Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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 | 2612 | Ticks modelled | 79459 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 966.24 | Gross profit | 1160.47 | Gross loss | -194.23 |
| Profit factor | 5.97 | Expected payoff | 32.21 | ||
| Absolute drawdown | 50.71 | Maximal drawdown | 168.88 (7.91%) | Relative drawdown | 11.92% (144.16) |
| Total trades | 30 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 105.83 | loss trade | -33.48 | |
| Average | profit trade | 52.75 | loss trade | -24.28 | |
| Maximum | consecutive wins (profit in money) | 9 (530.91) | consecutive losses (loss in money) | 3 (-65.32) | |
| Maximal | consecutive profit (count of wins) | 530.91 (9) | consecutive loss (count of losses) | -65.32 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 20:00 | sell | 1 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.03 20:00 | modify | 1 | 0.10 | 1.69122 | 1.70422 | 1.67622 | ||
| 3 | 2023.11.12 22:35 | sell | 2 | 0.10 | 1.68515 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.12 22:35 | modify | 2 | 0.10 | 1.68515 | 1.68972 | 1.67622 | ||
| 5 | 2023.11.12 22:35 | modify | 1 | 0.10 | 1.69122 | 1.68972 | 1.67622 | ||
| 6 | 2023.11.13 01:40 | s/l | 1 | 0.10 | 1.68972 | 1.68972 | 1.67622 | 6.99 | 1006.99 |
| 7 | 2023.11.13 01:40 | s/l | 2 | 0.10 | 1.68972 | 1.68972 | 1.67622 | -32.95 | 974.04 |
| 8 | 2023.11.15 00:00 | sell | 3 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
| 9 | 2023.11.15 00:00 | modify | 3 | 0.10 | 1.71137 | 1.72437 | 1.69637 | ||
| 10 | 2023.11.15 08:40 | sell | 4 | 0.10 | 1.70535 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.15 08:40 | modify | 4 | 0.10 | 1.70535 | 1.70987 | 1.69637 | ||
| 12 | 2023.11.15 08:40 | modify | 3 | 0.10 | 1.71137 | 1.70987 | 1.69637 | ||
| 13 | 2023.11.15 13:30 | sell | 5 | 0.10 | 1.70229 | 0.00000 | 0.00000 | ||
| 14 | 2023.11.15 13:30 | modify | 5 | 0.10 | 1.70229 | 1.70462 | 1.69637 | ||
| 15 | 2023.11.15 13:30 | modify | 4 | 0.10 | 1.70535 | 1.70462 | 1.69637 | ||
| 16 | 2023.11.15 13:30 | modify | 3 | 0.10 | 1.71137 | 1.70462 | 1.69637 | ||
| 17 | 2023.11.15 14:20 | sell | 6 | 0.10 | 1.70137 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.15 14:20 | modify | 6 | 0.10 | 1.70137 | 1.70612 | 1.69637 | ||
| 19 | 2023.11.15 14:20 | modify | 5 | 0.10 | 1.70229 | 1.70612 | 1.69637 | ||
| 20 | 2023.11.15 14:20 | modify | 4 | 0.10 | 1.70535 | 1.70612 | 1.69637 | ||
| 21 | 2023.11.15 14:20 | modify | 3 | 0.10 | 1.71137 | 1.70612 | 1.69637 | ||
| 22 | 2023.11.16 07:40 | t/p | 3 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 105.24 | 1079.29 |
| 23 | 2023.11.16 07:40 | t/p | 4 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 62.45 | 1141.74 |
| 24 | 2023.11.16 07:40 | t/p | 5 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 40.69 | 1182.43 |
| 25 | 2023.11.16 07:40 | t/p | 6 | 0.10 | 1.69637 | 1.70612 | 1.69637 | 34.16 | 1216.60 |
| 26 | 2023.12.28 00:00 | sell | 7 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 27 | 2023.12.28 00:00 | modify | 7 | 0.10 | 1.68998 | 1.70298 | 1.67498 | ||
| 28 | 2023.12.28 14:55 | sell | 8 | 0.10 | 1.68370 | 0.00000 | 0.00000 | ||
| 29 | 2023.12.28 14:55 | modify | 8 | 0.10 | 1.68370 | 1.68848 | 1.67498 | ||
| 30 | 2023.12.28 14:55 | modify | 7 | 0.10 | 1.68998 | 1.68848 | 1.67498 | ||
| 31 | 2023.12.28 16:40 | sell | 9 | 0.10 | 1.68082 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.28 16:40 | modify | 9 | 0.10 | 1.68082 | 1.68323 | 1.67498 | ||
| 33 | 2023.12.28 16:40 | modify | 8 | 0.10 | 1.68370 | 1.68323 | 1.67498 | ||
| 34 | 2023.12.28 16:40 | modify | 7 | 0.10 | 1.68998 | 1.68323 | 1.67498 | ||
| 35 | 2023.12.28 17:30 | s/l | 7 | 0.10 | 1.68323 | 1.68323 | 1.67498 | 47.97 | 1264.57 |
| 36 | 2023.12.28 17:30 | s/l | 8 | 0.10 | 1.68323 | 1.68323 | 1.67498 | 3.34 | 1267.91 |
| 37 | 2023.12.28 17:30 | s/l | 9 | 0.10 | 1.68323 | 1.68323 | 1.67498 | -17.13 | 1250.78 |
| 38 | 2024.01.24 20:00 | sell | 10 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
| 39 | 2024.01.24 20:00 | modify | 10 | 0.10 | 1.71960 | 1.73260 | 1.70460 | ||
| 40 | 2024.01.25 16:30 | sell | 11 | 0.10 | 1.71344 | 0.00000 | 0.00000 | ||
| 41 | 2024.01.25 16:30 | modify | 11 | 0.10 | 1.71344 | 1.71810 | 1.70460 | ||
| 42 | 2024.01.25 16:30 | modify | 10 | 0.10 | 1.71960 | 1.71810 | 1.70460 | ||
| 43 | 2024.01.25 22:05 | sell | 12 | 0.10 | 1.70981 | 0.00000 | 0.00000 | ||
| 44 | 2024.01.25 22:05 | modify | 12 | 0.10 | 1.70981 | 1.71435 | 1.70460 | ||
| 45 | 2024.01.25 22:05 | modify | 11 | 0.10 | 1.71344 | 1.71435 | 1.70460 | ||
| 46 | 2024.01.25 22:05 | modify | 10 | 0.10 | 1.71960 | 1.71435 | 1.70460 | ||
| 47 | 2024.01.25 22:25 | sell | 13 | 0.10 | 1.71052 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.25 22:25 | modify | 13 | 0.10 | 1.71052 | 1.71285 | 1.70460 | ||
| 49 | 2024.01.25 22:30 | modify | 13 | 0.10 | 1.71052 | 1.71435 | 1.70460 | ||
| 50 | 2024.01.29 14:40 | t/p | 10 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 104.33 | 1355.10 |
| 51 | 2024.01.29 14:40 | t/p | 11 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 61.92 | 1417.03 |
| 52 | 2024.01.29 14:40 | t/p | 12 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 36.12 | 1453.15 |
| 53 | 2024.01.29 14:40 | t/p | 13 | 0.10 | 1.70460 | 1.71435 | 1.70460 | 41.16 | 1494.31 |
| 54 | 2024.02.14 00:00 | sell | 14 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
| 55 | 2024.02.14 00:00 | modify | 14 | 0.10 | 1.70786 | 1.72086 | 1.69286 | ||
| 56 | 2024.02.14 09:40 | sell | 15 | 0.10 | 1.69790 | 0.00000 | 0.00000 | ||
| 57 | 2024.02.14 09:40 | modify | 15 | 0.10 | 1.69790 | 1.70261 | 1.69286 | ||
| 58 | 2024.02.14 09:40 | modify | 14 | 0.10 | 1.70786 | 1.70261 | 1.69286 | ||
| 59 | 2024.02.14 10:45 | sell | 16 | 0.10 | 1.69866 | 0.00000 | 0.00000 | ||
| 60 | 2024.02.14 10:45 | modify | 16 | 0.10 | 1.69866 | 1.70111 | 1.69286 | ||
| 61 | 2024.02.14 10:50 | modify | 16 | 0.10 | 1.69866 | 1.70261 | 1.69286 | ||
| 62 | 2024.02.14 13:40 | s/l | 14 | 0.10 | 1.70261 | 1.70261 | 1.69286 | 37.32 | 1531.63 |
| 63 | 2024.02.14 13:40 | s/l | 15 | 0.10 | 1.70261 | 1.70261 | 1.69286 | -33.48 | 1498.15 |
| 64 | 2024.02.14 13:40 | s/l | 16 | 0.10 | 1.70261 | 1.70261 | 1.69286 | -28.08 | 1470.07 |
| 65 | 2024.08.01 12:00 | buy | 17 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 66 | 2024.08.01 12:00 | modify | 17 | 0.10 | 1.76858 | 1.75558 | 1.78358 | ||
| 67 | 2024.08.02 13:40 | buy | 18 | 0.10 | 1.77776 | 0.00000 | 0.00000 | ||
| 68 | 2024.08.02 13:40 | modify | 18 | 0.10 | 1.77776 | 1.77533 | 1.78358 | ||
| 69 | 2024.08.02 13:40 | modify | 17 | 0.10 | 1.76858 | 1.77533 | 1.78358 | ||
| 70 | 2024.08.02 14:30 | s/l | 17 | 0.10 | 1.77533 | 1.77533 | 1.78358 | 47.84 | 1517.92 |
| 71 | 2024.08.02 14:30 | s/l | 18 | 0.10 | 1.77533 | 1.77533 | 1.78358 | -17.27 | 1500.65 |
| 72 | 2024.08.07 00:00 | buy | 19 | 0.10 | 1.74917 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.07 00:00 | modify | 19 | 0.10 | 1.74917 | 1.73617 | 1.76417 | ||
| 74 | 2024.08.12 19:40 | buy | 20 | 0.10 | 1.75531 | 0.00000 | 0.00000 | ||
| 75 | 2024.08.12 19:40 | modify | 20 | 0.10 | 1.75531 | 1.75067 | 1.76417 | ||
| 76 | 2024.08.12 19:40 | modify | 19 | 0.10 | 1.74917 | 1.75067 | 1.76417 | ||
| 77 | 2024.08.13 06:55 | buy | 21 | 0.10 | 1.75909 | 0.00000 | 0.00000 | ||
| 78 | 2024.08.13 06:55 | modify | 21 | 0.10 | 1.75909 | 1.75442 | 1.76417 | ||
| 79 | 2024.08.13 06:55 | modify | 20 | 0.10 | 1.75531 | 1.75442 | 1.76417 | ||
| 80 | 2024.08.13 06:55 | modify | 19 | 0.10 | 1.74917 | 1.75442 | 1.76417 | ||
| 81 | 2024.08.13 07:55 | buy | 22 | 0.10 | 1.75820 | 0.00000 | 0.00000 | ||
| 82 | 2024.08.13 07:55 | modify | 22 | 0.10 | 1.75820 | 1.75592 | 1.76417 | ||
| 83 | 2024.08.13 07:59 | modify | 22 | 0.10 | 1.75820 | 1.75442 | 1.76417 | ||
| 84 | 2024.08.13 18:30 | t/p | 19 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 105.83 | 1606.47 |
| 85 | 2024.08.13 18:30 | t/p | 20 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 62.85 | 1669.33 |
| 86 | 2024.08.13 18:30 | t/p | 21 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 36.12 | 1705.45 |
| 87 | 2024.08.13 18:30 | t/p | 22 | 0.10 | 1.76417 | 1.75442 | 1.76417 | 42.44 | 1747.89 |
| 88 | 2024.09.26 20:00 | sell | 23 | 0.10 | 1.80698 | 0.00000 | 0.00000 | ||
| 89 | 2024.09.26 20:00 | modify | 23 | 0.10 | 1.80698 | 1.81998 | 1.79198 | ||
| 90 | 2024.10.01 11:50 | sell | 24 | 0.10 | 1.80085 | 0.00000 | 0.00000 | ||
| 91 | 2024.10.01 11:50 | modify | 24 | 0.10 | 1.80085 | 1.80548 | 1.79198 | ||
| 92 | 2024.10.01 11:50 | modify | 23 | 0.10 | 1.80698 | 1.80548 | 1.79198 | ||
| 93 | 2024.10.01 13:30 | sell | 25 | 0.10 | 1.79781 | 0.00000 | 0.00000 | ||
| 94 | 2024.10.01 13:30 | modify | 25 | 0.10 | 1.79781 | 1.80023 | 1.79198 | ||
| 95 | 2024.10.01 13:30 | modify | 24 | 0.10 | 1.80085 | 1.80023 | 1.79198 | ||
| 96 | 2024.10.01 13:30 | modify | 23 | 0.10 | 1.80698 | 1.80023 | 1.79198 | ||
| 97 | 2024.10.01 14:10 | sell | 26 | 0.10 | 1.79715 | 0.00000 | 0.00000 | ||
| 98 | 2024.10.01 14:10 | modify | 26 | 0.10 | 1.79715 | 1.80173 | 1.79198 | ||
| 99 | 2024.10.01 14:10 | modify | 25 | 0.10 | 1.79781 | 1.80173 | 1.79198 | ||
| 100 | 2024.10.01 14:10 | modify | 24 | 0.10 | 1.80085 | 1.80173 | 1.79198 | ||
| 101 | 2024.10.01 14:10 | modify | 23 | 0.10 | 1.80698 | 1.80173 | 1.79198 | ||
| 102 | 2024.10.01 15:40 | t/p | 23 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 105.24 | 1853.13 |
| 103 | 2024.10.01 15:40 | t/p | 24 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 63.05 | 1916.18 |
| 104 | 2024.10.01 15:40 | t/p | 25 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 41.44 | 1957.62 |
| 105 | 2024.10.01 15:40 | t/p | 26 | 0.10 | 1.79198 | 1.80173 | 1.79198 | 36.75 | 1994.37 |
| 106 | 2024.10.03 16:00 | buy | 27 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 107 | 2024.10.03 16:00 | modify | 27 | 0.10 | 1.77474 | 1.76174 | 1.78974 | ||
| 108 | 2024.10.04 06:00 | buy | 28 | 0.10 | 1.78082 | 0.00000 | 0.00000 | ||
| 109 | 2024.10.04 06:00 | modify | 28 | 0.10 | 1.78082 | 1.77624 | 1.78974 | ||
| 110 | 2024.10.04 06:00 | modify | 27 | 0.10 | 1.77474 | 1.77624 | 1.78974 | ||
| 111 | 2024.10.04 06:40 | buy | 29 | 0.10 | 1.78456 | 0.00000 | 0.00000 | ||
| 112 | 2024.10.04 06:40 | modify | 29 | 0.10 | 1.78456 | 1.77999 | 1.78974 | ||
| 113 | 2024.10.04 06:40 | modify | 28 | 0.10 | 1.78082 | 1.77999 | 1.78974 | ||
| 114 | 2024.10.04 06:40 | modify | 27 | 0.10 | 1.77474 | 1.77999 | 1.78974 | ||
| 115 | 2024.10.04 08:45 | buy | 30 | 0.10 | 1.78378 | 0.00000 | 0.00000 | ||
| 116 | 2024.10.04 08:45 | modify | 30 | 0.10 | 1.78378 | 1.78149 | 1.78974 | ||
| 117 | 2024.10.04 08:50 | modify | 30 | 0.10 | 1.78378 | 1.77999 | 1.78974 | ||
| 118 | 2024.10.04 12:30 | s/l | 27 | 0.10 | 1.77999 | 1.77999 | 1.78974 | 37.18 | 2031.56 |
| 119 | 2024.10.04 12:30 | s/l | 28 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -5.90 | 2025.66 |
| 120 | 2024.10.04 12:30 | s/l | 29 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -32.48 | 1993.18 |
| 121 | 2024.10.04 12:30 | s/l | 30 | 0.10 | 1.77999 | 1.77999 | 1.78974 | -26.94 | 1966.24 |