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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 7200 | Ticks modelled | 13398 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 502.56 | Gross profit | 877.01 | Gross loss | -374.45 |
| Profit factor | 2.34 | Expected payoff | 20.94 | ||
| Absolute drawdown | 41.97 | Maximal drawdown | 213.22 (2.06%) | Relative drawdown | 2.06% (213.22) |
| Total trades | 24 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
| Largest | profit trade | 109.81 | loss trade | -53.99 | |
| Average | profit trade | 58.47 | loss trade | -41.61 | |
| Maximum | consecutive wins (profit in money) | 4 (283.46) | consecutive losses (loss in money) | 2 (-106.33) | |
| Maximal | consecutive profit (count of wins) | 283.46 (4) | consecutive loss (count of losses) | -106.33 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.14 15:00 | sell | 1 | 0.10 | 1.72768 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.14 15:00 | modify | 1 | 0.10 | 1.72768 | 1.73468 | 1.71268 | ||
| 3 | 2023.07.18 19:00 | sell | 2 | 0.10 | 1.71866 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.18 19:00 | modify | 2 | 0.10 | 1.71866 | 1.72243 | 1.71268 | ||
| 5 | 2023.07.18 19:00 | modify | 1 | 0.10 | 1.72768 | 1.72243 | 1.71268 | ||
| 6 | 2023.07.19 07:00 | t/p | 1 | 0.10 | 1.71268 | 1.72243 | 1.71268 | 109.05 | 10109.05 |
| 7 | 2023.07.19 07:00 | t/p | 2 | 0.10 | 1.71268 | 1.72243 | 1.71268 | 43.54 | 10152.59 |
| 8 | 2023.07.24 15:00 | buy | 3 | 0.10 | 1.68895 | 0.00000 | 0.00000 | ||
| 9 | 2023.07.24 15:00 | modify | 3 | 0.10 | 1.68895 | 1.68195 | 1.70395 | ||
| 10 | 2023.07.26 06:00 | buy | 4 | 0.10 | 1.70108 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.26 06:00 | modify | 4 | 0.10 | 1.70108 | 1.69720 | 1.70395 | ||
| 12 | 2023.07.26 06:00 | modify | 3 | 0.10 | 1.68895 | 1.69720 | 1.70395 | ||
| 13 | 2023.07.26 10:00 | t/p | 3 | 0.10 | 1.70395 | 1.69720 | 1.70395 | 109.81 | 10262.41 |
| 14 | 2023.07.26 10:00 | t/p | 4 | 0.10 | 1.70395 | 1.69720 | 1.70395 | 21.05 | 10283.46 |
| 15 | 2023.07.28 15:00 | sell | 5 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.28 15:00 | modify | 5 | 0.10 | 1.70220 | 1.70920 | 1.68720 | ||
| 17 | 2023.08.07 16:00 | s/l | 5 | 0.10 | 1.70920 | 1.70920 | 1.68720 | -53.99 | 10229.46 |
| 18 | 2023.09.29 16:00 | sell | 6 | 0.10 | 1.65307 | 0.00000 | 0.00000 | ||
| 19 | 2023.09.29 16:00 | modify | 6 | 0.10 | 1.65307 | 1.66007 | 1.63807 | ||
| 20 | 2023.10.04 10:00 | s/l | 6 | 0.10 | 1.66007 | 1.66007 | 1.63807 | -52.34 | 10177.12 |
| 21 | 2023.10.13 15:00 | buy | 7 | 0.10 | 1.65866 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.13 15:00 | modify | 7 | 0.10 | 1.65866 | 1.65166 | 1.67366 | ||
| 23 | 2023.10.19 15:00 | buy | 8 | 0.10 | 1.66772 | 0.00000 | 0.00000 | ||
| 24 | 2023.10.19 15:00 | modify | 8 | 0.10 | 1.66772 | 1.66391 | 1.67366 | ||
| 25 | 2023.10.19 15:00 | modify | 7 | 0.10 | 1.65866 | 1.66391 | 1.67366 | ||
| 26 | 2023.10.20 01:00 | s/l | 7 | 0.10 | 1.66391 | 1.66391 | 1.67366 | 37.69 | 10214.81 |
| 27 | 2023.10.20 01:00 | s/l | 8 | 0.10 | 1.66391 | 1.66391 | 1.67366 | -28.08 | 10186.73 |
| 28 | 2023.11.15 15:00 | buy | 9 | 0.10 | 1.69892 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.15 15:00 | modify | 9 | 0.10 | 1.69892 | 1.69192 | 1.71392 | ||
| 30 | 2023.11.17 12:00 | buy | 10 | 0.10 | 1.70646 | 0.00000 | 0.00000 | ||
| 31 | 2023.11.17 12:00 | modify | 10 | 0.10 | 1.70646 | 1.70267 | 1.71392 | ||
| 32 | 2023.11.17 12:00 | modify | 9 | 0.10 | 1.69892 | 1.70267 | 1.71392 | ||
| 33 | 2023.11.17 15:00 | s/l | 9 | 0.10 | 1.70267 | 1.70267 | 1.71392 | 27.03 | 10213.77 |
| 34 | 2023.11.17 15:00 | s/l | 10 | 0.10 | 1.70267 | 1.70267 | 1.71392 | -27.81 | 10185.96 |
| 35 | 2023.11.28 16:00 | sell | 11 | 0.10 | 1.72252 | 0.00000 | 0.00000 | ||
| 36 | 2023.11.28 16:00 | modify | 11 | 0.10 | 1.72252 | 1.72952 | 1.70752 | ||
| 37 | 2023.11.30 19:00 | sell | 12 | 0.10 | 1.71329 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.30 19:00 | modify | 12 | 0.10 | 1.71329 | 1.71727 | 1.70752 | ||
| 39 | 2023.11.30 19:00 | modify | 11 | 0.10 | 1.72252 | 1.71727 | 1.70752 | ||
| 40 | 2023.12.01 08:00 | sell | 13 | 0.10 | 1.71049 | 0.00000 | 0.00000 | ||
| 41 | 2023.12.01 08:00 | modify | 13 | 0.10 | 1.71049 | 1.71427 | 1.70752 | ||
| 42 | 2023.12.01 08:00 | modify | 12 | 0.10 | 1.71329 | 1.71427 | 1.70752 | ||
| 43 | 2023.12.01 08:00 | modify | 11 | 0.10 | 1.72252 | 1.71427 | 1.70752 | ||
| 44 | 2023.12.01 15:00 | t/p | 11 | 0.10 | 1.70752 | 1.71427 | 1.70752 | 108.39 | 10294.35 |
| 45 | 2023.12.01 15:00 | t/p | 12 | 0.10 | 1.70752 | 1.71427 | 1.70752 | 42.00 | 10336.35 |
| 46 | 2023.12.01 15:00 | t/p | 13 | 0.10 | 1.70752 | 1.71427 | 1.70752 | 21.79 | 10358.14 |
| 47 | 2023.12.01 15:00 | buy | 14 | 0.10 | 1.70481 | 0.00000 | 0.00000 | ||
| 48 | 2023.12.01 15:00 | modify | 14 | 0.10 | 1.70481 | 1.69781 | 1.71981 | ||
| 49 | 2023.12.04 04:00 | buy | 15 | 0.10 | 1.71402 | 0.00000 | 0.00000 | ||
| 50 | 2023.12.04 04:00 | modify | 15 | 0.10 | 1.71402 | 1.71006 | 1.71981 | ||
| 51 | 2023.12.04 04:00 | modify | 14 | 0.10 | 1.70481 | 1.71006 | 1.71981 | ||
| 52 | 2023.12.04 15:00 | s/l | 14 | 0.10 | 1.71006 | 1.71006 | 1.71981 | 38.40 | 10396.54 |
| 53 | 2023.12.04 15:00 | s/l | 15 | 0.10 | 1.71006 | 1.71006 | 1.71981 | -29.06 | 10367.48 |
| 54 | 2023.12.04 16:00 | buy | 16 | 0.10 | 1.70759 | 0.00000 | 0.00000 | ||
| 55 | 2023.12.04 16:00 | modify | 16 | 0.10 | 1.70759 | 1.70059 | 1.72259 | ||
| 56 | 2023.12.08 14:00 | s/l | 16 | 0.10 | 1.70059 | 1.70059 | 1.72259 | -52.07 | 10315.41 |
| 57 | 2023.12.14 15:00 | sell | 17 | 0.10 | 1.71081 | 0.00000 | 0.00000 | ||
| 58 | 2023.12.14 15:00 | modify | 17 | 0.10 | 1.71081 | 1.71781 | 1.69581 | ||
| 59 | 2023.12.15 19:00 | t/p | 17 | 0.10 | 1.69581 | 1.71781 | 1.69581 | 109.71 | 10425.12 |
| 60 | 2023.12.27 16:00 | sell | 18 | 0.10 | 1.68854 | 0.00000 | 0.00000 | ||
| 61 | 2023.12.27 16:00 | modify | 18 | 0.10 | 1.68854 | 1.69554 | 1.67354 | ||
| 62 | 2024.01.02 14:00 | sell | 19 | 0.10 | 1.67948 | 0.00000 | 0.00000 | ||
| 63 | 2024.01.02 14:00 | modify | 19 | 0.10 | 1.67948 | 1.68329 | 1.67354 | ||
| 64 | 2024.01.02 14:00 | modify | 18 | 0.10 | 1.68854 | 1.68329 | 1.67354 | ||
| 65 | 2024.01.02 15:00 | s/l | 18 | 0.10 | 1.68329 | 1.68329 | 1.67354 | 36.53 | 10461.65 |
| 66 | 2024.01.02 15:00 | s/l | 19 | 0.10 | 1.68329 | 1.68329 | 1.67354 | -27.95 | 10433.70 |
| 67 | 2024.01.05 16:00 | sell | 20 | 0.10 | 1.69877 | 0.00000 | 0.00000 | ||
| 68 | 2024.01.05 16:00 | modify | 20 | 0.10 | 1.69877 | 1.70577 | 1.68377 | ||
| 69 | 2024.01.08 15:00 | s/l | 20 | 0.10 | 1.70577 | 1.70577 | 1.68377 | -51.68 | 10382.02 |
| 70 | 2024.01.24 16:00 | sell | 21 | 0.10 | 1.71978 | 0.00000 | 0.00000 | ||
| 71 | 2024.01.24 16:00 | modify | 21 | 0.10 | 1.71978 | 1.72678 | 1.70478 | ||
| 72 | 2024.01.26 06:00 | sell | 22 | 0.10 | 1.71069 | 0.00000 | 0.00000 | ||
| 73 | 2024.01.26 06:00 | modify | 22 | 0.10 | 1.71069 | 1.71453 | 1.70478 | ||
| 74 | 2024.01.26 06:00 | modify | 21 | 0.10 | 1.71978 | 1.71453 | 1.70478 | ||
| 75 | 2024.01.26 21:00 | sell | 23 | 0.10 | 1.70763 | 0.00000 | 0.00000 | ||
| 76 | 2024.01.26 21:00 | modify | 23 | 0.10 | 1.70763 | 1.71153 | 1.70478 | ||
| 77 | 2024.01.26 21:00 | modify | 22 | 0.10 | 1.71069 | 1.71153 | 1.70478 | ||
| 78 | 2024.01.26 21:00 | modify | 21 | 0.10 | 1.71978 | 1.71153 | 1.70478 | ||
| 79 | 2024.01.29 15:00 | t/p | 21 | 0.10 | 1.70478 | 1.71153 | 1.70478 | 108.39 | 10490.42 |
| 80 | 2024.01.29 15:00 | t/p | 22 | 0.10 | 1.70478 | 1.71153 | 1.70478 | 43.03 | 10533.45 |
| 81 | 2024.01.29 15:00 | t/p | 23 | 0.10 | 1.70478 | 1.71153 | 1.70478 | 20.58 | 10554.03 |
| 82 | 2024.04.19 16:00 | buy | 24 | 0.10 | 1.70422 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.19 16:00 | modify | 24 | 0.10 | 1.70422 | 1.69722 | 1.71922 | ||
| 84 | 2024.04.22 08:00 | s/l | 24 | 0.10 | 1.69722 | 1.69722 | 1.71922 | -51.47 | 10502.56 |