Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (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=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=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 127.92 | Gross profit | 1056.74 | Gross loss | -928.82 |
| Profit factor | 1.14 | Expected payoff | 3.76 | ||
| Absolute drawdown | 251.41 | Maximal drawdown | 474.12 (4.64%) | Relative drawdown | 4.64% (474.12) |
| Total trades | 34 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
| Largest | profit trade | 80.72 | loss trade | -112.04 | |
| Average | profit trade | 52.84 | loss trade | -66.34 | |
| Maximum | consecutive wins (profit in money) | 5 (284.92) | consecutive losses (loss in money) | 4 (-353.39) | |
| Maximal | consecutive profit (count of wins) | 284.92 (5) | consecutive loss (count of losses) | -353.39 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 00:00 | sell | 1 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.07 00:00 | modify | 1 | 0.10 | 1.70284 | 1.71784 | 1.69184 | ||
| 3 | 2023.07.13 12:00 | s/l | 1 | 0.10 | 1.71784 | 1.71784 | 1.69184 | -112.04 | 9887.96 |
| 4 | 2023.07.14 00:00 | sell | 2 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.14 00:00 | modify | 2 | 0.10 | 1.72137 | 1.73637 | 1.71037 | ||
| 6 | 2023.07.19 08:00 | t/p | 2 | 0.10 | 1.71037 | 1.73637 | 1.71037 | 79.73 | 9967.70 |
| 7 | 2023.07.24 20:00 | buy | 3 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.24 20:00 | modify | 3 | 0.10 | 1.68835 | 1.67335 | 1.69935 | ||
| 9 | 2023.07.25 20:00 | t/p | 3 | 0.10 | 1.69935 | 1.67335 | 1.69935 | 80.60 | 10048.30 |
| 10 | 2023.07.28 00:00 | buy | 4 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.28 00:00 | modify | 4 | 0.10 | 1.69263 | 1.67763 | 1.70363 | ||
| 12 | 2023.07.28 16:00 | t/p | 4 | 0.10 | 1.70363 | 1.67763 | 1.70363 | 80.72 | 10129.02 |
| 13 | 2023.07.31 20:00 | buy | 5 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.31 20:00 | modify | 5 | 0.10 | 1.69262 | 1.67762 | 1.70362 | ||
| 15 | 2023.08.02 00:00 | buy | 6 | 0.10 | 1.69820 | 0.00000 | 0.00000 | ||
| 16 | 2023.08.02 00:00 | modify | 6 | 0.10 | 1.69820 | 1.69537 | 1.70362 | ||
| 17 | 2023.08.02 00:00 | modify | 5 | 0.10 | 1.69262 | 1.69537 | 1.70362 | ||
| 18 | 2023.08.02 16:00 | s/l | 5 | 0.10 | 1.69537 | 1.69537 | 1.70362 | 19.95 | 10148.97 |
| 19 | 2023.08.02 16:00 | s/l | 6 | 0.10 | 1.69537 | 1.69537 | 1.70362 | -20.76 | 10128.21 |
| 20 | 2023.09.01 00:00 | buy | 7 | 0.10 | 1.71229 | 0.00000 | 0.00000 | ||
| 21 | 2023.09.01 00:00 | modify | 7 | 0.10 | 1.71229 | 1.69729 | 1.72329 | ||
| 22 | 2023.09.12 00:00 | s/l | 7 | 0.10 | 1.69729 | 1.69729 | 1.72329 | -111.15 | 10017.06 |
| 23 | 2023.09.14 20:00 | buy | 8 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
| 24 | 2023.09.14 20:00 | modify | 8 | 0.10 | 1.67724 | 1.66224 | 1.68824 | ||
| 25 | 2023.09.19 16:00 | s/l | 8 | 0.10 | 1.66224 | 1.66224 | 1.68824 | -110.43 | 9906.63 |
| 26 | 2023.10.01 20:00 | sell | 9 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
| 27 | 2023.10.01 20:00 | modify | 9 | 0.10 | 1.65513 | 1.67013 | 1.64413 | ||
| 28 | 2023.10.04 16:00 | s/l | 9 | 0.10 | 1.67013 | 1.67013 | 1.64413 | -111.05 | 9795.58 |
| 29 | 2023.10.04 20:00 | sell | 10 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
| 30 | 2023.10.04 20:00 | modify | 10 | 0.10 | 1.66959 | 1.68459 | 1.65859 | ||
| 31 | 2023.10.13 16:00 | t/p | 10 | 0.10 | 1.65859 | 1.68459 | 1.65859 | 77.09 | 9872.67 |
| 32 | 2023.10.13 20:00 | buy | 11 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
| 33 | 2023.10.13 20:00 | modify | 11 | 0.10 | 1.65841 | 1.64341 | 1.66941 | ||
| 34 | 2023.10.19 00:00 | buy | 12 | 0.10 | 1.66528 | 0.00000 | 0.00000 | ||
| 35 | 2023.10.19 00:00 | modify | 12 | 0.10 | 1.66528 | 1.66226 | 1.66941 | ||
| 36 | 2023.10.19 00:00 | modify | 11 | 0.10 | 1.65841 | 1.66226 | 1.66941 | ||
| 37 | 2023.10.19 12:00 | s/l | 11 | 0.10 | 1.66226 | 1.66226 | 1.66941 | 27.54 | 9900.21 |
| 38 | 2023.10.19 12:00 | s/l | 12 | 0.10 | 1.66226 | 1.66226 | 1.66941 | -22.17 | 9878.04 |
| 39 | 2023.10.24 00:00 | sell | 13 | 0.10 | 1.67663 | 0.00000 | 0.00000 | ||
| 40 | 2023.10.24 00:00 | modify | 13 | 0.10 | 1.67663 | 1.69163 | 1.66563 | ||
| 41 | 2023.10.24 20:00 | sell | 14 | 0.10 | 1.67001 | 0.00000 | 0.00000 | ||
| 42 | 2023.10.24 20:00 | modify | 14 | 0.10 | 1.67001 | 1.67278 | 1.66563 | ||
| 43 | 2023.10.24 20:00 | modify | 13 | 0.10 | 1.67663 | 1.67278 | 1.66563 | ||
| 44 | 2023.10.25 04:00 | s/l | 13 | 0.10 | 1.67278 | 1.67278 | 1.66563 | 27.92 | 9905.96 |
| 45 | 2023.10.25 04:00 | s/l | 14 | 0.10 | 1.67278 | 1.67278 | 1.66563 | -20.65 | 9885.31 |
| 46 | 2023.11.03 20:00 | sell | 15 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.03 20:00 | modify | 15 | 0.10 | 1.69122 | 1.70622 | 1.68022 | ||
| 48 | 2023.11.10 20:00 | sell | 16 | 0.10 | 1.68716 | 0.00000 | 0.00000 | ||
| 49 | 2023.11.10 20:00 | modify | 16 | 0.10 | 1.68716 | 1.69012 | 1.68022 | ||
| 50 | 2023.11.10 20:00 | modify | 15 | 0.10 | 1.69122 | 1.69012 | 1.68022 | ||
| 51 | 2023.11.13 08:00 | s/l | 15 | 0.10 | 1.69012 | 1.69012 | 1.68022 | 5.44 | 9890.75 |
| 52 | 2023.11.13 08:00 | s/l | 16 | 0.10 | 1.69012 | 1.69012 | 1.68022 | -22.05 | 9868.70 |
| 53 | 2023.11.15 00:00 | sell | 17 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
| 54 | 2023.11.15 00:00 | modify | 17 | 0.10 | 1.71137 | 1.72637 | 1.70037 | ||
| 55 | 2023.11.15 12:00 | sell | 18 | 0.10 | 1.70582 | 0.00000 | 0.00000 | ||
| 56 | 2023.11.15 12:00 | modify | 18 | 0.10 | 1.70582 | 1.70862 | 1.70037 | ||
| 57 | 2023.11.15 12:00 | modify | 17 | 0.10 | 1.71137 | 1.70862 | 1.70037 | ||
| 58 | 2023.11.15 16:00 | t/p | 17 | 0.10 | 1.70037 | 1.70862 | 1.70037 | 80.71 | 9949.41 |
| 59 | 2023.11.15 16:00 | t/p | 18 | 0.10 | 1.70037 | 1.70862 | 1.70037 | 39.99 | 9989.40 |
| 60 | 2023.11.21 08:00 | sell | 19 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
| 61 | 2023.11.21 08:00 | modify | 19 | 0.10 | 1.71857 | 1.73357 | 1.70757 | ||
| 62 | 2023.12.01 16:00 | t/p | 19 | 0.10 | 1.70757 | 1.73357 | 1.70757 | 76.76 | 10066.16 |
| 63 | 2023.12.28 00:00 | sell | 20 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 64 | 2023.12.28 00:00 | modify | 20 | 0.10 | 1.68998 | 1.70498 | 1.67898 | ||
| 65 | 2023.12.29 16:00 | t/p | 20 | 0.10 | 1.67898 | 1.70498 | 1.67898 | 80.38 | 10146.54 |
| 66 | 2024.01.12 00:00 | sell | 21 | 0.10 | 1.70944 | 0.00000 | 0.00000 | ||
| 67 | 2024.01.12 00:00 | modify | 21 | 0.10 | 1.70944 | 1.72444 | 1.69844 | ||
| 68 | 2024.01.16 12:00 | sell | 22 | 0.10 | 1.70538 | 0.00000 | 0.00000 | ||
| 69 | 2024.01.16 12:00 | modify | 22 | 0.10 | 1.70538 | 1.70834 | 1.69844 | ||
| 70 | 2024.01.16 12:00 | modify | 21 | 0.10 | 1.70944 | 1.70834 | 1.69844 | ||
| 71 | 2024.01.17 08:00 | s/l | 21 | 0.10 | 1.70834 | 1.70834 | 1.69844 | 7.08 | 10153.62 |
| 72 | 2024.01.17 08:00 | s/l | 22 | 0.10 | 1.70834 | 1.70834 | 1.69844 | -22.05 | 10131.57 |
| 73 | 2024.01.24 20:00 | sell | 23 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
| 74 | 2024.01.24 20:00 | modify | 23 | 0.10 | 1.71960 | 1.73460 | 1.70860 | ||
| 75 | 2024.01.26 08:00 | t/p | 23 | 0.10 | 1.70860 | 1.73460 | 1.70860 | 79.39 | 10210.96 |
| 76 | 2024.01.29 16:00 | buy | 24 | 0.10 | 1.70577 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.29 16:00 | modify | 24 | 0.10 | 1.70577 | 1.69077 | 1.71677 | ||
| 78 | 2024.02.23 12:00 | buy | 25 | 0.10 | 1.70969 | 0.00000 | 0.00000 | ||
| 79 | 2024.02.23 12:00 | modify | 25 | 0.10 | 1.70969 | 1.70687 | 1.71677 | ||
| 80 | 2024.02.23 12:00 | modify | 24 | 0.10 | 1.70577 | 1.70687 | 1.71677 | ||
| 81 | 2024.02.27 20:00 | t/p | 24 | 0.10 | 1.71677 | 1.70687 | 1.71677 | 77.28 | 10288.24 |
| 82 | 2024.02.27 20:00 | t/p | 25 | 0.10 | 1.71677 | 1.70687 | 1.71677 | 51.72 | 10339.96 |
| 83 | 2024.03.22 00:00 | buy | 26 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
| 84 | 2024.03.22 00:00 | modify | 26 | 0.10 | 1.71302 | 1.69802 | 1.72402 | ||
| 85 | 2024.03.25 12:00 | buy | 27 | 0.10 | 1.71714 | 0.00000 | 0.00000 | ||
| 86 | 2024.03.25 12:00 | modify | 27 | 0.10 | 1.71714 | 1.71412 | 1.72402 | ||
| 87 | 2024.03.25 12:00 | modify | 26 | 0.10 | 1.71302 | 1.71412 | 1.72402 | ||
| 88 | 2024.03.26 16:00 | s/l | 26 | 0.10 | 1.71412 | 1.71412 | 1.72402 | 7.83 | 10347.80 |
| 89 | 2024.03.26 16:00 | s/l | 27 | 0.10 | 1.71412 | 1.71412 | 1.72402 | -22.28 | 10325.52 |
| 90 | 2024.03.28 20:00 | buy | 28 | 0.10 | 1.70972 | 0.00000 | 0.00000 | ||
| 91 | 2024.03.28 20:00 | modify | 28 | 0.10 | 1.70972 | 1.69472 | 1.72072 | ||
| 92 | 2024.04.05 04:00 | buy | 29 | 0.10 | 1.71372 | 0.00000 | 0.00000 | ||
| 93 | 2024.04.05 04:00 | modify | 29 | 0.10 | 1.71372 | 1.71082 | 1.72072 | ||
| 94 | 2024.04.05 04:00 | modify | 28 | 0.10 | 1.70972 | 1.71082 | 1.72072 | ||
| 95 | 2024.04.09 12:00 | t/p | 28 | 0.10 | 1.72072 | 1.71082 | 1.72072 | 79.53 | 10405.05 |
| 96 | 2024.04.09 12:00 | t/p | 29 | 0.10 | 1.72072 | 1.71082 | 1.72072 | 51.13 | 10456.18 |
| 97 | 2024.04.25 00:00 | sell | 30 | 0.10 | 1.70723 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.25 00:00 | modify | 30 | 0.10 | 1.70723 | 1.72223 | 1.69623 | ||
| 99 | 2024.04.30 16:00 | s/l | 30 | 0.10 | 1.72223 | 1.72223 | 1.69623 | -111.06 | 10345.12 |
| 100 | 2024.05.06 12:00 | sell | 31 | 0.10 | 1.71919 | 0.00000 | 0.00000 | ||
| 101 | 2024.05.06 12:00 | modify | 31 | 0.10 | 1.71919 | 1.73419 | 1.70819 | ||
| 102 | 2024.05.13 08:00 | sell | 32 | 0.10 | 1.71253 | 0.00000 | 0.00000 | ||
| 103 | 2024.05.13 08:00 | modify | 32 | 0.10 | 1.71253 | 1.71534 | 1.70819 | ||
| 104 | 2024.05.13 08:00 | modify | 31 | 0.10 | 1.71919 | 1.71534 | 1.70819 | ||
| 105 | 2024.05.13 12:00 | s/l | 31 | 0.10 | 1.71534 | 1.71534 | 1.70819 | 25.95 | 10371.07 |
| 106 | 2024.05.13 12:00 | s/l | 32 | 0.10 | 1.71534 | 1.71534 | 1.70819 | -20.62 | 10350.45 |
| 107 | 2024.05.16 00:00 | sell | 33 | 0.10 | 1.72521 | 0.00000 | 0.00000 | ||
| 108 | 2024.05.16 00:00 | modify | 33 | 0.10 | 1.72521 | 1.74021 | 1.71421 | ||
| 109 | 2024.05.22 08:00 | s/l | 33 | 0.10 | 1.74021 | 1.74021 | 1.71421 | -111.38 | 10239.07 |
| 110 | 2024.06.14 20:00 | buy | 34 | 0.10 | 1.74299 | 0.00000 | 0.00000 | ||
| 111 | 2024.06.14 20:00 | modify | 34 | 0.10 | 1.74299 | 1.72799 | 1.75399 | ||
| 112 | 2024.06.25 16:00 | s/l | 34 | 0.10 | 1.72799 | 1.72799 | 1.75399 | -111.15 | 10127.92 |