Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 194.38 | Gross profit | 1313.83 | Gross loss | -1119.45 |
| Profit factor | 1.17 | Expected payoff | 4.63 | ||
| Absolute drawdown | 143.82 | Maximal drawdown | 578.84 (5.55%) | Relative drawdown | 5.55% (578.84) |
| Total trades | 42 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 22 (40.91%) |
| Profit trades (% of total) | 19 (45.24%) | Loss trades (% of total) | 23 (54.76%) | ||
| Largest | profit trade | 109.67 | loss trade | -110.77 | |
| Average | profit trade | 69.15 | loss trade | -48.67 | |
| Maximum | consecutive wins (profit in money) | 4 (353.38) | consecutive losses (loss in money) | 5 (-350.72) | |
| Maximal | consecutive profit (count of wins) | 353.38 (4) | consecutive loss (count of losses) | -350.72 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 16:00 | buy | 1 | 0.10 | 1.69238 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.01 16:00 | modify | 1 | 0.10 | 1.69238 | 1.67838 | 1.70738 | ||
| 3 | 2023.05.03 16:00 | t/p | 1 | 0.10 | 1.70738 | 1.67838 | 1.70738 | 109.66 | 10109.66 |
| 4 | 2023.05.03 16:00 | sell | 2 | 0.10 | 1.70753 | 0.00000 | 0.00000 | ||
| 5 | 2023.05.03 16:00 | modify | 2 | 0.10 | 1.70753 | 1.72153 | 1.69253 | ||
| 6 | 2023.05.05 16:00 | t/p | 2 | 0.10 | 1.69253 | 1.72153 | 1.69253 | 108.55 | 10218.22 |
| 7 | 2023.05.30 12:00 | sell | 3 | 0.10 | 1.68848 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.30 12:00 | modify | 3 | 0.10 | 1.68848 | 1.70248 | 1.67348 | ||
| 9 | 2023.06.02 20:00 | t/p | 3 | 0.10 | 1.67348 | 1.70248 | 1.67348 | 108.22 | 10326.44 |
| 10 | 2023.06.08 16:00 | sell | 4 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.08 16:00 | modify | 4 | 0.10 | 1.67858 | 1.69258 | 1.66358 | ||
| 12 | 2023.06.16 08:00 | s/l | 4 | 0.10 | 1.69258 | 1.69258 | 1.66358 | -105.18 | 10221.26 |
| 13 | 2023.06.21 16:00 | buy | 5 | 0.10 | 1.67897 | 0.00000 | 0.00000 | ||
| 14 | 2023.06.21 16:00 | modify | 5 | 0.10 | 1.67897 | 1.66497 | 1.69397 | ||
| 15 | 2023.07.05 12:00 | buy | 6 | 0.10 | 1.68596 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.05 12:00 | modify | 6 | 0.10 | 1.68596 | 1.68422 | 1.69397 | ||
| 17 | 2023.07.05 12:00 | buy | 7 | 0.10 | 1.68596 | 0.00000 | 0.00000 | ||
| 18 | 2023.07.05 12:00 | modify | 7 | 0.10 | 1.68596 | 1.68422 | 1.69397 | ||
| 19 | 2023.07.05 12:00 | modify | 5 | 0.10 | 1.67897 | 1.68422 | 1.69397 | ||
| 20 | 2023.07.06 00:00 | s/l | 5 | 0.10 | 1.68422 | 1.68422 | 1.69397 | 36.45 | 10257.70 |
| 21 | 2023.07.06 00:00 | s/l | 6 | 0.10 | 1.68422 | 1.68422 | 1.69397 | -13.11 | 10244.60 |
| 22 | 2023.07.06 00:00 | s/l | 7 | 0.10 | 1.68422 | 1.68422 | 1.69397 | -13.11 | 10231.49 |
| 23 | 2023.07.06 12:00 | sell | 8 | 0.10 | 1.69707 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.06 12:00 | modify | 8 | 0.10 | 1.69707 | 1.71107 | 1.68207 | ||
| 25 | 2023.07.11 08:00 | s/l | 8 | 0.10 | 1.71107 | 1.71107 | 1.68207 | -103.53 | 10127.96 |
| 26 | 2023.07.11 12:00 | sell | 9 | 0.10 | 1.71461 | 0.00000 | 0.00000 | ||
| 27 | 2023.07.11 12:00 | modify | 9 | 0.10 | 1.71461 | 1.72861 | 1.69961 | ||
| 28 | 2023.07.14 16:00 | s/l | 9 | 0.10 | 1.72861 | 1.72861 | 1.69961 | -104.19 | 10023.77 |
| 29 | 2023.07.14 16:00 | sell | 10 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.14 16:00 | modify | 10 | 0.10 | 1.73109 | 1.74509 | 1.71609 | ||
| 31 | 2023.07.18 16:00 | sell | 11 | 0.10 | 1.71972 | 0.00000 | 0.00000 | ||
| 32 | 2023.07.18 16:00 | modify | 11 | 0.10 | 1.71972 | 1.72434 | 1.71609 | ||
| 33 | 2023.07.18 16:00 | modify | 10 | 0.10 | 1.73109 | 1.72434 | 1.71609 | ||
| 34 | 2023.07.19 00:00 | t/p | 10 | 0.10 | 1.71609 | 1.72434 | 1.71609 | 108.88 | 10132.66 |
| 35 | 2023.07.19 00:00 | t/p | 11 | 0.10 | 1.71609 | 1.72434 | 1.71609 | 26.26 | 10158.92 |
| 36 | 2023.07.24 16:00 | buy | 12 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
| 37 | 2023.07.24 16:00 | modify | 12 | 0.10 | 1.68768 | 1.67368 | 1.70268 | ||
| 38 | 2023.07.26 12:00 | t/p | 12 | 0.10 | 1.70268 | 1.67368 | 1.70268 | 109.67 | 10268.59 |
| 39 | 2023.07.26 12:00 | sell | 13 | 0.10 | 1.70609 | 0.00000 | 0.00000 | ||
| 40 | 2023.07.26 12:00 | modify | 13 | 0.10 | 1.70609 | 1.72009 | 1.69109 | ||
| 41 | 2023.07.28 00:00 | t/p | 13 | 0.10 | 1.69109 | 1.72009 | 1.69109 | 108.56 | 10377.15 |
| 42 | 2023.08.23 12:00 | buy | 14 | 0.10 | 1.71412 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.23 12:00 | modify | 14 | 0.10 | 1.71412 | 1.70012 | 1.72912 | ||
| 44 | 2023.09.07 12:00 | s/l | 14 | 0.10 | 1.70012 | 1.70012 | 1.72912 | -104.60 | 10272.55 |
| 45 | 2023.09.14 16:00 | buy | 15 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
| 46 | 2023.09.14 16:00 | modify | 15 | 0.10 | 1.67690 | 1.66290 | 1.69190 | ||
| 47 | 2023.09.19 16:00 | s/l | 15 | 0.10 | 1.66290 | 1.66290 | 1.69190 | -102.94 | 10169.61 |
| 48 | 2023.09.22 12:00 | buy | 16 | 0.10 | 1.64688 | 0.00000 | 0.00000 | ||
| 49 | 2023.09.22 12:00 | modify | 16 | 0.10 | 1.64688 | 1.63288 | 1.66188 | ||
| 50 | 2023.10.03 00:00 | buy | 17 | 0.10 | 1.65384 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.03 00:00 | modify | 17 | 0.10 | 1.65384 | 1.65213 | 1.66188 | ||
| 52 | 2023.10.03 00:00 | buy | 18 | 0.10 | 1.65384 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.03 00:00 | modify | 18 | 0.10 | 1.65384 | 1.65213 | 1.66188 | ||
| 54 | 2023.10.03 00:00 | modify | 16 | 0.10 | 1.64688 | 1.65213 | 1.66188 | ||
| 55 | 2023.10.04 08:00 | s/l | 16 | 0.10 | 1.65213 | 1.65213 | 1.66188 | 37.28 | 10206.89 |
| 56 | 2023.10.04 08:00 | s/l | 17 | 0.10 | 1.65213 | 1.65213 | 1.66188 | -12.65 | 10194.24 |
| 57 | 2023.10.04 08:00 | s/l | 18 | 0.10 | 1.65213 | 1.65213 | 1.66188 | -12.65 | 10181.60 |
| 58 | 2023.10.04 16:00 | sell | 19 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.04 16:00 | modify | 19 | 0.10 | 1.67008 | 1.68408 | 1.65508 | ||
| 60 | 2023.10.27 16:00 | s/l | 19 | 0.10 | 1.68408 | 1.68408 | 1.65508 | -110.77 | 10070.82 |
| 61 | 2023.10.27 16:00 | sell | 20 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
| 62 | 2023.10.27 16:00 | modify | 20 | 0.10 | 1.68474 | 1.69874 | 1.66974 | ||
| 63 | 2023.11.14 08:00 | s/l | 20 | 0.10 | 1.69874 | 1.69874 | 1.66974 | -107.82 | 9963.01 |
| 64 | 2023.11.14 16:00 | sell | 21 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.14 16:00 | modify | 21 | 0.10 | 1.70959 | 1.72359 | 1.69459 | ||
| 66 | 2023.11.27 16:00 | s/l | 21 | 0.10 | 1.72359 | 1.72359 | 1.69459 | -106.83 | 9856.18 |
| 67 | 2023.12.14 16:00 | sell | 22 | 0.10 | 1.71228 | 0.00000 | 0.00000 | ||
| 68 | 2023.12.14 16:00 | modify | 22 | 0.10 | 1.71228 | 1.72628 | 1.69728 | ||
| 69 | 2023.12.15 20:00 | t/p | 22 | 0.10 | 1.69728 | 1.72628 | 1.69728 | 109.55 | 9965.73 |
| 70 | 2023.12.18 12:00 | buy | 23 | 0.10 | 1.69134 | 0.00000 | 0.00000 | ||
| 71 | 2023.12.18 12:00 | modify | 23 | 0.10 | 1.69134 | 1.67734 | 1.70634 | ||
| 72 | 2023.12.20 00:00 | buy | 24 | 0.10 | 1.69836 | 0.00000 | 0.00000 | ||
| 73 | 2023.12.20 00:00 | modify | 24 | 0.10 | 1.69836 | 1.69659 | 1.70634 | ||
| 74 | 2023.12.20 00:00 | buy | 25 | 0.10 | 1.69836 | 0.00000 | 0.00000 | ||
| 75 | 2023.12.20 00:00 | modify | 25 | 0.10 | 1.69836 | 1.69659 | 1.70634 | ||
| 76 | 2023.12.20 00:00 | modify | 23 | 0.10 | 1.69134 | 1.69659 | 1.70634 | ||
| 77 | 2023.12.20 08:00 | s/l | 23 | 0.10 | 1.69659 | 1.69659 | 1.70634 | 38.22 | 10003.95 |
| 78 | 2023.12.20 08:00 | s/l | 24 | 0.10 | 1.69659 | 1.69659 | 1.70634 | -12.97 | 9990.98 |
| 79 | 2023.12.20 08:00 | s/l | 25 | 0.10 | 1.69659 | 1.69659 | 1.70634 | -12.97 | 9978.01 |
| 80 | 2023.12.20 12:00 | buy | 26 | 0.10 | 1.68785 | 0.00000 | 0.00000 | ||
| 81 | 2023.12.20 12:00 | modify | 26 | 0.10 | 1.68785 | 1.67385 | 1.70285 | ||
| 82 | 2024.01.05 04:00 | buy | 27 | 0.10 | 1.69465 | 0.00000 | 0.00000 | ||
| 83 | 2024.01.05 04:00 | modify | 27 | 0.10 | 1.69465 | 1.69310 | 1.70285 | ||
| 84 | 2024.01.05 04:00 | buy | 28 | 0.10 | 1.69465 | 0.00000 | 0.00000 | ||
| 85 | 2024.01.05 04:00 | modify | 28 | 0.10 | 1.69465 | 1.69310 | 1.70285 | ||
| 86 | 2024.01.05 04:00 | modify | 26 | 0.10 | 1.68785 | 1.69310 | 1.70285 | ||
| 87 | 2024.01.05 08:00 | s/l | 26 | 0.10 | 1.69310 | 1.69310 | 1.70285 | 36.33 | 10014.34 |
| 88 | 2024.01.05 08:00 | s/l | 27 | 0.10 | 1.69310 | 1.69310 | 1.70285 | -11.36 | 10002.98 |
| 89 | 2024.01.05 08:00 | s/l | 28 | 0.10 | 1.69310 | 1.69310 | 1.70285 | -11.36 | 9991.62 |
| 90 | 2024.01.17 12:00 | sell | 29 | 0.10 | 1.71645 | 0.00000 | 0.00000 | ||
| 91 | 2024.01.17 12:00 | modify | 29 | 0.10 | 1.71645 | 1.73045 | 1.70145 | ||
| 92 | 2024.01.29 12:00 | sell | 30 | 0.10 | 1.70515 | 0.00000 | 0.00000 | ||
| 93 | 2024.01.29 12:00 | modify | 30 | 0.10 | 1.70515 | 1.70970 | 1.70145 | ||
| 94 | 2024.01.29 12:00 | modify | 29 | 0.10 | 1.71645 | 1.70970 | 1.70145 | ||
| 95 | 2024.01.30 12:00 | t/p | 29 | 0.10 | 1.70145 | 1.70970 | 1.70145 | 105.59 | 10097.21 |
| 96 | 2024.01.30 12:00 | t/p | 30 | 0.10 | 1.70145 | 1.70970 | 1.70145 | 26.77 | 10123.98 |
| 97 | 2024.02.20 16:00 | sell | 31 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
| 98 | 2024.02.20 16:00 | modify | 31 | 0.10 | 1.71051 | 1.72451 | 1.69551 | ||
| 99 | 2024.02.22 16:00 | sell | 32 | 0.10 | 1.70365 | 0.00000 | 0.00000 | ||
| 100 | 2024.02.22 16:00 | modify | 32 | 0.10 | 1.70365 | 1.70526 | 1.69551 | ||
| 101 | 2024.02.22 16:00 | sell | 33 | 0.10 | 1.70365 | 0.00000 | 0.00000 | ||
| 102 | 2024.02.22 16:00 | modify | 33 | 0.10 | 1.70365 | 1.70526 | 1.69551 | ||
| 103 | 2024.02.22 16:00 | modify | 31 | 0.10 | 1.71051 | 1.70526 | 1.69551 | ||
| 104 | 2024.02.22 20:00 | s/l | 31 | 0.10 | 1.70526 | 1.70526 | 1.69551 | 37.13 | 10161.11 |
| 105 | 2024.02.22 20:00 | s/l | 32 | 0.10 | 1.70526 | 1.70526 | 1.69551 | -11.80 | 10149.31 |
| 106 | 2024.02.22 20:00 | s/l | 33 | 0.10 | 1.70526 | 1.70526 | 1.69551 | -11.80 | 10137.51 |
| 107 | 2024.03.08 16:00 | sell | 34 | 0.10 | 1.73251 | 0.00000 | 0.00000 | ||
| 108 | 2024.03.08 16:00 | modify | 34 | 0.10 | 1.73251 | 1.74651 | 1.71751 | ||
| 109 | 2024.03.19 20:00 | sell | 35 | 0.10 | 1.72575 | 0.00000 | 0.00000 | ||
| 110 | 2024.03.19 20:00 | modify | 35 | 0.10 | 1.72575 | 1.72726 | 1.71751 | ||
| 111 | 2024.03.19 20:00 | sell | 36 | 0.10 | 1.72575 | 0.00000 | 0.00000 | ||
| 112 | 2024.03.19 20:00 | modify | 36 | 0.10 | 1.72575 | 1.72726 | 1.71751 | ||
| 113 | 2024.03.19 20:00 | modify | 34 | 0.10 | 1.73251 | 1.72726 | 1.71751 | ||
| 114 | 2024.03.20 08:00 | s/l | 34 | 0.10 | 1.72726 | 1.72726 | 1.71751 | 35.16 | 10172.67 |
| 115 | 2024.03.20 08:00 | s/l | 35 | 0.10 | 1.72726 | 1.72726 | 1.71751 | -11.40 | 10161.27 |
| 116 | 2024.03.20 08:00 | s/l | 36 | 0.10 | 1.72726 | 1.72726 | 1.71751 | -11.40 | 10149.87 |
| 117 | 2024.03.21 16:00 | buy | 37 | 0.10 | 1.71530 | 0.00000 | 0.00000 | ||
| 118 | 2024.03.21 16:00 | modify | 37 | 0.10 | 1.71530 | 1.70130 | 1.73030 | ||
| 119 | 2024.04.10 12:00 | buy | 38 | 0.10 | 1.72221 | 0.00000 | 0.00000 | ||
| 120 | 2024.04.10 12:00 | modify | 38 | 0.10 | 1.72221 | 1.72055 | 1.73030 | ||
| 121 | 2024.04.10 12:00 | buy | 39 | 0.10 | 1.72221 | 0.00000 | 0.00000 | ||
| 122 | 2024.04.10 12:00 | modify | 39 | 0.10 | 1.72221 | 1.72055 | 1.73030 | ||
| 123 | 2024.04.10 12:00 | modify | 37 | 0.10 | 1.71530 | 1.72055 | 1.73030 | ||
| 124 | 2024.04.10 16:00 | s/l | 37 | 0.10 | 1.72055 | 1.72055 | 1.73030 | 36.33 | 10186.20 |
| 125 | 2024.04.10 16:00 | s/l | 38 | 0.10 | 1.72055 | 1.72055 | 1.73030 | -12.16 | 10174.04 |
| 126 | 2024.04.10 16:00 | s/l | 39 | 0.10 | 1.72055 | 1.72055 | 1.73030 | -12.16 | 10161.88 |
| 127 | 2024.04.19 16:00 | buy | 40 | 0.10 | 1.70422 | 0.00000 | 0.00000 | ||
| 128 | 2024.04.19 16:00 | modify | 40 | 0.10 | 1.70422 | 1.69022 | 1.71922 | ||
| 129 | 2024.04.22 12:00 | s/l | 40 | 0.10 | 1.69022 | 1.69022 | 1.71922 | -102.70 | 10059.18 |
| 130 | 2024.04.22 12:00 | buy | 41 | 0.10 | 1.68964 | 0.00000 | 0.00000 | ||
| 131 | 2024.04.22 12:00 | modify | 41 | 0.10 | 1.68964 | 1.67564 | 1.70464 | ||
| 132 | 2024.04.23 20:00 | buy | 42 | 0.10 | 1.70114 | 0.00000 | 0.00000 | ||
| 133 | 2024.04.23 20:00 | modify | 42 | 0.10 | 1.70114 | 1.69639 | 1.70464 | ||
| 134 | 2024.04.23 20:00 | modify | 41 | 0.10 | 1.68964 | 1.69639 | 1.70464 | ||
| 135 | 2024.04.24 16:00 | t/p | 41 | 0.10 | 1.70464 | 1.69639 | 1.70464 | 109.67 | 10168.85 |
| 136 | 2024.04.24 16:00 | t/p | 42 | 0.10 | 1.70464 | 1.69639 | 1.70464 | 25.53 | 10194.38 |