Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7247 | Ticks modelled | 13493 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 429.28 | Gross profit | 921.51 | Gross loss | -492.23 |
| Profit factor | 1.87 | Expected payoff | 14.31 | ||
| Absolute drawdown | 28.45 | Maximal drawdown | 367.32 (3.48%) | Relative drawdown | 3.48% (367.32) |
| Total trades | 30 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 17 (52.94%) |
| Profit trades (% of total) | 17 (56.67%) | Loss trades (% of total) | 13 (43.33%) | ||
| Largest | profit trade | 110.55 | loss trade | -106.29 | |
| Average | profit trade | 54.21 | loss trade | -37.86 | |
| Maximum | consecutive wins (profit in money) | 5 (333.56) | consecutive losses (loss in money) | 3 (-219.14) | |
| Maximal | consecutive profit (count of wins) | 333.56 (5) | consecutive loss (count of losses) | -219.14 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.22 10:00 | sell | 1 | 0.10 | 1.68255 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.22 10:00 | modify | 1 | 0.10 | 1.68255 | 1.69655 | 1.66755 | ||
| 3 | 2023.03.30 10:00 | sell | 2 | 0.10 | 1.67199 | 0.00000 | 0.00000 | ||
| 4 | 2023.03.30 10:00 | modify | 2 | 0.10 | 1.67199 | 1.67655 | 1.66755 | ||
| 5 | 2023.03.30 10:00 | modify | 1 | 0.10 | 1.68255 | 1.67655 | 1.66755 | ||
| 6 | 2023.03.30 13:00 | s/l | 1 | 0.10 | 1.67655 | 1.67655 | 1.66755 | 40.99 | 10040.99 |
| 7 | 2023.03.30 13:00 | s/l | 2 | 0.10 | 1.67655 | 1.67655 | 1.66755 | -33.66 | 10007.33 |
| 8 | 2023.05.01 18:00 | buy | 3 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
| 9 | 2023.05.01 18:00 | modify | 3 | 0.10 | 1.69148 | 1.67748 | 1.70648 | ||
| 10 | 2023.05.02 20:00 | buy | 4 | 0.10 | 1.69990 | 0.00000 | 0.00000 | ||
| 11 | 2023.05.02 20:00 | modify | 4 | 0.10 | 1.69990 | 1.69598 | 1.70648 | ||
| 12 | 2023.05.02 20:00 | modify | 3 | 0.10 | 1.69148 | 1.69598 | 1.70648 | ||
| 13 | 2023.05.03 07:00 | buy | 5 | 0.10 | 1.70213 | 0.00000 | 0.00000 | ||
| 14 | 2023.05.03 07:00 | modify | 5 | 0.10 | 1.70213 | 1.69748 | 1.70648 | ||
| 15 | 2023.05.03 07:00 | modify | 4 | 0.10 | 1.69990 | 1.69748 | 1.70648 | ||
| 16 | 2023.05.03 07:00 | modify | 3 | 0.10 | 1.69148 | 1.69748 | 1.70648 | ||
| 17 | 2023.05.03 09:00 | t/p | 3 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 110.55 | 10117.88 |
| 18 | 2023.05.03 09:00 | t/p | 4 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 48.48 | 10166.36 |
| 19 | 2023.05.03 09:00 | t/p | 5 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 32.13 | 10198.49 |
| 20 | 2023.05.03 10:00 | sell | 6 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
| 21 | 2023.05.03 10:00 | modify | 6 | 0.10 | 1.70499 | 1.71899 | 1.68999 | ||
| 22 | 2023.05.07 21:00 | t/p | 6 | 0.10 | 1.68999 | 1.71899 | 1.68999 | 109.39 | 10307.88 |
| 23 | 2023.05.18 10:00 | buy | 7 | 0.10 | 1.67653 | 0.00000 | 0.00000 | ||
| 24 | 2023.05.18 10:00 | modify | 7 | 0.10 | 1.67653 | 1.66253 | 1.69153 | ||
| 25 | 2023.05.22 02:00 | buy | 8 | 0.10 | 1.68278 | 0.00000 | 0.00000 | ||
| 26 | 2023.05.22 02:00 | modify | 8 | 0.10 | 1.68278 | 1.68103 | 1.69153 | ||
| 27 | 2023.05.22 02:00 | modify | 7 | 0.10 | 1.67653 | 1.68103 | 1.69153 | ||
| 28 | 2023.05.22 03:00 | s/l | 7 | 0.10 | 1.68103 | 1.68103 | 1.69153 | 33.00 | 10340.89 |
| 29 | 2023.05.22 03:00 | s/l | 8 | 0.10 | 1.68103 | 1.68103 | 1.69153 | -12.92 | 10327.97 |
| 30 | 2023.06.02 18:00 | buy | 9 | 0.10 | 1.67397 | 0.00000 | 0.00000 | ||
| 31 | 2023.06.02 18:00 | modify | 9 | 0.10 | 1.67397 | 1.65997 | 1.68897 | ||
| 32 | 2023.06.15 14:00 | t/p | 9 | 0.10 | 1.68897 | 1.65997 | 1.68897 | 109.24 | 10437.21 |
| 33 | 2023.07.12 12:00 | buy | 10 | 0.10 | 1.70728 | 0.00000 | 0.00000 | ||
| 34 | 2023.07.12 12:00 | modify | 10 | 0.10 | 1.70728 | 1.69328 | 1.72228 | ||
| 35 | 2023.07.12 23:00 | buy | 11 | 0.10 | 1.71341 | 0.00000 | 0.00000 | ||
| 36 | 2023.07.12 23:00 | modify | 11 | 0.10 | 1.71341 | 1.71178 | 1.72228 | ||
| 37 | 2023.07.12 23:00 | modify | 10 | 0.10 | 1.70728 | 1.71178 | 1.72228 | ||
| 38 | 2023.07.13 07:00 | s/l | 10 | 0.10 | 1.71178 | 1.71178 | 1.72228 | 32.88 | 10470.09 |
| 39 | 2023.07.13 07:00 | s/l | 11 | 0.10 | 1.71178 | 1.71178 | 1.72228 | -12.40 | 10457.70 |
| 40 | 2023.07.20 12:00 | buy | 12 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
| 41 | 2023.07.20 12:00 | modify | 12 | 0.10 | 1.69349 | 1.67949 | 1.70849 | ||
| 42 | 2023.07.21 20:00 | buy | 13 | 0.10 | 1.69951 | 0.00000 | 0.00000 | ||
| 43 | 2023.07.21 20:00 | modify | 13 | 0.10 | 1.69951 | 1.69799 | 1.70849 | ||
| 44 | 2023.07.21 20:00 | modify | 12 | 0.10 | 1.69349 | 1.69799 | 1.70849 | ||
| 45 | 2023.07.23 21:00 | s/l | 12 | 0.10 | 1.69799 | 1.69799 | 1.70849 | 33.11 | 10490.81 |
| 46 | 2023.07.23 21:00 | s/l | 13 | 0.10 | 1.69799 | 1.69799 | 1.70849 | -11.23 | 10479.58 |
| 47 | 2023.07.31 17:00 | buy | 14 | 0.10 | 1.69309 | 0.00000 | 0.00000 | ||
| 48 | 2023.07.31 17:00 | modify | 14 | 0.10 | 1.69309 | 1.67909 | 1.70809 | ||
| 49 | 2023.08.02 05:00 | buy | 15 | 0.10 | 1.69914 | 0.00000 | 0.00000 | ||
| 50 | 2023.08.02 05:00 | modify | 15 | 0.10 | 1.69914 | 1.69759 | 1.70809 | ||
| 51 | 2023.08.02 05:00 | modify | 14 | 0.10 | 1.69309 | 1.69759 | 1.70809 | ||
| 52 | 2023.08.02 07:00 | s/l | 14 | 0.10 | 1.69759 | 1.69759 | 1.70809 | 32.99 | 10512.57 |
| 53 | 2023.08.02 07:00 | s/l | 15 | 0.10 | 1.69759 | 1.69759 | 1.70809 | -11.45 | 10501.12 |
| 54 | 2023.08.31 20:00 | buy | 16 | 0.10 | 1.71223 | 0.00000 | 0.00000 | ||
| 55 | 2023.08.31 20:00 | modify | 16 | 0.10 | 1.71223 | 1.69823 | 1.72723 | ||
| 56 | 2023.09.05 04:00 | buy | 17 | 0.10 | 1.71829 | 0.00000 | 0.00000 | ||
| 57 | 2023.09.05 04:00 | modify | 17 | 0.10 | 1.71829 | 1.71673 | 1.72723 | ||
| 58 | 2023.09.05 04:00 | modify | 16 | 0.10 | 1.71223 | 1.71673 | 1.72723 | ||
| 59 | 2023.09.05 07:00 | s/l | 16 | 0.10 | 1.71673 | 1.71673 | 1.72723 | 32.88 | 10534.00 |
| 60 | 2023.09.05 07:00 | s/l | 17 | 0.10 | 1.71673 | 1.71673 | 1.72723 | -11.52 | 10522.48 |
| 61 | 2023.09.12 11:00 | buy | 18 | 0.10 | 1.69372 | 0.00000 | 0.00000 | ||
| 62 | 2023.09.12 11:00 | modify | 18 | 0.10 | 1.69372 | 1.67972 | 1.70872 | ||
| 63 | 2023.09.14 14:00 | s/l | 18 | 0.10 | 1.67972 | 1.67972 | 1.70872 | -103.88 | 10418.61 |
| 64 | 2023.09.14 19:00 | buy | 19 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
| 65 | 2023.09.14 19:00 | modify | 19 | 0.10 | 1.67581 | 1.66181 | 1.69081 | ||
| 66 | 2023.09.19 13:00 | s/l | 19 | 0.10 | 1.66181 | 1.66181 | 1.69081 | -103.75 | 10314.86 |
| 67 | 2023.10.04 14:00 | sell | 20 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 68 | 2023.10.04 14:00 | modify | 20 | 0.10 | 1.66875 | 1.68275 | 1.65375 | ||
| 69 | 2023.10.13 15:00 | sell | 21 | 0.10 | 1.65816 | 0.00000 | 0.00000 | ||
| 70 | 2023.10.13 15:00 | modify | 21 | 0.10 | 1.65816 | 1.66275 | 1.65375 | ||
| 71 | 2023.10.13 15:00 | modify | 20 | 0.10 | 1.66875 | 1.66275 | 1.65375 | ||
| 72 | 2023.10.16 18:00 | s/l | 20 | 0.10 | 1.66275 | 1.66275 | 1.65375 | 40.33 | 10355.19 |
| 73 | 2023.10.16 18:00 | s/l | 21 | 0.10 | 1.66275 | 1.66275 | 1.65375 | -34.21 | 10320.98 |
| 74 | 2023.11.03 17:00 | sell | 22 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
| 75 | 2023.11.03 17:00 | modify | 22 | 0.10 | 1.69075 | 1.70475 | 1.67575 | ||
| 76 | 2023.11.14 14:00 | s/l | 22 | 0.10 | 1.70475 | 1.70475 | 1.67575 | -106.29 | 10214.69 |
| 77 | 2023.11.14 16:00 | sell | 23 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 78 | 2023.11.14 16:00 | modify | 23 | 0.10 | 1.70959 | 1.72359 | 1.69459 | ||
| 79 | 2023.11.16 02:00 | sell | 24 | 0.10 | 1.69887 | 0.00000 | 0.00000 | ||
| 80 | 2023.11.16 02:00 | modify | 24 | 0.10 | 1.69887 | 1.70359 | 1.69459 | ||
| 81 | 2023.11.16 02:00 | modify | 23 | 0.10 | 1.70959 | 1.70359 | 1.69459 | ||
| 82 | 2023.11.16 14:00 | s/l | 23 | 0.10 | 1.70359 | 1.70359 | 1.69459 | 42.96 | 10257.65 |
| 83 | 2023.11.16 14:00 | s/l | 24 | 0.10 | 1.70359 | 1.70359 | 1.69459 | -34.84 | 10222.81 |
| 84 | 2024.01.17 11:00 | sell | 25 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 85 | 2024.01.17 11:00 | modify | 25 | 0.10 | 1.71361 | 1.72761 | 1.69861 | ||
| 86 | 2024.01.23 16:00 | sell | 26 | 0.10 | 1.70735 | 0.00000 | 0.00000 | ||
| 87 | 2024.01.23 16:00 | modify | 26 | 0.10 | 1.70735 | 1.70911 | 1.69861 | ||
| 88 | 2024.01.23 16:00 | modify | 25 | 0.10 | 1.71361 | 1.70911 | 1.69861 | ||
| 89 | 2024.01.23 20:00 | s/l | 25 | 0.10 | 1.70911 | 1.70911 | 1.69861 | 31.24 | 10254.05 |
| 90 | 2024.01.23 20:00 | s/l | 26 | 0.10 | 1.70911 | 1.70911 | 1.69861 | -12.99 | 10241.06 |
| 91 | 2024.02.13 19:00 | sell | 27 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 92 | 2024.02.13 19:00 | modify | 27 | 0.10 | 1.70953 | 1.72353 | 1.69453 | ||
| 93 | 2024.02.15 07:00 | sell | 28 | 0.10 | 1.70122 | 0.00000 | 0.00000 | ||
| 94 | 2024.02.15 07:00 | modify | 28 | 0.10 | 1.70122 | 1.70503 | 1.69453 | ||
| 95 | 2024.02.15 07:00 | modify | 27 | 0.10 | 1.70953 | 1.70503 | 1.69453 | ||
| 96 | 2024.02.15 08:00 | sell | 29 | 0.10 | 1.69894 | 0.00000 | 0.00000 | ||
| 97 | 2024.02.15 08:00 | modify | 29 | 0.10 | 1.69894 | 1.70353 | 1.69453 | ||
| 98 | 2024.02.15 08:00 | modify | 28 | 0.10 | 1.70122 | 1.70353 | 1.69453 | ||
| 99 | 2024.02.15 08:00 | modify | 27 | 0.10 | 1.70953 | 1.70353 | 1.69453 | ||
| 100 | 2024.02.15 23:00 | t/p | 27 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 109.39 | 10350.46 |
| 101 | 2024.02.15 23:00 | t/p | 28 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 49.37 | 10399.83 |
| 102 | 2024.02.15 23:00 | t/p | 29 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 32.55 | 10432.38 |
| 103 | 2024.02.29 19:00 | buy | 30 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
| 104 | 2024.02.29 19:00 | modify | 30 | 0.10 | 1.71360 | 1.69960 | 1.72860 | ||
| 105 | 2024.02.29 23:59 | close at stop | 30 | 0.10 | 1.71318 | 1.69960 | 1.72860 | -3.10 | 10429.28 |