Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 780.19 | Gross profit | 1022.86 | Gross loss | -242.67 |
| Profit factor | 4.22 | Expected payoff | 43.34 | ||
| Absolute drawdown | 8.95 | Maximal drawdown | 125.46 (1.17%) | Relative drawdown | 1.17% (125.46) |
| Total trades | 18 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 96.47 | loss trade | -44.84 | |
| Average | profit trade | 85.24 | loss trade | -40.45 | |
| Maximum | consecutive wins (profit in money) | 4 (325.92) | consecutive losses (loss in money) | 2 (-88.78) | |
| Maximal | consecutive profit (count of wins) | 325.92 (4) | consecutive loss (count of losses) | -88.78 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.14 04:00 | sell | 1 | 0.10 | 1.64869 | 0.00000 | 0.00000 | ||
| 2 | 2022.04.14 04:00 | modify | 1 | 0.10 | 1.64869 | 1.65469 | 1.63569 | ||
| 3 | 2022.04.19 08:00 | t/p | 1 | 0.10 | 1.63569 | 1.65469 | 1.63569 | 96.38 | 10096.38 |
| 4 | 2022.04.29 00:00 | buy | 2 | 0.10 | 1.59644 | 0.00000 | 0.00000 | ||
| 5 | 2022.04.29 00:00 | modify | 2 | 0.10 | 1.59644 | 1.59044 | 1.60944 | ||
| 6 | 2022.04.29 20:00 | t/p | 2 | 0.10 | 1.60944 | 1.59044 | 1.60944 | 96.24 | 10192.62 |
| 7 | 2022.05.02 04:00 | sell | 3 | 0.10 | 1.61548 | 0.00000 | 0.00000 | ||
| 8 | 2022.05.02 04:00 | modify | 3 | 0.10 | 1.61548 | 1.62148 | 1.60248 | ||
| 9 | 2022.05.04 04:00 | t/p | 3 | 0.10 | 1.60248 | 1.62148 | 1.60248 | 96.30 | 10288.92 |
| 10 | 2022.06.02 00:00 | buy | 4 | 0.10 | 1.58179 | 0.00000 | 0.00000 | ||
| 11 | 2022.06.02 00:00 | modify | 4 | 0.10 | 1.58179 | 1.57579 | 1.59479 | ||
| 12 | 2022.06.03 16:00 | s/l | 4 | 0.10 | 1.57579 | 1.57579 | 1.59479 | -44.84 | 10244.07 |
| 13 | 2022.06.10 04:00 | sell | 5 | 0.10 | 1.58660 | 0.00000 | 0.00000 | ||
| 14 | 2022.06.10 04:00 | modify | 5 | 0.10 | 1.58660 | 1.59260 | 1.57360 | ||
| 15 | 2022.06.10 20:00 | t/p | 5 | 0.10 | 1.57360 | 1.59260 | 1.57360 | 96.11 | 10340.18 |
| 16 | 2022.08.09 00:00 | buy | 6 | 0.10 | 1.55396 | 0.00000 | 0.00000 | ||
| 17 | 2022.08.09 00:00 | modify | 6 | 0.10 | 1.55396 | 1.54796 | 1.56696 | ||
| 18 | 2022.08.10 12:00 | buy | 7 | 0.10 | 1.56186 | 0.00000 | 0.00000 | ||
| 19 | 2022.08.10 12:00 | modify | 7 | 0.10 | 1.56186 | 1.55916 | 1.56696 | ||
| 20 | 2022.08.10 12:00 | modify | 6 | 0.10 | 1.55396 | 1.55916 | 1.56696 | ||
| 21 | 2022.08.10 16:00 | t/p | 6 | 0.10 | 1.56696 | 1.55916 | 1.56696 | 95.82 | 10436.00 |
| 22 | 2022.08.10 16:00 | t/p | 7 | 0.10 | 1.56696 | 1.55916 | 1.56696 | 37.75 | 10473.75 |
| 23 | 2022.08.15 00:00 | buy | 8 | 0.10 | 1.55028 | 0.00000 | 0.00000 | ||
| 24 | 2022.08.15 00:00 | modify | 8 | 0.10 | 1.55028 | 1.54428 | 1.56328 | ||
| 25 | 2022.08.15 16:00 | t/p | 8 | 0.10 | 1.56328 | 1.54428 | 1.56328 | 96.24 | 10569.99 |
| 26 | 2022.08.19 00:00 | buy | 9 | 0.10 | 1.54504 | 0.00000 | 0.00000 | ||
| 27 | 2022.08.19 00:00 | modify | 9 | 0.10 | 1.54504 | 1.53904 | 1.55804 | ||
| 28 | 2022.08.19 12:00 | s/l | 9 | 0.10 | 1.53904 | 1.53904 | 1.55804 | -44.42 | 10525.57 |
| 29 | 2022.09.05 04:00 | buy | 10 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
| 30 | 2022.09.05 04:00 | modify | 10 | 0.10 | 1.50904 | 1.50304 | 1.52204 | ||
| 31 | 2022.09.06 08:00 | t/p | 10 | 0.10 | 1.52204 | 1.50304 | 1.52204 | 95.82 | 10621.39 |
| 32 | 2022.11.04 00:00 | buy | 11 | 0.10 | 1.53539 | 0.00000 | 0.00000 | ||
| 33 | 2022.11.04 00:00 | modify | 11 | 0.10 | 1.53539 | 1.52939 | 1.54839 | ||
| 34 | 2022.11.04 12:00 | s/l | 11 | 0.10 | 1.52939 | 1.52939 | 1.54839 | -44.42 | 10576.97 |
| 35 | 2022.12.02 04:00 | sell | 12 | 0.10 | 1.64608 | 0.00000 | 0.00000 | ||
| 36 | 2022.12.02 04:00 | modify | 12 | 0.10 | 1.64608 | 1.65208 | 1.63308 | ||
| 37 | 2022.12.02 20:00 | s/l | 12 | 0.10 | 1.65208 | 1.65208 | 1.63308 | -44.36 | 10532.61 |
| 38 | 2023.01.19 04:00 | sell | 13 | 0.10 | 1.66503 | 0.00000 | 0.00000 | ||
| 39 | 2023.01.19 04:00 | modify | 13 | 0.10 | 1.66503 | 1.67103 | 1.65203 | ||
| 40 | 2023.01.23 12:00 | t/p | 13 | 0.10 | 1.65203 | 1.67103 | 1.65203 | 96.29 | 10628.90 |
| 41 | 2023.02.03 04:00 | buy | 14 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
| 42 | 2023.02.03 04:00 | modify | 14 | 0.10 | 1.62823 | 1.62223 | 1.64123 | ||
| 43 | 2023.02.03 16:00 | s/l | 14 | 0.10 | 1.62223 | 1.62223 | 1.64123 | -44.42 | 10584.48 |
| 44 | 2023.02.22 00:00 | sell | 15 | 0.10 | 1.63862 | 0.00000 | 0.00000 | ||
| 45 | 2023.02.22 00:00 | modify | 15 | 0.10 | 1.63862 | 1.64462 | 1.62562 | ||
| 46 | 2023.02.24 20:00 | t/p | 15 | 0.10 | 1.62562 | 1.64462 | 1.62562 | 96.47 | 10680.94 |
| 47 | 2023.03.03 00:00 | buy | 16 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
| 48 | 2023.03.03 00:00 | modify | 16 | 0.10 | 1.62523 | 1.61923 | 1.63823 | ||
| 49 | 2023.03.06 16:00 | t/p | 16 | 0.10 | 1.63823 | 1.61923 | 1.63823 | 95.82 | 10776.76 |
| 50 | 2023.03.30 04:00 | buy | 17 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
| 51 | 2023.03.30 04:00 | modify | 17 | 0.10 | 1.67057 | 1.66457 | 1.68357 | ||
| 52 | 2023.03.31 04:00 | buy | 18 | 0.10 | 1.67655 | 0.00000 | 0.00000 | ||
| 53 | 2023.03.31 04:00 | modify | 18 | 0.10 | 1.67655 | 1.67382 | 1.68357 | ||
| 54 | 2023.03.31 04:00 | modify | 17 | 0.10 | 1.67057 | 1.67382 | 1.68357 | ||
| 55 | 2023.03.31 16:00 | s/l | 17 | 0.10 | 1.67382 | 1.67382 | 1.68357 | 23.64 | 10800.40 |
| 56 | 2023.03.31 16:00 | s/l | 18 | 0.10 | 1.67382 | 1.67382 | 1.68357 | -20.21 | 10780.19 |