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=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 | 79463 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 581.55 | Gross profit | 726.24 | Gross loss | -144.69 |
| Profit factor | 5.02 | Expected payoff | 18.76 | ||
| Absolute drawdown | 4.19 | Maximal drawdown | 118.59 (7.16%) | Relative drawdown | 7.24% (97.85) |
| Total trades | 31 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
| Largest | profit trade | 92.30 | loss trade | -15.62 | |
| Average | profit trade | 34.58 | loss trade | -14.47 | |
| Maximum | consecutive wins (profit in money) | 5 (270.44) | consecutive losses (loss in money) | 1 (-15.62) | |
| Maximal | consecutive profit (count of wins) | 270.44 (5) | consecutive loss (count of losses) | -15.62 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 06:30 | sell | 2 | 0.10 | 1.70867 | 0.00000 | 0.00000 | ||
| 4 | 2023.11.15 06:30 | modify | 2 | 0.10 | 1.70867 | 1.71072 | 1.69837 | ||
| 5 | 2023.11.15 06:30 | modify | 1 | 0.10 | 1.71137 | 1.71072 | 1.69837 | ||
| 6 | 2023.11.15 12:40 | sell | 3 | 0.10 | 1.70347 | 0.00000 | 0.00000 | ||
| 7 | 2023.11.15 12:40 | modify | 3 | 0.10 | 1.70347 | 1.70552 | 1.69837 | ||
| 8 | 2023.11.15 12:40 | modify | 2 | 0.10 | 1.70867 | 1.70552 | 1.69837 | ||
| 9 | 2023.11.15 12:40 | modify | 1 | 0.10 | 1.71137 | 1.70552 | 1.69837 | ||
| 10 | 2023.11.15 13:55 | sell | 4 | 0.10 | 1.70221 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.15 13:55 | modify | 4 | 0.10 | 1.70221 | 1.70682 | 1.69837 | ||
| 12 | 2023.11.15 13:55 | modify | 3 | 0.10 | 1.70347 | 1.70682 | 1.69837 | ||
| 13 | 2023.11.15 13:55 | modify | 2 | 0.10 | 1.70867 | 1.70682 | 1.69837 | ||
| 14 | 2023.11.15 13:55 | modify | 1 | 0.10 | 1.71137 | 1.70682 | 1.69837 | ||
| 15 | 2023.11.15 15:05 | t/p | 1 | 0.10 | 1.69837 | 1.70682 | 1.69837 | 92.30 | 1092.30 |
| 16 | 2023.11.15 15:05 | t/p | 2 | 0.10 | 1.69837 | 1.70682 | 1.69837 | 73.13 | 1165.43 |
| 17 | 2023.11.15 15:05 | t/p | 3 | 0.10 | 1.69837 | 1.70682 | 1.69837 | 36.21 | 1201.64 |
| 18 | 2023.11.15 15:05 | t/p | 4 | 0.10 | 1.69837 | 1.70682 | 1.69837 | 27.26 | 1228.90 |
| 19 | 2023.12.28 00:00 | sell | 5 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.28 00:00 | modify | 5 | 0.10 | 1.68998 | 1.70298 | 1.67698 | ||
| 21 | 2023.12.28 14:05 | sell | 6 | 0.10 | 1.68205 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.28 14:05 | modify | 6 | 0.10 | 1.68205 | 1.68413 | 1.67698 | ||
| 23 | 2023.12.28 14:05 | modify | 5 | 0.10 | 1.68998 | 1.68413 | 1.67698 | ||
| 24 | 2023.12.28 14:30 | s/l | 5 | 0.10 | 1.68413 | 1.68413 | 1.67698 | 41.54 | 1270.44 |
| 25 | 2023.12.28 14:30 | s/l | 6 | 0.10 | 1.68413 | 1.68413 | 1.67698 | -14.76 | 1255.68 |
| 26 | 2024.01.12 00:00 | sell | 7 | 0.10 | 1.70944 | 0.00000 | 0.00000 | ||
| 27 | 2024.01.12 00:00 | modify | 7 | 0.10 | 1.70944 | 1.72244 | 1.69644 | ||
| 28 | 2024.01.12 12:40 | sell | 8 | 0.10 | 1.70163 | 0.00000 | 0.00000 | ||
| 29 | 2024.01.12 12:40 | modify | 8 | 0.10 | 1.70163 | 1.70359 | 1.69644 | ||
| 30 | 2024.01.12 12:40 | modify | 7 | 0.10 | 1.70944 | 1.70359 | 1.69644 | ||
| 31 | 2024.01.12 13:20 | s/l | 7 | 0.10 | 1.70359 | 1.70359 | 1.69644 | 41.54 | 1297.22 |
| 32 | 2024.01.12 13:20 | s/l | 8 | 0.10 | 1.70359 | 1.70359 | 1.69644 | -13.92 | 1283.30 |
| 33 | 2024.01.30 00:00 | buy | 9 | 0.10 | 1.70517 | 0.00000 | 0.00000 | ||
| 34 | 2024.01.30 00:00 | modify | 9 | 0.10 | 1.70517 | 1.69217 | 1.71817 | ||
| 35 | 2024.02.02 08:20 | buy | 10 | 0.10 | 1.70780 | 0.00000 | 0.00000 | ||
| 36 | 2024.02.02 08:20 | modify | 10 | 0.10 | 1.70780 | 1.70582 | 1.71817 | ||
| 37 | 2024.02.02 08:20 | modify | 9 | 0.10 | 1.70517 | 1.70582 | 1.71817 | ||
| 38 | 2024.02.02 08:40 | s/l | 9 | 0.10 | 1.70582 | 1.70582 | 1.71817 | 3.93 | 1287.23 |
| 39 | 2024.02.02 08:40 | s/l | 10 | 0.10 | 1.70582 | 1.70582 | 1.71817 | -14.06 | 1273.17 |
| 40 | 2024.02.14 00:00 | sell | 11 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
| 41 | 2024.02.14 00:00 | modify | 11 | 0.10 | 1.70786 | 1.72086 | 1.69486 | ||
| 42 | 2024.02.14 10:45 | sell | 12 | 0.10 | 1.69866 | 0.00000 | 0.00000 | ||
| 43 | 2024.02.14 10:45 | modify | 12 | 0.10 | 1.69866 | 1.70331 | 1.69486 | ||
| 44 | 2024.02.14 10:45 | modify | 11 | 0.10 | 1.70786 | 1.70331 | 1.69486 | ||
| 45 | 2024.02.14 22:25 | sell | 13 | 0.10 | 1.69987 | 0.00000 | 0.00000 | ||
| 46 | 2024.02.14 22:25 | modify | 13 | 0.10 | 1.69987 | 1.70201 | 1.69486 | ||
| 47 | 2024.02.14 22:30 | modify | 13 | 0.10 | 1.69987 | 1.70331 | 1.69486 | ||
| 48 | 2024.02.15 22:05 | t/p | 11 | 0.10 | 1.69486 | 1.70331 | 1.69486 | 90.92 | 1364.10 |
| 49 | 2024.02.15 22:05 | t/p | 12 | 0.10 | 1.69486 | 1.70331 | 1.69486 | 25.60 | 1389.70 |
| 50 | 2024.02.15 22:05 | t/p | 13 | 0.10 | 1.69486 | 1.70331 | 1.69486 | 34.19 | 1423.89 |
| 51 | 2024.03.22 00:00 | buy | 14 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
| 52 | 2024.03.22 00:00 | modify | 14 | 0.10 | 1.71302 | 1.70002 | 1.72602 | ||
| 53 | 2024.03.25 05:40 | buy | 15 | 0.10 | 1.71567 | 0.00000 | 0.00000 | ||
| 54 | 2024.03.25 05:40 | modify | 15 | 0.10 | 1.71567 | 1.71367 | 1.72602 | ||
| 55 | 2024.03.25 05:40 | modify | 14 | 0.10 | 1.71302 | 1.71367 | 1.72602 | ||
| 56 | 2024.03.25 07:33 | s/l | 14 | 0.10 | 1.71367 | 1.71367 | 1.72602 | 4.48 | 1428.38 |
| 57 | 2024.03.25 07:33 | s/l | 15 | 0.10 | 1.71367 | 1.71367 | 1.72602 | -14.20 | 1414.18 |
| 58 | 2024.04.25 00:00 | sell | 16 | 0.10 | 1.70723 | 0.00000 | 0.00000 | ||
| 59 | 2024.04.25 00:00 | modify | 16 | 0.10 | 1.70723 | 1.72023 | 1.69423 | ||
| 60 | 2024.04.26 15:05 | sell | 17 | 0.10 | 1.70454 | 0.00000 | 0.00000 | ||
| 61 | 2024.04.26 15:05 | modify | 17 | 0.10 | 1.70454 | 1.70658 | 1.69423 | ||
| 62 | 2024.04.26 15:05 | modify | 16 | 0.10 | 1.70723 | 1.70658 | 1.69423 | ||
| 63 | 2024.04.26 15:40 | s/l | 16 | 0.10 | 1.70658 | 1.70658 | 1.69423 | 4.16 | 1418.34 |
| 64 | 2024.04.26 15:40 | s/l | 17 | 0.10 | 1.70658 | 1.70658 | 1.69423 | -14.48 | 1403.86 |
| 65 | 2024.05.16 00:00 | sell | 18 | 0.10 | 1.72521 | 0.00000 | 0.00000 | ||
| 66 | 2024.05.16 00:00 | modify | 18 | 0.10 | 1.72521 | 1.73821 | 1.71221 | ||
| 67 | 2024.05.16 21:15 | sell | 19 | 0.10 | 1.72251 | 0.00000 | 0.00000 | ||
| 68 | 2024.05.16 21:15 | modify | 19 | 0.10 | 1.72251 | 1.72456 | 1.71221 | ||
| 69 | 2024.05.16 21:15 | modify | 18 | 0.10 | 1.72521 | 1.72456 | 1.71221 | ||
| 70 | 2024.05.16 21:30 | s/l | 18 | 0.10 | 1.72456 | 1.72456 | 1.71221 | 4.61 | 1408.47 |
| 71 | 2024.05.16 21:30 | s/l | 19 | 0.10 | 1.72456 | 1.72456 | 1.71221 | -14.56 | 1393.91 |
| 72 | 2024.06.17 00:00 | buy | 20 | 0.10 | 1.74242 | 0.00000 | 0.00000 | ||
| 73 | 2024.06.17 00:00 | modify | 20 | 0.10 | 1.74242 | 1.72942 | 1.75542 | ||
| 74 | 2024.06.17 15:35 | buy | 21 | 0.10 | 1.74502 | 0.00000 | 0.00000 | ||
| 75 | 2024.06.17 15:35 | modify | 21 | 0.10 | 1.74502 | 1.74307 | 1.75542 | ||
| 76 | 2024.06.17 15:35 | modify | 20 | 0.10 | 1.74242 | 1.74307 | 1.75542 | ||
| 77 | 2024.06.17 19:40 | s/l | 20 | 0.10 | 1.74307 | 1.74307 | 1.75542 | 4.62 | 1398.53 |
| 78 | 2024.06.17 19:40 | s/l | 21 | 0.10 | 1.74307 | 1.74307 | 1.75542 | -13.85 | 1384.68 |
| 79 | 2024.08.07 00:00 | buy | 22 | 0.10 | 1.74917 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.07 00:00 | modify | 22 | 0.10 | 1.74917 | 1.73617 | 1.76217 | ||
| 81 | 2024.08.07 06:40 | buy | 23 | 0.10 | 1.75202 | 0.00000 | 0.00000 | ||
| 82 | 2024.08.07 06:40 | modify | 23 | 0.10 | 1.75202 | 1.74982 | 1.76217 | ||
| 83 | 2024.08.07 06:40 | modify | 22 | 0.10 | 1.74917 | 1.74982 | 1.76217 | ||
| 84 | 2024.08.07 07:20 | s/l | 22 | 0.10 | 1.74982 | 1.74982 | 1.76217 | 4.62 | 1389.30 |
| 85 | 2024.08.07 07:20 | s/l | 23 | 0.10 | 1.74982 | 1.74982 | 1.76217 | -15.62 | 1373.68 |
| 86 | 2024.09.12 00:00 | buy | 24 | 0.10 | 1.77062 | 0.00000 | 0.00000 | ||
| 87 | 2024.09.12 00:00 | modify | 24 | 0.10 | 1.77062 | 1.75762 | 1.78362 | ||
| 88 | 2024.09.12 12:30 | buy | 25 | 0.10 | 1.77328 | 0.00000 | 0.00000 | ||
| 89 | 2024.09.12 12:30 | modify | 25 | 0.10 | 1.77328 | 1.77127 | 1.78362 | ||
| 90 | 2024.09.12 12:30 | modify | 24 | 0.10 | 1.77062 | 1.77127 | 1.78362 | ||
| 91 | 2024.09.12 14:55 | buy | 26 | 0.10 | 1.77846 | 0.00000 | 0.00000 | ||
| 92 | 2024.09.12 14:55 | modify | 26 | 0.10 | 1.77846 | 1.77647 | 1.78362 | ||
| 93 | 2024.09.12 14:55 | modify | 25 | 0.10 | 1.77328 | 1.77647 | 1.78362 | ||
| 94 | 2024.09.12 14:55 | modify | 24 | 0.10 | 1.77062 | 1.77647 | 1.78362 | ||
| 95 | 2024.09.12 16:30 | buy | 27 | 0.10 | 1.77989 | 0.00000 | 0.00000 | ||
| 96 | 2024.09.12 16:30 | modify | 27 | 0.10 | 1.77989 | 1.77517 | 1.78362 | ||
| 97 | 2024.09.12 16:30 | modify | 26 | 0.10 | 1.77846 | 1.77517 | 1.78362 | ||
| 98 | 2024.09.12 16:30 | modify | 25 | 0.10 | 1.77328 | 1.77517 | 1.78362 | ||
| 99 | 2024.09.12 16:30 | modify | 24 | 0.10 | 1.77062 | 1.77517 | 1.78362 | ||
| 100 | 2024.09.13 01:40 | t/p | 24 | 0.10 | 1.78362 | 1.77517 | 1.78362 | 92.17 | 1465.85 |
| 101 | 2024.09.13 01:40 | t/p | 25 | 0.10 | 1.78362 | 1.77517 | 1.78362 | 73.29 | 1539.15 |
| 102 | 2024.09.13 01:40 | t/p | 26 | 0.10 | 1.78362 | 1.77517 | 1.78362 | 36.50 | 1575.65 |
| 103 | 2024.09.13 01:40 | t/p | 27 | 0.10 | 1.78362 | 1.77517 | 1.78362 | 26.35 | 1602.01 |
| 104 | 2024.09.17 00:00 | sell | 28 | 0.10 | 1.79472 | 0.00000 | 0.00000 | ||
| 105 | 2024.09.17 00:00 | modify | 28 | 0.10 | 1.79472 | 1.80772 | 1.78172 | ||
| 106 | 2024.09.18 07:25 | sell | 29 | 0.10 | 1.79199 | 0.00000 | 0.00000 | ||
| 107 | 2024.09.18 07:25 | modify | 29 | 0.10 | 1.79199 | 1.79407 | 1.78172 | ||
| 108 | 2024.09.18 07:25 | modify | 28 | 0.10 | 1.79472 | 1.79407 | 1.78172 | ||
| 109 | 2024.09.18 07:40 | s/l | 28 | 0.10 | 1.79407 | 1.79407 | 1.78172 | 4.16 | 1606.17 |
| 110 | 2024.09.18 07:40 | s/l | 29 | 0.10 | 1.79407 | 1.79407 | 1.78172 | -14.76 | 1591.41 |
| 111 | 2024.10.10 00:00 | sell | 30 | 0.10 | 1.79159 | 0.00000 | 0.00000 | ||
| 112 | 2024.10.10 00:00 | modify | 30 | 0.10 | 1.79159 | 1.80459 | 1.77859 | ||
| 113 | 2024.10.10 12:40 | sell | 31 | 0.10 | 1.78890 | 0.00000 | 0.00000 | ||
| 114 | 2024.10.10 12:40 | modify | 31 | 0.10 | 1.78890 | 1.79094 | 1.77859 | ||
| 115 | 2024.10.10 12:40 | modify | 30 | 0.10 | 1.79159 | 1.79094 | 1.77859 | ||
| 116 | 2024.10.10 12:45 | s/l | 30 | 0.10 | 1.79094 | 1.79094 | 1.77859 | 4.62 | 1596.03 |
| 117 | 2024.10.10 12:45 | s/l | 31 | 0.10 | 1.79094 | 1.79094 | 1.77859 | -14.48 | 1581.55 |