Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 1907 | Ticks modelled | 17194243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 530.17 | Gross profit | 573.64 | Gross loss | -43.47 |
| Profit factor | 13.20 | Expected payoff | 37.87 | ||
| Absolute drawdown | 28.80 | Maximal drawdown | 149.40 (1.46%) | Relative drawdown | 1.46% (149.40) |
| Total trades | 14 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
| Largest | profit trade | 95.78 | loss trade | -24.02 | |
| Average | profit trade | 47.80 | loss trade | -21.73 | |
| Maximum | consecutive wins (profit in money) | 7 (324.70) | consecutive losses (loss in money) | 1 (-24.02) | |
| Maximal | consecutive profit (count of wins) | 324.70 (7) | consecutive loss (count of losses) | -24.02 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.15 04:00 | buy | 1 | 0.10 | 1.67717 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.15 04:00 | modify | 1 | 0.10 | 1.67717 | 1.67217 | 1.69017 | ||
| 3 | 2023.09.15 08:49 | buy | 2 | 0.10 | 1.68108 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.15 08:49 | modify | 2 | 0.10 | 1.68108 | 1.67782 | 1.69017 | ||
| 5 | 2023.09.15 08:49 | modify | 1 | 0.10 | 1.67717 | 1.67782 | 1.69017 | ||
| 6 | 2023.09.15 10:47 | s/l | 1 | 0.10 | 1.67782 | 1.67782 | 1.69017 | 4.79 | 10004.79 |
| 7 | 2023.09.15 10:47 | s/l | 2 | 0.10 | 1.67782 | 1.67782 | 1.69017 | -24.02 | 9980.77 |
| 8 | 2023.11.15 04:00 | sell | 3 | 0.10 | 1.70970 | 0.00000 | 0.00000 | ||
| 9 | 2023.11.15 04:00 | modify | 3 | 0.10 | 1.70970 | 1.71470 | 1.69670 | ||
| 10 | 2023.11.15 07:49 | sell | 4 | 0.10 | 1.70580 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.15 07:49 | modify | 4 | 0.10 | 1.70580 | 1.70905 | 1.69670 | ||
| 12 | 2023.11.15 07:49 | modify | 3 | 0.10 | 1.70970 | 1.70905 | 1.69670 | ||
| 13 | 2023.11.15 12:44 | sell | 5 | 0.10 | 1.70450 | 0.00000 | 0.00000 | ||
| 14 | 2023.11.15 12:44 | modify | 5 | 0.10 | 1.70450 | 1.70645 | 1.69670 | ||
| 15 | 2023.11.15 12:44 | modify | 4 | 0.10 | 1.70580 | 1.70645 | 1.69670 | ||
| 16 | 2023.11.15 12:44 | modify | 3 | 0.10 | 1.70970 | 1.70645 | 1.69670 | ||
| 17 | 2023.11.15 14:44 | sell | 6 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.15 14:44 | modify | 6 | 0.10 | 1.69995 | 1.70255 | 1.69670 | ||
| 19 | 2023.11.15 14:44 | modify | 5 | 0.10 | 1.70450 | 1.70255 | 1.69670 | ||
| 20 | 2023.11.15 14:44 | modify | 4 | 0.10 | 1.70580 | 1.70255 | 1.69670 | ||
| 21 | 2023.11.15 14:44 | modify | 3 | 0.10 | 1.70970 | 1.70255 | 1.69670 | ||
| 22 | 2023.11.16 07:46 | t/p | 3 | 0.10 | 1.69670 | 1.70255 | 1.69670 | 94.37 | 10075.14 |
| 23 | 2023.11.16 07:46 | t/p | 4 | 0.10 | 1.69670 | 1.70255 | 1.69670 | 65.63 | 10140.76 |
| 24 | 2023.11.16 07:46 | t/p | 5 | 0.10 | 1.69670 | 1.70255 | 1.69670 | 56.05 | 10196.81 |
| 25 | 2023.11.16 07:46 | t/p | 6 | 0.10 | 1.69670 | 1.70255 | 1.69670 | 22.53 | 10219.33 |
| 26 | 2023.11.21 08:00 | sell | 7 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
| 27 | 2023.11.21 08:00 | modify | 7 | 0.10 | 1.71857 | 1.72357 | 1.70557 | ||
| 28 | 2023.11.22 15:00 | sell | 8 | 0.10 | 1.71465 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.22 15:00 | modify | 8 | 0.10 | 1.71465 | 1.71792 | 1.70557 | ||
| 30 | 2023.11.22 15:00 | modify | 7 | 0.10 | 1.71857 | 1.71792 | 1.70557 | ||
| 31 | 2023.11.22 15:32 | sell | 9 | 0.10 | 1.71337 | 0.00000 | 0.00000 | ||
| 32 | 2023.11.22 15:32 | modify | 9 | 0.10 | 1.71337 | 1.71532 | 1.70557 | ||
| 33 | 2023.11.22 15:32 | modify | 8 | 0.10 | 1.71465 | 1.71532 | 1.70557 | ||
| 34 | 2023.11.22 15:32 | modify | 7 | 0.10 | 1.71857 | 1.71532 | 1.70557 | ||
| 35 | 2023.11.23 07:02 | sell | 10 | 0.10 | 1.70878 | 0.00000 | 0.00000 | ||
| 36 | 2023.11.23 07:02 | modify | 10 | 0.10 | 1.70878 | 1.71142 | 1.70557 | ||
| 37 | 2023.11.23 07:02 | modify | 9 | 0.10 | 1.71337 | 1.71142 | 1.70557 | ||
| 38 | 2023.11.23 07:02 | modify | 8 | 0.10 | 1.71465 | 1.71142 | 1.70557 | ||
| 39 | 2023.11.23 07:02 | modify | 7 | 0.10 | 1.71857 | 1.71142 | 1.70557 | ||
| 40 | 2023.11.23 08:21 | s/l | 7 | 0.10 | 1.71142 | 1.71142 | 1.70557 | 50.79 | 10270.12 |
| 41 | 2023.11.23 08:21 | s/l | 8 | 0.10 | 1.71142 | 1.71142 | 1.70557 | 22.39 | 10292.51 |
| 42 | 2023.11.23 08:21 | s/l | 9 | 0.10 | 1.71142 | 1.71142 | 1.70557 | 12.96 | 10305.47 |
| 43 | 2023.11.23 08:21 | s/l | 10 | 0.10 | 1.71142 | 1.71142 | 1.70557 | -19.45 | 10286.02 |
| 44 | 2024.08.02 08:00 | buy | 11 | 0.10 | 1.76393 | 0.00000 | 0.00000 | ||
| 45 | 2024.08.02 08:00 | modify | 11 | 0.10 | 1.76393 | 1.75893 | 1.77693 | ||
| 46 | 2024.08.02 08:48 | buy | 12 | 0.10 | 1.76783 | 0.00000 | 0.00000 | ||
| 47 | 2024.08.02 08:48 | modify | 12 | 0.10 | 1.76783 | 1.76458 | 1.77693 | ||
| 48 | 2024.08.02 08:48 | modify | 11 | 0.10 | 1.76393 | 1.76458 | 1.77693 | ||
| 49 | 2024.08.02 11:26 | buy | 13 | 0.10 | 1.76914 | 0.00000 | 0.00000 | ||
| 50 | 2024.08.02 11:26 | modify | 13 | 0.10 | 1.76914 | 1.76718 | 1.77693 | ||
| 51 | 2024.08.02 11:26 | modify | 12 | 0.10 | 1.76783 | 1.76718 | 1.77693 | ||
| 52 | 2024.08.02 11:26 | modify | 11 | 0.10 | 1.76393 | 1.76718 | 1.77693 | ||
| 53 | 2024.08.02 12:55 | buy | 14 | 0.10 | 1.77368 | 0.00000 | 0.00000 | ||
| 54 | 2024.08.02 12:55 | modify | 14 | 0.10 | 1.77368 | 1.77108 | 1.77693 | ||
| 55 | 2024.08.02 12:55 | modify | 13 | 0.10 | 1.76914 | 1.77108 | 1.77693 | ||
| 56 | 2024.08.02 12:55 | modify | 12 | 0.10 | 1.76783 | 1.77108 | 1.77693 | ||
| 57 | 2024.08.02 12:55 | modify | 11 | 0.10 | 1.76393 | 1.77108 | 1.77693 | ||
| 58 | 2024.08.02 13:59 | t/p | 11 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 95.78 | 10381.80 |
| 59 | 2024.08.02 13:59 | t/p | 12 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 67.04 | 10448.84 |
| 60 | 2024.08.02 13:59 | t/p | 13 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 57.39 | 10506.23 |
| 61 | 2024.08.02 13:59 | t/p | 14 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 23.94 | 10530.17 |