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 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 7217 | Ticks modelled | 156514 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 504.52 | Gross profit | 571.70 | Gross loss | -67.18 |
| Profit factor | 8.51 | Expected payoff | 28.03 | ||
| Absolute drawdown | 59.50 | Maximal drawdown | 104.07 (1.04%) | Relative drawdown | 1.04% (104.07) |
| Total trades | 18 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 88.12 | loss trade | -27.18 | |
| Average | profit trade | 43.98 | loss trade | -13.44 | |
| Maximum | consecutive wins (profit in money) | 6 (260.40) | consecutive losses (loss in money) | 2 (-21.58) | |
| Maximal | consecutive profit (count of wins) | 263.15 (4) | consecutive loss (count of losses) | -27.18 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.04 14:00 | sell | 1 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 2 | 2023.10.04 14:00 | modify | 1 | 0.10 | 1.66875 | 1.67875 | 1.65675 | ||
| 3 | 2023.10.06 13:33 | sell | 2 | 0.10 | 1.66386 | 0.00000 | 0.00000 | ||
| 4 | 2023.10.06 13:33 | modify | 2 | 0.10 | 1.66386 | 1.66755 | 1.65675 | ||
| 5 | 2023.10.06 13:33 | modify | 1 | 0.10 | 1.66875 | 1.66755 | 1.65675 | ||
| 6 | 2023.10.06 14:03 | s/l | 1 | 0.10 | 1.66755 | 1.66755 | 1.65675 | 6.95 | 10006.95 |
| 7 | 2023.10.06 14:03 | s/l | 2 | 0.10 | 1.66755 | 1.66755 | 1.65675 | -27.18 | 9979.77 |
| 8 | 2023.11.14 16:00 | sell | 3 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 9 | 2023.11.14 16:00 | modify | 3 | 0.10 | 1.70959 | 1.71959 | 1.69759 | ||
| 10 | 2023.11.15 12:33 | sell | 4 | 0.10 | 1.70474 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.15 12:33 | modify | 4 | 0.10 | 1.70474 | 1.70839 | 1.69759 | ||
| 12 | 2023.11.15 12:33 | modify | 3 | 0.10 | 1.70959 | 1.70839 | 1.69759 | ||
| 13 | 2023.11.15 12:46 | sell | 5 | 0.10 | 1.70347 | 0.00000 | 0.00000 | ||
| 14 | 2023.11.15 12:46 | modify | 5 | 0.10 | 1.70347 | 1.70659 | 1.69759 | ||
| 15 | 2023.11.15 12:46 | modify | 4 | 0.10 | 1.70474 | 1.70659 | 1.69759 | ||
| 16 | 2023.11.15 12:46 | modify | 3 | 0.10 | 1.70959 | 1.70659 | 1.69759 | ||
| 17 | 2023.11.15 13:45 | sell | 6 | 0.10 | 1.70229 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.15 13:45 | modify | 6 | 0.10 | 1.70229 | 1.70419 | 1.69759 | ||
| 19 | 2023.11.15 13:45 | modify | 5 | 0.10 | 1.70347 | 1.70419 | 1.69759 | ||
| 20 | 2023.11.15 13:45 | modify | 4 | 0.10 | 1.70474 | 1.70419 | 1.69759 | ||
| 21 | 2023.11.15 13:45 | modify | 3 | 0.10 | 1.70959 | 1.70419 | 1.69759 | ||
| 22 | 2023.11.15 15:20 | t/p | 3 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 87.93 | 10067.70 |
| 23 | 2023.11.15 15:20 | t/p | 4 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 52.67 | 10120.37 |
| 24 | 2023.11.15 15:20 | t/p | 5 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 43.31 | 10163.68 |
| 25 | 2023.11.15 15:20 | t/p | 6 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 34.62 | 10198.30 |
| 26 | 2023.11.15 16:00 | buy | 7 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
| 27 | 2023.11.15 16:00 | modify | 7 | 0.10 | 1.69995 | 1.68995 | 1.71195 | ||
| 28 | 2023.11.16 13:45 | buy | 8 | 0.10 | 1.70501 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.16 13:45 | modify | 8 | 0.10 | 1.70501 | 1.70115 | 1.71195 | ||
| 30 | 2023.11.16 13:45 | modify | 7 | 0.10 | 1.69995 | 1.70115 | 1.71195 | ||
| 31 | 2023.11.16 14:20 | buy | 9 | 0.10 | 1.70719 | 0.00000 | 0.00000 | ||
| 32 | 2023.11.16 14:20 | modify | 9 | 0.10 | 1.70719 | 1.70535 | 1.71195 | ||
| 33 | 2023.11.16 14:20 | modify | 8 | 0.10 | 1.70501 | 1.70535 | 1.71195 | ||
| 34 | 2023.11.16 14:20 | modify | 7 | 0.10 | 1.69995 | 1.70535 | 1.71195 | ||
| 35 | 2023.11.16 14:35 | buy | 10 | 0.10 | 1.70624 | 0.00000 | 0.00000 | ||
| 36 | 2023.11.16 14:35 | modify | 10 | 0.10 | 1.70624 | 1.70295 | 1.71195 | ||
| 37 | 2023.11.16 14:37 | s/l | 7 | 0.10 | 1.70535 | 1.70535 | 1.71195 | 39.36 | 10237.66 |
| 38 | 2023.11.16 14:37 | s/l | 8 | 0.10 | 1.70535 | 1.70535 | 1.71195 | 2.51 | 10240.17 |
| 39 | 2023.11.16 14:37 | s/l | 9 | 0.10 | 1.70535 | 1.70535 | 1.71195 | -13.55 | 10226.62 |
| 40 | 2023.11.16 14:37 | close | 10 | 0.10 | 1.70515 | 1.70295 | 1.71195 | -8.03 | 10218.59 |
| 41 | 2024.01.17 11:00 | sell | 11 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 42 | 2024.01.17 11:00 | modify | 11 | 0.10 | 1.71361 | 1.72361 | 1.70161 | ||
| 43 | 2024.01.19 08:45 | sell | 12 | 0.10 | 1.70866 | 0.00000 | 0.00000 | ||
| 44 | 2024.01.19 08:45 | modify | 12 | 0.10 | 1.70866 | 1.71241 | 1.70161 | ||
| 45 | 2024.01.19 08:45 | modify | 11 | 0.10 | 1.71361 | 1.71241 | 1.70161 | ||
| 46 | 2024.01.19 09:45 | sell | 13 | 0.10 | 1.70761 | 0.00000 | 0.00000 | ||
| 47 | 2024.01.19 09:45 | modify | 13 | 0.10 | 1.70761 | 1.71061 | 1.70161 | ||
| 48 | 2024.01.19 09:45 | modify | 12 | 0.10 | 1.70866 | 1.71061 | 1.70161 | ||
| 49 | 2024.01.19 09:45 | modify | 11 | 0.10 | 1.71361 | 1.71061 | 1.70161 | ||
| 50 | 2024.01.19 10:20 | sell | 14 | 0.10 | 1.70631 | 0.00000 | 0.00000 | ||
| 51 | 2024.01.19 10:20 | modify | 14 | 0.10 | 1.70631 | 1.70821 | 1.70161 | ||
| 52 | 2024.01.19 10:20 | modify | 13 | 0.10 | 1.70761 | 1.70821 | 1.70161 | ||
| 53 | 2024.01.19 10:20 | modify | 12 | 0.10 | 1.70866 | 1.70821 | 1.70161 | ||
| 54 | 2024.01.19 10:20 | modify | 11 | 0.10 | 1.71361 | 1.70821 | 1.70161 | ||
| 55 | 2024.01.19 10:45 | s/l | 11 | 0.10 | 1.70821 | 1.70821 | 1.70161 | 37.89 | 10256.49 |
| 56 | 2024.01.19 10:45 | s/l | 12 | 0.10 | 1.70821 | 1.70821 | 1.70161 | 3.31 | 10259.80 |
| 57 | 2024.01.19 10:45 | s/l | 13 | 0.10 | 1.70821 | 1.70821 | 1.70161 | -4.42 | 10255.38 |
| 58 | 2024.01.19 10:45 | s/l | 14 | 0.10 | 1.70821 | 1.70821 | 1.70161 | -14.00 | 10241.38 |
| 59 | 2024.02.14 11:00 | buy | 15 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.14 11:00 | modify | 15 | 0.10 | 1.69870 | 1.68870 | 1.71070 | ||
| 61 | 2024.02.20 15:03 | t/p | 15 | 0.10 | 1.71070 | 1.68870 | 1.71070 | 87.56 | 10328.94 |
| 62 | 2024.04.22 13:00 | buy | 16 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 63 | 2024.04.22 13:00 | modify | 16 | 0.10 | 1.69041 | 1.68041 | 1.70241 | ||
| 64 | 2024.04.23 09:17 | buy | 17 | 0.10 | 1.69523 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.23 09:17 | modify | 17 | 0.10 | 1.69523 | 1.69161 | 1.70241 | ||
| 66 | 2024.04.23 09:17 | modify | 16 | 0.10 | 1.69041 | 1.69161 | 1.70241 | ||
| 67 | 2024.04.23 11:35 | buy | 18 | 0.10 | 1.69768 | 0.00000 | 0.00000 | ||
| 68 | 2024.04.23 11:35 | modify | 18 | 0.10 | 1.69768 | 1.69581 | 1.70241 | ||
| 69 | 2024.04.23 11:35 | modify | 17 | 0.10 | 1.69523 | 1.69581 | 1.70241 | ||
| 70 | 2024.04.23 11:35 | modify | 16 | 0.10 | 1.69041 | 1.69581 | 1.70241 | ||
| 71 | 2024.04.24 11:02 | t/p | 16 | 0.10 | 1.70241 | 1.69581 | 1.70241 | 88.12 | 10417.06 |
| 72 | 2024.04.24 11:02 | t/p | 17 | 0.10 | 1.70241 | 1.69581 | 1.70241 | 52.75 | 10469.81 |
| 73 | 2024.04.24 11:02 | t/p | 18 | 0.10 | 1.70241 | 1.69581 | 1.70241 | 34.71 | 10504.52 |