Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=10; 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=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 6512 | Ticks modelled | 21076428 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1001.11 | Gross profit | 1099.27 | Gross loss | -98.16 |
| Profit factor | 11.20 | Expected payoff | 52.69 | ||
| Absolute drawdown | 87.72 | Maximal drawdown | 110.28 (7.03%) | Relative drawdown | 10.74% (109.73) |
| Total trades | 19 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
| Largest | profit trade | 105.48 | loss trade | -82.51 | |
| Average | profit trade | 64.66 | loss trade | -49.08 | |
| Maximum | consecutive wins (profit in money) | 9 (565.72) | consecutive losses (loss in money) | 1 (-82.51) | |
| Maximal | consecutive profit (count of wins) | 565.72 (9) | consecutive loss (count of losses) | -82.51 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 18:00 | sell | 1 | 0.10 | 1.72296 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.04 18:00 | modify | 1 | 0.10 | 1.72296 | 1.73496 | 1.70796 | ||
| 3 | 2024.03.21 13:28 | sell | 2 | 0.10 | 1.71845 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.21 13:28 | modify | 2 | 0.10 | 1.71845 | 1.72071 | 1.70796 | ||
| 5 | 2024.03.21 13:28 | modify | 1 | 0.10 | 1.72296 | 1.72071 | 1.70796 | ||
| 6 | 2024.03.21 13:45 | sell | 3 | 0.10 | 1.71688 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.21 13:45 | modify | 3 | 0.10 | 1.71688 | 1.71921 | 1.70796 | ||
| 8 | 2024.03.21 13:45 | modify | 2 | 0.10 | 1.71845 | 1.71921 | 1.70796 | ||
| 9 | 2024.03.21 13:45 | modify | 1 | 0.10 | 1.72296 | 1.71921 | 1.70796 | ||
| 10 | 2024.03.21 15:44 | sell | 4 | 0.10 | 1.71319 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.21 15:44 | modify | 4 | 0.10 | 1.71319 | 1.71771 | 1.70796 | ||
| 12 | 2024.03.21 15:44 | modify | 3 | 0.10 | 1.71688 | 1.71771 | 1.70796 | ||
| 13 | 2024.03.21 15:44 | modify | 2 | 0.10 | 1.71845 | 1.71771 | 1.70796 | ||
| 14 | 2024.03.21 15:44 | modify | 1 | 0.10 | 1.72296 | 1.71771 | 1.70796 | ||
| 15 | 2024.03.22 08:37 | t/p | 1 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 86.48 | 1086.48 |
| 16 | 2024.03.22 08:37 | t/p | 2 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 72.08 | 1158.56 |
| 17 | 2024.03.22 08:37 | t/p | 3 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 61.16 | 1219.72 |
| 18 | 2024.03.22 08:37 | t/p | 4 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 35.49 | 1255.20 |
| 19 | 2024.09.11 20:00 | buy | 5 | 0.10 | 1.77014 | 0.00000 | 0.00000 | ||
| 20 | 2024.09.11 20:00 | modify | 5 | 0.10 | 1.77014 | 1.75814 | 1.78514 | ||
| 21 | 2024.09.12 13:06 | buy | 6 | 0.10 | 1.77466 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.12 13:06 | modify | 6 | 0.10 | 1.77466 | 1.77239 | 1.78514 | ||
| 23 | 2024.09.12 13:06 | modify | 5 | 0.10 | 1.77014 | 1.77239 | 1.78514 | ||
| 24 | 2024.09.12 13:59 | buy | 7 | 0.10 | 1.77615 | 0.00000 | 0.00000 | ||
| 25 | 2024.09.12 13:59 | modify | 7 | 0.10 | 1.77615 | 1.77389 | 1.78514 | ||
| 26 | 2024.09.12 13:59 | modify | 6 | 0.10 | 1.77466 | 1.77389 | 1.78514 | ||
| 27 | 2024.09.12 13:59 | modify | 5 | 0.10 | 1.77014 | 1.77389 | 1.78514 | ||
| 28 | 2024.09.12 16:10 | buy | 8 | 0.10 | 1.77989 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.12 16:10 | modify | 8 | 0.10 | 1.77989 | 1.77539 | 1.78514 | ||
| 30 | 2024.09.12 16:10 | modify | 7 | 0.10 | 1.77615 | 1.77539 | 1.78514 | ||
| 31 | 2024.09.12 16:10 | modify | 6 | 0.10 | 1.77466 | 1.77539 | 1.78514 | ||
| 32 | 2024.09.12 16:10 | modify | 5 | 0.10 | 1.77014 | 1.77539 | 1.78514 | ||
| 33 | 2024.09.13 06:00 | t/p | 5 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 105.47 | 1360.67 |
| 34 | 2024.09.13 06:00 | t/p | 6 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 73.22 | 1433.89 |
| 35 | 2024.09.13 06:00 | t/p | 7 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 62.85 | 1496.74 |
| 36 | 2024.09.13 06:00 | t/p | 8 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 36.81 | 1533.55 |
| 37 | 2024.10.01 19:00 | buy | 9 | 0.10 | 1.79162 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.01 19:00 | modify | 9 | 0.10 | 1.79162 | 1.77962 | 1.80662 | ||
| 39 | 2024.10.03 06:32 | s/l | 9 | 0.10 | 1.77962 | 1.77962 | 1.80662 | -82.51 | 1451.03 |
| 40 | 2024.10.16 20:00 | buy | 10 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.16 20:00 | modify | 10 | 0.10 | 1.78547 | 1.77347 | 1.80047 | ||
| 42 | 2024.10.17 07:24 | buy | 11 | 0.10 | 1.79000 | 0.00000 | 0.00000 | ||
| 43 | 2024.10.17 07:24 | modify | 11 | 0.10 | 1.79000 | 1.78772 | 1.80047 | ||
| 44 | 2024.10.17 07:24 | modify | 10 | 0.10 | 1.78547 | 1.78772 | 1.80047 | ||
| 45 | 2024.10.17 10:11 | buy | 12 | 0.10 | 1.79147 | 0.00000 | 0.00000 | ||
| 46 | 2024.10.17 10:11 | modify | 12 | 0.10 | 1.79147 | 1.78922 | 1.80047 | ||
| 47 | 2024.10.17 10:11 | modify | 11 | 0.10 | 1.79000 | 1.78922 | 1.80047 | ||
| 48 | 2024.10.17 10:11 | modify | 10 | 0.10 | 1.78547 | 1.78922 | 1.80047 | ||
| 49 | 2024.10.17 17:44 | buy | 13 | 0.10 | 1.79522 | 0.00000 | 0.00000 | ||
| 50 | 2024.10.17 17:44 | modify | 13 | 0.10 | 1.79522 | 1.79072 | 1.80047 | ||
| 51 | 2024.10.17 17:44 | modify | 12 | 0.10 | 1.79147 | 1.79072 | 1.80047 | ||
| 52 | 2024.10.17 17:44 | modify | 11 | 0.10 | 1.79000 | 1.79072 | 1.80047 | ||
| 53 | 2024.10.17 17:44 | modify | 10 | 0.10 | 1.78547 | 1.79072 | 1.80047 | ||
| 54 | 2024.10.18 06:07 | t/p | 10 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 105.48 | 1556.51 |
| 55 | 2024.10.18 06:07 | t/p | 11 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 73.16 | 1629.67 |
| 56 | 2024.10.18 06:07 | t/p | 12 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 62.92 | 1692.59 |
| 57 | 2024.10.18 06:07 | t/p | 13 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 36.82 | 1729.41 |
| 58 | 2024.10.31 18:00 | buy | 14 | 0.10 | 1.79069 | 0.00000 | 0.00000 | ||
| 59 | 2024.10.31 18:00 | modify | 14 | 0.10 | 1.79069 | 1.77869 | 1.80569 | ||
| 60 | 2024.10.31 19:58 | buy | 15 | 0.10 | 1.79523 | 0.00000 | 0.00000 | ||
| 61 | 2024.10.31 19:58 | modify | 15 | 0.10 | 1.79523 | 1.79294 | 1.80569 | ||
| 62 | 2024.10.31 19:58 | modify | 14 | 0.10 | 1.79069 | 1.79294 | 1.80569 | ||
| 63 | 2024.10.31 20:38 | buy | 16 | 0.10 | 1.79670 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.31 20:38 | modify | 16 | 0.10 | 1.79670 | 1.79444 | 1.80569 | ||
| 65 | 2024.10.31 20:38 | modify | 15 | 0.10 | 1.79523 | 1.79444 | 1.80569 | ||
| 66 | 2024.10.31 20:38 | modify | 14 | 0.10 | 1.79069 | 1.79444 | 1.80569 | ||
| 67 | 2024.11.01 12:08 | buy | 17 | 0.10 | 1.80046 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.01 12:08 | modify | 17 | 0.10 | 1.80046 | 1.79594 | 1.80569 | ||
| 69 | 2024.11.01 12:08 | modify | 16 | 0.10 | 1.79670 | 1.79594 | 1.80569 | ||
| 70 | 2024.11.01 12:08 | modify | 15 | 0.10 | 1.79523 | 1.79594 | 1.80569 | ||
| 71 | 2024.11.01 12:08 | modify | 14 | 0.10 | 1.79069 | 1.79594 | 1.80569 | ||
| 72 | 2024.11.01 16:51 | t/p | 14 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 104.70 | 1834.11 |
| 73 | 2024.11.01 16:51 | t/p | 15 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 73.09 | 1907.20 |
| 74 | 2024.11.01 16:51 | t/p | 16 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 62.85 | 1970.05 |
| 75 | 2024.11.01 16:51 | t/p | 17 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 36.41 | 2006.46 |
| 76 | 2024.12.06 20:00 | sell | 18 | 0.10 | 1.80314 | 0.00000 | 0.00000 | ||
| 77 | 2024.12.06 20:00 | modify | 18 | 0.10 | 1.80314 | 1.81514 | 1.78814 | ||
| 78 | 2024.12.12 15:50 | sell | 19 | 0.10 | 1.79864 | 0.00000 | 0.00000 | ||
| 79 | 2024.12.12 15:50 | modify | 19 | 0.10 | 1.79864 | 1.80089 | 1.78814 | ||
| 80 | 2024.12.12 15:50 | modify | 18 | 0.10 | 1.80314 | 1.80089 | 1.78814 | ||
| 81 | 2024.12.12 16:06 | s/l | 18 | 0.10 | 1.80089 | 1.80089 | 1.78814 | 10.30 | 2016.76 |
| 82 | 2024.12.12 16:06 | s/l | 19 | 0.10 | 1.80089 | 1.80089 | 1.78814 | -15.65 | 2001.11 |