Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 7238 | Ticks modelled | 13475 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 363.42 | Gross profit | 1235.74 | Gross loss | -872.32 |
| Profit factor | 1.42 | Expected payoff | 9.09 | ||
| Absolute drawdown | 131.24 | Maximal drawdown | 412.48 (26.20%) | Relative drawdown | 26.20% (412.48) |
| Total trades | 40 | Short positions (won %) | 18 (38.89%) | Long positions (won %) | 22 (68.18%) |
| Profit trades (% of total) | 22 (55.00%) | Loss trades (% of total) | 18 (45.00%) | ||
| Largest | profit trade | 77.90 | loss trade | -107.56 | |
| Average | profit trade | 56.17 | loss trade | -48.46 | |
| Maximum | consecutive wins (profit in money) | 8 (421.01) | consecutive losses (loss in money) | 5 (-163.19) | |
| Maximal | consecutive profit (count of wins) | 421.01 (8) | consecutive loss (count of losses) | -204.57 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 17:00 | sell | 1 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.03 17:00 | modify | 1 | 0.10 | 1.69075 | 1.70475 | 1.67975 | ||
| 3 | 2023.11.14 14:00 | s/l | 1 | 0.10 | 1.70475 | 1.70475 | 1.67975 | -103.43 | 896.57 |
| 4 | 2023.11.14 16:00 | sell | 2 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
| 5 | 2023.11.14 16:00 | modify | 2 | 0.10 | 1.70959 | 1.72359 | 1.69859 | ||
| 6 | 2023.11.15 16:00 | t/p | 2 | 0.10 | 1.69859 | 1.72359 | 1.69859 | 77.56 | 974.13 |
| 7 | 2023.11.15 16:00 | buy | 3 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
| 8 | 2023.11.15 16:00 | modify | 3 | 0.10 | 1.69995 | 1.68595 | 1.71095 | ||
| 9 | 2023.11.16 16:00 | t/p | 3 | 0.10 | 1.71095 | 1.68595 | 1.71095 | 77.62 | 1051.76 |
| 10 | 2023.12.26 17:00 | buy | 4 | 0.10 | 1.67874 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.26 17:00 | modify | 4 | 0.10 | 1.67874 | 1.66474 | 1.68974 | ||
| 12 | 2023.12.27 17:00 | t/p | 4 | 0.10 | 1.68974 | 1.66474 | 1.68974 | 77.90 | 1129.66 |
| 13 | 2024.01.17 11:00 | sell | 5 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
| 14 | 2024.01.17 11:00 | modify | 5 | 0.10 | 1.71361 | 1.72761 | 1.70261 | ||
| 15 | 2024.01.19 10:00 | sell | 6 | 0.10 | 1.70790 | 0.00000 | 0.00000 | ||
| 16 | 2024.01.19 10:00 | modify | 6 | 0.10 | 1.70790 | 1.71251 | 1.70261 | ||
| 17 | 2024.01.19 10:00 | modify | 5 | 0.10 | 1.71361 | 1.71251 | 1.70261 | ||
| 18 | 2024.01.19 19:00 | sell | 7 | 0.10 | 1.70682 | 0.00000 | 0.00000 | ||
| 19 | 2024.01.19 19:00 | modify | 7 | 0.10 | 1.70682 | 1.70921 | 1.70261 | ||
| 20 | 2024.01.19 19:00 | modify | 6 | 0.10 | 1.70790 | 1.70921 | 1.70261 | ||
| 21 | 2024.01.19 19:00 | modify | 5 | 0.10 | 1.71361 | 1.70921 | 1.70261 | ||
| 22 | 2024.01.19 20:00 | sell | 8 | 0.10 | 1.70564 | 0.00000 | 0.00000 | ||
| 23 | 2024.01.19 20:00 | modify | 8 | 0.10 | 1.70564 | 1.70866 | 1.70261 | ||
| 24 | 2024.01.19 20:00 | modify | 7 | 0.10 | 1.70682 | 1.70866 | 1.70261 | ||
| 25 | 2024.01.19 20:00 | modify | 6 | 0.10 | 1.70790 | 1.70866 | 1.70261 | ||
| 26 | 2024.01.19 20:00 | modify | 5 | 0.10 | 1.71361 | 1.70866 | 1.70261 | ||
| 27 | 2024.01.22 05:00 | s/l | 5 | 0.10 | 1.70866 | 1.70866 | 1.70261 | 32.82 | 1162.48 |
| 28 | 2024.01.22 05:00 | s/l | 6 | 0.10 | 1.70866 | 1.70866 | 1.70261 | -5.85 | 1156.63 |
| 29 | 2024.01.22 05:00 | s/l | 7 | 0.10 | 1.70866 | 1.70866 | 1.70261 | -13.51 | 1143.12 |
| 30 | 2024.01.22 05:00 | s/l | 8 | 0.10 | 1.70866 | 1.70866 | 1.70261 | -21.88 | 1121.24 |
| 31 | 2024.02.13 19:00 | sell | 9 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 32 | 2024.02.13 19:00 | modify | 9 | 0.10 | 1.70953 | 1.72353 | 1.69853 | ||
| 33 | 2024.02.14 09:00 | sell | 10 | 0.10 | 1.70163 | 0.00000 | 0.00000 | ||
| 34 | 2024.02.14 09:00 | modify | 10 | 0.10 | 1.70163 | 1.70458 | 1.69853 | ||
| 35 | 2024.02.14 09:00 | modify | 9 | 0.10 | 1.70953 | 1.70458 | 1.69853 | ||
| 36 | 2024.02.14 10:00 | t/p | 9 | 0.10 | 1.69853 | 1.70458 | 1.69853 | 77.57 | 1198.81 |
| 37 | 2024.02.14 10:00 | t/p | 10 | 0.10 | 1.69853 | 1.70458 | 1.69853 | 21.99 | 1220.80 |
| 38 | 2024.02.14 11:00 | buy | 11 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
| 39 | 2024.02.14 11:00 | modify | 11 | 0.10 | 1.69870 | 1.68470 | 1.70970 | ||
| 40 | 2024.02.20 15:00 | t/p | 11 | 0.10 | 1.70970 | 1.68470 | 1.70970 | 77.22 | 1298.02 |
| 41 | 2024.02.29 19:00 | buy | 12 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
| 42 | 2024.02.29 19:00 | modify | 12 | 0.10 | 1.71360 | 1.69960 | 1.72460 | ||
| 43 | 2024.03.04 08:00 | buy | 13 | 0.10 | 1.71923 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.04 08:00 | modify | 13 | 0.10 | 1.71923 | 1.71470 | 1.72460 | ||
| 45 | 2024.03.04 08:00 | modify | 12 | 0.10 | 1.71360 | 1.71470 | 1.72460 | ||
| 46 | 2024.03.04 13:00 | buy | 14 | 0.10 | 1.72049 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.04 13:00 | modify | 14 | 0.10 | 1.72049 | 1.71800 | 1.72460 | ||
| 48 | 2024.03.04 13:00 | modify | 13 | 0.10 | 1.71923 | 1.71800 | 1.72460 | ||
| 49 | 2024.03.04 13:00 | modify | 12 | 0.10 | 1.71360 | 1.71800 | 1.72460 | ||
| 50 | 2024.03.05 14:00 | t/p | 12 | 0.10 | 1.72460 | 1.71800 | 1.72460 | 77.62 | 1375.64 |
| 51 | 2024.03.05 14:00 | t/p | 13 | 0.10 | 1.72460 | 1.71800 | 1.72460 | 37.96 | 1413.61 |
| 52 | 2024.03.05 14:00 | t/p | 14 | 0.10 | 1.72460 | 1.71800 | 1.72460 | 29.02 | 1442.63 |
| 53 | 2024.03.06 16:00 | buy | 15 | 0.10 | 1.72239 | 0.00000 | 0.00000 | ||
| 54 | 2024.03.06 16:00 | modify | 15 | 0.10 | 1.72239 | 1.70839 | 1.73339 | ||
| 55 | 2024.03.08 14:00 | buy | 16 | 0.10 | 1.73027 | 0.00000 | 0.00000 | ||
| 56 | 2024.03.08 14:00 | modify | 16 | 0.10 | 1.73027 | 1.72734 | 1.73339 | ||
| 57 | 2024.03.08 14:00 | modify | 15 | 0.10 | 1.72239 | 1.72734 | 1.73339 | ||
| 58 | 2024.03.08 16:00 | t/p | 15 | 0.10 | 1.73339 | 1.72734 | 1.73339 | 77.49 | 1520.12 |
| 59 | 2024.03.08 16:00 | t/p | 16 | 0.10 | 1.73339 | 1.72734 | 1.73339 | 22.13 | 1542.25 |
| 60 | 2024.03.12 10:00 | buy | 17 | 0.10 | 1.72363 | 0.00000 | 0.00000 | ||
| 61 | 2024.03.12 10:00 | modify | 17 | 0.10 | 1.72363 | 1.70963 | 1.73463 | ||
| 62 | 2024.03.22 09:00 | s/l | 17 | 0.10 | 1.70963 | 1.70963 | 1.73463 | -100.95 | 1441.30 |
| 63 | 2024.04.19 19:00 | buy | 18 | 0.10 | 1.70143 | 0.00000 | 0.00000 | ||
| 64 | 2024.04.19 19:00 | modify | 18 | 0.10 | 1.70143 | 1.68743 | 1.71243 | ||
| 65 | 2024.04.24 19:00 | buy | 19 | 0.10 | 1.70722 | 0.00000 | 0.00000 | ||
| 66 | 2024.04.24 19:00 | modify | 19 | 0.10 | 1.70722 | 1.70253 | 1.71243 | ||
| 67 | 2024.04.24 19:00 | modify | 18 | 0.10 | 1.70143 | 1.70253 | 1.71243 | ||
| 68 | 2024.04.24 20:00 | buy | 20 | 0.10 | 1.70805 | 0.00000 | 0.00000 | ||
| 69 | 2024.04.24 20:00 | modify | 20 | 0.10 | 1.70805 | 1.70583 | 1.71243 | ||
| 70 | 2024.04.24 20:00 | modify | 19 | 0.10 | 1.70722 | 1.70583 | 1.71243 | ||
| 71 | 2024.04.24 20:00 | modify | 18 | 0.10 | 1.70143 | 1.70583 | 1.71243 | ||
| 72 | 2024.04.24 22:00 | s/l | 18 | 0.10 | 1.70583 | 1.70583 | 1.71243 | 30.81 | 1472.11 |
| 73 | 2024.04.24 22:00 | s/l | 19 | 0.10 | 1.70583 | 1.70583 | 1.71243 | -9.86 | 1462.25 |
| 74 | 2024.04.24 22:00 | s/l | 20 | 0.10 | 1.70583 | 1.70583 | 1.71243 | -15.75 | 1446.50 |
| 75 | 2024.04.25 10:00 | sell | 21 | 0.10 | 1.71125 | 0.00000 | 0.00000 | ||
| 76 | 2024.04.25 10:00 | modify | 21 | 0.10 | 1.71125 | 1.72525 | 1.70025 | ||
| 77 | 2024.05.15 15:00 | s/l | 21 | 0.10 | 1.72525 | 1.72525 | 1.70025 | -107.56 | 1338.95 |
| 78 | 2024.05.31 10:00 | buy | 22 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
| 79 | 2024.05.31 10:00 | modify | 22 | 0.10 | 1.73689 | 1.72289 | 1.74789 | ||
| 80 | 2024.06.03 16:00 | buy | 23 | 0.10 | 1.74373 | 0.00000 | 0.00000 | ||
| 81 | 2024.06.03 16:00 | modify | 23 | 0.10 | 1.74373 | 1.74129 | 1.74789 | ||
| 82 | 2024.06.03 16:00 | modify | 22 | 0.10 | 1.73689 | 1.74129 | 1.74789 | ||
| 83 | 2024.06.04 08:00 | t/p | 22 | 0.10 | 1.74789 | 1.74129 | 1.74789 | 77.76 | 1416.71 |
| 84 | 2024.06.04 08:00 | t/p | 23 | 0.10 | 1.74789 | 1.74129 | 1.74789 | 29.37 | 1446.08 |
| 85 | 2024.06.20 15:00 | buy | 24 | 0.10 | 1.73720 | 0.00000 | 0.00000 | ||
| 86 | 2024.06.20 15:00 | modify | 24 | 0.10 | 1.73720 | 1.72320 | 1.74820 | ||
| 87 | 2024.07.08 11:00 | t/p | 24 | 0.10 | 1.74820 | 1.72320 | 1.74820 | 75.86 | 1521.94 |
| 88 | 2024.07.10 11:00 | sell | 25 | 0.10 | 1.74603 | 0.00000 | 0.00000 | ||
| 89 | 2024.07.10 11:00 | modify | 25 | 0.10 | 1.74603 | 1.76003 | 1.73503 | ||
| 90 | 2024.07.11 13:00 | s/l | 25 | 0.10 | 1.76003 | 1.76003 | 1.73503 | -100.69 | 1421.26 |
| 91 | 2024.07.12 16:00 | sell | 26 | 0.10 | 1.76926 | 0.00000 | 0.00000 | ||
| 92 | 2024.07.12 16:00 | modify | 26 | 0.10 | 1.76926 | 1.78326 | 1.75826 | ||
| 93 | 2024.07.24 14:00 | s/l | 26 | 0.10 | 1.78326 | 1.78326 | 1.75826 | -103.89 | 1317.37 |
| 94 | 2024.08.06 19:00 | buy | 27 | 0.10 | 1.74859 | 0.00000 | 0.00000 | ||
| 95 | 2024.08.06 19:00 | modify | 27 | 0.10 | 1.74859 | 1.73459 | 1.75959 | ||
| 96 | 2024.08.12 14:00 | buy | 28 | 0.10 | 1.75418 | 0.00000 | 0.00000 | ||
| 97 | 2024.08.12 14:00 | modify | 28 | 0.10 | 1.75418 | 1.74969 | 1.75959 | ||
| 98 | 2024.08.12 14:00 | modify | 27 | 0.10 | 1.74859 | 1.74969 | 1.75959 | ||
| 99 | 2024.08.12 20:00 | buy | 29 | 0.10 | 1.75528 | 0.00000 | 0.00000 | ||
| 100 | 2024.08.12 20:00 | modify | 29 | 0.10 | 1.75528 | 1.75299 | 1.75959 | ||
| 101 | 2024.08.12 20:00 | modify | 28 | 0.10 | 1.75418 | 1.75299 | 1.75959 | ||
| 102 | 2024.08.12 20:00 | modify | 27 | 0.10 | 1.74859 | 1.75299 | 1.75959 | ||
| 103 | 2024.08.12 21:00 | s/l | 27 | 0.10 | 1.75299 | 1.75299 | 1.75959 | 30.40 | 1347.77 |
| 104 | 2024.08.12 21:00 | s/l | 28 | 0.10 | 1.75299 | 1.75299 | 1.75959 | -8.45 | 1339.32 |
| 105 | 2024.08.12 21:00 | s/l | 29 | 0.10 | 1.75299 | 1.75299 | 1.75959 | -16.25 | 1323.07 |
| 106 | 2024.08.20 16:00 | sell | 30 | 0.10 | 1.77547 | 0.00000 | 0.00000 | ||
| 107 | 2024.08.20 16:00 | modify | 30 | 0.10 | 1.77547 | 1.78947 | 1.76447 | ||
| 108 | 2024.09.12 01:00 | sell | 31 | 0.10 | 1.76975 | 0.00000 | 0.00000 | ||
| 109 | 2024.09.12 01:00 | modify | 31 | 0.10 | 1.76975 | 1.77437 | 1.76447 | ||
| 110 | 2024.09.12 01:00 | modify | 30 | 0.10 | 1.77547 | 1.77437 | 1.76447 | ||
| 111 | 2024.09.12 14:00 | s/l | 30 | 0.10 | 1.77437 | 1.77437 | 1.76447 | -3.67 | 1319.40 |
| 112 | 2024.09.12 14:00 | s/l | 31 | 0.10 | 1.77437 | 1.77437 | 1.76447 | -32.77 | 1286.63 |
| 113 | 2024.09.16 15:00 | sell | 32 | 0.10 | 1.79399 | 0.00000 | 0.00000 | ||
| 114 | 2024.09.16 15:00 | modify | 32 | 0.10 | 1.79399 | 1.80799 | 1.78299 | ||
| 115 | 2024.09.20 08:00 | s/l | 32 | 0.10 | 1.80799 | 1.80799 | 1.78299 | -102.05 | 1184.58 |
| 116 | 2024.09.25 10:00 | buy | 33 | 0.10 | 1.79705 | 0.00000 | 0.00000 | ||
| 117 | 2024.09.25 10:00 | modify | 33 | 0.10 | 1.79705 | 1.78305 | 1.80805 | ||
| 118 | 2024.09.26 16:00 | t/p | 33 | 0.10 | 1.80805 | 1.78305 | 1.80805 | 77.62 | 1262.20 |
| 119 | 2024.09.26 17:00 | sell | 34 | 0.10 | 1.80755 | 0.00000 | 0.00000 | ||
| 120 | 2024.09.26 17:00 | modify | 34 | 0.10 | 1.80755 | 1.82155 | 1.79655 | ||
| 121 | 2024.10.01 14:00 | t/p | 34 | 0.10 | 1.79655 | 1.82155 | 1.79655 | 76.64 | 1338.84 |
| 122 | 2024.10.03 11:00 | buy | 35 | 0.10 | 1.77544 | 0.00000 | 0.00000 | ||
| 123 | 2024.10.03 11:00 | modify | 35 | 0.10 | 1.77544 | 1.76144 | 1.78644 | ||
| 124 | 2024.10.04 17:00 | buy | 36 | 0.10 | 1.78110 | 0.00000 | 0.00000 | ||
| 125 | 2024.10.04 17:00 | modify | 36 | 0.10 | 1.78110 | 1.77654 | 1.78644 | ||
| 126 | 2024.10.04 17:00 | modify | 35 | 0.10 | 1.77544 | 1.77654 | 1.78644 | ||
| 127 | 2024.10.07 04:00 | buy | 37 | 0.10 | 1.78320 | 0.00000 | 0.00000 | ||
| 128 | 2024.10.07 04:00 | modify | 37 | 0.10 | 1.78320 | 1.78039 | 1.78644 | ||
| 129 | 2024.10.07 04:00 | modify | 36 | 0.10 | 1.78110 | 1.78039 | 1.78644 | ||
| 130 | 2024.10.07 04:00 | modify | 35 | 0.10 | 1.77544 | 1.78039 | 1.78644 | ||
| 131 | 2024.10.07 08:00 | s/l | 35 | 0.10 | 1.78039 | 1.78039 | 1.78644 | 34.85 | 1373.69 |
| 132 | 2024.10.07 08:00 | s/l | 36 | 0.10 | 1.78039 | 1.78039 | 1.78644 | -5.17 | 1368.53 |
| 133 | 2024.10.07 08:00 | s/l | 37 | 0.10 | 1.78039 | 1.78039 | 1.78644 | -19.93 | 1348.60 |
| 134 | 2024.10.15 12:00 | sell | 38 | 0.10 | 1.80664 | 0.00000 | 0.00000 | ||
| 135 | 2024.10.15 12:00 | modify | 38 | 0.10 | 1.80664 | 1.82064 | 1.79564 | ||
| 136 | 2024.10.16 03:00 | sell | 39 | 0.10 | 1.80099 | 0.00000 | 0.00000 | ||
| 137 | 2024.10.16 03:00 | modify | 39 | 0.10 | 1.80099 | 1.80554 | 1.79564 | ||
| 138 | 2024.10.16 03:00 | modify | 38 | 0.10 | 1.80664 | 1.80554 | 1.79564 | ||
| 139 | 2024.10.16 07:00 | t/p | 38 | 0.10 | 1.79564 | 1.80554 | 1.79564 | 77.56 | 1426.16 |
| 140 | 2024.10.16 07:00 | t/p | 39 | 0.10 | 1.79564 | 1.80554 | 1.79564 | 37.95 | 1464.11 |
| 141 | 2024.10.24 15:00 | sell | 40 | 0.10 | 1.79458 | 0.00000 | 0.00000 | ||
| 142 | 2024.10.24 15:00 | modify | 40 | 0.10 | 1.79458 | 1.80858 | 1.78358 | ||
| 143 | 2024.10.29 16:00 | s/l | 40 | 0.10 | 1.80858 | 1.80858 | 1.78358 | -100.69 | 1363.42 |