Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=50; 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=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7247 | Ticks modelled | 13493 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1336.26 | Gross profit | 1751.12 | Gross loss | -414.85 |
| Profit factor | 4.22 | Expected payoff | 36.12 | ||
| Absolute drawdown | 0.96 | Maximal drawdown | 199.66 (1.90%) | Relative drawdown | 1.90% (199.66) |
| Total trades | 37 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 26 (73.08%) |
| Profit trades (% of total) | 25 (67.57%) | Loss trades (% of total) | 12 (32.43%) | ||
| Largest | profit trade | 110.67 | loss trade | -40.33 | |
| Average | profit trade | 70.04 | loss trade | -34.57 | |
| Maximum | consecutive wins (profit in money) | 6 (442.94) | consecutive losses (loss in money) | 3 (-85.58) | |
| Maximal | consecutive profit (count of wins) | 442.94 (6) | consecutive loss (count of losses) | -85.58 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.02 22:00 | buy | 1 | 0.10 | 1.62407 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.02 22:00 | modify | 1 | 0.10 | 1.62407 | 1.61907 | 1.63907 | ||
| 3 | 2023.03.06 17:00 | t/p | 1 | 0.10 | 1.63907 | 1.61907 | 1.63907 | 110.54 | 10110.54 |
| 4 | 2023.03.07 21:00 | buy | 2 | 0.10 | 1.62692 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.07 21:00 | modify | 2 | 0.10 | 1.62692 | 1.62192 | 1.64192 | ||
| 6 | 2023.03.08 19:00 | buy | 3 | 0.10 | 1.63542 | 0.00000 | 0.00000 | ||
| 7 | 2023.03.08 19:00 | modify | 3 | 0.10 | 1.63542 | 1.63142 | 1.64192 | ||
| 8 | 2023.03.08 19:00 | modify | 2 | 0.10 | 1.62692 | 1.63142 | 1.64192 | ||
| 9 | 2023.03.09 14:00 | t/p | 2 | 0.10 | 1.64192 | 1.63142 | 1.64192 | 110.30 | 10220.85 |
| 10 | 2023.03.09 14:00 | t/p | 3 | 0.10 | 1.64192 | 1.63142 | 1.64192 | 47.64 | 10268.49 |
| 11 | 2023.04.05 22:00 | buy | 4 | 0.10 | 1.67626 | 0.00000 | 0.00000 | ||
| 12 | 2023.04.05 22:00 | modify | 4 | 0.10 | 1.67626 | 1.67126 | 1.69126 | ||
| 13 | 2023.04.10 13:00 | s/l | 4 | 0.10 | 1.67126 | 1.67126 | 1.69126 | -37.52 | 10230.96 |
| 14 | 2023.04.16 21:00 | buy | 5 | 0.10 | 1.65869 | 0.00000 | 0.00000 | ||
| 15 | 2023.04.16 21:00 | modify | 5 | 0.10 | 1.65869 | 1.65369 | 1.67369 | ||
| 16 | 2023.04.19 15:00 | t/p | 5 | 0.10 | 1.67369 | 1.65369 | 1.67369 | 110.43 | 10341.40 |
| 17 | 2023.04.24 23:00 | sell | 6 | 0.10 | 1.69064 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.24 23:00 | modify | 6 | 0.10 | 1.69064 | 1.69564 | 1.67564 | ||
| 19 | 2023.04.26 07:00 | s/l | 6 | 0.10 | 1.69564 | 1.69564 | 1.67564 | -37.57 | 10303.83 |
| 20 | 2023.05.03 23:00 | sell | 7 | 0.10 | 1.71146 | 0.00000 | 0.00000 | ||
| 21 | 2023.05.03 23:00 | modify | 7 | 0.10 | 1.71146 | 1.71646 | 1.69646 | ||
| 22 | 2023.05.05 12:00 | sell | 8 | 0.10 | 1.70089 | 0.00000 | 0.00000 | ||
| 23 | 2023.05.05 12:00 | modify | 8 | 0.10 | 1.70089 | 1.70621 | 1.69646 | ||
| 24 | 2023.05.05 12:00 | modify | 7 | 0.10 | 1.71146 | 1.70621 | 1.69646 | ||
| 25 | 2023.05.05 13:00 | t/p | 7 | 0.10 | 1.69646 | 1.70621 | 1.69646 | 109.40 | 10413.23 |
| 26 | 2023.05.05 13:00 | t/p | 8 | 0.10 | 1.69646 | 1.70621 | 1.69646 | 32.70 | 10445.93 |
| 27 | 2023.05.07 21:00 | buy | 9 | 0.10 | 1.68966 | 0.00000 | 0.00000 | ||
| 28 | 2023.05.07 21:00 | modify | 9 | 0.10 | 1.68966 | 1.68466 | 1.70466 | ||
| 29 | 2023.05.08 14:00 | s/l | 9 | 0.10 | 1.68466 | 1.68466 | 1.70466 | -37.04 | 10408.89 |
| 30 | 2023.05.28 23:00 | buy | 10 | 0.10 | 1.68031 | 0.00000 | 0.00000 | ||
| 31 | 2023.05.28 23:00 | modify | 10 | 0.10 | 1.68031 | 1.67531 | 1.69531 | ||
| 32 | 2023.05.30 14:00 | buy | 11 | 0.10 | 1.69102 | 0.00000 | 0.00000 | ||
| 33 | 2023.05.30 14:00 | modify | 11 | 0.10 | 1.69102 | 1.68556 | 1.69531 | ||
| 34 | 2023.05.30 14:00 | modify | 10 | 0.10 | 1.68031 | 1.68556 | 1.69531 | ||
| 35 | 2023.05.30 17:00 | s/l | 10 | 0.10 | 1.68556 | 1.68556 | 1.69531 | 38.53 | 10447.42 |
| 36 | 2023.05.30 17:00 | s/l | 11 | 0.10 | 1.68556 | 1.68556 | 1.69531 | -40.33 | 10407.09 |
| 37 | 2023.06.05 21:00 | sell | 12 | 0.10 | 1.67050 | 0.00000 | 0.00000 | ||
| 38 | 2023.06.05 21:00 | modify | 12 | 0.10 | 1.67050 | 1.67550 | 1.65550 | ||
| 39 | 2023.06.07 16:00 | sell | 13 | 0.10 | 1.66366 | 0.00000 | 0.00000 | ||
| 40 | 2023.06.07 16:00 | modify | 13 | 0.10 | 1.66366 | 1.66825 | 1.65550 | ||
| 41 | 2023.06.07 16:00 | modify | 12 | 0.10 | 1.67050 | 1.66825 | 1.65550 | ||
| 42 | 2023.06.07 17:00 | sell | 14 | 0.10 | 1.66206 | 0.00000 | 0.00000 | ||
| 43 | 2023.06.07 17:00 | modify | 14 | 0.10 | 1.66206 | 1.66600 | 1.65550 | ||
| 44 | 2023.06.07 17:00 | modify | 13 | 0.10 | 1.66366 | 1.66600 | 1.65550 | ||
| 45 | 2023.06.07 17:00 | modify | 12 | 0.10 | 1.67050 | 1.66600 | 1.65550 | ||
| 46 | 2023.06.08 12:00 | s/l | 12 | 0.10 | 1.66600 | 1.66600 | 1.65550 | 31.56 | 10438.66 |
| 47 | 2023.06.08 12:00 | s/l | 13 | 0.10 | 1.66600 | 1.66600 | 1.65550 | -18.27 | 10420.39 |
| 48 | 2023.06.08 12:00 | s/l | 14 | 0.10 | 1.66600 | 1.66600 | 1.65550 | -30.08 | 10390.31 |
| 49 | 2023.07.25 21:00 | sell | 15 | 0.10 | 1.69912 | 0.00000 | 0.00000 | ||
| 50 | 2023.07.25 21:00 | modify | 15 | 0.10 | 1.69912 | 1.70412 | 1.68412 | ||
| 51 | 2023.07.26 09:00 | s/l | 15 | 0.10 | 1.70412 | 1.70412 | 1.68412 | -37.24 | 10353.07 |
| 52 | 2023.07.27 21:00 | buy | 16 | 0.10 | 1.69207 | 0.00000 | 0.00000 | ||
| 53 | 2023.07.27 21:00 | modify | 16 | 0.10 | 1.69207 | 1.68707 | 1.70707 | ||
| 54 | 2023.07.28 15:00 | buy | 17 | 0.10 | 1.70270 | 0.00000 | 0.00000 | ||
| 55 | 2023.07.28 15:00 | modify | 17 | 0.10 | 1.70270 | 1.69732 | 1.70707 | ||
| 56 | 2023.07.28 15:00 | modify | 16 | 0.10 | 1.69207 | 1.69732 | 1.70707 | ||
| 57 | 2023.07.31 13:00 | s/l | 16 | 0.10 | 1.69732 | 1.69732 | 1.70707 | 38.54 | 10391.62 |
| 58 | 2023.07.31 13:00 | s/l | 17 | 0.10 | 1.69732 | 1.69732 | 1.70707 | -39.85 | 10351.77 |
| 59 | 2023.09.25 21:00 | buy | 18 | 0.10 | 1.64291 | 0.00000 | 0.00000 | ||
| 60 | 2023.09.25 21:00 | modify | 18 | 0.10 | 1.64291 | 1.63791 | 1.65791 | ||
| 61 | 2023.09.27 17:00 | s/l | 18 | 0.10 | 1.63791 | 1.63791 | 1.65791 | -37.17 | 10314.60 |
| 62 | 2023.09.27 21:00 | buy | 19 | 0.10 | 1.63800 | 0.00000 | 0.00000 | ||
| 63 | 2023.09.27 21:00 | modify | 19 | 0.10 | 1.63800 | 1.63300 | 1.65300 | ||
| 64 | 2023.09.28 15:00 | buy | 20 | 0.10 | 1.64655 | 0.00000 | 0.00000 | ||
| 65 | 2023.09.28 15:00 | modify | 20 | 0.10 | 1.64655 | 1.64250 | 1.65300 | ||
| 66 | 2023.09.28 15:00 | modify | 19 | 0.10 | 1.63800 | 1.64250 | 1.65300 | ||
| 67 | 2023.09.29 02:00 | buy | 21 | 0.10 | 1.64857 | 0.00000 | 0.00000 | ||
| 68 | 2023.09.29 02:00 | modify | 21 | 0.10 | 1.64857 | 1.64325 | 1.65300 | ||
| 69 | 2023.09.29 02:00 | modify | 20 | 0.10 | 1.64655 | 1.64325 | 1.65300 | ||
| 70 | 2023.09.29 02:00 | modify | 19 | 0.10 | 1.63800 | 1.64325 | 1.65300 | ||
| 71 | 2023.09.29 16:00 | t/p | 19 | 0.10 | 1.65300 | 1.64325 | 1.65300 | 110.30 | 10424.90 |
| 72 | 2023.09.29 16:00 | t/p | 20 | 0.10 | 1.65300 | 1.64325 | 1.65300 | 47.51 | 10472.41 |
| 73 | 2023.09.29 16:00 | t/p | 21 | 0.10 | 1.65300 | 1.64325 | 1.65300 | 32.72 | 10505.13 |
| 74 | 2023.10.02 21:00 | buy | 22 | 0.10 | 1.65313 | 0.00000 | 0.00000 | ||
| 75 | 2023.10.02 21:00 | modify | 22 | 0.10 | 1.65313 | 1.64813 | 1.66813 | ||
| 76 | 2023.10.04 13:00 | t/p | 22 | 0.10 | 1.66813 | 1.64813 | 1.66813 | 110.54 | 10615.68 |
| 77 | 2023.11.02 23:00 | buy | 23 | 0.10 | 1.67646 | 0.00000 | 0.00000 | ||
| 78 | 2023.11.02 23:00 | modify | 23 | 0.10 | 1.67646 | 1.67146 | 1.69146 | ||
| 79 | 2023.11.03 16:00 | t/p | 23 | 0.10 | 1.69146 | 1.67146 | 1.69146 | 110.67 | 10726.35 |
| 80 | 2023.11.06 23:00 | buy | 24 | 0.10 | 1.68927 | 0.00000 | 0.00000 | ||
| 81 | 2023.11.06 23:00 | modify | 24 | 0.10 | 1.68927 | 1.68427 | 1.70427 | ||
| 82 | 2023.11.09 09:00 | buy | 25 | 0.10 | 1.69606 | 0.00000 | 0.00000 | ||
| 83 | 2023.11.09 09:00 | modify | 25 | 0.10 | 1.69606 | 1.69152 | 1.70427 | ||
| 84 | 2023.11.09 09:00 | modify | 24 | 0.10 | 1.68927 | 1.69152 | 1.70427 | ||
| 85 | 2023.11.09 12:00 | s/l | 24 | 0.10 | 1.69152 | 1.69152 | 1.70427 | 16.03 | 10742.37 |
| 86 | 2023.11.09 12:00 | s/l | 25 | 0.10 | 1.69152 | 1.69152 | 1.70427 | -33.53 | 10708.84 |
| 87 | 2023.11.09 21:00 | buy | 26 | 0.10 | 1.68738 | 0.00000 | 0.00000 | ||
| 88 | 2023.11.09 21:00 | modify | 26 | 0.10 | 1.68738 | 1.68238 | 1.70238 | ||
| 89 | 2023.11.13 20:00 | buy | 27 | 0.10 | 1.69441 | 0.00000 | 0.00000 | ||
| 90 | 2023.11.13 20:00 | modify | 27 | 0.10 | 1.69441 | 1.68963 | 1.70238 | ||
| 91 | 2023.11.13 20:00 | modify | 26 | 0.10 | 1.68738 | 1.68963 | 1.70238 | ||
| 92 | 2023.11.14 06:00 | buy | 28 | 0.10 | 1.69579 | 0.00000 | 0.00000 | ||
| 93 | 2023.11.14 06:00 | modify | 28 | 0.10 | 1.69579 | 1.69188 | 1.70238 | ||
| 94 | 2023.11.14 06:00 | modify | 27 | 0.10 | 1.69441 | 1.69188 | 1.70238 | ||
| 95 | 2023.11.14 06:00 | modify | 26 | 0.10 | 1.68738 | 1.69188 | 1.70238 | ||
| 96 | 2023.11.14 14:00 | t/p | 26 | 0.10 | 1.70238 | 1.69188 | 1.70238 | 110.43 | 10819.28 |
| 97 | 2023.11.14 14:00 | t/p | 27 | 0.10 | 1.70238 | 1.69188 | 1.70238 | 58.75 | 10878.03 |
| 98 | 2023.11.14 14:00 | t/p | 28 | 0.10 | 1.70238 | 1.69188 | 1.70238 | 48.67 | 10926.70 |
| 99 | 2023.11.22 22:00 | buy | 29 | 0.10 | 1.71007 | 0.00000 | 0.00000 | ||
| 100 | 2023.11.22 22:00 | modify | 29 | 0.10 | 1.71007 | 1.70507 | 1.72507 | ||
| 101 | 2023.11.23 12:00 | buy | 30 | 0.10 | 1.71850 | 0.00000 | 0.00000 | ||
| 102 | 2023.11.23 12:00 | modify | 30 | 0.10 | 1.71850 | 1.71457 | 1.72507 | ||
| 103 | 2023.11.23 12:00 | modify | 29 | 0.10 | 1.71007 | 1.71457 | 1.72507 | ||
| 104 | 2023.11.23 23:00 | s/l | 29 | 0.10 | 1.71457 | 1.71457 | 1.72507 | 32.88 | 10959.58 |
| 105 | 2023.11.23 23:00 | s/l | 30 | 0.10 | 1.71457 | 1.71457 | 1.72507 | -29.02 | 10930.56 |
| 106 | 2024.01.14 22:00 | sell | 31 | 0.10 | 1.70777 | 0.00000 | 0.00000 | ||
| 107 | 2024.01.14 22:00 | modify | 31 | 0.10 | 1.70777 | 1.71277 | 1.69277 | ||
| 108 | 2024.01.15 17:00 | s/l | 31 | 0.10 | 1.71277 | 1.71277 | 1.69277 | -37.24 | 10893.32 |
| 109 | 2024.01.21 23:00 | buy | 32 | 0.10 | 1.70559 | 0.00000 | 0.00000 | ||
| 110 | 2024.01.21 23:00 | modify | 32 | 0.10 | 1.70559 | 1.70059 | 1.72059 | ||
| 111 | 2024.01.24 10:00 | buy | 33 | 0.10 | 1.71621 | 0.00000 | 0.00000 | ||
| 112 | 2024.01.24 10:00 | modify | 33 | 0.10 | 1.71621 | 1.71084 | 1.72059 | ||
| 113 | 2024.01.24 10:00 | modify | 32 | 0.10 | 1.70559 | 1.71084 | 1.72059 | ||
| 114 | 2024.01.24 21:00 | t/p | 32 | 0.10 | 1.72059 | 1.71084 | 1.72059 | 110.43 | 11003.75 |
| 115 | 2024.01.24 21:00 | t/p | 33 | 0.10 | 1.72059 | 1.71084 | 1.72059 | 32.35 | 11036.10 |
| 116 | 2024.01.24 21:00 | sell | 34 | 0.10 | 1.72005 | 0.00000 | 0.00000 | ||
| 117 | 2024.01.24 21:00 | modify | 34 | 0.10 | 1.72005 | 1.72505 | 1.70505 | ||
| 118 | 2024.01.25 21:00 | sell | 35 | 0.10 | 1.71179 | 0.00000 | 0.00000 | ||
| 119 | 2024.01.25 21:00 | modify | 35 | 0.10 | 1.71179 | 1.71555 | 1.70505 | ||
| 120 | 2024.01.25 21:00 | modify | 34 | 0.10 | 1.72005 | 1.71555 | 1.70505 | ||
| 121 | 2024.01.26 19:00 | sell | 36 | 0.10 | 1.70937 | 0.00000 | 0.00000 | ||
| 122 | 2024.01.26 19:00 | modify | 36 | 0.10 | 1.70937 | 1.71480 | 1.70505 | ||
| 123 | 2024.01.26 19:00 | modify | 35 | 0.10 | 1.71179 | 1.71480 | 1.70505 | ||
| 124 | 2024.01.26 19:00 | modify | 34 | 0.10 | 1.72005 | 1.71480 | 1.70505 | ||
| 125 | 2024.01.29 14:00 | t/p | 34 | 0.10 | 1.70505 | 1.71480 | 1.70505 | 109.07 | 11145.18 |
| 126 | 2024.01.29 14:00 | t/p | 35 | 0.10 | 1.70505 | 1.71480 | 1.70505 | 49.09 | 11194.27 |
| 127 | 2024.01.29 14:00 | t/p | 36 | 0.10 | 1.70505 | 1.71480 | 1.70505 | 31.56 | 11225.83 |
| 128 | 2024.02.15 22:00 | buy | 37 | 0.10 | 1.69651 | 0.00000 | 0.00000 | ||
| 129 | 2024.02.15 22:00 | modify | 37 | 0.10 | 1.69651 | 1.69151 | 1.71151 | ||
| 130 | 2024.02.20 16:00 | t/p | 37 | 0.10 | 1.71151 | 1.69151 | 1.71151 | 110.43 | 11336.26 |