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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=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 | 64.61 | Gross profit | 762.08 | Gross loss | -697.47 |
| Profit factor | 1.09 | Expected payoff | 2.94 | ||
| Absolute drawdown | 139.43 | Maximal drawdown | 312.94 (26.67%) | Relative drawdown | 26.67% (312.94) |
| Total trades | 22 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 12 (54.55%) | Loss trades (% of total) | 10 (45.45%) | ||
| Largest | profit trade | 106.28 | loss trade | -114.16 | |
| Average | profit trade | 63.51 | loss trade | -69.75 | |
| Maximum | consecutive wins (profit in money) | 3 (188.32) | consecutive losses (loss in money) | 3 (-205.72) | |
| Maximal | consecutive profit (count of wins) | 188.32 (3) | consecutive loss (count of losses) | -205.72 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.24 20:00 | sell | 1 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.24 20:00 | modify | 1 | 0.10 | 1.71960 | 1.73260 | 1.70460 | ||
| 3 | 2024.01.29 16:00 | t/p | 1 | 0.10 | 1.70460 | 1.73260 | 1.70460 | 100.11 | 1100.11 |
| 4 | 2024.02.14 00:00 | sell | 2 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
| 5 | 2024.02.14 00:00 | modify | 2 | 0.10 | 1.70786 | 1.72086 | 1.69286 | ||
| 6 | 2024.02.20 12:00 | sell | 3 | 0.10 | 1.69790 | 0.00000 | 0.00000 | ||
| 7 | 2024.02.20 12:00 | modify | 3 | 0.10 | 1.69790 | 1.70261 | 1.69286 | ||
| 8 | 2024.02.20 12:00 | modify | 2 | 0.10 | 1.70786 | 1.70261 | 1.69286 | ||
| 9 | 2024.02.20 16:00 | s/l | 2 | 0.10 | 1.70261 | 1.70261 | 1.69286 | 31.32 | 1131.43 |
| 10 | 2024.02.20 16:00 | s/l | 3 | 0.10 | 1.70261 | 1.70261 | 1.69286 | -32.81 | 1098.62 |
| 11 | 2024.03.22 00:00 | buy | 4 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
| 12 | 2024.03.22 00:00 | modify | 4 | 0.10 | 1.71302 | 1.70002 | 1.72802 | ||
| 13 | 2024.03.26 08:00 | buy | 5 | 0.10 | 1.71923 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.26 08:00 | modify | 5 | 0.10 | 1.71923 | 1.71527 | 1.72802 | ||
| 15 | 2024.03.26 08:00 | modify | 4 | 0.10 | 1.71302 | 1.71527 | 1.72802 | ||
| 16 | 2024.03.26 16:00 | s/l | 4 | 0.10 | 1.71527 | 1.71527 | 1.72802 | 16.27 | 1114.89 |
| 17 | 2024.03.26 16:00 | s/l | 5 | 0.10 | 1.71527 | 1.71527 | 1.72802 | -27.59 | 1087.30 |
| 18 | 2024.06.14 20:00 | buy | 6 | 0.10 | 1.74299 | 0.00000 | 0.00000 | ||
| 19 | 2024.06.14 20:00 | modify | 6 | 0.10 | 1.74299 | 1.72999 | 1.75799 | ||
| 20 | 2024.06.21 12:00 | s/l | 6 | 0.10 | 1.72999 | 1.72999 | 1.75799 | -88.47 | 998.83 |
| 21 | 2024.08.01 12:00 | buy | 7 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.01 12:00 | modify | 7 | 0.10 | 1.76858 | 1.75558 | 1.78358 | ||
| 23 | 2024.08.06 12:00 | s/l | 7 | 0.10 | 1.75558 | 1.75558 | 1.78358 | -89.66 | 909.17 |
| 24 | 2024.08.07 00:00 | buy | 8 | 0.10 | 1.74917 | 0.00000 | 0.00000 | ||
| 25 | 2024.08.07 00:00 | modify | 8 | 0.10 | 1.74917 | 1.73617 | 1.76417 | ||
| 26 | 2024.08.12 16:00 | buy | 9 | 0.10 | 1.75531 | 0.00000 | 0.00000 | ||
| 27 | 2024.08.12 16:00 | modify | 9 | 0.10 | 1.75531 | 1.75142 | 1.76417 | ||
| 28 | 2024.08.12 16:00 | modify | 8 | 0.10 | 1.74917 | 1.75142 | 1.76417 | ||
| 29 | 2024.08.13 20:00 | t/p | 8 | 0.10 | 1.76417 | 1.75142 | 1.76417 | 106.28 | 1015.46 |
| 30 | 2024.08.13 20:00 | t/p | 9 | 0.10 | 1.76417 | 1.75142 | 1.76417 | 62.02 | 1077.47 |
| 31 | 2024.08.20 20:00 | sell | 10 | 0.10 | 1.77522 | 0.00000 | 0.00000 | ||
| 32 | 2024.08.20 20:00 | modify | 10 | 0.10 | 1.77522 | 1.78822 | 1.76022 | ||
| 33 | 2024.09.16 08:00 | s/l | 10 | 0.10 | 1.78822 | 1.78822 | 1.76022 | -114.16 | 963.31 |
| 34 | 2024.09.16 20:00 | sell | 11 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.16 20:00 | modify | 11 | 0.10 | 1.79493 | 1.80793 | 1.77993 | ||
| 36 | 2024.09.18 04:00 | sell | 12 | 0.10 | 1.78881 | 0.00000 | 0.00000 | ||
| 37 | 2024.09.18 04:00 | modify | 12 | 0.10 | 1.78881 | 1.79268 | 1.77993 | ||
| 38 | 2024.09.18 04:00 | modify | 11 | 0.10 | 1.79493 | 1.79268 | 1.77993 | ||
| 39 | 2024.09.18 08:00 | s/l | 11 | 0.10 | 1.79268 | 1.79268 | 1.77993 | 13.93 | 977.25 |
| 40 | 2024.09.18 08:00 | s/l | 12 | 0.10 | 1.79268 | 1.79268 | 1.77993 | -26.95 | 950.30 |
| 41 | 2024.09.26 20:00 | sell | 13 | 0.10 | 1.80698 | 0.00000 | 0.00000 | ||
| 42 | 2024.09.26 20:00 | modify | 13 | 0.10 | 1.80698 | 1.81998 | 1.79198 | ||
| 43 | 2024.10.01 16:00 | t/p | 13 | 0.10 | 1.79198 | 1.81998 | 1.79198 | 101.86 | 1052.15 |
| 44 | 2024.10.03 16:00 | buy | 14 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 45 | 2024.10.03 16:00 | modify | 14 | 0.10 | 1.77474 | 1.76174 | 1.78974 | ||
| 46 | 2024.10.04 08:00 | buy | 15 | 0.10 | 1.78453 | 0.00000 | 0.00000 | ||
| 47 | 2024.10.04 08:00 | modify | 15 | 0.10 | 1.78453 | 1.77999 | 1.78974 | ||
| 48 | 2024.10.04 08:00 | modify | 14 | 0.10 | 1.77474 | 1.77999 | 1.78974 | ||
| 49 | 2024.10.04 16:00 | s/l | 14 | 0.10 | 1.77999 | 1.77999 | 1.78974 | 36.87 | 1089.02 |
| 50 | 2024.10.04 16:00 | s/l | 15 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -31.63 | 1057.39 |
| 51 | 2024.11.19 20:00 | buy | 16 | 0.10 | 1.77069 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.19 20:00 | modify | 16 | 0.10 | 1.77069 | 1.75769 | 1.78569 | ||
| 53 | 2024.11.21 20:00 | s/l | 16 | 0.10 | 1.75769 | 1.75769 | 1.78569 | -89.36 | 968.03 |
| 54 | 2024.11.22 00:00 | buy | 17 | 0.10 | 1.76020 | 0.00000 | 0.00000 | ||
| 55 | 2024.11.22 00:00 | modify | 17 | 0.10 | 1.76020 | 1.74720 | 1.77520 | ||
| 56 | 2024.11.26 16:00 | t/p | 17 | 0.10 | 1.77520 | 1.74720 | 1.77520 | 105.10 | 1073.13 |
| 57 | 2024.11.27 20:00 | sell | 18 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.27 20:00 | modify | 18 | 0.10 | 1.77796 | 1.79096 | 1.76296 | ||
| 59 | 2024.12.05 12:00 | s/l | 18 | 0.10 | 1.79096 | 1.79096 | 1.76296 | -99.29 | 973.83 |
| 60 | 2024.12.09 00:00 | sell | 19 | 0.10 | 1.80349 | 0.00000 | 0.00000 | ||
| 61 | 2024.12.09 00:00 | modify | 19 | 0.10 | 1.80349 | 1.81649 | 1.78849 | ||
| 62 | 2024.12.17 16:00 | s/l | 19 | 0.10 | 1.81649 | 1.81649 | 1.78849 | -97.55 | 876.29 |
| 63 | 2024.12.17 20:00 | sell | 20 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.17 20:00 | modify | 20 | 0.10 | 1.81863 | 1.83163 | 1.80363 | ||
| 65 | 2024.12.19 16:00 | t/p | 20 | 0.10 | 1.80363 | 1.83163 | 1.80363 | 100.98 | 977.27 |
| 66 | 2024.12.29 20:00 | sell | 21 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.29 20:00 | modify | 21 | 0.10 | 1.81113 | 1.82413 | 1.79613 | ||
| 68 | 2024.12.31 16:00 | sell | 22 | 0.10 | 1.80120 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.31 16:00 | modify | 22 | 0.10 | 1.80120 | 1.80588 | 1.79613 | ||
| 70 | 2024.12.31 16:00 | modify | 21 | 0.10 | 1.81113 | 1.80588 | 1.79613 | ||
| 71 | 2024.12.31 23:59 | close at stop | 22 | 0.10 | 1.79977 | 1.80588 | 1.79613 | 9.96 | 987.23 |
| 72 | 2024.12.31 23:59 | close at stop | 21 | 0.10 | 1.79977 | 1.80588 | 1.79613 | 77.38 | 1064.61 |