Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
| 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=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=15; 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 | 31288776 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 390.85 | Gross profit | 457.28 | Gross loss | -66.43 |
| Profit factor | 6.88 | Expected payoff | 18.61 | ||
| Absolute drawdown | 39.01 | Maximal drawdown | 104.16 (1.00%) | Relative drawdown | 1.00% (104.16) |
| Total trades | 21 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
| Largest | profit trade | 73.34 | loss trade | -11.29 | |
| Average | profit trade | 30.49 | loss trade | -11.07 | |
| Maximum | consecutive wins (profit in money) | 5 (197.57) | consecutive losses (loss in money) | 1 (-11.29) | |
| Maximal | consecutive profit (count of wins) | 197.57 (5) | consecutive loss (count of losses) | -11.29 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.05 04:00 | buy | 1 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
| 2 | 2022.09.05 04:00 | modify | 1 | 0.10 | 1.50904 | 1.49904 | 1.51904 | ||
| 3 | 2022.09.05 07:48 | buy | 2 | 0.10 | 1.51155 | 0.00000 | 0.00000 | ||
| 4 | 2022.09.05 07:48 | modify | 2 | 0.10 | 1.51155 | 1.51004 | 1.51904 | ||
| 5 | 2022.09.05 07:48 | modify | 1 | 0.10 | 1.50904 | 1.51004 | 1.51904 | ||
| 6 | 2022.09.05 09:25 | buy | 3 | 0.10 | 1.51458 | 0.00000 | 0.00000 | ||
| 7 | 2022.09.05 09:25 | modify | 3 | 0.10 | 1.51458 | 1.51304 | 1.51904 | ||
| 8 | 2022.09.05 09:25 | modify | 2 | 0.10 | 1.51155 | 1.51304 | 1.51904 | ||
| 9 | 2022.09.05 09:25 | modify | 1 | 0.10 | 1.50904 | 1.51304 | 1.51904 | ||
| 10 | 2022.09.05 09:29 | s/l | 1 | 0.10 | 1.51304 | 1.51304 | 1.51904 | 29.34 | 10029.34 |
| 11 | 2022.09.05 09:29 | s/l | 2 | 0.10 | 1.51304 | 1.51304 | 1.51904 | 10.93 | 10040.27 |
| 12 | 2022.09.05 09:29 | s/l | 3 | 0.10 | 1.51304 | 1.51304 | 1.51904 | -11.29 | 10028.98 |
| 13 | 2022.12.16 00:00 | buy | 4 | 0.10 | 1.66521 | 0.00000 | 0.00000 | ||
| 14 | 2022.12.16 00:00 | modify | 4 | 0.10 | 1.66521 | 1.65521 | 1.67521 | ||
| 15 | 2022.12.16 11:18 | buy | 5 | 0.10 | 1.66771 | 0.00000 | 0.00000 | ||
| 16 | 2022.12.16 11:18 | modify | 5 | 0.10 | 1.66771 | 1.66621 | 1.67521 | ||
| 17 | 2022.12.16 11:18 | modify | 4 | 0.10 | 1.66521 | 1.66621 | 1.67521 | ||
| 18 | 2022.12.16 11:32 | s/l | 4 | 0.10 | 1.66621 | 1.66621 | 1.67521 | 7.34 | 10036.32 |
| 19 | 2022.12.16 11:32 | s/l | 5 | 0.10 | 1.66621 | 1.66621 | 1.67521 | -11.00 | 10025.32 |
| 20 | 2023.02.03 04:00 | buy | 6 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
| 21 | 2023.02.03 04:00 | modify | 6 | 0.10 | 1.62823 | 1.61823 | 1.63823 | ||
| 22 | 2023.02.03 09:00 | buy | 7 | 0.10 | 1.63074 | 0.00000 | 0.00000 | ||
| 23 | 2023.02.03 09:00 | modify | 7 | 0.10 | 1.63074 | 1.62923 | 1.63823 | ||
| 24 | 2023.02.03 09:00 | modify | 6 | 0.10 | 1.62823 | 1.62923 | 1.63823 | ||
| 25 | 2023.02.03 09:36 | buy | 8 | 0.10 | 1.63377 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.03 09:36 | modify | 8 | 0.10 | 1.63377 | 1.63223 | 1.63823 | ||
| 27 | 2023.02.03 09:36 | modify | 7 | 0.10 | 1.63074 | 1.63223 | 1.63823 | ||
| 28 | 2023.02.03 09:36 | modify | 6 | 0.10 | 1.62823 | 1.63223 | 1.63823 | ||
| 29 | 2023.02.03 09:47 | buy | 9 | 0.10 | 1.63424 | 0.00000 | 0.00000 | ||
| 30 | 2023.02.03 09:47 | modify | 9 | 0.10 | 1.63424 | 1.63173 | 1.63823 | ||
| 31 | 2023.02.03 09:47 | modify | 8 | 0.10 | 1.63377 | 1.63173 | 1.63823 | ||
| 32 | 2023.02.03 09:47 | modify | 7 | 0.10 | 1.63074 | 1.63173 | 1.63823 | ||
| 33 | 2023.02.03 09:47 | modify | 6 | 0.10 | 1.62823 | 1.63173 | 1.63823 | ||
| 34 | 2023.02.03 12:25 | t/p | 6 | 0.10 | 1.63823 | 1.63173 | 1.63823 | 73.34 | 10098.66 |
| 35 | 2023.02.03 12:25 | t/p | 7 | 0.10 | 1.63823 | 1.63173 | 1.63823 | 54.93 | 10153.59 |
| 36 | 2023.02.03 12:25 | t/p | 8 | 0.10 | 1.63823 | 1.63173 | 1.63823 | 32.71 | 10186.30 |
| 37 | 2023.02.03 12:25 | t/p | 9 | 0.10 | 1.63823 | 1.63173 | 1.63823 | 29.26 | 10215.56 |
| 38 | 2023.03.03 00:00 | buy | 10 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
| 39 | 2023.03.03 00:00 | modify | 10 | 0.10 | 1.62523 | 1.61523 | 1.63523 | ||
| 40 | 2023.03.03 10:26 | buy | 11 | 0.10 | 1.62773 | 0.00000 | 0.00000 | ||
| 41 | 2023.03.03 10:26 | modify | 11 | 0.10 | 1.62773 | 1.62623 | 1.63523 | ||
| 42 | 2023.03.03 10:26 | modify | 10 | 0.10 | 1.62523 | 1.62623 | 1.63523 | ||
| 43 | 2023.03.03 11:15 | s/l | 10 | 0.10 | 1.62623 | 1.62623 | 1.63523 | 7.33 | 10222.89 |
| 44 | 2023.03.03 11:15 | s/l | 11 | 0.10 | 1.62623 | 1.62623 | 1.63523 | -11.00 | 10211.89 |
| 45 | 2023.04.03 04:00 | buy | 12 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
| 46 | 2023.04.03 04:00 | modify | 12 | 0.10 | 1.66029 | 1.65029 | 1.67029 | ||
| 47 | 2023.04.03 05:46 | buy | 13 | 0.10 | 1.66279 | 0.00000 | 0.00000 | ||
| 48 | 2023.04.03 05:46 | modify | 13 | 0.10 | 1.66279 | 1.66129 | 1.67029 | ||
| 49 | 2023.04.03 05:46 | modify | 12 | 0.10 | 1.66029 | 1.66129 | 1.67029 | ||
| 50 | 2023.04.03 06:00 | s/l | 12 | 0.10 | 1.66129 | 1.66129 | 1.67029 | 7.33 | 10219.22 |
| 51 | 2023.04.03 06:00 | s/l | 13 | 0.10 | 1.66129 | 1.66129 | 1.67029 | -11.00 | 10208.22 |
| 52 | 2023.04.17 08:00 | buy | 14 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
| 53 | 2023.04.17 08:00 | modify | 14 | 0.10 | 1.65826 | 1.64826 | 1.66826 | ||
| 54 | 2023.04.17 11:50 | buy | 15 | 0.10 | 1.66078 | 0.00000 | 0.00000 | ||
| 55 | 2023.04.17 11:50 | modify | 15 | 0.10 | 1.66078 | 1.65926 | 1.66826 | ||
| 56 | 2023.04.17 11:50 | modify | 14 | 0.10 | 1.65826 | 1.65926 | 1.66826 | ||
| 57 | 2023.04.17 13:52 | s/l | 14 | 0.10 | 1.65926 | 1.65926 | 1.66826 | 7.33 | 10215.55 |
| 58 | 2023.04.17 13:52 | s/l | 15 | 0.10 | 1.65926 | 1.65926 | 1.66826 | -11.15 | 10204.40 |
| 59 | 2023.07.07 00:00 | sell | 16 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
| 60 | 2023.07.07 00:00 | modify | 16 | 0.10 | 1.70284 | 1.71284 | 1.69284 | ||
| 61 | 2023.07.10 07:37 | sell | 17 | 0.10 | 1.70034 | 0.00000 | 0.00000 | ||
| 62 | 2023.07.10 07:37 | modify | 17 | 0.10 | 1.70034 | 1.70184 | 1.69284 | ||
| 63 | 2023.07.10 07:37 | modify | 16 | 0.10 | 1.70284 | 1.70184 | 1.69284 | ||
| 64 | 2023.07.10 08:00 | s/l | 16 | 0.10 | 1.70184 | 1.70184 | 1.69284 | 7.42 | 10211.82 |
| 65 | 2023.07.10 08:00 | s/l | 17 | 0.10 | 1.70184 | 1.70184 | 1.69284 | -10.99 | 10200.83 |
| 66 | 2023.07.28 00:00 | buy | 18 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
| 67 | 2023.07.28 00:00 | modify | 18 | 0.10 | 1.69263 | 1.68263 | 1.70263 | ||
| 68 | 2023.07.28 08:34 | buy | 19 | 0.10 | 1.69518 | 0.00000 | 0.00000 | ||
| 69 | 2023.07.28 08:34 | modify | 19 | 0.10 | 1.69518 | 1.69363 | 1.70263 | ||
| 70 | 2023.07.28 08:34 | modify | 18 | 0.10 | 1.69263 | 1.69363 | 1.70263 | ||
| 71 | 2023.07.28 10:36 | buy | 20 | 0.10 | 1.69813 | 0.00000 | 0.00000 | ||
| 72 | 2023.07.28 10:36 | modify | 20 | 0.10 | 1.69813 | 1.69663 | 1.70263 | ||
| 73 | 2023.07.28 10:36 | modify | 19 | 0.10 | 1.69518 | 1.69663 | 1.70263 | ||
| 74 | 2023.07.28 10:36 | modify | 18 | 0.10 | 1.69263 | 1.69663 | 1.70263 | ||
| 75 | 2023.07.28 10:40 | buy | 21 | 0.10 | 1.69867 | 0.00000 | 0.00000 | ||
| 76 | 2023.07.28 10:40 | modify | 21 | 0.10 | 1.69867 | 1.69613 | 1.70263 | ||
| 77 | 2023.07.28 10:40 | modify | 20 | 0.10 | 1.69813 | 1.69613 | 1.70263 | ||
| 78 | 2023.07.28 10:40 | modify | 19 | 0.10 | 1.69518 | 1.69613 | 1.70263 | ||
| 79 | 2023.07.28 10:40 | modify | 18 | 0.10 | 1.69263 | 1.69613 | 1.70263 | ||
| 80 | 2023.07.28 14:02 | t/p | 18 | 0.10 | 1.70263 | 1.69613 | 1.70263 | 73.34 | 10274.17 |
| 81 | 2023.07.28 14:02 | t/p | 19 | 0.10 | 1.70263 | 1.69613 | 1.70263 | 54.64 | 10328.81 |
| 82 | 2023.07.28 14:02 | t/p | 20 | 0.10 | 1.70263 | 1.69613 | 1.70263 | 33.00 | 10361.81 |
| 83 | 2023.07.28 14:02 | t/p | 21 | 0.10 | 1.70263 | 1.69613 | 1.70263 | 29.04 | 10390.85 |