Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 1912 | Ticks modelled | 18622042 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 975.80 | Gross profit | 1171.47 | Gross loss | -195.67 |
| Profit factor | 5.99 | Expected payoff | 30.49 | ||
| Absolute drawdown | 50.70 | Maximal drawdown | 185.48 (11.53%) | Relative drawdown | 11.90% (144.12) |
| Total trades | 32 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 105.81 | loss trade | -33.50 | |
| Average | profit trade | 50.93 | loss trade | -21.74 | |
| Maximum | consecutive wins (profit in money) | 9 (534.87) | consecutive losses (loss in money) | 3 (-64.60) | |
| Maximal | consecutive profit (count of wins) | 534.87 (9) | consecutive loss (count of losses) | -64.60 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 20:00 | sell | 1 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.03 20:00 | modify | 1 | 0.10 | 1.69122 | 1.70422 | 1.67622 | ||
| 3 | 2023.11.12 22:09 | sell | 2 | 0.10 | 1.68507 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.12 22:09 | modify | 2 | 0.10 | 1.68507 | 1.68972 | 1.67622 | ||
| 5 | 2023.11.12 22:09 | modify | 1 | 0.10 | 1.69122 | 1.68972 | 1.67622 | ||
| 6 | 2023.11.13 01:42 | s/l | 1 | 0.10 | 1.68972 | 1.68972 | 1.67622 | 6.99 | 1006.99 |
| 7 | 2023.11.13 01:42 | s/l | 2 | 0.10 | 1.68972 | 1.68972 | 1.67622 | -33.50 | 973.49 |
| 8 | 2023.11.15 00:00 | sell | 3 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
| 9 | 2023.11.15 00:00 | modify | 3 | 0.10 | 1.71137 | 1.72437 | 1.69637 | ||
| 10 | 2023.11.15 08:04 | sell | 4 | 0.10 | 1.70535 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.15 08:04 | modify | 4 | 0.10 | 1.70535 | 1.70987 | 1.69637 | ||
| 12 | 2023.11.15 08:04 | modify | 3 | 0.10 | 1.71137 | 1.70987 | 1.69637 | ||
| 13 | 2023.11.15 13:32 | sell | 5 | 0.10 | 1.70235 | 0.00000 | 0.00000 | ||
| 14 | 2023.11.15 13:32 | modify | 5 | 0.10 | 1.70235 | 1.70462 | 1.69637 | ||
| 15 | 2023.11.15 13:32 | modify | 4 | 0.10 | 1.70535 | 1.70462 | 1.69637 | ||
| 16 | 2023.11.15 13:32 | modify | 3 | 0.10 | 1.71137 | 1.70462 | 1.69637 | ||
| 17 | 2023.11.15 13:39 | sell | 6 | 0.10 | 1.70162 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.15 13:39 | modify | 6 | 0.10 | 1.70162 | 1.70612 | 1.69637 | ||
| 19 | 2023.11.15 13:39 | modify | 5 | 0.10 | 1.70235 | 1.70612 | 1.69637 | ||
| 20 | 2023.11.15 13:39 | modify | 4 | 0.10 | 1.70535 | 1.70612 | 1.69637 | ||
| 21 | 2023.11.15 13:39 | modify | 3 | 0.10 | 1.71137 | 1.70612 | 1.69637 | ||
| 22 | 2023.11.16 07:46 | t/p | 3 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 105.21 | 1078.71 |
| 23 | 2023.11.16 07:46 | t/p | 4 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 62.44 | 1141.15 |
| 24 | 2023.11.16 07:46 | t/p | 5 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 41.12 | 1182.27 |
| 25 | 2023.11.16 07:46 | t/p | 6 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 35.93 | 1218.21 |
| 26 | 2023.12.28 00:00 | sell | 7 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.28 00:00 | modify | 7 | 0.10 | 1.68998 | 1.70298 | 1.67498 | ||
| 28 | 2023.12.28 13:55 | sell | 8 | 0.10 | 1.68393 | 0.00000 | 0.00000 | ||
| 29 | 2023.12.28 13:55 | modify | 8 | 0.10 | 1.68393 | 1.68848 | 1.67498 | ||
| 30 | 2023.12.28 13:55 | modify | 7 | 0.10 | 1.68998 | 1.68848 | 1.67498 | ||
| 31 | 2023.12.28 16:24 | sell | 9 | 0.10 | 1.68094 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.28 16:24 | modify | 9 | 0.10 | 1.68094 | 1.68323 | 1.67498 | ||
| 33 | 2023.12.28 16:24 | modify | 8 | 0.10 | 1.68393 | 1.68323 | 1.67498 | ||
| 34 | 2023.12.28 16:24 | modify | 7 | 0.10 | 1.68998 | 1.68323 | 1.67498 | ||
| 35 | 2023.12.28 17:48 | s/l | 7 | 0.10 | 1.68323 | 1.68323 | 1.67498 | 47.97 | 1266.18 |
| 36 | 2023.12.28 17:48 | s/l | 8 | 0.10 | 1.68323 | 1.68323 | 1.67498 | 4.97 | 1271.15 |
| 37 | 2023.12.28 17:48 | s/l | 9 | 0.10 | 1.68323 | 1.68323 | 1.67498 | -16.27 | 1254.88 |
| 38 | 2024.01.24 20:00 | sell | 10 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
| 39 | 2024.01.24 20:00 | modify | 10 | 0.10 | 1.71960 | 1.73260 | 1.70460 | ||
| 40 | 2024.01.25 16:33 | sell | 11 | 0.10 | 1.71358 | 0.00000 | 0.00000 | ||
| 41 | 2024.01.25 16:33 | modify | 11 | 0.10 | 1.71358 | 1.71810 | 1.70460 | ||
| 42 | 2024.01.25 16:33 | modify | 10 | 0.10 | 1.71960 | 1.71810 | 1.70460 | ||
| 43 | 2024.01.25 22:05 | sell | 12 | 0.10 | 1.70957 | 0.00000 | 0.00000 | ||
| 44 | 2024.01.25 22:05 | modify | 12 | 0.10 | 1.70957 | 1.71435 | 1.70460 | ||
| 45 | 2024.01.25 22:05 | modify | 11 | 0.10 | 1.71358 | 1.71435 | 1.70460 | ||
| 46 | 2024.01.25 22:05 | modify | 10 | 0.10 | 1.71960 | 1.71435 | 1.70460 | ||
| 47 | 2024.01.25 22:07 | sell | 13 | 0.10 | 1.71037 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.25 22:07 | modify | 13 | 0.10 | 1.71037 | 1.71285 | 1.70460 | ||
| 49 | 2024.01.25 22:07 | modify | 13 | 0.10 | 1.71037 | 1.71435 | 1.70460 | ||
| 50 | 2024.01.29 14:14 | t/p | 10 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 104.30 | 1359.17 |
| 51 | 2024.01.29 14:14 | t/p | 11 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 62.90 | 1422.08 |
| 52 | 2024.01.29 14:14 | t/p | 12 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 34.40 | 1456.48 |
| 53 | 2024.01.29 14:14 | t/p | 13 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 40.08 | 1496.56 |
| 54 | 2024.02.14 00:00 | sell | 14 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
| 55 | 2024.02.14 00:00 | modify | 14 | 0.10 | 1.70786 | 1.72086 | 1.69286 | ||
| 56 | 2024.02.14 08:12 | sell | 15 | 0.10 | 1.70182 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.14 08:12 | modify | 15 | 0.10 | 1.70182 | 1.70636 | 1.69286 | ||
| 58 | 2024.02.14 08:12 | modify | 14 | 0.10 | 1.70786 | 1.70636 | 1.69286 | ||
| 59 | 2024.02.14 09:38 | sell | 16 | 0.10 | 1.69882 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.14 09:38 | modify | 16 | 0.10 | 1.69882 | 1.70111 | 1.69286 | ||
| 61 | 2024.02.14 09:38 | modify | 15 | 0.10 | 1.70182 | 1.70111 | 1.69286 | ||
| 62 | 2024.02.14 09:38 | modify | 14 | 0.10 | 1.70786 | 1.70111 | 1.69286 | ||
| 63 | 2024.02.14 09:55 | sell | 17 | 0.10 | 1.69810 | 0.00000 | 0.00000 | ||
| 64 | 2024.02.14 09:55 | modify | 17 | 0.10 | 1.69810 | 1.70261 | 1.69286 | ||
| 65 | 2024.02.14 09:55 | modify | 16 | 0.10 | 1.69882 | 1.70261 | 1.69286 | ||
| 66 | 2024.02.14 09:55 | modify | 15 | 0.10 | 1.70182 | 1.70261 | 1.69286 | ||
| 67 | 2024.02.14 09:55 | modify | 14 | 0.10 | 1.70786 | 1.70261 | 1.69286 | ||
| 68 | 2024.02.14 13:27 | s/l | 14 | 0.10 | 1.70261 | 1.70261 | 1.69286 | 37.30 | 1533.86 |
| 69 | 2024.02.14 13:27 | s/l | 15 | 0.10 | 1.70261 | 1.70261 | 1.69286 | -5.62 | 1528.24 |
| 70 | 2024.02.14 13:27 | s/l | 16 | 0.10 | 1.70261 | 1.70261 | 1.69286 | -26.93 | 1501.31 |
| 71 | 2024.02.14 13:27 | s/l | 17 | 0.10 | 1.70261 | 1.70261 | 1.69286 | -32.05 | 1469.26 |
| 72 | 2024.08.01 12:00 | buy | 18 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.01 12:00 | modify | 18 | 0.10 | 1.76858 | 1.75558 | 1.78358 | ||
| 74 | 2024.08.02 13:11 | buy | 19 | 0.10 | 1.77461 | 0.00000 | 0.00000 | ||
| 75 | 2024.08.02 13:11 | modify | 19 | 0.10 | 1.77461 | 1.77008 | 1.78358 | ||
| 76 | 2024.08.02 13:11 | modify | 18 | 0.10 | 1.76858 | 1.77008 | 1.78358 | ||
| 77 | 2024.08.02 13:59 | buy | 20 | 0.10 | 1.77769 | 0.00000 | 0.00000 | ||
| 78 | 2024.08.02 13:59 | modify | 20 | 0.10 | 1.77769 | 1.77533 | 1.78358 | ||
| 79 | 2024.08.02 13:59 | modify | 19 | 0.10 | 1.77461 | 1.77533 | 1.78358 | ||
| 80 | 2024.08.02 13:59 | modify | 18 | 0.10 | 1.76858 | 1.77533 | 1.78358 | ||
| 81 | 2024.08.02 14:10 | s/l | 18 | 0.10 | 1.77533 | 1.77533 | 1.78358 | 47.84 | 1517.11 |
| 82 | 2024.08.02 14:10 | s/l | 19 | 0.10 | 1.77533 | 1.77533 | 1.78358 | 5.12 | 1522.23 |
| 83 | 2024.08.02 14:10 | s/l | 20 | 0.10 | 1.77533 | 1.77533 | 1.78358 | -16.77 | 1505.46 |
| 84 | 2024.08.07 00:00 | buy | 21 | 0.10 | 1.74917 | 0.00000 | 0.00000 | ||
| 85 | 2024.08.07 00:00 | modify | 21 | 0.10 | 1.74917 | 1.73617 | 1.76417 | ||
| 86 | 2024.08.12 14:37 | buy | 22 | 0.10 | 1.75519 | 0.00000 | 0.00000 | ||
| 87 | 2024.08.12 14:37 | modify | 22 | 0.10 | 1.75519 | 1.75067 | 1.76417 | ||
| 88 | 2024.08.12 14:37 | modify | 21 | 0.10 | 1.74917 | 1.75067 | 1.76417 | ||
| 89 | 2024.08.13 06:00 | buy | 23 | 0.10 | 1.75818 | 0.00000 | 0.00000 | ||
| 90 | 2024.08.13 06:00 | modify | 23 | 0.10 | 1.75818 | 1.75592 | 1.76417 | ||
| 91 | 2024.08.13 06:00 | modify | 22 | 0.10 | 1.75519 | 1.75592 | 1.76417 | ||
| 92 | 2024.08.13 06:00 | modify | 21 | 0.10 | 1.74917 | 1.75592 | 1.76417 | ||
| 93 | 2024.08.13 06:14 | buy | 24 | 0.10 | 1.75893 | 0.00000 | 0.00000 | ||
| 94 | 2024.08.13 06:14 | modify | 24 | 0.10 | 1.75893 | 1.75442 | 1.76417 | ||
| 95 | 2024.08.13 06:14 | modify | 23 | 0.10 | 1.75818 | 1.75442 | 1.76417 | ||
| 96 | 2024.08.13 06:14 | modify | 22 | 0.10 | 1.75519 | 1.75442 | 1.76417 | ||
| 97 | 2024.08.13 06:14 | modify | 21 | 0.10 | 1.74917 | 1.75442 | 1.76417 | ||
| 98 | 2024.08.13 18:14 | t/p | 21 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 105.81 | 1611.26 |
| 99 | 2024.08.13 18:14 | t/p | 22 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 63.69 | 1674.96 |
| 100 | 2024.08.13 18:14 | t/p | 23 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 42.58 | 1717.54 |
| 101 | 2024.08.13 18:14 | t/p | 24 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 37.25 | 1754.79 |
| 102 | 2024.09.26 20:00 | sell | 25 | 0.10 | 1.80698 | 0.00000 | 0.00000 | ||
| 103 | 2024.09.26 20:00 | modify | 25 | 0.10 | 1.80698 | 1.81998 | 1.79198 | ||
| 104 | 2024.10.01 11:25 | sell | 26 | 0.10 | 1.80094 | 0.00000 | 0.00000 | ||
| 105 | 2024.10.01 11:25 | modify | 26 | 0.10 | 1.80094 | 1.80548 | 1.79198 | ||
| 106 | 2024.10.01 11:25 | modify | 25 | 0.10 | 1.80698 | 1.80548 | 1.79198 | ||
| 107 | 2024.10.01 13:36 | sell | 27 | 0.10 | 1.79794 | 0.00000 | 0.00000 | ||
| 108 | 2024.10.01 13:36 | modify | 27 | 0.10 | 1.79794 | 1.80023 | 1.79198 | ||
| 109 | 2024.10.01 13:36 | modify | 26 | 0.10 | 1.80094 | 1.80023 | 1.79198 | ||
| 110 | 2024.10.01 13:36 | modify | 25 | 0.10 | 1.80698 | 1.80023 | 1.79198 | ||
| 111 | 2024.10.01 13:39 | sell | 28 | 0.10 | 1.79720 | 0.00000 | 0.00000 | ||
| 112 | 2024.10.01 13:39 | modify | 28 | 0.10 | 1.79720 | 1.80173 | 1.79198 | ||
| 113 | 2024.10.01 13:39 | modify | 27 | 0.10 | 1.79794 | 1.80173 | 1.79198 | ||
| 114 | 2024.10.01 13:39 | modify | 26 | 0.10 | 1.80094 | 1.80173 | 1.79198 | ||
| 115 | 2024.10.01 13:39 | modify | 25 | 0.10 | 1.80698 | 1.80173 | 1.79198 | ||
| 116 | 2024.10.01 15:32 | t/p | 25 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 105.22 | 1860.01 |
| 117 | 2024.10.01 15:32 | t/p | 26 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 63.68 | 1923.69 |
| 118 | 2024.10.01 15:32 | t/p | 27 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 42.36 | 1966.05 |
| 119 | 2024.10.01 15:32 | t/p | 28 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 37.10 | 2003.15 |
| 120 | 2024.10.03 16:00 | buy | 29 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 121 | 2024.10.03 16:00 | modify | 29 | 0.10 | 1.77474 | 1.76174 | 1.78974 | ||
| 122 | 2024.10.04 05:48 | buy | 30 | 0.10 | 1.78076 | 0.00000 | 0.00000 | ||
| 123 | 2024.10.04 05:48 | modify | 30 | 0.10 | 1.78076 | 1.77624 | 1.78974 | ||
| 124 | 2024.10.04 05:48 | modify | 29 | 0.10 | 1.77474 | 1.77624 | 1.78974 | ||
| 125 | 2024.10.04 06:45 | buy | 31 | 0.10 | 1.78375 | 0.00000 | 0.00000 | ||
| 126 | 2024.10.04 06:45 | modify | 31 | 0.10 | 1.78375 | 1.78149 | 1.78974 | ||
| 127 | 2024.10.04 06:45 | modify | 30 | 0.10 | 1.78076 | 1.78149 | 1.78974 | ||
| 128 | 2024.10.04 06:45 | modify | 29 | 0.10 | 1.77474 | 1.78149 | 1.78974 | ||
| 129 | 2024.10.04 06:57 | buy | 32 | 0.10 | 1.78454 | 0.00000 | 0.00000 | ||
| 130 | 2024.10.04 06:57 | modify | 32 | 0.10 | 1.78454 | 1.77999 | 1.78974 | ||
| 131 | 2024.10.04 06:57 | modify | 31 | 0.10 | 1.78375 | 1.77999 | 1.78974 | ||
| 132 | 2024.10.04 06:57 | modify | 30 | 0.10 | 1.78076 | 1.77999 | 1.78974 | ||
| 133 | 2024.10.04 06:57 | modify | 29 | 0.10 | 1.77474 | 1.77999 | 1.78974 | ||
| 134 | 2024.10.04 12:30 | s/l | 29 | 0.10 | 1.77999 | 1.77999 | 1.78974 | 37.17 | 2040.33 |
| 135 | 2024.10.04 12:30 | s/l | 30 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -5.47 | 2034.86 |
| 136 | 2024.10.04 12:30 | s/l | 31 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -26.72 | 2008.14 |
| 137 | 2024.10.04 12:30 | s/l | 32 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -32.34 | 1975.80 |