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 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 156028 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 715.47 | Gross profit | 857.74 | Gross loss | -142.27 |
| Profit factor | 6.03 | Expected payoff | 31.11 | ||
| Absolute drawdown | 29.25 | Maximal drawdown | 146.81 (1.35%) | Relative drawdown | 1.35% (146.81) |
| Total trades | 23 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 109.83 | loss trade | -33.83 | |
| Average | profit trade | 50.46 | loss trade | -23.71 | |
| Maximum | consecutive wins (profit in money) | 8 (470.57) | consecutive losses (loss in money) | 2 (-24.06) | |
| Maximal | consecutive profit (count of wins) | 470.57 (8) | consecutive loss (count of losses) | -33.83 (1) | |
| 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 13:20 | sell | 2 | 0.10 | 1.72490 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.17 13:20 | modify | 2 | 0.10 | 1.72490 | 1.72959 | 1.71609 | ||
| 5 | 2023.07.17 13:20 | modify | 1 | 0.10 | 1.73109 | 1.72959 | 1.71609 | ||
| 6 | 2023.07.17 14:50 | sell | 3 | 0.10 | 1.72200 | 0.00000 | 0.00000 | ||
| 7 | 2023.07.17 14:50 | modify | 3 | 0.10 | 1.72200 | 1.72509 | 1.71609 | ||
| 8 | 2023.07.17 14:50 | modify | 2 | 0.10 | 1.72490 | 1.72509 | 1.71609 | ||
| 9 | 2023.07.17 14:50 | modify | 1 | 0.10 | 1.73109 | 1.72509 | 1.71609 | ||
| 10 | 2023.07.17 17:45 | s/l | 1 | 0.10 | 1.72509 | 1.72509 | 1.71609 | 43.69 | 10043.69 |
| 11 | 2023.07.17 17:45 | s/l | 2 | 0.10 | 1.72509 | 1.72509 | 1.71609 | -1.39 | 10042.30 |
| 12 | 2023.07.17 17:45 | s/l | 3 | 0.10 | 1.72509 | 1.72509 | 1.71609 | -22.67 | 10019.63 |
| 13 | 2023.07.24 09:00 | buy | 4 | 0.10 | 1.69208 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.24 09:00 | modify | 4 | 0.10 | 1.69208 | 1.67708 | 1.70708 | ||
| 15 | 2023.07.25 16:40 | buy | 5 | 0.10 | 1.69830 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.25 16:40 | modify | 5 | 0.10 | 1.69830 | 1.69358 | 1.70708 | ||
| 17 | 2023.07.25 16:40 | modify | 4 | 0.10 | 1.69208 | 1.69358 | 1.70708 | ||
| 18 | 2023.07.26 05:50 | buy | 6 | 0.10 | 1.70127 | 0.00000 | 0.00000 | ||
| 19 | 2023.07.26 05:50 | modify | 6 | 0.10 | 1.70127 | 1.69808 | 1.70708 | ||
| 20 | 2023.07.26 05:50 | modify | 5 | 0.10 | 1.69830 | 1.69808 | 1.70708 | ||
| 21 | 2023.07.26 05:50 | modify | 4 | 0.10 | 1.69208 | 1.69808 | 1.70708 | ||
| 22 | 2023.07.26 08:40 | buy | 7 | 0.10 | 1.70342 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.26 08:40 | modify | 7 | 0.10 | 1.70342 | 1.70108 | 1.70708 | ||
| 24 | 2023.07.26 08:40 | modify | 6 | 0.10 | 1.70127 | 1.70108 | 1.70708 | ||
| 25 | 2023.07.26 08:40 | modify | 5 | 0.10 | 1.69830 | 1.70108 | 1.70708 | ||
| 26 | 2023.07.26 08:40 | modify | 4 | 0.10 | 1.69208 | 1.70108 | 1.70708 | ||
| 27 | 2023.07.26 12:40 | t/p | 4 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 109.83 | 10129.46 |
| 28 | 2023.07.26 12:40 | t/p | 5 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 64.31 | 10193.77 |
| 29 | 2023.07.26 12:40 | t/p | 6 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 42.64 | 10236.41 |
| 30 | 2023.07.26 12:40 | t/p | 7 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 26.86 | 10263.27 |
| 31 | 2023.07.27 13:00 | buy | 8 | 0.10 | 1.69921 | 0.00000 | 0.00000 | ||
| 32 | 2023.07.27 13:00 | modify | 8 | 0.10 | 1.69921 | 1.68421 | 1.71421 | ||
| 33 | 2023.08.04 14:15 | buy | 9 | 0.10 | 1.70526 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.04 14:15 | modify | 9 | 0.10 | 1.70526 | 1.70071 | 1.71421 | ||
| 35 | 2023.08.04 14:15 | modify | 8 | 0.10 | 1.69921 | 1.70071 | 1.71421 | ||
| 36 | 2023.08.07 13:45 | buy | 10 | 0.10 | 1.70841 | 0.00000 | 0.00000 | ||
| 37 | 2023.08.07 13:45 | modify | 10 | 0.10 | 1.70841 | 1.70521 | 1.71421 | ||
| 38 | 2023.08.07 13:45 | modify | 9 | 0.10 | 1.70526 | 1.70521 | 1.71421 | ||
| 39 | 2023.08.07 13:45 | modify | 8 | 0.10 | 1.69921 | 1.70521 | 1.71421 | ||
| 40 | 2023.08.08 14:20 | t/p | 8 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 108.88 | 10372.15 |
| 41 | 2023.08.08 14:20 | t/p | 9 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 65.44 | 10437.60 |
| 42 | 2023.08.08 14:20 | t/p | 10 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 42.44 | 10480.04 |
| 43 | 2023.08.23 09:00 | buy | 11 | 0.10 | 1.71832 | 0.00000 | 0.00000 | ||
| 44 | 2023.08.23 09:00 | modify | 11 | 0.10 | 1.71832 | 1.70332 | 1.73332 | ||
| 45 | 2023.08.30 14:12 | buy | 12 | 0.10 | 1.72442 | 0.00000 | 0.00000 | ||
| 46 | 2023.08.30 14:12 | modify | 12 | 0.10 | 1.72442 | 1.71982 | 1.73332 | ||
| 47 | 2023.08.30 14:12 | modify | 11 | 0.10 | 1.71832 | 1.71982 | 1.73332 | ||
| 48 | 2023.08.30 15:50 | s/l | 11 | 0.10 | 1.71982 | 1.71982 | 1.73332 | 10.17 | 10490.20 |
| 49 | 2023.08.30 15:50 | s/l | 12 | 0.10 | 1.71982 | 1.71982 | 1.73332 | -33.76 | 10456.44 |
| 50 | 2023.10.04 13:00 | sell | 13 | 0.10 | 1.66940 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.04 13:00 | modify | 13 | 0.10 | 1.66940 | 1.68440 | 1.65440 | ||
| 52 | 2023.10.06 13:12 | sell | 14 | 0.10 | 1.66329 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.06 13:12 | modify | 14 | 0.10 | 1.66329 | 1.66790 | 1.65440 | ||
| 54 | 2023.10.06 13:12 | modify | 13 | 0.10 | 1.66940 | 1.66790 | 1.65440 | ||
| 55 | 2023.10.06 14:03 | s/l | 13 | 0.10 | 1.66790 | 1.66790 | 1.65440 | 9.68 | 10466.13 |
| 56 | 2023.10.06 14:03 | s/l | 14 | 0.10 | 1.66790 | 1.66790 | 1.65440 | -33.83 | 10432.30 |
| 57 | 2023.11.14 15:00 | sell | 15 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.14 15:00 | modify | 15 | 0.10 | 1.71145 | 1.72645 | 1.69645 | ||
| 59 | 2023.11.15 08:07 | sell | 16 | 0.10 | 1.70535 | 0.00000 | 0.00000 | ||
| 60 | 2023.11.15 08:07 | modify | 16 | 0.10 | 1.70535 | 1.70995 | 1.69645 | ||
| 61 | 2023.11.15 08:07 | modify | 15 | 0.10 | 1.71145 | 1.70995 | 1.69645 | ||
| 62 | 2023.11.15 13:45 | sell | 17 | 0.10 | 1.70229 | 0.00000 | 0.00000 | ||
| 63 | 2023.11.15 13:45 | modify | 17 | 0.10 | 1.70229 | 1.70545 | 1.69645 | ||
| 64 | 2023.11.15 13:45 | modify | 16 | 0.10 | 1.70535 | 1.70545 | 1.69645 | ||
| 65 | 2023.11.15 13:45 | modify | 15 | 0.10 | 1.71145 | 1.70545 | 1.69645 | ||
| 66 | 2023.11.15 16:12 | sell | 18 | 0.10 | 1.70013 | 0.00000 | 0.00000 | ||
| 67 | 2023.11.15 16:12 | modify | 18 | 0.10 | 1.70013 | 1.70245 | 1.69645 | ||
| 68 | 2023.11.15 16:12 | modify | 17 | 0.10 | 1.70229 | 1.70245 | 1.69645 | ||
| 69 | 2023.11.15 16:12 | modify | 16 | 0.10 | 1.70535 | 1.70245 | 1.69645 | ||
| 70 | 2023.11.15 16:12 | modify | 15 | 0.10 | 1.71145 | 1.70245 | 1.69645 | ||
| 71 | 2023.11.16 07:46 | t/p | 15 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 108.74 | 10541.04 |
| 72 | 2023.11.16 07:46 | t/p | 16 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 64.31 | 10605.35 |
| 73 | 2023.11.16 07:46 | t/p | 17 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 41.86 | 10647.21 |
| 74 | 2023.11.16 07:46 | t/p | 18 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 26.01 | 10673.23 |
| 75 | 2023.11.23 10:00 | sell | 19 | 0.10 | 1.71831 | 0.00000 | 0.00000 | ||
| 76 | 2023.11.23 10:00 | modify | 19 | 0.10 | 1.71831 | 1.73331 | 1.70331 | ||
| 77 | 2023.11.30 19:20 | sell | 20 | 0.10 | 1.71205 | 0.00000 | 0.00000 | ||
| 78 | 2023.11.30 19:20 | modify | 20 | 0.10 | 1.71205 | 1.71681 | 1.70331 | ||
| 79 | 2023.11.30 19:20 | modify | 19 | 0.10 | 1.71831 | 1.71681 | 1.70331 | ||
| 80 | 2023.12.01 14:30 | sell | 21 | 0.10 | 1.70696 | 0.00000 | 0.00000 | ||
| 81 | 2023.12.01 14:30 | modify | 21 | 0.10 | 1.70696 | 1.70931 | 1.70331 | ||
| 82 | 2023.12.01 14:30 | modify | 20 | 0.10 | 1.71205 | 1.70931 | 1.70331 | ||
| 83 | 2023.12.01 14:30 | modify | 19 | 0.10 | 1.71831 | 1.70931 | 1.70331 | ||
| 84 | 2023.12.01 16:20 | s/l | 19 | 0.10 | 1.70931 | 1.70931 | 1.70331 | 63.40 | 10736.62 |
| 85 | 2023.12.01 16:20 | s/l | 20 | 0.10 | 1.70931 | 1.70931 | 1.70331 | 19.77 | 10756.39 |
| 86 | 2023.12.01 16:20 | s/l | 21 | 0.10 | 1.70931 | 1.70931 | 1.70331 | -17.24 | 10739.15 |
| 87 | 2024.02.20 14:00 | sell | 22 | 0.10 | 1.70847 | 0.00000 | 0.00000 | ||
| 88 | 2024.02.20 14:00 | modify | 22 | 0.10 | 1.70847 | 1.72347 | 1.69347 | ||
| 89 | 2024.02.22 14:45 | sell | 23 | 0.10 | 1.70242 | 0.00000 | 0.00000 | ||
| 90 | 2024.02.22 14:45 | modify | 23 | 0.10 | 1.70242 | 1.70697 | 1.69347 | ||
| 91 | 2024.02.22 14:45 | modify | 22 | 0.10 | 1.70847 | 1.70697 | 1.69347 | ||
| 92 | 2024.02.22 16:20 | s/l | 22 | 0.10 | 1.70697 | 1.70697 | 1.69347 | 9.69 | 10748.85 |
| 93 | 2024.02.22 16:20 | s/l | 23 | 0.10 | 1.70697 | 1.70697 | 1.69347 | -33.38 | 10715.47 |