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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=70; IT_TakeProfit=80; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 454.64 | Gross profit | 702.06 | Gross loss | -247.42 |
| Profit factor | 2.84 | Expected payoff | 20.67 | ||
| Absolute drawdown | 63.61 | Maximal drawdown | 144.46 (1.42%) | Relative drawdown | 1.42% (144.46) |
| Total trades | 22 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 16 (72.73%) | Loss trades (% of total) | 6 (27.27%) | ||
| Largest | profit trade | 58.48 | loss trade | -52.59 | |
| Average | profit trade | 43.88 | loss trade | -41.24 | |
| Maximum | consecutive wins (profit in money) | 6 (274.35) | consecutive losses (loss in money) | 2 (-103.15) | |
| Maximal | consecutive profit (count of wins) | 274.35 (6) | consecutive loss (count of losses) | -103.15 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.08 16:00 | sell | 1 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.08 16:00 | modify | 1 | 0.10 | 1.67858 | 1.68558 | 1.67058 | ||
| 3 | 2023.06.14 16:00 | s/l | 1 | 0.10 | 1.68558 | 1.68558 | 1.67058 | -52.59 | 9947.41 |
| 4 | 2023.07.14 16:00 | sell | 2 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.14 16:00 | modify | 2 | 0.10 | 1.73109 | 1.73809 | 1.72309 | ||
| 6 | 2023.07.17 16:00 | t/p | 2 | 0.10 | 1.72309 | 1.73809 | 1.72309 | 58.27 | 10005.68 |
| 7 | 2023.07.24 16:00 | buy | 3 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.24 16:00 | modify | 3 | 0.10 | 1.68768 | 1.68068 | 1.69568 | ||
| 9 | 2023.07.25 16:00 | t/p | 3 | 0.10 | 1.69568 | 1.68068 | 1.69568 | 58.48 | 10064.16 |
| 10 | 2023.07.31 16:00 | buy | 4 | 0.10 | 1.69207 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.31 16:00 | modify | 4 | 0.10 | 1.69207 | 1.68507 | 1.70007 | ||
| 12 | 2023.08.01 12:00 | t/p | 4 | 0.10 | 1.70007 | 1.68507 | 1.70007 | 58.48 | 10122.65 |
| 13 | 2023.08.30 16:00 | sell | 5 | 0.10 | 1.71966 | 0.00000 | 0.00000 | ||
| 14 | 2023.08.30 16:00 | modify | 5 | 0.10 | 1.71966 | 1.72666 | 1.71166 | ||
| 15 | 2023.08.31 16:00 | sell | 6 | 0.10 | 1.71468 | 0.00000 | 0.00000 | ||
| 16 | 2023.08.31 16:00 | modify | 6 | 0.10 | 1.71468 | 1.71726 | 1.71166 | ||
| 17 | 2023.08.31 16:00 | modify | 5 | 0.10 | 1.71966 | 1.71726 | 1.71166 | ||
| 18 | 2023.08.31 20:00 | t/p | 5 | 0.10 | 1.71166 | 1.71726 | 1.71166 | 57.60 | 10180.25 |
| 19 | 2023.08.31 20:00 | t/p | 6 | 0.10 | 1.71166 | 1.71726 | 1.71166 | 22.12 | 10202.37 |
| 20 | 2023.09.06 16:00 | buy | 7 | 0.10 | 1.70712 | 0.00000 | 0.00000 | ||
| 21 | 2023.09.06 16:00 | modify | 7 | 0.10 | 1.70712 | 1.70012 | 1.71512 | ||
| 22 | 2023.09.07 12:00 | s/l | 7 | 0.10 | 1.70012 | 1.70012 | 1.71512 | -51.64 | 10150.73 |
| 23 | 2023.09.14 16:00 | buy | 8 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
| 24 | 2023.09.14 16:00 | modify | 8 | 0.10 | 1.67690 | 1.66990 | 1.68490 | ||
| 25 | 2023.09.18 16:00 | s/l | 8 | 0.10 | 1.66990 | 1.66990 | 1.68490 | -51.52 | 10099.21 |
| 26 | 2023.10.04 16:00 | sell | 9 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
| 27 | 2023.10.04 16:00 | modify | 9 | 0.10 | 1.67008 | 1.67708 | 1.66208 | ||
| 28 | 2023.10.06 16:00 | t/p | 9 | 0.10 | 1.66208 | 1.67708 | 1.66208 | 57.27 | 10156.49 |
| 29 | 2023.10.13 16:00 | buy | 10 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
| 30 | 2023.10.13 16:00 | modify | 10 | 0.10 | 1.65719 | 1.65019 | 1.66519 | ||
| 31 | 2023.10.18 00:00 | buy | 11 | 0.10 | 1.66296 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.18 00:00 | modify | 11 | 0.10 | 1.66296 | 1.65999 | 1.66519 | ||
| 33 | 2023.10.18 00:00 | modify | 10 | 0.10 | 1.65719 | 1.65999 | 1.66519 | ||
| 34 | 2023.10.18 04:00 | s/l | 10 | 0.10 | 1.65999 | 1.65999 | 1.66519 | 20.15 | 10176.64 |
| 35 | 2023.10.18 04:00 | s/l | 11 | 0.10 | 1.65999 | 1.65999 | 1.66519 | -21.76 | 10154.88 |
| 36 | 2023.10.27 16:00 | sell | 12 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
| 37 | 2023.10.27 16:00 | modify | 12 | 0.10 | 1.68474 | 1.69174 | 1.67674 | ||
| 38 | 2023.10.29 20:00 | sell | 13 | 0.10 | 1.67976 | 0.00000 | 0.00000 | ||
| 39 | 2023.10.29 20:00 | modify | 13 | 0.10 | 1.67976 | 1.68234 | 1.67674 | ||
| 40 | 2023.10.29 20:00 | modify | 12 | 0.10 | 1.68474 | 1.68234 | 1.67674 | ||
| 41 | 2023.10.30 08:00 | t/p | 12 | 0.10 | 1.67674 | 1.68234 | 1.67674 | 58.26 | 10213.14 |
| 42 | 2023.10.30 08:00 | t/p | 13 | 0.10 | 1.67674 | 1.68234 | 1.67674 | 21.79 | 10234.93 |
| 43 | 2023.11.03 16:00 | sell | 14 | 0.10 | 1.69132 | 0.00000 | 0.00000 | ||
| 44 | 2023.11.03 16:00 | modify | 14 | 0.10 | 1.69132 | 1.69832 | 1.68332 | ||
| 45 | 2023.11.10 12:00 | sell | 15 | 0.10 | 1.68639 | 0.00000 | 0.00000 | ||
| 46 | 2023.11.10 12:00 | modify | 15 | 0.10 | 1.68639 | 1.68892 | 1.68332 | ||
| 47 | 2023.11.10 12:00 | modify | 14 | 0.10 | 1.69132 | 1.68892 | 1.68332 | ||
| 48 | 2023.11.10 16:00 | s/l | 14 | 0.10 | 1.68892 | 1.68892 | 1.68332 | 15.28 | 10250.21 |
| 49 | 2023.11.10 16:00 | s/l | 15 | 0.10 | 1.68892 | 1.68892 | 1.68332 | -18.53 | 10231.68 |
| 50 | 2023.11.14 16:00 | sell | 16 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 51 | 2023.11.14 16:00 | modify | 16 | 0.10 | 1.70959 | 1.71659 | 1.70159 | ||
| 52 | 2023.11.15 16:00 | t/p | 16 | 0.10 | 1.70159 | 1.71659 | 1.70159 | 58.26 | 10289.94 |
| 53 | 2023.12.27 20:00 | sell | 17 | 0.10 | 1.69027 | 0.00000 | 0.00000 | ||
| 54 | 2023.12.27 20:00 | modify | 17 | 0.10 | 1.69027 | 1.69727 | 1.68227 | ||
| 55 | 2023.12.28 20:00 | t/p | 17 | 0.10 | 1.68227 | 1.69727 | 1.68227 | 57.61 | 10347.55 |
| 56 | 2024.02.20 16:00 | sell | 18 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.20 16:00 | modify | 18 | 0.10 | 1.71051 | 1.71751 | 1.70251 | ||
| 58 | 2024.02.20 20:00 | sell | 19 | 0.10 | 1.70634 | 0.00000 | 0.00000 | ||
| 59 | 2024.02.20 20:00 | modify | 19 | 0.10 | 1.70634 | 1.70971 | 1.70251 | ||
| 60 | 2024.02.20 20:00 | modify | 18 | 0.10 | 1.71051 | 1.70971 | 1.70251 | ||
| 61 | 2024.02.22 16:00 | t/p | 18 | 0.10 | 1.70251 | 1.70971 | 1.70251 | 57.28 | 10404.83 |
| 62 | 2024.02.22 16:00 | t/p | 19 | 0.10 | 1.70251 | 1.70971 | 1.70251 | 26.73 | 10431.57 |
| 63 | 2024.03.08 16:00 | sell | 20 | 0.10 | 1.73251 | 0.00000 | 0.00000 | ||
| 64 | 2024.03.08 16:00 | modify | 20 | 0.10 | 1.73251 | 1.73951 | 1.72451 | ||
| 65 | 2024.03.11 20:00 | sell | 21 | 0.10 | 1.72681 | 0.00000 | 0.00000 | ||
| 66 | 2024.03.11 20:00 | modify | 21 | 0.10 | 1.72681 | 1.72971 | 1.72451 | ||
| 67 | 2024.03.11 20:00 | modify | 20 | 0.10 | 1.73251 | 1.72971 | 1.72451 | ||
| 68 | 2024.03.12 08:00 | t/p | 20 | 0.10 | 1.72451 | 1.72971 | 1.72451 | 57.94 | 10489.51 |
| 69 | 2024.03.12 08:00 | t/p | 21 | 0.10 | 1.72451 | 1.72971 | 1.72451 | 16.52 | 10506.03 |
| 70 | 2024.04.19 20:00 | buy | 22 | 0.10 | 1.70155 | 0.00000 | 0.00000 | ||
| 71 | 2024.04.19 20:00 | modify | 22 | 0.10 | 1.70155 | 1.69455 | 1.70955 | ||
| 72 | 2024.04.22 12:00 | s/l | 22 | 0.10 | 1.69455 | 1.69455 | 1.70955 | -51.39 | 10454.64 |