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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 124.56 | Gross profit | 206.62 | Gross loss | -82.06 |
| Profit factor | 2.52 | Expected payoff | 9.58 | ||
| Absolute drawdown | 49.70 | Maximal drawdown | 166.95 (1.63%) | Relative drawdown | 1.63% (166.95) |
| Total trades | 13 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 7 (53.85%) | Loss trades (% of total) | 6 (46.15%) | ||
| Largest | profit trade | 57.32 | loss trade | -28.81 | |
| Average | profit trade | 29.52 | loss trade | -13.68 | |
| Maximum | consecutive wins (profit in money) | 2 (76.00) | consecutive losses (loss in money) | 2 (-19.51) | |
| Maximal | consecutive profit (count of wins) | 76.00 (2) | consecutive loss (count of losses) | -28.81 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.04 16:00 | sell | 1 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
| 2 | 2023.10.04 16:00 | modify | 1 | 0.10 | 1.67008 | 1.68108 | 1.65708 | ||
| 3 | 2023.10.06 12:35 | sell | 2 | 0.10 | 1.66488 | 0.00000 | 0.00000 | ||
| 4 | 2023.10.06 12:35 | modify | 2 | 0.10 | 1.66488 | 1.66878 | 1.65708 | ||
| 5 | 2023.10.06 12:35 | modify | 1 | 0.10 | 1.67008 | 1.66878 | 1.65708 | ||
| 6 | 2023.10.06 12:48 | sell | 3 | 0.10 | 1.66228 | 0.00000 | 0.00000 | ||
| 7 | 2023.10.06 12:48 | modify | 3 | 0.10 | 1.66228 | 1.66423 | 1.65708 | ||
| 8 | 2023.10.06 12:48 | modify | 2 | 0.10 | 1.66488 | 1.66423 | 1.65708 | ||
| 9 | 2023.10.06 12:48 | modify | 1 | 0.10 | 1.67008 | 1.66423 | 1.65708 | ||
| 10 | 2023.10.06 13:09 | s/l | 1 | 0.10 | 1.66423 | 1.66423 | 1.65708 | 41.20 | 10041.20 |
| 11 | 2023.10.06 13:09 | s/l | 2 | 0.10 | 1.66423 | 1.66423 | 1.65708 | 4.79 | 10045.99 |
| 12 | 2023.10.06 13:09 | s/l | 3 | 0.10 | 1.66423 | 1.66423 | 1.65708 | -14.36 | 10031.63 |
| 13 | 2023.11.14 16:00 | sell | 4 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 14 | 2023.11.14 16:00 | modify | 4 | 0.10 | 1.70959 | 1.72059 | 1.69659 | ||
| 15 | 2023.11.15 12:45 | sell | 5 | 0.10 | 1.70437 | 0.00000 | 0.00000 | ||
| 16 | 2023.11.15 12:45 | modify | 5 | 0.10 | 1.70437 | 1.70829 | 1.69659 | ||
| 17 | 2023.11.15 12:45 | modify | 4 | 0.10 | 1.70959 | 1.70829 | 1.69659 | ||
| 18 | 2023.11.15 13:38 | sell | 6 | 0.10 | 1.70177 | 0.00000 | 0.00000 | ||
| 19 | 2023.11.15 13:38 | modify | 6 | 0.10 | 1.70177 | 1.70374 | 1.69659 | ||
| 20 | 2023.11.15 13:38 | modify | 5 | 0.10 | 1.70437 | 1.70374 | 1.69659 | ||
| 21 | 2023.11.15 13:38 | modify | 4 | 0.10 | 1.70959 | 1.70374 | 1.69659 | ||
| 22 | 2023.11.15 14:52 | sell | 7 | 0.10 | 1.69916 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.15 14:52 | modify | 7 | 0.10 | 1.69916 | 1.70179 | 1.69659 | ||
| 24 | 2023.11.15 14:52 | modify | 6 | 0.10 | 1.70177 | 1.70179 | 1.69659 | ||
| 25 | 2023.11.15 14:52 | modify | 5 | 0.10 | 1.70437 | 1.70179 | 1.69659 | ||
| 26 | 2023.11.15 14:52 | modify | 4 | 0.10 | 1.70959 | 1.70179 | 1.69659 | ||
| 27 | 2023.11.15 16:06 | s/l | 4 | 0.10 | 1.70179 | 1.70179 | 1.69659 | 56.99 | 10088.62 |
| 28 | 2023.11.15 16:06 | s/l | 5 | 0.10 | 1.70179 | 1.70179 | 1.69659 | 19.01 | 10107.63 |
| 29 | 2023.11.15 16:06 | s/l | 6 | 0.10 | 1.70179 | 1.70179 | 1.69659 | -0.14 | 10107.49 |
| 30 | 2023.11.15 16:06 | s/l | 7 | 0.10 | 1.70179 | 1.70179 | 1.69659 | -19.37 | 10088.12 |
| 31 | 2024.04.22 12:00 | buy | 8 | 0.10 | 1.68964 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.22 12:00 | modify | 8 | 0.10 | 1.68964 | 1.67864 | 1.70264 | ||
| 33 | 2024.04.23 08:30 | buy | 9 | 0.10 | 1.69492 | 0.00000 | 0.00000 | ||
| 34 | 2024.04.23 08:30 | modify | 9 | 0.10 | 1.69492 | 1.69094 | 1.70264 | ||
| 35 | 2024.04.23 08:30 | modify | 8 | 0.10 | 1.68964 | 1.69094 | 1.70264 | ||
| 36 | 2024.04.23 11:24 | buy | 10 | 0.10 | 1.69747 | 0.00000 | 0.00000 | ||
| 37 | 2024.04.23 11:24 | modify | 10 | 0.10 | 1.69747 | 1.69549 | 1.70264 | ||
| 38 | 2024.04.23 11:24 | modify | 9 | 0.10 | 1.69492 | 1.69549 | 1.70264 | ||
| 39 | 2024.04.23 11:24 | modify | 8 | 0.10 | 1.68964 | 1.69549 | 1.70264 | ||
| 40 | 2024.04.23 12:01 | buy | 11 | 0.10 | 1.70004 | 0.00000 | 0.00000 | ||
| 41 | 2024.04.23 12:01 | modify | 11 | 0.10 | 1.70004 | 1.69744 | 1.70264 | ||
| 42 | 2024.04.23 12:01 | modify | 10 | 0.10 | 1.69747 | 1.69744 | 1.70264 | ||
| 43 | 2024.04.23 12:01 | modify | 9 | 0.10 | 1.69492 | 1.69744 | 1.70264 | ||
| 44 | 2024.04.23 12:01 | modify | 8 | 0.10 | 1.68964 | 1.69744 | 1.70264 | ||
| 45 | 2024.04.23 12:36 | s/l | 8 | 0.10 | 1.69744 | 1.69744 | 1.70264 | 57.32 | 10145.44 |
| 46 | 2024.04.23 12:36 | s/l | 9 | 0.10 | 1.69744 | 1.69744 | 1.70264 | 18.56 | 10164.00 |
| 47 | 2024.04.23 12:36 | s/l | 10 | 0.10 | 1.69744 | 1.69744 | 1.70264 | -0.22 | 10163.78 |
| 48 | 2024.04.23 12:36 | s/l | 11 | 0.10 | 1.69744 | 1.69744 | 1.70264 | -19.16 | 10144.62 |
| 49 | 2024.08.06 16:00 | buy | 12 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 50 | 2024.08.06 16:00 | modify | 12 | 0.10 | 1.75105 | 1.74005 | 1.76405 | ||
| 51 | 2024.08.12 14:43 | buy | 13 | 0.10 | 1.75626 | 0.00000 | 0.00000 | ||
| 52 | 2024.08.12 14:43 | modify | 13 | 0.10 | 1.75626 | 1.75235 | 1.76405 | ||
| 53 | 2024.08.12 14:43 | modify | 12 | 0.10 | 1.75105 | 1.75235 | 1.76405 | ||
| 54 | 2024.08.12 21:08 | s/l | 12 | 0.10 | 1.75235 | 1.75235 | 1.76405 | 8.74 | 10153.37 |
| 55 | 2024.08.12 21:08 | s/l | 13 | 0.10 | 1.75235 | 1.75235 | 1.76405 | -28.81 | 10124.56 |