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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 213.14 | Gross profit | 262.04 | Gross loss | -48.90 |
| Profit factor | 5.36 | Expected payoff | 26.64 | ||
| Absolute drawdown | 42.79 | Maximal drawdown | 152.32 (1.50%) | Relative drawdown | 1.50% (152.32) |
| Total trades | 8 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 95.47 | loss trade | -29.46 | |
| Average | profit trade | 52.41 | loss trade | -16.30 | |
| Maximum | consecutive wins (profit in money) | 4 (233.31) | consecutive losses (loss in money) | 2 (-19.44) | |
| Maximal | consecutive profit (count of wins) | 233.31 (4) | consecutive loss (count of losses) | -29.46 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.21 04:00 | sell | 1 | 0.10 | 1.73289 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.21 04:00 | modify | 1 | 0.10 | 1.73289 | 1.73689 | 1.71989 | ||
| 3 | 2024.05.21 12:42 | s/l | 1 | 0.10 | 1.73689 | 1.73689 | 1.71989 | -29.46 | 9970.54 |
| 4 | 2024.08.02 04:00 | buy | 2 | 0.10 | 1.76387 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.02 04:00 | modify | 2 | 0.10 | 1.76387 | 1.75987 | 1.77687 | ||
| 6 | 2024.08.02 08:47 | buy | 3 | 0.10 | 1.76779 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.02 08:47 | modify | 3 | 0.10 | 1.76779 | 1.76582 | 1.77687 | ||
| 8 | 2024.08.02 08:47 | modify | 2 | 0.10 | 1.76387 | 1.76582 | 1.77687 | ||
| 9 | 2024.08.02 11:30 | buy | 4 | 0.10 | 1.77039 | 0.00000 | 0.00000 | ||
| 10 | 2024.08.02 11:30 | modify | 4 | 0.10 | 1.77039 | 1.76777 | 1.77687 | ||
| 11 | 2024.08.02 11:30 | modify | 3 | 0.10 | 1.76779 | 1.76777 | 1.77687 | ||
| 12 | 2024.08.02 11:30 | modify | 2 | 0.10 | 1.76387 | 1.76777 | 1.77687 | ||
| 13 | 2024.08.02 11:52 | s/l | 2 | 0.10 | 1.76777 | 1.76777 | 1.77687 | 28.73 | 9999.27 |
| 14 | 2024.08.02 11:52 | s/l | 3 | 0.10 | 1.76777 | 1.76777 | 1.77687 | -0.14 | 9999.13 |
| 15 | 2024.08.02 11:52 | s/l | 4 | 0.10 | 1.76777 | 1.76777 | 1.77687 | -19.30 | 9979.83 |
| 16 | 2024.08.08 04:00 | buy | 5 | 0.10 | 1.74358 | 0.00000 | 0.00000 | ||
| 17 | 2024.08.08 04:00 | modify | 5 | 0.10 | 1.74358 | 1.73958 | 1.75658 | ||
| 18 | 2024.08.08 13:58 | buy | 6 | 0.10 | 1.74750 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.08 13:58 | modify | 6 | 0.10 | 1.74750 | 1.74553 | 1.75658 | ||
| 20 | 2024.08.08 13:58 | modify | 5 | 0.10 | 1.74358 | 1.74553 | 1.75658 | ||
| 21 | 2024.08.08 15:40 | buy | 7 | 0.10 | 1.75009 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.08 15:40 | modify | 7 | 0.10 | 1.75009 | 1.74748 | 1.75658 | ||
| 23 | 2024.08.08 15:40 | modify | 6 | 0.10 | 1.74750 | 1.74748 | 1.75658 | ||
| 24 | 2024.08.08 15:40 | modify | 5 | 0.10 | 1.74358 | 1.74748 | 1.75658 | ||
| 25 | 2024.08.09 06:11 | buy | 8 | 0.10 | 1.75334 | 0.00000 | 0.00000 | ||
| 26 | 2024.08.09 06:11 | modify | 8 | 0.10 | 1.75334 | 1.74813 | 1.75658 | ||
| 27 | 2024.08.09 06:11 | modify | 7 | 0.10 | 1.75009 | 1.74813 | 1.75658 | ||
| 28 | 2024.08.09 06:11 | modify | 6 | 0.10 | 1.74750 | 1.74813 | 1.75658 | ||
| 29 | 2024.08.09 06:11 | modify | 5 | 0.10 | 1.74358 | 1.74813 | 1.75658 | ||
| 30 | 2024.08.12 14:46 | t/p | 5 | 0.10 | 1.75658 | 1.74813 | 1.75658 | 95.47 | 10075.30 |
| 31 | 2024.08.12 14:46 | t/p | 6 | 0.10 | 1.75658 | 1.74813 | 1.75658 | 66.60 | 10141.90 |
| 32 | 2024.08.12 14:46 | t/p | 7 | 0.10 | 1.75658 | 1.74813 | 1.75658 | 47.52 | 10189.42 |
| 33 | 2024.08.12 14:46 | t/p | 8 | 0.10 | 1.75658 | 1.74813 | 1.75658 | 23.72 | 10213.14 |