Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=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=130; IT_TakeProfit=110; 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=45; 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=0; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 271.58 | Gross profit | 1307.35 | Gross loss | -1035.77 |
| Profit factor | 1.26 | Expected payoff | 6.62 | ||
| Absolute drawdown | 220.22 | Maximal drawdown | 375.67 (3.67%) | Relative drawdown | 3.67% (375.67) |
| Total trades | 41 | Short positions (won %) | 28 (60.71%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 24 (58.54%) | Loss trades (% of total) | 17 (41.46%) | ||
| Largest | profit trade | 81.24 | loss trade | -99.24 | |
| Average | profit trade | 54.47 | loss trade | -60.93 | |
| Maximum | consecutive wins (profit in money) | 4 (323.09) | consecutive losses (loss in money) | 4 (-306.91) | |
| Maximal | consecutive profit (count of wins) | 323.09 (4) | consecutive loss (count of losses) | -306.91 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.03 00:00 | buy | 1 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.03 00:00 | modify | 1 | 0.10 | 1.62523 | 1.61223 | 1.63623 | ||
| 3 | 2023.03.03 16:00 | t/p | 1 | 0.10 | 1.63623 | 1.61223 | 1.63623 | 81.24 | 10081.24 |
| 4 | 2023.03.09 16:00 | sell | 2 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.09 16:00 | modify | 2 | 0.10 | 1.63912 | 1.65212 | 1.62812 | ||
| 6 | 2023.03.10 08:00 | s/l | 2 | 0.10 | 1.65212 | 1.65212 | 1.62812 | -96.29 | 9984.95 |
| 7 | 2023.03.10 20:00 | sell | 3 | 0.10 | 1.66394 | 0.00000 | 0.00000 | ||
| 8 | 2023.03.10 20:00 | modify | 3 | 0.10 | 1.66394 | 1.67694 | 1.65294 | ||
| 9 | 2023.03.15 16:00 | sell | 4 | 0.10 | 1.66001 | 0.00000 | 0.00000 | ||
| 10 | 2023.03.15 16:00 | modify | 4 | 0.10 | 1.66001 | 1.66339 | 1.65294 | ||
| 11 | 2023.03.15 16:00 | modify | 3 | 0.10 | 1.66394 | 1.66339 | 1.65294 | ||
| 12 | 2023.03.16 12:00 | s/l | 3 | 0.10 | 1.66339 | 1.66339 | 1.65294 | 2.08 | 9987.04 |
| 13 | 2023.03.16 12:00 | s/l | 4 | 0.10 | 1.66339 | 1.66339 | 1.65294 | -25.94 | 9961.10 |
| 14 | 2023.03.20 20:00 | sell | 5 | 0.10 | 1.67710 | 0.00000 | 0.00000 | ||
| 15 | 2023.03.20 20:00 | modify | 5 | 0.10 | 1.67710 | 1.69010 | 1.66610 | ||
| 16 | 2023.03.21 12:00 | sell | 6 | 0.10 | 1.67305 | 0.00000 | 0.00000 | ||
| 17 | 2023.03.21 12:00 | modify | 6 | 0.10 | 1.67305 | 1.67655 | 1.66610 | ||
| 18 | 2023.03.21 12:00 | modify | 5 | 0.10 | 1.67710 | 1.67655 | 1.66610 | ||
| 19 | 2023.03.21 16:00 | s/l | 5 | 0.10 | 1.67655 | 1.67655 | 1.66610 | 3.72 | 9964.82 |
| 20 | 2023.03.21 16:00 | s/l | 6 | 0.10 | 1.67655 | 1.67655 | 1.66610 | -25.84 | 9938.98 |
| 21 | 2023.03.30 04:00 | buy | 7 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
| 22 | 2023.03.30 04:00 | modify | 7 | 0.10 | 1.67057 | 1.65757 | 1.68157 | ||
| 23 | 2023.04.04 16:00 | t/p | 7 | 0.10 | 1.68157 | 1.65757 | 1.68157 | 80.88 | 10019.86 |
| 24 | 2023.04.04 20:00 | sell | 8 | 0.10 | 1.68085 | 0.00000 | 0.00000 | ||
| 25 | 2023.04.04 20:00 | modify | 8 | 0.10 | 1.68085 | 1.69385 | 1.66985 | ||
| 26 | 2023.04.14 00:00 | t/p | 8 | 0.10 | 1.66985 | 1.69385 | 1.66985 | 77.24 | 10097.10 |
| 27 | 2023.04.17 08:00 | buy | 9 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
| 28 | 2023.04.17 08:00 | modify | 9 | 0.10 | 1.65826 | 1.64526 | 1.66926 | ||
| 29 | 2023.04.18 12:00 | buy | 10 | 0.10 | 1.66501 | 0.00000 | 0.00000 | ||
| 30 | 2023.04.18 12:00 | modify | 10 | 0.10 | 1.66501 | 1.66321 | 1.66926 | ||
| 31 | 2023.04.18 12:00 | modify | 9 | 0.10 | 1.65826 | 1.66321 | 1.66926 | ||
| 32 | 2023.04.18 16:00 | s/l | 9 | 0.10 | 1.66321 | 1.66321 | 1.66926 | 36.44 | 10133.54 |
| 33 | 2023.04.18 16:00 | s/l | 10 | 0.10 | 1.66321 | 1.66321 | 1.66926 | -13.29 | 10120.25 |
| 34 | 2023.04.23 20:00 | sell | 11 | 0.10 | 1.68222 | 0.00000 | 0.00000 | ||
| 35 | 2023.04.23 20:00 | modify | 11 | 0.10 | 1.68222 | 1.69522 | 1.67122 | ||
| 36 | 2023.04.26 08:00 | s/l | 11 | 0.10 | 1.69522 | 1.69522 | 1.67122 | -96.94 | 10023.31 |
| 37 | 2023.04.26 16:00 | sell | 12 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
| 38 | 2023.04.26 16:00 | modify | 12 | 0.10 | 1.69805 | 1.71105 | 1.68705 | ||
| 39 | 2023.05.04 00:00 | s/l | 12 | 0.10 | 1.71105 | 1.71105 | 1.68705 | -99.24 | 9924.07 |
| 40 | 2023.05.08 00:00 | buy | 13 | 0.10 | 1.69023 | 0.00000 | 0.00000 | ||
| 41 | 2023.05.08 00:00 | modify | 13 | 0.10 | 1.69023 | 1.67723 | 1.70123 | ||
| 42 | 2023.05.18 08:00 | s/l | 13 | 0.10 | 1.67723 | 1.67723 | 1.70123 | -97.44 | 9826.63 |
| 43 | 2023.06.28 04:00 | sell | 14 | 0.10 | 1.68133 | 0.00000 | 0.00000 | ||
| 44 | 2023.06.28 04:00 | modify | 14 | 0.10 | 1.68133 | 1.69433 | 1.67033 | ||
| 45 | 2023.06.29 12:00 | sell | 15 | 0.10 | 1.67743 | 0.00000 | 0.00000 | ||
| 46 | 2023.06.29 12:00 | modify | 15 | 0.10 | 1.67743 | 1.68078 | 1.67033 | ||
| 47 | 2023.06.29 12:00 | modify | 14 | 0.10 | 1.68133 | 1.68078 | 1.67033 | ||
| 48 | 2023.06.29 16:00 | t/p | 14 | 0.10 | 1.67033 | 1.68078 | 1.67033 | 80.20 | 9906.84 |
| 49 | 2023.06.29 16:00 | t/p | 15 | 0.10 | 1.67033 | 1.68078 | 1.67033 | 52.40 | 9959.24 |
| 50 | 2023.07.07 00:00 | sell | 16 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
| 51 | 2023.07.07 00:00 | modify | 16 | 0.10 | 1.70284 | 1.71584 | 1.69184 | ||
| 52 | 2023.07.11 12:00 | s/l | 16 | 0.10 | 1.71584 | 1.71584 | 1.69184 | -96.61 | 9862.63 |
| 53 | 2023.07.14 00:00 | sell | 17 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
| 54 | 2023.07.14 00:00 | modify | 17 | 0.10 | 1.72137 | 1.73437 | 1.71037 | ||
| 55 | 2023.07.19 08:00 | t/p | 17 | 0.10 | 1.71037 | 1.73437 | 1.71037 | 80.20 | 9942.83 |
| 56 | 2023.07.24 20:00 | buy | 18 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
| 57 | 2023.07.24 20:00 | modify | 18 | 0.10 | 1.68835 | 1.67535 | 1.69935 | ||
| 58 | 2023.07.25 20:00 | t/p | 18 | 0.10 | 1.69935 | 1.67535 | 1.69935 | 81.12 | 10023.95 |
| 59 | 2023.07.28 00:00 | buy | 19 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
| 60 | 2023.07.28 00:00 | modify | 19 | 0.10 | 1.69263 | 1.67963 | 1.70363 | ||
| 61 | 2023.07.28 16:00 | t/p | 19 | 0.10 | 1.70363 | 1.67963 | 1.70363 | 81.24 | 10105.19 |
| 62 | 2023.07.31 20:00 | buy | 20 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
| 63 | 2023.07.31 20:00 | modify | 20 | 0.10 | 1.69262 | 1.67962 | 1.70362 | ||
| 64 | 2023.08.04 16:00 | t/p | 20 | 0.10 | 1.70362 | 1.67962 | 1.70362 | 80.53 | 10185.72 |
| 65 | 2023.09.01 00:00 | buy | 21 | 0.10 | 1.71229 | 0.00000 | 0.00000 | ||
| 66 | 2023.09.01 00:00 | modify | 21 | 0.10 | 1.71229 | 1.69929 | 1.72329 | ||
| 67 | 2023.09.07 12:00 | s/l | 21 | 0.10 | 1.69929 | 1.69929 | 1.72329 | -96.72 | 10088.99 |
| 68 | 2023.09.14 20:00 | buy | 22 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
| 69 | 2023.09.14 20:00 | modify | 22 | 0.10 | 1.67724 | 1.66424 | 1.68824 | ||
| 70 | 2023.09.19 12:00 | s/l | 22 | 0.10 | 1.66424 | 1.66424 | 1.68824 | -96.38 | 9992.62 |
| 71 | 2023.10.01 20:00 | sell | 23 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
| 72 | 2023.10.01 20:00 | modify | 23 | 0.10 | 1.65513 | 1.66813 | 1.64413 | ||
| 73 | 2023.10.04 16:00 | s/l | 23 | 0.10 | 1.66813 | 1.66813 | 1.64413 | -96.95 | 9895.67 |
| 74 | 2023.10.04 20:00 | sell | 24 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
| 75 | 2023.10.04 20:00 | modify | 24 | 0.10 | 1.66959 | 1.68259 | 1.65859 | ||
| 76 | 2023.10.09 16:00 | sell | 25 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
| 77 | 2023.10.09 16:00 | modify | 25 | 0.10 | 1.66175 | 1.66409 | 1.65859 | ||
| 78 | 2023.10.09 16:00 | modify | 24 | 0.10 | 1.66959 | 1.66409 | 1.65859 | ||
| 79 | 2023.10.09 20:00 | s/l | 24 | 0.10 | 1.66409 | 1.66409 | 1.65859 | 38.94 | 9934.61 |
| 80 | 2023.10.09 20:00 | s/l | 25 | 0.10 | 1.66409 | 1.66409 | 1.65859 | -17.27 | 9917.34 |
| 81 | 2023.10.13 20:00 | buy | 26 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
| 82 | 2023.10.13 20:00 | modify | 26 | 0.10 | 1.65841 | 1.64541 | 1.66941 | ||
| 83 | 2023.10.19 00:00 | buy | 27 | 0.10 | 1.66528 | 0.00000 | 0.00000 | ||
| 84 | 2023.10.19 00:00 | modify | 27 | 0.10 | 1.66528 | 1.66336 | 1.66941 | ||
| 85 | 2023.10.19 00:00 | modify | 26 | 0.10 | 1.65841 | 1.66336 | 1.66941 | ||
| 86 | 2023.10.19 08:00 | s/l | 26 | 0.10 | 1.66336 | 1.66336 | 1.66941 | 35.85 | 9953.19 |
| 87 | 2023.10.19 08:00 | s/l | 27 | 0.10 | 1.66336 | 1.66336 | 1.66941 | -14.18 | 9939.01 |
| 88 | 2023.10.24 00:00 | sell | 28 | 0.10 | 1.67663 | 0.00000 | 0.00000 | ||
| 89 | 2023.10.24 00:00 | modify | 28 | 0.10 | 1.67663 | 1.68963 | 1.66563 | ||
| 90 | 2023.10.24 20:00 | sell | 29 | 0.10 | 1.67001 | 0.00000 | 0.00000 | ||
| 91 | 2023.10.24 20:00 | modify | 29 | 0.10 | 1.67001 | 1.67168 | 1.66563 | ||
| 92 | 2023.10.24 20:00 | modify | 28 | 0.10 | 1.67663 | 1.67168 | 1.66563 | ||
| 93 | 2023.10.25 00:00 | s/l | 28 | 0.10 | 1.67168 | 1.67168 | 1.66563 | 36.21 | 9975.22 |
| 94 | 2023.10.25 00:00 | s/l | 29 | 0.10 | 1.67168 | 1.67168 | 1.66563 | -12.66 | 9962.56 |
| 95 | 2023.11.03 20:00 | sell | 30 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
| 96 | 2023.11.03 20:00 | modify | 30 | 0.10 | 1.69122 | 1.70422 | 1.68022 | ||
| 97 | 2023.11.10 20:00 | sell | 31 | 0.10 | 1.68716 | 0.00000 | 0.00000 | ||
| 98 | 2023.11.10 20:00 | modify | 31 | 0.10 | 1.68716 | 1.69067 | 1.68022 | ||
| 99 | 2023.11.10 20:00 | modify | 30 | 0.10 | 1.69122 | 1.69067 | 1.68022 | ||
| 100 | 2023.11.13 12:00 | s/l | 30 | 0.10 | 1.69067 | 1.69067 | 1.68022 | 1.43 | 9963.99 |
| 101 | 2023.11.13 12:00 | s/l | 31 | 0.10 | 1.69067 | 1.69067 | 1.68022 | -26.23 | 9937.76 |
| 102 | 2023.11.15 00:00 | sell | 32 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
| 103 | 2023.11.15 00:00 | modify | 32 | 0.10 | 1.71137 | 1.72437 | 1.70037 | ||
| 104 | 2023.11.15 16:00 | t/p | 32 | 0.10 | 1.70037 | 1.72437 | 1.70037 | 81.19 | 10018.95 |
| 105 | 2023.11.21 08:00 | sell | 33 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
| 106 | 2023.11.21 08:00 | modify | 33 | 0.10 | 1.71857 | 1.73157 | 1.70757 | ||
| 107 | 2023.12.01 16:00 | t/p | 33 | 0.10 | 1.70757 | 1.73157 | 1.70757 | 77.24 | 10096.19 |
| 108 | 2023.12.28 00:00 | sell | 34 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 109 | 2023.12.28 00:00 | modify | 34 | 0.10 | 1.68998 | 1.70298 | 1.67898 | ||
| 110 | 2023.12.29 16:00 | t/p | 34 | 0.10 | 1.67898 | 1.70298 | 1.67898 | 80.86 | 10177.05 |
| 111 | 2024.01.12 00:00 | sell | 35 | 0.10 | 1.70944 | 0.00000 | 0.00000 | ||
| 112 | 2024.01.12 00:00 | modify | 35 | 0.10 | 1.70944 | 1.72244 | 1.69844 | ||
| 113 | 2024.01.16 12:00 | sell | 36 | 0.10 | 1.70538 | 0.00000 | 0.00000 | ||
| 114 | 2024.01.16 12:00 | modify | 36 | 0.10 | 1.70538 | 1.70889 | 1.69844 | ||
| 115 | 2024.01.16 12:00 | modify | 35 | 0.10 | 1.70944 | 1.70889 | 1.69844 | ||
| 116 | 2024.01.17 08:00 | s/l | 35 | 0.10 | 1.70889 | 1.70889 | 1.69844 | 3.07 | 10180.12 |
| 117 | 2024.01.17 08:00 | s/l | 36 | 0.10 | 1.70889 | 1.70889 | 1.69844 | -26.24 | 10153.88 |
| 118 | 2024.01.24 20:00 | sell | 37 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
| 119 | 2024.01.24 20:00 | modify | 37 | 0.10 | 1.71960 | 1.73260 | 1.70860 | ||
| 120 | 2024.01.25 20:00 | sell | 38 | 0.10 | 1.71183 | 0.00000 | 0.00000 | ||
| 121 | 2024.01.25 20:00 | modify | 38 | 0.10 | 1.71183 | 1.71410 | 1.70860 | ||
| 122 | 2024.01.25 20:00 | modify | 37 | 0.10 | 1.71960 | 1.71410 | 1.70860 | ||
| 123 | 2024.01.26 08:00 | t/p | 37 | 0.10 | 1.70860 | 1.71410 | 1.70860 | 79.87 | 10233.75 |
| 124 | 2024.01.26 08:00 | t/p | 38 | 0.10 | 1.70860 | 1.71410 | 1.70860 | 23.51 | 10257.26 |
| 125 | 2024.01.29 16:00 | buy | 39 | 0.10 | 1.70577 | 0.00000 | 0.00000 | ||
| 126 | 2024.01.29 16:00 | modify | 39 | 0.10 | 1.70577 | 1.69277 | 1.71677 | ||
| 127 | 2024.02.09 16:00 | s/l | 39 | 0.10 | 1.69277 | 1.69277 | 1.71677 | -97.56 | 10159.71 |
| 128 | 2024.02.14 00:00 | sell | 40 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
| 129 | 2024.02.14 00:00 | modify | 40 | 0.10 | 1.70786 | 1.72086 | 1.69686 | ||
| 130 | 2024.02.15 00:00 | sell | 41 | 0.10 | 1.70124 | 0.00000 | 0.00000 | ||
| 131 | 2024.02.15 00:00 | modify | 41 | 0.10 | 1.70124 | 1.70291 | 1.69686 | ||
| 132 | 2024.02.15 00:00 | modify | 40 | 0.10 | 1.70786 | 1.70291 | 1.69686 | ||
| 133 | 2024.02.16 00:00 | t/p | 40 | 0.10 | 1.69686 | 1.70291 | 1.69686 | 79.87 | 10239.58 |
| 134 | 2024.02.16 00:00 | t/p | 41 | 0.10 | 1.69686 | 1.70291 | 1.69686 | 32.00 | 10271.58 |