Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 108.38 | Gross profit | 541.93 | Gross loss | -433.55 |
| Profit factor | 1.25 | Expected payoff | 5.42 | ||
| Absolute drawdown | 80.01 | Maximal drawdown | 181.93 (15.47%) | Relative drawdown | 15.47% (181.93) |
| Total trades | 20 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
| Largest | profit trade | 91.81 | loss trade | -96.68 | |
| Average | profit trade | 49.27 | loss trade | -48.17 | |
| Maximum | consecutive wins (profit in money) | 3 (154.77) | consecutive losses (loss in money) | 2 (-124.92) | |
| Maximal | consecutive profit (count of wins) | 154.77 (3) | consecutive loss (count of losses) | -124.92 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 1.72324 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 1.72324 | 1.73624 | 1.71024 | ||
| 3 | 2024.03.22 12:00 | t/p | 1 | 0.10 | 1.71024 | 1.73624 | 1.71024 | 72.56 | 1072.56 |
| 4 | 2024.04.03 20:00 | sell | 2 | 0.10 | 1.71168 | 0.00000 | 0.00000 | ||
| 5 | 2024.04.03 20:00 | modify | 2 | 0.10 | 1.71168 | 1.72468 | 1.69868 | ||
| 6 | 2024.04.22 08:00 | t/p | 2 | 0.10 | 1.69868 | 1.72468 | 1.69868 | 73.47 | 1146.03 |
| 7 | 2024.04.29 20:00 | sell | 3 | 0.10 | 1.71611 | 0.00000 | 0.00000 | ||
| 8 | 2024.04.29 20:00 | modify | 3 | 0.10 | 1.71611 | 1.72911 | 1.70311 | ||
| 9 | 2024.05.12 20:00 | sell | 4 | 0.10 | 1.70958 | 0.00000 | 0.00000 | ||
| 10 | 2024.05.12 20:00 | modify | 4 | 0.10 | 1.70958 | 1.71351 | 1.70311 | ||
| 11 | 2024.05.12 20:00 | modify | 3 | 0.10 | 1.71611 | 1.71351 | 1.70311 | ||
| 12 | 2024.05.13 00:00 | s/l | 3 | 0.10 | 1.71351 | 1.71351 | 1.70311 | 5.57 | 1151.60 |
| 13 | 2024.05.13 00:00 | s/l | 4 | 0.10 | 1.71351 | 1.71351 | 1.70311 | -28.23 | 1123.37 |
| 14 | 2024.05.15 20:00 | sell | 5 | 0.10 | 1.72543 | 0.00000 | 0.00000 | ||
| 15 | 2024.05.15 20:00 | modify | 5 | 0.10 | 1.72543 | 1.73843 | 1.71243 | ||
| 16 | 2024.05.22 08:00 | s/l | 5 | 0.10 | 1.73843 | 1.73843 | 1.71243 | -96.68 | 1026.69 |
| 17 | 2024.05.23 20:00 | sell | 6 | 0.10 | 1.74334 | 0.00000 | 0.00000 | ||
| 18 | 2024.05.23 20:00 | modify | 6 | 0.10 | 1.74334 | 1.75634 | 1.73034 | ||
| 19 | 2024.05.31 08:00 | sell | 7 | 0.10 | 1.73663 | 0.00000 | 0.00000 | ||
| 20 | 2024.05.31 08:00 | modify | 7 | 0.10 | 1.73663 | 1.74074 | 1.73034 | ||
| 21 | 2024.05.31 08:00 | modify | 6 | 0.10 | 1.74334 | 1.74074 | 1.73034 | ||
| 22 | 2024.05.31 12:00 | sell | 8 | 0.10 | 1.73403 | 0.00000 | 0.00000 | ||
| 23 | 2024.05.31 12:00 | modify | 8 | 0.10 | 1.73403 | 1.73814 | 1.73034 | ||
| 24 | 2024.05.31 12:00 | modify | 7 | 0.10 | 1.73663 | 1.73814 | 1.73034 | ||
| 25 | 2024.05.31 12:00 | modify | 6 | 0.10 | 1.74334 | 1.73814 | 1.73034 | ||
| 26 | 2024.05.31 16:00 | s/l | 6 | 0.10 | 1.73814 | 1.73814 | 1.73034 | 29.03 | 1055.72 |
| 27 | 2024.05.31 16:00 | s/l | 7 | 0.10 | 1.73814 | 1.73814 | 1.73034 | -10.50 | 1045.22 |
| 28 | 2024.05.31 16:00 | s/l | 8 | 0.10 | 1.73814 | 1.73814 | 1.73034 | -28.59 | 1016.63 |
| 29 | 2024.06.23 20:00 | buy | 9 | 0.10 | 1.73153 | 0.00000 | 0.00000 | ||
| 30 | 2024.06.23 20:00 | modify | 9 | 0.10 | 1.73153 | 1.71853 | 1.74453 | ||
| 31 | 2024.07.02 12:00 | buy | 10 | 0.10 | 1.73804 | 0.00000 | 0.00000 | ||
| 32 | 2024.07.02 12:00 | modify | 10 | 0.10 | 1.73804 | 1.73413 | 1.74453 | ||
| 33 | 2024.07.02 12:00 | modify | 9 | 0.10 | 1.73153 | 1.73413 | 1.74453 | ||
| 34 | 2024.07.02 16:00 | s/l | 9 | 0.10 | 1.73413 | 1.73413 | 1.74453 | 20.43 | 1037.06 |
| 35 | 2024.07.02 16:00 | s/l | 10 | 0.10 | 1.73413 | 1.73413 | 1.74453 | -27.22 | 1009.84 |
| 36 | 2024.08.23 20:00 | sell | 11 | 0.10 | 1.78472 | 0.00000 | 0.00000 | ||
| 37 | 2024.08.23 20:00 | modify | 11 | 0.10 | 1.78472 | 1.79772 | 1.77172 | ||
| 38 | 2024.08.29 16:00 | t/p | 11 | 0.10 | 1.77172 | 1.79772 | 1.77172 | 85.08 | 1094.92 |
| 39 | 2024.09.09 20:00 | buy | 12 | 0.10 | 1.77350 | 0.00000 | 0.00000 | ||
| 40 | 2024.09.09 20:00 | modify | 12 | 0.10 | 1.77350 | 1.76050 | 1.78650 | ||
| 41 | 2024.09.10 20:00 | buy | 13 | 0.10 | 1.78019 | 0.00000 | 0.00000 | ||
| 42 | 2024.09.10 20:00 | modify | 13 | 0.10 | 1.78019 | 1.77610 | 1.78650 | ||
| 43 | 2024.09.10 20:00 | modify | 12 | 0.10 | 1.77350 | 1.77610 | 1.78650 | ||
| 44 | 2024.09.11 12:00 | s/l | 12 | 0.10 | 1.77610 | 1.77610 | 1.78650 | 18.62 | 1113.54 |
| 45 | 2024.09.11 12:00 | s/l | 13 | 0.10 | 1.77610 | 1.77610 | 1.78650 | -28.22 | 1085.32 |
| 46 | 2024.09.22 20:00 | sell | 14 | 0.10 | 1.80371 | 0.00000 | 0.00000 | ||
| 47 | 2024.09.22 20:00 | modify | 14 | 0.10 | 1.80371 | 1.81671 | 1.79071 | ||
| 48 | 2024.10.01 20:00 | t/p | 14 | 0.10 | 1.79071 | 1.81671 | 1.79071 | 82.39 | 1167.71 |
| 49 | 2024.10.09 20:00 | sell | 15 | 0.10 | 1.79131 | 0.00000 | 0.00000 | ||
| 50 | 2024.10.09 20:00 | modify | 15 | 0.10 | 1.79131 | 1.80431 | 1.77831 | ||
| 51 | 2024.10.15 08:00 | s/l | 15 | 0.10 | 1.80431 | 1.80431 | 1.77831 | -95.79 | 1071.92 |
| 52 | 2024.10.23 20:00 | buy | 16 | 0.10 | 1.78961 | 0.00000 | 0.00000 | ||
| 53 | 2024.10.23 20:00 | modify | 16 | 0.10 | 1.78961 | 1.77661 | 1.80261 | ||
| 54 | 2024.10.25 12:00 | buy | 17 | 0.10 | 1.79884 | 0.00000 | 0.00000 | ||
| 55 | 2024.10.25 12:00 | modify | 17 | 0.10 | 1.79884 | 1.79481 | 1.80261 | ||
| 56 | 2024.10.25 12:00 | modify | 16 | 0.10 | 1.78961 | 1.79481 | 1.80261 | ||
| 57 | 2024.10.28 12:00 | t/p | 16 | 0.10 | 1.80261 | 1.79481 | 1.80261 | 91.81 | 1163.72 |
| 58 | 2024.10.28 12:00 | t/p | 17 | 0.10 | 1.80261 | 1.79481 | 1.80261 | 26.51 | 1190.23 |
| 59 | 2024.12.19 20:00 | buy | 18 | 0.10 | 1.79935 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.19 20:00 | modify | 18 | 0.10 | 1.79935 | 1.78635 | 1.81235 | ||
| 61 | 2024.12.20 20:00 | buy | 19 | 0.10 | 1.80858 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.20 20:00 | modify | 19 | 0.10 | 1.80858 | 1.80455 | 1.81235 | ||
| 63 | 2024.12.20 20:00 | modify | 18 | 0.10 | 1.79935 | 1.80455 | 1.81235 | ||
| 64 | 2024.12.22 20:00 | s/l | 18 | 0.10 | 1.80455 | 1.80455 | 1.81235 | 36.46 | 1226.69 |
| 65 | 2024.12.22 20:00 | s/l | 19 | 0.10 | 1.80455 | 1.80455 | 1.81235 | -28.06 | 1198.63 |
| 66 | 2025.01.12 20:00 | buy | 20 | 0.10 | 1.75881 | 0.00000 | 0.00000 | ||
| 67 | 2025.01.12 20:00 | modify | 20 | 0.10 | 1.75881 | 1.74581 | 1.77181 | ||
| 68 | 2025.01.13 16:00 | s/l | 20 | 0.10 | 1.74581 | 1.74581 | 1.77181 | -90.25 | 1108.38 |