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=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 | 156514 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1335.00 | Gross profit | 1559.60 | Gross loss | -224.60 |
| Profit factor | 6.94 | Expected payoff | 46.03 | ||
| Absolute drawdown | 113.51 | Maximal drawdown | 183.94 (1.64%) | Relative drawdown | 1.64% (183.94) |
| Total trades | 29 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 24 (79.17%) |
| Profit trades (% of total) | 23 (79.31%) | Loss trades (% of total) | 6 (20.69%) | ||
| Largest | profit trade | 110.37 | loss trade | -59.77 | |
| Average | profit trade | 67.81 | loss trade | -37.43 | |
| Maximum | consecutive wins (profit in money) | 14 (918.12) | consecutive losses (loss in money) | 2 (-119.17) | |
| Maximal | consecutive profit (count of wins) | 918.12 (14) | consecutive loss (count of losses) | -119.17 (2) | |
| Average | consecutive wins | 8 | consecutive losses | 2 | |
| # | 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 20:50 | s/l | 1 | 0.10 | 1.69752 | 1.69752 | 1.72052 | -59.63 | 9940.37 |
| 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 01:50 | buy | 3 | 0.10 | 1.64892 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.29 01:50 | modify | 3 | 0.10 | 1.64892 | 1.64366 | 1.65791 | ||
| 8 | 2023.09.29 01:50 | modify | 2 | 0.10 | 1.64291 | 1.64366 | 1.65791 | ||
| 9 | 2023.09.29 15:59 | buy | 4 | 0.10 | 1.65358 | 0.00000 | 0.00000 | ||
| 10 | 2023.09.29 15:59 | modify | 4 | 0.10 | 1.65358 | 1.64891 | 1.65791 | ||
| 11 | 2023.09.29 15:59 | modify | 3 | 0.10 | 1.64892 | 1.64891 | 1.65791 | ||
| 12 | 2023.09.29 15:59 | modify | 2 | 0.10 | 1.64291 | 1.64891 | 1.65791 | ||
| 13 | 2023.10.02 13:50 | t/p | 2 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 109.52 | 10049.90 |
| 14 | 2023.10.02 13:50 | t/p | 3 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 66.08 | 10115.98 |
| 15 | 2023.10.02 13:50 | t/p | 4 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 31.75 | 10147.73 |
| 16 | 2023.10.02 22:00 | buy | 5 | 0.10 | 1.65269 | 0.00000 | 0.00000 | ||
| 17 | 2023.10.02 22:00 | modify | 5 | 0.10 | 1.65269 | 1.64469 | 1.66769 | ||
| 18 | 2023.10.04 08:45 | buy | 6 | 0.10 | 1.65878 | 0.00000 | 0.00000 | ||
| 19 | 2023.10.04 08:45 | modify | 6 | 0.10 | 1.65878 | 1.65344 | 1.66769 | ||
| 20 | 2023.10.04 08:45 | modify | 5 | 0.10 | 1.65269 | 1.65344 | 1.66769 | ||
| 21 | 2023.10.04 09:05 | buy | 7 | 0.10 | 1.65963 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.04 09:05 | modify | 7 | 0.10 | 1.65963 | 1.65719 | 1.66769 | ||
| 23 | 2023.10.04 09:05 | modify | 6 | 0.10 | 1.65878 | 1.65719 | 1.66769 | ||
| 24 | 2023.10.04 09:05 | modify | 5 | 0.10 | 1.65269 | 1.65719 | 1.66769 | ||
| 25 | 2023.10.04 10:42 | buy | 8 | 0.10 | 1.66322 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.04 10:42 | modify | 8 | 0.10 | 1.66322 | 1.65869 | 1.66769 | ||
| 27 | 2023.10.04 10:42 | modify | 7 | 0.10 | 1.65963 | 1.65869 | 1.66769 | ||
| 28 | 2023.10.04 10:42 | modify | 6 | 0.10 | 1.65878 | 1.65869 | 1.66769 | ||
| 29 | 2023.10.04 10:42 | modify | 5 | 0.10 | 1.65269 | 1.65869 | 1.66769 | ||
| 30 | 2023.10.04 12:40 | t/p | 5 | 0.10 | 1.66769 | 1.65869 | 1.66769 | 110.22 | 10257.95 |
| 31 | 2023.10.04 12:40 | t/p | 6 | 0.10 | 1.66769 | 1.65869 | 1.66769 | 65.64 | 10323.59 |
| 32 | 2023.10.04 12:40 | t/p | 7 | 0.10 | 1.66769 | 1.65869 | 1.66769 | 59.37 | 10382.96 |
| 33 | 2023.10.04 12:40 | t/p | 8 | 0.10 | 1.66769 | 1.65869 | 1.66769 | 32.93 | 10415.89 |
| 34 | 2023.11.02 21:00 | buy | 9 | 0.10 | 1.67600 | 0.00000 | 0.00000 | ||
| 35 | 2023.11.02 21:00 | modify | 9 | 0.10 | 1.67600 | 1.66800 | 1.69100 | ||
| 36 | 2023.11.03 12:59 | buy | 10 | 0.10 | 1.68651 | 0.00000 | 0.00000 | ||
| 37 | 2023.11.03 12:59 | modify | 10 | 0.10 | 1.68651 | 1.68200 | 1.69100 | ||
| 38 | 2023.11.03 12:59 | modify | 9 | 0.10 | 1.67600 | 1.68200 | 1.69100 | ||
| 39 | 2023.11.03 15:10 | t/p | 9 | 0.10 | 1.69100 | 1.68200 | 1.69100 | 110.37 | 10526.26 |
| 40 | 2023.11.03 15:10 | t/p | 10 | 0.10 | 1.69100 | 1.68200 | 1.69100 | 33.08 | 10559.34 |
| 41 | 2023.11.09 21:00 | buy | 11 | 0.10 | 1.68738 | 0.00000 | 0.00000 | ||
| 42 | 2023.11.09 21:00 | modify | 11 | 0.10 | 1.68738 | 1.67938 | 1.70238 | ||
| 43 | 2023.11.13 13:10 | buy | 12 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
| 44 | 2023.11.13 13:10 | modify | 12 | 0.10 | 1.69349 | 1.68813 | 1.70238 | ||
| 45 | 2023.11.13 13:10 | modify | 11 | 0.10 | 1.68738 | 1.68813 | 1.70238 | ||
| 46 | 2023.11.13 19:45 | buy | 13 | 0.10 | 1.69432 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.13 19:45 | modify | 13 | 0.10 | 1.69432 | 1.69188 | 1.70238 | ||
| 48 | 2023.11.13 19:45 | modify | 12 | 0.10 | 1.69349 | 1.69188 | 1.70238 | ||
| 49 | 2023.11.13 19:45 | modify | 11 | 0.10 | 1.68738 | 1.69188 | 1.70238 | ||
| 50 | 2023.11.14 08:27 | buy | 14 | 0.10 | 1.69807 | 0.00000 | 0.00000 | ||
| 51 | 2023.11.14 08:27 | modify | 14 | 0.10 | 1.69807 | 1.69338 | 1.70238 | ||
| 52 | 2023.11.14 08:27 | modify | 13 | 0.10 | 1.69432 | 1.69338 | 1.70238 | ||
| 53 | 2023.11.14 08:27 | modify | 12 | 0.10 | 1.69349 | 1.69338 | 1.70238 | ||
| 54 | 2023.11.14 08:27 | modify | 11 | 0.10 | 1.68738 | 1.69338 | 1.70238 | ||
| 55 | 2023.11.14 13:45 | t/p | 11 | 0.10 | 1.70238 | 1.69338 | 1.70238 | 110.08 | 10669.42 |
| 56 | 2023.11.14 13:45 | t/p | 12 | 0.10 | 1.70238 | 1.69338 | 1.70238 | 65.35 | 10734.77 |
| 57 | 2023.11.14 13:45 | t/p | 13 | 0.10 | 1.70238 | 1.69338 | 1.70238 | 59.24 | 10794.01 |
| 58 | 2023.11.14 13:45 | t/p | 14 | 0.10 | 1.70238 | 1.69338 | 1.70238 | 31.75 | 10825.76 |
| 59 | 2023.11.22 22:00 | buy | 15 | 0.10 | 1.71007 | 0.00000 | 0.00000 | ||
| 60 | 2023.11.22 22:00 | modify | 15 | 0.10 | 1.71007 | 1.70207 | 1.72507 | ||
| 61 | 2023.11.23 11:05 | buy | 16 | 0.10 | 1.71684 | 0.00000 | 0.00000 | ||
| 62 | 2023.11.23 11:05 | modify | 16 | 0.10 | 1.71684 | 1.71457 | 1.72507 | ||
| 63 | 2023.11.23 11:05 | modify | 15 | 0.10 | 1.71007 | 1.71457 | 1.72507 | ||
| 64 | 2023.11.23 22:02 | s/l | 15 | 0.10 | 1.71457 | 1.71457 | 1.72507 | 32.73 | 10858.49 |
| 65 | 2023.11.23 22:02 | s/l | 16 | 0.10 | 1.71457 | 1.71457 | 1.72507 | -16.73 | 10841.76 |
| 66 | 2024.01.24 22:00 | sell | 17 | 0.10 | 1.72047 | 0.00000 | 0.00000 | ||
| 67 | 2024.01.24 22:00 | modify | 17 | 0.10 | 1.72047 | 1.72847 | 1.70547 | ||
| 68 | 2024.01.25 15:59 | sell | 18 | 0.10 | 1.71438 | 0.00000 | 0.00000 | ||
| 69 | 2024.01.25 15:59 | modify | 18 | 0.10 | 1.71438 | 1.71972 | 1.70547 | ||
| 70 | 2024.01.25 15:59 | modify | 17 | 0.10 | 1.72047 | 1.71972 | 1.70547 | ||
| 71 | 2024.01.25 16:40 | sell | 19 | 0.10 | 1.71370 | 0.00000 | 0.00000 | ||
| 72 | 2024.01.25 16:40 | modify | 19 | 0.10 | 1.71370 | 1.71597 | 1.70547 | ||
| 73 | 2024.01.25 16:40 | modify | 18 | 0.10 | 1.71438 | 1.71597 | 1.70547 | ||
| 74 | 2024.01.25 16:40 | modify | 17 | 0.10 | 1.72047 | 1.71597 | 1.70547 | ||
| 75 | 2024.01.25 22:25 | sell | 20 | 0.10 | 1.70980 | 0.00000 | 0.00000 | ||
| 76 | 2024.01.25 22:25 | modify | 20 | 0.10 | 1.70980 | 1.71447 | 1.70547 | ||
| 77 | 2024.01.25 22:25 | modify | 19 | 0.10 | 1.71370 | 1.71447 | 1.70547 | ||
| 78 | 2024.01.25 22:25 | modify | 18 | 0.10 | 1.71438 | 1.71447 | 1.70547 | ||
| 79 | 2024.01.25 22:25 | modify | 17 | 0.10 | 1.72047 | 1.71447 | 1.70547 | ||
| 80 | 2024.01.29 11:50 | t/p | 17 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 108.14 | 10949.91 |
| 81 | 2024.01.29 11:50 | t/p | 18 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 64.70 | 11014.60 |
| 82 | 2024.01.29 11:50 | t/p | 19 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 59.69 | 11074.29 |
| 83 | 2024.01.29 11:50 | t/p | 20 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 30.96 | 11105.25 |
| 84 | 2024.02.15 22:00 | buy | 21 | 0.10 | 1.69651 | 0.00000 | 0.00000 | ||
| 85 | 2024.02.15 22:00 | modify | 21 | 0.10 | 1.69651 | 1.68851 | 1.71151 | ||
| 86 | 2024.02.20 15:10 | t/p | 21 | 0.10 | 1.71151 | 1.68851 | 1.71151 | 110.08 | 11215.33 |
| 87 | 2024.06.16 21:00 | buy | 22 | 0.10 | 1.74267 | 0.00000 | 0.00000 | ||
| 88 | 2024.06.16 21:00 | modify | 22 | 0.10 | 1.74267 | 1.73467 | 1.75767 | ||
| 89 | 2024.06.20 16:45 | s/l | 22 | 0.10 | 1.73467 | 1.73467 | 1.75767 | -59.77 | 11155.56 |
| 90 | 2024.07.07 21:00 | sell | 23 | 0.10 | 1.74389 | 0.00000 | 0.00000 | ||
| 91 | 2024.07.07 21:00 | modify | 23 | 0.10 | 1.74389 | 1.75189 | 1.72889 | ||
| 92 | 2024.07.08 14:20 | s/l | 23 | 0.10 | 1.75189 | 1.75189 | 1.72889 | -59.40 | 11096.16 |
| 93 | 2024.07.08 21:00 | buy | 24 | 0.10 | 1.74617 | 0.00000 | 0.00000 | ||
| 94 | 2024.07.08 21:00 | modify | 24 | 0.10 | 1.74617 | 1.73817 | 1.76117 | ||
| 95 | 2024.07.11 06:20 | buy | 25 | 0.10 | 1.75296 | 0.00000 | 0.00000 | ||
| 96 | 2024.07.11 06:20 | modify | 25 | 0.10 | 1.75296 | 1.75067 | 1.76117 | ||
| 97 | 2024.07.11 06:20 | modify | 24 | 0.10 | 1.74617 | 1.75067 | 1.76117 | ||
| 98 | 2024.07.11 06:40 | buy | 26 | 0.10 | 1.75236 | 0.00000 | 0.00000 | ||
| 99 | 2024.07.11 06:40 | modify | 26 | 0.10 | 1.75236 | 1.74692 | 1.76117 | ||
| 100 | 2024.07.11 06:42 | modify | 26 | 0.10 | 1.75236 | 1.75067 | 1.76117 | ||
| 101 | 2024.07.11 13:07 | t/p | 24 | 0.10 | 1.76117 | 1.75067 | 1.76117 | 109.80 | 11205.96 |
| 102 | 2024.07.11 13:07 | t/p | 25 | 0.10 | 1.76117 | 1.75067 | 1.76117 | 60.48 | 11266.44 |
| 103 | 2024.07.11 13:07 | t/p | 26 | 0.10 | 1.76117 | 1.75067 | 1.76117 | 64.90 | 11331.34 |
| 104 | 2024.07.18 21:00 | buy | 27 | 0.10 | 1.77307 | 0.00000 | 0.00000 | ||
| 105 | 2024.07.18 21:00 | modify | 27 | 0.10 | 1.77307 | 1.76507 | 1.78807 | ||
| 106 | 2024.07.22 11:07 | buy | 28 | 0.10 | 1.77916 | 0.00000 | 0.00000 | ||
| 107 | 2024.07.22 11:07 | modify | 28 | 0.10 | 1.77916 | 1.77382 | 1.78807 | ||
| 108 | 2024.07.22 11:07 | modify | 27 | 0.10 | 1.77307 | 1.77382 | 1.78807 | ||
| 109 | 2024.07.22 23:02 | buy | 29 | 0.10 | 1.77989 | 0.00000 | 0.00000 | ||
| 110 | 2024.07.22 23:02 | modify | 29 | 0.10 | 1.77989 | 1.77757 | 1.78807 | ||
| 111 | 2024.07.22 23:02 | modify | 28 | 0.10 | 1.77916 | 1.77757 | 1.78807 | ||
| 112 | 2024.07.22 23:02 | modify | 27 | 0.10 | 1.77307 | 1.77757 | 1.78807 | ||
| 113 | 2024.07.23 08:02 | s/l | 27 | 0.10 | 1.77757 | 1.77757 | 1.78807 | 32.73 | 11364.07 |
| 114 | 2024.07.23 08:02 | s/l | 28 | 0.10 | 1.77757 | 1.77757 | 1.78807 | -11.85 | 11352.23 |
| 115 | 2024.07.23 08:02 | s/l | 29 | 0.10 | 1.77757 | 1.77757 | 1.78807 | -17.23 | 11335.00 |