Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7200 | Ticks modelled | 13398 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 260.99 | Gross profit | 579.20 | Gross loss | -318.22 |
| Profit factor | 1.82 | Expected payoff | 17.40 | ||
| Absolute drawdown | 60.74 | Maximal drawdown | 196.43 (1.89%) | Relative drawdown | 1.89% (196.43) |
| Total trades | 15 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 109.87 | loss trade | -114.37 | |
| Average | profit trade | 57.92 | loss trade | -63.64 | |
| Maximum | consecutive wins (profit in money) | 5 (369.09) | consecutive losses (loss in money) | 2 (-138.08) | |
| Maximal | consecutive profit (count of wins) | 369.09 (5) | consecutive loss (count of losses) | -138.08 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.14 16:00 | sell | 1 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.14 16:00 | modify | 1 | 0.10 | 1.73109 | 1.74609 | 1.71609 | ||
| 3 | 2023.07.17 22:00 | sell | 2 | 0.10 | 1.72485 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.17 22:00 | modify | 2 | 0.10 | 1.72485 | 1.72959 | 1.71609 | ||
| 5 | 2023.07.17 22:00 | modify | 1 | 0.10 | 1.73109 | 1.72959 | 1.71609 | ||
| 6 | 2023.07.18 08:00 | s/l | 1 | 0.10 | 1.72959 | 1.72959 | 1.71609 | 10.35 | 10010.35 |
| 7 | 2023.07.18 08:00 | s/l | 2 | 0.10 | 1.72959 | 1.72959 | 1.71609 | -35.12 | 9975.23 |
| 8 | 2023.07.24 09:00 | buy | 3 | 0.10 | 1.69208 | 0.00000 | 0.00000 | ||
| 9 | 2023.07.24 09:00 | modify | 3 | 0.10 | 1.69208 | 1.67708 | 1.70708 | ||
| 10 | 2023.07.26 06:00 | buy | 4 | 0.10 | 1.70108 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.26 06:00 | modify | 4 | 0.10 | 1.70108 | 1.69808 | 1.70708 | ||
| 12 | 2023.07.26 06:00 | modify | 3 | 0.10 | 1.69208 | 1.69808 | 1.70708 | ||
| 13 | 2023.07.26 13:00 | t/p | 3 | 0.10 | 1.70708 | 1.69808 | 1.70708 | 109.87 | 10085.10 |
| 14 | 2023.07.26 13:00 | t/p | 4 | 0.10 | 1.70708 | 1.69808 | 1.70708 | 44.05 | 10129.15 |
| 15 | 2023.07.27 13:00 | buy | 5 | 0.10 | 1.69921 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.27 13:00 | modify | 5 | 0.10 | 1.69921 | 1.68421 | 1.71421 | ||
| 17 | 2023.08.07 11:00 | buy | 6 | 0.10 | 1.70541 | 0.00000 | 0.00000 | ||
| 18 | 2023.08.07 11:00 | modify | 6 | 0.10 | 1.70541 | 1.70071 | 1.71421 | ||
| 19 | 2023.08.07 11:00 | modify | 5 | 0.10 | 1.69921 | 1.70071 | 1.71421 | ||
| 20 | 2023.08.07 14:00 | buy | 7 | 0.10 | 1.70850 | 0.00000 | 0.00000 | ||
| 21 | 2023.08.07 14:00 | modify | 7 | 0.10 | 1.70850 | 1.70521 | 1.71421 | ||
| 22 | 2023.08.07 14:00 | modify | 6 | 0.10 | 1.70541 | 1.70521 | 1.71421 | ||
| 23 | 2023.08.07 14:00 | modify | 5 | 0.10 | 1.69921 | 1.70521 | 1.71421 | ||
| 24 | 2023.08.08 15:00 | t/p | 5 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 108.91 | 10238.06 |
| 25 | 2023.08.08 15:00 | t/p | 6 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 64.47 | 10302.54 |
| 26 | 2023.08.08 15:00 | t/p | 7 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 41.79 | 10344.33 |
| 27 | 2023.08.23 09:00 | buy | 8 | 0.10 | 1.71832 | 0.00000 | 0.00000 | ||
| 28 | 2023.08.23 09:00 | modify | 8 | 0.10 | 1.71832 | 1.70332 | 1.73332 | ||
| 29 | 2023.09.06 22:00 | s/l | 8 | 0.10 | 1.70332 | 1.70332 | 1.73332 | -111.77 | 10232.56 |
| 30 | 2023.10.04 13:00 | sell | 9 | 0.10 | 1.66940 | 0.00000 | 0.00000 | ||
| 31 | 2023.10.04 13:00 | modify | 9 | 0.10 | 1.66940 | 1.68440 | 1.65440 | ||
| 32 | 2023.10.10 00:00 | sell | 10 | 0.10 | 1.66337 | 0.00000 | 0.00000 | ||
| 33 | 2023.10.10 00:00 | modify | 10 | 0.10 | 1.66337 | 1.66790 | 1.65440 | ||
| 34 | 2023.10.10 00:00 | modify | 9 | 0.10 | 1.66940 | 1.66790 | 1.65440 | ||
| 35 | 2023.10.10 09:00 | s/l | 9 | 0.10 | 1.66790 | 1.66790 | 1.65440 | 9.03 | 10241.60 |
| 36 | 2023.10.10 09:00 | s/l | 10 | 0.10 | 1.66790 | 1.66790 | 1.65440 | -33.25 | 10208.35 |
| 37 | 2023.11.14 15:00 | sell | 11 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.14 15:00 | modify | 11 | 0.10 | 1.71145 | 1.72645 | 1.69645 | ||
| 39 | 2023.11.15 14:00 | sell | 12 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
| 40 | 2023.11.15 14:00 | modify | 12 | 0.10 | 1.70220 | 1.70545 | 1.69645 | ||
| 41 | 2023.11.15 14:00 | modify | 11 | 0.10 | 1.71145 | 1.70545 | 1.69645 | ||
| 42 | 2023.11.16 08:00 | t/p | 11 | 0.10 | 1.69645 | 1.70545 | 1.69645 | 108.77 | 10317.12 |
| 43 | 2023.11.16 08:00 | t/p | 12 | 0.10 | 1.69645 | 1.70545 | 1.69645 | 41.21 | 10358.33 |
| 44 | 2023.11.23 10:00 | sell | 13 | 0.10 | 1.71831 | 0.00000 | 0.00000 | ||
| 45 | 2023.11.23 10:00 | modify | 13 | 0.10 | 1.71831 | 1.73331 | 1.70331 | ||
| 46 | 2023.12.05 17:00 | sell | 14 | 0.10 | 1.70908 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.05 17:00 | modify | 14 | 0.10 | 1.70908 | 1.71231 | 1.70331 | ||
| 48 | 2023.12.05 17:00 | modify | 13 | 0.10 | 1.71831 | 1.71231 | 1.70331 | ||
| 49 | 2023.12.05 22:00 | s/l | 13 | 0.10 | 1.71231 | 1.71231 | 1.70331 | 40.74 | 10399.07 |
| 50 | 2023.12.05 22:00 | s/l | 14 | 0.10 | 1.71231 | 1.71231 | 1.70331 | -23.71 | 10375.36 |
| 51 | 2024.02.20 14:00 | sell | 15 | 0.10 | 1.70847 | 0.00000 | 0.00000 | ||
| 52 | 2024.02.20 14:00 | modify | 15 | 0.10 | 1.70847 | 1.72347 | 1.69347 | ||
| 53 | 2024.03.04 16:00 | s/l | 15 | 0.10 | 1.72347 | 1.72347 | 1.69347 | -114.37 | 10260.99 |