Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 1917 | Ticks modelled | 32637662 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 477.85 | Gross profit | 778.86 | Gross loss | -301.01 |
| Profit factor | 2.59 | Expected payoff | 17.07 | ||
| Absolute drawdown | 134.32 | Maximal drawdown | 187.74 (1.86%) | Relative drawdown | 1.86% (187.74) |
| Total trades | 28 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 24 (54.17%) |
| Profit trades (% of total) | 17 (60.71%) | Loss trades (% of total) | 11 (39.29%) | ||
| Largest | profit trade | 112.06 | loss trade | -97.30 | |
| Average | profit trade | 45.82 | loss trade | -27.36 | |
| Maximum | consecutive wins (profit in money) | 10 (578.46) | consecutive losses (loss in money) | 2 (-125.24) | |
| Maximal | consecutive profit (count of wins) | 578.46 (10) | consecutive loss (count of losses) | -125.24 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.09 00:00 | buy | 1 | 0.10 | 1.55396 | 0.00000 | 0.00000 | ||
| 2 | 2022.08.09 00:00 | modify | 1 | 0.10 | 1.55396 | 1.54096 | 1.56896 | ||
| 3 | 2022.08.09 14:01 | buy | 2 | 0.10 | 1.55996 | 0.00000 | 0.00000 | ||
| 4 | 2022.08.09 14:01 | modify | 2 | 0.10 | 1.55996 | 1.55621 | 1.56896 | ||
| 5 | 2022.08.09 14:01 | modify | 1 | 0.10 | 1.55396 | 1.55621 | 1.56896 | ||
| 6 | 2022.08.09 14:57 | s/l | 1 | 0.10 | 1.55621 | 1.55621 | 1.56896 | 16.77 | 10016.77 |
| 7 | 2022.08.09 14:57 | s/l | 2 | 0.10 | 1.55621 | 1.55621 | 1.56896 | -27.94 | 9988.83 |
| 8 | 2022.08.19 00:00 | buy | 3 | 0.10 | 1.54504 | 0.00000 | 0.00000 | ||
| 9 | 2022.08.19 00:00 | modify | 3 | 0.10 | 1.54504 | 1.53204 | 1.56004 | ||
| 10 | 2022.08.22 11:03 | s/l | 3 | 0.10 | 1.53204 | 1.53204 | 1.56004 | -97.30 | 9891.53 |
| 11 | 2022.09.05 04:00 | buy | 4 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
| 12 | 2022.09.05 04:00 | modify | 4 | 0.10 | 1.50904 | 1.49604 | 1.52404 | ||
| 13 | 2022.09.05 22:08 | buy | 5 | 0.10 | 1.51504 | 0.00000 | 0.00000 | ||
| 14 | 2022.09.05 22:08 | modify | 5 | 0.10 | 1.51504 | 1.51129 | 1.52404 | ||
| 15 | 2022.09.05 22:08 | modify | 4 | 0.10 | 1.50904 | 1.51129 | 1.52404 | ||
| 16 | 2022.09.05 22:24 | buy | 6 | 0.10 | 1.51813 | 0.00000 | 0.00000 | ||
| 17 | 2022.09.05 22:24 | modify | 6 | 0.10 | 1.51813 | 1.51354 | 1.52404 | ||
| 18 | 2022.09.05 22:24 | modify | 5 | 0.10 | 1.51504 | 1.51354 | 1.52404 | ||
| 19 | 2022.09.05 22:24 | modify | 4 | 0.10 | 1.50904 | 1.51354 | 1.52404 | ||
| 20 | 2022.09.06 00:05 | buy | 7 | 0.10 | 1.51958 | 0.00000 | 0.00000 | ||
| 21 | 2022.09.06 00:05 | modify | 7 | 0.10 | 1.51958 | 1.51654 | 1.52404 | ||
| 22 | 2022.09.06 00:05 | modify | 6 | 0.10 | 1.51813 | 1.51654 | 1.52404 | ||
| 23 | 2022.09.06 00:05 | modify | 5 | 0.10 | 1.51504 | 1.51654 | 1.52404 | ||
| 24 | 2022.09.06 00:05 | modify | 4 | 0.10 | 1.50904 | 1.51654 | 1.52404 | ||
| 25 | 2022.09.06 04:02 | s/l | 4 | 0.10 | 1.51654 | 1.51654 | 1.52404 | 55.48 | 9947.01 |
| 26 | 2022.09.06 04:02 | s/l | 5 | 0.10 | 1.51654 | 1.51654 | 1.52404 | 10.76 | 9957.77 |
| 27 | 2022.09.06 04:02 | s/l | 6 | 0.10 | 1.51654 | 1.51654 | 1.52404 | -12.27 | 9945.49 |
| 28 | 2022.09.06 04:02 | s/l | 7 | 0.10 | 1.51654 | 1.51654 | 1.52404 | -22.65 | 9922.84 |
| 29 | 2023.03.03 00:00 | buy | 8 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
| 30 | 2023.03.03 00:00 | modify | 8 | 0.10 | 1.62523 | 1.61223 | 1.64023 | ||
| 31 | 2023.03.03 13:13 | buy | 9 | 0.10 | 1.63123 | 0.00000 | 0.00000 | ||
| 32 | 2023.03.03 13:13 | modify | 9 | 0.10 | 1.63123 | 1.62748 | 1.64023 | ||
| 33 | 2023.03.03 13:13 | modify | 8 | 0.10 | 1.62523 | 1.62748 | 1.64023 | ||
| 34 | 2023.03.03 13:31 | buy | 10 | 0.10 | 1.63425 | 0.00000 | 0.00000 | ||
| 35 | 2023.03.03 13:31 | modify | 10 | 0.10 | 1.63425 | 1.62973 | 1.64023 | ||
| 36 | 2023.03.03 13:31 | modify | 9 | 0.10 | 1.63123 | 1.62973 | 1.64023 | ||
| 37 | 2023.03.03 13:31 | modify | 8 | 0.10 | 1.62523 | 1.62973 | 1.64023 | ||
| 38 | 2023.03.03 14:00 | buy | 11 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 39 | 2023.03.03 14:00 | modify | 11 | 0.10 | 1.63574 | 1.63273 | 1.64023 | ||
| 40 | 2023.03.03 14:00 | modify | 10 | 0.10 | 1.63425 | 1.63273 | 1.64023 | ||
| 41 | 2023.03.03 14:00 | modify | 9 | 0.10 | 1.63123 | 1.63273 | 1.64023 | ||
| 42 | 2023.03.03 14:00 | modify | 8 | 0.10 | 1.62523 | 1.63273 | 1.64023 | ||
| 43 | 2023.03.03 15:00 | s/l | 8 | 0.10 | 1.63273 | 1.63273 | 1.64023 | 55.90 | 9978.74 |
| 44 | 2023.03.03 15:00 | s/l | 9 | 0.10 | 1.63273 | 1.63273 | 1.64023 | 11.18 | 9989.92 |
| 45 | 2023.03.03 15:00 | s/l | 10 | 0.10 | 1.63273 | 1.63273 | 1.64023 | -11.33 | 9978.59 |
| 46 | 2023.03.03 15:00 | s/l | 11 | 0.10 | 1.63273 | 1.63273 | 1.64023 | -22.44 | 9956.15 |
| 47 | 2023.03.30 04:00 | buy | 12 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
| 48 | 2023.03.30 04:00 | modify | 12 | 0.10 | 1.67057 | 1.65757 | 1.68557 | ||
| 49 | 2023.03.30 12:57 | buy | 13 | 0.10 | 1.67666 | 0.00000 | 0.00000 | ||
| 50 | 2023.03.30 12:57 | modify | 13 | 0.10 | 1.67666 | 1.67282 | 1.68557 | ||
| 51 | 2023.03.30 12:57 | modify | 12 | 0.10 | 1.67057 | 1.67282 | 1.68557 | ||
| 52 | 2023.03.30 13:15 | s/l | 12 | 0.10 | 1.67282 | 1.67282 | 1.68557 | 16.77 | 9972.92 |
| 53 | 2023.03.30 13:15 | s/l | 13 | 0.10 | 1.67282 | 1.67282 | 1.68557 | -28.62 | 9944.30 |
| 54 | 2023.04.03 04:00 | buy | 14 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
| 55 | 2023.04.03 04:00 | modify | 14 | 0.10 | 1.66029 | 1.64729 | 1.67529 | ||
| 56 | 2023.04.03 10:05 | buy | 15 | 0.10 | 1.66629 | 0.00000 | 0.00000 | ||
| 57 | 2023.04.03 10:05 | modify | 15 | 0.10 | 1.66629 | 1.66254 | 1.67529 | ||
| 58 | 2023.04.03 10:05 | modify | 14 | 0.10 | 1.66029 | 1.66254 | 1.67529 | ||
| 59 | 2023.04.03 12:21 | buy | 16 | 0.10 | 1.66930 | 0.00000 | 0.00000 | ||
| 60 | 2023.04.03 12:21 | modify | 16 | 0.10 | 1.66930 | 1.66479 | 1.67529 | ||
| 61 | 2023.04.03 12:21 | modify | 15 | 0.10 | 1.66629 | 1.66479 | 1.67529 | ||
| 62 | 2023.04.03 12:21 | modify | 14 | 0.10 | 1.66029 | 1.66479 | 1.67529 | ||
| 63 | 2023.04.03 16:08 | s/l | 14 | 0.10 | 1.66479 | 1.66479 | 1.67529 | 33.54 | 9977.84 |
| 64 | 2023.04.03 16:08 | s/l | 15 | 0.10 | 1.66479 | 1.66479 | 1.67529 | -11.18 | 9966.66 |
| 65 | 2023.04.03 16:08 | s/l | 16 | 0.10 | 1.66479 | 1.66479 | 1.67529 | -33.61 | 9933.05 |
| 66 | 2023.04.17 08:00 | buy | 17 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
| 67 | 2023.04.17 08:00 | modify | 17 | 0.10 | 1.65826 | 1.64526 | 1.67326 | ||
| 68 | 2023.04.18 11:03 | buy | 18 | 0.10 | 1.66429 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.18 11:03 | modify | 18 | 0.10 | 1.66429 | 1.66051 | 1.67326 | ||
| 70 | 2023.04.18 11:03 | modify | 17 | 0.10 | 1.65826 | 1.66051 | 1.67326 | ||
| 71 | 2023.04.19 06:00 | buy | 19 | 0.10 | 1.66726 | 0.00000 | 0.00000 | ||
| 72 | 2023.04.19 06:00 | modify | 19 | 0.10 | 1.66726 | 1.66276 | 1.67326 | ||
| 73 | 2023.04.19 06:00 | modify | 18 | 0.10 | 1.66429 | 1.66276 | 1.67326 | ||
| 74 | 2023.04.19 06:00 | modify | 17 | 0.10 | 1.65826 | 1.66276 | 1.67326 | ||
| 75 | 2023.04.19 06:44 | buy | 20 | 0.10 | 1.66876 | 0.00000 | 0.00000 | ||
| 76 | 2023.04.19 06:44 | modify | 20 | 0.10 | 1.66876 | 1.66576 | 1.67326 | ||
| 77 | 2023.04.19 06:44 | modify | 19 | 0.10 | 1.66726 | 1.66576 | 1.67326 | ||
| 78 | 2023.04.19 06:44 | modify | 18 | 0.10 | 1.66429 | 1.66576 | 1.67326 | ||
| 79 | 2023.04.19 06:44 | modify | 17 | 0.10 | 1.65826 | 1.66576 | 1.67326 | ||
| 80 | 2023.04.19 14:00 | t/p | 17 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 110.95 | 10044.00 |
| 81 | 2023.04.19 14:00 | t/p | 18 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 66.43 | 10110.43 |
| 82 | 2023.04.19 14:00 | t/p | 19 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 44.71 | 10155.14 |
| 83 | 2023.04.19 14:00 | t/p | 20 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 33.54 | 10188.68 |
| 84 | 2023.07.14 00:00 | sell | 21 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
| 85 | 2023.07.14 00:00 | modify | 21 | 0.10 | 1.72137 | 1.73437 | 1.70637 | ||
| 86 | 2023.07.18 23:28 | sell | 22 | 0.10 | 1.71528 | 0.00000 | 0.00000 | ||
| 87 | 2023.07.18 23:28 | modify | 22 | 0.10 | 1.71528 | 1.71912 | 1.70637 | ||
| 88 | 2023.07.18 23:28 | modify | 21 | 0.10 | 1.72137 | 1.71912 | 1.70637 | ||
| 89 | 2023.07.19 06:00 | sell | 23 | 0.10 | 1.71236 | 0.00000 | 0.00000 | ||
| 90 | 2023.07.19 06:00 | modify | 23 | 0.10 | 1.71236 | 1.71687 | 1.70637 | ||
| 91 | 2023.07.19 06:00 | modify | 22 | 0.10 | 1.71528 | 1.71687 | 1.70637 | ||
| 92 | 2023.07.19 06:00 | modify | 21 | 0.10 | 1.72137 | 1.71687 | 1.70637 | ||
| 93 | 2023.07.19 06:00 | sell | 24 | 0.10 | 1.71078 | 0.00000 | 0.00000 | ||
| 94 | 2023.07.19 06:00 | modify | 24 | 0.10 | 1.71078 | 1.71387 | 1.70637 | ||
| 95 | 2023.07.19 06:00 | modify | 23 | 0.10 | 1.71236 | 1.71387 | 1.70637 | ||
| 96 | 2023.07.19 06:00 | modify | 22 | 0.10 | 1.71528 | 1.71387 | 1.70637 | ||
| 97 | 2023.07.19 06:00 | modify | 21 | 0.10 | 1.72137 | 1.71387 | 1.70637 | ||
| 98 | 2023.07.19 06:08 | t/p | 21 | 0.10 | 1.70637 | 1.71387 | 1.70637 | 112.06 | 10300.74 |
| 99 | 2023.07.19 06:08 | t/p | 22 | 0.10 | 1.70637 | 1.71387 | 1.70637 | 66.49 | 10367.23 |
| 100 | 2023.07.19 06:08 | t/p | 23 | 0.10 | 1.70637 | 1.71387 | 1.70637 | 44.64 | 10411.87 |
| 101 | 2023.07.19 06:08 | t/p | 24 | 0.10 | 1.70637 | 1.71387 | 1.70637 | 32.87 | 10444.74 |
| 102 | 2023.07.28 00:00 | buy | 25 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
| 103 | 2023.07.28 00:00 | modify | 25 | 0.10 | 1.69263 | 1.67963 | 1.70763 | ||
| 104 | 2023.07.28 10:40 | buy | 26 | 0.10 | 1.69867 | 0.00000 | 0.00000 | ||
| 105 | 2023.07.28 10:40 | modify | 26 | 0.10 | 1.69867 | 1.69488 | 1.70763 | ||
| 106 | 2023.07.28 10:40 | modify | 25 | 0.10 | 1.69263 | 1.69488 | 1.70763 | ||
| 107 | 2023.07.28 11:08 | buy | 27 | 0.10 | 1.70165 | 0.00000 | 0.00000 | ||
| 108 | 2023.07.28 11:08 | modify | 27 | 0.10 | 1.70165 | 1.69713 | 1.70763 | ||
| 109 | 2023.07.28 11:08 | modify | 26 | 0.10 | 1.69867 | 1.69713 | 1.70763 | ||
| 110 | 2023.07.28 11:08 | modify | 25 | 0.10 | 1.69263 | 1.69713 | 1.70763 | ||
| 111 | 2023.07.28 14:02 | buy | 28 | 0.10 | 1.70313 | 0.00000 | 0.00000 | ||
| 112 | 2023.07.28 14:02 | modify | 28 | 0.10 | 1.70313 | 1.70013 | 1.70763 | ||
| 113 | 2023.07.28 14:02 | modify | 27 | 0.10 | 1.70165 | 1.70013 | 1.70763 | ||
| 114 | 2023.07.28 14:02 | modify | 26 | 0.10 | 1.69867 | 1.70013 | 1.70763 | ||
| 115 | 2023.07.28 14:02 | modify | 25 | 0.10 | 1.69263 | 1.70013 | 1.70763 | ||
| 116 | 2023.07.30 21:12 | s/l | 25 | 0.10 | 1.70013 | 1.70013 | 1.70763 | 55.90 | 10500.64 |
| 117 | 2023.07.30 21:12 | s/l | 26 | 0.10 | 1.70013 | 1.70013 | 1.70763 | 10.88 | 10511.52 |
| 118 | 2023.07.30 21:12 | s/l | 27 | 0.10 | 1.70013 | 1.70013 | 1.70763 | -11.32 | 10500.20 |
| 119 | 2023.07.30 21:12 | s/l | 28 | 0.10 | 1.70013 | 1.70013 | 1.70763 | -22.35 | 10477.85 |