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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6499 | Ticks modelled | 17165891 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 754.95 | Gross profit | 893.46 | Gross loss | -138.51 |
| Profit factor | 6.45 | Expected payoff | 30.20 | ||
| Absolute drawdown | 27.76 | Maximal drawdown | 183.58 (1.68%) | Relative drawdown | 1.68% (183.58) |
| Total trades | 25 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 109.82 | loss trade | -33.16 | |
| Average | profit trade | 44.67 | loss trade | -27.70 | |
| Maximum | consecutive wins (profit in money) | 9 (502.80) | consecutive losses (loss in money) | 1 (-33.16) | |
| Maximal | consecutive profit (count of wins) | 502.80 (9) | consecutive loss (count of losses) | -33.16 (1) | |
| Average | consecutive wins | 4 | 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 13:26 | sell | 2 | 0.10 | 1.72509 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.17 13:26 | modify | 2 | 0.10 | 1.72509 | 1.72959 | 1.71609 | ||
| 5 | 2023.07.17 13:26 | modify | 1 | 0.10 | 1.73109 | 1.72959 | 1.71609 | ||
| 6 | 2023.07.17 14:57 | sell | 3 | 0.10 | 1.72201 | 0.00000 | 0.00000 | ||
| 7 | 2023.07.17 14:57 | modify | 3 | 0.10 | 1.72201 | 1.72509 | 1.71609 | ||
| 8 | 2023.07.17 14:57 | modify | 2 | 0.10 | 1.72509 | 1.72509 | 1.71609 | ||
| 9 | 2023.07.17 14:57 | modify | 1 | 0.10 | 1.73109 | 1.72509 | 1.71609 | ||
| 10 | 2023.07.17 17:41 | s/l | 1 | 0.10 | 1.72509 | 1.72509 | 1.71609 | 43.69 | 10043.69 |
| 11 | 2023.07.17 17:41 | s/l | 2 | 0.10 | 1.72509 | 1.72509 | 1.71609 | 0.00 | 10043.69 |
| 12 | 2023.07.17 17:41 | s/l | 3 | 0.10 | 1.72509 | 1.72509 | 1.71609 | -22.59 | 10021.10 |
| 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 16:36 | buy | 5 | 0.10 | 1.69808 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.25 16:36 | modify | 5 | 0.10 | 1.69808 | 1.69358 | 1.70708 | ||
| 17 | 2023.07.25 16:36 | modify | 4 | 0.10 | 1.69208 | 1.69358 | 1.70708 | ||
| 18 | 2023.07.26 05:56 | buy | 6 | 0.10 | 1.70110 | 0.00000 | 0.00000 | ||
| 19 | 2023.07.26 05:56 | modify | 6 | 0.10 | 1.70110 | 1.69808 | 1.70708 | ||
| 20 | 2023.07.26 05:56 | modify | 5 | 0.10 | 1.69808 | 1.69808 | 1.70708 | ||
| 21 | 2023.07.26 05:56 | modify | 4 | 0.10 | 1.69208 | 1.69808 | 1.70708 | ||
| 22 | 2023.07.26 08:36 | buy | 7 | 0.10 | 1.70333 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.26 08:36 | modify | 7 | 0.10 | 1.70333 | 1.70108 | 1.70708 | ||
| 24 | 2023.07.26 08:36 | modify | 6 | 0.10 | 1.70110 | 1.70108 | 1.70708 | ||
| 25 | 2023.07.26 08:36 | modify | 5 | 0.10 | 1.69808 | 1.70108 | 1.70708 | ||
| 26 | 2023.07.26 08:36 | modify | 4 | 0.10 | 1.69208 | 1.70108 | 1.70708 | ||
| 27 | 2023.07.26 12:32 | t/p | 4 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 109.82 | 10130.92 |
| 28 | 2023.07.26 12:32 | t/p | 5 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 65.92 | 10196.84 |
| 29 | 2023.07.26 12:32 | t/p | 6 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 43.88 | 10240.72 |
| 30 | 2023.07.26 12:32 | t/p | 7 | 0.10 | 1.70708 | 1.70108 | 1.70708 | 27.52 | 10268.24 |
| 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 13:07 | buy | 9 | 0.10 | 1.70524 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.04 13:07 | modify | 9 | 0.10 | 1.70524 | 1.70071 | 1.71421 | ||
| 35 | 2023.08.04 13:07 | modify | 8 | 0.10 | 1.69921 | 1.70071 | 1.71421 | ||
| 36 | 2023.08.07 13:31 | buy | 10 | 0.10 | 1.70823 | 0.00000 | 0.00000 | ||
| 37 | 2023.08.07 13:31 | modify | 10 | 0.10 | 1.70823 | 1.70521 | 1.71421 | ||
| 38 | 2023.08.07 13:31 | modify | 9 | 0.10 | 1.70524 | 1.70521 | 1.71421 | ||
| 39 | 2023.08.07 13:31 | modify | 8 | 0.10 | 1.69921 | 1.70521 | 1.71421 | ||
| 40 | 2023.08.08 06:02 | buy | 11 | 0.10 | 1.71049 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.08 06:02 | modify | 11 | 0.10 | 1.71049 | 1.70821 | 1.71421 | ||
| 42 | 2023.08.08 06:02 | modify | 10 | 0.10 | 1.70823 | 1.70821 | 1.71421 | ||
| 43 | 2023.08.08 06:02 | modify | 9 | 0.10 | 1.70524 | 1.70821 | 1.71421 | ||
| 44 | 2023.08.08 06:02 | modify | 8 | 0.10 | 1.69921 | 1.70821 | 1.71421 | ||
| 45 | 2023.08.08 14:21 | t/p | 8 | 0.10 | 1.71421 | 1.70821 | 1.71421 | 108.87 | 10377.11 |
| 46 | 2023.08.08 14:21 | t/p | 9 | 0.10 | 1.71421 | 1.70821 | 1.71421 | 65.57 | 10442.69 |
| 47 | 2023.08.08 14:21 | t/p | 10 | 0.10 | 1.71421 | 1.70821 | 1.71421 | 43.75 | 10486.44 |
| 48 | 2023.08.08 14:21 | t/p | 11 | 0.10 | 1.71421 | 1.70821 | 1.71421 | 27.29 | 10513.73 |
| 49 | 2023.08.23 09:00 | buy | 12 | 0.10 | 1.71832 | 0.00000 | 0.00000 | ||
| 50 | 2023.08.23 09:00 | modify | 12 | 0.10 | 1.71832 | 1.70332 | 1.73332 | ||
| 51 | 2023.08.30 14:00 | buy | 13 | 0.10 | 1.72433 | 0.00000 | 0.00000 | ||
| 52 | 2023.08.30 14:00 | modify | 13 | 0.10 | 1.72433 | 1.71982 | 1.73332 | ||
| 53 | 2023.08.30 14:00 | modify | 12 | 0.10 | 1.71832 | 1.71982 | 1.73332 | ||
| 54 | 2023.08.30 15:46 | s/l | 12 | 0.10 | 1.71982 | 1.71982 | 1.73332 | 10.18 | 10523.90 |
| 55 | 2023.08.30 15:46 | s/l | 13 | 0.10 | 1.71982 | 1.71982 | 1.73332 | -33.09 | 10490.81 |
| 56 | 2023.10.04 13:00 | sell | 14 | 0.10 | 1.66940 | 0.00000 | 0.00000 | ||
| 57 | 2023.10.04 13:00 | modify | 14 | 0.10 | 1.66940 | 1.68440 | 1.65440 | ||
| 58 | 2023.10.06 12:43 | sell | 15 | 0.10 | 1.66338 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.06 12:43 | modify | 15 | 0.10 | 1.66338 | 1.66790 | 1.65440 | ||
| 60 | 2023.10.06 12:43 | modify | 14 | 0.10 | 1.66940 | 1.66790 | 1.65440 | ||
| 61 | 2023.10.06 14:02 | s/l | 14 | 0.10 | 1.66790 | 1.66790 | 1.65440 | 9.68 | 10500.50 |
| 62 | 2023.10.06 14:02 | s/l | 15 | 0.10 | 1.66790 | 1.66790 | 1.65440 | -33.16 | 10467.34 |
| 63 | 2023.11.14 15:00 | sell | 16 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
| 64 | 2023.11.14 15:00 | modify | 16 | 0.10 | 1.71145 | 1.72645 | 1.69645 | ||
| 65 | 2023.11.15 08:04 | sell | 17 | 0.10 | 1.70545 | 0.00000 | 0.00000 | ||
| 66 | 2023.11.15 08:04 | modify | 17 | 0.10 | 1.70545 | 1.70995 | 1.69645 | ||
| 67 | 2023.11.15 08:04 | modify | 16 | 0.10 | 1.71145 | 1.70995 | 1.69645 | ||
| 68 | 2023.11.15 13:32 | sell | 18 | 0.10 | 1.70238 | 0.00000 | 0.00000 | ||
| 69 | 2023.11.15 13:32 | modify | 18 | 0.10 | 1.70238 | 1.70545 | 1.69645 | ||
| 70 | 2023.11.15 13:32 | modify | 17 | 0.10 | 1.70545 | 1.70545 | 1.69645 | ||
| 71 | 2023.11.15 13:32 | modify | 16 | 0.10 | 1.71145 | 1.70545 | 1.69645 | ||
| 72 | 2023.11.15 14:41 | sell | 19 | 0.10 | 1.70018 | 0.00000 | 0.00000 | ||
| 73 | 2023.11.15 14:41 | modify | 19 | 0.10 | 1.70018 | 1.70245 | 1.69645 | ||
| 74 | 2023.11.15 14:41 | modify | 18 | 0.10 | 1.70238 | 1.70245 | 1.69645 | ||
| 75 | 2023.11.15 14:41 | modify | 17 | 0.10 | 1.70545 | 1.70245 | 1.69645 | ||
| 76 | 2023.11.15 14:41 | modify | 16 | 0.10 | 1.71145 | 1.70245 | 1.69645 | ||
| 77 | 2023.11.16 07:46 | t/p | 16 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 108.73 | 10576.07 |
| 78 | 2023.11.16 07:46 | t/p | 17 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 65.04 | 10641.11 |
| 79 | 2023.11.16 07:46 | t/p | 18 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 42.52 | 10683.63 |
| 80 | 2023.11.16 07:46 | t/p | 19 | 0.10 | 1.69645 | 1.70245 | 1.69645 | 26.37 | 10710.01 |
| 81 | 2023.11.23 10:00 | sell | 20 | 0.10 | 1.71831 | 0.00000 | 0.00000 | ||
| 82 | 2023.11.23 10:00 | modify | 20 | 0.10 | 1.71831 | 1.73331 | 1.70331 | ||
| 83 | 2023.11.30 19:27 | sell | 21 | 0.10 | 1.71229 | 0.00000 | 0.00000 | ||
| 84 | 2023.11.30 19:27 | modify | 21 | 0.10 | 1.71229 | 1.71681 | 1.70331 | ||
| 85 | 2023.11.30 19:27 | modify | 20 | 0.10 | 1.71831 | 1.71681 | 1.70331 | ||
| 86 | 2023.12.01 13:39 | sell | 22 | 0.10 | 1.70931 | 0.00000 | 0.00000 | ||
| 87 | 2023.12.01 13:39 | modify | 22 | 0.10 | 1.70931 | 1.71231 | 1.70331 | ||
| 88 | 2023.12.01 13:39 | modify | 21 | 0.10 | 1.71229 | 1.71231 | 1.70331 | ||
| 89 | 2023.12.01 13:39 | modify | 20 | 0.10 | 1.71831 | 1.71231 | 1.70331 | ||
| 90 | 2023.12.01 14:14 | sell | 23 | 0.10 | 1.70706 | 0.00000 | 0.00000 | ||
| 91 | 2023.12.01 14:14 | modify | 23 | 0.10 | 1.70706 | 1.70931 | 1.70331 | ||
| 92 | 2023.12.01 14:14 | modify | 22 | 0.10 | 1.70931 | 1.70931 | 1.70331 | ||
| 93 | 2023.12.01 14:14 | modify | 21 | 0.10 | 1.71229 | 1.70931 | 1.70331 | ||
| 94 | 2023.12.01 14:14 | modify | 20 | 0.10 | 1.71831 | 1.70931 | 1.70331 | ||
| 95 | 2023.12.01 16:11 | s/l | 20 | 0.10 | 1.70931 | 1.70931 | 1.70331 | 63.40 | 10773.40 |
| 96 | 2023.12.01 16:11 | s/l | 21 | 0.10 | 1.70931 | 1.70931 | 1.70331 | 21.53 | 10794.93 |
| 97 | 2023.12.01 16:11 | s/l | 22 | 0.10 | 1.70931 | 1.70931 | 1.70331 | 0.00 | 10794.93 |
| 98 | 2023.12.01 16:11 | s/l | 23 | 0.10 | 1.70931 | 1.70931 | 1.70331 | -16.51 | 10778.42 |
| 99 | 2024.02.20 14:00 | sell | 24 | 0.10 | 1.70847 | 0.00000 | 0.00000 | ||
| 100 | 2024.02.20 14:00 | modify | 24 | 0.10 | 1.70847 | 1.72347 | 1.69347 | ||
| 101 | 2024.02.22 14:32 | sell | 25 | 0.10 | 1.70245 | 0.00000 | 0.00000 | ||
| 102 | 2024.02.22 14:32 | modify | 25 | 0.10 | 1.70245 | 1.70697 | 1.69347 | ||
| 103 | 2024.02.22 14:32 | modify | 24 | 0.10 | 1.70847 | 1.70697 | 1.69347 | ||
| 104 | 2024.02.22 16:24 | s/l | 24 | 0.10 | 1.70697 | 1.70697 | 1.69347 | 9.68 | 10788.11 |
| 105 | 2024.02.22 16:24 | s/l | 25 | 0.10 | 1.70697 | 1.70697 | 1.69347 | -33.16 | 10754.95 |