Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7217 | Ticks modelled | 13433 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 420.54 | Gross profit | 1053.01 | Gross loss | -632.47 |
| Profit factor | 1.66 | Expected payoff | 10.78 | ||
| Absolute drawdown | 124.69 | Maximal drawdown | 252.85 (2.43%) | Relative drawdown | 2.43% (252.85) |
| Total trades | 39 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 21 (47.62%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 88.29 | loss trade | -85.77 | |
| Average | profit trade | 52.65 | loss trade | -33.29 | |
| Maximum | consecutive wins (profit in money) | 5 (339.40) | consecutive losses (loss in money) | 5 (-222.79) | |
| Maximal | consecutive profit (count of wins) | 339.40 (5) | consecutive loss (count of losses) | -222.79 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 16:00 | buy | 1 | 0.10 | 1.71072 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.01 16:00 | modify | 1 | 0.10 | 1.71072 | 1.69972 | 1.72272 | ||
| 3 | 2023.09.04 11:00 | buy | 2 | 0.10 | 1.71819 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.04 11:00 | modify | 2 | 0.10 | 1.71819 | 1.71612 | 1.72272 | ||
| 5 | 2023.09.04 11:00 | buy | 3 | 0.10 | 1.71819 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.04 11:00 | modify | 3 | 0.10 | 1.71819 | 1.71492 | 1.72272 | ||
| 7 | 2023.09.04 11:00 | modify | 1 | 0.10 | 1.71072 | 1.71492 | 1.72272 | ||
| 8 | 2023.09.04 12:00 | modify | 2 | 0.10 | 1.71819 | 1.71492 | 1.72272 | ||
| 9 | 2023.09.04 21:00 | s/l | 1 | 0.10 | 1.71492 | 1.71492 | 1.72272 | 30.81 | 10030.81 |
| 10 | 2023.09.04 21:00 | s/l | 2 | 0.10 | 1.71492 | 1.71492 | 1.72272 | -24.10 | 10006.71 |
| 11 | 2023.09.04 21:00 | s/l | 3 | 0.10 | 1.71492 | 1.71492 | 1.72272 | -24.10 | 9982.61 |
| 12 | 2023.09.07 16:00 | sell | 4 | 0.10 | 1.70764 | 0.00000 | 0.00000 | ||
| 13 | 2023.09.07 16:00 | modify | 4 | 0.10 | 1.70764 | 1.71864 | 1.69564 | ||
| 14 | 2023.09.08 15:00 | sell | 5 | 0.10 | 1.70223 | 0.00000 | 0.00000 | ||
| 15 | 2023.09.08 15:00 | modify | 5 | 0.10 | 1.70223 | 1.70524 | 1.69564 | ||
| 16 | 2023.09.08 15:00 | modify | 4 | 0.10 | 1.70764 | 1.70524 | 1.69564 | ||
| 17 | 2023.09.11 12:00 | sell | 6 | 0.10 | 1.70028 | 0.00000 | 0.00000 | ||
| 18 | 2023.09.11 12:00 | modify | 6 | 0.10 | 1.70028 | 1.70224 | 1.69564 | ||
| 19 | 2023.09.11 12:00 | sell | 7 | 0.10 | 1.70028 | 0.00000 | 0.00000 | ||
| 20 | 2023.09.11 12:00 | modify | 7 | 0.10 | 1.70028 | 1.70344 | 1.69564 | ||
| 21 | 2023.09.11 12:00 | modify | 5 | 0.10 | 1.70223 | 1.70344 | 1.69564 | ||
| 22 | 2023.09.11 12:00 | modify | 4 | 0.10 | 1.70764 | 1.70344 | 1.69564 | ||
| 23 | 2023.09.11 13:00 | modify | 6 | 0.10 | 1.70028 | 1.70344 | 1.69564 | ||
| 24 | 2023.09.11 14:00 | s/l | 4 | 0.10 | 1.70344 | 1.70344 | 1.69564 | 30.01 | 10012.62 |
| 25 | 2023.09.11 14:00 | s/l | 5 | 0.10 | 1.70344 | 1.70344 | 1.69564 | -9.39 | 10003.23 |
| 26 | 2023.09.11 14:00 | s/l | 6 | 0.10 | 1.70344 | 1.70344 | 1.69564 | -23.29 | 9979.94 |
| 27 | 2023.09.11 14:00 | s/l | 7 | 0.10 | 1.70344 | 1.70344 | 1.69564 | -23.29 | 9956.65 |
| 28 | 2023.09.15 16:00 | buy | 8 | 0.10 | 1.67360 | 0.00000 | 0.00000 | ||
| 29 | 2023.09.15 16:00 | modify | 8 | 0.10 | 1.67360 | 1.66260 | 1.68560 | ||
| 30 | 2023.09.19 13:00 | s/l | 8 | 0.10 | 1.66260 | 1.66260 | 1.68560 | -81.34 | 9875.31 |
| 31 | 2023.10.06 16:00 | sell | 9 | 0.10 | 1.67333 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.06 16:00 | modify | 9 | 0.10 | 1.67333 | 1.68433 | 1.66133 | ||
| 33 | 2023.10.08 21:00 | sell | 10 | 0.10 | 1.66767 | 0.00000 | 0.00000 | ||
| 34 | 2023.10.08 21:00 | modify | 10 | 0.10 | 1.66767 | 1.67093 | 1.66133 | ||
| 35 | 2023.10.08 21:00 | modify | 9 | 0.10 | 1.67333 | 1.67093 | 1.66133 | ||
| 36 | 2023.10.09 13:00 | t/p | 9 | 0.10 | 1.66133 | 1.67093 | 1.66133 | 87.95 | 9963.26 |
| 37 | 2023.10.09 13:00 | t/p | 10 | 0.10 | 1.66133 | 1.67093 | 1.66133 | 46.24 | 10009.49 |
| 38 | 2023.11.02 16:00 | buy | 11 | 0.10 | 1.67889 | 0.00000 | 0.00000 | ||
| 39 | 2023.11.02 16:00 | modify | 11 | 0.10 | 1.67889 | 1.66789 | 1.69089 | ||
| 40 | 2023.11.03 15:00 | t/p | 11 | 0.10 | 1.69089 | 1.66789 | 1.69089 | 88.29 | 10097.78 |
| 41 | 2023.11.08 16:00 | sell | 12 | 0.10 | 1.69529 | 0.00000 | 0.00000 | ||
| 42 | 2023.11.08 16:00 | modify | 12 | 0.10 | 1.69529 | 1.70629 | 1.68329 | ||
| 43 | 2023.11.12 23:00 | t/p | 12 | 0.10 | 1.68329 | 1.70629 | 1.68329 | 86.53 | 10184.32 |
| 44 | 2023.11.22 16:00 | buy | 13 | 0.10 | 1.71272 | 0.00000 | 0.00000 | ||
| 45 | 2023.11.22 16:00 | modify | 13 | 0.10 | 1.71272 | 1.70172 | 1.72472 | ||
| 46 | 2023.11.24 11:00 | buy | 14 | 0.10 | 1.72004 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.24 11:00 | modify | 14 | 0.10 | 1.72004 | 1.71812 | 1.72472 | ||
| 48 | 2023.11.24 11:00 | buy | 15 | 0.10 | 1.72004 | 0.00000 | 0.00000 | ||
| 49 | 2023.11.24 11:00 | modify | 15 | 0.10 | 1.72004 | 1.71692 | 1.72472 | ||
| 50 | 2023.11.24 11:00 | modify | 13 | 0.10 | 1.71272 | 1.71692 | 1.72472 | ||
| 51 | 2023.11.24 12:00 | modify | 14 | 0.10 | 1.72004 | 1.71692 | 1.72472 | ||
| 52 | 2023.11.24 14:00 | s/l | 13 | 0.10 | 1.71692 | 1.71692 | 1.72472 | 30.39 | 10214.71 |
| 53 | 2023.11.24 14:00 | s/l | 14 | 0.10 | 1.71692 | 1.71692 | 1.72472 | -22.99 | 10191.72 |
| 54 | 2023.11.24 14:00 | s/l | 15 | 0.10 | 1.71692 | 1.71692 | 1.72472 | -22.99 | 10168.73 |
| 55 | 2023.11.28 16:00 | sell | 16 | 0.10 | 1.72252 | 0.00000 | 0.00000 | ||
| 56 | 2023.11.28 16:00 | modify | 16 | 0.10 | 1.72252 | 1.73352 | 1.71052 | ||
| 57 | 2023.11.30 15:00 | sell | 17 | 0.10 | 1.71529 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.30 15:00 | modify | 17 | 0.10 | 1.71529 | 1.71712 | 1.71052 | ||
| 59 | 2023.11.30 15:00 | sell | 18 | 0.10 | 1.71529 | 0.00000 | 0.00000 | ||
| 60 | 2023.11.30 15:00 | modify | 18 | 0.10 | 1.71529 | 1.71832 | 1.71052 | ||
| 61 | 2023.11.30 15:00 | modify | 16 | 0.10 | 1.72252 | 1.71832 | 1.71052 | ||
| 62 | 2023.11.30 16:00 | s/l | 17 | 0.10 | 1.71712 | 1.71712 | 1.71052 | -13.49 | 10155.24 |
| 63 | 2023.11.30 23:00 | t/p | 16 | 0.10 | 1.71052 | 1.71832 | 1.71052 | 86.53 | 10241.77 |
| 64 | 2023.11.30 23:00 | t/p | 18 | 0.10 | 1.71052 | 1.71832 | 1.71052 | 35.14 | 10276.91 |
| 65 | 2023.12.01 18:00 | sell | 19 | 0.10 | 1.71308 | 0.00000 | 0.00000 | ||
| 66 | 2023.12.01 18:00 | modify | 19 | 0.10 | 1.71308 | 1.72408 | 1.70108 | ||
| 67 | 2023.12.06 13:00 | sell | 20 | 0.10 | 1.70753 | 0.00000 | 0.00000 | ||
| 68 | 2023.12.06 13:00 | modify | 20 | 0.10 | 1.70753 | 1.71068 | 1.70108 | ||
| 69 | 2023.12.06 13:00 | modify | 19 | 0.10 | 1.71308 | 1.71068 | 1.70108 | ||
| 70 | 2023.12.06 18:00 | s/l | 19 | 0.10 | 1.71068 | 1.71068 | 1.70108 | 16.27 | 10293.18 |
| 71 | 2023.12.06 18:00 | s/l | 20 | 0.10 | 1.71068 | 1.71068 | 1.70108 | -23.22 | 10269.96 |
| 72 | 2023.12.13 20:00 | sell | 21 | 0.10 | 1.70474 | 0.00000 | 0.00000 | ||
| 73 | 2023.12.13 20:00 | modify | 21 | 0.10 | 1.70474 | 1.71574 | 1.69274 | ||
| 74 | 2023.12.17 23:00 | t/p | 21 | 0.10 | 1.69274 | 1.71574 | 1.69274 | 86.54 | 10356.50 |
| 75 | 2023.12.21 16:00 | buy | 22 | 0.10 | 1.68442 | 0.00000 | 0.00000 | ||
| 76 | 2023.12.21 16:00 | modify | 22 | 0.10 | 1.68442 | 1.67342 | 1.69642 | ||
| 77 | 2023.12.27 18:00 | buy | 23 | 0.10 | 1.68983 | 0.00000 | 0.00000 | ||
| 78 | 2023.12.27 18:00 | modify | 23 | 0.10 | 1.68983 | 1.68682 | 1.69642 | ||
| 79 | 2023.12.27 18:00 | modify | 22 | 0.10 | 1.68442 | 1.68682 | 1.69642 | ||
| 80 | 2023.12.27 23:00 | s/l | 22 | 0.10 | 1.68682 | 1.68682 | 1.69642 | 17.13 | 10373.64 |
| 81 | 2023.12.27 23:00 | s/l | 23 | 0.10 | 1.68682 | 1.68682 | 1.69642 | -22.18 | 10351.46 |
| 82 | 2023.12.29 16:00 | buy | 24 | 0.10 | 1.68108 | 0.00000 | 0.00000 | ||
| 83 | 2023.12.29 16:00 | modify | 24 | 0.10 | 1.68108 | 1.67008 | 1.69308 | ||
| 84 | 2024.01.02 09:00 | buy | 25 | 0.10 | 1.68858 | 0.00000 | 0.00000 | ||
| 85 | 2024.01.02 09:00 | modify | 25 | 0.10 | 1.68858 | 1.68648 | 1.69308 | ||
| 86 | 2024.01.02 09:00 | buy | 26 | 0.10 | 1.68858 | 0.00000 | 0.00000 | ||
| 87 | 2024.01.02 09:00 | modify | 26 | 0.10 | 1.68858 | 1.68528 | 1.69308 | ||
| 88 | 2024.01.02 09:00 | modify | 24 | 0.10 | 1.68108 | 1.68528 | 1.69308 | ||
| 89 | 2024.01.02 10:00 | s/l | 24 | 0.10 | 1.68528 | 1.68528 | 1.69308 | 30.67 | 10382.13 |
| 90 | 2024.01.02 10:00 | s/l | 25 | 0.10 | 1.68648 | 1.68648 | 1.69308 | -15.48 | 10366.65 |
| 91 | 2024.01.02 10:00 | s/l | 26 | 0.10 | 1.68528 | 1.68528 | 1.69308 | -24.32 | 10342.33 |
| 92 | 2024.01.05 16:00 | sell | 27 | 0.10 | 1.69877 | 0.00000 | 0.00000 | ||
| 93 | 2024.01.05 16:00 | modify | 27 | 0.10 | 1.69877 | 1.70977 | 1.68677 | ||
| 94 | 2024.01.11 20:00 | s/l | 27 | 0.10 | 1.70977 | 1.70977 | 1.68677 | -83.88 | 10258.45 |
| 95 | 2024.01.12 16:00 | sell | 28 | 0.10 | 1.70811 | 0.00000 | 0.00000 | ||
| 96 | 2024.01.12 16:00 | modify | 28 | 0.10 | 1.70811 | 1.71911 | 1.69611 | ||
| 97 | 2024.01.24 16:00 | s/l | 28 | 0.10 | 1.71911 | 1.71911 | 1.69611 | -85.77 | 10172.68 |
| 98 | 2024.01.24 16:00 | sell | 29 | 0.10 | 1.71978 | 0.00000 | 0.00000 | ||
| 99 | 2024.01.24 16:00 | modify | 29 | 0.10 | 1.71978 | 1.73078 | 1.70778 | ||
| 100 | 2024.01.25 18:00 | sell | 30 | 0.10 | 1.71257 | 0.00000 | 0.00000 | ||
| 101 | 2024.01.25 18:00 | modify | 30 | 0.10 | 1.71257 | 1.71438 | 1.70778 | ||
| 102 | 2024.01.25 18:00 | sell | 31 | 0.10 | 1.71257 | 0.00000 | 0.00000 | ||
| 103 | 2024.01.25 18:00 | modify | 31 | 0.10 | 1.71257 | 1.71558 | 1.70778 | ||
| 104 | 2024.01.25 18:00 | modify | 29 | 0.10 | 1.71978 | 1.71558 | 1.70778 | ||
| 105 | 2024.01.25 19:00 | s/l | 30 | 0.10 | 1.71438 | 1.71438 | 1.70778 | -13.34 | 10159.34 |
| 106 | 2024.01.28 22:00 | t/p | 29 | 0.10 | 1.70778 | 1.71558 | 1.70778 | 86.53 | 10245.87 |
| 107 | 2024.01.28 22:00 | t/p | 31 | 0.10 | 1.70778 | 1.71558 | 1.70778 | 34.82 | 10280.69 |
| 108 | 2024.02.02 17:00 | buy | 32 | 0.10 | 1.69955 | 0.00000 | 0.00000 | ||
| 109 | 2024.02.02 17:00 | modify | 32 | 0.10 | 1.69955 | 1.68855 | 1.71155 | ||
| 110 | 2024.02.20 16:00 | t/p | 32 | 0.10 | 1.71155 | 1.68855 | 1.71155 | 86.20 | 10366.89 |
| 111 | 2024.03.11 16:00 | buy | 33 | 0.10 | 1.72742 | 0.00000 | 0.00000 | ||
| 112 | 2024.03.11 16:00 | modify | 33 | 0.10 | 1.72742 | 1.71642 | 1.73942 | ||
| 113 | 2024.03.21 14:00 | s/l | 33 | 0.10 | 1.71642 | 1.71642 | 1.73942 | -82.74 | 10284.15 |
| 114 | 2024.03.28 16:00 | buy | 34 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 115 | 2024.03.28 16:00 | modify | 34 | 0.10 | 1.70959 | 1.69859 | 1.72159 | ||
| 116 | 2024.04.05 13:00 | buy | 35 | 0.10 | 1.71684 | 0.00000 | 0.00000 | ||
| 117 | 2024.04.05 13:00 | modify | 35 | 0.10 | 1.71684 | 1.71499 | 1.72159 | ||
| 118 | 2024.04.05 13:00 | buy | 36 | 0.10 | 1.71684 | 0.00000 | 0.00000 | ||
| 119 | 2024.04.05 13:00 | modify | 36 | 0.10 | 1.71684 | 1.71379 | 1.72159 | ||
| 120 | 2024.04.05 13:00 | modify | 34 | 0.10 | 1.70959 | 1.71379 | 1.72159 | ||
| 121 | 2024.04.05 14:00 | s/l | 35 | 0.10 | 1.71499 | 1.71499 | 1.72159 | -13.64 | 10270.51 |
| 122 | 2024.04.05 18:00 | buy | 37 | 0.10 | 1.71689 | 0.00000 | 0.00000 | ||
| 123 | 2024.04.05 18:00 | modify | 37 | 0.10 | 1.71689 | 1.71499 | 1.72159 | ||
| 124 | 2024.04.05 19:00 | modify | 37 | 0.10 | 1.71689 | 1.71379 | 1.72159 | ||
| 125 | 2024.04.09 12:00 | t/p | 34 | 0.10 | 1.72159 | 1.71379 | 1.72159 | 87.04 | 10357.54 |
| 126 | 2024.04.09 12:00 | t/p | 36 | 0.10 | 1.72159 | 1.71379 | 1.72159 | 34.72 | 10392.27 |
| 127 | 2024.04.09 12:00 | t/p | 37 | 0.10 | 1.72159 | 1.71379 | 1.72159 | 34.35 | 10426.62 |
| 128 | 2024.08.06 18:00 | buy | 38 | 0.10 | 1.74761 | 0.00000 | 0.00000 | ||
| 129 | 2024.08.06 18:00 | modify | 38 | 0.10 | 1.74761 | 1.73661 | 1.75961 | ||
| 130 | 2024.08.12 03:00 | buy | 39 | 0.10 | 1.75312 | 0.00000 | 0.00000 | ||
| 131 | 2024.08.12 03:00 | modify | 39 | 0.10 | 1.75312 | 1.75001 | 1.75961 | ||
| 132 | 2024.08.12 03:00 | modify | 38 | 0.10 | 1.74761 | 1.75001 | 1.75961 | ||
| 133 | 2024.08.12 11:00 | s/l | 38 | 0.10 | 1.75001 | 1.75001 | 1.75961 | 16.84 | 10443.46 |
| 134 | 2024.08.12 11:00 | s/l | 39 | 0.10 | 1.75001 | 1.75001 | 1.75961 | -22.92 | 10420.54 |