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 21:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157128 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 559.77 | Gross profit | 766.37 | Gross loss | -206.60 |
| Profit factor | 3.71 | Expected payoff | 25.44 | ||
| Absolute drawdown | 35.65 | Maximal drawdown | 144.80 (1.39%) | Relative drawdown | 1.39% (144.80) |
| Total trades | 22 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 103.46 | loss trade | -32.59 | |
| Average | profit trade | 51.09 | loss trade | -29.51 | |
| Maximum | consecutive wins (profit in money) | 8 (459.23) | consecutive losses (loss in money) | 4 (-119.20) | |
| Maximal | consecutive profit (count of wins) | 459.23 (8) | consecutive loss (count of losses) | -119.20 (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 10:45 | buy | 2 | 0.10 | 1.63672 | 0.00000 | 0.00000 | ||
| 4 | 2023.02.03 10:45 | modify | 2 | 0.10 | 1.63672 | 1.63294 | 1.64204 | ||
| 5 | 2023.02.03 10:45 | modify | 1 | 0.10 | 1.62804 | 1.63294 | 1.64204 | ||
| 6 | 2023.02.03 13:40 | s/l | 1 | 0.10 | 1.63294 | 1.63294 | 1.64204 | 36.17 | 10036.17 |
| 7 | 2023.02.03 13:40 | s/l | 2 | 0.10 | 1.63294 | 1.63294 | 1.64204 | -28.00 | 10008.17 |
| 8 | 2023.02.05 22:00 | buy | 3 | 0.10 | 1.61411 | 0.00000 | 0.00000 | ||
| 9 | 2023.02.05 22:00 | modify | 3 | 0.10 | 1.61411 | 1.61011 | 1.62811 | ||
| 10 | 2023.02.06 09:20 | buy | 4 | 0.10 | 1.61921 | 0.00000 | 0.00000 | ||
| 11 | 2023.02.06 09:20 | modify | 4 | 0.10 | 1.61921 | 1.61481 | 1.62811 | ||
| 12 | 2023.02.06 09:20 | modify | 3 | 0.10 | 1.61411 | 1.61481 | 1.62811 | ||
| 13 | 2023.02.06 16:20 | s/l | 3 | 0.10 | 1.61481 | 1.61481 | 1.62811 | 5.06 | 10013.23 |
| 14 | 2023.02.06 16:20 | s/l | 4 | 0.10 | 1.61481 | 1.61481 | 1.62811 | -32.59 | 9980.64 |
| 15 | 2023.02.12 22:00 | buy | 5 | 0.10 | 1.60933 | 0.00000 | 0.00000 | ||
| 16 | 2023.02.12 22:00 | modify | 5 | 0.10 | 1.60933 | 1.60533 | 1.62333 | ||
| 17 | 2023.02.13 14:05 | buy | 6 | 0.10 | 1.61437 | 0.00000 | 0.00000 | ||
| 18 | 2023.02.13 14:05 | modify | 6 | 0.10 | 1.61437 | 1.61003 | 1.62333 | ||
| 19 | 2023.02.13 14:05 | modify | 5 | 0.10 | 1.60933 | 1.61003 | 1.62333 | ||
| 20 | 2023.02.13 15:10 | buy | 7 | 0.10 | 1.61791 | 0.00000 | 0.00000 | ||
| 21 | 2023.02.13 15:10 | modify | 7 | 0.10 | 1.61791 | 1.61423 | 1.62333 | ||
| 22 | 2023.02.13 15:10 | modify | 6 | 0.10 | 1.61437 | 1.61423 | 1.62333 | ||
| 23 | 2023.02.13 15:10 | modify | 5 | 0.10 | 1.60933 | 1.61423 | 1.62333 | ||
| 24 | 2023.02.13 16:20 | buy | 8 | 0.10 | 1.62054 | 0.00000 | 0.00000 | ||
| 25 | 2023.02.13 16:20 | modify | 8 | 0.10 | 1.62054 | 1.61493 | 1.62333 | ||
| 26 | 2023.02.13 16:20 | modify | 7 | 0.10 | 1.61791 | 1.61493 | 1.62333 | ||
| 27 | 2023.02.13 16:20 | modify | 6 | 0.10 | 1.61437 | 1.61493 | 1.62333 | ||
| 28 | 2023.02.13 16:20 | modify | 5 | 0.10 | 1.60933 | 1.61493 | 1.62333 | ||
| 29 | 2023.02.14 08:45 | t/p | 5 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 103.46 | 10084.10 |
| 30 | 2023.02.14 08:45 | t/p | 6 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 66.25 | 10150.36 |
| 31 | 2023.02.14 08:45 | t/p | 7 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 40.03 | 10190.39 |
| 32 | 2023.02.14 08:45 | t/p | 8 | 0.10 | 1.62333 | 1.61493 | 1.62333 | 20.54 | 10210.93 |
| 33 | 2023.02.26 23:00 | buy | 9 | 0.10 | 1.62498 | 0.00000 | 0.00000 | ||
| 34 | 2023.02.26 23:00 | modify | 9 | 0.10 | 1.62498 | 1.62098 | 1.63898 | ||
| 35 | 2023.02.27 11:20 | buy | 10 | 0.10 | 1.63005 | 0.00000 | 0.00000 | ||
| 36 | 2023.02.27 11:20 | modify | 10 | 0.10 | 1.63005 | 1.62568 | 1.63898 | ||
| 37 | 2023.02.27 11:20 | modify | 9 | 0.10 | 1.62498 | 1.62568 | 1.63898 | ||
| 38 | 2023.02.27 16:20 | buy | 11 | 0.10 | 1.63367 | 0.00000 | 0.00000 | ||
| 39 | 2023.02.27 16:20 | modify | 11 | 0.10 | 1.63367 | 1.62988 | 1.63898 | ||
| 40 | 2023.02.27 16:20 | modify | 10 | 0.10 | 1.63005 | 1.62988 | 1.63898 | ||
| 41 | 2023.02.27 16:20 | modify | 9 | 0.10 | 1.62498 | 1.62988 | 1.63898 | ||
| 42 | 2023.02.27 18:40 | buy | 12 | 0.10 | 1.63623 | 0.00000 | 0.00000 | ||
| 43 | 2023.02.27 18:40 | modify | 12 | 0.10 | 1.63623 | 1.63058 | 1.63898 | ||
| 44 | 2023.02.27 18:40 | modify | 11 | 0.10 | 1.63367 | 1.63058 | 1.63898 | ||
| 45 | 2023.02.27 18:40 | modify | 10 | 0.10 | 1.63005 | 1.63058 | 1.63898 | ||
| 46 | 2023.02.27 18:40 | modify | 9 | 0.10 | 1.62498 | 1.63058 | 1.63898 | ||
| 47 | 2023.02.28 08:40 | t/p | 9 | 0.10 | 1.63898 | 1.63058 | 1.63898 | 103.46 | 10314.39 |
| 48 | 2023.02.28 08:40 | t/p | 10 | 0.10 | 1.63898 | 1.63058 | 1.63898 | 66.02 | 10380.41 |
| 49 | 2023.02.28 08:40 | t/p | 11 | 0.10 | 1.63898 | 1.63058 | 1.63898 | 39.21 | 10419.62 |
| 50 | 2023.02.28 08:40 | t/p | 12 | 0.10 | 1.63898 | 1.63058 | 1.63898 | 20.25 | 10439.87 |
| 51 | 2023.03.09 23:00 | sell | 13 | 0.10 | 1.64831 | 0.00000 | 0.00000 | ||
| 52 | 2023.03.09 23:00 | modify | 13 | 0.10 | 1.64831 | 1.65231 | 1.63431 | ||
| 53 | 2023.03.10 07:03 | s/l | 13 | 0.10 | 1.65231 | 1.65231 | 1.63431 | -29.95 | 10409.92 |
| 54 | 2023.05.04 22:00 | buy | 14 | 0.10 | 1.70240 | 0.00000 | 0.00000 | ||
| 55 | 2023.05.04 22:00 | modify | 14 | 0.10 | 1.70240 | 1.69840 | 1.71640 | ||
| 56 | 2023.05.05 12:35 | s/l | 14 | 0.10 | 1.69840 | 1.69840 | 1.71640 | -29.75 | 10380.17 |
| 57 | 2023.05.07 22:00 | buy | 15 | 0.10 | 1.68947 | 0.00000 | 0.00000 | ||
| 58 | 2023.05.07 22:00 | modify | 15 | 0.10 | 1.68947 | 1.68547 | 1.70347 | ||
| 59 | 2023.05.08 12:40 | s/l | 15 | 0.10 | 1.68547 | 1.68547 | 1.70347 | -29.75 | 10350.42 |
| 60 | 2023.07.18 22:00 | buy | 16 | 0.10 | 1.71684 | 0.00000 | 0.00000 | ||
| 61 | 2023.07.18 22:00 | modify | 16 | 0.10 | 1.71684 | 1.71284 | 1.73084 | ||
| 62 | 2023.07.19 06:10 | s/l | 16 | 0.10 | 1.71284 | 1.71284 | 1.73084 | -29.75 | 10320.68 |
| 63 | 2023.08.31 23:00 | buy | 17 | 0.10 | 1.71230 | 0.00000 | 0.00000 | ||
| 64 | 2023.08.31 23:00 | modify | 17 | 0.10 | 1.71230 | 1.70830 | 1.72630 | ||
| 65 | 2023.09.01 12:50 | buy | 18 | 0.10 | 1.72082 | 0.00000 | 0.00000 | ||
| 66 | 2023.09.01 12:50 | modify | 18 | 0.10 | 1.72082 | 1.71720 | 1.72630 | ||
| 67 | 2023.09.01 12:50 | modify | 17 | 0.10 | 1.71230 | 1.71720 | 1.72630 | ||
| 68 | 2023.09.01 12:57 | s/l | 17 | 0.10 | 1.71720 | 1.71720 | 1.72630 | 36.18 | 10356.86 |
| 69 | 2023.09.01 12:57 | s/l | 18 | 0.10 | 1.71720 | 1.71720 | 1.72630 | -26.81 | 10330.05 |
| 70 | 2023.09.27 22:00 | buy | 19 | 0.10 | 1.63799 | 0.00000 | 0.00000 | ||
| 71 | 2023.09.27 22:00 | modify | 19 | 0.10 | 1.63799 | 1.63399 | 1.65199 | ||
| 72 | 2023.09.28 08:10 | buy | 20 | 0.10 | 1.64298 | 0.00000 | 0.00000 | ||
| 73 | 2023.09.28 08:10 | modify | 20 | 0.10 | 1.64298 | 1.63869 | 1.65199 | ||
| 74 | 2023.09.28 08:10 | modify | 19 | 0.10 | 1.63799 | 1.63869 | 1.65199 | ||
| 75 | 2023.09.28 09:32 | buy | 21 | 0.10 | 1.64655 | 0.00000 | 0.00000 | ||
| 76 | 2023.09.28 09:32 | modify | 21 | 0.10 | 1.64655 | 1.64289 | 1.65199 | ||
| 77 | 2023.09.28 09:32 | modify | 20 | 0.10 | 1.64298 | 1.64289 | 1.65199 | ||
| 78 | 2023.09.28 09:32 | modify | 19 | 0.10 | 1.63799 | 1.64289 | 1.65199 | ||
| 79 | 2023.09.29 13:07 | buy | 22 | 0.10 | 1.64933 | 0.00000 | 0.00000 | ||
| 80 | 2023.09.29 13:07 | modify | 22 | 0.10 | 1.64933 | 1.64359 | 1.65199 | ||
| 81 | 2023.09.29 13:07 | modify | 21 | 0.10 | 1.64655 | 1.64359 | 1.65199 | ||
| 82 | 2023.09.29 13:07 | modify | 20 | 0.10 | 1.64298 | 1.64359 | 1.65199 | ||
| 83 | 2023.09.29 13:07 | modify | 19 | 0.10 | 1.63799 | 1.64359 | 1.65199 | ||
| 84 | 2023.09.29 15:45 | t/p | 19 | 0.10 | 1.65199 | 1.64359 | 1.65199 | 103.22 | 10433.27 |
| 85 | 2023.09.29 15:45 | t/p | 20 | 0.10 | 1.65199 | 1.64359 | 1.65199 | 66.62 | 10499.89 |
| 86 | 2023.09.29 15:45 | t/p | 21 | 0.10 | 1.65199 | 1.64359 | 1.65199 | 40.18 | 10540.07 |
| 87 | 2023.09.29 15:45 | t/p | 22 | 0.10 | 1.65199 | 1.64359 | 1.65199 | 19.70 | 10559.77 |