Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| 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=140; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=9; 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 | 512.92 | Gross profit | 1201.85 | Gross loss | -688.93 |
| Profit factor | 1.74 | Expected payoff | 12.82 | ||
| Absolute drawdown | 71.74 | Maximal drawdown | 355.89 (3.44%) | Relative drawdown | 3.44% (355.89) |
| Total trades | 40 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 19 (47.37%) |
| Profit trades (% of total) | 25 (62.50%) | Loss trades (% of total) | 15 (37.50%) | ||
| Largest | profit trade | 80.58 | loss trade | -103.99 | |
| Average | profit trade | 48.07 | loss trade | -45.93 | |
| Maximum | consecutive wins (profit in money) | 4 (277.42) | consecutive losses (loss in money) | 3 (-308.98) | |
| Maximal | consecutive profit (count of wins) | 277.42 (4) | consecutive loss (count of losses) | -308.98 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.03 08:00 | sell | 1 | 0.10 | 1.70394 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.03 08:00 | modify | 1 | 0.10 | 1.70394 | 1.71794 | 1.69294 | ||
| 3 | 2023.05.05 16:00 | t/p | 1 | 0.10 | 1.69294 | 1.71794 | 1.69294 | 79.25 | 10079.25 |
| 4 | 2023.05.08 08:00 | buy | 2 | 0.10 | 1.68819 | 0.00000 | 0.00000 | ||
| 5 | 2023.05.08 08:00 | modify | 2 | 0.10 | 1.68819 | 1.67419 | 1.69919 | ||
| 6 | 2023.05.18 12:00 | s/l | 2 | 0.10 | 1.67419 | 1.67419 | 1.69919 | -103.99 | 9975.27 |
| 7 | 2023.05.19 08:00 | buy | 3 | 0.10 | 1.67345 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.19 08:00 | modify | 3 | 0.10 | 1.67345 | 1.65945 | 1.68445 | ||
| 9 | 2023.05.19 16:00 | t/p | 3 | 0.10 | 1.68445 | 1.65945 | 1.68445 | 80.58 | 10055.85 |
| 10 | 2023.06.05 08:00 | buy | 4 | 0.10 | 1.66557 | 0.00000 | 0.00000 | ||
| 11 | 2023.06.05 08:00 | modify | 4 | 0.10 | 1.66557 | 1.65157 | 1.67657 | ||
| 12 | 2023.06.05 16:00 | buy | 5 | 0.10 | 1.66965 | 0.00000 | 0.00000 | ||
| 13 | 2023.06.05 16:00 | modify | 5 | 0.10 | 1.66965 | 1.66722 | 1.67657 | ||
| 14 | 2023.06.05 16:00 | modify | 4 | 0.10 | 1.66557 | 1.66722 | 1.67657 | ||
| 15 | 2023.06.06 08:00 | s/l | 4 | 0.10 | 1.66722 | 1.66722 | 1.67657 | 11.97 | 10067.82 |
| 16 | 2023.06.06 08:00 | s/l | 5 | 0.10 | 1.66722 | 1.66722 | 1.67657 | -17.92 | 10049.90 |
| 17 | 2023.06.16 08:00 | sell | 6 | 0.10 | 1.69215 | 0.00000 | 0.00000 | ||
| 18 | 2023.06.16 08:00 | modify | 6 | 0.10 | 1.69215 | 1.70615 | 1.68115 | ||
| 19 | 2023.06.19 20:00 | sell | 7 | 0.10 | 1.68825 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.19 20:00 | modify | 7 | 0.10 | 1.68825 | 1.69050 | 1.68115 | ||
| 21 | 2023.06.19 20:00 | modify | 6 | 0.10 | 1.69215 | 1.69050 | 1.68115 | ||
| 22 | 2023.06.20 00:00 | s/l | 6 | 0.10 | 1.69050 | 1.69050 | 1.68115 | 11.43 | 10061.33 |
| 23 | 2023.06.20 00:00 | s/l | 7 | 0.10 | 1.69050 | 1.69050 | 1.68115 | -16.81 | 10044.52 |
| 24 | 2023.06.28 08:00 | sell | 8 | 0.10 | 1.68237 | 0.00000 | 0.00000 | ||
| 25 | 2023.06.28 08:00 | modify | 8 | 0.10 | 1.68237 | 1.69637 | 1.67137 | ||
| 26 | 2023.06.29 16:00 | t/p | 8 | 0.10 | 1.67137 | 1.69637 | 1.67137 | 79.58 | 10124.10 |
| 27 | 2023.07.17 08:00 | sell | 9 | 0.10 | 1.73205 | 0.00000 | 0.00000 | ||
| 28 | 2023.07.17 08:00 | modify | 9 | 0.10 | 1.73205 | 1.74605 | 1.72105 | ||
| 29 | 2023.07.18 16:00 | t/p | 9 | 0.10 | 1.72105 | 1.74605 | 1.72105 | 80.23 | 10204.33 |
| 30 | 2023.07.19 08:00 | buy | 10 | 0.10 | 1.70511 | 0.00000 | 0.00000 | ||
| 31 | 2023.07.19 08:00 | modify | 10 | 0.10 | 1.70511 | 1.69111 | 1.71611 | ||
| 32 | 2023.07.20 16:00 | s/l | 10 | 0.10 | 1.69111 | 1.69111 | 1.71611 | -102.91 | 10101.43 |
| 33 | 2023.08.08 08:00 | sell | 11 | 0.10 | 1.71199 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.08 08:00 | modify | 11 | 0.10 | 1.71199 | 1.72599 | 1.70099 | ||
| 35 | 2023.08.13 20:00 | sell | 12 | 0.10 | 1.70478 | 0.00000 | 0.00000 | ||
| 36 | 2023.08.13 20:00 | modify | 12 | 0.10 | 1.70478 | 1.70704 | 1.70099 | ||
| 37 | 2023.08.13 20:00 | modify | 11 | 0.10 | 1.71199 | 1.70704 | 1.70099 | ||
| 38 | 2023.08.14 00:00 | s/l | 11 | 0.10 | 1.70704 | 1.70704 | 1.70099 | 34.28 | 10135.71 |
| 39 | 2023.08.14 00:00 | s/l | 12 | 0.10 | 1.70704 | 1.70704 | 1.70099 | -16.88 | 10118.83 |
| 40 | 2023.08.18 00:00 | sell | 13 | 0.10 | 1.72649 | 0.00000 | 0.00000 | ||
| 41 | 2023.08.18 00:00 | modify | 13 | 0.10 | 1.72649 | 1.74049 | 1.71549 | ||
| 42 | 2023.08.18 12:00 | sell | 14 | 0.10 | 1.72247 | 0.00000 | 0.00000 | ||
| 43 | 2023.08.18 12:00 | modify | 14 | 0.10 | 1.72247 | 1.72484 | 1.71549 | ||
| 44 | 2023.08.18 12:00 | modify | 13 | 0.10 | 1.72649 | 1.72484 | 1.71549 | ||
| 45 | 2023.08.18 16:00 | s/l | 13 | 0.10 | 1.72484 | 1.72484 | 1.71549 | 12.08 | 10130.91 |
| 46 | 2023.08.18 16:00 | s/l | 14 | 0.10 | 1.72484 | 1.72484 | 1.71549 | -17.36 | 10113.55 |
| 47 | 2023.08.22 08:00 | sell | 15 | 0.10 | 1.73107 | 0.00000 | 0.00000 | ||
| 48 | 2023.08.22 08:00 | modify | 15 | 0.10 | 1.73107 | 1.74507 | 1.72007 | ||
| 49 | 2023.08.23 08:00 | sell | 16 | 0.10 | 1.72376 | 0.00000 | 0.00000 | ||
| 50 | 2023.08.23 08:00 | modify | 16 | 0.10 | 1.72376 | 1.72612 | 1.72007 | ||
| 51 | 2023.08.23 08:00 | modify | 15 | 0.10 | 1.73107 | 1.72612 | 1.72007 | ||
| 52 | 2023.08.23 12:00 | t/p | 15 | 0.10 | 1.72007 | 1.72612 | 1.72007 | 80.24 | 10193.79 |
| 53 | 2023.08.23 12:00 | t/p | 16 | 0.10 | 1.72007 | 1.72612 | 1.72007 | 27.03 | 10220.82 |
| 54 | 2023.08.25 04:00 | buy | 17 | 0.10 | 1.70929 | 0.00000 | 0.00000 | ||
| 55 | 2023.08.25 04:00 | modify | 17 | 0.10 | 1.70929 | 1.69529 | 1.72029 | ||
| 56 | 2023.08.25 12:00 | buy | 18 | 0.10 | 1.71339 | 0.00000 | 0.00000 | ||
| 57 | 2023.08.25 12:00 | modify | 18 | 0.10 | 1.71339 | 1.71094 | 1.72029 | ||
| 58 | 2023.08.25 12:00 | modify | 17 | 0.10 | 1.70929 | 1.71094 | 1.72029 | ||
| 59 | 2023.08.25 16:00 | s/l | 17 | 0.10 | 1.71094 | 1.71094 | 1.72029 | 12.08 | 10232.90 |
| 60 | 2023.08.25 16:00 | s/l | 18 | 0.10 | 1.71094 | 1.71094 | 1.72029 | -17.95 | 10214.95 |
| 61 | 2023.08.31 04:00 | sell | 19 | 0.10 | 1.72218 | 0.00000 | 0.00000 | ||
| 62 | 2023.08.31 04:00 | modify | 19 | 0.10 | 1.72218 | 1.73618 | 1.71118 | ||
| 63 | 2023.09.01 00:00 | t/p | 19 | 0.10 | 1.71118 | 1.73618 | 1.71118 | 80.23 | 10295.18 |
| 64 | 2023.09.07 08:00 | buy | 20 | 0.10 | 1.70152 | 0.00000 | 0.00000 | ||
| 65 | 2023.09.07 08:00 | modify | 20 | 0.10 | 1.70152 | 1.68752 | 1.71252 | ||
| 66 | 2023.09.13 08:00 | s/l | 20 | 0.10 | 1.68752 | 1.68752 | 1.71252 | -103.04 | 10192.15 |
| 67 | 2023.09.19 04:00 | buy | 21 | 0.10 | 1.66861 | 0.00000 | 0.00000 | ||
| 68 | 2023.09.19 04:00 | modify | 21 | 0.10 | 1.66861 | 1.65461 | 1.67961 | ||
| 69 | 2023.09.21 12:00 | s/l | 21 | 0.10 | 1.65461 | 1.65461 | 1.67961 | -103.03 | 10089.12 |
| 70 | 2023.09.22 04:00 | buy | 22 | 0.10 | 1.65335 | 0.00000 | 0.00000 | ||
| 71 | 2023.09.22 04:00 | modify | 22 | 0.10 | 1.65335 | 1.63935 | 1.66435 | ||
| 72 | 2023.09.27 16:00 | s/l | 22 | 0.10 | 1.63935 | 1.63935 | 1.66435 | -102.92 | 9986.20 |
| 73 | 2023.09.28 04:00 | buy | 23 | 0.10 | 1.63798 | 0.00000 | 0.00000 | ||
| 74 | 2023.09.28 04:00 | modify | 23 | 0.10 | 1.63798 | 1.62398 | 1.64898 | ||
| 75 | 2023.09.29 16:00 | t/p | 23 | 0.10 | 1.64898 | 1.62398 | 1.64898 | 80.46 | 10066.66 |
| 76 | 2023.10.09 08:00 | buy | 24 | 0.10 | 1.66421 | 0.00000 | 0.00000 | ||
| 77 | 2023.10.09 08:00 | modify | 24 | 0.10 | 1.66421 | 1.65021 | 1.67521 | ||
| 78 | 2023.10.11 16:00 | t/p | 24 | 0.10 | 1.67521 | 1.65021 | 1.67521 | 80.34 | 10147.01 |
| 79 | 2023.11.03 08:00 | buy | 25 | 0.10 | 1.67546 | 0.00000 | 0.00000 | ||
| 80 | 2023.11.03 08:00 | modify | 25 | 0.10 | 1.67546 | 1.66146 | 1.68646 | ||
| 81 | 2023.11.03 16:00 | t/p | 25 | 0.10 | 1.68646 | 1.66146 | 1.68646 | 80.58 | 10227.59 |
| 82 | 2023.11.10 00:00 | buy | 26 | 0.10 | 1.68726 | 0.00000 | 0.00000 | ||
| 83 | 2023.11.10 00:00 | modify | 26 | 0.10 | 1.68726 | 1.67326 | 1.69826 | ||
| 84 | 2023.11.13 20:00 | buy | 27 | 0.10 | 1.69441 | 0.00000 | 0.00000 | ||
| 85 | 2023.11.13 20:00 | modify | 27 | 0.10 | 1.69441 | 1.69221 | 1.69826 | ||
| 86 | 2023.11.13 20:00 | modify | 26 | 0.10 | 1.68726 | 1.69221 | 1.69826 | ||
| 87 | 2023.11.14 00:00 | s/l | 26 | 0.10 | 1.69221 | 1.69221 | 1.69826 | 36.03 | 10263.62 |
| 88 | 2023.11.14 00:00 | s/l | 27 | 0.10 | 1.69221 | 1.69221 | 1.69826 | -16.23 | 10247.39 |
| 89 | 2024.01.23 08:00 | sell | 28 | 0.10 | 1.71597 | 0.00000 | 0.00000 | ||
| 90 | 2024.01.23 08:00 | modify | 28 | 0.10 | 1.71597 | 1.72997 | 1.70497 | ||
| 91 | 2024.01.25 20:00 | sell | 29 | 0.10 | 1.71183 | 0.00000 | 0.00000 | ||
| 92 | 2024.01.25 20:00 | modify | 29 | 0.10 | 1.71183 | 1.71432 | 1.70497 | ||
| 93 | 2024.01.25 20:00 | modify | 28 | 0.10 | 1.71597 | 1.71432 | 1.70497 | ||
| 94 | 2024.01.26 08:00 | sell | 30 | 0.10 | 1.70860 | 0.00000 | 0.00000 | ||
| 95 | 2024.01.26 08:00 | modify | 30 | 0.10 | 1.70860 | 1.71102 | 1.70497 | ||
| 96 | 2024.01.26 08:00 | modify | 29 | 0.10 | 1.71183 | 1.71102 | 1.70497 | ||
| 97 | 2024.01.26 08:00 | modify | 28 | 0.10 | 1.71597 | 1.71102 | 1.70497 | ||
| 98 | 2024.01.26 12:00 | s/l | 28 | 0.10 | 1.71102 | 1.71102 | 1.70497 | 34.60 | 10281.99 |
| 99 | 2024.01.26 12:00 | s/l | 29 | 0.10 | 1.71102 | 1.71102 | 1.70497 | 5.60 | 10287.59 |
| 100 | 2024.01.26 12:00 | s/l | 30 | 0.10 | 1.71102 | 1.71102 | 1.70497 | -17.73 | 10269.86 |
| 101 | 2024.01.30 04:00 | buy | 31 | 0.10 | 1.70446 | 0.00000 | 0.00000 | ||
| 102 | 2024.01.30 04:00 | modify | 31 | 0.10 | 1.70446 | 1.69046 | 1.71546 | ||
| 103 | 2024.02.13 20:00 | buy | 32 | 0.10 | 1.70853 | 0.00000 | 0.00000 | ||
| 104 | 2024.02.13 20:00 | modify | 32 | 0.10 | 1.70853 | 1.70611 | 1.71546 | ||
| 105 | 2024.02.13 20:00 | modify | 31 | 0.10 | 1.70446 | 1.70611 | 1.71546 | ||
| 106 | 2024.02.14 00:00 | s/l | 31 | 0.10 | 1.70611 | 1.70611 | 1.71546 | 10.31 | 10280.17 |
| 107 | 2024.02.14 00:00 | s/l | 32 | 0.10 | 1.70611 | 1.70611 | 1.71546 | -17.85 | 10262.32 |
| 108 | 2024.02.14 04:00 | sell | 33 | 0.10 | 1.70845 | 0.00000 | 0.00000 | ||
| 109 | 2024.02.14 04:00 | modify | 33 | 0.10 | 1.70845 | 1.72245 | 1.69745 | ||
| 110 | 2024.02.15 00:00 | sell | 34 | 0.10 | 1.70124 | 0.00000 | 0.00000 | ||
| 111 | 2024.02.15 00:00 | modify | 34 | 0.10 | 1.70124 | 1.70350 | 1.69745 | ||
| 112 | 2024.02.15 00:00 | modify | 33 | 0.10 | 1.70845 | 1.70350 | 1.69745 | ||
| 113 | 2024.02.15 16:00 | t/p | 33 | 0.10 | 1.69745 | 1.70350 | 1.69745 | 79.57 | 10341.89 |
| 114 | 2024.02.15 16:00 | t/p | 34 | 0.10 | 1.69745 | 1.70350 | 1.69745 | 27.75 | 10369.64 |
| 115 | 2024.03.05 08:00 | sell | 35 | 0.10 | 1.72357 | 0.00000 | 0.00000 | ||
| 116 | 2024.03.05 08:00 | modify | 35 | 0.10 | 1.72357 | 1.73757 | 1.71257 | ||
| 117 | 2024.03.21 20:00 | t/p | 35 | 0.10 | 1.71257 | 1.73757 | 1.71257 | 74.63 | 10444.28 |
| 118 | 2024.03.22 08:00 | buy | 36 | 0.10 | 1.71057 | 0.00000 | 0.00000 | ||
| 119 | 2024.03.22 08:00 | modify | 36 | 0.10 | 1.71057 | 1.69657 | 1.72157 | ||
| 120 | 2024.03.22 20:00 | buy | 37 | 0.10 | 1.71453 | 0.00000 | 0.00000 | ||
| 121 | 2024.03.22 20:00 | modify | 37 | 0.10 | 1.71453 | 1.71222 | 1.72157 | ||
| 122 | 2024.03.22 20:00 | modify | 36 | 0.10 | 1.71057 | 1.71222 | 1.72157 | ||
| 123 | 2024.03.25 00:00 | s/l | 36 | 0.10 | 1.71222 | 1.71222 | 1.72157 | 11.97 | 10456.25 |
| 124 | 2024.03.25 00:00 | s/l | 37 | 0.10 | 1.71222 | 1.71222 | 1.72157 | -17.04 | 10439.21 |
| 125 | 2024.04.17 08:00 | sell | 38 | 0.10 | 1.72053 | 0.00000 | 0.00000 | ||
| 126 | 2024.04.17 08:00 | modify | 38 | 0.10 | 1.72053 | 1.73453 | 1.70953 | ||
| 127 | 2024.04.19 16:00 | t/p | 38 | 0.10 | 1.70953 | 1.73453 | 1.70953 | 79.25 | 10518.46 |
| 128 | 2024.04.25 08:00 | sell | 39 | 0.10 | 1.71067 | 0.00000 | 0.00000 | ||
| 129 | 2024.04.25 08:00 | modify | 39 | 0.10 | 1.71067 | 1.72467 | 1.69967 | ||
| 130 | 2024.04.26 08:00 | sell | 40 | 0.10 | 1.70666 | 0.00000 | 0.00000 | ||
| 131 | 2024.04.26 08:00 | modify | 40 | 0.10 | 1.70666 | 1.70902 | 1.69967 | ||
| 132 | 2024.04.26 08:00 | modify | 39 | 0.10 | 1.71067 | 1.70902 | 1.69967 | ||
| 133 | 2024.04.26 12:00 | s/l | 39 | 0.10 | 1.70902 | 1.70902 | 1.69967 | 11.75 | 10530.21 |
| 134 | 2024.04.26 12:00 | s/l | 40 | 0.10 | 1.70902 | 1.70902 | 1.69967 | -17.29 | 10512.92 |