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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=19; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 374.95 | Gross profit | 904.78 | Gross loss | -529.83 |
| Profit factor | 1.71 | Expected payoff | 17.04 | ||
| Absolute drawdown | 32.76 | Maximal drawdown | 303.04 (20.24%) | Relative drawdown | 20.24% (303.04) |
| Total trades | 22 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) | ||
| Largest | profit trade | 106.21 | loss trade | -93.08 | |
| Average | profit trade | 69.60 | loss trade | -58.87 | |
| Maximum | consecutive wins (profit in money) | 5 (448.31) | consecutive losses (loss in money) | 4 (-210.76) | |
| Maximal | consecutive profit (count of wins) | 448.31 (5) | consecutive loss (count of losses) | -210.76 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.09 20:00 | buy | 1 | 0.10 | 1.68815 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.09 20:00 | modify | 1 | 0.10 | 1.68815 | 1.67615 | 1.70315 | ||
| 3 | 2023.11.14 08:00 | buy | 2 | 0.10 | 1.69886 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.14 08:00 | modify | 2 | 0.10 | 1.69886 | 1.69490 | 1.70315 | ||
| 5 | 2023.11.14 08:00 | modify | 1 | 0.10 | 1.68815 | 1.69490 | 1.70315 | ||
| 6 | 2023.11.14 16:00 | t/p | 1 | 0.10 | 1.70315 | 1.69490 | 1.70315 | 106.21 | 1106.21 |
| 7 | 2023.11.14 16:00 | t/p | 2 | 0.10 | 1.70315 | 1.69490 | 1.70315 | 30.50 | 1136.71 |
| 8 | 2024.01.03 20:00 | sell | 3 | 0.10 | 1.69121 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.03 20:00 | modify | 3 | 0.10 | 1.69121 | 1.70321 | 1.67621 | ||
| 10 | 2024.01.08 16:00 | s/l | 3 | 0.10 | 1.70321 | 1.70321 | 1.67621 | -87.57 | 1049.14 |
| 11 | 2024.01.19 20:00 | buy | 4 | 0.10 | 1.70614 | 0.00000 | 0.00000 | ||
| 12 | 2024.01.19 20:00 | modify | 4 | 0.10 | 1.70614 | 1.69414 | 1.72114 | ||
| 13 | 2024.01.25 08:00 | t/p | 4 | 0.10 | 1.72114 | 1.69414 | 1.72114 | 105.80 | 1154.94 |
| 14 | 2024.02.15 20:00 | buy | 5 | 0.10 | 1.69705 | 0.00000 | 0.00000 | ||
| 15 | 2024.02.15 20:00 | modify | 5 | 0.10 | 1.69705 | 1.68505 | 1.71205 | ||
| 16 | 2024.02.20 16:00 | t/p | 5 | 0.10 | 1.71205 | 1.68505 | 1.71205 | 106.20 | 1261.14 |
| 17 | 2024.02.29 20:00 | buy | 6 | 0.10 | 1.71281 | 0.00000 | 0.00000 | ||
| 18 | 2024.02.29 20:00 | modify | 6 | 0.10 | 1.71281 | 1.70081 | 1.72781 | ||
| 19 | 2024.03.05 04:00 | buy | 7 | 0.10 | 1.72356 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.05 04:00 | modify | 7 | 0.10 | 1.72356 | 1.71956 | 1.72781 | ||
| 21 | 2024.03.05 04:00 | modify | 6 | 0.10 | 1.71281 | 1.71956 | 1.72781 | ||
| 22 | 2024.03.06 12:00 | t/p | 6 | 0.10 | 1.72781 | 1.71956 | 1.72781 | 106.07 | 1367.21 |
| 23 | 2024.03.06 12:00 | t/p | 7 | 0.10 | 1.72781 | 1.71956 | 1.72781 | 30.06 | 1397.27 |
| 24 | 2024.04.05 20:00 | sell | 8 | 0.10 | 1.71693 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.05 20:00 | modify | 8 | 0.10 | 1.71693 | 1.72893 | 1.70193 | ||
| 26 | 2024.04.19 20:00 | t/p | 8 | 0.10 | 1.70193 | 1.72893 | 1.70193 | 100.18 | 1497.45 |
| 27 | 2024.05.20 20:00 | sell | 9 | 0.10 | 1.73096 | 0.00000 | 0.00000 | ||
| 28 | 2024.05.20 20:00 | modify | 9 | 0.10 | 1.73096 | 1.74296 | 1.71596 | ||
| 29 | 2024.05.23 20:00 | s/l | 9 | 0.10 | 1.74296 | 1.74296 | 1.71596 | -87.57 | 1409.88 |
| 30 | 2024.05.23 20:00 | sell | 10 | 0.10 | 1.74334 | 0.00000 | 0.00000 | ||
| 31 | 2024.05.23 20:00 | modify | 10 | 0.10 | 1.74334 | 1.75534 | 1.72834 | ||
| 32 | 2024.06.11 12:00 | s/l | 10 | 0.10 | 1.75534 | 1.75534 | 1.72834 | -93.08 | 1316.80 |
| 33 | 2024.07.25 20:00 | buy | 11 | 0.10 | 1.77714 | 0.00000 | 0.00000 | ||
| 34 | 2024.07.25 20:00 | modify | 11 | 0.10 | 1.77714 | 1.76514 | 1.79214 | ||
| 35 | 2024.07.29 20:00 | buy | 12 | 0.10 | 1.78257 | 0.00000 | 0.00000 | ||
| 36 | 2024.07.29 20:00 | modify | 12 | 0.10 | 1.78257 | 1.77789 | 1.79214 | ||
| 37 | 2024.07.29 20:00 | modify | 11 | 0.10 | 1.77714 | 1.77789 | 1.79214 | ||
| 38 | 2024.07.30 16:00 | s/l | 11 | 0.10 | 1.77789 | 1.77789 | 1.79214 | 4.92 | 1321.72 |
| 39 | 2024.07.30 16:00 | s/l | 12 | 0.10 | 1.77789 | 1.77789 | 1.79214 | -33.41 | 1288.32 |
| 40 | 2024.08.02 20:00 | sell | 13 | 0.10 | 1.77568 | 0.00000 | 0.00000 | ||
| 41 | 2024.08.02 20:00 | modify | 13 | 0.10 | 1.77568 | 1.78768 | 1.76068 | ||
| 42 | 2024.08.06 00:00 | sell | 14 | 0.10 | 1.76513 | 0.00000 | 0.00000 | ||
| 43 | 2024.08.06 00:00 | modify | 14 | 0.10 | 1.76513 | 1.76893 | 1.76068 | ||
| 44 | 2024.08.06 00:00 | modify | 13 | 0.10 | 1.77568 | 1.76893 | 1.76068 | ||
| 45 | 2024.08.06 12:00 | t/p | 13 | 0.10 | 1.76068 | 1.76893 | 1.76068 | 105.68 | 1394.00 |
| 46 | 2024.08.06 12:00 | t/p | 14 | 0.10 | 1.76068 | 1.76893 | 1.76068 | 31.63 | 1425.63 |
| 47 | 2024.08.15 20:00 | sell | 15 | 0.10 | 1.76534 | 0.00000 | 0.00000 | ||
| 48 | 2024.08.15 20:00 | modify | 15 | 0.10 | 1.76534 | 1.77734 | 1.75034 | ||
| 49 | 2024.08.20 16:00 | s/l | 15 | 0.10 | 1.77734 | 1.77734 | 1.75034 | -86.66 | 1338.97 |
| 50 | 2024.08.21 20:00 | sell | 16 | 0.10 | 1.77965 | 0.00000 | 0.00000 | ||
| 51 | 2024.08.21 20:00 | modify | 16 | 0.10 | 1.77965 | 1.79165 | 1.76465 | ||
| 52 | 2024.08.29 12:00 | sell | 17 | 0.10 | 1.77430 | 0.00000 | 0.00000 | ||
| 53 | 2024.08.29 12:00 | modify | 17 | 0.10 | 1.77430 | 1.77890 | 1.76465 | ||
| 54 | 2024.08.29 12:00 | modify | 16 | 0.10 | 1.77965 | 1.77890 | 1.76465 | ||
| 55 | 2024.09.03 16:00 | s/l | 16 | 0.10 | 1.77890 | 1.77890 | 1.76465 | -0.63 | 1338.34 |
| 56 | 2024.09.03 16:00 | s/l | 17 | 0.10 | 1.77890 | 1.77890 | 1.76465 | -34.07 | 1304.28 |
| 57 | 2024.09.05 20:00 | sell | 18 | 0.10 | 1.77911 | 0.00000 | 0.00000 | ||
| 58 | 2024.09.05 20:00 | modify | 18 | 0.10 | 1.77911 | 1.79111 | 1.76411 | ||
| 59 | 2024.09.16 12:00 | s/l | 18 | 0.10 | 1.79111 | 1.79111 | 1.76411 | -89.41 | 1214.87 |
| 60 | 2024.09.22 20:00 | sell | 19 | 0.10 | 1.80371 | 0.00000 | 0.00000 | ||
| 61 | 2024.09.22 20:00 | modify | 19 | 0.10 | 1.80371 | 1.81571 | 1.78871 | ||
| 62 | 2024.09.25 20:00 | sell | 20 | 0.10 | 1.79545 | 0.00000 | 0.00000 | ||
| 63 | 2024.09.25 20:00 | modify | 20 | 0.10 | 1.79545 | 1.79771 | 1.78871 | ||
| 64 | 2024.09.25 20:00 | modify | 19 | 0.10 | 1.80371 | 1.79771 | 1.78871 | ||
| 65 | 2024.09.26 08:00 | s/l | 19 | 0.10 | 1.79771 | 1.79771 | 1.78871 | 39.89 | 1254.76 |
| 66 | 2024.09.26 08:00 | s/l | 20 | 0.10 | 1.79771 | 1.79771 | 1.78871 | -17.44 | 1237.32 |
| 67 | 2024.10.16 20:00 | buy | 21 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 68 | 2024.10.16 20:00 | modify | 21 | 0.10 | 1.78547 | 1.77347 | 1.80047 | ||
| 69 | 2024.10.17 20:00 | buy | 22 | 0.10 | 1.79601 | 0.00000 | 0.00000 | ||
| 70 | 2024.10.17 20:00 | modify | 22 | 0.10 | 1.79601 | 1.79222 | 1.80047 | ||
| 71 | 2024.10.17 20:00 | modify | 21 | 0.10 | 1.78547 | 1.79222 | 1.80047 | ||
| 72 | 2024.10.18 08:00 | t/p | 21 | 0.10 | 1.80047 | 1.79222 | 1.80047 | 106.07 | 1343.39 |
| 73 | 2024.10.18 08:00 | t/p | 22 | 0.10 | 1.80047 | 1.79222 | 1.80047 | 31.56 | 1374.95 |