Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1918 | Ticks modelled | 24898064 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 536.85 | Gross profit | 651.10 | Gross loss | -114.25 |
| Profit factor | 5.70 | Expected payoff | 26.84 | ||
| Absolute drawdown | 36.71 | Maximal drawdown | 226.42 (2.17%) | Relative drawdown | 2.20% (224.94) |
| Total trades | 20 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 12 (60.00%) | Loss trades (% of total) | 8 (40.00%) | ||
| Largest | profit trade | 109.38 | loss trade | -17.52 | |
| Average | profit trade | 54.26 | loss trade | -14.28 | |
| Maximum | consecutive wins (profit in money) | 9 (522.25) | consecutive losses (loss in money) | 2 (-29.61) | |
| Maximal | consecutive profit (count of wins) | 522.25 (9) | consecutive loss (count of losses) | -29.61 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.19 08:00 | sell | 1 | 0.10 | 1.66472 | 0.00000 | 0.00000 | ||
| 2 | 2023.01.19 08:00 | modify | 1 | 0.10 | 1.66472 | 1.67872 | 1.64972 | ||
| 3 | 2023.01.23 08:25 | sell | 2 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
| 4 | 2023.01.23 08:25 | modify | 2 | 0.10 | 1.65719 | 1.66397 | 1.64972 | ||
| 5 | 2023.01.23 08:25 | modify | 1 | 0.10 | 1.66472 | 1.66397 | 1.64972 | ||
| 6 | 2023.01.23 08:30 | sell | 3 | 0.10 | 1.65644 | 0.00000 | 0.00000 | ||
| 7 | 2023.01.23 08:30 | modify | 3 | 0.10 | 1.65644 | 1.65872 | 1.64972 | ||
| 8 | 2023.01.23 08:30 | modify | 2 | 0.10 | 1.65719 | 1.65872 | 1.64972 | ||
| 9 | 2023.01.23 08:30 | modify | 1 | 0.10 | 1.66472 | 1.65872 | 1.64972 | ||
| 10 | 2023.01.23 10:44 | sell | 4 | 0.10 | 1.65338 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.23 10:44 | modify | 4 | 0.10 | 1.65338 | 1.65947 | 1.64972 | ||
| 12 | 2023.01.23 10:44 | modify | 3 | 0.10 | 1.65644 | 1.65947 | 1.64972 | ||
| 13 | 2023.01.23 10:44 | modify | 2 | 0.10 | 1.65719 | 1.65947 | 1.64972 | ||
| 14 | 2023.01.23 10:44 | modify | 1 | 0.10 | 1.66472 | 1.65947 | 1.64972 | ||
| 15 | 2023.01.24 09:40 | t/p | 1 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 109.38 | 10109.38 |
| 16 | 2023.01.24 09:40 | t/p | 2 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 54.63 | 10164.00 |
| 17 | 2023.01.24 09:40 | t/p | 3 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 49.12 | 10213.12 |
| 18 | 2023.01.24 09:40 | t/p | 4 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 26.60 | 10239.71 |
| 19 | 2023.02.22 08:00 | sell | 5 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
| 20 | 2023.02.22 08:00 | modify | 5 | 0.10 | 1.64013 | 1.65413 | 1.62513 | ||
| 21 | 2023.02.22 17:38 | sell | 6 | 0.10 | 1.63263 | 0.00000 | 0.00000 | ||
| 22 | 2023.02.22 17:38 | modify | 6 | 0.10 | 1.63263 | 1.63938 | 1.62513 | ||
| 23 | 2023.02.22 17:38 | modify | 5 | 0.10 | 1.64013 | 1.63938 | 1.62513 | ||
| 24 | 2023.02.22 21:16 | sell | 7 | 0.10 | 1.63188 | 0.00000 | 0.00000 | ||
| 25 | 2023.02.22 21:16 | modify | 7 | 0.10 | 1.63188 | 1.63413 | 1.62513 | ||
| 26 | 2023.02.22 21:16 | modify | 6 | 0.10 | 1.63263 | 1.63413 | 1.62513 | ||
| 27 | 2023.02.22 21:16 | modify | 5 | 0.10 | 1.64013 | 1.63413 | 1.62513 | ||
| 28 | 2023.02.23 08:44 | sell | 8 | 0.10 | 1.62888 | 0.00000 | 0.00000 | ||
| 29 | 2023.02.23 08:44 | modify | 8 | 0.10 | 1.62888 | 1.63488 | 1.62513 | ||
| 30 | 2023.02.23 08:44 | modify | 7 | 0.10 | 1.63188 | 1.63488 | 1.62513 | ||
| 31 | 2023.02.23 08:44 | modify | 6 | 0.10 | 1.63263 | 1.63488 | 1.62513 | ||
| 32 | 2023.02.23 08:44 | modify | 5 | 0.10 | 1.64013 | 1.63488 | 1.62513 | ||
| 33 | 2023.02.24 21:02 | t/p | 5 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 109.05 | 10348.76 |
| 34 | 2023.02.24 21:02 | t/p | 6 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 53.88 | 10402.64 |
| 35 | 2023.02.24 21:02 | t/p | 7 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 48.36 | 10451.00 |
| 36 | 2023.02.24 21:02 | t/p | 8 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 27.27 | 10478.27 |
| 37 | 2023.04.17 08:00 | buy | 9 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
| 38 | 2023.04.17 08:00 | modify | 9 | 0.10 | 1.65826 | 1.64426 | 1.67326 | ||
| 39 | 2023.04.18 11:50 | buy | 10 | 0.10 | 1.66577 | 0.00000 | 0.00000 | ||
| 40 | 2023.04.18 11:50 | modify | 10 | 0.10 | 1.66577 | 1.65901 | 1.67326 | ||
| 41 | 2023.04.18 11:50 | modify | 9 | 0.10 | 1.65826 | 1.65901 | 1.67326 | ||
| 42 | 2023.04.19 06:00 | buy | 11 | 0.10 | 1.66663 | 0.00000 | 0.00000 | ||
| 43 | 2023.04.19 06:00 | modify | 11 | 0.10 | 1.66663 | 1.66426 | 1.67326 | ||
| 44 | 2023.04.19 06:00 | modify | 10 | 0.10 | 1.66577 | 1.66426 | 1.67326 | ||
| 45 | 2023.04.19 06:00 | modify | 9 | 0.10 | 1.65826 | 1.66426 | 1.67326 | ||
| 46 | 2023.04.19 06:26 | s/l | 9 | 0.10 | 1.66426 | 1.66426 | 1.67326 | 43.99 | 10522.25 |
| 47 | 2023.04.19 06:26 | s/l | 10 | 0.10 | 1.66426 | 1.66426 | 1.67326 | -11.25 | 10511.01 |
| 48 | 2023.04.19 06:26 | s/l | 11 | 0.10 | 1.66426 | 1.66426 | 1.67326 | -17.46 | 10493.55 |
| 49 | 2023.04.26 16:00 | sell | 12 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
| 50 | 2023.04.26 16:00 | modify | 12 | 0.10 | 1.69805 | 1.71205 | 1.68305 | ||
| 51 | 2023.05.01 16:21 | sell | 13 | 0.10 | 1.69055 | 0.00000 | 0.00000 | ||
| 52 | 2023.05.01 16:21 | modify | 13 | 0.10 | 1.69055 | 1.69730 | 1.68305 | ||
| 53 | 2023.05.01 16:21 | modify | 12 | 0.10 | 1.69805 | 1.69730 | 1.68305 | ||
| 54 | 2023.05.02 06:02 | sell | 14 | 0.10 | 1.68975 | 0.00000 | 0.00000 | ||
| 55 | 2023.05.02 06:02 | modify | 14 | 0.10 | 1.68975 | 1.69205 | 1.68305 | ||
| 56 | 2023.05.02 06:02 | modify | 13 | 0.10 | 1.69055 | 1.69205 | 1.68305 | ||
| 57 | 2023.05.02 06:02 | modify | 12 | 0.10 | 1.69805 | 1.69205 | 1.68305 | ||
| 58 | 2023.05.02 06:20 | s/l | 12 | 0.10 | 1.69205 | 1.69205 | 1.68305 | 42.19 | 10535.74 |
| 59 | 2023.05.02 06:20 | s/l | 13 | 0.10 | 1.69205 | 1.69205 | 1.68305 | -11.36 | 10524.37 |
| 60 | 2023.05.02 06:20 | s/l | 14 | 0.10 | 1.69205 | 1.69205 | 1.68305 | -16.92 | 10507.45 |
| 61 | 2023.07.07 16:00 | sell | 15 | 0.10 | 1.70549 | 0.00000 | 0.00000 | ||
| 62 | 2023.07.07 16:00 | modify | 15 | 0.10 | 1.70549 | 1.71949 | 1.69049 | ||
| 63 | 2023.07.10 11:22 | sell | 16 | 0.10 | 1.69799 | 0.00000 | 0.00000 | ||
| 64 | 2023.07.10 11:22 | modify | 16 | 0.10 | 1.69799 | 1.70474 | 1.69049 | ||
| 65 | 2023.07.10 11:22 | modify | 15 | 0.10 | 1.70549 | 1.70474 | 1.69049 | ||
| 66 | 2023.07.10 11:48 | sell | 17 | 0.10 | 1.69723 | 0.00000 | 0.00000 | ||
| 67 | 2023.07.10 11:48 | modify | 17 | 0.10 | 1.69723 | 1.69949 | 1.69049 | ||
| 68 | 2023.07.10 11:48 | modify | 16 | 0.10 | 1.69799 | 1.69949 | 1.69049 | ||
| 69 | 2023.07.10 11:48 | modify | 15 | 0.10 | 1.70549 | 1.69949 | 1.69049 | ||
| 70 | 2023.07.10 13:27 | s/l | 15 | 0.10 | 1.69949 | 1.69949 | 1.69049 | 43.82 | 10551.27 |
| 71 | 2023.07.10 13:27 | s/l | 16 | 0.10 | 1.69949 | 1.69949 | 1.69049 | -11.03 | 10540.24 |
| 72 | 2023.07.10 13:27 | s/l | 17 | 0.10 | 1.69949 | 1.69949 | 1.69049 | -16.62 | 10523.62 |
| 73 | 2023.11.21 08:00 | sell | 18 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
| 74 | 2023.11.21 08:00 | modify | 18 | 0.10 | 1.71857 | 1.73257 | 1.70357 | ||
| 75 | 2023.11.22 17:47 | sell | 19 | 0.10 | 1.71106 | 0.00000 | 0.00000 | ||
| 76 | 2023.11.22 17:47 | modify | 19 | 0.10 | 1.71106 | 1.71782 | 1.70357 | ||
| 77 | 2023.11.22 17:47 | modify | 18 | 0.10 | 1.71857 | 1.71782 | 1.70357 | ||
| 78 | 2023.11.22 18:00 | sell | 20 | 0.10 | 1.71032 | 0.00000 | 0.00000 | ||
| 79 | 2023.11.22 18:00 | modify | 20 | 0.10 | 1.71032 | 1.71257 | 1.70357 | ||
| 80 | 2023.11.22 18:00 | modify | 19 | 0.10 | 1.71106 | 1.71257 | 1.70357 | ||
| 81 | 2023.11.22 18:00 | modify | 18 | 0.10 | 1.71857 | 1.71257 | 1.70357 | ||
| 82 | 2023.11.23 08:30 | s/l | 18 | 0.10 | 1.71257 | 1.71257 | 1.70357 | 42.84 | 10566.46 |
| 83 | 2023.11.23 08:30 | s/l | 19 | 0.10 | 1.71257 | 1.71257 | 1.70357 | -12.08 | 10554.38 |
| 84 | 2023.11.23 08:30 | s/l | 20 | 0.10 | 1.71257 | 1.71257 | 1.70357 | -17.52 | 10536.85 |