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=0; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 230.53 | Gross profit | 978.66 | Gross loss | -748.13 |
| Profit factor | 1.31 | Expected payoff | 5.49 | ||
| Absolute drawdown | 64.24 | Maximal drawdown | 215.73 (2.12%) | Relative drawdown | 2.12% (215.73) |
| Total trades | 42 | Short positions (won %) | 24 (58.33%) | Long positions (won %) | 18 (50.00%) |
| Profit trades (% of total) | 23 (54.76%) | Loss trades (% of total) | 19 (45.24%) | ||
| Largest | profit trade | 73.38 | loss trade | -67.68 | |
| Average | profit trade | 42.55 | loss trade | -39.38 | |
| Maximum | consecutive wins (profit in money) | 3 (184.64) | consecutive losses (loss in money) | 2 (-133.98) | |
| Maximal | consecutive profit (count of wins) | 184.64 (3) | consecutive loss (count of losses) | -133.98 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.17 08:00 | sell | 1 | 0.10 | 1.73205 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.17 08:00 | modify | 1 | 0.10 | 1.73205 | 1.74105 | 1.72205 | ||
| 3 | 2023.07.17 16:00 | t/p | 1 | 0.10 | 1.72205 | 1.74105 | 1.72205 | 73.37 | 10073.37 |
| 4 | 2023.08.08 08:00 | sell | 2 | 0.10 | 1.71199 | 0.00000 | 0.00000 | ||
| 5 | 2023.08.08 08:00 | modify | 2 | 0.10 | 1.71199 | 1.72099 | 1.70199 | ||
| 6 | 2023.08.09 20:00 | sell | 3 | 0.10 | 1.70742 | 0.00000 | 0.00000 | ||
| 7 | 2023.08.09 20:00 | modify | 3 | 0.10 | 1.70742 | 1.70999 | 1.70199 | ||
| 8 | 2023.08.09 20:00 | modify | 2 | 0.10 | 1.71199 | 1.70999 | 1.70199 | ||
| 9 | 2023.08.10 12:00 | s/l | 2 | 0.10 | 1.70999 | 1.70999 | 1.70199 | 13.35 | 10086.72 |
| 10 | 2023.08.10 12:00 | s/l | 3 | 0.10 | 1.70999 | 1.70999 | 1.70199 | -19.85 | 10066.88 |
| 11 | 2023.08.15 08:00 | sell | 4 | 0.10 | 1.71224 | 0.00000 | 0.00000 | ||
| 12 | 2023.08.15 08:00 | modify | 4 | 0.10 | 1.71224 | 1.72124 | 1.70224 | ||
| 13 | 2023.08.16 12:00 | s/l | 4 | 0.10 | 1.72124 | 1.72124 | 1.70224 | -66.37 | 10000.51 |
| 14 | 2023.08.22 04:00 | sell | 5 | 0.10 | 1.72936 | 0.00000 | 0.00000 | ||
| 15 | 2023.08.22 04:00 | modify | 5 | 0.10 | 1.72936 | 1.73836 | 1.71936 | ||
| 16 | 2023.08.22 16:00 | sell | 6 | 0.10 | 1.72468 | 0.00000 | 0.00000 | ||
| 17 | 2023.08.22 16:00 | modify | 6 | 0.10 | 1.72468 | 1.72736 | 1.71936 | ||
| 18 | 2023.08.22 16:00 | modify | 5 | 0.10 | 1.72936 | 1.72736 | 1.71936 | ||
| 19 | 2023.08.22 20:00 | s/l | 5 | 0.10 | 1.72736 | 1.72736 | 1.71936 | 14.67 | 10015.18 |
| 20 | 2023.08.22 20:00 | s/l | 6 | 0.10 | 1.72736 | 1.72736 | 1.71936 | -19.67 | 9995.51 |
| 21 | 2023.08.25 04:00 | buy | 7 | 0.10 | 1.70929 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.25 04:00 | modify | 7 | 0.10 | 1.70929 | 1.70029 | 1.71929 | ||
| 23 | 2023.08.25 12:00 | buy | 8 | 0.10 | 1.71339 | 0.00000 | 0.00000 | ||
| 24 | 2023.08.25 12:00 | modify | 8 | 0.10 | 1.71339 | 1.71179 | 1.71929 | ||
| 25 | 2023.08.25 12:00 | modify | 7 | 0.10 | 1.70929 | 1.71179 | 1.71929 | ||
| 26 | 2023.08.25 16:00 | s/l | 7 | 0.10 | 1.71179 | 1.71179 | 1.71929 | 18.35 | 10013.86 |
| 27 | 2023.08.25 16:00 | s/l | 8 | 0.10 | 1.71179 | 1.71179 | 1.71929 | -11.74 | 10002.12 |
| 28 | 2023.08.29 04:00 | sell | 9 | 0.10 | 1.71576 | 0.00000 | 0.00000 | ||
| 29 | 2023.08.29 04:00 | modify | 9 | 0.10 | 1.71576 | 1.72476 | 1.70576 | ||
| 30 | 2023.08.30 16:00 | s/l | 9 | 0.10 | 1.72476 | 1.72476 | 1.70576 | -66.36 | 9935.76 |
| 31 | 2023.08.31 04:00 | sell | 10 | 0.10 | 1.72218 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.31 04:00 | modify | 10 | 0.10 | 1.72218 | 1.73118 | 1.71218 | ||
| 33 | 2023.08.31 12:00 | sell | 11 | 0.10 | 1.71739 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.31 12:00 | modify | 11 | 0.10 | 1.71739 | 1.72018 | 1.71218 | ||
| 35 | 2023.08.31 12:00 | modify | 10 | 0.10 | 1.72218 | 1.72018 | 1.71218 | ||
| 36 | 2023.08.31 20:00 | t/p | 10 | 0.10 | 1.71218 | 1.72018 | 1.71218 | 73.37 | 10009.13 |
| 37 | 2023.08.31 20:00 | t/p | 11 | 0.10 | 1.71218 | 1.72018 | 1.71218 | 38.23 | 10047.36 |
| 38 | 2023.09.05 04:00 | sell | 12 | 0.10 | 1.71779 | 0.00000 | 0.00000 | ||
| 39 | 2023.09.05 04:00 | modify | 12 | 0.10 | 1.71779 | 1.72679 | 1.70779 | ||
| 40 | 2023.09.06 16:00 | t/p | 12 | 0.10 | 1.70779 | 1.72679 | 1.70779 | 73.04 | 10120.40 |
| 41 | 2023.09.07 08:00 | buy | 13 | 0.10 | 1.70152 | 0.00000 | 0.00000 | ||
| 42 | 2023.09.07 08:00 | modify | 13 | 0.10 | 1.70152 | 1.69252 | 1.71152 | ||
| 43 | 2023.09.12 12:00 | s/l | 13 | 0.10 | 1.69252 | 1.69252 | 1.71152 | -66.40 | 10054.00 |
| 44 | 2023.10.09 04:00 | buy | 14 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
| 45 | 2023.10.09 04:00 | modify | 14 | 0.10 | 1.66671 | 1.65771 | 1.67671 | ||
| 46 | 2023.10.11 04:00 | buy | 15 | 0.10 | 1.67074 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.11 04:00 | modify | 15 | 0.10 | 1.67074 | 1.66921 | 1.67671 | ||
| 48 | 2023.10.11 04:00 | modify | 14 | 0.10 | 1.66671 | 1.66921 | 1.67671 | ||
| 49 | 2023.10.11 08:00 | s/l | 14 | 0.10 | 1.66921 | 1.66921 | 1.67671 | 18.11 | 10072.11 |
| 50 | 2023.10.11 08:00 | s/l | 15 | 0.10 | 1.66921 | 1.66921 | 1.67671 | -11.22 | 10060.89 |
| 51 | 2023.10.19 04:00 | sell | 16 | 0.10 | 1.66541 | 0.00000 | 0.00000 | ||
| 52 | 2023.10.19 04:00 | modify | 16 | 0.10 | 1.66541 | 1.67441 | 1.65541 | ||
| 53 | 2023.10.23 16:00 | s/l | 16 | 0.10 | 1.67441 | 1.67441 | 1.65541 | -66.69 | 9994.20 |
| 54 | 2023.11.03 08:00 | buy | 17 | 0.10 | 1.67546 | 0.00000 | 0.00000 | ||
| 55 | 2023.11.03 08:00 | modify | 17 | 0.10 | 1.67546 | 1.66646 | 1.68546 | ||
| 56 | 2023.11.03 16:00 | t/p | 17 | 0.10 | 1.68546 | 1.66646 | 1.68546 | 73.37 | 10067.57 |
| 57 | 2023.11.16 08:00 | buy | 18 | 0.10 | 1.69675 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.16 08:00 | modify | 18 | 0.10 | 1.69675 | 1.68775 | 1.70675 | ||
| 59 | 2023.11.16 16:00 | t/p | 18 | 0.10 | 1.70675 | 1.68775 | 1.70675 | 73.38 | 10140.95 |
| 60 | 2023.11.20 04:00 | sell | 19 | 0.10 | 1.71008 | 0.00000 | 0.00000 | ||
| 61 | 2023.11.20 04:00 | modify | 19 | 0.10 | 1.71008 | 1.71908 | 1.70008 | ||
| 62 | 2023.11.21 04:00 | s/l | 19 | 0.10 | 1.71908 | 1.71908 | 1.70008 | -66.36 | 10074.60 |
| 63 | 2023.11.23 08:00 | buy | 20 | 0.10 | 1.71006 | 0.00000 | 0.00000 | ||
| 64 | 2023.11.23 08:00 | modify | 20 | 0.10 | 1.71006 | 1.70106 | 1.72006 | ||
| 65 | 2023.11.24 16:00 | t/p | 20 | 0.10 | 1.72006 | 1.70106 | 1.72006 | 73.26 | 10147.86 |
| 66 | 2023.12.20 08:00 | buy | 21 | 0.10 | 1.69027 | 0.00000 | 0.00000 | ||
| 67 | 2023.12.20 08:00 | modify | 21 | 0.10 | 1.69027 | 1.68127 | 1.70027 | ||
| 68 | 2023.12.25 04:00 | s/l | 21 | 0.10 | 1.68127 | 1.68127 | 1.70027 | -66.63 | 10081.22 |
| 69 | 2024.01.11 04:00 | sell | 22 | 0.10 | 1.70545 | 0.00000 | 0.00000 | ||
| 70 | 2024.01.11 04:00 | modify | 22 | 0.10 | 1.70545 | 1.71445 | 1.69545 | ||
| 71 | 2024.01.17 12:00 | s/l | 22 | 0.10 | 1.71445 | 1.71445 | 1.69545 | -67.35 | 10013.87 |
| 72 | 2024.01.23 04:00 | sell | 23 | 0.10 | 1.71351 | 0.00000 | 0.00000 | ||
| 73 | 2024.01.23 04:00 | modify | 23 | 0.10 | 1.71351 | 1.72251 | 1.70351 | ||
| 74 | 2024.01.30 08:00 | t/p | 23 | 0.10 | 1.70351 | 1.72251 | 1.70351 | 71.07 | 10084.94 |
| 75 | 2024.02.05 04:00 | buy | 24 | 0.10 | 1.69985 | 0.00000 | 0.00000 | ||
| 76 | 2024.02.05 04:00 | modify | 24 | 0.10 | 1.69985 | 1.69085 | 1.70985 | ||
| 77 | 2024.02.13 12:00 | buy | 25 | 0.10 | 1.70405 | 0.00000 | 0.00000 | ||
| 78 | 2024.02.13 12:00 | modify | 25 | 0.10 | 1.70405 | 1.70235 | 1.70985 | ||
| 79 | 2024.02.13 12:00 | modify | 24 | 0.10 | 1.69985 | 1.70235 | 1.70985 | ||
| 80 | 2024.02.13 16:00 | s/l | 24 | 0.10 | 1.70235 | 1.70235 | 1.70985 | 17.39 | 10102.33 |
| 81 | 2024.02.13 16:00 | s/l | 25 | 0.10 | 1.70235 | 1.70235 | 1.70985 | -12.47 | 10089.86 |
| 82 | 2024.03.05 04:00 | sell | 26 | 0.10 | 1.72306 | 0.00000 | 0.00000 | ||
| 83 | 2024.03.05 04:00 | modify | 26 | 0.10 | 1.72306 | 1.73206 | 1.71306 | ||
| 84 | 2024.03.08 16:00 | s/l | 26 | 0.10 | 1.73206 | 1.73206 | 1.71306 | -67.68 | 10022.18 |
| 85 | 2024.03.12 08:00 | buy | 27 | 0.10 | 1.72360 | 0.00000 | 0.00000 | ||
| 86 | 2024.03.12 08:00 | modify | 27 | 0.10 | 1.72360 | 1.71460 | 1.73360 | ||
| 87 | 2024.03.13 12:00 | buy | 28 | 0.10 | 1.72773 | 0.00000 | 0.00000 | ||
| 88 | 2024.03.13 12:00 | modify | 28 | 0.10 | 1.72773 | 1.72610 | 1.73360 | ||
| 89 | 2024.03.13 12:00 | modify | 27 | 0.10 | 1.72360 | 1.72610 | 1.73360 | ||
| 90 | 2024.03.13 16:00 | s/l | 27 | 0.10 | 1.72610 | 1.72610 | 1.73360 | 18.22 | 10040.40 |
| 91 | 2024.03.13 16:00 | s/l | 28 | 0.10 | 1.72610 | 1.72610 | 1.73360 | -11.96 | 10028.44 |
| 92 | 2024.03.20 08:00 | sell | 29 | 0.10 | 1.72734 | 0.00000 | 0.00000 | ||
| 93 | 2024.03.20 08:00 | modify | 29 | 0.10 | 1.72734 | 1.73634 | 1.71734 | ||
| 94 | 2024.03.21 16:00 | t/p | 29 | 0.10 | 1.71734 | 1.73634 | 1.71734 | 72.38 | 10100.82 |
| 95 | 2024.03.22 08:00 | buy | 30 | 0.10 | 1.71057 | 0.00000 | 0.00000 | ||
| 96 | 2024.03.22 08:00 | modify | 30 | 0.10 | 1.71057 | 1.70157 | 1.72057 | ||
| 97 | 2024.03.25 00:00 | buy | 31 | 0.10 | 1.71515 | 0.00000 | 0.00000 | ||
| 98 | 2024.03.25 00:00 | modify | 31 | 0.10 | 1.71515 | 1.71257 | 1.72057 | ||
| 99 | 2024.03.25 00:00 | modify | 30 | 0.10 | 1.71057 | 1.71257 | 1.72057 | ||
| 100 | 2024.03.28 00:00 | s/l | 30 | 0.10 | 1.71257 | 1.71257 | 1.72057 | 13.96 | 10114.78 |
| 101 | 2024.03.28 00:00 | s/l | 31 | 0.10 | 1.71257 | 1.71257 | 1.72057 | -19.52 | 10095.26 |
| 102 | 2024.04.17 08:00 | sell | 32 | 0.10 | 1.72053 | 0.00000 | 0.00000 | ||
| 103 | 2024.04.17 08:00 | modify | 32 | 0.10 | 1.72053 | 1.72953 | 1.71053 | ||
| 104 | 2024.04.18 20:00 | sell | 33 | 0.10 | 1.71224 | 0.00000 | 0.00000 | ||
| 105 | 2024.04.18 20:00 | modify | 33 | 0.10 | 1.71224 | 1.71703 | 1.71053 | ||
| 106 | 2024.04.18 20:00 | modify | 32 | 0.10 | 1.72053 | 1.71703 | 1.71053 | ||
| 107 | 2024.04.19 04:00 | t/p | 32 | 0.10 | 1.71053 | 1.71703 | 1.71053 | 72.05 | 10167.31 |
| 108 | 2024.04.19 04:00 | t/p | 33 | 0.10 | 1.71053 | 1.71703 | 1.71053 | 12.21 | 10179.52 |
| 109 | 2024.04.25 08:00 | sell | 34 | 0.10 | 1.71067 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.25 08:00 | modify | 34 | 0.10 | 1.71067 | 1.71967 | 1.70067 | ||
| 111 | 2024.04.26 08:00 | sell | 35 | 0.10 | 1.70666 | 0.00000 | 0.00000 | ||
| 112 | 2024.04.26 08:00 | modify | 35 | 0.10 | 1.70666 | 1.70817 | 1.70067 | ||
| 113 | 2024.04.26 08:00 | modify | 34 | 0.10 | 1.71067 | 1.70817 | 1.70067 | ||
| 114 | 2024.04.26 12:00 | s/l | 34 | 0.10 | 1.70817 | 1.70817 | 1.70067 | 18.01 | 10197.53 |
| 115 | 2024.04.26 12:00 | s/l | 35 | 0.10 | 1.70817 | 1.70817 | 1.70067 | -11.08 | 10186.45 |
| 116 | 2024.05.06 08:00 | sell | 36 | 0.10 | 1.71936 | 0.00000 | 0.00000 | ||
| 117 | 2024.05.06 08:00 | modify | 36 | 0.10 | 1.71936 | 1.72836 | 1.70936 | ||
| 118 | 2024.05.09 04:00 | sell | 37 | 0.10 | 1.71481 | 0.00000 | 0.00000 | ||
| 119 | 2024.05.09 04:00 | modify | 37 | 0.10 | 1.71481 | 1.71736 | 1.70936 | ||
| 120 | 2024.05.09 04:00 | modify | 36 | 0.10 | 1.71936 | 1.71736 | 1.70936 | ||
| 121 | 2024.05.09 12:00 | t/p | 36 | 0.10 | 1.70936 | 1.71736 | 1.70936 | 71.72 | 10258.17 |
| 122 | 2024.05.09 12:00 | t/p | 37 | 0.10 | 1.70936 | 1.71736 | 1.70936 | 39.99 | 10298.16 |
| 123 | 2024.05.22 08:00 | sell | 38 | 0.10 | 1.74075 | 0.00000 | 0.00000 | ||
| 124 | 2024.05.22 08:00 | modify | 38 | 0.10 | 1.74075 | 1.74975 | 1.73075 | ||
| 125 | 2024.05.31 08:00 | sell | 39 | 0.10 | 1.73663 | 0.00000 | 0.00000 | ||
| 126 | 2024.05.31 08:00 | modify | 39 | 0.10 | 1.73663 | 1.73825 | 1.73075 | ||
| 127 | 2024.05.31 08:00 | modify | 38 | 0.10 | 1.74075 | 1.73825 | 1.73075 | ||
| 128 | 2024.05.31 16:00 | s/l | 38 | 0.10 | 1.73825 | 1.73825 | 1.73075 | 14.72 | 10312.88 |
| 129 | 2024.05.31 16:00 | s/l | 39 | 0.10 | 1.73825 | 1.73825 | 1.73075 | -11.89 | 10300.99 |
| 130 | 2024.06.14 08:00 | buy | 40 | 0.10 | 1.75085 | 0.00000 | 0.00000 | ||
| 131 | 2024.06.14 08:00 | modify | 40 | 0.10 | 1.75085 | 1.74185 | 1.76085 | ||
| 132 | 2024.06.14 20:00 | s/l | 40 | 0.10 | 1.74185 | 1.74185 | 1.76085 | -66.04 | 10234.95 |
| 133 | 2024.06.17 08:00 | buy | 41 | 0.10 | 1.74151 | 0.00000 | 0.00000 | ||
| 134 | 2024.06.17 08:00 | modify | 41 | 0.10 | 1.74151 | 1.73251 | 1.75151 | ||
| 135 | 2024.06.19 08:00 | buy | 42 | 0.10 | 1.74608 | 0.00000 | 0.00000 | ||
| 136 | 2024.06.19 08:00 | modify | 42 | 0.10 | 1.74608 | 1.74351 | 1.75151 | ||
| 137 | 2024.06.19 08:00 | modify | 41 | 0.10 | 1.74151 | 1.74351 | 1.75151 | ||
| 138 | 2024.06.19 16:00 | s/l | 41 | 0.10 | 1.74351 | 1.74351 | 1.75151 | 14.43 | 10249.39 |
| 139 | 2024.06.19 16:00 | s/l | 42 | 0.10 | 1.74351 | 1.74351 | 1.75151 | -18.86 | 10230.53 |