Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7238 | Ticks modelled | 13475 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 884.53 | Gross profit | 1064.33 | Gross loss | -179.80 |
| Profit factor | 5.92 | Expected payoff | 40.21 | ||
| Absolute drawdown | 0.42 | Maximal drawdown | 157.64 (10.84%) | Relative drawdown | 10.84% (157.64) |
| Total trades | 22 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
| Largest | profit trade | 92.08 | loss trade | -104.03 | |
| Average | profit trade | 59.13 | loss trade | -44.95 | |
| Maximum | consecutive wins (profit in money) | 7 (427.25) | consecutive losses (loss in money) | 2 (-47.37) | |
| Maximal | consecutive profit (count of wins) | 427.25 (7) | consecutive loss (count of losses) | -104.03 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.08 18:00 | sell | 1 | 0.10 | 1.69686 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.08 18:00 | modify | 1 | 0.10 | 1.69686 | 1.71086 | 1.68386 | ||
| 3 | 2023.11.09 20:00 | sell | 2 | 0.10 | 1.68765 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.09 20:00 | modify | 2 | 0.10 | 1.68765 | 1.69166 | 1.68386 | ||
| 5 | 2023.11.09 20:00 | modify | 1 | 0.10 | 1.69686 | 1.69166 | 1.68386 | ||
| 6 | 2023.11.12 23:00 | t/p | 1 | 0.10 | 1.68386 | 1.69166 | 1.68386 | 90.51 | 1090.51 |
| 7 | 2023.11.12 23:00 | t/p | 2 | 0.10 | 1.68386 | 1.69166 | 1.68386 | 26.46 | 1116.97 |
| 8 | 2024.01.17 11:00 | sell | 3 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.17 11:00 | modify | 3 | 0.10 | 1.71361 | 1.72761 | 1.70061 | ||
| 10 | 2024.01.22 08:00 | sell | 4 | 0.10 | 1.70636 | 0.00000 | 0.00000 | ||
| 11 | 2024.01.22 08:00 | modify | 4 | 0.10 | 1.70636 | 1.71036 | 1.70061 | ||
| 12 | 2024.01.22 08:00 | modify | 3 | 0.10 | 1.71361 | 1.71036 | 1.70061 | ||
| 13 | 2024.01.22 14:00 | s/l | 3 | 0.10 | 1.71036 | 1.71036 | 1.70061 | 20.79 | 1137.75 |
| 14 | 2024.01.22 14:00 | s/l | 4 | 0.10 | 1.71036 | 1.71036 | 1.70061 | -28.41 | 1109.34 |
| 15 | 2024.02.13 19:00 | sell | 5 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 16 | 2024.02.13 19:00 | modify | 5 | 0.10 | 1.70953 | 1.72353 | 1.69653 | ||
| 17 | 2024.02.15 22:00 | t/p | 5 | 0.10 | 1.69653 | 1.72353 | 1.69653 | 90.51 | 1199.85 |
| 18 | 2024.04.22 13:00 | buy | 6 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 19 | 2024.04.22 13:00 | modify | 6 | 0.10 | 1.69041 | 1.67641 | 1.70341 | ||
| 20 | 2024.04.24 13:00 | t/p | 6 | 0.10 | 1.70341 | 1.67641 | 1.70341 | 92.08 | 1291.93 |
| 21 | 2024.06.20 15:00 | buy | 7 | 0.10 | 1.73720 | 0.00000 | 0.00000 | ||
| 22 | 2024.06.20 15:00 | modify | 7 | 0.10 | 1.73720 | 1.72320 | 1.75020 | ||
| 23 | 2024.07.05 13:00 | buy | 8 | 0.10 | 1.74439 | 0.00000 | 0.00000 | ||
| 24 | 2024.07.05 13:00 | modify | 8 | 0.10 | 1.74439 | 1.74045 | 1.75020 | ||
| 25 | 2024.07.05 13:00 | modify | 7 | 0.10 | 1.73720 | 1.74045 | 1.75020 | ||
| 26 | 2024.07.05 14:00 | buy | 9 | 0.10 | 1.74653 | 0.00000 | 0.00000 | ||
| 27 | 2024.07.05 14:00 | modify | 9 | 0.10 | 1.74653 | 1.74240 | 1.75020 | ||
| 28 | 2024.07.05 14:00 | modify | 8 | 0.10 | 1.74439 | 1.74240 | 1.75020 | ||
| 29 | 2024.07.05 14:00 | modify | 7 | 0.10 | 1.73720 | 1.74240 | 1.75020 | ||
| 30 | 2024.07.08 13:00 | t/p | 7 | 0.10 | 1.75020 | 1.74240 | 1.75020 | 90.17 | 1382.10 |
| 31 | 2024.07.08 13:00 | t/p | 8 | 0.10 | 1.75020 | 1.74240 | 1.75020 | 41.13 | 1423.23 |
| 32 | 2024.07.08 13:00 | t/p | 9 | 0.10 | 1.75020 | 1.74240 | 1.75020 | 25.93 | 1449.17 |
| 33 | 2024.07.12 16:00 | sell | 10 | 0.10 | 1.76926 | 0.00000 | 0.00000 | ||
| 34 | 2024.07.12 16:00 | modify | 10 | 0.10 | 1.76926 | 1.78326 | 1.75626 | ||
| 35 | 2024.07.24 14:00 | s/l | 10 | 0.10 | 1.78326 | 1.78326 | 1.75626 | -104.03 | 1345.14 |
| 36 | 2024.08.06 19:00 | buy | 11 | 0.10 | 1.74859 | 0.00000 | 0.00000 | ||
| 37 | 2024.08.06 19:00 | modify | 11 | 0.10 | 1.74859 | 1.73459 | 1.76159 | ||
| 38 | 2024.08.12 23:00 | buy | 12 | 0.10 | 1.75473 | 0.00000 | 0.00000 | ||
| 39 | 2024.08.12 23:00 | modify | 12 | 0.10 | 1.75473 | 1.74924 | 1.76159 | ||
| 40 | 2024.08.12 23:00 | modify | 11 | 0.10 | 1.74859 | 1.74924 | 1.76159 | ||
| 41 | 2024.08.13 05:00 | buy | 13 | 0.10 | 1.75589 | 0.00000 | 0.00000 | ||
| 42 | 2024.08.13 05:00 | modify | 13 | 0.10 | 1.75589 | 1.75184 | 1.76159 | ||
| 43 | 2024.08.13 05:00 | modify | 12 | 0.10 | 1.75473 | 1.75184 | 1.76159 | ||
| 44 | 2024.08.13 05:00 | modify | 11 | 0.10 | 1.74859 | 1.75184 | 1.76159 | ||
| 45 | 2024.08.13 15:00 | t/p | 11 | 0.10 | 1.76159 | 1.75184 | 1.76159 | 91.39 | 1436.53 |
| 46 | 2024.08.13 15:00 | t/p | 12 | 0.10 | 1.76159 | 1.75184 | 1.76159 | 48.59 | 1485.13 |
| 47 | 2024.08.13 15:00 | t/p | 13 | 0.10 | 1.76159 | 1.75184 | 1.76159 | 40.49 | 1525.62 |
| 48 | 2024.09.11 17:00 | buy | 14 | 0.10 | 1.77126 | 0.00000 | 0.00000 | ||
| 49 | 2024.09.11 17:00 | modify | 14 | 0.10 | 1.77126 | 1.75726 | 1.78426 | ||
| 50 | 2024.09.12 15:00 | buy | 15 | 0.10 | 1.77844 | 0.00000 | 0.00000 | ||
| 51 | 2024.09.12 15:00 | modify | 15 | 0.10 | 1.77844 | 1.77451 | 1.78426 | ||
| 52 | 2024.09.12 15:00 | modify | 14 | 0.10 | 1.77126 | 1.77451 | 1.78426 | ||
| 53 | 2024.09.13 04:00 | t/p | 14 | 0.10 | 1.78426 | 1.77451 | 1.78426 | 91.80 | 1617.41 |
| 54 | 2024.09.13 04:00 | t/p | 15 | 0.10 | 1.78426 | 1.77451 | 1.78426 | 41.20 | 1658.62 |
| 55 | 2024.09.26 17:00 | sell | 16 | 0.10 | 1.80755 | 0.00000 | 0.00000 | ||
| 56 | 2024.09.26 17:00 | modify | 16 | 0.10 | 1.80755 | 1.82155 | 1.79455 | ||
| 57 | 2024.10.01 15:00 | t/p | 16 | 0.10 | 1.79455 | 1.82155 | 1.79455 | 90.95 | 1749.57 |
| 58 | 2024.10.03 13:00 | buy | 17 | 0.10 | 1.77510 | 0.00000 | 0.00000 | ||
| 59 | 2024.10.03 13:00 | modify | 17 | 0.10 | 1.77510 | 1.76110 | 1.78810 | ||
| 60 | 2024.10.04 17:00 | buy | 18 | 0.10 | 1.78110 | 0.00000 | 0.00000 | ||
| 61 | 2024.10.04 17:00 | modify | 18 | 0.10 | 1.78110 | 1.77575 | 1.78810 | ||
| 62 | 2024.10.04 17:00 | modify | 17 | 0.10 | 1.77510 | 1.77575 | 1.78810 | ||
| 63 | 2024.10.07 08:00 | buy | 19 | 0.10 | 1.78225 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.07 08:00 | modify | 19 | 0.10 | 1.78225 | 1.77835 | 1.78810 | ||
| 65 | 2024.10.07 08:00 | modify | 18 | 0.10 | 1.78110 | 1.77835 | 1.78810 | ||
| 66 | 2024.10.07 08:00 | modify | 17 | 0.10 | 1.77510 | 1.77835 | 1.78810 | ||
| 67 | 2024.10.07 10:00 | s/l | 17 | 0.10 | 1.77835 | 1.77835 | 1.78810 | 22.82 | 1772.39 |
| 68 | 2024.10.07 10:00 | s/l | 18 | 0.10 | 1.77835 | 1.77835 | 1.78810 | -19.67 | 1752.72 |
| 69 | 2024.10.07 10:00 | s/l | 19 | 0.10 | 1.77835 | 1.77835 | 1.78810 | -27.70 | 1725.02 |
| 70 | 2024.10.16 21:00 | buy | 20 | 0.10 | 1.78558 | 0.00000 | 0.00000 | ||
| 71 | 2024.10.16 21:00 | modify | 20 | 0.10 | 1.78558 | 1.77158 | 1.79858 | ||
| 72 | 2024.10.17 11:00 | buy | 21 | 0.10 | 1.79276 | 0.00000 | 0.00000 | ||
| 73 | 2024.10.17 11:00 | modify | 21 | 0.10 | 1.79276 | 1.78883 | 1.79858 | ||
| 74 | 2024.10.17 11:00 | modify | 20 | 0.10 | 1.78558 | 1.78883 | 1.79858 | ||
| 75 | 2024.10.17 18:00 | buy | 22 | 0.10 | 1.79483 | 0.00000 | 0.00000 | ||
| 76 | 2024.10.17 18:00 | modify | 22 | 0.10 | 1.79483 | 1.79078 | 1.79858 | ||
| 77 | 2024.10.17 18:00 | modify | 21 | 0.10 | 1.79276 | 1.79078 | 1.79858 | ||
| 78 | 2024.10.17 18:00 | modify | 20 | 0.10 | 1.78558 | 1.79078 | 1.79858 | ||
| 79 | 2024.10.18 07:00 | t/p | 20 | 0.10 | 1.79858 | 1.79078 | 1.79858 | 91.80 | 1816.82 |
| 80 | 2024.10.18 07:00 | t/p | 21 | 0.10 | 1.79858 | 1.79078 | 1.79858 | 41.20 | 1858.03 |
| 81 | 2024.10.18 07:00 | t/p | 22 | 0.10 | 1.79858 | 1.79078 | 1.79858 | 26.50 | 1884.53 |