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 20:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79402 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1657.49 | Gross profit | 2501.75 | Gross loss | -844.25 |
| Profit factor | 2.96 | Expected payoff | 75.34 | ||
| Absolute drawdown | 38.75 | Maximal drawdown | 490.02 (4.59%) | Relative drawdown | 4.59% (490.02) |
| Total trades | 22 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
| Largest | profit trade | 239.28 | loss trade | -121.79 | |
| Average | profit trade | 178.70 | loss trade | -105.53 | |
| Maximum | consecutive wins (profit in money) | 7 (1327.87) | consecutive losses (loss in money) | 4 (-481.76) | |
| Maximal | consecutive profit (count of wins) | 1327.87 (7) | consecutive loss (count of losses) | -481.76 (4) | |
| Average | consecutive wins | 2 | 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 | 2023.05.23 10:05 | modify | 1 | 0.10 | 1.25104 | 1.25768 | 1.22704 | ||
| 4 | 2023.05.25 01:30 | modify | 1 | 0.10 | 1.25104 | 1.25550 | 1.22704 | ||
| 5 | 2023.05.25 01:40 | modify | 1 | 0.10 | 1.25104 | 1.25104 | 1.22704 | ||
| 6 | 2023.05.25 13:40 | modify | 1 | 0.10 | 1.25104 | 1.23904 | 1.22704 | ||
| 7 | 2023.05.26 11:30 | s/l | 1 | 0.10 | 1.23904 | 1.23904 | 1.22704 | 119.39 | 10119.39 |
| 8 | 2023.05.31 08:00 | buy | 2 | 0.10 | 1.23640 | 0.00000 | 0.00000 | ||
| 9 | 2023.05.31 08:00 | modify | 2 | 0.10 | 1.23640 | 1.22440 | 1.26040 | ||
| 10 | 2023.06.01 13:30 | modify | 2 | 0.10 | 1.23640 | 1.23009 | 1.26040 | ||
| 11 | 2023.06.01 14:40 | modify | 2 | 0.10 | 1.23640 | 1.23640 | 1.26040 | ||
| 12 | 2023.06.02 03:15 | modify | 2 | 0.10 | 1.23640 | 1.24840 | 1.26040 | ||
| 13 | 2023.06.02 14:40 | s/l | 2 | 0.10 | 1.24840 | 1.24840 | 1.26040 | 119.28 | 10238.67 |
| 14 | 2023.06.05 16:00 | sell | 3 | 0.10 | 1.24378 | 0.00000 | 0.00000 | ||
| 15 | 2023.06.05 16:00 | modify | 3 | 0.10 | 1.24378 | 1.25578 | 1.21978 | ||
| 16 | 2023.06.08 13:30 | modify | 3 | 0.10 | 1.24378 | 1.25578 | 1.22678 | ||
| 17 | 2023.06.08 14:40 | modify | 3 | 0.10 | 1.24378 | 1.25578 | 1.22978 | ||
| 18 | 2023.06.08 15:40 | s/l | 3 | 0.10 | 1.25578 | 1.25578 | 1.22978 | -120.23 | 10118.44 |
| 19 | 2023.06.12 16:00 | buy | 4 | 0.10 | 1.24914 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.12 16:00 | modify | 4 | 0.10 | 1.24914 | 1.23714 | 1.27314 | ||
| 21 | 2023.06.13 16:40 | modify | 4 | 0.10 | 1.24914 | 1.24244 | 1.27314 | ||
| 22 | 2023.06.14 09:40 | modify | 4 | 0.10 | 1.24914 | 1.24463 | 1.27314 | ||
| 23 | 2023.06.14 12:10 | modify | 4 | 0.10 | 1.24914 | 1.24914 | 1.27314 | ||
| 24 | 2023.06.14 12:40 | modify | 4 | 0.10 | 1.24914 | 1.26114 | 1.27314 | ||
| 25 | 2023.06.15 13:40 | modify | 4 | 0.10 | 1.24914 | 1.26914 | 1.27314 | ||
| 26 | 2023.06.15 14:20 | t/p | 4 | 0.10 | 1.27314 | 1.26914 | 1.27314 | 239.10 | 10357.54 |
| 27 | 2023.07.19 16:00 | sell | 5 | 0.10 | 1.28956 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.19 16:00 | modify | 5 | 0.10 | 1.28956 | 1.30156 | 1.26556 | ||
| 29 | 2023.07.20 01:40 | modify | 5 | 0.10 | 1.28956 | 1.30156 | 1.27256 | ||
| 30 | 2023.07.27 08:40 | modify | 5 | 0.10 | 1.28956 | 1.30156 | 1.27556 | ||
| 31 | 2023.07.28 04:40 | modify | 5 | 0.10 | 1.28956 | 1.29656 | 1.27556 | ||
| 32 | 2023.08.01 14:40 | t/p | 5 | 0.10 | 1.27556 | 1.29656 | 1.27556 | 139.39 | 10496.93 |
| 33 | 2023.08.23 16:00 | sell | 6 | 0.10 | 1.27128 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.23 16:00 | modify | 6 | 0.10 | 1.27128 | 1.28328 | 1.24728 | ||
| 35 | 2023.08.25 01:40 | modify | 6 | 0.10 | 1.27128 | 1.27823 | 1.24728 | ||
| 36 | 2023.08.25 14:40 | modify | 6 | 0.10 | 1.27128 | 1.27128 | 1.24728 | ||
| 37 | 2023.08.30 12:40 | s/l | 6 | 0.10 | 1.27128 | 1.27128 | 1.24728 | -0.33 | 10496.60 |
| 38 | 2023.09.04 12:00 | sell | 7 | 0.10 | 1.26276 | 0.00000 | 0.00000 | ||
| 39 | 2023.09.04 12:00 | modify | 7 | 0.10 | 1.26276 | 1.27476 | 1.23876 | ||
| 40 | 2023.09.06 14:33 | modify | 7 | 0.10 | 1.26276 | 1.26845 | 1.23876 | ||
| 41 | 2023.09.07 07:40 | modify | 7 | 0.10 | 1.26276 | 1.26276 | 1.23876 | ||
| 42 | 2023.09.13 07:05 | modify | 7 | 0.10 | 1.26276 | 1.25076 | 1.23876 | ||
| 43 | 2023.09.13 13:40 | s/l | 7 | 0.10 | 1.25076 | 1.25076 | 1.23876 | 119.58 | 10616.18 |
| 44 | 2023.09.28 16:00 | buy | 8 | 0.10 | 1.22235 | 0.00000 | 0.00000 | ||
| 45 | 2023.09.28 16:00 | modify | 8 | 0.10 | 1.22235 | 1.21035 | 1.24635 | ||
| 46 | 2023.10.02 10:40 | modify | 8 | 0.10 | 1.22235 | 1.21035 | 1.23935 | ||
| 47 | 2023.10.02 14:40 | modify | 8 | 0.10 | 1.22235 | 1.21035 | 1.23635 | ||
| 48 | 2023.10.02 18:40 | s/l | 8 | 0.10 | 1.21035 | 1.21035 | 1.23635 | -120.36 | 10495.82 |
| 49 | 2023.10.03 16:00 | sell | 9 | 0.10 | 1.20658 | 0.00000 | 0.00000 | ||
| 50 | 2023.10.03 16:00 | modify | 9 | 0.10 | 1.20658 | 1.21858 | 1.18258 | ||
| 51 | 2023.10.04 09:40 | modify | 9 | 0.10 | 1.20658 | 1.21858 | 1.18958 | ||
| 52 | 2023.10.04 12:40 | modify | 9 | 0.10 | 1.20658 | 1.21858 | 1.19258 | ||
| 53 | 2023.10.05 16:40 | s/l | 9 | 0.10 | 1.21858 | 1.21858 | 1.19258 | -120.19 | 10375.63 |
| 54 | 2023.10.12 20:00 | sell | 10 | 0.10 | 1.21752 | 0.00000 | 0.00000 | ||
| 55 | 2023.10.12 20:00 | modify | 10 | 0.10 | 1.21752 | 1.22952 | 1.19352 | ||
| 56 | 2023.10.23 17:30 | modify | 10 | 0.10 | 1.21752 | 1.22952 | 1.20052 | ||
| 57 | 2023.10.24 02:40 | modify | 10 | 0.10 | 1.21752 | 1.22952 | 1.20352 | ||
| 58 | 2023.10.24 12:00 | buy | 11 | 0.10 | 1.22217 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.24 12:00 | modify | 11 | 0.10 | 1.22217 | 1.21017 | 1.24617 | ||
| 60 | 2023.10.25 07:30 | modify | 11 | 0.10 | 1.22217 | 1.21017 | 1.23917 | ||
| 61 | 2023.10.25 09:40 | modify | 11 | 0.10 | 1.22217 | 1.21017 | 1.23617 | ||
| 62 | 2023.10.25 22:40 | s/l | 11 | 0.10 | 1.21017 | 1.21017 | 1.23617 | -120.18 | 10255.45 |
| 63 | 2023.11.01 12:00 | buy | 12 | 0.10 | 1.21284 | 0.00000 | 0.00000 | ||
| 64 | 2023.11.01 12:00 | modify | 12 | 0.10 | 1.21284 | 1.20084 | 1.23684 | ||
| 65 | 2023.11.03 12:20 | modify | 12 | 0.10 | 1.21284 | 1.20668 | 1.23684 | ||
| 66 | 2023.11.03 12:30 | s/l | 10 | 0.10 | 1.22952 | 1.22952 | 1.20352 | -121.03 | 10134.42 |
| 67 | 2023.11.03 12:30 | modify | 12 | 0.10 | 1.21284 | 1.21284 | 1.23684 | ||
| 68 | 2023.11.03 12:40 | modify | 12 | 0.10 | 1.21284 | 1.22484 | 1.23684 | ||
| 69 | 2023.11.03 14:40 | modify | 12 | 0.10 | 1.21284 | 1.23284 | 1.23684 | ||
| 70 | 2023.11.03 15:40 | t/p | 12 | 0.10 | 1.23684 | 1.23284 | 1.23684 | 239.28 | 10373.70 |
| 71 | 2023.11.09 16:00 | sell | 13 | 0.10 | 1.22868 | 0.00000 | 0.00000 | ||
| 72 | 2023.11.09 16:00 | modify | 13 | 0.10 | 1.22868 | 1.24068 | 1.20468 | ||
| 73 | 2023.11.14 13:30 | modify | 13 | 0.10 | 1.22868 | 1.24068 | 1.21168 | ||
| 74 | 2023.11.14 13:40 | s/l | 13 | 0.10 | 1.24068 | 1.24068 | 1.21168 | -120.14 | 10253.56 |
| 75 | 2023.11.15 20:00 | buy | 14 | 0.10 | 1.24211 | 0.00000 | 0.00000 | ||
| 76 | 2023.11.15 20:00 | modify | 14 | 0.10 | 1.24211 | 1.23011 | 1.26611 | ||
| 77 | 2023.11.21 10:40 | modify | 14 | 0.10 | 1.24211 | 1.23533 | 1.26611 | ||
| 78 | 2023.11.24 12:30 | modify | 14 | 0.10 | 1.24211 | 1.23750 | 1.26611 | ||
| 79 | 2023.11.24 14:20 | modify | 14 | 0.10 | 1.24211 | 1.24211 | 1.26611 | ||
| 80 | 2023.11.24 15:20 | modify | 14 | 0.10 | 1.24211 | 1.25411 | 1.26611 | ||
| 81 | 2023.11.27 12:40 | modify | 14 | 0.10 | 1.24211 | 1.26211 | 1.26611 | ||
| 82 | 2023.11.27 14:30 | s/l | 14 | 0.10 | 1.26211 | 1.26211 | 1.26611 | 197.85 | 10451.42 |
| 83 | 2024.01.02 08:00 | sell | 15 | 0.10 | 1.27324 | 0.00000 | 0.00000 | ||
| 84 | 2024.01.02 08:00 | modify | 15 | 0.10 | 1.27324 | 1.28524 | 1.24924 | ||
| 85 | 2024.01.05 20:00 | buy | 16 | 0.10 | 1.27257 | 0.00000 | 0.00000 | ||
| 86 | 2024.01.05 20:00 | modify | 16 | 0.10 | 1.27257 | 1.26057 | 1.29657 | ||
| 87 | 2024.01.16 08:40 | modify | 16 | 0.10 | 1.27257 | 1.26057 | 1.28957 | ||
| 88 | 2024.01.16 10:40 | modify | 16 | 0.10 | 1.27257 | 1.26057 | 1.28657 | ||
| 89 | 2024.01.17 05:40 | s/l | 16 | 0.10 | 1.26057 | 1.26057 | 1.28657 | -121.79 | 10329.63 |
| 90 | 2024.01.17 06:40 | modify | 15 | 0.10 | 1.27324 | 1.27993 | 1.24924 | ||
| 91 | 2024.01.17 12:00 | sell | 17 | 0.10 | 1.26912 | 0.00000 | 0.00000 | ||
| 92 | 2024.01.17 12:00 | modify | 17 | 0.10 | 1.26912 | 1.28112 | 1.24512 | ||
| 93 | 2024.01.24 09:40 | modify | 17 | 0.10 | 1.26912 | 1.28112 | 1.25212 | ||
| 94 | 2024.02.05 11:40 | modify | 15 | 0.10 | 1.27324 | 1.27747 | 1.24924 | ||
| 95 | 2024.02.05 12:26 | modify | 15 | 0.10 | 1.27324 | 1.27324 | 1.24924 | ||
| 96 | 2024.02.05 12:53 | modify | 17 | 0.10 | 1.26912 | 1.27582 | 1.25212 | ||
| 97 | 2024.02.05 14:15 | modify | 15 | 0.10 | 1.27324 | 1.26124 | 1.24924 | ||
| 98 | 2024.02.05 15:20 | modify | 17 | 0.10 | 1.26912 | 1.27338 | 1.25212 | ||
| 99 | 2024.02.05 15:33 | t/p | 17 | 0.10 | 1.25212 | 1.27338 | 1.25212 | 169.11 | 10498.73 |
| 100 | 2024.02.07 01:40 | s/l | 15 | 0.10 | 1.26124 | 1.26124 | 1.24924 | 118.31 | 10617.04 |
| 101 | 2024.02.13 16:00 | buy | 18 | 0.10 | 1.26038 | 0.00000 | 0.00000 | ||
| 102 | 2024.02.13 16:00 | modify | 18 | 0.10 | 1.26038 | 1.24838 | 1.28438 | ||
| 103 | 2024.02.22 16:00 | buy | 19 | 0.10 | 1.26238 | 0.00000 | 0.00000 | ||
| 104 | 2024.02.22 16:00 | modify | 19 | 0.10 | 1.26238 | 1.25038 | 1.28638 | ||
| 105 | 2024.03.05 15:33 | modify | 18 | 0.10 | 1.26038 | 1.25347 | 1.28438 | ||
| 106 | 2024.03.06 16:30 | modify | 19 | 0.10 | 1.26238 | 1.25550 | 1.28638 | ||
| 107 | 2024.03.06 16:30 | modify | 18 | 0.10 | 1.26038 | 1.25550 | 1.28438 | ||
| 108 | 2024.03.07 14:30 | modify | 18 | 0.10 | 1.26038 | 1.26038 | 1.28438 | ||
| 109 | 2024.03.07 15:20 | modify | 19 | 0.10 | 1.26238 | 1.25755 | 1.28638 | ||
| 110 | 2024.03.07 15:40 | modify | 19 | 0.10 | 1.26238 | 1.26238 | 1.28638 | ||
| 111 | 2024.03.07 15:40 | modify | 18 | 0.10 | 1.26038 | 1.27238 | 1.28438 | ||
| 112 | 2024.03.07 18:30 | modify | 19 | 0.10 | 1.26238 | 1.27438 | 1.28638 | ||
| 113 | 2024.03.08 09:30 | modify | 18 | 0.10 | 1.26038 | 1.28038 | 1.28438 | ||
| 114 | 2024.03.08 13:20 | t/p | 18 | 0.10 | 1.28438 | 1.28038 | 1.28438 | 235.35 | 10852.39 |
| 115 | 2024.03.08 13:20 | modify | 19 | 0.10 | 1.26238 | 1.28238 | 1.28638 | ||
| 116 | 2024.03.08 13:30 | t/p | 19 | 0.10 | 1.28638 | 1.28238 | 1.28638 | 237.31 | 11089.70 |
| 117 | 2024.03.19 20:00 | sell | 20 | 0.10 | 1.27209 | 0.00000 | 0.00000 | ||
| 118 | 2024.03.19 20:00 | modify | 20 | 0.10 | 1.27209 | 1.28409 | 1.24809 | ||
| 119 | 2024.03.20 22:30 | modify | 20 | 0.10 | 1.27209 | 1.28409 | 1.25509 | ||
| 120 | 2024.03.21 20:00 | sell | 21 | 0.10 | 1.26507 | 0.00000 | 0.00000 | ||
| 121 | 2024.03.21 20:00 | modify | 21 | 0.10 | 1.26507 | 1.27707 | 1.24107 | ||
| 122 | 2024.03.22 08:40 | modify | 20 | 0.10 | 1.27209 | 1.27876 | 1.25509 | ||
| 123 | 2024.04.01 14:33 | modify | 20 | 0.10 | 1.27209 | 1.27614 | 1.25509 | ||
| 124 | 2024.04.01 15:20 | modify | 20 | 0.10 | 1.27209 | 1.27209 | 1.25509 | ||
| 125 | 2024.04.01 15:40 | t/p | 20 | 0.10 | 1.25509 | 1.27209 | 1.25509 | 169.39 | 11259.09 |
| 126 | 2024.04.10 20:00 | sell | 22 | 0.10 | 1.25410 | 0.00000 | 0.00000 | ||
| 127 | 2024.04.10 20:00 | modify | 22 | 0.10 | 1.25410 | 1.26610 | 1.23010 | ||
| 128 | 2024.04.11 14:33 | modify | 21 | 0.10 | 1.26507 | 1.27161 | 1.24107 | ||
| 129 | 2024.04.12 09:40 | modify | 21 | 0.10 | 1.26507 | 1.26914 | 1.24107 | ||
| 130 | 2024.04.12 10:20 | modify | 21 | 0.10 | 1.26507 | 1.26507 | 1.24107 | ||
| 131 | 2024.04.12 11:05 | modify | 21 | 0.10 | 1.26507 | 1.25307 | 1.24107 | ||
| 132 | 2024.04.12 14:40 | modify | 21 | 0.10 | 1.26507 | 1.24507 | 1.24107 | ||
| 133 | 2024.04.12 15:30 | s/l | 21 | 0.10 | 1.24507 | 1.24507 | 1.24107 | 198.97 | 11458.06 |
| 134 | 2024.04.16 17:40 | modify | 22 | 0.10 | 1.25410 | 1.26085 | 1.23010 | ||
| 135 | 2024.04.19 16:30 | modify | 22 | 0.10 | 1.25410 | 1.25859 | 1.23010 | ||
| 136 | 2024.04.19 16:40 | modify | 22 | 0.10 | 1.25410 | 1.25410 | 1.23010 | ||
| 137 | 2024.04.22 07:40 | modify | 22 | 0.10 | 1.25410 | 1.24210 | 1.23010 | ||
| 138 | 2024.04.22 11:30 | modify | 22 | 0.10 | 1.25410 | 1.23410 | 1.23010 | ||
| 139 | 2024.04.22 15:40 | s/l | 22 | 0.10 | 1.23410 | 1.23410 | 1.23010 | 199.44 | 11657.49 |