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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 532.28 | Gross profit | 668.50 | Gross loss | -136.22 |
| Profit factor | 4.91 | Expected payoff | 31.31 | ||
| Absolute drawdown | 34.91 | Maximal drawdown | 137.87 (1.34%) | Relative drawdown | 1.34% (137.87) |
| Total trades | 17 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
| Largest | profit trade | 102.49 | loss trade | -32.29 | |
| Average | profit trade | 66.85 | loss trade | -19.46 | |
| Maximum | consecutive wins (profit in money) | 5 (373.64) | consecutive losses (loss in money) | 3 (-57.19) | |
| Maximal | consecutive profit (count of wins) | 373.64 (5) | consecutive loss (count of losses) | -57.19 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.20 12:00 | buy | 1 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.20 12:00 | modify | 1 | 0.10 | 1.69349 | 1.67949 | 1.70749 | ||
| 3 | 2023.07.23 23:00 | buy | 2 | 0.10 | 1.69986 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.23 23:00 | modify | 2 | 0.10 | 1.69986 | 1.69559 | 1.70749 | ||
| 5 | 2023.07.23 23:00 | buy | 3 | 0.10 | 1.69986 | 0.00000 | 0.00000 | ||
| 6 | 2023.07.23 23:00 | modify | 3 | 0.10 | 1.69986 | 1.69769 | 1.70749 | ||
| 7 | 2023.07.23 23:00 | modify | 1 | 0.10 | 1.69349 | 1.69769 | 1.70749 | ||
| 8 | 2023.07.24 00:00 | modify | 2 | 0.10 | 1.69986 | 1.69769 | 1.70749 | ||
| 9 | 2023.07.24 08:00 | s/l | 1 | 0.10 | 1.69769 | 1.69769 | 1.70749 | 30.58 | 10030.58 |
| 10 | 2023.07.24 08:00 | s/l | 2 | 0.10 | 1.69769 | 1.69769 | 1.70749 | -16.04 | 10014.54 |
| 11 | 2023.07.24 08:00 | s/l | 3 | 0.10 | 1.69769 | 1.69769 | 1.70749 | -16.04 | 9998.50 |
| 12 | 2023.07.26 12:00 | sell | 4 | 0.10 | 1.70609 | 0.00000 | 0.00000 | ||
| 13 | 2023.07.26 12:00 | modify | 4 | 0.10 | 1.70609 | 1.72009 | 1.69209 | ||
| 14 | 2023.07.27 21:00 | t/p | 4 | 0.10 | 1.69209 | 1.72009 | 1.69209 | 101.73 | 10100.24 |
| 15 | 2023.08.25 14:00 | sell | 5 | 0.10 | 1.71455 | 0.00000 | 0.00000 | ||
| 16 | 2023.08.25 14:00 | modify | 5 | 0.10 | 1.71455 | 1.72855 | 1.70055 | ||
| 17 | 2023.09.06 20:00 | sell | 6 | 0.10 | 1.70540 | 0.00000 | 0.00000 | ||
| 18 | 2023.09.06 20:00 | modify | 6 | 0.10 | 1.70540 | 1.70965 | 1.70055 | ||
| 19 | 2023.09.06 20:00 | modify | 5 | 0.10 | 1.71455 | 1.70965 | 1.70055 | ||
| 20 | 2023.09.07 09:00 | t/p | 5 | 0.10 | 1.70055 | 1.70965 | 1.70055 | 98.44 | 10198.68 |
| 21 | 2023.09.07 09:00 | t/p | 6 | 0.10 | 1.70055 | 1.70965 | 1.70055 | 34.60 | 10233.28 |
| 22 | 2023.10.04 14:00 | sell | 7 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.04 14:00 | modify | 7 | 0.10 | 1.66875 | 1.68275 | 1.65475 | ||
| 24 | 2023.10.06 13:00 | sell | 8 | 0.10 | 1.66240 | 0.00000 | 0.00000 | ||
| 25 | 2023.10.06 13:00 | modify | 8 | 0.10 | 1.66240 | 1.66665 | 1.65475 | ||
| 26 | 2023.10.06 13:00 | sell | 9 | 0.10 | 1.66240 | 0.00000 | 0.00000 | ||
| 27 | 2023.10.06 13:00 | modify | 9 | 0.10 | 1.66240 | 1.66455 | 1.65475 | ||
| 28 | 2023.10.06 13:00 | modify | 7 | 0.10 | 1.66875 | 1.66455 | 1.65475 | ||
| 29 | 2023.10.06 14:00 | s/l | 7 | 0.10 | 1.66455 | 1.66455 | 1.65475 | 29.50 | 10262.78 |
| 30 | 2023.10.06 14:00 | s/l | 8 | 0.10 | 1.66665 | 1.66665 | 1.65475 | -31.18 | 10231.60 |
| 31 | 2023.10.06 14:00 | s/l | 9 | 0.10 | 1.66455 | 1.66455 | 1.65475 | -15.77 | 10215.83 |
| 32 | 2024.01.17 11:00 | sell | 10 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 33 | 2024.01.17 11:00 | modify | 10 | 0.10 | 1.71361 | 1.72761 | 1.69961 | ||
| 34 | 2024.01.29 21:00 | sell | 11 | 0.10 | 1.70442 | 0.00000 | 0.00000 | ||
| 35 | 2024.01.29 21:00 | modify | 11 | 0.10 | 1.70442 | 1.70871 | 1.69961 | ||
| 36 | 2024.01.29 21:00 | modify | 10 | 0.10 | 1.71361 | 1.70871 | 1.69961 | ||
| 37 | 2024.01.30 10:00 | t/p | 10 | 0.10 | 1.69961 | 1.70871 | 1.69961 | 98.45 | 10314.28 |
| 38 | 2024.01.30 10:00 | t/p | 11 | 0.10 | 1.69961 | 1.70871 | 1.69961 | 34.96 | 10349.24 |
| 39 | 2024.02.14 11:00 | buy | 12 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 40 | 2024.02.14 11:00 | modify | 12 | 0.10 | 1.69870 | 1.68470 | 1.71270 | ||
| 41 | 2024.02.20 16:00 | t/p | 12 | 0.10 | 1.71270 | 1.68470 | 1.71270 | 102.03 | 10451.27 |
| 42 | 2024.04.22 13:00 | buy | 13 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 43 | 2024.04.22 13:00 | modify | 13 | 0.10 | 1.69041 | 1.67641 | 1.70441 | ||
| 44 | 2024.04.24 13:00 | t/p | 13 | 0.10 | 1.70441 | 1.67641 | 1.70441 | 102.49 | 10553.76 |
| 45 | 2024.05.10 14:00 | buy | 14 | 0.10 | 1.70927 | 0.00000 | 0.00000 | ||
| 46 | 2024.05.10 14:00 | modify | 14 | 0.10 | 1.70927 | 1.69527 | 1.72327 | ||
| 47 | 2024.05.13 12:00 | buy | 15 | 0.10 | 1.71585 | 0.00000 | 0.00000 | ||
| 48 | 2024.05.13 12:00 | modify | 15 | 0.10 | 1.71585 | 1.71137 | 1.72327 | ||
| 49 | 2024.05.13 12:00 | buy | 16 | 0.10 | 1.71585 | 0.00000 | 0.00000 | ||
| 50 | 2024.05.13 12:00 | modify | 16 | 0.10 | 1.71585 | 1.71347 | 1.72327 | ||
| 51 | 2024.05.13 12:00 | modify | 14 | 0.10 | 1.70927 | 1.71347 | 1.72327 | ||
| 52 | 2024.05.13 13:00 | modify | 15 | 0.10 | 1.71585 | 1.71347 | 1.72327 | ||
| 53 | 2024.05.14 03:00 | buy | 17 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
| 54 | 2024.05.14 03:00 | modify | 17 | 0.10 | 1.71857 | 1.71417 | 1.72327 | ||
| 55 | 2024.05.14 03:00 | modify | 16 | 0.10 | 1.71585 | 1.71417 | 1.72327 | ||
| 56 | 2024.05.14 03:00 | modify | 15 | 0.10 | 1.71585 | 1.71417 | 1.72327 | ||
| 57 | 2024.05.14 03:00 | modify | 14 | 0.10 | 1.70927 | 1.71417 | 1.72327 | ||
| 58 | 2024.05.14 09:00 | s/l | 14 | 0.10 | 1.71417 | 1.71417 | 1.72327 | 35.71 | 10589.47 |
| 59 | 2024.05.14 09:00 | s/l | 15 | 0.10 | 1.71417 | 1.71417 | 1.72327 | -12.45 | 10577.02 |
| 60 | 2024.05.14 09:00 | s/l | 16 | 0.10 | 1.71417 | 1.71417 | 1.72327 | -12.45 | 10564.57 |
| 61 | 2024.05.14 09:00 | s/l | 17 | 0.10 | 1.71417 | 1.71417 | 1.72327 | -32.29 | 10532.28 |