Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 625.93 | Gross profit | 824.10 | Gross loss | -198.17 |
| Profit factor | 4.16 | Expected payoff | 36.82 | ||
| Absolute drawdown | 23.26 | Maximal drawdown | 172.74 (10.03%) | Relative drawdown | 10.03% (172.74) |
| Total trades | 17 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 103.82 | loss trade | -102.77 | |
| Average | profit trade | 68.68 | loss trade | -39.63 | |
| Maximum | consecutive wins (profit in money) | 7 (505.76) | consecutive losses (loss in money) | 3 (-79.27) | |
| Maximal | consecutive profit (count of wins) | 505.76 (7) | consecutive loss (count of losses) | -102.77 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.14 11:00 | buy | 1 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.14 11:00 | modify | 1 | 0.10 | 1.69870 | 1.68470 | 1.71270 | ||
| 3 | 2024.02.20 16:00 | t/p | 1 | 0.10 | 1.71270 | 1.68470 | 1.71270 | 99.32 | 1099.32 |
| 4 | 2024.04.22 13:00 | buy | 2 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 5 | 2024.04.22 13:00 | modify | 2 | 0.10 | 1.69041 | 1.67641 | 1.70441 | ||
| 6 | 2024.04.24 13:00 | t/p | 2 | 0.10 | 1.70441 | 1.67641 | 1.70441 | 98.14 | 1197.46 |
| 7 | 2024.05.31 10:00 | buy | 3 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
| 8 | 2024.05.31 10:00 | modify | 3 | 0.10 | 1.73689 | 1.72289 | 1.75089 | ||
| 9 | 2024.06.03 19:00 | buy | 4 | 0.10 | 1.74677 | 0.00000 | 0.00000 | ||
| 10 | 2024.06.03 19:00 | modify | 4 | 0.10 | 1.74677 | 1.74179 | 1.75089 | ||
| 11 | 2024.06.03 19:00 | modify | 3 | 0.10 | 1.73689 | 1.74179 | 1.75089 | ||
| 12 | 2024.06.03 22:00 | buy | 5 | 0.10 | 1.74554 | 0.00000 | 0.00000 | ||
| 13 | 2024.06.03 22:00 | modify | 5 | 0.10 | 1.74554 | 1.74319 | 1.75089 | ||
| 14 | 2024.06.03 23:00 | modify | 5 | 0.10 | 1.74554 | 1.74179 | 1.75089 | ||
| 15 | 2024.06.05 14:00 | t/p | 3 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 98.43 | 1295.89 |
| 16 | 2024.06.05 14:00 | t/p | 4 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 29.30 | 1325.19 |
| 17 | 2024.06.05 14:00 | t/p | 5 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 37.87 | 1363.06 |
| 18 | 2024.06.20 15:00 | buy | 6 | 0.10 | 1.73720 | 0.00000 | 0.00000 | ||
| 19 | 2024.06.20 15:00 | modify | 6 | 0.10 | 1.73720 | 1.72320 | 1.75120 | ||
| 20 | 2024.07.08 15:00 | t/p | 6 | 0.10 | 1.75120 | 1.72320 | 1.75120 | 102.32 | 1465.37 |
| 21 | 2024.07.17 11:00 | sell | 7 | 0.10 | 1.78106 | 0.00000 | 0.00000 | ||
| 22 | 2024.07.17 11:00 | modify | 7 | 0.10 | 1.78106 | 1.79506 | 1.76706 | ||
| 23 | 2024.07.18 21:00 | sell | 8 | 0.10 | 1.77257 | 0.00000 | 0.00000 | ||
| 24 | 2024.07.18 21:00 | modify | 8 | 0.10 | 1.77257 | 1.77476 | 1.76706 | ||
| 25 | 2024.07.18 21:00 | modify | 7 | 0.10 | 1.78106 | 1.77476 | 1.76706 | ||
| 26 | 2024.07.19 00:00 | s/l | 7 | 0.10 | 1.77476 | 1.77476 | 1.76706 | 40.39 | 1505.76 |
| 27 | 2024.07.19 00:00 | s/l | 8 | 0.10 | 1.77476 | 1.77476 | 1.76706 | -16.13 | 1489.63 |
| 28 | 2024.08.26 15:00 | buy | 9 | 0.10 | 1.77877 | 0.00000 | 0.00000 | ||
| 29 | 2024.08.26 15:00 | modify | 9 | 0.10 | 1.77877 | 1.76477 | 1.79277 | ||
| 30 | 2024.09.13 05:00 | buy | 10 | 0.10 | 1.78516 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.13 05:00 | modify | 10 | 0.10 | 1.78516 | 1.77947 | 1.79277 | ||
| 32 | 2024.09.13 05:00 | modify | 9 | 0.10 | 1.77877 | 1.77947 | 1.79277 | ||
| 33 | 2024.09.16 08:00 | buy | 11 | 0.10 | 1.78879 | 0.00000 | 0.00000 | ||
| 34 | 2024.09.16 08:00 | modify | 11 | 0.10 | 1.78879 | 1.78367 | 1.79277 | ||
| 35 | 2024.09.16 08:00 | modify | 10 | 0.10 | 1.78516 | 1.78367 | 1.79277 | ||
| 36 | 2024.09.16 08:00 | modify | 9 | 0.10 | 1.77877 | 1.78367 | 1.79277 | ||
| 37 | 2024.09.16 13:00 | t/p | 9 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 103.82 | 1593.45 |
| 38 | 2024.09.16 13:00 | t/p | 10 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 53.32 | 1646.77 |
| 39 | 2024.09.16 13:00 | t/p | 11 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 27.73 | 1674.50 |
| 40 | 2024.09.16 15:00 | sell | 12 | 0.10 | 1.79399 | 0.00000 | 0.00000 | ||
| 41 | 2024.09.16 15:00 | modify | 12 | 0.10 | 1.79399 | 1.80799 | 1.77999 | ||
| 42 | 2024.09.20 08:00 | s/l | 12 | 0.10 | 1.80799 | 1.80799 | 1.77999 | -102.77 | 1571.73 |
| 43 | 2024.09.25 10:00 | buy | 13 | 0.10 | 1.79705 | 0.00000 | 0.00000 | ||
| 44 | 2024.09.25 10:00 | modify | 13 | 0.10 | 1.79705 | 1.78305 | 1.81105 | ||
| 45 | 2024.09.30 09:00 | t/p | 13 | 0.10 | 1.81105 | 1.78305 | 1.81105 | 99.03 | 1670.76 |
| 46 | 2024.10.03 11:00 | buy | 14 | 0.10 | 1.77544 | 0.00000 | 0.00000 | ||
| 47 | 2024.10.03 11:00 | modify | 14 | 0.10 | 1.77544 | 1.76144 | 1.78944 | ||
| 48 | 2024.10.04 10:00 | buy | 15 | 0.10 | 1.78542 | 0.00000 | 0.00000 | ||
| 49 | 2024.10.04 10:00 | modify | 15 | 0.10 | 1.78542 | 1.78034 | 1.78944 | ||
| 50 | 2024.10.04 10:00 | modify | 14 | 0.10 | 1.77544 | 1.78034 | 1.78944 | ||
| 51 | 2024.10.04 13:00 | s/l | 14 | 0.10 | 1.78034 | 1.78034 | 1.78944 | 34.44 | 1705.20 |
| 52 | 2024.10.04 13:00 | s/l | 15 | 0.10 | 1.78034 | 1.78034 | 1.78944 | -35.39 | 1669.81 |
| 53 | 2024.12.06 15:00 | sell | 16 | 0.10 | 1.80251 | 0.00000 | 0.00000 | ||
| 54 | 2024.12.06 15:00 | modify | 16 | 0.10 | 1.80251 | 1.81651 | 1.78851 | ||
| 55 | 2024.12.13 18:00 | sell | 17 | 0.10 | 1.79594 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.13 18:00 | modify | 17 | 0.10 | 1.79594 | 1.80181 | 1.78851 | ||
| 57 | 2024.12.13 18:00 | modify | 16 | 0.10 | 1.80251 | 1.80181 | 1.78851 | ||
| 58 | 2024.12.16 10:00 | s/l | 16 | 0.10 | 1.80181 | 1.80181 | 1.78851 | -2.12 | 1667.69 |
| 59 | 2024.12.16 10:00 | s/l | 17 | 0.10 | 1.80181 | 1.80181 | 1.78851 | -41.76 | 1625.93 |