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=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 | 6499 | Ticks modelled | 17165891 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 240.49 | Gross profit | 460.31 | Gross loss | -219.82 |
| Profit factor | 2.09 | Expected payoff | 9.62 | ||
| Absolute drawdown | 61.14 | Maximal drawdown | 115.33 (1.15%) | Relative drawdown | 1.15% (115.33) |
| Total trades | 25 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 11 (44.00%) | Loss trades (% of total) | 14 (56.00%) | ||
| Largest | profit trade | 102.02 | loss trade | -16.58 | |
| Average | profit trade | 41.85 | loss trade | -15.70 | |
| Maximum | consecutive wins (profit in money) | 5 (279.62) | consecutive losses (loss in money) | 2 (-33.16) | |
| Maximal | consecutive profit (count of wins) | 279.62 (5) | consecutive loss (count of losses) | -33.16 (2) | |
| Average | consecutive wins | 2 | 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 06:14 | buy | 2 | 0.10 | 1.69979 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.21 06:14 | modify | 2 | 0.10 | 1.69979 | 1.69559 | 1.70749 | ||
| 5 | 2023.07.21 06:14 | buy | 3 | 0.10 | 1.69979 | 0.00000 | 0.00000 | ||
| 6 | 2023.07.21 06:14 | modify | 3 | 0.10 | 1.69979 | 1.69769 | 1.70749 | ||
| 7 | 2023.07.21 06:14 | modify | 1 | 0.10 | 1.69349 | 1.69769 | 1.70749 | ||
| 8 | 2023.07.21 06:14 | modify | 2 | 0.10 | 1.69979 | 1.69769 | 1.70749 | ||
| 9 | 2023.07.21 06:25 | s/l | 1 | 0.10 | 1.69769 | 1.69769 | 1.70749 | 30.70 | 10030.70 |
| 10 | 2023.07.21 06:25 | s/l | 2 | 0.10 | 1.69769 | 1.69769 | 1.70749 | -15.41 | 10015.29 |
| 11 | 2023.07.21 06:25 | s/l | 3 | 0.10 | 1.69769 | 1.69769 | 1.70749 | -15.41 | 9999.88 |
| 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 12:32 | sell | 5 | 0.10 | 1.69972 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.27 12:32 | modify | 5 | 0.10 | 1.69972 | 1.70399 | 1.69209 | ||
| 16 | 2023.07.27 12:32 | sell | 6 | 0.10 | 1.69972 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.27 12:32 | modify | 6 | 0.10 | 1.69972 | 1.70189 | 1.69209 | ||
| 18 | 2023.07.27 12:32 | modify | 4 | 0.10 | 1.70609 | 1.70189 | 1.69209 | ||
| 19 | 2023.07.27 12:32 | modify | 5 | 0.10 | 1.69972 | 1.70189 | 1.69209 | ||
| 20 | 2023.07.27 12:40 | s/l | 4 | 0.10 | 1.70189 | 1.70189 | 1.69209 | 29.82 | 10029.70 |
| 21 | 2023.07.27 12:40 | s/l | 5 | 0.10 | 1.70189 | 1.70189 | 1.69209 | -15.92 | 10013.78 |
| 22 | 2023.07.27 12:40 | s/l | 6 | 0.10 | 1.70189 | 1.70189 | 1.69209 | -15.92 | 9997.86 |
| 23 | 2023.08.25 14:00 | sell | 7 | 0.10 | 1.71455 | 0.00000 | 0.00000 | ||
| 24 | 2023.08.25 14:00 | modify | 7 | 0.10 | 1.71455 | 1.72855 | 1.70055 | ||
| 25 | 2023.08.28 14:37 | sell | 8 | 0.10 | 1.70825 | 0.00000 | 0.00000 | ||
| 26 | 2023.08.28 14:37 | modify | 8 | 0.10 | 1.70825 | 1.71245 | 1.70055 | ||
| 27 | 2023.08.28 14:37 | sell | 9 | 0.10 | 1.70825 | 0.00000 | 0.00000 | ||
| 28 | 2023.08.28 14:37 | modify | 9 | 0.10 | 1.70825 | 1.71035 | 1.70055 | ||
| 29 | 2023.08.28 14:37 | modify | 7 | 0.10 | 1.71455 | 1.71035 | 1.70055 | ||
| 30 | 2023.08.28 14:37 | modify | 8 | 0.10 | 1.70825 | 1.71035 | 1.70055 | ||
| 31 | 2023.08.28 15:14 | s/l | 7 | 0.10 | 1.71035 | 1.71035 | 1.70055 | 30.49 | 10028.35 |
| 32 | 2023.08.28 15:14 | s/l | 8 | 0.10 | 1.71035 | 1.71035 | 1.70055 | -15.40 | 10012.95 |
| 33 | 2023.08.28 15:14 | s/l | 9 | 0.10 | 1.71035 | 1.71035 | 1.70055 | -15.40 | 9997.55 |
| 34 | 2023.10.04 14:00 | sell | 10 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 35 | 2023.10.04 14:00 | modify | 10 | 0.10 | 1.66875 | 1.68275 | 1.65475 | ||
| 36 | 2023.10.06 12:47 | sell | 11 | 0.10 | 1.66245 | 0.00000 | 0.00000 | ||
| 37 | 2023.10.06 12:47 | modify | 11 | 0.10 | 1.66245 | 1.66665 | 1.65475 | ||
| 38 | 2023.10.06 12:47 | sell | 12 | 0.10 | 1.66245 | 0.00000 | 0.00000 | ||
| 39 | 2023.10.06 12:47 | modify | 12 | 0.10 | 1.66245 | 1.66455 | 1.65475 | ||
| 40 | 2023.10.06 12:47 | modify | 10 | 0.10 | 1.66875 | 1.66455 | 1.65475 | ||
| 41 | 2023.10.06 12:47 | modify | 11 | 0.10 | 1.66245 | 1.66455 | 1.65475 | ||
| 42 | 2023.10.06 13:12 | s/l | 10 | 0.10 | 1.66455 | 1.66455 | 1.65475 | 29.49 | 10027.05 |
| 43 | 2023.10.06 13:12 | s/l | 11 | 0.10 | 1.66455 | 1.66455 | 1.65475 | -15.41 | 10011.64 |
| 44 | 2023.10.06 13:12 | s/l | 12 | 0.10 | 1.66455 | 1.66455 | 1.65475 | -15.41 | 9996.23 |
| 45 | 2024.01.17 11:00 | sell | 13 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 46 | 2024.01.17 11:00 | modify | 13 | 0.10 | 1.71361 | 1.72761 | 1.69961 | ||
| 47 | 2024.01.19 09:43 | sell | 14 | 0.10 | 1.70715 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.19 09:43 | modify | 14 | 0.10 | 1.70715 | 1.71151 | 1.69961 | ||
| 49 | 2024.01.19 09:43 | sell | 15 | 0.10 | 1.70715 | 0.00000 | 0.00000 | ||
| 50 | 2024.01.19 09:43 | modify | 15 | 0.10 | 1.70715 | 1.70941 | 1.69961 | ||
| 51 | 2024.01.19 09:43 | modify | 13 | 0.10 | 1.71361 | 1.70941 | 1.69961 | ||
| 52 | 2024.01.19 09:43 | modify | 14 | 0.10 | 1.70715 | 1.70941 | 1.69961 | ||
| 53 | 2024.01.19 11:11 | s/l | 13 | 0.10 | 1.70941 | 1.70941 | 1.69961 | 29.49 | 10025.72 |
| 54 | 2024.01.19 11:11 | s/l | 14 | 0.10 | 1.70941 | 1.70941 | 1.69961 | -16.58 | 10009.14 |
| 55 | 2024.01.19 11:11 | s/l | 15 | 0.10 | 1.70941 | 1.70941 | 1.69961 | -16.58 | 9992.56 |
| 56 | 2024.02.14 11:00 | buy | 16 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.14 11:00 | modify | 16 | 0.10 | 1.69870 | 1.68470 | 1.71270 | ||
| 58 | 2024.02.20 13:30 | buy | 17 | 0.10 | 1.70514 | 0.00000 | 0.00000 | ||
| 59 | 2024.02.20 13:30 | modify | 17 | 0.10 | 1.70514 | 1.70080 | 1.71270 | ||
| 60 | 2024.02.20 13:30 | buy | 18 | 0.10 | 1.70514 | 0.00000 | 0.00000 | ||
| 61 | 2024.02.20 13:30 | modify | 18 | 0.10 | 1.70514 | 1.70290 | 1.71270 | ||
| 62 | 2024.02.20 13:30 | modify | 16 | 0.10 | 1.69870 | 1.70290 | 1.71270 | ||
| 63 | 2024.02.20 13:30 | modify | 17 | 0.10 | 1.70514 | 1.70290 | 1.71270 | ||
| 64 | 2024.02.20 13:47 | buy | 19 | 0.10 | 1.70780 | 0.00000 | 0.00000 | ||
| 65 | 2024.02.20 13:47 | modify | 19 | 0.10 | 1.70780 | 1.70360 | 1.71270 | ||
| 66 | 2024.02.20 13:47 | modify | 18 | 0.10 | 1.70514 | 1.70360 | 1.71270 | ||
| 67 | 2024.02.20 13:47 | modify | 17 | 0.10 | 1.70514 | 1.70360 | 1.71270 | ||
| 68 | 2024.02.20 13:47 | modify | 16 | 0.10 | 1.69870 | 1.70360 | 1.71270 | ||
| 69 | 2024.02.20 15:27 | t/p | 16 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 102.02 | 10094.58 |
| 70 | 2024.02.20 15:27 | t/p | 17 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 55.47 | 10150.05 |
| 71 | 2024.02.20 15:27 | t/p | 18 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 55.47 | 10205.52 |
| 72 | 2024.02.20 15:27 | t/p | 19 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 35.96 | 10241.48 |
| 73 | 2024.04.22 13:00 | buy | 20 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.22 13:00 | modify | 20 | 0.10 | 1.69041 | 1.67641 | 1.70441 | ||
| 75 | 2024.04.23 08:36 | buy | 21 | 0.10 | 1.69674 | 0.00000 | 0.00000 | ||
| 76 | 2024.04.23 08:36 | modify | 21 | 0.10 | 1.69674 | 1.69251 | 1.70441 | ||
| 77 | 2024.04.23 08:36 | buy | 22 | 0.10 | 1.69674 | 0.00000 | 0.00000 | ||
| 78 | 2024.04.23 08:36 | modify | 22 | 0.10 | 1.69674 | 1.69461 | 1.70441 | ||
| 79 | 2024.04.23 08:36 | modify | 20 | 0.10 | 1.69041 | 1.69461 | 1.70441 | ||
| 80 | 2024.04.23 08:36 | modify | 21 | 0.10 | 1.69674 | 1.69461 | 1.70441 | ||
| 81 | 2024.04.23 09:04 | s/l | 20 | 0.10 | 1.69461 | 1.69461 | 1.70441 | 30.70 | 10272.18 |
| 82 | 2024.04.23 09:04 | s/l | 21 | 0.10 | 1.69461 | 1.69461 | 1.70441 | -15.63 | 10256.55 |
| 83 | 2024.04.23 09:04 | s/l | 22 | 0.10 | 1.69461 | 1.69461 | 1.70441 | -15.63 | 10240.92 |
| 84 | 2024.05.10 14:00 | buy | 23 | 0.10 | 1.70927 | 0.00000 | 0.00000 | ||
| 85 | 2024.05.10 14:00 | modify | 23 | 0.10 | 1.70927 | 1.69527 | 1.72327 | ||
| 86 | 2024.05.13 06:26 | buy | 24 | 0.10 | 1.71559 | 0.00000 | 0.00000 | ||
| 87 | 2024.05.13 06:26 | modify | 24 | 0.10 | 1.71559 | 1.71137 | 1.72327 | ||
| 88 | 2024.05.13 06:26 | buy | 25 | 0.10 | 1.71559 | 0.00000 | 0.00000 | ||
| 89 | 2024.05.13 06:26 | modify | 25 | 0.10 | 1.71559 | 1.71347 | 1.72327 | ||
| 90 | 2024.05.13 06:26 | modify | 23 | 0.10 | 1.70927 | 1.71347 | 1.72327 | ||
| 91 | 2024.05.13 06:26 | modify | 24 | 0.10 | 1.71559 | 1.71347 | 1.72327 | ||
| 92 | 2024.05.13 06:55 | s/l | 23 | 0.10 | 1.71347 | 1.71347 | 1.72327 | 30.69 | 10271.61 |
| 93 | 2024.05.13 06:55 | s/l | 24 | 0.10 | 1.71347 | 1.71347 | 1.72327 | -15.56 | 10256.05 |
| 94 | 2024.05.13 06:55 | s/l | 25 | 0.10 | 1.71347 | 1.71347 | 1.72327 | -15.56 | 10240.49 |