Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=9; 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=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 7222 | Ticks modelled | 13442 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 909.62 | Gross profit | 1280.97 | Gross loss | -371.35 |
| Profit factor | 3.45 | Expected payoff | 39.55 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 349.03 (3.24%) | Relative drawdown | 3.24% (349.03) |
| Total trades | 23 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 15 (73.33%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 111.14 | loss trade | -99.27 | |
| Average | profit trade | 75.35 | loss trade | -61.89 | |
| Maximum | consecutive wins (profit in money) | 5 (360.10) | consecutive losses (loss in money) | 3 (-76.34) | |
| Maximal | consecutive profit (count of wins) | 442.00 (4) | consecutive loss (count of losses) | -198.22 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 09:00 | buy | 1 | 0.10 | 1.62203 | 0.00000 | 0.00000 | ||
| 2 | 2023.01.03 09:00 | modify | 1 | 0.10 | 1.62203 | 1.60903 | 1.63703 | ||
| 3 | 2023.01.03 14:00 | t/p | 1 | 0.10 | 1.63703 | 1.60903 | 1.63703 | 111.14 | 10111.14 |
| 4 | 2023.01.03 14:00 | sell | 2 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
| 5 | 2023.01.03 14:00 | modify | 2 | 0.10 | 1.63912 | 1.65212 | 1.62412 | ||
| 6 | 2023.01.04 23:00 | t/p | 2 | 0.10 | 1.62412 | 1.65212 | 1.62412 | 110.80 | 10221.94 |
| 7 | 2023.01.05 14:00 | buy | 3 | 0.10 | 1.61363 | 0.00000 | 0.00000 | ||
| 8 | 2023.01.05 14:00 | modify | 3 | 0.10 | 1.61363 | 1.60063 | 1.62863 | ||
| 9 | 2023.01.09 01:00 | t/p | 3 | 0.10 | 1.62863 | 1.60063 | 1.62863 | 110.90 | 10332.84 |
| 10 | 2023.01.25 16:00 | sell | 4 | 0.10 | 1.65720 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.25 16:00 | modify | 4 | 0.10 | 1.65720 | 1.67020 | 1.64220 | ||
| 12 | 2023.01.31 16:00 | t/p | 4 | 0.10 | 1.64220 | 1.67020 | 1.64220 | 109.15 | 10442.00 |
| 13 | 2023.01.31 16:00 | buy | 5 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
| 14 | 2023.01.31 16:00 | modify | 5 | 0.10 | 1.64253 | 1.62953 | 1.65753 | ||
| 15 | 2023.02.02 19:00 | s/l | 5 | 0.10 | 1.62953 | 1.62953 | 1.65753 | -96.80 | 10345.20 |
| 16 | 2023.02.03 16:00 | buy | 6 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
| 17 | 2023.02.03 16:00 | modify | 6 | 0.10 | 1.61850 | 1.60550 | 1.63350 | ||
| 18 | 2023.02.09 10:00 | buy | 7 | 0.10 | 1.62776 | 0.00000 | 0.00000 | ||
| 19 | 2023.02.09 10:00 | modify | 7 | 0.10 | 1.62776 | 1.62300 | 1.63350 | ||
| 20 | 2023.02.09 10:00 | buy | 8 | 0.10 | 1.62776 | 0.00000 | 0.00000 | ||
| 21 | 2023.02.09 10:00 | modify | 8 | 0.10 | 1.62776 | 1.62375 | 1.63350 | ||
| 22 | 2023.02.09 10:00 | modify | 6 | 0.10 | 1.61850 | 1.62375 | 1.63350 | ||
| 23 | 2023.02.09 11:00 | modify | 7 | 0.10 | 1.62776 | 1.62375 | 1.63350 | ||
| 24 | 2023.02.09 16:00 | t/p | 6 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 110.43 | 10455.63 |
| 25 | 2023.02.09 16:00 | t/p | 7 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 42.53 | 10498.16 |
| 26 | 2023.02.09 16:00 | t/p | 8 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 42.53 | 10540.69 |
| 27 | 2023.02.10 16:00 | buy | 9 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
| 28 | 2023.02.10 16:00 | modify | 9 | 0.10 | 1.61284 | 1.59984 | 1.62784 | ||
| 29 | 2023.02.14 00:00 | buy | 10 | 0.10 | 1.62059 | 0.00000 | 0.00000 | ||
| 30 | 2023.02.14 00:00 | modify | 10 | 0.10 | 1.62059 | 1.61434 | 1.62784 | ||
| 31 | 2023.02.14 00:00 | modify | 9 | 0.10 | 1.61284 | 1.61434 | 1.62784 | ||
| 32 | 2023.02.14 12:00 | t/p | 9 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 110.90 | 10651.59 |
| 33 | 2023.02.14 12:00 | t/p | 10 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 53.71 | 10705.30 |
| 34 | 2023.03.10 16:00 | sell | 11 | 0.10 | 1.66657 | 0.00000 | 0.00000 | ||
| 35 | 2023.03.10 16:00 | modify | 11 | 0.10 | 1.66657 | 1.67957 | 1.65157 | ||
| 36 | 2023.03.21 02:00 | s/l | 11 | 0.10 | 1.67957 | 1.67957 | 1.65157 | -99.27 | 10606.03 |
| 37 | 2023.06.08 16:00 | sell | 12 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
| 38 | 2023.06.08 16:00 | modify | 12 | 0.10 | 1.67858 | 1.69158 | 1.66358 | ||
| 39 | 2023.06.16 01:00 | s/l | 12 | 0.10 | 1.69158 | 1.69158 | 1.66358 | -98.94 | 10507.08 |
| 40 | 2023.07.27 13:00 | buy | 13 | 0.10 | 1.69921 | 0.00000 | 0.00000 | ||
| 41 | 2023.07.27 13:00 | modify | 13 | 0.10 | 1.69921 | 1.68621 | 1.71421 | ||
| 42 | 2023.08.07 14:00 | buy | 14 | 0.10 | 1.70850 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.07 14:00 | modify | 14 | 0.10 | 1.70850 | 1.70371 | 1.71421 | ||
| 44 | 2023.08.07 14:00 | buy | 15 | 0.10 | 1.70850 | 0.00000 | 0.00000 | ||
| 45 | 2023.08.07 14:00 | modify | 15 | 0.10 | 1.70850 | 1.70446 | 1.71421 | ||
| 46 | 2023.08.07 14:00 | modify | 13 | 0.10 | 1.69921 | 1.70446 | 1.71421 | ||
| 47 | 2023.08.07 15:00 | modify | 14 | 0.10 | 1.70850 | 1.70446 | 1.71421 | ||
| 48 | 2023.08.08 15:00 | t/p | 13 | 0.10 | 1.71421 | 1.70446 | 1.71421 | 109.95 | 10617.03 |
| 49 | 2023.08.08 15:00 | t/p | 14 | 0.10 | 1.71421 | 1.70446 | 1.71421 | 42.19 | 10659.22 |
| 50 | 2023.08.08 15:00 | t/p | 15 | 0.10 | 1.71421 | 1.70446 | 1.71421 | 42.19 | 10701.41 |
| 51 | 2023.10.06 13:00 | buy | 16 | 0.10 | 1.66290 | 0.00000 | 0.00000 | ||
| 52 | 2023.10.06 13:00 | modify | 16 | 0.10 | 1.66290 | 1.64990 | 1.67790 | ||
| 53 | 2023.10.11 01:00 | buy | 17 | 0.10 | 1.67063 | 0.00000 | 0.00000 | ||
| 54 | 2023.10.11 01:00 | modify | 17 | 0.10 | 1.67063 | 1.66440 | 1.67790 | ||
| 55 | 2023.10.11 01:00 | modify | 16 | 0.10 | 1.66290 | 1.66440 | 1.67790 | ||
| 56 | 2023.10.11 11:00 | buy | 18 | 0.10 | 1.67199 | 0.00000 | 0.00000 | ||
| 57 | 2023.10.11 11:00 | modify | 18 | 0.10 | 1.67199 | 1.66740 | 1.67790 | ||
| 58 | 2023.10.11 11:00 | buy | 19 | 0.10 | 1.67199 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.11 11:00 | modify | 19 | 0.10 | 1.67199 | 1.66815 | 1.67790 | ||
| 60 | 2023.10.11 11:00 | modify | 17 | 0.10 | 1.67063 | 1.66815 | 1.67790 | ||
| 61 | 2023.10.11 11:00 | modify | 16 | 0.10 | 1.66290 | 1.66815 | 1.67790 | ||
| 62 | 2023.10.11 12:00 | modify | 18 | 0.10 | 1.67199 | 1.66815 | 1.67790 | ||
| 63 | 2023.10.12 13:00 | s/l | 16 | 0.10 | 1.66815 | 1.66815 | 1.67790 | 38.19 | 10739.60 |
| 64 | 2023.10.12 13:00 | s/l | 17 | 0.10 | 1.66815 | 1.66815 | 1.67790 | -18.73 | 10720.87 |
| 65 | 2023.10.12 13:00 | s/l | 18 | 0.10 | 1.66815 | 1.66815 | 1.67790 | -28.81 | 10692.07 |
| 66 | 2023.10.12 13:00 | s/l | 19 | 0.10 | 1.66815 | 1.66815 | 1.67790 | -28.81 | 10663.26 |
| 67 | 2023.11.14 15:00 | sell | 20 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.14 15:00 | modify | 20 | 0.10 | 1.71145 | 1.72445 | 1.69645 | ||
| 69 | 2023.11.15 13:00 | sell | 21 | 0.10 | 1.70378 | 0.00000 | 0.00000 | ||
| 70 | 2023.11.15 13:00 | modify | 21 | 0.10 | 1.70378 | 1.70995 | 1.69645 | ||
| 71 | 2023.11.15 13:00 | modify | 20 | 0.10 | 1.71145 | 1.70995 | 1.69645 | ||
| 72 | 2023.11.15 14:00 | sell | 22 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
| 73 | 2023.11.15 14:00 | modify | 22 | 0.10 | 1.70220 | 1.70695 | 1.69645 | ||
| 74 | 2023.11.15 14:00 | sell | 23 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.15 14:00 | modify | 23 | 0.10 | 1.70220 | 1.70620 | 1.69645 | ||
| 76 | 2023.11.15 14:00 | modify | 21 | 0.10 | 1.70378 | 1.70620 | 1.69645 | ||
| 77 | 2023.11.15 14:00 | modify | 20 | 0.10 | 1.71145 | 1.70620 | 1.69645 | ||
| 78 | 2023.11.15 15:00 | modify | 22 | 0.10 | 1.70220 | 1.70620 | 1.69645 | ||
| 79 | 2023.11.16 08:00 | t/p | 20 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 109.81 | 10773.07 |
| 80 | 2023.11.16 08:00 | t/p | 21 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 53.32 | 10826.40 |
| 81 | 2023.11.16 08:00 | t/p | 22 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 41.61 | 10868.01 |
| 82 | 2023.11.16 08:00 | t/p | 23 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 41.61 | 10909.62 |