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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6517 | Ticks modelled | 17194243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 498.22 | Gross profit | 588.52 | Gross loss | -90.30 |
| Profit factor | 6.52 | Expected payoff | 21.66 | ||
| Absolute drawdown | 59.49 | Maximal drawdown | 96.12 (0.95%) | Relative drawdown | 0.95% (96.12) |
| Total trades | 23 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 87.92 | loss trade | -22.47 | |
| Average | profit trade | 39.23 | loss trade | -11.29 | |
| Maximum | consecutive wins (profit in money) | 6 (263.99) | consecutive losses (loss in money) | 2 (-36.32) | |
| Maximal | consecutive profit (count of wins) | 263.99 (6) | consecutive loss (count of losses) | -36.32 (2) | |
| Average | consecutive wins | 4 | 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 12:42 | sell | 2 | 0.10 | 1.66394 | 0.00000 | 0.00000 | ||
| 4 | 2023.10.06 12:42 | modify | 2 | 0.10 | 1.66394 | 1.66755 | 1.65675 | ||
| 5 | 2023.10.06 12:42 | modify | 1 | 0.10 | 1.66875 | 1.66755 | 1.65675 | ||
| 6 | 2023.10.06 12:44 | sell | 3 | 0.10 | 1.66275 | 0.00000 | 0.00000 | ||
| 7 | 2023.10.06 12:44 | modify | 3 | 0.10 | 1.66275 | 1.66575 | 1.65675 | ||
| 8 | 2023.10.06 12:44 | modify | 2 | 0.10 | 1.66394 | 1.66575 | 1.65675 | ||
| 9 | 2023.10.06 12:44 | modify | 1 | 0.10 | 1.66875 | 1.66575 | 1.65675 | ||
| 10 | 2023.10.06 12:50 | sell | 4 | 0.10 | 1.66155 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.06 12:50 | modify | 4 | 0.10 | 1.66155 | 1.66335 | 1.65675 | ||
| 12 | 2023.10.06 12:50 | modify | 3 | 0.10 | 1.66275 | 1.66335 | 1.65675 | ||
| 13 | 2023.10.06 12:50 | modify | 2 | 0.10 | 1.66394 | 1.66335 | 1.65675 | ||
| 14 | 2023.10.06 12:50 | modify | 1 | 0.10 | 1.66875 | 1.66335 | 1.65675 | ||
| 15 | 2023.10.06 12:58 | s/l | 1 | 0.10 | 1.66335 | 1.66335 | 1.65675 | 37.88 | 10037.88 |
| 16 | 2023.10.06 12:58 | s/l | 2 | 0.10 | 1.66335 | 1.66335 | 1.65675 | 4.34 | 10042.22 |
| 17 | 2023.10.06 12:58 | s/l | 3 | 0.10 | 1.66335 | 1.66335 | 1.65675 | -4.42 | 10037.80 |
| 18 | 2023.10.06 12:58 | s/l | 4 | 0.10 | 1.66335 | 1.66335 | 1.65675 | -13.26 | 10024.54 |
| 19 | 2023.11.14 16:00 | sell | 5 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.14 16:00 | modify | 5 | 0.10 | 1.70959 | 1.71959 | 1.69759 | ||
| 21 | 2023.11.15 12:41 | sell | 6 | 0.10 | 1.70477 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.15 12:41 | modify | 6 | 0.10 | 1.70477 | 1.70839 | 1.69759 | ||
| 23 | 2023.11.15 12:41 | modify | 5 | 0.10 | 1.70959 | 1.70839 | 1.69759 | ||
| 24 | 2023.11.15 12:57 | sell | 7 | 0.10 | 1.70359 | 0.00000 | 0.00000 | ||
| 25 | 2023.11.15 12:57 | modify | 7 | 0.10 | 1.70359 | 1.70659 | 1.69759 | ||
| 26 | 2023.11.15 12:57 | modify | 6 | 0.10 | 1.70477 | 1.70659 | 1.69759 | ||
| 27 | 2023.11.15 12:57 | modify | 5 | 0.10 | 1.70959 | 1.70659 | 1.69759 | ||
| 28 | 2023.11.15 13:32 | sell | 8 | 0.10 | 1.70238 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.15 13:32 | modify | 8 | 0.10 | 1.70238 | 1.70419 | 1.69759 | ||
| 30 | 2023.11.15 13:32 | modify | 7 | 0.10 | 1.70359 | 1.70419 | 1.69759 | ||
| 31 | 2023.11.15 13:32 | modify | 6 | 0.10 | 1.70477 | 1.70419 | 1.69759 | ||
| 32 | 2023.11.15 13:32 | modify | 5 | 0.10 | 1.70959 | 1.70419 | 1.69759 | ||
| 33 | 2023.11.15 15:26 | t/p | 5 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 87.92 | 10112.46 |
| 34 | 2023.11.15 15:26 | t/p | 6 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 52.89 | 10165.35 |
| 35 | 2023.11.15 15:26 | t/p | 7 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 44.19 | 10209.54 |
| 36 | 2023.11.15 15:26 | t/p | 8 | 0.10 | 1.69759 | 1.70419 | 1.69759 | 35.28 | 10244.82 |
| 37 | 2023.11.15 16:00 | buy | 9 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.15 16:00 | modify | 9 | 0.10 | 1.69995 | 1.68995 | 1.71195 | ||
| 39 | 2023.11.16 13:39 | buy | 10 | 0.10 | 1.70476 | 0.00000 | 0.00000 | ||
| 40 | 2023.11.16 13:39 | modify | 10 | 0.10 | 1.70476 | 1.70115 | 1.71195 | ||
| 41 | 2023.11.16 13:39 | modify | 9 | 0.10 | 1.69995 | 1.70115 | 1.71195 | ||
| 42 | 2023.11.16 13:46 | buy | 11 | 0.10 | 1.70607 | 0.00000 | 0.00000 | ||
| 43 | 2023.11.16 13:46 | modify | 11 | 0.10 | 1.70607 | 1.70295 | 1.71195 | ||
| 44 | 2023.11.16 13:46 | modify | 10 | 0.10 | 1.70476 | 1.70295 | 1.71195 | ||
| 45 | 2023.11.16 13:46 | modify | 9 | 0.10 | 1.69995 | 1.70295 | 1.71195 | ||
| 46 | 2023.11.16 14:25 | buy | 12 | 0.10 | 1.70715 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.16 14:25 | modify | 12 | 0.10 | 1.70715 | 1.70535 | 1.71195 | ||
| 48 | 2023.11.16 14:25 | modify | 11 | 0.10 | 1.70607 | 1.70535 | 1.71195 | ||
| 49 | 2023.11.16 14:25 | modify | 10 | 0.10 | 1.70476 | 1.70535 | 1.71195 | ||
| 50 | 2023.11.16 14:25 | modify | 9 | 0.10 | 1.69995 | 1.70535 | 1.71195 | ||
| 51 | 2023.11.16 14:41 | s/l | 9 | 0.10 | 1.70535 | 1.70535 | 1.71195 | 39.36 | 10284.18 |
| 52 | 2023.11.16 14:41 | s/l | 10 | 0.10 | 1.70535 | 1.70535 | 1.71195 | 4.35 | 10288.53 |
| 53 | 2023.11.16 14:41 | s/l | 11 | 0.10 | 1.70535 | 1.70535 | 1.71195 | -5.30 | 10283.23 |
| 54 | 2023.11.16 14:41 | s/l | 12 | 0.10 | 1.70535 | 1.70535 | 1.71195 | -13.26 | 10269.97 |
| 55 | 2024.01.17 11:00 | sell | 13 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 56 | 2024.01.17 11:00 | modify | 13 | 0.10 | 1.71361 | 1.72361 | 1.70161 | ||
| 57 | 2024.01.19 08:31 | sell | 14 | 0.10 | 1.70877 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.19 08:31 | modify | 14 | 0.10 | 1.70877 | 1.71241 | 1.70161 | ||
| 59 | 2024.01.19 08:31 | modify | 13 | 0.10 | 1.71361 | 1.71241 | 1.70161 | ||
| 60 | 2024.01.19 09:42 | sell | 15 | 0.10 | 1.70760 | 0.00000 | 0.00000 | ||
| 61 | 2024.01.19 09:42 | modify | 15 | 0.10 | 1.70760 | 1.71061 | 1.70161 | ||
| 62 | 2024.01.19 09:42 | modify | 14 | 0.10 | 1.70877 | 1.71061 | 1.70161 | ||
| 63 | 2024.01.19 09:42 | modify | 13 | 0.10 | 1.71361 | 1.71061 | 1.70161 | ||
| 64 | 2024.01.19 10:25 | sell | 16 | 0.10 | 1.70641 | 0.00000 | 0.00000 | ||
| 65 | 2024.01.19 10:25 | modify | 16 | 0.10 | 1.70641 | 1.70821 | 1.70161 | ||
| 66 | 2024.01.19 10:25 | modify | 15 | 0.10 | 1.70760 | 1.70821 | 1.70161 | ||
| 67 | 2024.01.19 10:25 | modify | 14 | 0.10 | 1.70877 | 1.70821 | 1.70161 | ||
| 68 | 2024.01.19 10:25 | modify | 13 | 0.10 | 1.71361 | 1.70821 | 1.70161 | ||
| 69 | 2024.01.19 10:36 | s/l | 13 | 0.10 | 1.70821 | 1.70821 | 1.70161 | 37.89 | 10307.87 |
| 70 | 2024.01.19 10:36 | s/l | 14 | 0.10 | 1.70821 | 1.70821 | 1.70161 | 4.13 | 10312.00 |
| 71 | 2024.01.19 10:36 | s/l | 15 | 0.10 | 1.70821 | 1.70821 | 1.70161 | -4.49 | 10307.51 |
| 72 | 2024.01.19 10:36 | s/l | 16 | 0.10 | 1.70821 | 1.70821 | 1.70161 | -13.25 | 10294.26 |
| 73 | 2024.02.14 11:00 | buy | 17 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 74 | 2024.02.14 11:00 | modify | 17 | 0.10 | 1.69870 | 1.68870 | 1.71070 | ||
| 75 | 2024.02.20 13:29 | buy | 18 | 0.10 | 1.70359 | 0.00000 | 0.00000 | ||
| 76 | 2024.02.20 13:29 | modify | 18 | 0.10 | 1.70359 | 1.69990 | 1.71070 | ||
| 77 | 2024.02.20 13:29 | modify | 17 | 0.10 | 1.69870 | 1.69990 | 1.71070 | ||
| 78 | 2024.02.20 13:30 | buy | 19 | 0.10 | 1.70486 | 0.00000 | 0.00000 | ||
| 79 | 2024.02.20 13:30 | modify | 19 | 0.10 | 1.70486 | 1.70170 | 1.71070 | ||
| 80 | 2024.02.20 13:30 | modify | 18 | 0.10 | 1.70359 | 1.70170 | 1.71070 | ||
| 81 | 2024.02.20 13:30 | modify | 17 | 0.10 | 1.69870 | 1.70170 | 1.71070 | ||
| 82 | 2024.02.20 13:30 | buy | 20 | 0.10 | 1.70590 | 0.00000 | 0.00000 | ||
| 83 | 2024.02.20 13:30 | modify | 20 | 0.10 | 1.70590 | 1.70410 | 1.71070 | ||
| 84 | 2024.02.20 13:30 | modify | 19 | 0.10 | 1.70486 | 1.70410 | 1.71070 | ||
| 85 | 2024.02.20 13:30 | modify | 18 | 0.10 | 1.70359 | 1.70410 | 1.71070 | ||
| 86 | 2024.02.20 13:30 | modify | 17 | 0.10 | 1.69870 | 1.70410 | 1.71070 | ||
| 87 | 2024.02.20 15:04 | t/p | 17 | 0.10 | 1.71070 | 1.70410 | 1.71070 | 87.56 | 10381.82 |
| 88 | 2024.02.20 15:04 | t/p | 18 | 0.10 | 1.71070 | 1.70410 | 1.71070 | 52.38 | 10434.20 |
| 89 | 2024.02.20 15:04 | t/p | 19 | 0.10 | 1.71070 | 1.70410 | 1.71070 | 43.02 | 10477.22 |
| 90 | 2024.02.20 15:04 | t/p | 20 | 0.10 | 1.71070 | 1.70410 | 1.71070 | 35.36 | 10512.58 |
| 91 | 2024.04.22 13:00 | buy | 21 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 92 | 2024.04.22 13:00 | modify | 21 | 0.10 | 1.69041 | 1.68041 | 1.70241 | ||
| 93 | 2024.04.23 08:32 | buy | 22 | 0.10 | 1.69529 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.23 08:32 | modify | 22 | 0.10 | 1.69529 | 1.69161 | 1.70241 | ||
| 95 | 2024.04.23 08:32 | modify | 21 | 0.10 | 1.69041 | 1.69161 | 1.70241 | ||
| 96 | 2024.04.23 08:34 | buy | 23 | 0.10 | 1.69646 | 0.00000 | 0.00000 | ||
| 97 | 2024.04.23 08:34 | modify | 23 | 0.10 | 1.69646 | 1.69341 | 1.70241 | ||
| 98 | 2024.04.23 08:34 | modify | 22 | 0.10 | 1.69529 | 1.69341 | 1.70241 | ||
| 99 | 2024.04.23 08:34 | modify | 21 | 0.10 | 1.69041 | 1.69341 | 1.70241 | ||
| 100 | 2024.04.23 10:28 | s/l | 21 | 0.10 | 1.69341 | 1.69341 | 1.70241 | 21.96 | 10534.54 |
| 101 | 2024.04.23 10:28 | s/l | 22 | 0.10 | 1.69341 | 1.69341 | 1.70241 | -13.85 | 10520.69 |
| 102 | 2024.04.23 10:28 | s/l | 23 | 0.10 | 1.69341 | 1.69341 | 1.70241 | -22.47 | 10498.22 |