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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 433.54 | Gross profit | 1026.57 | Gross loss | -593.03 |
| Profit factor | 1.73 | Expected payoff | 11.41 | ||
| Absolute drawdown | 33.50 | Maximal drawdown | 222.61 (2.18%) | Relative drawdown | 2.18% (222.61) |
| Total trades | 38 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 19 (57.89%) |
| Profit trades (% of total) | 21 (55.26%) | Loss trades (% of total) | 17 (44.74%) | ||
| Largest | profit trade | 73.86 | loss trade | -37.88 | |
| Average | profit trade | 48.88 | loss trade | -34.88 | |
| Maximum | consecutive wins (profit in money) | 7 (395.74) | consecutive losses (loss in money) | 3 (-111.14) | |
| Maximal | consecutive profit (count of wins) | 395.74 (7) | consecutive loss (count of losses) | -111.14 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 08:00 | sell | 1 | 0.10 | 1.64093 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.07 08:00 | modify | 1 | 0.10 | 1.64093 | 1.64593 | 1.63093 | ||
| 3 | 2023.03.07 16:00 | t/p | 1 | 0.10 | 1.63093 | 1.64593 | 1.63093 | 73.81 | 10073.81 |
| 4 | 2023.03.08 00:00 | buy | 2 | 0.10 | 1.62661 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.08 00:00 | modify | 2 | 0.10 | 1.62661 | 1.62161 | 1.63661 | ||
| 6 | 2023.03.08 16:00 | buy | 3 | 0.10 | 1.63263 | 0.00000 | 0.00000 | ||
| 7 | 2023.03.08 16:00 | modify | 3 | 0.10 | 1.63263 | 1.62911 | 1.63661 | ||
| 8 | 2023.03.08 16:00 | modify | 2 | 0.10 | 1.62661 | 1.62911 | 1.63661 | ||
| 9 | 2023.03.09 08:00 | t/p | 2 | 0.10 | 1.63661 | 1.62911 | 1.63661 | 73.49 | 10147.30 |
| 10 | 2023.03.09 08:00 | t/p | 3 | 0.10 | 1.63661 | 1.62911 | 1.63661 | 29.03 | 10176.34 |
| 11 | 2023.03.22 08:00 | sell | 4 | 0.10 | 1.68039 | 0.00000 | 0.00000 | ||
| 12 | 2023.03.22 08:00 | modify | 4 | 0.10 | 1.68039 | 1.68539 | 1.67039 | ||
| 13 | 2023.03.22 20:00 | s/l | 4 | 0.10 | 1.68539 | 1.68539 | 1.67039 | -36.90 | 10139.44 |
| 14 | 2023.04.19 08:00 | sell | 5 | 0.10 | 1.67007 | 0.00000 | 0.00000 | ||
| 15 | 2023.04.19 08:00 | modify | 5 | 0.10 | 1.67007 | 1.67507 | 1.66007 | ||
| 16 | 2023.04.19 16:00 | s/l | 5 | 0.10 | 1.67507 | 1.67507 | 1.66007 | -36.90 | 10102.54 |
| 17 | 2023.04.26 08:00 | sell | 6 | 0.10 | 1.69766 | 0.00000 | 0.00000 | ||
| 18 | 2023.04.26 08:00 | modify | 6 | 0.10 | 1.69766 | 1.70266 | 1.68766 | ||
| 19 | 2023.04.26 12:00 | s/l | 6 | 0.10 | 1.70266 | 1.70266 | 1.68766 | -36.90 | 10065.64 |
| 20 | 2023.04.28 08:00 | sell | 7 | 0.10 | 1.70423 | 0.00000 | 0.00000 | ||
| 21 | 2023.04.28 08:00 | modify | 7 | 0.10 | 1.70423 | 1.70923 | 1.69423 | ||
| 22 | 2023.04.30 20:00 | sell | 8 | 0.10 | 1.69902 | 0.00000 | 0.00000 | ||
| 23 | 2023.04.30 20:00 | modify | 8 | 0.10 | 1.69902 | 1.70323 | 1.69423 | ||
| 24 | 2023.04.30 20:00 | modify | 7 | 0.10 | 1.70423 | 1.70323 | 1.69423 | ||
| 25 | 2023.05.01 00:00 | s/l | 7 | 0.10 | 1.70323 | 1.70323 | 1.69423 | 7.05 | 10072.69 |
| 26 | 2023.05.01 00:00 | s/l | 8 | 0.10 | 1.70323 | 1.70323 | 1.69423 | -31.40 | 10041.29 |
| 27 | 2023.05.03 08:00 | sell | 9 | 0.10 | 1.70394 | 0.00000 | 0.00000 | ||
| 28 | 2023.05.03 08:00 | modify | 9 | 0.10 | 1.70394 | 1.70894 | 1.69394 | ||
| 29 | 2023.05.03 16:00 | s/l | 9 | 0.10 | 1.70894 | 1.70894 | 1.69394 | -36.91 | 10004.38 |
| 30 | 2023.05.08 08:00 | buy | 10 | 0.10 | 1.68819 | 0.00000 | 0.00000 | ||
| 31 | 2023.05.08 08:00 | modify | 10 | 0.10 | 1.68819 | 1.68319 | 1.69819 | ||
| 32 | 2023.05.16 08:00 | s/l | 10 | 0.10 | 1.68319 | 1.68319 | 1.69819 | -37.88 | 9966.50 |
| 33 | 2023.05.19 08:00 | buy | 11 | 0.10 | 1.67345 | 0.00000 | 0.00000 | ||
| 34 | 2023.05.19 08:00 | modify | 11 | 0.10 | 1.67345 | 1.66845 | 1.68345 | ||
| 35 | 2023.05.19 16:00 | t/p | 11 | 0.10 | 1.68345 | 1.66845 | 1.68345 | 73.86 | 10040.36 |
| 36 | 2023.06.05 08:00 | buy | 12 | 0.10 | 1.66557 | 0.00000 | 0.00000 | ||
| 37 | 2023.06.05 08:00 | modify | 12 | 0.10 | 1.66557 | 1.66057 | 1.67557 | ||
| 38 | 2023.06.07 12:00 | buy | 13 | 0.10 | 1.67068 | 0.00000 | 0.00000 | ||
| 39 | 2023.06.07 12:00 | modify | 13 | 0.10 | 1.67068 | 1.66657 | 1.67557 | ||
| 40 | 2023.06.07 12:00 | modify | 12 | 0.10 | 1.66557 | 1.66657 | 1.67557 | ||
| 41 | 2023.06.07 16:00 | s/l | 12 | 0.10 | 1.66657 | 1.66657 | 1.67557 | 7.14 | 10047.50 |
| 42 | 2023.06.07 16:00 | s/l | 13 | 0.10 | 1.66657 | 1.66657 | 1.67557 | -30.36 | 10017.14 |
| 43 | 2023.06.16 08:00 | sell | 14 | 0.10 | 1.69215 | 0.00000 | 0.00000 | ||
| 44 | 2023.06.16 08:00 | modify | 14 | 0.10 | 1.69215 | 1.69715 | 1.68215 | ||
| 45 | 2023.06.16 16:00 | s/l | 14 | 0.10 | 1.69715 | 1.69715 | 1.68215 | -36.90 | 9980.24 |
| 46 | 2023.06.28 08:00 | sell | 15 | 0.10 | 1.68237 | 0.00000 | 0.00000 | ||
| 47 | 2023.06.28 08:00 | modify | 15 | 0.10 | 1.68237 | 1.68737 | 1.67237 | ||
| 48 | 2023.06.28 12:00 | sell | 16 | 0.10 | 1.67627 | 0.00000 | 0.00000 | ||
| 49 | 2023.06.28 12:00 | modify | 16 | 0.10 | 1.67627 | 1.67987 | 1.67237 | ||
| 50 | 2023.06.28 12:00 | modify | 15 | 0.10 | 1.68237 | 1.67987 | 1.67237 | ||
| 51 | 2023.06.28 16:00 | t/p | 15 | 0.10 | 1.67237 | 1.67987 | 1.67237 | 73.81 | 10054.05 |
| 52 | 2023.06.28 16:00 | t/p | 16 | 0.10 | 1.67237 | 1.67987 | 1.67237 | 28.79 | 10082.84 |
| 53 | 2023.07.17 08:00 | sell | 17 | 0.10 | 1.73205 | 0.00000 | 0.00000 | ||
| 54 | 2023.07.17 08:00 | modify | 17 | 0.10 | 1.73205 | 1.73705 | 1.72205 | ||
| 55 | 2023.07.17 16:00 | t/p | 17 | 0.10 | 1.72205 | 1.73705 | 1.72205 | 73.81 | 10156.65 |
| 56 | 2023.07.19 08:00 | buy | 18 | 0.10 | 1.70511 | 0.00000 | 0.00000 | ||
| 57 | 2023.07.19 08:00 | modify | 18 | 0.10 | 1.70511 | 1.70011 | 1.71511 | ||
| 58 | 2023.07.19 16:00 | s/l | 18 | 0.10 | 1.70011 | 1.70011 | 1.71511 | -36.93 | 10119.72 |
| 59 | 2023.08.08 08:00 | sell | 19 | 0.10 | 1.71199 | 0.00000 | 0.00000 | ||
| 60 | 2023.08.08 08:00 | modify | 19 | 0.10 | 1.71199 | 1.71699 | 1.70199 | ||
| 61 | 2023.08.10 00:00 | sell | 20 | 0.10 | 1.70670 | 0.00000 | 0.00000 | ||
| 62 | 2023.08.10 00:00 | modify | 20 | 0.10 | 1.70670 | 1.71099 | 1.70199 | ||
| 63 | 2023.08.10 00:00 | modify | 19 | 0.10 | 1.71199 | 1.71099 | 1.70199 | ||
| 64 | 2023.08.10 12:00 | s/l | 19 | 0.10 | 1.71099 | 1.71099 | 1.70199 | 6.06 | 10125.78 |
| 65 | 2023.08.10 12:00 | s/l | 20 | 0.10 | 1.71099 | 1.71099 | 1.70199 | -31.67 | 10094.11 |
| 66 | 2023.08.18 00:00 | sell | 21 | 0.10 | 1.72649 | 0.00000 | 0.00000 | ||
| 67 | 2023.08.18 00:00 | modify | 21 | 0.10 | 1.72649 | 1.73149 | 1.71649 | ||
| 68 | 2023.08.22 08:00 | s/l | 21 | 0.10 | 1.73149 | 1.73149 | 1.71649 | -37.57 | 10056.54 |
| 69 | 2023.08.22 08:00 | sell | 22 | 0.10 | 1.73107 | 0.00000 | 0.00000 | ||
| 70 | 2023.08.22 08:00 | modify | 22 | 0.10 | 1.73107 | 1.73607 | 1.72107 | ||
| 71 | 2023.08.23 00:00 | sell | 23 | 0.10 | 1.72489 | 0.00000 | 0.00000 | ||
| 72 | 2023.08.23 00:00 | modify | 23 | 0.10 | 1.72489 | 1.72857 | 1.72107 | ||
| 73 | 2023.08.23 00:00 | modify | 22 | 0.10 | 1.73107 | 1.72857 | 1.72107 | ||
| 74 | 2023.08.23 08:00 | s/l | 22 | 0.10 | 1.72857 | 1.72857 | 1.72107 | 18.13 | 10074.67 |
| 75 | 2023.08.23 08:00 | s/l | 23 | 0.10 | 1.72857 | 1.72857 | 1.72107 | -27.16 | 10047.51 |
| 76 | 2023.08.25 04:00 | buy | 24 | 0.10 | 1.70929 | 0.00000 | 0.00000 | ||
| 77 | 2023.08.25 04:00 | modify | 24 | 0.10 | 1.70929 | 1.70429 | 1.71929 | ||
| 78 | 2023.08.29 00:00 | buy | 25 | 0.10 | 1.71551 | 0.00000 | 0.00000 | ||
| 79 | 2023.08.29 00:00 | modify | 25 | 0.10 | 1.71551 | 1.71179 | 1.71929 | ||
| 80 | 2023.08.29 00:00 | modify | 24 | 0.10 | 1.70929 | 1.71179 | 1.71929 | ||
| 81 | 2023.08.29 16:00 | s/l | 24 | 0.10 | 1.71179 | 1.71179 | 1.71929 | 18.22 | 10065.74 |
| 82 | 2023.08.29 16:00 | s/l | 25 | 0.10 | 1.71179 | 1.71179 | 1.71929 | -27.48 | 10038.26 |
| 83 | 2023.08.31 04:00 | sell | 26 | 0.10 | 1.72218 | 0.00000 | 0.00000 | ||
| 84 | 2023.08.31 04:00 | modify | 26 | 0.10 | 1.72218 | 1.72718 | 1.71218 | ||
| 85 | 2023.08.31 20:00 | t/p | 26 | 0.10 | 1.71218 | 1.72718 | 1.71218 | 73.81 | 10112.07 |
| 86 | 2023.09.07 08:00 | buy | 27 | 0.10 | 1.70152 | 0.00000 | 0.00000 | ||
| 87 | 2023.09.07 08:00 | modify | 27 | 0.10 | 1.70152 | 1.69652 | 1.71152 | ||
| 88 | 2023.09.12 08:00 | s/l | 27 | 0.10 | 1.69652 | 1.69652 | 1.71152 | -37.28 | 10074.79 |
| 89 | 2023.09.19 04:00 | buy | 28 | 0.10 | 1.66861 | 0.00000 | 0.00000 | ||
| 90 | 2023.09.19 04:00 | modify | 28 | 0.10 | 1.66861 | 1.66361 | 1.67861 | ||
| 91 | 2023.09.19 16:00 | s/l | 28 | 0.10 | 1.66361 | 1.66361 | 1.67861 | -36.93 | 10037.86 |
| 92 | 2023.09.22 04:00 | buy | 29 | 0.10 | 1.65335 | 0.00000 | 0.00000 | ||
| 93 | 2023.09.22 04:00 | modify | 29 | 0.10 | 1.65335 | 1.64835 | 1.66335 | ||
| 94 | 2023.09.22 12:00 | s/l | 29 | 0.10 | 1.64835 | 1.64835 | 1.66335 | -36.93 | 10000.93 |
| 95 | 2023.09.28 04:00 | buy | 30 | 0.10 | 1.63798 | 0.00000 | 0.00000 | ||
| 96 | 2023.09.28 04:00 | modify | 30 | 0.10 | 1.63798 | 1.63298 | 1.64798 | ||
| 97 | 2023.09.28 12:00 | buy | 31 | 0.10 | 1.64601 | 0.00000 | 0.00000 | ||
| 98 | 2023.09.28 12:00 | modify | 31 | 0.10 | 1.64601 | 1.64248 | 1.64798 | ||
| 99 | 2023.09.28 12:00 | modify | 30 | 0.10 | 1.63798 | 1.64248 | 1.64798 | ||
| 100 | 2023.09.29 04:00 | t/p | 30 | 0.10 | 1.64798 | 1.64248 | 1.64798 | 73.74 | 10074.67 |
| 101 | 2023.09.29 04:00 | t/p | 31 | 0.10 | 1.64798 | 1.64248 | 1.64798 | 14.43 | 10089.10 |
| 102 | 2023.10.09 08:00 | buy | 32 | 0.10 | 1.66421 | 0.00000 | 0.00000 | ||
| 103 | 2023.10.09 08:00 | modify | 32 | 0.10 | 1.66421 | 1.65921 | 1.67421 | ||
| 104 | 2023.10.11 12:00 | buy | 33 | 0.10 | 1.67245 | 0.00000 | 0.00000 | ||
| 105 | 2023.10.11 12:00 | modify | 33 | 0.10 | 1.67245 | 1.66871 | 1.67421 | ||
| 106 | 2023.10.11 12:00 | modify | 32 | 0.10 | 1.66421 | 1.66871 | 1.67421 | ||
| 107 | 2023.10.11 16:00 | t/p | 32 | 0.10 | 1.67421 | 1.66871 | 1.67421 | 73.62 | 10162.72 |
| 108 | 2023.10.11 16:00 | t/p | 33 | 0.10 | 1.67421 | 1.66871 | 1.67421 | 13.00 | 10175.72 |
| 109 | 2023.11.03 08:00 | buy | 34 | 0.10 | 1.67546 | 0.00000 | 0.00000 | ||
| 110 | 2023.11.03 08:00 | modify | 34 | 0.10 | 1.67546 | 1.67046 | 1.68546 | ||
| 111 | 2023.11.03 16:00 | t/p | 34 | 0.10 | 1.68546 | 1.67046 | 1.68546 | 73.85 | 10249.57 |
| 112 | 2023.11.10 00:00 | buy | 35 | 0.10 | 1.68726 | 0.00000 | 0.00000 | ||
| 113 | 2023.11.10 00:00 | modify | 35 | 0.10 | 1.68726 | 1.68226 | 1.69726 | ||
| 114 | 2023.11.14 08:00 | t/p | 35 | 0.10 | 1.69726 | 1.68226 | 1.69726 | 73.61 | 10323.18 |
| 115 | 2024.01.23 08:00 | sell | 36 | 0.10 | 1.71597 | 0.00000 | 0.00000 | ||
| 116 | 2024.01.23 08:00 | modify | 36 | 0.10 | 1.71597 | 1.72097 | 1.70597 | ||
| 117 | 2024.01.24 00:00 | t/p | 36 | 0.10 | 1.70597 | 1.72097 | 1.70597 | 73.48 | 10396.66 |
| 118 | 2024.01.30 04:00 | buy | 37 | 0.10 | 1.70446 | 0.00000 | 0.00000 | ||
| 119 | 2024.01.30 04:00 | modify | 37 | 0.10 | 1.70446 | 1.69946 | 1.71446 | ||
| 120 | 2024.01.30 12:00 | s/l | 37 | 0.10 | 1.69946 | 1.69946 | 1.71446 | -36.93 | 10359.73 |
| 121 | 2024.02.14 04:00 | sell | 38 | 0.10 | 1.70845 | 0.00000 | 0.00000 | ||
| 122 | 2024.02.14 04:00 | modify | 38 | 0.10 | 1.70845 | 1.71345 | 1.69845 | ||
| 123 | 2024.02.14 12:00 | t/p | 38 | 0.10 | 1.69845 | 1.71345 | 1.69845 | 73.81 | 10433.54 |