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 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 882.05 | Gross profit | 1288.68 | Gross loss | -406.63 |
| Profit factor | 3.17 | Expected payoff | 35.28 | ||
| Absolute drawdown | 156.64 | Maximal drawdown | 187.76 (1.74%) | Relative drawdown | 1.86% (186.68) |
| Total trades | 25 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 110.42 | loss trade | -53.12 | |
| Average | profit trade | 80.54 | loss trade | -45.18 | |
| Maximum | consecutive wins (profit in money) | 7 (562.70) | consecutive losses (loss in money) | 3 (-156.64) | |
| Maximal | consecutive profit (count of wins) | 562.70 (7) | consecutive loss (count of losses) | -156.64 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.01 16:00 | sell | 1 | 0.10 | 1.64725 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.01 16:00 | modify | 1 | 0.10 | 1.64725 | 1.65425 | 1.63225 | ||
| 3 | 2022.12.02 20:00 | s/l | 1 | 0.10 | 1.65425 | 1.65425 | 1.63225 | -51.81 | 9948.19 |
| 4 | 2022.12.06 16:00 | sell | 2 | 0.10 | 1.66754 | 0.00000 | 0.00000 | ||
| 5 | 2022.12.06 16:00 | modify | 2 | 0.10 | 1.66754 | 1.67454 | 1.65254 | ||
| 6 | 2022.12.09 16:00 | s/l | 2 | 0.10 | 1.67454 | 1.67454 | 1.65254 | -53.12 | 9895.06 |
| 7 | 2022.12.15 16:00 | buy | 3 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
| 8 | 2022.12.15 16:00 | modify | 3 | 0.10 | 1.66378 | 1.65678 | 1.67878 | ||
| 9 | 2022.12.16 12:00 | s/l | 3 | 0.10 | 1.65678 | 1.65678 | 1.67878 | -51.70 | 9843.36 |
| 10 | 2022.12.27 16:00 | buy | 4 | 0.10 | 1.62278 | 0.00000 | 0.00000 | ||
| 11 | 2022.12.27 16:00 | modify | 4 | 0.10 | 1.62278 | 1.61578 | 1.63778 | ||
| 12 | 2022.12.28 12:00 | buy | 5 | 0.10 | 1.63198 | 0.00000 | 0.00000 | ||
| 13 | 2022.12.28 12:00 | modify | 5 | 0.10 | 1.63198 | 1.62878 | 1.63778 | ||
| 14 | 2022.12.28 12:00 | modify | 4 | 0.10 | 1.62278 | 1.62878 | 1.63778 | ||
| 15 | 2022.12.28 16:00 | t/p | 4 | 0.10 | 1.63778 | 1.62878 | 1.63778 | 110.42 | 9953.79 |
| 16 | 2022.12.28 16:00 | t/p | 5 | 0.10 | 1.63778 | 1.62878 | 1.63778 | 42.74 | 9996.53 |
| 17 | 2023.01.05 16:00 | buy | 6 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
| 18 | 2023.01.05 16:00 | modify | 6 | 0.10 | 1.61490 | 1.60790 | 1.62990 | ||
| 19 | 2023.01.06 20:00 | buy | 7 | 0.10 | 1.62561 | 0.00000 | 0.00000 | ||
| 20 | 2023.01.06 20:00 | modify | 7 | 0.10 | 1.62561 | 1.62240 | 1.62990 | ||
| 21 | 2023.01.06 20:00 | modify | 6 | 0.10 | 1.61490 | 1.62240 | 1.62990 | ||
| 22 | 2023.01.09 08:00 | t/p | 6 | 0.10 | 1.62990 | 1.62240 | 1.62990 | 110.31 | 10106.83 |
| 23 | 2023.01.09 08:00 | t/p | 7 | 0.10 | 1.62990 | 1.62240 | 1.62990 | 31.49 | 10138.32 |
| 24 | 2023.01.18 12:00 | sell | 8 | 0.10 | 1.65417 | 0.00000 | 0.00000 | ||
| 25 | 2023.01.18 12:00 | modify | 8 | 0.10 | 1.65417 | 1.66117 | 1.63917 | ||
| 26 | 2023.01.18 16:00 | s/l | 8 | 0.10 | 1.66117 | 1.66117 | 1.63917 | -51.50 | 10086.82 |
| 27 | 2023.01.19 12:00 | sell | 9 | 0.10 | 1.66705 | 0.00000 | 0.00000 | ||
| 28 | 2023.01.19 12:00 | modify | 9 | 0.10 | 1.66705 | 1.67405 | 1.65205 | ||
| 29 | 2023.01.20 16:00 | sell | 10 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
| 30 | 2023.01.20 16:00 | modify | 10 | 0.10 | 1.66029 | 1.66630 | 1.65205 | ||
| 31 | 2023.01.20 16:00 | modify | 9 | 0.10 | 1.66705 | 1.66630 | 1.65205 | ||
| 32 | 2023.01.23 12:00 | t/p | 9 | 0.10 | 1.65205 | 1.66630 | 1.65205 | 109.70 | 10196.52 |
| 33 | 2023.01.23 12:00 | t/p | 10 | 0.10 | 1.65205 | 1.66630 | 1.65205 | 60.30 | 10256.82 |
| 34 | 2023.02.09 16:00 | sell | 11 | 0.10 | 1.63245 | 0.00000 | 0.00000 | ||
| 35 | 2023.02.09 16:00 | modify | 11 | 0.10 | 1.63245 | 1.63945 | 1.61745 | ||
| 36 | 2023.02.10 16:00 | t/p | 11 | 0.10 | 1.61745 | 1.63945 | 1.61745 | 110.03 | 10366.85 |
| 37 | 2023.02.10 16:00 | buy | 12 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
| 38 | 2023.02.10 16:00 | modify | 12 | 0.10 | 1.61284 | 1.60584 | 1.62784 | ||
| 39 | 2023.02.13 16:00 | buy | 13 | 0.10 | 1.61985 | 0.00000 | 0.00000 | ||
| 40 | 2023.02.13 16:00 | modify | 13 | 0.10 | 1.61985 | 1.61359 | 1.62784 | ||
| 41 | 2023.02.13 16:00 | modify | 12 | 0.10 | 1.61284 | 1.61359 | 1.62784 | ||
| 42 | 2023.02.14 12:00 | t/p | 12 | 0.10 | 1.62784 | 1.61359 | 1.62784 | 110.31 | 10477.15 |
| 43 | 2023.02.14 12:00 | t/p | 13 | 0.10 | 1.62784 | 1.61359 | 1.62784 | 58.76 | 10535.91 |
| 44 | 2023.02.14 12:00 | sell | 14 | 0.10 | 1.62817 | 0.00000 | 0.00000 | ||
| 45 | 2023.02.14 12:00 | modify | 14 | 0.10 | 1.62817 | 1.63517 | 1.61317 | ||
| 46 | 2023.02.15 16:00 | t/p | 14 | 0.10 | 1.61317 | 1.63517 | 1.61317 | 110.04 | 10645.95 |
| 47 | 2023.02.21 16:00 | sell | 15 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
| 48 | 2023.02.21 16:00 | modify | 15 | 0.10 | 1.63865 | 1.64565 | 1.62365 | ||
| 49 | 2023.02.23 00:00 | sell | 16 | 0.10 | 1.63170 | 0.00000 | 0.00000 | ||
| 50 | 2023.02.23 00:00 | modify | 16 | 0.10 | 1.63170 | 1.63790 | 1.62365 | ||
| 51 | 2023.02.23 00:00 | modify | 15 | 0.10 | 1.63865 | 1.63790 | 1.62365 | ||
| 52 | 2023.02.27 20:00 | s/l | 15 | 0.10 | 1.63790 | 1.63790 | 1.62365 | 3.57 | 10649.52 |
| 53 | 2023.02.27 20:00 | s/l | 16 | 0.10 | 1.63790 | 1.63790 | 1.62365 | -46.26 | 10603.26 |
| 54 | 2023.02.28 16:00 | sell | 17 | 0.10 | 1.64791 | 0.00000 | 0.00000 | ||
| 55 | 2023.02.28 16:00 | modify | 17 | 0.10 | 1.64791 | 1.65491 | 1.63291 | ||
| 56 | 2023.03.01 16:00 | t/p | 17 | 0.10 | 1.63291 | 1.65491 | 1.63291 | 110.03 | 10713.29 |
| 57 | 2023.04.04 16:00 | sell | 18 | 0.10 | 1.68137 | 0.00000 | 0.00000 | ||
| 58 | 2023.04.04 16:00 | modify | 18 | 0.10 | 1.68137 | 1.68837 | 1.66637 | ||
| 59 | 2023.04.14 12:00 | t/p | 18 | 0.10 | 1.66637 | 1.68837 | 1.66637 | 106.46 | 10819.75 |
| 60 | 2023.06.08 16:00 | sell | 19 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
| 61 | 2023.06.08 16:00 | modify | 19 | 0.10 | 1.67858 | 1.68558 | 1.66358 | ||
| 62 | 2023.06.14 16:00 | s/l | 19 | 0.10 | 1.68558 | 1.68558 | 1.66358 | -52.80 | 10766.95 |
| 63 | 2023.07.26 16:00 | sell | 20 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
| 64 | 2023.07.26 16:00 | modify | 20 | 0.10 | 1.70909 | 1.71609 | 1.69409 | ||
| 65 | 2023.07.27 16:00 | t/p | 20 | 0.10 | 1.69409 | 1.71609 | 1.69409 | 109.38 | 10876.32 |
| 66 | 2023.09.14 16:00 | buy | 21 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
| 67 | 2023.09.14 16:00 | modify | 21 | 0.10 | 1.67690 | 1.66990 | 1.69190 | ||
| 68 | 2023.09.18 16:00 | s/l | 21 | 0.10 | 1.66990 | 1.66990 | 1.69190 | -51.81 | 10824.51 |
| 69 | 2023.10.04 16:00 | sell | 22 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
| 70 | 2023.10.04 16:00 | modify | 22 | 0.10 | 1.67008 | 1.67708 | 1.65508 | ||
| 71 | 2023.10.16 12:00 | sell | 23 | 0.10 | 1.65937 | 0.00000 | 0.00000 | ||
| 72 | 2023.10.16 12:00 | modify | 23 | 0.10 | 1.65937 | 1.66258 | 1.65508 | ||
| 73 | 2023.10.16 12:00 | modify | 22 | 0.10 | 1.67008 | 1.66258 | 1.65508 | ||
| 74 | 2023.10.16 20:00 | s/l | 22 | 0.10 | 1.66258 | 1.66258 | 1.65508 | 51.28 | 10875.79 |
| 75 | 2023.10.16 20:00 | s/l | 23 | 0.10 | 1.66258 | 1.66258 | 1.65508 | -23.62 | 10852.17 |
| 76 | 2023.11.14 16:00 | sell | 24 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 77 | 2023.11.14 16:00 | modify | 24 | 0.10 | 1.70959 | 1.71659 | 1.69459 | ||
| 78 | 2023.11.15 20:00 | sell | 25 | 0.10 | 1.69896 | 0.00000 | 0.00000 | ||
| 79 | 2023.11.15 20:00 | modify | 25 | 0.10 | 1.69896 | 1.70209 | 1.69459 | ||
| 80 | 2023.11.15 20:00 | modify | 24 | 0.10 | 1.70959 | 1.70209 | 1.69459 | ||
| 81 | 2023.11.16 16:00 | s/l | 24 | 0.10 | 1.70209 | 1.70209 | 1.69459 | 53.88 | 10906.05 |
| 82 | 2023.11.16 16:00 | s/l | 25 | 0.10 | 1.70209 | 1.70209 | 1.69459 | -24.00 | 10882.05 |