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 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | -38.26 | Gross profit | 874.97 | Gross loss | -913.23 |
| Profit factor | 0.96 | Expected payoff | -1.32 | ||
| Absolute drawdown | 284.49 | Maximal drawdown | 546.82 (43.32%) | Relative drawdown | 43.32% (546.82) |
| Total trades | 29 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 13 (44.83%) | Loss trades (% of total) | 16 (55.17%) | ||
| Largest | profit trade | 99.31 | loss trade | -98.30 | |
| Average | profit trade | 67.31 | loss trade | -57.08 | |
| Maximum | consecutive wins (profit in money) | 4 (248.57) | consecutive losses (loss in money) | 4 (-168.20) | |
| Maximal | consecutive profit (count of wins) | 248.57 (4) | consecutive loss (count of losses) | -192.01 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.02 16:00 | buy | 1 | 0.10 | 1.67889 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.02 16:00 | modify | 1 | 0.10 | 1.67889 | 1.66589 | 1.69289 | ||
| 3 | 2023.11.03 20:00 | t/p | 1 | 0.10 | 1.69289 | 1.66589 | 1.69289 | 99.31 | 1099.31 |
| 4 | 2023.11.22 16:00 | buy | 2 | 0.10 | 1.71272 | 0.00000 | 0.00000 | ||
| 5 | 2023.11.22 16:00 | modify | 2 | 0.10 | 1.71272 | 1.69972 | 1.72672 | ||
| 6 | 2023.11.23 12:00 | buy | 3 | 0.10 | 1.71850 | 0.00000 | 0.00000 | ||
| 7 | 2023.11.23 12:00 | modify | 3 | 0.10 | 1.71850 | 1.71342 | 1.72672 | ||
| 8 | 2023.11.23 12:00 | modify | 2 | 0.10 | 1.71272 | 1.71342 | 1.72672 | ||
| 9 | 2023.11.27 20:00 | buy | 4 | 0.10 | 1.72132 | 0.00000 | 0.00000 | ||
| 10 | 2023.11.27 20:00 | modify | 4 | 0.10 | 1.72132 | 1.71832 | 1.72672 | ||
| 11 | 2023.11.27 20:00 | modify | 3 | 0.10 | 1.71850 | 1.71832 | 1.72672 | ||
| 12 | 2023.11.27 20:00 | modify | 2 | 0.10 | 1.71272 | 1.71832 | 1.72672 | ||
| 13 | 2023.11.28 00:00 | s/l | 2 | 0.10 | 1.71832 | 1.71832 | 1.72672 | 38.97 | 1138.28 |
| 14 | 2023.11.28 00:00 | s/l | 3 | 0.10 | 1.71832 | 1.71832 | 1.72672 | -1.69 | 1136.59 |
| 15 | 2023.11.28 00:00 | s/l | 4 | 0.10 | 1.71832 | 1.71832 | 1.72672 | -21.46 | 1115.14 |
| 16 | 2023.12.15 16:00 | buy | 5 | 0.10 | 1.69834 | 0.00000 | 0.00000 | ||
| 17 | 2023.12.15 16:00 | modify | 5 | 0.10 | 1.69834 | 1.68534 | 1.71234 | ||
| 18 | 2023.12.21 12:00 | s/l | 5 | 0.10 | 1.68534 | 1.68534 | 1.71234 | -93.15 | 1021.98 |
| 19 | 2023.12.26 16:00 | buy | 6 | 0.10 | 1.67831 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.26 16:00 | modify | 6 | 0.10 | 1.67831 | 1.66531 | 1.69231 | ||
| 21 | 2023.12.28 12:00 | t/p | 6 | 0.10 | 1.69231 | 1.66531 | 1.69231 | 98.91 | 1120.89 |
| 22 | 2024.02.08 16:00 | buy | 7 | 0.10 | 1.69737 | 0.00000 | 0.00000 | ||
| 23 | 2024.02.08 16:00 | modify | 7 | 0.10 | 1.69737 | 1.68437 | 1.71137 | ||
| 24 | 2024.02.20 16:00 | t/p | 7 | 0.10 | 1.71137 | 1.68437 | 1.71137 | 98.09 | 1218.99 |
| 25 | 2024.02.20 16:00 | sell | 8 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
| 26 | 2024.02.20 16:00 | modify | 8 | 0.10 | 1.71051 | 1.72351 | 1.69651 | ||
| 27 | 2024.03.04 16:00 | s/l | 8 | 0.10 | 1.72351 | 1.72351 | 1.69651 | -98.30 | 1120.68 |
| 28 | 2024.03.21 16:00 | buy | 9 | 0.10 | 1.71530 | 0.00000 | 0.00000 | ||
| 29 | 2024.03.21 16:00 | modify | 9 | 0.10 | 1.71530 | 1.70230 | 1.72930 | ||
| 30 | 2024.04.02 00:00 | s/l | 9 | 0.10 | 1.70230 | 1.70230 | 1.72930 | -93.71 | 1026.98 |
| 31 | 2024.04.12 16:00 | buy | 10 | 0.10 | 1.71402 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.12 16:00 | modify | 10 | 0.10 | 1.71402 | 1.70102 | 1.72802 | ||
| 33 | 2024.04.16 16:00 | buy | 11 | 0.10 | 1.71966 | 0.00000 | 0.00000 | ||
| 34 | 2024.04.16 16:00 | modify | 11 | 0.10 | 1.71966 | 1.71472 | 1.72802 | ||
| 35 | 2024.04.16 16:00 | modify | 10 | 0.10 | 1.71402 | 1.71472 | 1.72802 | ||
| 36 | 2024.04.17 08:00 | buy | 12 | 0.10 | 1.72103 | 0.00000 | 0.00000 | ||
| 37 | 2024.04.17 08:00 | modify | 12 | 0.10 | 1.72103 | 1.71892 | 1.72802 | ||
| 38 | 2024.04.17 08:00 | modify | 11 | 0.10 | 1.71966 | 1.71892 | 1.72802 | ||
| 39 | 2024.04.17 08:00 | modify | 10 | 0.10 | 1.71402 | 1.71892 | 1.72802 | ||
| 40 | 2024.04.17 16:00 | s/l | 10 | 0.10 | 1.71892 | 1.71892 | 1.72802 | 34.40 | 1061.38 |
| 41 | 2024.04.17 16:00 | s/l | 11 | 0.10 | 1.71892 | 1.71892 | 1.72802 | -5.39 | 1055.99 |
| 42 | 2024.04.17 16:00 | s/l | 12 | 0.10 | 1.71892 | 1.71892 | 1.72802 | -14.99 | 1041.00 |
| 43 | 2024.04.19 16:00 | buy | 13 | 0.10 | 1.70422 | 0.00000 | 0.00000 | ||
| 44 | 2024.04.19 16:00 | modify | 13 | 0.10 | 1.70422 | 1.69122 | 1.71822 | ||
| 45 | 2024.04.22 12:00 | s/l | 13 | 0.10 | 1.69122 | 1.69122 | 1.71822 | -92.49 | 948.52 |
| 46 | 2024.05.02 16:00 | buy | 14 | 0.10 | 1.71344 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.02 16:00 | modify | 14 | 0.10 | 1.71344 | 1.70044 | 1.72744 | ||
| 48 | 2024.05.16 08:00 | t/p | 14 | 0.10 | 1.72744 | 1.70044 | 1.72744 | 97.55 | 1046.07 |
| 49 | 2024.05.17 16:00 | sell | 15 | 0.10 | 1.72947 | 0.00000 | 0.00000 | ||
| 50 | 2024.05.17 16:00 | modify | 15 | 0.10 | 1.72947 | 1.74247 | 1.71547 | ||
| 51 | 2024.05.23 12:00 | s/l | 15 | 0.10 | 1.74247 | 1.74247 | 1.71547 | -95.09 | 950.98 |
| 52 | 2024.06.03 16:00 | sell | 16 | 0.10 | 1.74323 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.03 16:00 | modify | 16 | 0.10 | 1.74323 | 1.75623 | 1.72923 | ||
| 54 | 2024.06.11 12:00 | s/l | 16 | 0.10 | 1.75623 | 1.75623 | 1.72923 | -96.01 | 854.97 |
| 55 | 2024.06.12 16:00 | sell | 17 | 0.10 | 1.75799 | 0.00000 | 0.00000 | ||
| 56 | 2024.06.12 16:00 | modify | 17 | 0.10 | 1.75799 | 1.77099 | 1.74399 | ||
| 57 | 2024.06.14 04:00 | sell | 18 | 0.10 | 1.75228 | 0.00000 | 0.00000 | ||
| 58 | 2024.06.14 04:00 | modify | 18 | 0.10 | 1.75228 | 1.75729 | 1.74399 | ||
| 59 | 2024.06.14 04:00 | modify | 17 | 0.10 | 1.75799 | 1.75729 | 1.74399 | ||
| 60 | 2024.06.14 16:00 | t/p | 17 | 0.10 | 1.74399 | 1.75729 | 1.74399 | 97.61 | 952.57 |
| 61 | 2024.06.14 16:00 | t/p | 18 | 0.10 | 1.74399 | 1.75729 | 1.74399 | 58.88 | 1011.45 |
| 62 | 2024.07.05 16:00 | sell | 19 | 0.10 | 1.74586 | 0.00000 | 0.00000 | ||
| 63 | 2024.07.05 16:00 | modify | 19 | 0.10 | 1.74586 | 1.75886 | 1.73186 | ||
| 64 | 2024.07.11 16:00 | s/l | 19 | 0.10 | 1.75886 | 1.75886 | 1.73186 | -95.09 | 916.36 |
| 65 | 2024.07.24 16:00 | sell | 20 | 0.10 | 1.78133 | 0.00000 | 0.00000 | ||
| 66 | 2024.07.24 16:00 | modify | 20 | 0.10 | 1.78133 | 1.79433 | 1.76733 | ||
| 67 | 2024.07.29 08:00 | sell | 21 | 0.10 | 1.77561 | 0.00000 | 0.00000 | ||
| 68 | 2024.07.29 08:00 | modify | 21 | 0.10 | 1.77561 | 1.78063 | 1.76733 | ||
| 69 | 2024.07.29 08:00 | modify | 20 | 0.10 | 1.78133 | 1.78063 | 1.76733 | ||
| 70 | 2024.07.29 16:00 | s/l | 20 | 0.10 | 1.78063 | 1.78063 | 1.76733 | 2.68 | 919.04 |
| 71 | 2024.07.29 16:00 | s/l | 21 | 0.10 | 1.78063 | 1.78063 | 1.76733 | -35.66 | 883.38 |
| 72 | 2024.08.12 16:00 | sell | 22 | 0.10 | 1.75481 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.12 16:00 | modify | 22 | 0.10 | 1.75481 | 1.76781 | 1.74081 | ||
| 74 | 2024.08.16 08:00 | s/l | 22 | 0.10 | 1.76781 | 1.76781 | 1.74081 | -95.09 | 788.29 |
| 75 | 2024.08.20 16:00 | sell | 23 | 0.10 | 1.77547 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.20 16:00 | modify | 23 | 0.10 | 1.77547 | 1.78847 | 1.76147 | ||
| 77 | 2024.08.30 20:00 | sell | 24 | 0.10 | 1.76970 | 0.00000 | 0.00000 | ||
| 78 | 2024.08.30 20:00 | modify | 24 | 0.10 | 1.76970 | 1.77477 | 1.76147 | ||
| 79 | 2024.08.30 20:00 | modify | 23 | 0.10 | 1.77547 | 1.77477 | 1.76147 | ||
| 80 | 2024.09.02 16:00 | s/l | 23 | 0.10 | 1.77477 | 1.77477 | 1.76147 | -0.98 | 787.31 |
| 81 | 2024.09.02 16:00 | s/l | 24 | 0.10 | 1.77477 | 1.77477 | 1.76147 | -36.47 | 750.84 |
| 82 | 2024.09.11 16:00 | buy | 25 | 0.10 | 1.77094 | 0.00000 | 0.00000 | ||
| 83 | 2024.09.11 16:00 | modify | 25 | 0.10 | 1.77094 | 1.75794 | 1.78494 | ||
| 84 | 2024.09.13 08:00 | t/p | 25 | 0.10 | 1.78494 | 1.75794 | 1.78494 | 98.91 | 849.74 |
| 85 | 2024.10.23 16:00 | buy | 26 | 0.10 | 1.79158 | 0.00000 | 0.00000 | ||
| 86 | 2024.10.23 16:00 | modify | 26 | 0.10 | 1.79158 | 1.77858 | 1.80558 | ||
| 87 | 2024.10.25 12:00 | buy | 27 | 0.10 | 1.79884 | 0.00000 | 0.00000 | ||
| 88 | 2024.10.25 12:00 | modify | 27 | 0.10 | 1.79884 | 1.79648 | 1.80558 | ||
| 89 | 2024.10.25 12:00 | modify | 26 | 0.10 | 1.79158 | 1.79648 | 1.80558 | ||
| 90 | 2024.10.28 16:00 | t/p | 26 | 0.10 | 1.80558 | 1.79648 | 1.80558 | 98.77 | 948.52 |
| 91 | 2024.10.28 16:00 | t/p | 27 | 0.10 | 1.80558 | 1.79648 | 1.80558 | 47.74 | 996.26 |
| 92 | 2024.10.29 16:00 | sell | 28 | 0.10 | 1.80859 | 0.00000 | 0.00000 | ||
| 93 | 2024.10.29 16:00 | modify | 28 | 0.10 | 1.80859 | 1.82159 | 1.79459 | ||
| 94 | 2024.10.30 20:00 | sell | 29 | 0.10 | 1.80278 | 0.00000 | 0.00000 | ||
| 95 | 2024.10.30 20:00 | modify | 29 | 0.10 | 1.80278 | 1.80789 | 1.79459 | ||
| 96 | 2024.10.30 20:00 | modify | 28 | 0.10 | 1.80859 | 1.80789 | 1.79459 | ||
| 97 | 2024.10.31 08:00 | s/l | 28 | 0.10 | 1.80789 | 1.80789 | 1.79459 | 3.15 | 999.41 |
| 98 | 2024.10.31 08:00 | s/l | 29 | 0.10 | 1.80789 | 1.80789 | 1.79459 | -37.67 | 961.74 |