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 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 730.39 | Gross profit | 1323.91 | Gross loss | -593.53 |
| Profit factor | 2.23 | Expected payoff | 28.09 | ||
| Absolute drawdown | 275.77 | Maximal drawdown | 332.96 (3.31%) | Relative drawdown | 3.31% (332.96) |
| Total trades | 26 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 16 (61.54%) | Loss trades (% of total) | 10 (38.46%) | ||
| Largest | profit trade | 110.18 | loss trade | -74.60 | |
| Average | profit trade | 82.74 | loss trade | -59.35 | |
| Maximum | consecutive wins (profit in money) | 7 (583.04) | consecutive losses (loss in money) | 4 (-255.39) | |
| Maximal | consecutive profit (count of wins) | 583.04 (7) | consecutive loss (count of losses) | -255.39 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.06 16:00 | buy | 1 | 0.10 | 1.52896 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.06 16:00 | modify | 1 | 0.10 | 1.52896 | 1.51896 | 1.54396 | ||
| 3 | 2022.10.07 20:00 | s/l | 1 | 0.10 | 1.51896 | 1.51896 | 1.54396 | -73.76 | 9926.24 |
| 4 | 2022.10.17 16:00 | sell | 2 | 0.10 | 1.56763 | 0.00000 | 0.00000 | ||
| 5 | 2022.10.17 16:00 | modify | 2 | 0.10 | 1.56763 | 1.57763 | 1.55263 | ||
| 6 | 2022.10.18 08:00 | t/p | 2 | 0.10 | 1.55263 | 1.57763 | 1.55263 | 109.99 | 10036.23 |
| 7 | 2022.10.25 16:00 | sell | 3 | 0.10 | 1.56121 | 0.00000 | 0.00000 | ||
| 8 | 2022.10.25 16:00 | modify | 3 | 0.10 | 1.56121 | 1.57121 | 1.54621 | ||
| 9 | 2022.10.26 12:00 | s/l | 3 | 0.10 | 1.57121 | 1.57121 | 1.54621 | -73.18 | 9963.05 |
| 10 | 2022.11.29 16:00 | sell | 4 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
| 11 | 2022.11.29 16:00 | modify | 4 | 0.10 | 1.62862 | 1.63862 | 1.61362 | ||
| 12 | 2022.11.30 08:00 | sell | 5 | 0.10 | 1.62169 | 0.00000 | 0.00000 | ||
| 13 | 2022.11.30 08:00 | modify | 5 | 0.10 | 1.62169 | 1.62637 | 1.61362 | ||
| 14 | 2022.11.30 08:00 | modify | 4 | 0.10 | 1.62862 | 1.62637 | 1.61362 | ||
| 15 | 2022.11.30 12:00 | s/l | 4 | 0.10 | 1.62637 | 1.62637 | 1.61362 | 16.58 | 9979.63 |
| 16 | 2022.11.30 12:00 | s/l | 5 | 0.10 | 1.62637 | 1.62637 | 1.61362 | -34.29 | 9945.34 |
| 17 | 2022.12.06 16:00 | sell | 6 | 0.10 | 1.66754 | 0.00000 | 0.00000 | ||
| 18 | 2022.12.06 16:00 | modify | 6 | 0.10 | 1.66754 | 1.67754 | 1.65254 | ||
| 19 | 2022.12.12 12:00 | s/l | 6 | 0.10 | 1.67754 | 1.67754 | 1.65254 | -72.74 | 9872.60 |
| 20 | 2022.12.15 16:00 | buy | 7 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
| 21 | 2022.12.15 16:00 | modify | 7 | 0.10 | 1.66378 | 1.65378 | 1.67878 | ||
| 22 | 2022.12.20 12:00 | s/l | 7 | 0.10 | 1.65378 | 1.65378 | 1.67878 | -74.60 | 9797.99 |
| 23 | 2022.12.20 16:00 | buy | 8 | 0.10 | 1.65222 | 0.00000 | 0.00000 | ||
| 24 | 2022.12.20 16:00 | modify | 8 | 0.10 | 1.65222 | 1.64222 | 1.66722 | ||
| 25 | 2022.12.21 20:00 | s/l | 8 | 0.10 | 1.64222 | 1.64222 | 1.66722 | -73.76 | 9724.23 |
| 26 | 2022.12.27 16:00 | buy | 9 | 0.10 | 1.62278 | 0.00000 | 0.00000 | ||
| 27 | 2022.12.27 16:00 | modify | 9 | 0.10 | 1.62278 | 1.61278 | 1.63778 | ||
| 28 | 2022.12.28 12:00 | buy | 10 | 0.10 | 1.63198 | 0.00000 | 0.00000 | ||
| 29 | 2022.12.28 12:00 | modify | 10 | 0.10 | 1.63198 | 1.62728 | 1.63778 | ||
| 30 | 2022.12.28 12:00 | modify | 9 | 0.10 | 1.62278 | 1.62728 | 1.63778 | ||
| 31 | 2022.12.28 16:00 | t/p | 9 | 0.10 | 1.63778 | 1.62728 | 1.63778 | 109.59 | 9833.82 |
| 32 | 2022.12.28 16:00 | t/p | 10 | 0.10 | 1.63778 | 1.62728 | 1.63778 | 42.54 | 9876.36 |
| 33 | 2023.01.05 16:00 | buy | 11 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
| 34 | 2023.01.05 16:00 | modify | 11 | 0.10 | 1.61490 | 1.60490 | 1.62990 | ||
| 35 | 2023.01.09 08:00 | t/p | 11 | 0.10 | 1.62990 | 1.60490 | 1.62990 | 109.18 | 9985.54 |
| 36 | 2023.02.09 16:00 | sell | 12 | 0.10 | 1.63245 | 0.00000 | 0.00000 | ||
| 37 | 2023.02.09 16:00 | modify | 12 | 0.10 | 1.63245 | 1.64245 | 1.61745 | ||
| 38 | 2023.02.10 16:00 | t/p | 12 | 0.10 | 1.61745 | 1.64245 | 1.61745 | 109.99 | 10095.53 |
| 39 | 2023.02.10 16:00 | buy | 13 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
| 40 | 2023.02.10 16:00 | modify | 13 | 0.10 | 1.61284 | 1.60284 | 1.62784 | ||
| 41 | 2023.02.13 16:00 | buy | 14 | 0.10 | 1.61985 | 0.00000 | 0.00000 | ||
| 42 | 2023.02.13 16:00 | modify | 14 | 0.10 | 1.61985 | 1.61509 | 1.62784 | ||
| 43 | 2023.02.13 16:00 | modify | 13 | 0.10 | 1.61284 | 1.61509 | 1.62784 | ||
| 44 | 2023.02.14 12:00 | t/p | 13 | 0.10 | 1.62784 | 1.61509 | 1.62784 | 109.17 | 10204.69 |
| 45 | 2023.02.14 12:00 | t/p | 14 | 0.10 | 1.62784 | 1.61509 | 1.62784 | 58.18 | 10262.87 |
| 46 | 2023.02.21 16:00 | sell | 15 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
| 47 | 2023.02.21 16:00 | modify | 15 | 0.10 | 1.63865 | 1.64865 | 1.62365 | ||
| 48 | 2023.02.23 00:00 | sell | 16 | 0.10 | 1.63170 | 0.00000 | 0.00000 | ||
| 49 | 2023.02.23 00:00 | modify | 16 | 0.10 | 1.63170 | 1.63640 | 1.62365 | ||
| 50 | 2023.02.23 00:00 | modify | 15 | 0.10 | 1.63865 | 1.63640 | 1.62365 | ||
| 51 | 2023.02.24 00:00 | sell | 17 | 0.10 | 1.62736 | 0.00000 | 0.00000 | ||
| 52 | 2023.02.24 00:00 | modify | 17 | 0.10 | 1.62736 | 1.63265 | 1.62365 | ||
| 53 | 2023.02.24 00:00 | modify | 16 | 0.10 | 1.63170 | 1.63265 | 1.62365 | ||
| 54 | 2023.02.24 00:00 | modify | 15 | 0.10 | 1.63865 | 1.63265 | 1.62365 | ||
| 55 | 2023.02.24 12:00 | s/l | 15 | 0.10 | 1.63265 | 1.63265 | 1.62365 | 44.41 | 10307.28 |
| 56 | 2023.02.24 12:00 | s/l | 16 | 0.10 | 1.63265 | 1.63265 | 1.62365 | -6.87 | 10300.41 |
| 57 | 2023.02.24 12:00 | s/l | 17 | 0.10 | 1.63265 | 1.63265 | 1.62365 | -38.76 | 10261.65 |
| 58 | 2023.03.02 16:00 | buy | 18 | 0.10 | 1.62664 | 0.00000 | 0.00000 | ||
| 59 | 2023.03.02 16:00 | modify | 18 | 0.10 | 1.62664 | 1.61664 | 1.64164 | ||
| 60 | 2023.03.07 08:00 | t/p | 18 | 0.10 | 1.64164 | 1.61664 | 1.64164 | 108.75 | 10370.39 |
| 61 | 2023.04.14 16:00 | buy | 19 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
| 62 | 2023.04.14 16:00 | modify | 19 | 0.10 | 1.66145 | 1.65145 | 1.67645 | ||
| 63 | 2023.04.19 08:00 | buy | 20 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
| 64 | 2023.04.19 08:00 | modify | 20 | 0.10 | 1.67057 | 1.66595 | 1.67645 | ||
| 65 | 2023.04.19 08:00 | modify | 19 | 0.10 | 1.66145 | 1.66595 | 1.67645 | ||
| 66 | 2023.04.20 12:00 | t/p | 19 | 0.10 | 1.67645 | 1.66595 | 1.67645 | 107.48 | 10477.87 |
| 67 | 2023.04.20 12:00 | t/p | 20 | 0.10 | 1.67645 | 1.66595 | 1.67645 | 41.87 | 10519.74 |
| 68 | 2023.04.26 16:00 | sell | 21 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
| 69 | 2023.04.26 16:00 | modify | 21 | 0.10 | 1.69805 | 1.70805 | 1.68305 | ||
| 70 | 2023.05.03 16:00 | s/l | 21 | 0.10 | 1.70805 | 1.70805 | 1.68305 | -72.65 | 10447.09 |
| 71 | 2023.06.08 16:00 | sell | 22 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
| 72 | 2023.06.08 16:00 | modify | 22 | 0.10 | 1.67858 | 1.68858 | 1.66358 | ||
| 73 | 2023.06.14 20:00 | s/l | 22 | 0.10 | 1.68858 | 1.68858 | 1.66358 | -72.91 | 10374.18 |
| 74 | 2023.07.14 16:00 | sell | 23 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
| 75 | 2023.07.14 16:00 | modify | 23 | 0.10 | 1.73109 | 1.74109 | 1.71609 | ||
| 76 | 2023.07.18 16:00 | sell | 24 | 0.10 | 1.71972 | 0.00000 | 0.00000 | ||
| 77 | 2023.07.18 16:00 | modify | 24 | 0.10 | 1.71972 | 1.72509 | 1.71609 | ||
| 78 | 2023.07.18 16:00 | modify | 23 | 0.10 | 1.73109 | 1.72509 | 1.71609 | ||
| 79 | 2023.07.19 00:00 | t/p | 23 | 0.10 | 1.71609 | 1.72509 | 1.71609 | 110.18 | 10484.35 |
| 80 | 2023.07.19 00:00 | t/p | 24 | 0.10 | 1.71609 | 1.72509 | 1.71609 | 26.69 | 10511.04 |
| 81 | 2023.07.24 16:00 | buy | 25 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
| 82 | 2023.07.24 16:00 | modify | 25 | 0.10 | 1.68768 | 1.67768 | 1.70268 | ||
| 83 | 2023.07.26 12:00 | t/p | 25 | 0.10 | 1.70268 | 1.67768 | 1.70268 | 109.17 | 10620.21 |
| 84 | 2023.07.26 16:00 | sell | 26 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
| 85 | 2023.07.26 16:00 | modify | 26 | 0.10 | 1.70909 | 1.71909 | 1.69409 | ||
| 86 | 2023.07.27 16:00 | t/p | 26 | 0.10 | 1.69409 | 1.71909 | 1.69409 | 110.18 | 10730.39 |