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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; 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 | 7217 | Ticks modelled | 13433 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 999.96 | Gross profit | 1195.65 | Gross loss | -195.69 |
| Profit factor | 6.11 | Expected payoff | 55.55 | ||
| Absolute drawdown | 108.81 | Maximal drawdown | 173.79 (1.59%) | Relative drawdown | 1.59% (173.79) |
| Total trades | 18 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
| Largest | profit trade | 110.37 | loss trade | -59.78 | |
| Average | profit trade | 85.40 | loss trade | -48.92 | |
| Maximum | consecutive wins (profit in money) | 11 (988.61) | consecutive losses (loss in money) | 2 (-119.18) | |
| Maximal | consecutive profit (count of wins) | 988.61 (11) | consecutive loss (count of losses) | -119.18 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.06 21:00 | buy | 1 | 0.10 | 1.70552 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.06 21:00 | modify | 1 | 0.10 | 1.70552 | 1.69752 | 1.72052 | ||
| 3 | 2023.09.11 21:00 | s/l | 1 | 0.10 | 1.69752 | 1.69752 | 1.72052 | -59.64 | 9940.36 |
| 4 | 2023.09.25 21:00 | buy | 2 | 0.10 | 1.64291 | 0.00000 | 0.00000 | ||
| 5 | 2023.09.25 21:00 | modify | 2 | 0.10 | 1.64291 | 1.63491 | 1.65791 | ||
| 6 | 2023.09.29 16:00 | buy | 3 | 0.10 | 1.65357 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.29 16:00 | modify | 3 | 0.10 | 1.65357 | 1.64891 | 1.65791 | ||
| 8 | 2023.09.29 16:00 | modify | 2 | 0.10 | 1.64291 | 1.64891 | 1.65791 | ||
| 9 | 2023.10.02 14:00 | t/p | 2 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 109.53 | 10049.90 |
| 10 | 2023.10.02 14:00 | t/p | 3 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 31.83 | 10081.73 |
| 11 | 2023.10.02 22:00 | buy | 4 | 0.10 | 1.65269 | 0.00000 | 0.00000 | ||
| 12 | 2023.10.02 22:00 | modify | 4 | 0.10 | 1.65269 | 1.64469 | 1.66769 | ||
| 13 | 2023.10.04 13:00 | t/p | 4 | 0.10 | 1.66769 | 1.64469 | 1.66769 | 110.23 | 10191.96 |
| 14 | 2023.11.02 21:00 | buy | 5 | 0.10 | 1.67600 | 0.00000 | 0.00000 | ||
| 15 | 2023.11.02 21:00 | modify | 5 | 0.10 | 1.67600 | 1.66800 | 1.69100 | ||
| 16 | 2023.11.03 16:00 | t/p | 5 | 0.10 | 1.69100 | 1.66800 | 1.69100 | 110.37 | 10302.33 |
| 17 | 2023.11.09 21:00 | buy | 6 | 0.10 | 1.68738 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.09 21:00 | modify | 6 | 0.10 | 1.68738 | 1.67938 | 1.70238 | ||
| 19 | 2023.11.13 20:00 | buy | 7 | 0.10 | 1.69441 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.13 20:00 | modify | 7 | 0.10 | 1.69441 | 1.69188 | 1.70238 | ||
| 21 | 2023.11.13 20:00 | modify | 6 | 0.10 | 1.68738 | 1.69188 | 1.70238 | ||
| 22 | 2023.11.14 14:00 | t/p | 6 | 0.10 | 1.70238 | 1.69188 | 1.70238 | 110.10 | 10412.43 |
| 23 | 2023.11.14 14:00 | t/p | 7 | 0.10 | 1.70238 | 1.69188 | 1.70238 | 58.58 | 10471.01 |
| 24 | 2023.11.22 22:00 | buy | 8 | 0.10 | 1.71007 | 0.00000 | 0.00000 | ||
| 25 | 2023.11.22 22:00 | modify | 8 | 0.10 | 1.71007 | 1.70207 | 1.72507 | ||
| 26 | 2023.11.24 18:00 | buy | 9 | 0.10 | 1.71619 | 0.00000 | 0.00000 | ||
| 27 | 2023.11.24 18:00 | modify | 9 | 0.10 | 1.71619 | 1.71082 | 1.72507 | ||
| 28 | 2023.11.24 18:00 | modify | 8 | 0.10 | 1.71007 | 1.71082 | 1.72507 | ||
| 29 | 2023.11.28 16:00 | t/p | 8 | 0.10 | 1.72507 | 1.71082 | 1.72507 | 109.67 | 10580.68 |
| 30 | 2023.11.28 16:00 | t/p | 9 | 0.10 | 1.72507 | 1.71082 | 1.72507 | 65.14 | 10645.83 |
| 31 | 2024.01.24 22:00 | sell | 10 | 0.10 | 1.72047 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.24 22:00 | modify | 10 | 0.10 | 1.72047 | 1.72847 | 1.70547 | ||
| 33 | 2024.01.25 16:00 | sell | 11 | 0.10 | 1.71441 | 0.00000 | 0.00000 | ||
| 34 | 2024.01.25 16:00 | modify | 11 | 0.10 | 1.71441 | 1.71972 | 1.70547 | ||
| 35 | 2024.01.25 16:00 | modify | 10 | 0.10 | 1.72047 | 1.71972 | 1.70547 | ||
| 36 | 2024.01.29 12:00 | t/p | 10 | 0.10 | 1.70547 | 1.71972 | 1.70547 | 108.14 | 10753.97 |
| 37 | 2024.01.29 12:00 | t/p | 11 | 0.10 | 1.70547 | 1.71972 | 1.70547 | 64.92 | 10818.88 |
| 38 | 2024.02.15 22:00 | buy | 12 | 0.10 | 1.69651 | 0.00000 | 0.00000 | ||
| 39 | 2024.02.15 22:00 | modify | 12 | 0.10 | 1.69651 | 1.68851 | 1.71151 | ||
| 40 | 2024.02.20 16:00 | t/p | 12 | 0.10 | 1.71151 | 1.68851 | 1.71151 | 110.09 | 10928.98 |
| 41 | 2024.06.16 21:00 | buy | 13 | 0.10 | 1.74267 | 0.00000 | 0.00000 | ||
| 42 | 2024.06.16 21:00 | modify | 13 | 0.10 | 1.74267 | 1.73467 | 1.75767 | ||
| 43 | 2024.06.20 17:00 | s/l | 13 | 0.10 | 1.73467 | 1.73467 | 1.75767 | -59.78 | 10869.20 |
| 44 | 2024.07.07 21:00 | sell | 14 | 0.10 | 1.74389 | 0.00000 | 0.00000 | ||
| 45 | 2024.07.07 21:00 | modify | 14 | 0.10 | 1.74389 | 1.75189 | 1.72889 | ||
| 46 | 2024.07.08 15:00 | s/l | 14 | 0.10 | 1.75189 | 1.75189 | 1.72889 | -59.40 | 10809.80 |
| 47 | 2024.07.08 21:00 | buy | 15 | 0.10 | 1.74617 | 0.00000 | 0.00000 | ||
| 48 | 2024.07.08 21:00 | modify | 15 | 0.10 | 1.74617 | 1.73817 | 1.76117 | ||
| 49 | 2024.07.11 07:00 | buy | 16 | 0.10 | 1.75242 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.11 07:00 | modify | 16 | 0.10 | 1.75242 | 1.74692 | 1.76117 | ||
| 51 | 2024.07.11 07:00 | modify | 15 | 0.10 | 1.74617 | 1.74692 | 1.76117 | ||
| 52 | 2024.07.11 14:00 | t/p | 15 | 0.10 | 1.76117 | 1.74692 | 1.76117 | 109.82 | 10919.62 |
| 53 | 2024.07.11 14:00 | t/p | 16 | 0.10 | 1.76117 | 1.74692 | 1.76117 | 64.47 | 10984.09 |
| 54 | 2024.07.18 21:00 | buy | 17 | 0.10 | 1.77307 | 0.00000 | 0.00000 | ||
| 55 | 2024.07.18 21:00 | modify | 17 | 0.10 | 1.77307 | 1.76507 | 1.78807 | ||
| 56 | 2024.07.23 00:00 | buy | 18 | 0.10 | 1.77986 | 0.00000 | 0.00000 | ||
| 57 | 2024.07.23 00:00 | modify | 18 | 0.10 | 1.77986 | 1.77757 | 1.78807 | ||
| 58 | 2024.07.23 00:00 | modify | 17 | 0.10 | 1.77307 | 1.77757 | 1.78807 | ||
| 59 | 2024.07.23 09:00 | s/l | 17 | 0.10 | 1.77757 | 1.77757 | 1.78807 | 32.74 | 11016.83 |
| 60 | 2024.07.23 09:00 | s/l | 18 | 0.10 | 1.77757 | 1.77757 | 1.78807 | -16.87 | 10999.96 |