Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; 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=50; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 983.20 | Gross profit | 1841.31 | Gross loss | -858.11 |
| Profit factor | 2.15 | Expected payoff | 25.21 | ||
| Absolute drawdown | 4.15 | Maximal drawdown | 470.21 (4.23%) | Relative drawdown | 4.23% (470.21) |
| Total trades | 39 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 21 (66.67%) |
| Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
| Largest | profit trade | 109.65 | loss trade | -83.52 | |
| Average | profit trade | 70.82 | loss trade | -66.01 | |
| Maximum | consecutive wins (profit in money) | 8 (563.16) | consecutive losses (loss in money) | 3 (-243.56) | |
| Maximal | consecutive profit (count of wins) | 563.16 (8) | consecutive loss (count of losses) | -243.56 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 18:00 | buy | 1 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.01 18:00 | modify | 1 | 0.10 | 1.69148 | 1.68048 | 1.70648 | ||
| 3 | 2023.05.02 22:00 | buy | 2 | 0.10 | 1.69923 | 0.00000 | 0.00000 | ||
| 4 | 2023.05.02 22:00 | modify | 2 | 0.10 | 1.69923 | 1.69298 | 1.70648 | ||
| 5 | 2023.05.02 22:00 | buy | 3 | 0.10 | 1.69923 | 0.00000 | 0.00000 | ||
| 6 | 2023.05.02 22:00 | modify | 3 | 0.10 | 1.69923 | 1.69598 | 1.70648 | ||
| 7 | 2023.05.02 22:00 | modify | 1 | 0.10 | 1.69148 | 1.69598 | 1.70648 | ||
| 8 | 2023.05.02 23:00 | modify | 2 | 0.10 | 1.69923 | 1.69598 | 1.70648 | ||
| 9 | 2023.05.03 09:00 | t/p | 1 | 0.10 | 1.70648 | 1.69598 | 1.70648 | 109.65 | 10109.65 |
| 10 | 2023.05.03 09:00 | t/p | 2 | 0.10 | 1.70648 | 1.69598 | 1.70648 | 53.00 | 10162.65 |
| 11 | 2023.05.03 09:00 | t/p | 3 | 0.10 | 1.70648 | 1.69598 | 1.70648 | 53.00 | 10215.65 |
| 12 | 2023.05.03 10:00 | sell | 4 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
| 13 | 2023.05.03 10:00 | modify | 4 | 0.10 | 1.70499 | 1.71599 | 1.68999 | ||
| 14 | 2023.05.07 21:00 | t/p | 4 | 0.10 | 1.68999 | 1.71599 | 1.68999 | 108.54 | 10324.20 |
| 15 | 2023.05.18 10:00 | buy | 5 | 0.10 | 1.67653 | 0.00000 | 0.00000 | ||
| 16 | 2023.05.18 10:00 | modify | 5 | 0.10 | 1.67653 | 1.66553 | 1.69153 | ||
| 17 | 2023.05.19 18:00 | buy | 6 | 0.10 | 1.68409 | 0.00000 | 0.00000 | ||
| 18 | 2023.05.19 18:00 | modify | 6 | 0.10 | 1.68409 | 1.67803 | 1.69153 | ||
| 19 | 2023.05.19 18:00 | buy | 7 | 0.10 | 1.68409 | 0.00000 | 0.00000 | ||
| 20 | 2023.05.19 18:00 | modify | 7 | 0.10 | 1.68409 | 1.68103 | 1.69153 | ||
| 21 | 2023.05.19 18:00 | modify | 5 | 0.10 | 1.67653 | 1.68103 | 1.69153 | ||
| 22 | 2023.05.19 19:00 | modify | 6 | 0.10 | 1.68409 | 1.68103 | 1.69153 | ||
| 23 | 2023.05.19 20:00 | s/l | 5 | 0.10 | 1.68103 | 1.68103 | 1.69153 | 32.85 | 10357.05 |
| 24 | 2023.05.19 20:00 | s/l | 6 | 0.10 | 1.68103 | 1.68103 | 1.69153 | -22.42 | 10334.63 |
| 25 | 2023.05.19 20:00 | s/l | 7 | 0.10 | 1.68103 | 1.68103 | 1.69153 | -22.42 | 10312.21 |
| 26 | 2023.05.30 13:00 | sell | 8 | 0.10 | 1.68818 | 0.00000 | 0.00000 | ||
| 27 | 2023.05.30 13:00 | modify | 8 | 0.10 | 1.68818 | 1.69918 | 1.67318 | ||
| 28 | 2023.06.02 11:00 | sell | 9 | 0.10 | 1.68067 | 0.00000 | 0.00000 | ||
| 29 | 2023.06.02 11:00 | modify | 9 | 0.10 | 1.68067 | 1.68668 | 1.67318 | ||
| 30 | 2023.06.02 11:00 | sell | 10 | 0.10 | 1.68067 | 0.00000 | 0.00000 | ||
| 31 | 2023.06.02 11:00 | modify | 10 | 0.10 | 1.68067 | 1.68368 | 1.67318 | ||
| 32 | 2023.06.02 11:00 | modify | 8 | 0.10 | 1.68818 | 1.68368 | 1.67318 | ||
| 33 | 2023.06.02 12:00 | modify | 9 | 0.10 | 1.68067 | 1.68368 | 1.67318 | ||
| 34 | 2023.06.02 19:00 | t/p | 8 | 0.10 | 1.67318 | 1.68368 | 1.67318 | 108.21 | 10420.42 |
| 35 | 2023.06.02 19:00 | t/p | 9 | 0.10 | 1.67318 | 1.68368 | 1.67318 | 54.85 | 10475.27 |
| 36 | 2023.06.02 19:00 | t/p | 10 | 0.10 | 1.67318 | 1.68368 | 1.67318 | 54.85 | 10530.12 |
| 37 | 2023.07.12 12:00 | buy | 11 | 0.10 | 1.70728 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.12 12:00 | modify | 11 | 0.10 | 1.70728 | 1.69628 | 1.72228 | ||
| 39 | 2023.07.13 14:00 | t/p | 11 | 0.10 | 1.72228 | 1.69628 | 1.72228 | 109.53 | 10639.66 |
| 40 | 2023.07.17 16:00 | buy | 12 | 0.10 | 1.72288 | 0.00000 | 0.00000 | ||
| 41 | 2023.07.17 16:00 | modify | 12 | 0.10 | 1.72288 | 1.71188 | 1.73788 | ||
| 42 | 2023.07.19 07:00 | s/l | 12 | 0.10 | 1.71188 | 1.71188 | 1.73788 | -80.83 | 10558.83 |
| 43 | 2023.07.20 12:00 | buy | 13 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
| 44 | 2023.07.20 12:00 | modify | 13 | 0.10 | 1.69349 | 1.68249 | 1.70849 | ||
| 45 | 2023.07.26 06:00 | buy | 14 | 0.10 | 1.70108 | 0.00000 | 0.00000 | ||
| 46 | 2023.07.26 06:00 | modify | 14 | 0.10 | 1.70108 | 1.69499 | 1.70849 | ||
| 47 | 2023.07.26 06:00 | buy | 15 | 0.10 | 1.70108 | 0.00000 | 0.00000 | ||
| 48 | 2023.07.26 06:00 | modify | 15 | 0.10 | 1.70108 | 1.69799 | 1.70849 | ||
| 49 | 2023.07.26 06:00 | modify | 13 | 0.10 | 1.69349 | 1.69799 | 1.70849 | ||
| 50 | 2023.07.26 07:00 | modify | 14 | 0.10 | 1.70108 | 1.69799 | 1.70849 | ||
| 51 | 2023.07.26 13:00 | t/p | 13 | 0.10 | 1.70849 | 1.69799 | 1.70849 | 109.41 | 10668.24 |
| 52 | 2023.07.26 13:00 | t/p | 14 | 0.10 | 1.70849 | 1.69799 | 1.70849 | 54.28 | 10722.52 |
| 53 | 2023.07.26 13:00 | t/p | 15 | 0.10 | 1.70849 | 1.69799 | 1.70849 | 54.28 | 10776.80 |
| 54 | 2023.07.31 17:00 | buy | 16 | 0.10 | 1.69309 | 0.00000 | 0.00000 | ||
| 55 | 2023.07.31 17:00 | modify | 16 | 0.10 | 1.69309 | 1.68209 | 1.70809 | ||
| 56 | 2023.08.04 14:00 | buy | 17 | 0.10 | 1.70438 | 0.00000 | 0.00000 | ||
| 57 | 2023.08.04 14:00 | modify | 17 | 0.10 | 1.70438 | 1.69909 | 1.70809 | ||
| 58 | 2023.08.04 14:00 | modify | 16 | 0.10 | 1.69309 | 1.69909 | 1.70809 | ||
| 59 | 2023.08.07 14:00 | t/p | 16 | 0.10 | 1.70809 | 1.69909 | 1.70809 | 109.06 | 10885.86 |
| 60 | 2023.08.07 14:00 | t/p | 17 | 0.10 | 1.70809 | 1.69909 | 1.70809 | 27.06 | 10912.92 |
| 61 | 2023.08.25 14:00 | sell | 18 | 0.10 | 1.71455 | 0.00000 | 0.00000 | ||
| 62 | 2023.08.25 14:00 | modify | 18 | 0.10 | 1.71455 | 1.72555 | 1.69955 | ||
| 63 | 2023.09.06 14:00 | sell | 19 | 0.10 | 1.70675 | 0.00000 | 0.00000 | ||
| 64 | 2023.09.06 14:00 | modify | 19 | 0.10 | 1.70675 | 1.71305 | 1.69955 | ||
| 65 | 2023.09.06 14:00 | sell | 20 | 0.10 | 1.70675 | 0.00000 | 0.00000 | ||
| 66 | 2023.09.06 14:00 | modify | 20 | 0.10 | 1.70675 | 1.71005 | 1.69955 | ||
| 67 | 2023.09.06 14:00 | modify | 18 | 0.10 | 1.71455 | 1.71005 | 1.69955 | ||
| 68 | 2023.09.06 15:00 | modify | 19 | 0.10 | 1.70675 | 1.71005 | 1.69955 | ||
| 69 | 2023.09.07 11:00 | t/p | 18 | 0.10 | 1.69955 | 1.71005 | 1.69955 | 105.58 | 11018.50 |
| 70 | 2023.09.07 11:00 | t/p | 19 | 0.10 | 1.69955 | 1.71005 | 1.69955 | 51.74 | 11070.24 |
| 71 | 2023.09.07 11:00 | t/p | 20 | 0.10 | 1.69955 | 1.71005 | 1.69955 | 51.74 | 11121.98 |
| 72 | 2023.09.12 11:00 | buy | 21 | 0.10 | 1.69372 | 0.00000 | 0.00000 | ||
| 73 | 2023.09.12 11:00 | modify | 21 | 0.10 | 1.69372 | 1.68272 | 1.70872 | ||
| 74 | 2023.09.14 13:00 | s/l | 21 | 0.10 | 1.68272 | 1.68272 | 1.70872 | -81.07 | 11040.92 |
| 75 | 2023.09.14 19:00 | buy | 22 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
| 76 | 2023.09.14 19:00 | modify | 22 | 0.10 | 1.67581 | 1.66481 | 1.69081 | ||
| 77 | 2023.09.19 09:00 | s/l | 22 | 0.10 | 1.66481 | 1.66481 | 1.69081 | -80.95 | 10959.97 |
| 78 | 2023.09.29 17:00 | sell | 23 | 0.10 | 1.65303 | 0.00000 | 0.00000 | ||
| 79 | 2023.09.29 17:00 | modify | 23 | 0.10 | 1.65303 | 1.66403 | 1.63803 | ||
| 80 | 2023.10.04 13:00 | s/l | 23 | 0.10 | 1.66403 | 1.66403 | 1.63803 | -81.55 | 10878.42 |
| 81 | 2023.10.04 14:00 | sell | 24 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 82 | 2023.10.04 14:00 | modify | 24 | 0.10 | 1.66875 | 1.67975 | 1.65375 | ||
| 83 | 2023.10.15 21:00 | sell | 25 | 0.10 | 1.65735 | 0.00000 | 0.00000 | ||
| 84 | 2023.10.15 21:00 | modify | 25 | 0.10 | 1.65735 | 1.66275 | 1.65375 | ||
| 85 | 2023.10.15 21:00 | modify | 24 | 0.10 | 1.66875 | 1.66275 | 1.65375 | ||
| 86 | 2023.10.16 18:00 | s/l | 24 | 0.10 | 1.66275 | 1.66275 | 1.65375 | 39.99 | 10918.41 |
| 87 | 2023.10.16 18:00 | s/l | 25 | 0.10 | 1.66275 | 1.66275 | 1.65375 | -39.88 | 10878.53 |
| 88 | 2023.10.26 19:00 | sell | 26 | 0.10 | 1.67626 | 0.00000 | 0.00000 | ||
| 89 | 2023.10.26 19:00 | modify | 26 | 0.10 | 1.67626 | 1.68726 | 1.66126 | ||
| 90 | 2023.11.01 09:00 | s/l | 26 | 0.10 | 1.68726 | 1.68726 | 1.66126 | -81.88 | 10796.66 |
| 91 | 2023.11.03 17:00 | sell | 27 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
| 92 | 2023.11.03 17:00 | modify | 27 | 0.10 | 1.69075 | 1.70175 | 1.67575 | ||
| 93 | 2023.11.14 14:00 | s/l | 27 | 0.10 | 1.70175 | 1.70175 | 1.67575 | -83.52 | 10713.13 |
| 94 | 2023.11.14 16:00 | sell | 28 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 95 | 2023.11.14 16:00 | modify | 28 | 0.10 | 1.70959 | 1.72059 | 1.69459 | ||
| 96 | 2023.11.15 23:00 | sell | 29 | 0.10 | 1.69834 | 0.00000 | 0.00000 | ||
| 97 | 2023.11.15 23:00 | modify | 29 | 0.10 | 1.69834 | 1.70359 | 1.69459 | ||
| 98 | 2023.11.15 23:00 | modify | 28 | 0.10 | 1.70959 | 1.70359 | 1.69459 | ||
| 99 | 2023.11.16 14:00 | s/l | 28 | 0.10 | 1.70359 | 1.70359 | 1.69459 | 42.62 | 10755.76 |
| 100 | 2023.11.16 14:00 | s/l | 29 | 0.10 | 1.70359 | 1.70359 | 1.69459 | -39.44 | 10716.32 |
| 101 | 2024.01.17 11:00 | sell | 30 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 102 | 2024.01.17 11:00 | modify | 30 | 0.10 | 1.71361 | 1.72461 | 1.69861 | ||
| 103 | 2024.01.30 16:00 | t/p | 30 | 0.10 | 1.69861 | 1.72461 | 1.69861 | 105.58 | 10821.90 |
| 104 | 2024.02.13 19:00 | sell | 31 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 105 | 2024.02.13 19:00 | modify | 31 | 0.10 | 1.70953 | 1.72053 | 1.69453 | ||
| 106 | 2024.02.14 10:00 | sell | 32 | 0.10 | 1.69803 | 0.00000 | 0.00000 | ||
| 107 | 2024.02.14 10:00 | modify | 32 | 0.10 | 1.69803 | 1.70353 | 1.69453 | ||
| 108 | 2024.02.14 10:00 | modify | 31 | 0.10 | 1.70953 | 1.70353 | 1.69453 | ||
| 109 | 2024.02.15 23:00 | t/p | 31 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 108.54 | 10930.44 |
| 110 | 2024.02.15 23:00 | t/p | 32 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 24.64 | 10955.08 |
| 111 | 2024.02.29 19:00 | buy | 33 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
| 112 | 2024.02.29 19:00 | modify | 33 | 0.10 | 1.71360 | 1.70260 | 1.72860 | ||
| 113 | 2024.03.05 14:00 | buy | 34 | 0.10 | 1.72490 | 0.00000 | 0.00000 | ||
| 114 | 2024.03.05 14:00 | modify | 34 | 0.10 | 1.72490 | 1.71960 | 1.72860 | ||
| 115 | 2024.03.05 14:00 | modify | 33 | 0.10 | 1.71360 | 1.71960 | 1.72860 | ||
| 116 | 2024.03.06 09:00 | t/p | 33 | 0.10 | 1.72860 | 1.71960 | 1.72860 | 109.41 | 11064.50 |
| 117 | 2024.03.06 09:00 | t/p | 34 | 0.10 | 1.72860 | 1.71960 | 1.72860 | 26.98 | 11091.48 |
| 118 | 2024.03.12 10:00 | buy | 35 | 0.10 | 1.72363 | 0.00000 | 0.00000 | ||
| 119 | 2024.03.12 10:00 | modify | 35 | 0.10 | 1.72363 | 1.71263 | 1.73863 | ||
| 120 | 2024.03.21 18:00 | s/l | 35 | 0.10 | 1.71263 | 1.71263 | 1.73863 | -81.90 | 11009.58 |
| 121 | 2024.04.19 19:00 | buy | 36 | 0.10 | 1.70143 | 0.00000 | 0.00000 | ||
| 122 | 2024.04.19 19:00 | modify | 36 | 0.10 | 1.70143 | 1.69043 | 1.71643 | ||
| 123 | 2024.04.22 12:00 | s/l | 36 | 0.10 | 1.69043 | 1.69043 | 1.71643 | -80.71 | 10928.87 |
| 124 | 2024.04.22 13:00 | buy | 37 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 125 | 2024.04.22 13:00 | modify | 37 | 0.10 | 1.69041 | 1.67941 | 1.70541 | ||
| 126 | 2024.04.24 00:00 | buy | 38 | 0.10 | 1.70183 | 0.00000 | 0.00000 | ||
| 127 | 2024.04.24 00:00 | modify | 38 | 0.10 | 1.70183 | 1.69641 | 1.70541 | ||
| 128 | 2024.04.24 00:00 | modify | 37 | 0.10 | 1.69041 | 1.69641 | 1.70541 | ||
| 129 | 2024.04.24 13:00 | t/p | 37 | 0.10 | 1.70541 | 1.69641 | 1.70541 | 109.65 | 11038.52 |
| 130 | 2024.04.24 13:00 | t/p | 38 | 0.10 | 1.70541 | 1.69641 | 1.70541 | 26.23 | 11064.75 |
| 131 | 2024.04.25 10:00 | sell | 39 | 0.10 | 1.71125 | 0.00000 | 0.00000 | ||
| 132 | 2024.04.25 10:00 | modify | 39 | 0.10 | 1.71125 | 1.72225 | 1.69625 | ||
| 133 | 2024.04.30 14:00 | s/l | 39 | 0.10 | 1.72225 | 1.72225 | 1.69625 | -81.56 | 10983.20 |