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=2; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | -156.56 | Gross profit | 730.58 | Gross loss | -887.15 |
| Profit factor | 0.82 | Expected payoff | -4.47 | ||
| Absolute drawdown | 418.48 | Maximal drawdown | 425.36 (4.25%) | Relative drawdown | 4.25% (425.36) |
| Total trades | 35 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 18 (51.43%) | Loss trades (% of total) | 17 (48.57%) | ||
| Largest | profit trade | 95.21 | loss trade | -113.14 | |
| Average | profit trade | 40.59 | loss trade | -52.19 | |
| Maximum | consecutive wins (profit in money) | 4 (288.15) | consecutive losses (loss in money) | 3 (-336.29) | |
| Maximal | consecutive profit (count of wins) | 288.15 (4) | consecutive loss (count of losses) | -336.29 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.08 00:00 | buy | 1 | 0.10 | 1.69023 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.08 00:00 | modify | 1 | 0.10 | 1.69023 | 1.67523 | 1.70323 | ||
| 3 | 2023.05.18 12:00 | s/l | 1 | 0.10 | 1.67523 | 1.67523 | 1.70323 | -111.32 | 9888.68 |
| 4 | 2023.06.28 04:00 | sell | 2 | 0.10 | 1.68133 | 0.00000 | 0.00000 | ||
| 5 | 2023.06.28 04:00 | modify | 2 | 0.10 | 1.68133 | 1.69633 | 1.66833 | ||
| 6 | 2023.07.06 12:00 | s/l | 2 | 0.10 | 1.69633 | 1.69633 | 1.66833 | -113.14 | 9775.54 |
| 7 | 2023.07.07 00:00 | sell | 3 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.07 00:00 | modify | 3 | 0.10 | 1.70284 | 1.71784 | 1.68984 | ||
| 9 | 2023.07.13 12:00 | s/l | 3 | 0.10 | 1.71784 | 1.71784 | 1.68984 | -111.83 | 9663.71 |
| 10 | 2023.07.14 00:00 | sell | 4 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.14 00:00 | modify | 4 | 0.10 | 1.72137 | 1.73637 | 1.70837 | ||
| 12 | 2023.07.19 08:00 | t/p | 4 | 0.10 | 1.70837 | 1.73637 | 1.70837 | 94.22 | 9757.94 |
| 13 | 2023.07.24 20:00 | buy | 5 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.24 20:00 | modify | 5 | 0.10 | 1.68835 | 1.67335 | 1.70135 | ||
| 15 | 2023.07.26 08:00 | t/p | 5 | 0.10 | 1.70135 | 1.67335 | 1.70135 | 95.00 | 9852.94 |
| 16 | 2023.07.28 00:00 | buy | 6 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.28 00:00 | modify | 6 | 0.10 | 1.69263 | 1.67763 | 1.70563 | ||
| 18 | 2023.08.04 16:00 | t/p | 6 | 0.10 | 1.70563 | 1.67763 | 1.70563 | 94.40 | 9947.34 |
| 19 | 2023.09.01 00:00 | buy | 7 | 0.10 | 1.71229 | 0.00000 | 0.00000 | ||
| 20 | 2023.09.01 00:00 | modify | 7 | 0.10 | 1.71229 | 1.69729 | 1.72529 | ||
| 21 | 2023.09.04 08:00 | buy | 8 | 0.10 | 1.71556 | 0.00000 | 0.00000 | ||
| 22 | 2023.09.04 08:00 | modify | 8 | 0.10 | 1.71556 | 1.71294 | 1.72529 | ||
| 23 | 2023.09.04 08:00 | modify | 7 | 0.10 | 1.71229 | 1.71294 | 1.72529 | ||
| 24 | 2023.09.05 00:00 | s/l | 7 | 0.10 | 1.71294 | 1.71294 | 1.72529 | 4.53 | 9951.87 |
| 25 | 2023.09.05 00:00 | s/l | 8 | 0.10 | 1.71294 | 1.71294 | 1.72529 | -19.31 | 9932.56 |
| 26 | 2023.09.14 20:00 | buy | 9 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
| 27 | 2023.09.14 20:00 | modify | 9 | 0.10 | 1.67724 | 1.66224 | 1.69024 | ||
| 28 | 2023.09.19 16:00 | s/l | 9 | 0.10 | 1.66224 | 1.66224 | 1.69024 | -110.25 | 9822.31 |
| 29 | 2023.10.01 20:00 | sell | 10 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
| 30 | 2023.10.01 20:00 | modify | 10 | 0.10 | 1.65513 | 1.67013 | 1.64213 | ||
| 31 | 2023.10.04 16:00 | s/l | 10 | 0.10 | 1.67013 | 1.67013 | 1.64213 | -110.84 | 9711.47 |
| 32 | 2023.10.04 20:00 | sell | 11 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
| 33 | 2023.10.04 20:00 | modify | 11 | 0.10 | 1.66959 | 1.68459 | 1.65659 | ||
| 34 | 2023.10.09 04:00 | sell | 12 | 0.10 | 1.66621 | 0.00000 | 0.00000 | ||
| 35 | 2023.10.09 04:00 | modify | 12 | 0.10 | 1.66621 | 1.66894 | 1.65659 | ||
| 36 | 2023.10.09 04:00 | modify | 11 | 0.10 | 1.66959 | 1.66894 | 1.65659 | ||
| 37 | 2023.10.09 16:00 | sell | 13 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
| 38 | 2023.10.09 16:00 | modify | 13 | 0.10 | 1.66175 | 1.66504 | 1.65659 | ||
| 39 | 2023.10.09 16:00 | modify | 12 | 0.10 | 1.66621 | 1.66504 | 1.65659 | ||
| 40 | 2023.10.09 16:00 | modify | 11 | 0.10 | 1.66959 | 1.66504 | 1.65659 | ||
| 41 | 2023.10.10 12:00 | s/l | 11 | 0.10 | 1.66504 | 1.66504 | 1.65659 | 31.35 | 9742.83 |
| 42 | 2023.10.10 12:00 | s/l | 12 | 0.10 | 1.66504 | 1.66504 | 1.65659 | 8.24 | 9751.07 |
| 43 | 2023.10.10 12:00 | s/l | 13 | 0.10 | 1.66504 | 1.66504 | 1.65659 | -24.42 | 9726.65 |
| 44 | 2023.10.13 20:00 | buy | 14 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
| 45 | 2023.10.13 20:00 | modify | 14 | 0.10 | 1.65841 | 1.64341 | 1.67141 | ||
| 46 | 2023.10.16 08:00 | buy | 15 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.16 08:00 | modify | 15 | 0.10 | 1.66175 | 1.65906 | 1.67141 | ||
| 48 | 2023.10.16 08:00 | modify | 14 | 0.10 | 1.65841 | 1.65906 | 1.67141 | ||
| 49 | 2023.10.16 12:00 | s/l | 14 | 0.10 | 1.65906 | 1.65906 | 1.67141 | 4.64 | 9731.29 |
| 50 | 2023.10.16 12:00 | s/l | 15 | 0.10 | 1.65906 | 1.65906 | 1.67141 | -19.71 | 9711.58 |
| 51 | 2023.10.24 00:00 | sell | 16 | 0.10 | 1.67663 | 0.00000 | 0.00000 | ||
| 52 | 2023.10.24 00:00 | modify | 16 | 0.10 | 1.67663 | 1.69163 | 1.66363 | ||
| 53 | 2023.10.24 12:00 | sell | 17 | 0.10 | 1.67316 | 0.00000 | 0.00000 | ||
| 54 | 2023.10.24 12:00 | modify | 17 | 0.10 | 1.67316 | 1.67598 | 1.66363 | ||
| 55 | 2023.10.24 12:00 | modify | 16 | 0.10 | 1.67663 | 1.67598 | 1.66363 | ||
| 56 | 2023.10.24 20:00 | sell | 18 | 0.10 | 1.67001 | 0.00000 | 0.00000 | ||
| 57 | 2023.10.24 20:00 | modify | 18 | 0.10 | 1.67001 | 1.67208 | 1.66363 | ||
| 58 | 2023.10.24 20:00 | modify | 17 | 0.10 | 1.67316 | 1.67208 | 1.66363 | ||
| 59 | 2023.10.24 20:00 | modify | 16 | 0.10 | 1.67663 | 1.67208 | 1.66363 | ||
| 60 | 2023.10.25 04:00 | s/l | 16 | 0.10 | 1.67208 | 1.67208 | 1.66363 | 33.00 | 9744.58 |
| 61 | 2023.10.25 04:00 | s/l | 17 | 0.10 | 1.67208 | 1.67208 | 1.66363 | 7.58 | 9752.16 |
| 62 | 2023.10.25 04:00 | s/l | 18 | 0.10 | 1.67208 | 1.67208 | 1.66363 | -15.49 | 9736.67 |
| 63 | 2023.11.03 20:00 | sell | 19 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
| 64 | 2023.11.03 20:00 | modify | 19 | 0.10 | 1.69122 | 1.70622 | 1.67822 | ||
| 65 | 2023.11.14 16:00 | s/l | 19 | 0.10 | 1.70622 | 1.70622 | 1.67822 | -112.81 | 9623.86 |
| 66 | 2023.11.15 00:00 | sell | 20 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
| 67 | 2023.11.15 00:00 | modify | 20 | 0.10 | 1.71137 | 1.72637 | 1.69837 | ||
| 68 | 2023.11.15 16:00 | t/p | 20 | 0.10 | 1.69837 | 1.72637 | 1.69837 | 95.21 | 9719.07 |
| 69 | 2023.11.21 08:00 | sell | 21 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
| 70 | 2023.11.21 08:00 | modify | 21 | 0.10 | 1.71857 | 1.73357 | 1.70557 | ||
| 71 | 2023.12.01 08:00 | sell | 22 | 0.10 | 1.71049 | 0.00000 | 0.00000 | ||
| 72 | 2023.12.01 08:00 | modify | 22 | 0.10 | 1.71049 | 1.71402 | 1.70557 | ||
| 73 | 2023.12.01 08:00 | modify | 21 | 0.10 | 1.71857 | 1.71402 | 1.70557 | ||
| 74 | 2023.12.01 16:00 | s/l | 21 | 0.10 | 1.71402 | 1.71402 | 1.70557 | 29.37 | 9748.44 |
| 75 | 2023.12.01 16:00 | s/l | 22 | 0.10 | 1.71402 | 1.71402 | 1.70557 | -25.86 | 9722.58 |
| 76 | 2023.12.28 00:00 | sell | 23 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 77 | 2023.12.28 00:00 | modify | 23 | 0.10 | 1.68998 | 1.70498 | 1.67698 | ||
| 78 | 2023.12.28 20:00 | sell | 24 | 0.10 | 1.68348 | 0.00000 | 0.00000 | ||
| 79 | 2023.12.28 20:00 | modify | 24 | 0.10 | 1.68348 | 1.68543 | 1.67698 | ||
| 80 | 2023.12.28 20:00 | modify | 23 | 0.10 | 1.68998 | 1.68543 | 1.67698 | ||
| 81 | 2023.12.29 04:00 | s/l | 23 | 0.10 | 1.68543 | 1.68543 | 1.67698 | 33.00 | 9755.58 |
| 82 | 2023.12.29 04:00 | s/l | 24 | 0.10 | 1.68543 | 1.68543 | 1.67698 | -14.61 | 9740.97 |
| 83 | 2024.01.12 00:00 | sell | 25 | 0.10 | 1.70944 | 0.00000 | 0.00000 | ||
| 84 | 2024.01.12 00:00 | modify | 25 | 0.10 | 1.70944 | 1.72444 | 1.69644 | ||
| 85 | 2024.01.12 08:00 | sell | 26 | 0.10 | 1.70615 | 0.00000 | 0.00000 | ||
| 86 | 2024.01.12 08:00 | modify | 26 | 0.10 | 1.70615 | 1.70879 | 1.69644 | ||
| 87 | 2024.01.12 08:00 | modify | 25 | 0.10 | 1.70944 | 1.70879 | 1.69644 | ||
| 88 | 2024.01.12 16:00 | s/l | 25 | 0.10 | 1.70879 | 1.70879 | 1.69644 | 4.76 | 9745.73 |
| 89 | 2024.01.12 16:00 | s/l | 26 | 0.10 | 1.70879 | 1.70879 | 1.69644 | -19.33 | 9726.40 |
| 90 | 2024.01.24 20:00 | sell | 27 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
| 91 | 2024.01.24 20:00 | modify | 27 | 0.10 | 1.71960 | 1.73460 | 1.70660 | ||
| 92 | 2024.01.26 04:00 | sell | 28 | 0.10 | 1.71162 | 0.00000 | 0.00000 | ||
| 93 | 2024.01.26 04:00 | modify | 28 | 0.10 | 1.71162 | 1.71505 | 1.70660 | ||
| 94 | 2024.01.26 04:00 | modify | 27 | 0.10 | 1.71960 | 1.71505 | 1.70660 | ||
| 95 | 2024.01.29 12:00 | t/p | 27 | 0.10 | 1.70660 | 1.71505 | 1.70660 | 93.55 | 9819.96 |
| 96 | 2024.01.29 12:00 | t/p | 28 | 0.10 | 1.70660 | 1.71505 | 1.70660 | 36.43 | 9856.39 |
| 97 | 2024.01.29 16:00 | buy | 29 | 0.10 | 1.70577 | 0.00000 | 0.00000 | ||
| 98 | 2024.01.29 16:00 | modify | 29 | 0.10 | 1.70577 | 1.69077 | 1.71877 | ||
| 99 | 2024.02.26 00:00 | buy | 30 | 0.10 | 1.71227 | 0.00000 | 0.00000 | ||
| 100 | 2024.02.26 00:00 | modify | 30 | 0.10 | 1.71227 | 1.71032 | 1.71877 | ||
| 101 | 2024.02.26 00:00 | modify | 29 | 0.10 | 1.70577 | 1.71032 | 1.71877 | ||
| 102 | 2024.02.27 12:00 | s/l | 29 | 0.10 | 1.71032 | 1.71032 | 1.71877 | 29.88 | 9886.27 |
| 103 | 2024.02.27 12:00 | s/l | 30 | 0.10 | 1.71032 | 1.71032 | 1.71877 | -14.41 | 9871.86 |
| 104 | 2024.03.22 00:00 | buy | 31 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
| 105 | 2024.03.22 00:00 | modify | 31 | 0.10 | 1.71302 | 1.69802 | 1.72602 | ||
| 106 | 2024.04.10 00:00 | buy | 32 | 0.10 | 1.72104 | 0.00000 | 0.00000 | ||
| 107 | 2024.04.10 00:00 | modify | 32 | 0.10 | 1.72104 | 1.71757 | 1.72602 | ||
| 108 | 2024.04.10 00:00 | modify | 31 | 0.10 | 1.71302 | 1.71757 | 1.72602 | ||
| 109 | 2024.04.10 16:00 | s/l | 31 | 0.10 | 1.71757 | 1.71757 | 1.72602 | 31.31 | 9903.16 |
| 110 | 2024.04.10 16:00 | s/l | 32 | 0.10 | 1.71757 | 1.71757 | 1.72602 | -25.42 | 9877.74 |
| 111 | 2024.04.25 00:00 | sell | 33 | 0.10 | 1.70723 | 0.00000 | 0.00000 | ||
| 112 | 2024.04.25 00:00 | modify | 33 | 0.10 | 1.70723 | 1.72223 | 1.69423 | ||
| 113 | 2024.04.28 20:00 | sell | 34 | 0.10 | 1.70391 | 0.00000 | 0.00000 | ||
| 114 | 2024.04.28 20:00 | modify | 34 | 0.10 | 1.70391 | 1.70658 | 1.69423 | ||
| 115 | 2024.04.28 20:00 | modify | 33 | 0.10 | 1.70723 | 1.70658 | 1.69423 | ||
| 116 | 2024.04.29 00:00 | s/l | 33 | 0.10 | 1.70658 | 1.70658 | 1.69423 | 4.10 | 9881.85 |
| 117 | 2024.04.29 00:00 | s/l | 34 | 0.10 | 1.70658 | 1.70658 | 1.69423 | -19.89 | 9861.96 |
| 118 | 2024.04.30 04:00 | sell | 35 | 0.10 | 1.71618 | 0.00000 | 0.00000 | ||
| 119 | 2024.04.30 04:00 | modify | 35 | 0.10 | 1.71618 | 1.73118 | 1.70318 | ||
| 120 | 2024.04.30 23:59 | close at stop | 35 | 0.10 | 1.71871 | 1.73118 | 1.70318 | -18.52 | 9843.44 |