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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=22; 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 | 340.01 | Gross profit | 552.31 | Gross loss | -212.30 |
| Profit factor | 2.60 | Expected payoff | 20.00 | ||
| Absolute drawdown | 68.39 | Maximal drawdown | 158.55 (1.54%) | Relative drawdown | 1.54% (158.55) |
| Total trades | 17 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
| Largest | profit trade | 103.47 | loss trade | -31.70 | |
| Average | profit trade | 55.23 | loss trade | -30.33 | |
| Maximum | consecutive wins (profit in money) | 5 (333.59) | consecutive losses (loss in money) | 4 (-119.21) | |
| Maximal | consecutive profit (count of wins) | 333.59 (5) | consecutive loss (count of losses) | -119.21 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.02.02 23:00 | buy | 1 | 0.10 | 1.62804 | 0.00000 | 0.00000 | ||
| 2 | 2023.02.02 23:00 | modify | 1 | 0.10 | 1.62804 | 1.62404 | 1.64204 | ||
| 3 | 2023.02.03 14:00 | s/l | 1 | 0.10 | 1.62404 | 1.62404 | 1.64204 | -29.76 | 9970.24 |
| 4 | 2023.02.05 22:00 | buy | 2 | 0.10 | 1.61411 | 0.00000 | 0.00000 | ||
| 5 | 2023.02.05 22:00 | modify | 2 | 0.10 | 1.61411 | 1.61011 | 1.62811 | ||
| 6 | 2023.02.06 12:00 | buy | 3 | 0.10 | 1.61909 | 0.00000 | 0.00000 | ||
| 7 | 2023.02.06 12:00 | modify | 3 | 0.10 | 1.61909 | 1.61481 | 1.62811 | ||
| 8 | 2023.02.06 12:00 | modify | 2 | 0.10 | 1.61411 | 1.61481 | 1.62811 | ||
| 9 | 2023.02.06 17:00 | s/l | 2 | 0.10 | 1.61481 | 1.61481 | 1.62811 | 5.07 | 9975.31 |
| 10 | 2023.02.06 17:00 | s/l | 3 | 0.10 | 1.61481 | 1.61481 | 1.62811 | -31.70 | 9943.61 |
| 11 | 2023.02.12 22:00 | buy | 4 | 0.10 | 1.60933 | 0.00000 | 0.00000 | ||
| 12 | 2023.02.12 22:00 | modify | 4 | 0.10 | 1.60933 | 1.60533 | 1.62333 | ||
| 13 | 2023.02.13 23:00 | buy | 5 | 0.10 | 1.61790 | 0.00000 | 0.00000 | ||
| 14 | 2023.02.13 23:00 | modify | 5 | 0.10 | 1.61790 | 1.61423 | 1.62333 | ||
| 15 | 2023.02.13 23:00 | modify | 4 | 0.10 | 1.60933 | 1.61423 | 1.62333 | ||
| 16 | 2023.02.14 00:00 | buy | 6 | 0.10 | 1.62059 | 0.00000 | 0.00000 | ||
| 17 | 2023.02.14 00:00 | modify | 6 | 0.10 | 1.62059 | 1.61493 | 1.62333 | ||
| 18 | 2023.02.14 00:00 | modify | 5 | 0.10 | 1.61790 | 1.61493 | 1.62333 | ||
| 19 | 2023.02.14 00:00 | modify | 4 | 0.10 | 1.60933 | 1.61493 | 1.62333 | ||
| 20 | 2023.02.14 09:00 | t/p | 4 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 103.47 | 10047.08 |
| 21 | 2023.02.14 09:00 | t/p | 5 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 40.10 | 10087.19 |
| 22 | 2023.02.14 09:00 | t/p | 6 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 20.29 | 10107.48 |
| 23 | 2023.02.26 23:00 | buy | 7 | 0.10 | 1.62498 | 0.00000 | 0.00000 | ||
| 24 | 2023.02.26 23:00 | modify | 7 | 0.10 | 1.62498 | 1.62098 | 1.63898 | ||
| 25 | 2023.02.27 12:00 | buy | 8 | 0.10 | 1.63002 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.27 12:00 | modify | 8 | 0.10 | 1.63002 | 1.62568 | 1.63898 | ||
| 27 | 2023.02.27 12:00 | modify | 7 | 0.10 | 1.62498 | 1.62568 | 1.63898 | ||
| 28 | 2023.02.28 09:00 | t/p | 7 | 0.10 | 1.63898 | 1.62568 | 1.63898 | 103.47 | 10210.95 |
| 29 | 2023.02.28 09:00 | t/p | 8 | 0.10 | 1.63898 | 1.62568 | 1.63898 | 66.25 | 10277.20 |
| 30 | 2023.03.09 23:00 | sell | 9 | 0.10 | 1.64831 | 0.00000 | 0.00000 | ||
| 31 | 2023.03.09 23:00 | modify | 9 | 0.10 | 1.64831 | 1.65231 | 1.63431 | ||
| 32 | 2023.03.10 08:00 | s/l | 9 | 0.10 | 1.65231 | 1.65231 | 1.63431 | -29.96 | 10247.24 |
| 33 | 2023.05.04 22:00 | buy | 10 | 0.10 | 1.70240 | 0.00000 | 0.00000 | ||
| 34 | 2023.05.04 22:00 | modify | 10 | 0.10 | 1.70240 | 1.69840 | 1.71640 | ||
| 35 | 2023.05.05 13:00 | s/l | 10 | 0.10 | 1.69840 | 1.69840 | 1.71640 | -29.75 | 10217.49 |
| 36 | 2023.05.07 22:00 | buy | 11 | 0.10 | 1.68947 | 0.00000 | 0.00000 | ||
| 37 | 2023.05.07 22:00 | modify | 11 | 0.10 | 1.68947 | 1.68547 | 1.70347 | ||
| 38 | 2023.05.08 13:00 | s/l | 11 | 0.10 | 1.68547 | 1.68547 | 1.70347 | -29.75 | 10187.74 |
| 39 | 2023.07.18 22:00 | buy | 12 | 0.10 | 1.71684 | 0.00000 | 0.00000 | ||
| 40 | 2023.07.18 22:00 | modify | 12 | 0.10 | 1.71684 | 1.71284 | 1.73084 | ||
| 41 | 2023.07.19 07:00 | s/l | 12 | 0.10 | 1.71284 | 1.71284 | 1.73084 | -29.75 | 10157.99 |
| 42 | 2023.08.31 23:00 | buy | 13 | 0.10 | 1.71230 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.31 23:00 | modify | 13 | 0.10 | 1.71230 | 1.70830 | 1.72630 | ||
| 44 | 2023.09.04 18:00 | buy | 14 | 0.10 | 1.71727 | 0.00000 | 0.00000 | ||
| 45 | 2023.09.04 18:00 | modify | 14 | 0.10 | 1.71727 | 1.71300 | 1.72630 | ||
| 46 | 2023.09.04 18:00 | modify | 13 | 0.10 | 1.71230 | 1.71300 | 1.72630 | ||
| 47 | 2023.09.04 21:00 | s/l | 13 | 0.10 | 1.71300 | 1.71300 | 1.72630 | 4.94 | 10162.93 |
| 48 | 2023.09.04 21:00 | s/l | 14 | 0.10 | 1.71300 | 1.71300 | 1.72630 | -31.63 | 10131.30 |
| 49 | 2023.09.27 22:00 | buy | 15 | 0.10 | 1.63799 | 0.00000 | 0.00000 | ||
| 50 | 2023.09.27 22:00 | modify | 15 | 0.10 | 1.63799 | 1.63399 | 1.65199 | ||
| 51 | 2023.09.28 09:00 | buy | 16 | 0.10 | 1.64305 | 0.00000 | 0.00000 | ||
| 52 | 2023.09.28 09:00 | modify | 16 | 0.10 | 1.64305 | 1.63869 | 1.65199 | ||
| 53 | 2023.09.28 09:00 | modify | 15 | 0.10 | 1.63799 | 1.63869 | 1.65199 | ||
| 54 | 2023.09.28 11:00 | buy | 17 | 0.10 | 1.64666 | 0.00000 | 0.00000 | ||
| 55 | 2023.09.28 11:00 | modify | 17 | 0.10 | 1.64666 | 1.64289 | 1.65199 | ||
| 56 | 2023.09.28 11:00 | modify | 16 | 0.10 | 1.64305 | 1.64289 | 1.65199 | ||
| 57 | 2023.09.28 11:00 | modify | 15 | 0.10 | 1.63799 | 1.64289 | 1.65199 | ||
| 58 | 2023.09.29 16:00 | t/p | 15 | 0.10 | 1.65199 | 1.64289 | 1.65199 | 103.23 | 10234.54 |
| 59 | 2023.09.29 16:00 | t/p | 16 | 0.10 | 1.65199 | 1.64289 | 1.65199 | 66.11 | 10300.65 |
| 60 | 2023.09.29 16:00 | t/p | 17 | 0.10 | 1.65199 | 1.64289 | 1.65199 | 39.36 | 10340.01 |