27 | 2023.07.19 16:00 | sell | 6 | 0.10 | 1.28956 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.19 16:00 | modify | 6 | 0.10 | 1.28956 | 1.30156 | 1.26556 | ||
| 29 | 2023.07.27 08:00 | modify | 6 | 0.10 | 1.28956 | 1.30156 | 1.27256 | ||
| 30 | 2023.08.01 16:00 | modify | 6 | 0.10 | 1.28956 | 1.29502 | 1.27256 | ||
| 31 | 2023.08.02 16:00 | t/p | 6 | 0.10 | 1.27256 | 1.29502 | 1.27256 | 169.34 | 10843.84 |
| 32 | 2023.08.23 16:00 | sell | 7 | 0.10 | 1.27128 | 0.00000 | 0.00000 | ||
| 33 | 2023.08.23 16:00 | modify | 7 | 0.10 | 1.27128 | 1.28328 | 1.24728 | ||
| 34 | 2023.08.25 04:00 | modify | 7 | 0.10 | 1.27128 | 1.27687 | 1.24728 | ||
| 35 | 2023.09.04 12:00 | sell | 8 | 0.10 | 1.26276 | 0.00000 | 0.00000 | ||
| 36 | 2023.09.04 12:00 | modify | 8 | 0.10 | 1.26276 | 1.27476 | 1.23876 | ||
| 37 | 2023.09.05 12:00 | modify | 7 | 0.10 | 1.27128 | 1.27128 | 1.24728 | ||
| 38 | 2023.09.06 16:00 | modify | 7 | 0.10 | 1.27128 | 1.25928 | 1.24728 | ||
| 39 | 2023.09.07 08:00 | t/p | 7 | 0.10 | 1.24728 | 1.25928 | 1.24728 | 239.20 | 11083.04 |
| 40 | 2023.09.07 08:00 | modify | 8 | 0.10 | 1.26276 | 1.26754 | 1.23876 | ||
| 41 | 2023.09.07 12:00 | modify | 8 | 0.10 | 1.26276 | 1.26276 | 1.23876 | ||
| 42 | 2023.09.14 16:00 | modify | 8 | 0.10 | 1.26276 | 1.25076 | 1.23876 | ||
| 43 | 2023.09.15 00:00 | modify | 8 | 0.10 | 1.26276 | 1.24276 | 1.23876 | ||
| 44 | 2023.09.15 08:00 | s/l | 8 | 0.10 | 1.24276 | 1.24276 | 1.23876 | 199.39 | 11282.43 |
| 45 | 2023.09.28 16:00 | buy | 9 | 0.10 | 1.22235 | 0.00000 | 0.00000 | ||
| 46 | 2023.09.28 16:00 | modify | 9 | 0.10 | 1.22235 | 1.21035 | 1.24635 | ||
| 47 | 2023.10.02 12:00 | modify | 9 | 0.10 | 1.22235 | 1.21035 | 1.23935 | ||
| 48 | 2023.10.02 20:00 | s/l | 9 | 0.10 | 1.21035 | 1.21035 | 1.23935 | -120.36 | 11162.07 |
| 49 | 2023.10.03 16:00 | sell | 10 | 0.10 | 1.20658 | 0.00000 | 0.00000 | ||
| 50 | 2023.10.03 16:00 | modify | 10 | 0.10 | 1.20658 | 1.21858 | 1.18258 | ||
| 51 | 2023.10.04 16:00 | modify | 10 | 0.10 | 1.20658 | 1.21858 | 1.18958 | ||
| 52 | 2023.10.05 16:00 | modify | 10 | 0.10 | 1.20658 | 1.21858 | 1.19258 | ||
| 53 | 2023.10.05 20:00 | s/l | 10 | 0.10 | 1.21858 | 1.21858 | 1.19258 | -120.19 | 11041.89 |
| 54 | 2023.10.12 20:00 | sell | 11 | 0.10 | 1.21752 | 0.00000 | 0.00000 | ||
| 55 | 2023.10.12 20:00 | modify | 11 | 0.10 | 1.21752 | 1.22952 | 1.19352 | ||
| 56 | 2023.10.23 20:00 | modify | 11 | 0.10 | 1.21752 | 1.22952 | 1.20052 | ||
| 57 | 2023.10.24 12:00 | buy | 12 | 0.10 | 1.22217 | 0.00000 | 0.00000 | ||
| 58 | 2023.10.24 12:00 | modify | 12 | 0.10 | 1.22217 | 1.21017 | 1.24617 | ||
| 59 | 2023.10.25 08:00 | modify | 12 | 0.10 | 1.22217 | 1.21017 | 1.23917 | ||
| 60 | 2023.10.25 12:00 | modify | 12 | 0.10 | 1.22217 | 1.21017 | 1.23617 | ||
| 61 | 2023.10.26 00:00 | s/l | 12 | 0.10 | 1.21017 | 1.21017 | 1.23617 | -120.72 | 10921.17 |
| 62 | 2023.11.01 12:00 | buy | 13 | 0.10 | 1.21284 | 0.00000 | 0.00000 | ||
| 63 | 2023.11.01 12:00 | modify | 13 | 0.10 | 1.21284 | 1.20084 | 1.23684 | ||
| 64 | 2023.11.03 16:00 | s/l | 11 | 0.10 | 1.22952 | 1.22952 | 1.20052 | -121.03 | 10800.14 |
| 65 | 2023.11.03 16:00 | t/p | 13 | 0.10 | 1.23684 | 1.20084 | 1.23684 | 239.28 | 11039.42 |
| 66 | 2023.11.09 16:00 | sell | 14 | 0.10 | 1.22868 | 0.00000 | 0.00000 | ||
| 67 | 2023.11.09 16:00 | modify | 14 | 0.10 | 1.22868 | 1.24068 | 1.20468 | ||
| 68 | 2023.11.14 16:00 | s/l | 14 | 0.10 | 1.24068 | 1.24068 | 1.20468 | -120.14 | 10919.28 |
| 69 | 2023.11.15 20:00 | buy | 15 | 0.10 | 1.24211 | 0.00000 | 0.00000 | ||
| 70 | 2023.11.15 20:00 | modify | 15 | 0.10 | 1.24211 | 1.23011 | 1.26611 | ||
| 71 | 2023.11.23 12:00 | modify | 15 | 0.10 | 1.24211 | 1.23561 | 1.26611 | ||
| 72 | 2023.11.24 16:00 | modify | 15 | 0.10 | 1.24211 | 1.25411 | 1.26611 | ||
| 73 | 2023.11.28 16:00 | t/p | 15 | 0.10 | 1.26611 | 1.25411 | 1.26611 | 237.67 | 11156.95 |
| 74 | 2024.01.02 08:00 | sell | 16 | 0.10 | 1.27324 | 0.00000 | 0.00000 | ||
| 75 | 2024.01.02 08:00 | modify | 16 | 0.10 | 1.27324 | 1.28524 | 1.24924 | ||
| 76 | 2024.01.05 20:00 | buy | 17 | 0.10 | 1.27257 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.05 20:00 | modify | 17 | 0.10 | 1.27257 | 1.26057 | 1.29657 | ||
| 78 | 2024.01.16 12:00 | modify | 17 | 0.10 | 1.27257 | 1.26057 | 1.28957 | ||
| 79 | 2024.01.17 04:00 | modify | 17 | 0.10 | 1.27257 | 1.26057 | 1.28657 | ||
| 80 | 2024.01.17 08:00 | s/l | 17 | 0.10 | 1.26057 | 1.26057 | 1.28657 | -121.79 | 11035.16 |
| 81 | 2024.01.17 12:00 | sell | 18 | 0.10 | 1.26912 | 0.00000 | 0.00000 | ||
| 82 | 2024.01.17 12:00 | modify | 18 | 0.10 | 1.26912 | 1.28112 | 1.24512 | ||
| 83 | 2024.02.02 12:00 | modify | 18 | 0.10 | 1.26912 | 1.28112 | 1.25212 | ||
| 84 | 2024.02.05 12:00 | modify | 16 | 0.10 | 1.27324 | 1.27768 | 1.24924 | ||
| 85 | 2024.02.05 16:00 | t/p | 18 | 0.10 | 1.25212 | 1.28112 | 1.25212 | 169.11 | 11204.27 |
| 86 | 2024.02.05 16:00 | modify | 16 | 0.10 | 1.27324 | 1.26124 | 1.24924 | ||
| 87 | 2024.02.07 04:00 | s/l | 16 | 0.10 | 1.26124 | 1.26124 | 1.24924 | 118.31 | 11322.58 |
| 88 | 2024.02.13 16:00 | buy | 19 | 0.10 | 1.26038 | 0.00000 | 0.00000 | ||
| 89 | 2024.02.13 16:00 | modify | 19 | 0.10 | 1.26038 | 1.24838 | 1.28438 | ||
| 90 | 2024.02.22 16:00 | buy | 20 | 0.10 | 1.26238 | 0.00000 | 0.00000 | ||
| 91 | 2024.02.22 16:00 | modify | 20 | 0.10 | 1.26238 | 1.25038 | 1.28638 | ||
| 92 | 2024.03.06 16:00 | modify | 19 | 0.10 | 1.26038 | 1.25421 | 1.28438 | ||
| 93 | 2024.03.07 12:00 | modify | 20 | 0.10 | 1.26238 | 1.25546 | 1.28638 | ||
| 94 | 2024.03.07 16:00 | modify | 20 | 0.10 | 1.26238 | 1.26238 | 1.28638 | ||
| 95 | 2024.03.07 16:00 | modify | 19 | 0.10 | 1.26038 | 1.27238 | 1.28438 | ||
| 96 | 2024.03.07 20:00 | modify | 20 | 0.10 | 1.26238 | 1.27438 | 1.28638 | ||
| 97 | 2024.03.08 12:00 | modify | 19 | 0.10 | 1.26038 | 1.28038 | 1.28438 | ||
| 98 | 2024.03.08 16:00 | t/p | 19 | 0.10 | 1.28438 | 1.28038 | 1.28438 | 235.35 | 11557.92 |
| 99 | 2024.03.08 16:00 | t/p | 20 | 0.10 | 1.28638 | 1.27438 | 1.28638 | 237.31 | 11795.24 |
| 100 | 2024.03.19 20:00 | sell | 21 | 0.10 | 1.27209 | 0.00000 | 0.00000 | ||
| 101 | 2024.03.19 20:00 | modify | 21 | 0.10 | 1.27209 | 1.28409 | 1.24809 | ||
| 102 | 2024.03.21 00:00 | modify | 21 | 0.10 | 1.27209 | 1.28409 | 1.25509 | ||
| 103 | 2024.03.21 20:00 | sell | 22 | 0.10 | 1.26507 | 0.00000 | 0.00000 | ||
| 104 | 2024.03.21 20:00 | modify | 22 | 0.10 | 1.26507 | 1.27707 | 1.24107 | ||
| 105 | 2024.03.22 12:00 | modify | 21 | 0.10 | 1.27209 | 1.27861 | 1.25509 | ||
| 106 | 2024.04.01 16:00 | t/p | 21 | 0.10 | 1.25509 | 1.27861 | 1.25509 | 169.39 | 11964.63 |
| 107 | 2024.04.10 20:00 | sell | 23 | 0.10 | 1.25410 | 0.00000 | 0.00000 | ||
| 108 | 2024.04.10 20:00 | modify | 23 | 0.10 | 1.25410 | 1.26610 | 1.23010 | ||
| 109 | 2024.04.12 12:00 | modify | 22 | 0.10 | 1.26507 | 1.26507 | 1.24107 | ||
| 110 | 2024.04.12 16:00 | modify | 22 | 0.10 | 1.26507 | 1.25307 | 1.24107 | ||
| 111 | 2024.04.16 20:00 | t/p | 22 | 0.10 | 1.24107 | 1.25307 | 1.24107 | 238.87 | 12203.50 |
| 112 | 2024.04.19 16:00 | modify | 23 | 0.10 | 1.25410 | 1.25995 | 1.23010 | ||
| 113 | 2024.04.19 20:00 | modify | 23 | 0.10 | 1.25410 | 1.25410 | 1.23010 | ||
| 114 | 2024.04.22 12:00 | modify | 23 | 0.10 | 1.25410 | 1.23410 | 1.23010 | ||
| 115 | 2024.04.22 16:00 | s/l | 23 | 0.10 | 1.23410 | 1.23410 | 1.23010 | 199.44 | 12402.93 |