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=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 | 156028 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 976.15 | Gross profit | 1105.49 | Gross loss | -129.34 |
| Profit factor | 8.55 | Expected payoff | 34.86 | ||
| Absolute drawdown | 40.66 | Maximal drawdown | 197.52 (1.93%) | Relative drawdown | 1.93% (197.52) |
| Total trades | 28 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
| Largest | profit trade | 102.49 | loss trade | -16.59 | |
| Average | profit trade | 55.27 | loss trade | -16.17 | |
| Maximum | consecutive wins (profit in money) | 9 (525.40) | consecutive losses (loss in money) | 2 (-33.18) | |
| Maximal | consecutive profit (count of wins) | 525.40 (9) | consecutive loss (count of losses) | -33.18 (2) | |
| Average | consecutive wins | 5 | 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 | 2023.07.21 06:20 | buy | 2 | 0.10 | 1.69990 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.21 06:20 | modify | 2 | 0.10 | 1.69990 | 1.69559 | 1.70749 | ||
| 5 | 2023.07.21 06:20 | buy | 3 | 0.10 | 1.69990 | 0.00000 | 0.00000 | ||
| 6 | 2023.07.21 06:20 | modify | 3 | 0.10 | 1.69990 | 1.69769 | 1.70749 | ||
| 7 | 2023.07.21 06:20 | modify | 1 | 0.10 | 1.69349 | 1.69769 | 1.70749 | ||
| 8 | 2023.07.21 06:22 | modify | 2 | 0.10 | 1.69990 | 1.69769 | 1.70749 | ||
| 9 | 2023.07.21 06:40 | s/l | 1 | 0.10 | 1.69769 | 1.69769 | 1.70749 | 30.70 | 10030.70 |
| 10 | 2023.07.21 06:40 | s/l | 2 | 0.10 | 1.69769 | 1.69769 | 1.70749 | -16.22 | 10014.48 |
| 11 | 2023.07.21 06:40 | s/l | 3 | 0.10 | 1.69769 | 1.69769 | 1.70749 | -16.22 | 9998.26 |
| 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 12:45 | sell | 5 | 0.10 | 1.69956 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.27 12:45 | modify | 5 | 0.10 | 1.69956 | 1.70399 | 1.69209 | ||
| 16 | 2023.07.27 12:45 | sell | 6 | 0.10 | 1.69956 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.27 12:45 | modify | 6 | 0.10 | 1.69956 | 1.70189 | 1.69209 | ||
| 18 | 2023.07.27 12:45 | modify | 4 | 0.10 | 1.70609 | 1.70189 | 1.69209 | ||
| 19 | 2023.07.27 12:47 | modify | 5 | 0.10 | 1.69956 | 1.70189 | 1.69209 | ||
| 20 | 2023.07.27 12:50 | sell | 7 | 0.10 | 1.69696 | 0.00000 | 0.00000 | ||
| 21 | 2023.07.27 12:50 | modify | 7 | 0.10 | 1.69696 | 1.70119 | 1.69209 | ||
| 22 | 2023.07.27 12:50 | modify | 6 | 0.10 | 1.69956 | 1.70119 | 1.69209 | ||
| 23 | 2023.07.27 12:50 | modify | 5 | 0.10 | 1.69956 | 1.70119 | 1.69209 | ||
| 24 | 2023.07.27 12:50 | modify | 4 | 0.10 | 1.70609 | 1.70119 | 1.69209 | ||
| 25 | 2023.07.27 20:50 | t/p | 4 | 0.10 | 1.69209 | 1.70119 | 1.69209 | 101.73 | 10099.99 |
| 26 | 2023.07.27 20:50 | t/p | 5 | 0.10 | 1.69209 | 1.70119 | 1.69209 | 54.81 | 10154.80 |
| 27 | 2023.07.27 20:50 | t/p | 6 | 0.10 | 1.69209 | 1.70119 | 1.69209 | 54.81 | 10209.61 |
| 28 | 2023.07.27 20:50 | t/p | 7 | 0.10 | 1.69209 | 1.70119 | 1.69209 | 35.73 | 10245.34 |
| 29 | 2023.08.25 14:00 | sell | 8 | 0.10 | 1.71455 | 0.00000 | 0.00000 | ||
| 30 | 2023.08.25 14:00 | modify | 8 | 0.10 | 1.71455 | 1.72855 | 1.70055 | ||
| 31 | 2023.09.06 14:37 | sell | 9 | 0.10 | 1.70534 | 0.00000 | 0.00000 | ||
| 32 | 2023.09.06 14:37 | modify | 9 | 0.10 | 1.70534 | 1.70965 | 1.70055 | ||
| 33 | 2023.09.06 14:37 | modify | 8 | 0.10 | 1.71455 | 1.70965 | 1.70055 | ||
| 34 | 2023.09.06 17:12 | sell | 10 | 0.10 | 1.70823 | 0.00000 | 0.00000 | ||
| 35 | 2023.09.06 17:12 | modify | 10 | 0.10 | 1.70823 | 1.71245 | 1.70055 | ||
| 36 | 2023.09.06 17:12 | sell | 11 | 0.10 | 1.70823 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.06 17:12 | modify | 11 | 0.10 | 1.70823 | 1.71035 | 1.70055 | ||
| 38 | 2023.09.06 17:15 | modify | 11 | 0.10 | 1.70823 | 1.70965 | 1.70055 | ||
| 39 | 2023.09.06 17:15 | modify | 10 | 0.10 | 1.70823 | 1.70965 | 1.70055 | ||
| 40 | 2023.09.07 08:32 | t/p | 8 | 0.10 | 1.70055 | 1.70965 | 1.70055 | 98.44 | 10343.78 |
| 41 | 2023.09.07 08:32 | t/p | 9 | 0.10 | 1.70055 | 1.70965 | 1.70055 | 34.15 | 10377.94 |
| 42 | 2023.09.07 08:32 | t/p | 10 | 0.10 | 1.70055 | 1.70965 | 1.70055 | 55.36 | 10433.30 |
| 43 | 2023.09.07 08:32 | t/p | 11 | 0.10 | 1.70055 | 1.70965 | 1.70055 | 55.36 | 10488.66 |
| 44 | 2023.10.04 14:00 | sell | 12 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 45 | 2023.10.04 14:00 | modify | 12 | 0.10 | 1.66875 | 1.68275 | 1.65475 | ||
| 46 | 2023.10.06 12:59 | sell | 13 | 0.10 | 1.66240 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.06 12:59 | modify | 13 | 0.10 | 1.66240 | 1.66665 | 1.65475 | ||
| 48 | 2023.10.06 12:59 | sell | 14 | 0.10 | 1.66240 | 0.00000 | 0.00000 | ||
| 49 | 2023.10.06 12:59 | modify | 14 | 0.10 | 1.66240 | 1.66455 | 1.65475 | ||
| 50 | 2023.10.06 12:59 | modify | 12 | 0.10 | 1.66875 | 1.66455 | 1.65475 | ||
| 51 | 2023.10.06 13:00 | modify | 13 | 0.10 | 1.66240 | 1.66455 | 1.65475 | ||
| 52 | 2023.10.06 13:15 | s/l | 12 | 0.10 | 1.66455 | 1.66455 | 1.65475 | 29.49 | 10518.15 |
| 53 | 2023.10.06 13:15 | s/l | 13 | 0.10 | 1.66455 | 1.66455 | 1.65475 | -15.78 | 10502.37 |
| 54 | 2023.10.06 13:15 | s/l | 14 | 0.10 | 1.66455 | 1.66455 | 1.65475 | -15.78 | 10486.59 |
| 55 | 2024.01.17 11:00 | sell | 15 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 56 | 2024.01.17 11:00 | modify | 15 | 0.10 | 1.71361 | 1.72761 | 1.69961 | ||
| 57 | 2024.01.19 09:55 | sell | 16 | 0.10 | 1.70715 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.19 09:55 | modify | 16 | 0.10 | 1.70715 | 1.71151 | 1.69961 | ||
| 59 | 2024.01.19 09:55 | sell | 17 | 0.10 | 1.70715 | 0.00000 | 0.00000 | ||
| 60 | 2024.01.19 09:55 | modify | 17 | 0.10 | 1.70715 | 1.70941 | 1.69961 | ||
| 61 | 2024.01.19 09:55 | modify | 15 | 0.10 | 1.71361 | 1.70941 | 1.69961 | ||
| 62 | 2024.01.19 09:57 | modify | 16 | 0.10 | 1.70715 | 1.70941 | 1.69961 | ||
| 63 | 2024.01.19 11:20 | s/l | 15 | 0.10 | 1.70941 | 1.70941 | 1.69961 | 29.49 | 10516.09 |
| 64 | 2024.01.19 11:20 | s/l | 16 | 0.10 | 1.70941 | 1.70941 | 1.69961 | -16.59 | 10499.50 |
| 65 | 2024.01.19 11:20 | s/l | 17 | 0.10 | 1.70941 | 1.70941 | 1.69961 | -16.59 | 10482.91 |
| 66 | 2024.02.14 11:00 | buy | 18 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 67 | 2024.02.14 11:00 | modify | 18 | 0.10 | 1.69870 | 1.68470 | 1.71270 | ||
| 68 | 2024.02.20 13:35 | buy | 19 | 0.10 | 1.70520 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.20 13:35 | modify | 19 | 0.10 | 1.70520 | 1.70080 | 1.71270 | ||
| 70 | 2024.02.20 13:35 | buy | 20 | 0.10 | 1.70520 | 0.00000 | 0.00000 | ||
| 71 | 2024.02.20 13:35 | modify | 20 | 0.10 | 1.70520 | 1.70290 | 1.71270 | ||
| 72 | 2024.02.20 13:35 | modify | 18 | 0.10 | 1.69870 | 1.70290 | 1.71270 | ||
| 73 | 2024.02.20 13:37 | modify | 19 | 0.10 | 1.70520 | 1.70290 | 1.71270 | ||
| 74 | 2024.02.20 14:10 | buy | 21 | 0.10 | 1.70797 | 0.00000 | 0.00000 | ||
| 75 | 2024.02.20 14:10 | modify | 21 | 0.10 | 1.70797 | 1.70360 | 1.71270 | ||
| 76 | 2024.02.20 14:10 | modify | 20 | 0.10 | 1.70520 | 1.70360 | 1.71270 | ||
| 77 | 2024.02.20 14:10 | modify | 19 | 0.10 | 1.70520 | 1.70360 | 1.71270 | ||
| 78 | 2024.02.20 14:10 | modify | 18 | 0.10 | 1.69870 | 1.70360 | 1.71270 | ||
| 79 | 2024.02.20 15:16 | t/p | 18 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 102.02 | 10584.92 |
| 80 | 2024.02.20 15:16 | t/p | 19 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 55.03 | 10639.95 |
| 81 | 2024.02.20 15:16 | t/p | 20 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 55.03 | 10694.98 |
| 82 | 2024.02.20 15:16 | t/p | 21 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 34.70 | 10729.68 |
| 83 | 2024.04.22 13:00 | buy | 22 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.22 13:00 | modify | 22 | 0.10 | 1.69041 | 1.67641 | 1.70441 | ||
| 85 | 2024.04.23 11:55 | buy | 23 | 0.10 | 1.69970 | 0.00000 | 0.00000 | ||
| 86 | 2024.04.23 11:55 | modify | 23 | 0.10 | 1.69970 | 1.69531 | 1.70441 | ||
| 87 | 2024.04.23 11:55 | modify | 22 | 0.10 | 1.69041 | 1.69531 | 1.70441 | ||
| 88 | 2024.04.23 13:05 | buy | 24 | 0.10 | 1.69683 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.23 13:05 | modify | 24 | 0.10 | 1.69683 | 1.69251 | 1.70441 | ||
| 90 | 2024.04.23 13:05 | buy | 25 | 0.10 | 1.69683 | 0.00000 | 0.00000 | ||
| 91 | 2024.04.23 13:05 | modify | 25 | 0.10 | 1.69683 | 1.69461 | 1.70441 | ||
| 92 | 2024.04.23 13:07 | modify | 25 | 0.10 | 1.69683 | 1.69531 | 1.70441 | ||
| 93 | 2024.04.23 13:07 | modify | 24 | 0.10 | 1.69683 | 1.69531 | 1.70441 | ||
| 94 | 2024.04.24 12:45 | t/p | 22 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 102.49 | 10832.17 |
| 95 | 2024.04.24 12:45 | t/p | 23 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 34.44 | 10866.62 |
| 96 | 2024.04.24 12:45 | t/p | 24 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 55.50 | 10922.12 |
| 97 | 2024.04.24 12:45 | t/p | 25 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 55.50 | 10977.62 |
| 98 | 2024.05.10 14:00 | buy | 26 | 0.10 | 1.70927 | 0.00000 | 0.00000 | ||
| 99 | 2024.05.10 14:00 | modify | 26 | 0.10 | 1.70927 | 1.69527 | 1.72327 | ||
| 100 | 2024.05.13 06:20 | buy | 27 | 0.10 | 1.71566 | 0.00000 | 0.00000 | ||
| 101 | 2024.05.13 06:20 | modify | 27 | 0.10 | 1.71566 | 1.71137 | 1.72327 | ||
| 102 | 2024.05.13 06:20 | buy | 28 | 0.10 | 1.71566 | 0.00000 | 0.00000 | ||
| 103 | 2024.05.13 06:20 | modify | 28 | 0.10 | 1.71566 | 1.71347 | 1.72327 | ||
| 104 | 2024.05.13 06:20 | modify | 26 | 0.10 | 1.70927 | 1.71347 | 1.72327 | ||
| 105 | 2024.05.13 06:22 | modify | 27 | 0.10 | 1.71566 | 1.71347 | 1.72327 | ||
| 106 | 2024.05.13 06:50 | s/l | 26 | 0.10 | 1.71347 | 1.71347 | 1.72327 | 30.69 | 11008.31 |
| 107 | 2024.05.13 06:50 | s/l | 27 | 0.10 | 1.71347 | 1.71347 | 1.72327 | -16.08 | 10992.23 |
| 108 | 2024.05.13 06:50 | s/l | 28 | 0.10 | 1.71347 | 1.71347 | 1.72327 | -16.08 | 10976.15 |