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=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 | 6517 | Ticks modelled | 17194243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 799.74 | Gross profit | 1016.28 | Gross loss | -216.55 |
| Profit factor | 4.69 | Expected payoff | 33.32 | ||
| Absolute drawdown | 113.51 | Maximal drawdown | 168.52 (1.59%) | Relative drawdown | 1.59% (168.52) |
| Total trades | 24 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 110.36 | loss trade | -59.63 | |
| Average | profit trade | 59.78 | loss trade | -30.94 | |
| Maximum | consecutive wins (profit in money) | 6 (408.59) | consecutive losses (loss in money) | 3 (-87.32) | |
| Maximal | consecutive profit (count of wins) | 408.59 (6) | consecutive loss (count of losses) | -87.32 (3) | |
| Average | consecutive wins | 4 | 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 20:59 | 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 01:55 | buy | 3 | 0.10 | 1.64892 | 0.00000 | 0.00000 | ||
| 7 | 2023.09.29 01:55 | modify | 3 | 0.10 | 1.64892 | 1.64366 | 1.65791 | ||
| 8 | 2023.09.29 01:55 | modify | 2 | 0.10 | 1.64291 | 1.64366 | 1.65791 | ||
| 9 | 2023.09.29 14:46 | buy | 4 | 0.10 | 1.64972 | 0.00000 | 0.00000 | ||
| 10 | 2023.09.29 14:46 | modify | 4 | 0.10 | 1.64972 | 1.64741 | 1.65791 | ||
| 11 | 2023.09.29 14:46 | modify | 3 | 0.10 | 1.64892 | 1.64741 | 1.65791 | ||
| 12 | 2023.09.29 14:46 | modify | 2 | 0.10 | 1.64291 | 1.64741 | 1.65791 | ||
| 13 | 2023.09.29 15:45 | buy | 5 | 0.10 | 1.65343 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.29 15:45 | modify | 5 | 0.10 | 1.65343 | 1.64891 | 1.65791 | ||
| 15 | 2023.09.29 15:45 | modify | 4 | 0.10 | 1.64972 | 1.64891 | 1.65791 | ||
| 16 | 2023.09.29 15:45 | modify | 3 | 0.10 | 1.64892 | 1.64891 | 1.65791 | ||
| 17 | 2023.09.29 15:45 | modify | 2 | 0.10 | 1.64291 | 1.64891 | 1.65791 | ||
| 18 | 2023.10.02 13:55 | t/p | 2 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 109.52 | 10049.90 |
| 19 | 2023.10.02 13:55 | t/p | 3 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 66.09 | 10115.99 |
| 20 | 2023.10.02 13:55 | t/p | 4 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 60.20 | 10176.19 |
| 21 | 2023.10.02 13:55 | t/p | 5 | 0.10 | 1.65791 | 1.64891 | 1.65791 | 32.87 | 10209.06 |
| 22 | 2023.10.02 22:00 | buy | 6 | 0.10 | 1.65269 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.02 22:00 | modify | 6 | 0.10 | 1.65269 | 1.64469 | 1.66769 | ||
| 24 | 2023.10.03 09:47 | buy | 7 | 0.10 | 1.65878 | 0.00000 | 0.00000 | ||
| 25 | 2023.10.03 09:47 | modify | 7 | 0.10 | 1.65878 | 1.65344 | 1.66769 | ||
| 26 | 2023.10.03 09:47 | modify | 6 | 0.10 | 1.65269 | 1.65344 | 1.66769 | ||
| 27 | 2023.10.03 13:15 | s/l | 6 | 0.10 | 1.65344 | 1.65344 | 1.66769 | 5.39 | 10214.45 |
| 28 | 2023.10.03 13:15 | s/l | 7 | 0.10 | 1.65344 | 1.65344 | 1.66769 | -39.33 | 10175.12 |
| 29 | 2023.11.02 23:00 | buy | 8 | 0.10 | 1.67646 | 0.00000 | 0.00000 | ||
| 30 | 2023.11.02 23:00 | modify | 8 | 0.10 | 1.67646 | 1.66846 | 1.69146 | ||
| 31 | 2023.11.03 12:30 | buy | 9 | 0.10 | 1.68274 | 0.00000 | 0.00000 | ||
| 32 | 2023.11.03 12:30 | modify | 9 | 0.10 | 1.68274 | 1.67721 | 1.69146 | ||
| 33 | 2023.11.03 12:30 | modify | 8 | 0.10 | 1.67646 | 1.67721 | 1.69146 | ||
| 34 | 2023.11.03 12:30 | buy | 10 | 0.10 | 1.68328 | 0.00000 | 0.00000 | ||
| 35 | 2023.11.03 12:30 | modify | 10 | 0.10 | 1.68328 | 1.68096 | 1.69146 | ||
| 36 | 2023.11.03 12:30 | modify | 9 | 0.10 | 1.68274 | 1.68096 | 1.69146 | ||
| 37 | 2023.11.03 12:30 | modify | 8 | 0.10 | 1.67646 | 1.68096 | 1.69146 | ||
| 38 | 2023.11.03 12:49 | buy | 11 | 0.10 | 1.68696 | 0.00000 | 0.00000 | ||
| 39 | 2023.11.03 12:49 | modify | 11 | 0.10 | 1.68696 | 1.68246 | 1.69146 | ||
| 40 | 2023.11.03 12:49 | modify | 10 | 0.10 | 1.68328 | 1.68246 | 1.69146 | ||
| 41 | 2023.11.03 12:49 | modify | 9 | 0.10 | 1.68274 | 1.68246 | 1.69146 | ||
| 42 | 2023.11.03 12:49 | modify | 8 | 0.10 | 1.67646 | 1.68246 | 1.69146 | ||
| 43 | 2023.11.03 15:07 | t/p | 8 | 0.10 | 1.69146 | 1.68246 | 1.69146 | 110.36 | 10285.48 |
| 44 | 2023.11.03 15:07 | t/p | 9 | 0.10 | 1.69146 | 1.68246 | 1.69146 | 64.24 | 10349.72 |
| 45 | 2023.11.03 15:07 | t/p | 10 | 0.10 | 1.69146 | 1.68246 | 1.69146 | 60.26 | 10409.98 |
| 46 | 2023.11.03 15:07 | t/p | 11 | 0.10 | 1.69146 | 1.68246 | 1.69146 | 33.15 | 10443.13 |
| 47 | 2023.11.09 21:00 | buy | 12 | 0.10 | 1.68738 | 0.00000 | 0.00000 | ||
| 48 | 2023.11.09 21:00 | modify | 12 | 0.10 | 1.68738 | 1.67938 | 1.70238 | ||
| 49 | 2023.11.13 13:07 | buy | 13 | 0.10 | 1.69341 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.13 13:07 | modify | 13 | 0.10 | 1.69341 | 1.68813 | 1.70238 | ||
| 51 | 2023.11.13 13:07 | modify | 12 | 0.10 | 1.68738 | 1.68813 | 1.70238 | ||
| 52 | 2023.11.13 13:15 | buy | 14 | 0.10 | 1.69414 | 0.00000 | 0.00000 | ||
| 53 | 2023.11.13 13:15 | modify | 14 | 0.10 | 1.69414 | 1.69188 | 1.70238 | ||
| 54 | 2023.11.13 13:15 | modify | 13 | 0.10 | 1.69341 | 1.69188 | 1.70238 | ||
| 55 | 2023.11.13 13:15 | modify | 12 | 0.10 | 1.68738 | 1.69188 | 1.70238 | ||
| 56 | 2023.11.13 14:08 | s/l | 12 | 0.10 | 1.69188 | 1.69188 | 1.70238 | 32.87 | 10476.00 |
| 57 | 2023.11.13 14:08 | s/l | 13 | 0.10 | 1.69188 | 1.69188 | 1.70238 | -11.27 | 10464.73 |
| 58 | 2023.11.13 14:08 | s/l | 14 | 0.10 | 1.69188 | 1.69188 | 1.70238 | -16.65 | 10448.08 |
| 59 | 2023.11.13 21:00 | sell | 15 | 0.10 | 1.69433 | 0.00000 | 0.00000 | ||
| 60 | 2023.11.13 21:00 | modify | 15 | 0.10 | 1.69433 | 1.70233 | 1.67933 | ||
| 61 | 2023.11.14 13:30 | s/l | 15 | 0.10 | 1.70233 | 1.70233 | 1.67933 | -59.40 | 10388.68 |
| 62 | 2023.11.22 22:00 | buy | 16 | 0.10 | 1.71007 | 0.00000 | 0.00000 | ||
| 63 | 2023.11.22 22:00 | modify | 16 | 0.10 | 1.71007 | 1.70207 | 1.72507 | ||
| 64 | 2023.11.23 09:30 | buy | 17 | 0.10 | 1.71632 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.23 09:30 | modify | 17 | 0.10 | 1.71632 | 1.71082 | 1.72507 | ||
| 66 | 2023.11.23 09:30 | modify | 16 | 0.10 | 1.71007 | 1.71082 | 1.72507 | ||
| 67 | 2023.11.23 09:30 | buy | 18 | 0.10 | 1.71693 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.23 09:30 | modify | 18 | 0.10 | 1.71693 | 1.71457 | 1.72507 | ||
| 69 | 2023.11.23 09:30 | modify | 17 | 0.10 | 1.71632 | 1.71457 | 1.72507 | ||
| 70 | 2023.11.23 09:30 | modify | 16 | 0.10 | 1.71007 | 1.71457 | 1.72507 | ||
| 71 | 2023.11.23 09:30 | s/l | 16 | 0.10 | 1.71457 | 1.71457 | 1.72507 | 32.73 | 10421.41 |
| 72 | 2023.11.23 09:30 | s/l | 17 | 0.10 | 1.71457 | 1.71457 | 1.72507 | -12.89 | 10408.52 |
| 73 | 2023.11.23 09:30 | s/l | 18 | 0.10 | 1.71457 | 1.71457 | 1.72507 | -17.38 | 10391.14 |
| 74 | 2024.01.24 22:00 | sell | 19 | 0.10 | 1.72047 | 0.00000 | 0.00000 | ||
| 75 | 2024.01.24 22:00 | modify | 19 | 0.10 | 1.72047 | 1.72847 | 1.70547 | ||
| 76 | 2024.01.25 15:46 | sell | 20 | 0.10 | 1.71447 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.25 15:46 | modify | 20 | 0.10 | 1.71447 | 1.71972 | 1.70547 | ||
| 78 | 2024.01.25 15:46 | modify | 19 | 0.10 | 1.72047 | 1.71972 | 1.70547 | ||
| 79 | 2024.01.25 16:33 | sell | 21 | 0.10 | 1.71372 | 0.00000 | 0.00000 | ||
| 80 | 2024.01.25 16:33 | modify | 21 | 0.10 | 1.71372 | 1.71597 | 1.70547 | ||
| 81 | 2024.01.25 16:33 | modify | 20 | 0.10 | 1.71447 | 1.71597 | 1.70547 | ||
| 82 | 2024.01.25 16:33 | modify | 19 | 0.10 | 1.72047 | 1.71597 | 1.70547 | ||
| 83 | 2024.01.25 22:04 | sell | 22 | 0.10 | 1.70995 | 0.00000 | 0.00000 | ||
| 84 | 2024.01.25 22:04 | modify | 22 | 0.10 | 1.70995 | 1.71447 | 1.70547 | ||
| 85 | 2024.01.25 22:04 | modify | 21 | 0.10 | 1.71372 | 1.71447 | 1.70547 | ||
| 86 | 2024.01.25 22:04 | modify | 20 | 0.10 | 1.71447 | 1.71447 | 1.70547 | ||
| 87 | 2024.01.25 22:04 | modify | 19 | 0.10 | 1.72047 | 1.71447 | 1.70547 | ||
| 88 | 2024.01.29 11:50 | t/p | 19 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 108.13 | 10499.27 |
| 89 | 2024.01.29 11:50 | t/p | 20 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 65.35 | 10564.62 |
| 90 | 2024.01.29 11:50 | t/p | 21 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 59.83 | 10624.45 |
| 91 | 2024.01.29 11:50 | t/p | 22 | 0.10 | 1.70547 | 1.71447 | 1.70547 | 32.06 | 10656.50 |
| 92 | 2024.02.15 22:00 | buy | 23 | 0.10 | 1.69651 | 0.00000 | 0.00000 | ||
| 93 | 2024.02.15 22:00 | modify | 23 | 0.10 | 1.69651 | 1.68851 | 1.71151 | ||
| 94 | 2024.02.20 13:46 | buy | 24 | 0.10 | 1.70701 | 0.00000 | 0.00000 | ||
| 95 | 2024.02.20 13:46 | modify | 24 | 0.10 | 1.70701 | 1.70251 | 1.71151 | ||
| 96 | 2024.02.20 13:46 | modify | 23 | 0.10 | 1.69651 | 1.70251 | 1.71151 | ||
| 97 | 2024.02.20 15:08 | t/p | 23 | 0.10 | 1.71151 | 1.70251 | 1.71151 | 110.08 | 10766.59 |
| 98 | 2024.02.20 15:08 | t/p | 24 | 0.10 | 1.71151 | 1.70251 | 1.71151 | 33.15 | 10799.74 |