Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7200 | Ticks modelled | 13398 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 509.67 | Gross profit | 879.19 | Gross loss | -369.52 |
| Profit factor | 2.38 | Expected payoff | 18.88 | ||
| Absolute drawdown | 155.47 | Maximal drawdown | 211.45 (2.10%) | Relative drawdown | 2.10% (211.45) |
| Total trades | 27 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 17 (52.94%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 95.16 | loss trade | -38.01 | |
| Average | profit trade | 58.61 | loss trade | -30.79 | |
| Maximum | consecutive wins (profit in money) | 5 (310.86) | consecutive losses (loss in money) | 4 (-141.23) | |
| Maximal | consecutive profit (count of wins) | 310.86 (5) | consecutive loss (count of losses) | -141.23 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.20 12:00 | buy | 1 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.20 12:00 | modify | 1 | 0.10 | 1.69349 | 1.68849 | 1.70649 | ||
| 3 | 2023.07.24 01:00 | buy | 2 | 0.10 | 1.70071 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.24 01:00 | modify | 2 | 0.10 | 1.70071 | 1.69674 | 1.70649 | ||
| 5 | 2023.07.24 01:00 | modify | 1 | 0.10 | 1.69349 | 1.69674 | 1.70649 | ||
| 6 | 2023.07.24 08:00 | s/l | 1 | 0.10 | 1.69674 | 1.69674 | 1.70649 | 23.61 | 10023.61 |
| 7 | 2023.07.24 08:00 | s/l | 2 | 0.10 | 1.69674 | 1.69674 | 1.70649 | -29.13 | 9994.48 |
| 8 | 2023.09.12 15:00 | buy | 3 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
| 9 | 2023.09.12 15:00 | modify | 3 | 0.10 | 1.69075 | 1.68575 | 1.70375 | ||
| 10 | 2023.09.14 11:00 | s/l | 3 | 0.10 | 1.68575 | 1.68575 | 1.70375 | -37.17 | 9957.32 |
| 11 | 2023.09.14 19:00 | buy | 4 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
| 12 | 2023.09.14 19:00 | modify | 4 | 0.10 | 1.67581 | 1.67081 | 1.68881 | ||
| 13 | 2023.09.18 14:00 | s/l | 4 | 0.10 | 1.67081 | 1.67081 | 1.68881 | -36.93 | 9920.39 |
| 14 | 2023.10.04 14:00 | sell | 5 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
| 15 | 2023.10.04 14:00 | modify | 5 | 0.10 | 1.66875 | 1.67375 | 1.65575 | ||
| 16 | 2023.10.06 10:00 | s/l | 5 | 0.10 | 1.67375 | 1.67375 | 1.65575 | -38.01 | 9882.38 |
| 17 | 2023.10.13 17:00 | buy | 6 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.13 17:00 | modify | 6 | 0.10 | 1.65755 | 1.65255 | 1.67055 | ||
| 19 | 2023.10.18 07:00 | buy | 7 | 0.10 | 1.66234 | 0.00000 | 0.00000 | ||
| 20 | 2023.10.18 07:00 | modify | 7 | 0.10 | 1.66234 | 1.65885 | 1.67055 | ||
| 21 | 2023.10.18 07:00 | modify | 6 | 0.10 | 1.65755 | 1.65885 | 1.67055 | ||
| 22 | 2023.10.18 22:00 | buy | 8 | 0.10 | 1.66492 | 0.00000 | 0.00000 | ||
| 23 | 2023.10.18 22:00 | modify | 8 | 0.10 | 1.66492 | 1.66080 | 1.67055 | ||
| 24 | 2023.10.18 22:00 | modify | 7 | 0.10 | 1.66234 | 1.66080 | 1.67055 | ||
| 25 | 2023.10.18 22:00 | modify | 6 | 0.10 | 1.65755 | 1.66080 | 1.67055 | ||
| 26 | 2023.10.19 03:00 | buy | 9 | 0.10 | 1.66605 | 0.00000 | 0.00000 | ||
| 27 | 2023.10.19 03:00 | modify | 9 | 0.10 | 1.66605 | 1.66275 | 1.67055 | ||
| 28 | 2023.10.19 03:00 | modify | 8 | 0.10 | 1.66492 | 1.66275 | 1.67055 | ||
| 29 | 2023.10.19 03:00 | modify | 7 | 0.10 | 1.66234 | 1.66275 | 1.67055 | ||
| 30 | 2023.10.19 03:00 | modify | 6 | 0.10 | 1.65755 | 1.66275 | 1.67055 | ||
| 31 | 2023.10.19 09:00 | s/l | 6 | 0.10 | 1.66275 | 1.66275 | 1.67055 | 37.45 | 9919.83 |
| 32 | 2023.10.19 09:00 | s/l | 7 | 0.10 | 1.66275 | 1.66275 | 1.67055 | 2.65 | 9922.48 |
| 33 | 2023.10.19 09:00 | s/l | 8 | 0.10 | 1.66275 | 1.66275 | 1.67055 | -16.28 | 9906.20 |
| 34 | 2023.10.19 09:00 | s/l | 9 | 0.10 | 1.66275 | 1.66275 | 1.67055 | -24.22 | 9881.98 |
| 35 | 2023.11.03 17:00 | sell | 10 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
| 36 | 2023.11.03 17:00 | modify | 10 | 0.10 | 1.69075 | 1.69575 | 1.67775 | ||
| 37 | 2023.11.06 13:00 | s/l | 10 | 0.10 | 1.69575 | 1.69575 | 1.67775 | -37.01 | 9844.97 |
| 38 | 2023.11.08 18:00 | sell | 11 | 0.10 | 1.69686 | 0.00000 | 0.00000 | ||
| 39 | 2023.11.08 18:00 | modify | 11 | 0.10 | 1.69686 | 1.70186 | 1.68386 | ||
| 40 | 2023.11.09 11:00 | sell | 12 | 0.10 | 1.69213 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.09 11:00 | modify | 12 | 0.10 | 1.69213 | 1.69556 | 1.68386 | ||
| 42 | 2023.11.09 11:00 | modify | 11 | 0.10 | 1.69686 | 1.69556 | 1.68386 | ||
| 43 | 2023.11.12 23:00 | t/p | 11 | 0.10 | 1.68386 | 1.69556 | 1.68386 | 94.07 | 9939.05 |
| 44 | 2023.11.12 23:00 | t/p | 12 | 0.10 | 1.68386 | 1.69556 | 1.68386 | 60.35 | 9999.40 |
| 45 | 2023.11.14 16:00 | sell | 13 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 46 | 2023.11.14 16:00 | modify | 13 | 0.10 | 1.70959 | 1.71459 | 1.69659 | ||
| 47 | 2023.11.15 14:00 | sell | 14 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
| 48 | 2023.11.15 14:00 | modify | 14 | 0.10 | 1.70220 | 1.70634 | 1.69659 | ||
| 49 | 2023.11.15 14:00 | modify | 13 | 0.10 | 1.70959 | 1.70634 | 1.69659 | ||
| 50 | 2023.11.16 08:00 | t/p | 13 | 0.10 | 1.69659 | 1.70634 | 1.69659 | 94.06 | 10093.46 |
| 51 | 2023.11.16 08:00 | t/p | 14 | 0.10 | 1.69659 | 1.70634 | 1.69659 | 40.17 | 10133.63 |
| 52 | 2024.01.17 11:00 | sell | 15 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 53 | 2024.01.17 11:00 | modify | 15 | 0.10 | 1.71361 | 1.71861 | 1.70061 | ||
| 54 | 2024.01.19 09:00 | sell | 16 | 0.10 | 1.70897 | 0.00000 | 0.00000 | ||
| 55 | 2024.01.19 09:00 | modify | 16 | 0.10 | 1.70897 | 1.71231 | 1.70061 | ||
| 56 | 2024.01.19 09:00 | modify | 15 | 0.10 | 1.71361 | 1.71231 | 1.70061 | ||
| 57 | 2024.01.22 08:00 | sell | 17 | 0.10 | 1.70636 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.22 08:00 | modify | 17 | 0.10 | 1.70636 | 1.71036 | 1.70061 | ||
| 59 | 2024.01.22 08:00 | modify | 16 | 0.10 | 1.70897 | 1.71036 | 1.70061 | ||
| 60 | 2024.01.22 08:00 | modify | 15 | 0.10 | 1.71361 | 1.71036 | 1.70061 | ||
| 61 | 2024.01.22 14:00 | s/l | 15 | 0.10 | 1.71036 | 1.71036 | 1.70061 | 22.20 | 10155.84 |
| 62 | 2024.01.22 14:00 | s/l | 16 | 0.10 | 1.71036 | 1.71036 | 1.70061 | -10.53 | 10145.31 |
| 63 | 2024.01.22 14:00 | s/l | 17 | 0.10 | 1.71036 | 1.71036 | 1.70061 | -29.35 | 10115.96 |
| 64 | 2024.02.13 19:00 | sell | 18 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 65 | 2024.02.13 19:00 | modify | 18 | 0.10 | 1.70953 | 1.71453 | 1.69653 | ||
| 66 | 2024.02.15 22:00 | t/p | 18 | 0.10 | 1.69653 | 1.71453 | 1.69653 | 94.06 | 10210.02 |
| 67 | 2024.02.29 19:00 | buy | 19 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
| 68 | 2024.02.29 19:00 | modify | 19 | 0.10 | 1.71360 | 1.70860 | 1.72660 | ||
| 69 | 2024.03.04 07:00 | buy | 20 | 0.10 | 1.71827 | 0.00000 | 0.00000 | ||
| 70 | 2024.03.04 07:00 | modify | 20 | 0.10 | 1.71827 | 1.71490 | 1.72660 | ||
| 71 | 2024.03.04 07:00 | modify | 19 | 0.10 | 1.71360 | 1.71490 | 1.72660 | ||
| 72 | 2024.03.04 15:00 | buy | 21 | 0.10 | 1.72217 | 0.00000 | 0.00000 | ||
| 73 | 2024.03.04 15:00 | modify | 21 | 0.10 | 1.72217 | 1.71880 | 1.72660 | ||
| 74 | 2024.03.04 15:00 | modify | 20 | 0.10 | 1.71827 | 1.71880 | 1.72660 | ||
| 75 | 2024.03.04 15:00 | modify | 19 | 0.10 | 1.71360 | 1.71880 | 1.72660 | ||
| 76 | 2024.03.05 16:00 | t/p | 19 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 95.04 | 10305.06 |
| 77 | 2024.03.05 16:00 | t/p | 20 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 61.00 | 10366.07 |
| 78 | 2024.03.05 16:00 | t/p | 21 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 32.39 | 10398.46 |
| 79 | 2024.04.19 19:00 | buy | 22 | 0.10 | 1.70143 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.19 19:00 | modify | 22 | 0.10 | 1.70143 | 1.69643 | 1.71443 | ||
| 81 | 2024.04.22 10:00 | s/l | 22 | 0.10 | 1.69643 | 1.69643 | 1.71443 | -36.81 | 10361.65 |
| 82 | 2024.04.22 13:00 | buy | 23 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.22 13:00 | modify | 23 | 0.10 | 1.69041 | 1.68541 | 1.70341 | ||
| 84 | 2024.04.24 13:00 | t/p | 23 | 0.10 | 1.70341 | 1.68541 | 1.70341 | 95.16 | 10456.81 |
| 85 | 2024.05.31 10:00 | buy | 24 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
| 86 | 2024.05.31 10:00 | modify | 24 | 0.10 | 1.73689 | 1.73189 | 1.74989 | ||
| 87 | 2024.06.03 22:00 | buy | 25 | 0.10 | 1.74554 | 0.00000 | 0.00000 | ||
| 88 | 2024.06.03 22:00 | modify | 25 | 0.10 | 1.74554 | 1.74209 | 1.74989 | ||
| 89 | 2024.06.03 22:00 | modify | 24 | 0.10 | 1.73689 | 1.74209 | 1.74989 | ||
| 90 | 2024.06.04 17:00 | t/p | 24 | 0.10 | 1.74989 | 1.74209 | 1.74989 | 95.15 | 10551.96 |
| 91 | 2024.06.04 17:00 | t/p | 25 | 0.10 | 1.74989 | 1.74209 | 1.74989 | 31.80 | 10583.76 |
| 92 | 2024.06.14 18:00 | buy | 26 | 0.10 | 1.74333 | 0.00000 | 0.00000 | ||
| 93 | 2024.06.14 18:00 | modify | 26 | 0.10 | 1.74333 | 1.73833 | 1.75633 | ||
| 94 | 2024.06.20 13:00 | s/l | 26 | 0.10 | 1.73833 | 1.73833 | 1.75633 | -37.40 | 10546.36 |
| 95 | 2024.06.20 15:00 | buy | 27 | 0.10 | 1.73720 | 0.00000 | 0.00000 | ||
| 96 | 2024.06.20 15:00 | modify | 27 | 0.10 | 1.73720 | 1.73220 | 1.75020 | ||
| 97 | 2024.06.20 21:00 | s/l | 27 | 0.10 | 1.73220 | 1.73220 | 1.75020 | -36.69 | 10509.67 |