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 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=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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=1; 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 | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 14.24 | Gross profit | 531.29 | Gross loss | -517.06 |
| Profit factor | 1.03 | Expected payoff | 0.71 | ||
| Absolute drawdown | 60.71 | Maximal drawdown | 362.29 (27.83%) | Relative drawdown | 27.83% (362.29) |
| Total trades | 20 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
| Largest | profit trade | 92.23 | loss trade | -94.52 | |
| Average | profit trade | 48.30 | loss trade | -57.45 | |
| Maximum | consecutive wins (profit in money) | 4 (158.69) | consecutive losses (loss in money) | 4 (-245.23) | |
| Maximal | consecutive profit (count of wins) | 219.46 (3) | consecutive loss (count of losses) | -245.23 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.15 00:00 | sell | 1 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.15 00:00 | modify | 1 | 0.10 | 1.71137 | 1.72437 | 1.69837 | ||
| 3 | 2023.11.15 16:00 | t/p | 1 | 0.10 | 1.69837 | 1.72437 | 1.69837 | 92.23 | 1092.23 |
| 4 | 2023.12.28 00:00 | sell | 2 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 5 | 2023.12.28 00:00 | modify | 2 | 0.10 | 1.68998 | 1.70298 | 1.67698 | ||
| 6 | 2023.12.29 16:00 | sell | 3 | 0.10 | 1.68058 | 0.00000 | 0.00000 | ||
| 7 | 2023.12.29 16:00 | modify | 3 | 0.10 | 1.68058 | 1.68543 | 1.67698 | ||
| 8 | 2023.12.29 16:00 | modify | 2 | 0.10 | 1.68998 | 1.68543 | 1.67698 | ||
| 9 | 2023.12.29 20:00 | s/l | 2 | 0.10 | 1.68543 | 1.68543 | 1.67698 | 31.82 | 1124.05 |
| 10 | 2023.12.29 20:00 | s/l | 3 | 0.10 | 1.68543 | 1.68543 | 1.67698 | -34.41 | 1089.64 |
| 11 | 2024.01.12 00:00 | sell | 4 | 0.10 | 1.70944 | 0.00000 | 0.00000 | ||
| 12 | 2024.01.12 00:00 | modify | 4 | 0.10 | 1.70944 | 1.72244 | 1.69644 | ||
| 13 | 2024.01.30 12:00 | sell | 5 | 0.10 | 1.70006 | 0.00000 | 0.00000 | ||
| 14 | 2024.01.30 12:00 | modify | 5 | 0.10 | 1.70006 | 1.70489 | 1.69644 | ||
| 15 | 2024.01.30 12:00 | modify | 4 | 0.10 | 1.70944 | 1.70489 | 1.69644 | ||
| 16 | 2024.01.31 16:00 | s/l | 4 | 0.10 | 1.70489 | 1.70489 | 1.69644 | 24.48 | 1114.12 |
| 17 | 2024.01.31 16:00 | s/l | 5 | 0.10 | 1.70489 | 1.70489 | 1.69644 | -34.73 | 1079.40 |
| 18 | 2024.02.14 00:00 | sell | 6 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
| 19 | 2024.02.14 00:00 | modify | 6 | 0.10 | 1.70786 | 1.72086 | 1.69486 | ||
| 20 | 2024.02.15 16:00 | sell | 7 | 0.10 | 1.69860 | 0.00000 | 0.00000 | ||
| 21 | 2024.02.15 16:00 | modify | 7 | 0.10 | 1.69860 | 1.70331 | 1.69486 | ||
| 22 | 2024.02.15 16:00 | modify | 6 | 0.10 | 1.70786 | 1.70331 | 1.69486 | ||
| 23 | 2024.02.16 00:00 | t/p | 6 | 0.10 | 1.69486 | 1.70331 | 1.69486 | 90.41 | 1169.80 |
| 24 | 2024.02.16 00:00 | t/p | 7 | 0.10 | 1.69486 | 1.70331 | 1.69486 | 26.08 | 1195.88 |
| 25 | 2024.03.22 00:00 | buy | 8 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
| 26 | 2024.03.22 00:00 | modify | 8 | 0.10 | 1.71302 | 1.70002 | 1.72602 | ||
| 27 | 2024.04.05 16:00 | buy | 9 | 0.10 | 1.71579 | 0.00000 | 0.00000 | ||
| 28 | 2024.04.05 16:00 | modify | 9 | 0.10 | 1.71579 | 1.71367 | 1.72602 | ||
| 29 | 2024.04.05 16:00 | modify | 8 | 0.10 | 1.71302 | 1.71367 | 1.72602 | ||
| 30 | 2024.04.10 00:00 | buy | 10 | 0.10 | 1.72104 | 0.00000 | 0.00000 | ||
| 31 | 2024.04.10 00:00 | modify | 10 | 0.10 | 1.72104 | 1.71887 | 1.72602 | ||
| 32 | 2024.04.10 00:00 | modify | 9 | 0.10 | 1.71579 | 1.71887 | 1.72602 | ||
| 33 | 2024.04.10 00:00 | modify | 8 | 0.10 | 1.71302 | 1.71887 | 1.72602 | ||
| 34 | 2024.04.10 12:00 | buy | 11 | 0.10 | 1.72221 | 0.00000 | 0.00000 | ||
| 35 | 2024.04.10 12:00 | modify | 11 | 0.10 | 1.72221 | 1.71757 | 1.72602 | ||
| 36 | 2024.04.10 12:00 | modify | 10 | 0.10 | 1.72104 | 1.71757 | 1.72602 | ||
| 37 | 2024.04.10 12:00 | modify | 9 | 0.10 | 1.71579 | 1.71757 | 1.72602 | ||
| 38 | 2024.04.10 12:00 | modify | 8 | 0.10 | 1.71302 | 1.71757 | 1.72602 | ||
| 39 | 2024.04.10 16:00 | s/l | 8 | 0.10 | 1.71757 | 1.71757 | 1.72602 | 29.98 | 1225.87 |
| 40 | 2024.04.10 16:00 | s/l | 9 | 0.10 | 1.71757 | 1.71757 | 1.72602 | 12.22 | 1238.09 |
| 41 | 2024.04.10 16:00 | s/l | 10 | 0.10 | 1.71757 | 1.71757 | 1.72602 | -24.62 | 1213.47 |
| 42 | 2024.04.10 16:00 | s/l | 11 | 0.10 | 1.71757 | 1.71757 | 1.72602 | -32.92 | 1180.55 |
| 43 | 2024.04.25 00:00 | sell | 12 | 0.10 | 1.70723 | 0.00000 | 0.00000 | ||
| 44 | 2024.04.25 00:00 | modify | 12 | 0.10 | 1.70723 | 1.72023 | 1.69423 | ||
| 45 | 2024.04.30 16:00 | s/l | 12 | 0.10 | 1.72023 | 1.72023 | 1.69423 | -93.62 | 1086.93 |
| 46 | 2024.05.16 00:00 | sell | 13 | 0.10 | 1.72521 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.16 00:00 | modify | 13 | 0.10 | 1.72521 | 1.73821 | 1.71221 | ||
| 48 | 2024.05.22 08:00 | s/l | 13 | 0.10 | 1.73821 | 1.73821 | 1.71221 | -94.07 | 992.86 |
| 49 | 2024.06.17 00:00 | buy | 14 | 0.10 | 1.74242 | 0.00000 | 0.00000 | ||
| 50 | 2024.06.17 00:00 | modify | 14 | 0.10 | 1.74242 | 1.72942 | 1.75542 | ||
| 51 | 2024.06.17 16:00 | buy | 15 | 0.10 | 1.74512 | 0.00000 | 0.00000 | ||
| 52 | 2024.06.17 16:00 | modify | 15 | 0.10 | 1.74512 | 1.74307 | 1.75542 | ||
| 53 | 2024.06.17 16:00 | modify | 14 | 0.10 | 1.74242 | 1.74307 | 1.75542 | ||
| 54 | 2024.06.17 20:00 | s/l | 14 | 0.10 | 1.74307 | 1.74307 | 1.75542 | 4.61 | 997.47 |
| 55 | 2024.06.17 20:00 | s/l | 15 | 0.10 | 1.74307 | 1.74307 | 1.75542 | -14.55 | 982.92 |
| 56 | 2024.08.07 00:00 | buy | 16 | 0.10 | 1.74917 | 0.00000 | 0.00000 | ||
| 57 | 2024.08.07 00:00 | modify | 16 | 0.10 | 1.74917 | 1.73617 | 1.76217 | ||
| 58 | 2024.08.13 20:00 | t/p | 16 | 0.10 | 1.76217 | 1.73617 | 1.76217 | 91.43 | 1074.35 |
| 59 | 2024.09.12 00:00 | buy | 17 | 0.10 | 1.77062 | 0.00000 | 0.00000 | ||
| 60 | 2024.09.12 00:00 | modify | 17 | 0.10 | 1.77062 | 1.75762 | 1.78362 | ||
| 61 | 2024.09.12 16:00 | buy | 18 | 0.10 | 1.77854 | 0.00000 | 0.00000 | ||
| 62 | 2024.09.12 16:00 | modify | 18 | 0.10 | 1.77854 | 1.77647 | 1.78362 | ||
| 63 | 2024.09.12 16:00 | modify | 17 | 0.10 | 1.77062 | 1.77647 | 1.78362 | ||
| 64 | 2024.09.13 04:00 | t/p | 17 | 0.10 | 1.78362 | 1.77647 | 1.78362 | 92.11 | 1166.46 |
| 65 | 2024.09.13 04:00 | t/p | 18 | 0.10 | 1.78362 | 1.77647 | 1.78362 | 35.91 | 1202.37 |
| 66 | 2024.09.17 00:00 | sell | 19 | 0.10 | 1.79472 | 0.00000 | 0.00000 | ||
| 67 | 2024.09.17 00:00 | modify | 19 | 0.10 | 1.79472 | 1.80772 | 1.78172 | ||
| 68 | 2024.09.20 08:00 | s/l | 19 | 0.10 | 1.80772 | 1.80772 | 1.78172 | -94.52 | 1107.85 |
| 69 | 2024.10.10 00:00 | sell | 20 | 0.10 | 1.79159 | 0.00000 | 0.00000 | ||
| 70 | 2024.10.10 00:00 | modify | 20 | 0.10 | 1.79159 | 1.80459 | 1.77859 | ||
| 71 | 2024.10.15 08:00 | s/l | 20 | 0.10 | 1.80459 | 1.80459 | 1.77859 | -93.62 | 1014.24 |