Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (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=5; 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=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 254.35 | Gross profit | 966.93 | Gross loss | -712.58 |
| Profit factor | 1.36 | Expected payoff | 8.48 | ||
| Absolute drawdown | 11.04 | Maximal drawdown | 246.90 (2.35%) | Relative drawdown | 2.35% (246.90) |
| Total trades | 30 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 11 (27.27%) |
| Profit trades (% of total) | 16 (53.33%) | Loss trades (% of total) | 14 (46.67%) | ||
| Largest | profit trade | 80.61 | loss trade | -77.01 | |
| Average | profit trade | 60.43 | loss trade | -50.90 | |
| Maximum | consecutive wins (profit in money) | 3 (240.40) | consecutive losses (loss in money) | 3 (-222.08) | |
| Maximal | consecutive profit (count of wins) | 240.40 (3) | consecutive loss (count of losses) | -222.08 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 1.74109 | 1.72009 | ||
| 3 | 2023.07.18 20:00 | t/p | 1 | 0.10 | 1.72009 | 1.74109 | 1.72009 | 80.06 | 10080.06 |
| 4 | 2023.07.24 16:00 | buy | 2 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.24 16:00 | modify | 2 | 0.10 | 1.68768 | 1.67768 | 1.69868 | ||
| 6 | 2023.07.25 20:00 | t/p | 2 | 0.10 | 1.69868 | 1.67768 | 1.69868 | 80.61 | 10160.67 |
| 7 | 2023.07.26 16:00 | sell | 3 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.26 16:00 | modify | 3 | 0.10 | 1.70909 | 1.71909 | 1.69809 | ||
| 9 | 2023.07.27 16:00 | t/p | 3 | 0.10 | 1.69809 | 1.71909 | 1.69809 | 79.73 | 10240.40 |
| 10 | 2023.07.27 16:00 | buy | 4 | 0.10 | 1.69821 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.27 16:00 | modify | 4 | 0.10 | 1.69821 | 1.68821 | 1.70921 | ||
| 12 | 2023.08.03 12:00 | s/l | 4 | 0.10 | 1.68821 | 1.68821 | 1.70921 | -74.22 | 10166.18 |
| 13 | 2023.09.14 16:00 | buy | 5 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.14 16:00 | modify | 5 | 0.10 | 1.67690 | 1.66690 | 1.68790 | ||
| 15 | 2023.09.19 08:00 | s/l | 5 | 0.10 | 1.66690 | 1.66690 | 1.68790 | -73.75 | 10092.43 |
| 16 | 2023.10.04 16:00 | sell | 6 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
| 17 | 2023.10.04 16:00 | modify | 6 | 0.10 | 1.67008 | 1.68008 | 1.65908 | ||
| 18 | 2023.10.13 12:00 | sell | 7 | 0.10 | 1.66652 | 0.00000 | 0.00000 | ||
| 19 | 2023.10.13 12:00 | modify | 7 | 0.10 | 1.66652 | 1.66953 | 1.65908 | ||
| 20 | 2023.10.13 12:00 | modify | 6 | 0.10 | 1.67008 | 1.66953 | 1.65908 | ||
| 21 | 2023.10.13 16:00 | t/p | 6 | 0.10 | 1.65908 | 1.66953 | 1.65908 | 77.10 | 10169.53 |
| 22 | 2023.10.13 16:00 | t/p | 7 | 0.10 | 1.65908 | 1.66953 | 1.65908 | 54.59 | 10224.12 |
| 23 | 2023.10.13 16:00 | buy | 8 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
| 24 | 2023.10.13 16:00 | modify | 8 | 0.10 | 1.65719 | 1.64719 | 1.66819 | ||
| 25 | 2023.10.17 04:00 | buy | 9 | 0.10 | 1.66325 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.17 04:00 | modify | 9 | 0.10 | 1.66325 | 1.66049 | 1.66819 | ||
| 27 | 2023.10.17 04:00 | buy | 10 | 0.10 | 1.66325 | 0.00000 | 0.00000 | ||
| 28 | 2023.10.17 04:00 | modify | 10 | 0.10 | 1.66325 | 1.66104 | 1.66819 | ||
| 29 | 2023.10.17 04:00 | modify | 8 | 0.10 | 1.65719 | 1.66104 | 1.66819 | ||
| 30 | 2023.10.17 08:00 | s/l | 8 | 0.10 | 1.66104 | 1.66104 | 1.66819 | 28.01 | 10252.14 |
| 31 | 2023.10.17 08:00 | s/l | 9 | 0.10 | 1.66049 | 1.66049 | 1.66819 | -20.25 | 10231.89 |
| 32 | 2023.10.17 08:00 | s/l | 10 | 0.10 | 1.66104 | 1.66104 | 1.66819 | -16.22 | 10215.67 |
| 33 | 2023.10.27 16:00 | sell | 11 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
| 34 | 2023.10.27 16:00 | modify | 11 | 0.10 | 1.68474 | 1.69474 | 1.67374 | ||
| 35 | 2023.10.31 04:00 | sell | 12 | 0.10 | 1.68137 | 0.00000 | 0.00000 | ||
| 36 | 2023.10.31 04:00 | modify | 12 | 0.10 | 1.68137 | 1.68419 | 1.67374 | ||
| 37 | 2023.10.31 04:00 | modify | 11 | 0.10 | 1.68474 | 1.68419 | 1.67374 | ||
| 38 | 2023.10.31 12:00 | s/l | 11 | 0.10 | 1.68419 | 1.68419 | 1.67374 | 3.38 | 10219.05 |
| 39 | 2023.10.31 12:00 | s/l | 12 | 0.10 | 1.68419 | 1.68419 | 1.67374 | -20.69 | 10198.36 |
| 40 | 2023.11.03 16:00 | sell | 13 | 0.10 | 1.69132 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.03 16:00 | modify | 13 | 0.10 | 1.69132 | 1.70132 | 1.68032 | ||
| 42 | 2023.11.14 16:00 | s/l | 13 | 0.10 | 1.70132 | 1.70132 | 1.68032 | -76.35 | 10122.00 |
| 43 | 2023.11.14 16:00 | sell | 14 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 44 | 2023.11.14 16:00 | modify | 14 | 0.10 | 1.70959 | 1.71959 | 1.69859 | ||
| 45 | 2023.11.15 16:00 | t/p | 14 | 0.10 | 1.69859 | 1.71959 | 1.69859 | 80.40 | 10202.40 |
| 46 | 2023.11.15 16:00 | buy | 15 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.15 16:00 | modify | 15 | 0.10 | 1.69995 | 1.68995 | 1.71095 | ||
| 48 | 2023.11.16 16:00 | t/p | 15 | 0.10 | 1.71095 | 1.68995 | 1.71095 | 80.37 | 10282.78 |
| 49 | 2023.11.16 16:00 | sell | 16 | 0.10 | 1.70933 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.16 16:00 | modify | 16 | 0.10 | 1.70933 | 1.71933 | 1.69833 | ||
| 51 | 2023.11.17 04:00 | sell | 17 | 0.10 | 1.70578 | 0.00000 | 0.00000 | ||
| 52 | 2023.11.17 04:00 | modify | 17 | 0.10 | 1.70578 | 1.70878 | 1.69833 | ||
| 53 | 2023.11.17 04:00 | modify | 16 | 0.10 | 1.70933 | 1.70878 | 1.69833 | ||
| 54 | 2023.11.19 20:00 | s/l | 16 | 0.10 | 1.70878 | 1.70878 | 1.69833 | 3.71 | 10286.49 |
| 55 | 2023.11.19 20:00 | s/l | 17 | 0.10 | 1.70878 | 1.70878 | 1.69833 | -22.01 | 10264.48 |
| 56 | 2023.12.14 16:00 | sell | 18 | 0.10 | 1.71228 | 0.00000 | 0.00000 | ||
| 57 | 2023.12.14 16:00 | modify | 18 | 0.10 | 1.71228 | 1.72228 | 1.70128 | ||
| 58 | 2023.12.15 12:00 | sell | 19 | 0.10 | 1.70869 | 0.00000 | 0.00000 | ||
| 59 | 2023.12.15 12:00 | modify | 19 | 0.10 | 1.70869 | 1.71173 | 1.70128 | ||
| 60 | 2023.12.15 12:00 | modify | 18 | 0.10 | 1.71228 | 1.71173 | 1.70128 | ||
| 61 | 2023.12.15 16:00 | t/p | 18 | 0.10 | 1.70128 | 1.71173 | 1.70128 | 80.40 | 10344.88 |
| 62 | 2023.12.15 16:00 | t/p | 19 | 0.10 | 1.70128 | 1.71173 | 1.70128 | 54.38 | 10399.26 |
| 63 | 2023.12.15 16:00 | buy | 20 | 0.10 | 1.69834 | 0.00000 | 0.00000 | ||
| 64 | 2023.12.15 16:00 | modify | 20 | 0.10 | 1.69834 | 1.68834 | 1.70934 | ||
| 65 | 2023.12.20 08:00 | s/l | 20 | 0.10 | 1.68834 | 1.68834 | 1.70934 | -73.75 | 10325.51 |
| 66 | 2023.12.27 16:00 | sell | 21 | 0.10 | 1.68854 | 0.00000 | 0.00000 | ||
| 67 | 2023.12.27 16:00 | modify | 21 | 0.10 | 1.68854 | 1.69854 | 1.67754 | ||
| 68 | 2024.01.05 16:00 | s/l | 21 | 0.10 | 1.69854 | 1.69854 | 1.67754 | -77.01 | 10248.50 |
| 69 | 2024.01.24 16:00 | sell | 22 | 0.10 | 1.71978 | 0.00000 | 0.00000 | ||
| 70 | 2024.01.24 16:00 | modify | 22 | 0.10 | 1.71978 | 1.72978 | 1.70878 | ||
| 71 | 2024.01.26 08:00 | t/p | 22 | 0.10 | 1.70878 | 1.72978 | 1.70878 | 79.40 | 10327.90 |
| 72 | 2024.02.13 16:00 | sell | 23 | 0.10 | 1.70764 | 0.00000 | 0.00000 | ||
| 73 | 2024.02.13 16:00 | modify | 23 | 0.10 | 1.70764 | 1.71764 | 1.69664 | ||
| 74 | 2024.02.16 00:00 | t/p | 23 | 0.10 | 1.69664 | 1.71764 | 1.69664 | 79.08 | 10406.99 |
| 75 | 2024.02.20 16:00 | sell | 24 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
| 76 | 2024.02.20 16:00 | modify | 24 | 0.10 | 1.71051 | 1.72051 | 1.69951 | ||
| 77 | 2024.02.22 04:00 | sell | 25 | 0.10 | 1.70419 | 0.00000 | 0.00000 | ||
| 78 | 2024.02.22 04:00 | modify | 25 | 0.10 | 1.70419 | 1.70721 | 1.69951 | ||
| 79 | 2024.02.22 04:00 | sell | 26 | 0.10 | 1.70419 | 0.00000 | 0.00000 | ||
| 80 | 2024.02.22 04:00 | modify | 26 | 0.10 | 1.70419 | 1.70666 | 1.69951 | ||
| 81 | 2024.02.22 04:00 | modify | 24 | 0.10 | 1.71051 | 1.70666 | 1.69951 | ||
| 82 | 2024.02.22 08:00 | modify | 25 | 0.10 | 1.70419 | 1.70666 | 1.69951 | ||
| 83 | 2024.02.22 12:00 | s/l | 24 | 0.10 | 1.70666 | 1.70666 | 1.69951 | 26.94 | 10433.93 |
| 84 | 2024.02.22 12:00 | s/l | 25 | 0.10 | 1.70666 | 1.70666 | 1.69951 | -18.12 | 10415.81 |
| 85 | 2024.02.22 12:00 | s/l | 26 | 0.10 | 1.70666 | 1.70666 | 1.69951 | -18.12 | 10397.69 |
| 86 | 2024.03.08 16:00 | sell | 27 | 0.10 | 1.73251 | 0.00000 | 0.00000 | ||
| 87 | 2024.03.08 16:00 | modify | 27 | 0.10 | 1.73251 | 1.74251 | 1.72151 | ||
| 88 | 2024.03.14 16:00 | t/p | 27 | 0.10 | 1.72151 | 1.74251 | 1.72151 | 78.74 | 10476.44 |
| 89 | 2024.03.21 16:00 | buy | 28 | 0.10 | 1.71530 | 0.00000 | 0.00000 | ||
| 90 | 2024.03.21 16:00 | modify | 28 | 0.10 | 1.71530 | 1.70530 | 1.72630 | ||
| 91 | 2024.04.01 16:00 | s/l | 28 | 0.10 | 1.70530 | 1.70530 | 1.72630 | -74.47 | 10401.96 |
| 92 | 2024.04.19 16:00 | buy | 29 | 0.10 | 1.70422 | 0.00000 | 0.00000 | ||
| 93 | 2024.04.19 16:00 | modify | 29 | 0.10 | 1.70422 | 1.69422 | 1.71522 | ||
| 94 | 2024.04.22 12:00 | s/l | 29 | 0.10 | 1.69422 | 1.69422 | 1.71522 | -73.51 | 10328.46 |
| 95 | 2024.06.14 16:00 | buy | 30 | 0.10 | 1.74280 | 0.00000 | 0.00000 | ||
| 96 | 2024.06.14 16:00 | modify | 30 | 0.10 | 1.74280 | 1.73280 | 1.75380 | ||
| 97 | 2024.06.20 20:00 | s/l | 30 | 0.10 | 1.73280 | 1.73280 | 1.75380 | -74.10 | 10254.35 |