Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7222 | Ticks modelled | 13442 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 397.09 | Gross profit | 895.67 | Gross loss | -498.58 |
| Profit factor | 1.80 | Expected payoff | 14.71 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 244.78 (2.34%) | Relative drawdown | 2.34% (244.78) |
| Total trades | 27 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 16 (59.26%) | Loss trades (% of total) | 11 (40.74%) | ||
| Largest | profit trade | 111.11 | loss trade | -84.44 | |
| Average | profit trade | 55.98 | loss trade | -45.33 | |
| Maximum | consecutive wins (profit in money) | 3 (215.68) | consecutive losses (loss in money) | 2 (-110.19) | |
| Maximal | consecutive profit (count of wins) | 215.68 (3) | consecutive loss (count of losses) | -110.19 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 03:00 | sell | 1 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
| 2 | 2023.01.03 03:00 | modify | 1 | 0.10 | 1.63966 | 1.65066 | 1.62466 | ||
| 3 | 2023.01.03 07:00 | sell | 2 | 0.10 | 1.63441 | 0.00000 | 0.00000 | ||
| 4 | 2023.01.03 07:00 | modify | 2 | 0.10 | 1.63441 | 1.63741 | 1.62466 | ||
| 5 | 2023.01.03 07:00 | modify | 1 | 0.10 | 1.63966 | 1.63741 | 1.62466 | ||
| 6 | 2023.01.03 09:00 | t/p | 1 | 0.10 | 1.62466 | 1.63741 | 1.62466 | 111.11 | 10111.11 |
| 7 | 2023.01.03 09:00 | t/p | 2 | 0.10 | 1.62466 | 1.63741 | 1.62466 | 72.22 | 10183.33 |
| 8 | 2023.01.25 19:00 | sell | 3 | 0.10 | 1.65974 | 0.00000 | 0.00000 | ||
| 9 | 2023.01.25 19:00 | modify | 3 | 0.10 | 1.65974 | 1.67074 | 1.64474 | ||
| 10 | 2023.01.26 16:00 | sell | 4 | 0.10 | 1.65143 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.26 16:00 | modify | 4 | 0.10 | 1.65143 | 1.65524 | 1.64474 | ||
| 12 | 2023.01.26 16:00 | modify | 3 | 0.10 | 1.65974 | 1.65524 | 1.64474 | ||
| 13 | 2023.01.26 19:00 | s/l | 3 | 0.10 | 1.65524 | 1.65524 | 1.64474 | 32.35 | 10215.68 |
| 14 | 2023.01.26 19:00 | s/l | 4 | 0.10 | 1.65524 | 1.65524 | 1.64474 | -28.22 | 10187.46 |
| 15 | 2023.01.31 17:00 | buy | 5 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
| 16 | 2023.01.31 17:00 | modify | 5 | 0.10 | 1.64336 | 1.63236 | 1.65836 | ||
| 17 | 2023.02.02 13:00 | s/l | 5 | 0.10 | 1.63236 | 1.63236 | 1.65836 | -81.97 | 10105.50 |
| 18 | 2023.02.10 19:00 | buy | 6 | 0.10 | 1.61107 | 0.00000 | 0.00000 | ||
| 19 | 2023.02.10 19:00 | modify | 6 | 0.10 | 1.61107 | 1.60007 | 1.62607 | ||
| 20 | 2023.02.13 19:00 | buy | 7 | 0.10 | 1.61962 | 0.00000 | 0.00000 | ||
| 21 | 2023.02.13 19:00 | modify | 7 | 0.10 | 1.61962 | 1.61557 | 1.62607 | ||
| 22 | 2023.02.13 19:00 | modify | 6 | 0.10 | 1.61107 | 1.61557 | 1.62607 | ||
| 23 | 2023.02.14 11:00 | t/p | 6 | 0.10 | 1.62607 | 1.61557 | 1.62607 | 110.88 | 10216.38 |
| 24 | 2023.02.14 11:00 | t/p | 7 | 0.10 | 1.62607 | 1.61557 | 1.62607 | 47.66 | 10264.04 |
| 25 | 2023.02.21 15:00 | sell | 8 | 0.10 | 1.63207 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.21 15:00 | modify | 8 | 0.10 | 1.63207 | 1.64307 | 1.61707 | ||
| 27 | 2023.02.24 02:00 | sell | 9 | 0.10 | 1.62654 | 0.00000 | 0.00000 | ||
| 28 | 2023.02.24 02:00 | modify | 9 | 0.10 | 1.62654 | 1.62982 | 1.61707 | ||
| 29 | 2023.02.24 02:00 | modify | 8 | 0.10 | 1.63207 | 1.62982 | 1.61707 | ||
| 30 | 2023.02.24 08:00 | s/l | 8 | 0.10 | 1.62982 | 1.62982 | 1.61707 | 15.02 | 10279.06 |
| 31 | 2023.02.24 08:00 | s/l | 9 | 0.10 | 1.62982 | 1.62982 | 1.61707 | -24.29 | 10254.77 |
| 32 | 2023.05.01 18:00 | buy | 10 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
| 33 | 2023.05.01 18:00 | modify | 10 | 0.10 | 1.69148 | 1.68048 | 1.70648 | ||
| 34 | 2023.05.02 20:00 | buy | 11 | 0.10 | 1.69990 | 0.00000 | 0.00000 | ||
| 35 | 2023.05.02 20:00 | modify | 11 | 0.10 | 1.69990 | 1.69598 | 1.70648 | ||
| 36 | 2023.05.02 20:00 | modify | 10 | 0.10 | 1.69148 | 1.69598 | 1.70648 | ||
| 37 | 2023.05.03 09:00 | t/p | 10 | 0.10 | 1.70648 | 1.69598 | 1.70648 | 110.88 | 10365.66 |
| 38 | 2023.05.03 09:00 | t/p | 11 | 0.10 | 1.70648 | 1.69598 | 1.70648 | 48.62 | 10414.28 |
| 39 | 2023.05.05 14:00 | buy | 12 | 0.10 | 1.69499 | 0.00000 | 0.00000 | ||
| 40 | 2023.05.05 14:00 | modify | 12 | 0.10 | 1.69499 | 1.68399 | 1.70999 | ||
| 41 | 2023.05.11 11:00 | s/l | 12 | 0.10 | 1.68399 | 1.68399 | 1.70999 | -82.20 | 10332.07 |
| 42 | 2023.05.19 17:00 | sell | 13 | 0.10 | 1.68263 | 0.00000 | 0.00000 | ||
| 43 | 2023.05.19 17:00 | modify | 13 | 0.10 | 1.68263 | 1.69363 | 1.66763 | ||
| 44 | 2023.05.23 02:00 | sell | 14 | 0.10 | 1.67725 | 0.00000 | 0.00000 | ||
| 45 | 2023.05.23 02:00 | modify | 14 | 0.10 | 1.67725 | 1.68038 | 1.66763 | ||
| 46 | 2023.05.23 02:00 | modify | 13 | 0.10 | 1.68263 | 1.68038 | 1.66763 | ||
| 47 | 2023.05.24 07:00 | s/l | 13 | 0.10 | 1.68038 | 1.68038 | 1.66763 | 15.67 | 10347.74 |
| 48 | 2023.05.24 07:00 | s/l | 14 | 0.10 | 1.68038 | 1.68038 | 1.66763 | -23.52 | 10324.23 |
| 49 | 2023.07.18 18:00 | buy | 15 | 0.10 | 1.71972 | 0.00000 | 0.00000 | ||
| 50 | 2023.07.18 18:00 | modify | 15 | 0.10 | 1.71972 | 1.70872 | 1.73472 | ||
| 51 | 2023.07.19 07:00 | s/l | 15 | 0.10 | 1.70872 | 1.70872 | 1.73472 | -81.60 | 10242.63 |
| 52 | 2023.07.24 10:00 | buy | 16 | 0.10 | 1.69292 | 0.00000 | 0.00000 | ||
| 53 | 2023.07.24 10:00 | modify | 16 | 0.10 | 1.69292 | 1.68192 | 1.70792 | ||
| 54 | 2023.07.26 13:00 | t/p | 16 | 0.10 | 1.70792 | 1.68192 | 1.70792 | 110.88 | 10353.51 |
| 55 | 2023.08.02 15:00 | buy | 17 | 0.10 | 1.69321 | 0.00000 | 0.00000 | ||
| 56 | 2023.08.02 15:00 | modify | 17 | 0.10 | 1.69321 | 1.68221 | 1.70821 | ||
| 57 | 2023.08.03 04:00 | buy | 18 | 0.10 | 1.69857 | 0.00000 | 0.00000 | ||
| 58 | 2023.08.03 04:00 | modify | 18 | 0.10 | 1.69857 | 1.69546 | 1.70821 | ||
| 59 | 2023.08.03 04:00 | modify | 17 | 0.10 | 1.69321 | 1.69546 | 1.70821 | ||
| 60 | 2023.08.03 06:00 | s/l | 17 | 0.10 | 1.69546 | 1.69546 | 1.70821 | 16.31 | 10369.82 |
| 61 | 2023.08.03 06:00 | s/l | 18 | 0.10 | 1.69546 | 1.69546 | 1.70821 | -23.04 | 10346.78 |
| 62 | 2023.10.04 14:00 | sell | 19 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 63 | 2023.10.04 14:00 | modify | 19 | 0.10 | 1.66875 | 1.67975 | 1.65375 | ||
| 64 | 2023.10.09 09:00 | sell | 20 | 0.10 | 1.66346 | 0.00000 | 0.00000 | ||
| 65 | 2023.10.09 09:00 | modify | 20 | 0.10 | 1.66346 | 1.66650 | 1.65375 | ||
| 66 | 2023.10.09 09:00 | modify | 19 | 0.10 | 1.66875 | 1.66650 | 1.65375 | ||
| 67 | 2023.10.10 09:00 | s/l | 19 | 0.10 | 1.66650 | 1.66650 | 1.65375 | 14.68 | 10361.47 |
| 68 | 2023.10.10 09:00 | s/l | 20 | 0.10 | 1.66650 | 1.66650 | 1.65375 | -22.85 | 10338.62 |
| 69 | 2023.10.13 17:00 | buy | 21 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
| 70 | 2023.10.13 17:00 | modify | 21 | 0.10 | 1.65755 | 1.64655 | 1.67255 | ||
| 71 | 2023.10.16 18:00 | buy | 22 | 0.10 | 1.66295 | 0.00000 | 0.00000 | ||
| 72 | 2023.10.16 18:00 | modify | 22 | 0.10 | 1.66295 | 1.65980 | 1.67255 | ||
| 73 | 2023.10.16 18:00 | modify | 21 | 0.10 | 1.65755 | 1.65980 | 1.67255 | ||
| 74 | 2023.10.16 22:00 | s/l | 21 | 0.10 | 1.65980 | 1.65980 | 1.67255 | 16.54 | 10355.16 |
| 75 | 2023.10.16 22:00 | s/l | 22 | 0.10 | 1.65980 | 1.65980 | 1.67255 | -23.34 | 10331.82 |
| 76 | 2023.11.03 17:00 | sell | 23 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
| 77 | 2023.11.03 17:00 | modify | 23 | 0.10 | 1.69075 | 1.70175 | 1.67575 | ||
| 78 | 2023.11.14 14:00 | s/l | 23 | 0.10 | 1.70175 | 1.70175 | 1.67575 | -84.44 | 10247.37 |
| 79 | 2023.11.15 16:00 | buy | 24 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
| 80 | 2023.11.15 16:00 | modify | 24 | 0.10 | 1.69995 | 1.68895 | 1.71495 | ||
| 81 | 2023.11.19 23:00 | buy | 25 | 0.10 | 1.70842 | 0.00000 | 0.00000 | ||
| 82 | 2023.11.19 23:00 | modify | 25 | 0.10 | 1.70842 | 1.70445 | 1.71495 | ||
| 83 | 2023.11.19 23:00 | modify | 24 | 0.10 | 1.69995 | 1.70445 | 1.71495 | ||
| 84 | 2023.11.20 15:00 | t/p | 24 | 0.10 | 1.71495 | 1.70445 | 1.71495 | 110.53 | 10357.90 |
| 85 | 2023.11.20 15:00 | t/p | 25 | 0.10 | 1.71495 | 1.70445 | 1.71495 | 48.26 | 10406.16 |
| 86 | 2023.11.23 11:00 | sell | 26 | 0.10 | 1.71717 | 0.00000 | 0.00000 | ||
| 87 | 2023.11.23 11:00 | modify | 26 | 0.10 | 1.71717 | 1.72817 | 1.70217 | ||
| 88 | 2023.12.01 01:00 | sell | 27 | 0.10 | 1.71180 | 0.00000 | 0.00000 | ||
| 89 | 2023.12.01 01:00 | modify | 27 | 0.10 | 1.71180 | 1.71492 | 1.70217 | ||
| 90 | 2023.12.01 01:00 | modify | 26 | 0.10 | 1.71717 | 1.71492 | 1.70217 | ||
| 91 | 2023.12.01 19:00 | s/l | 26 | 0.10 | 1.71492 | 1.71492 | 1.70217 | 14.04 | 10420.20 |
| 92 | 2023.12.01 19:00 | s/l | 27 | 0.10 | 1.71492 | 1.71492 | 1.70217 | -23.11 | 10397.09 |