Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 282.37 | Gross profit | 986.93 | Gross loss | -704.56 |
| Profit factor | 1.40 | Expected payoff | 10.46 | ||
| Absolute drawdown | 125.14 | Maximal drawdown | 275.65 (23.96%) | Relative drawdown | 23.96% (275.65) |
| Total trades | 27 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 15 (53.33%) |
| Profit trades (% of total) | 14 (51.85%) | Loss trades (% of total) | 13 (48.15%) | ||
| Largest | profit trade | 108.09 | loss trade | -86.25 | |
| Average | profit trade | 70.49 | loss trade | -54.20 | |
| Maximum | consecutive wins (profit in money) | 5 (419.61) | consecutive losses (loss in money) | 3 (-169.56) | |
| Maximal | consecutive profit (count of wins) | 419.61 (5) | consecutive loss (count of losses) | -169.56 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.17 12:00 | sell | 1 | 0.10 | 1.71645 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.17 12:00 | modify | 1 | 0.10 | 1.71645 | 1.72745 | 1.70145 | ||
| 3 | 2024.01.19 12:00 | sell | 2 | 0.10 | 1.70808 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.19 12:00 | modify | 2 | 0.10 | 1.70808 | 1.71120 | 1.70145 | ||
| 5 | 2024.01.19 12:00 | modify | 1 | 0.10 | 1.71645 | 1.71120 | 1.70145 | ||
| 6 | 2024.01.22 16:00 | s/l | 1 | 0.10 | 1.71120 | 1.71120 | 1.70145 | 32.20 | 1032.20 |
| 7 | 2024.01.22 16:00 | s/l | 2 | 0.10 | 1.71120 | 1.71120 | 1.70145 | -22.60 | 1009.59 |
| 8 | 2024.01.24 16:00 | sell | 3 | 0.10 | 1.71978 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.24 16:00 | modify | 3 | 0.10 | 1.71978 | 1.73078 | 1.70478 | ||
| 10 | 2024.01.29 16:00 | t/p | 3 | 0.10 | 1.70478 | 1.73078 | 1.70478 | 100.12 | 1109.71 |
| 11 | 2024.02.20 16:00 | sell | 4 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
| 12 | 2024.02.20 16:00 | modify | 4 | 0.10 | 1.71051 | 1.72151 | 1.69551 | ||
| 13 | 2024.02.29 12:00 | s/l | 4 | 0.10 | 1.72151 | 1.72151 | 1.69551 | -86.25 | 1023.46 |
| 14 | 2024.03.08 16:00 | sell | 5 | 0.10 | 1.73251 | 0.00000 | 0.00000 | ||
| 15 | 2024.03.08 16:00 | modify | 5 | 0.10 | 1.73251 | 1.74351 | 1.71751 | ||
| 16 | 2024.03.18 16:00 | sell | 6 | 0.10 | 1.72403 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.18 16:00 | modify | 6 | 0.10 | 1.72403 | 1.72726 | 1.71751 | ||
| 18 | 2024.03.18 16:00 | modify | 5 | 0.10 | 1.73251 | 1.72726 | 1.71751 | ||
| 19 | 2024.03.19 16:00 | s/l | 5 | 0.10 | 1.72726 | 1.72726 | 1.71751 | 28.70 | 1052.16 |
| 20 | 2024.03.19 16:00 | s/l | 6 | 0.10 | 1.72726 | 1.72726 | 1.71751 | -23.37 | 1028.79 |
| 21 | 2024.03.21 20:00 | buy | 7 | 0.10 | 1.71245 | 0.00000 | 0.00000 | ||
| 22 | 2024.03.21 20:00 | modify | 7 | 0.10 | 1.71245 | 1.70145 | 1.72745 | ||
| 23 | 2024.04.11 08:00 | buy | 8 | 0.10 | 1.71870 | 0.00000 | 0.00000 | ||
| 24 | 2024.04.11 08:00 | modify | 8 | 0.10 | 1.71870 | 1.71695 | 1.72745 | ||
| 25 | 2024.04.11 08:00 | modify | 7 | 0.10 | 1.71245 | 1.71695 | 1.72745 | ||
| 26 | 2024.04.11 12:00 | s/l | 7 | 0.10 | 1.71695 | 1.71695 | 1.72745 | 37.63 | 1066.42 |
| 27 | 2024.04.11 12:00 | s/l | 8 | 0.10 | 1.71695 | 1.71695 | 1.72745 | -12.20 | 1054.22 |
| 28 | 2024.04.19 16:00 | buy | 9 | 0.10 | 1.70422 | 0.00000 | 0.00000 | ||
| 29 | 2024.04.19 16:00 | modify | 9 | 0.10 | 1.70422 | 1.69322 | 1.71922 | ||
| 30 | 2024.04.22 12:00 | s/l | 9 | 0.10 | 1.69322 | 1.69322 | 1.71922 | -76.33 | 977.89 |
| 31 | 2024.04.22 12:00 | buy | 10 | 0.10 | 1.68964 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.22 12:00 | modify | 10 | 0.10 | 1.68964 | 1.67864 | 1.70464 | ||
| 33 | 2024.04.24 16:00 | t/p | 10 | 0.10 | 1.70464 | 1.67864 | 1.70464 | 105.10 | 1082.99 |
| 34 | 2024.06.14 16:00 | buy | 11 | 0.10 | 1.74280 | 0.00000 | 0.00000 | ||
| 35 | 2024.06.14 16:00 | modify | 11 | 0.10 | 1.74280 | 1.73180 | 1.75780 | ||
| 36 | 2024.06.21 00:00 | s/l | 11 | 0.10 | 1.73180 | 1.73180 | 1.75780 | -74.55 | 1008.44 |
| 37 | 2024.07.12 16:00 | sell | 12 | 0.10 | 1.76926 | 0.00000 | 0.00000 | ||
| 38 | 2024.07.12 16:00 | modify | 12 | 0.10 | 1.76926 | 1.78026 | 1.75426 | ||
| 39 | 2024.07.17 12:00 | s/l | 12 | 0.10 | 1.78026 | 1.78026 | 1.75426 | -79.24 | 929.20 |
| 40 | 2024.08.06 16:00 | buy | 13 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 41 | 2024.08.06 16:00 | modify | 13 | 0.10 | 1.75105 | 1.74005 | 1.76605 | ||
| 42 | 2024.08.13 08:00 | buy | 14 | 0.10 | 1.75879 | 0.00000 | 0.00000 | ||
| 43 | 2024.08.13 08:00 | modify | 14 | 0.10 | 1.75879 | 1.75255 | 1.76605 | ||
| 44 | 2024.08.13 08:00 | modify | 13 | 0.10 | 1.75105 | 1.75255 | 1.76605 | ||
| 45 | 2024.08.16 04:00 | t/p | 13 | 0.10 | 1.76605 | 1.75255 | 1.76605 | 108.09 | 1037.29 |
| 46 | 2024.08.16 04:00 | t/p | 14 | 0.10 | 1.76605 | 1.75255 | 1.76605 | 52.08 | 1089.36 |
| 47 | 2024.09.11 16:00 | buy | 15 | 0.10 | 1.77094 | 0.00000 | 0.00000 | ||
| 48 | 2024.09.11 16:00 | modify | 15 | 0.10 | 1.77094 | 1.75994 | 1.78594 | ||
| 49 | 2024.09.12 16:00 | buy | 16 | 0.10 | 1.77854 | 0.00000 | 0.00000 | ||
| 50 | 2024.09.12 16:00 | modify | 16 | 0.10 | 1.77854 | 1.77244 | 1.78594 | ||
| 51 | 2024.09.12 16:00 | modify | 15 | 0.10 | 1.77094 | 1.77244 | 1.78594 | ||
| 52 | 2024.09.13 16:00 | t/p | 15 | 0.10 | 1.78594 | 1.77244 | 1.78594 | 105.71 | 1195.07 |
| 53 | 2024.09.13 16:00 | t/p | 16 | 0.10 | 1.78594 | 1.77244 | 1.78594 | 51.86 | 1246.93 |
| 54 | 2024.09.26 16:00 | sell | 17 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 55 | 2024.09.26 16:00 | modify | 17 | 0.10 | 1.80806 | 1.81906 | 1.79306 | ||
| 56 | 2024.10.01 16:00 | t/p | 17 | 0.10 | 1.79306 | 1.81906 | 1.79306 | 101.88 | 1348.80 |
| 57 | 2024.10.01 16:00 | buy | 18 | 0.10 | 1.79203 | 0.00000 | 0.00000 | ||
| 58 | 2024.10.01 16:00 | modify | 18 | 0.10 | 1.79203 | 1.78103 | 1.80703 | ||
| 59 | 2024.10.03 08:00 | s/l | 18 | 0.10 | 1.78103 | 1.78103 | 1.80703 | -75.44 | 1273.36 |
| 60 | 2024.10.16 20:00 | buy | 19 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 61 | 2024.10.16 20:00 | modify | 19 | 0.10 | 1.78547 | 1.77447 | 1.80047 | ||
| 62 | 2024.10.18 08:00 | t/p | 19 | 0.10 | 1.80047 | 1.77447 | 1.80047 | 105.71 | 1379.07 |
| 63 | 2024.10.31 16:00 | buy | 20 | 0.10 | 1.79226 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.31 16:00 | modify | 20 | 0.10 | 1.79226 | 1.78126 | 1.80726 | ||
| 65 | 2024.11.01 08:00 | buy | 21 | 0.10 | 1.79852 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.01 08:00 | modify | 21 | 0.10 | 1.79852 | 1.79676 | 1.80726 | ||
| 67 | 2024.11.01 08:00 | modify | 20 | 0.10 | 1.79226 | 1.79676 | 1.80726 | ||
| 68 | 2024.11.01 12:00 | s/l | 20 | 0.10 | 1.79676 | 1.79676 | 1.80726 | 31.65 | 1410.72 |
| 69 | 2024.11.01 12:00 | s/l | 21 | 0.10 | 1.79676 | 1.79676 | 1.80726 | -12.26 | 1398.46 |
| 70 | 2024.11.12 16:00 | buy | 22 | 0.10 | 1.77952 | 0.00000 | 0.00000 | ||
| 71 | 2024.11.12 16:00 | modify | 22 | 0.10 | 1.77952 | 1.76852 | 1.79452 | ||
| 72 | 2024.11.19 16:00 | s/l | 22 | 0.10 | 1.76852 | 1.76852 | 1.79452 | -74.55 | 1323.91 |
| 73 | 2024.11.27 16:00 | sell | 23 | 0.10 | 1.77814 | 0.00000 | 0.00000 | ||
| 74 | 2024.11.27 16:00 | modify | 23 | 0.10 | 1.77814 | 1.78914 | 1.76314 | ||
| 75 | 2024.12.04 20:00 | s/l | 23 | 0.10 | 1.78914 | 1.78914 | 1.76314 | -82.75 | 1241.16 |
| 76 | 2024.12.06 16:00 | sell | 24 | 0.10 | 1.80160 | 0.00000 | 0.00000 | ||
| 77 | 2024.12.06 16:00 | modify | 24 | 0.10 | 1.80160 | 1.81260 | 1.78660 | ||
| 78 | 2024.12.13 20:00 | sell | 25 | 0.10 | 1.79547 | 0.00000 | 0.00000 | ||
| 79 | 2024.12.13 20:00 | modify | 25 | 0.10 | 1.79547 | 1.79710 | 1.78660 | ||
| 80 | 2024.12.13 20:00 | modify | 24 | 0.10 | 1.80160 | 1.79710 | 1.78660 | ||
| 81 | 2024.12.15 20:00 | s/l | 24 | 0.10 | 1.79710 | 1.79710 | 1.78660 | 25.23 | 1266.39 |
| 82 | 2024.12.15 20:00 | s/l | 25 | 0.10 | 1.79710 | 1.79710 | 1.78660 | -11.36 | 1255.03 |
| 83 | 2024.12.17 16:00 | sell | 26 | 0.10 | 1.81886 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.17 16:00 | modify | 26 | 0.10 | 1.81886 | 1.82986 | 1.80386 | ||
| 85 | 2024.12.19 16:00 | t/p | 26 | 0.10 | 1.80386 | 1.82986 | 1.80386 | 100.99 | 1356.02 |
| 86 | 2024.12.19 16:00 | buy | 27 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.19 16:00 | modify | 27 | 0.10 | 1.80353 | 1.79253 | 1.81853 | ||
| 88 | 2024.12.31 23:59 | s/l | 27 | 0.10 | 1.79253 | 1.79253 | 1.81853 | -73.65 | 1282.37 |