Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1914 | Ticks modelled | 19682394 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 661.70 | Gross profit | 718.13 | Gross loss | -56.43 |
| Profit factor | 12.73 | Expected payoff | 34.83 | ||
| Absolute drawdown | 5.77 | Maximal drawdown | 105.54 (7.84%) | Relative drawdown | 8.06% (103.69) |
| Total trades | 19 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 16 (84.21%) | Loss trades (% of total) | 3 (15.79%) | ||
| Largest | profit trade | 90.86 | loss trade | -23.51 | |
| Average | profit trade | 44.88 | loss trade | -18.81 | |
| Maximum | consecutive wins (profit in money) | 8 (411.67) | consecutive losses (loss in money) | 2 (-42.50) | |
| Maximal | consecutive profit (count of wins) | 411.67 (8) | consecutive loss (count of losses) | -42.50 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.02 08:00 | buy | 1 | 0.10 | 1.76393 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.02 08:00 | modify | 1 | 0.10 | 1.76393 | 1.75493 | 1.77693 | ||
| 3 | 2024.08.02 11:27 | buy | 2 | 0.10 | 1.76978 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.02 11:27 | modify | 2 | 0.10 | 1.76978 | 1.76523 | 1.77693 | ||
| 5 | 2024.08.02 11:27 | modify | 1 | 0.10 | 1.76393 | 1.76523 | 1.77693 | ||
| 6 | 2024.08.02 11:30 | buy | 3 | 0.10 | 1.77043 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.02 11:30 | modify | 3 | 0.10 | 1.77043 | 1.76718 | 1.77693 | ||
| 8 | 2024.08.02 11:30 | modify | 2 | 0.10 | 1.76978 | 1.76718 | 1.77693 | ||
| 9 | 2024.08.02 11:30 | modify | 1 | 0.10 | 1.76393 | 1.76718 | 1.77693 | ||
| 10 | 2024.08.02 12:55 | buy | 4 | 0.10 | 1.77368 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.02 12:55 | modify | 4 | 0.10 | 1.77368 | 1.77173 | 1.77693 | ||
| 12 | 2024.08.02 12:55 | modify | 3 | 0.10 | 1.77043 | 1.77173 | 1.77693 | ||
| 13 | 2024.08.02 12:55 | modify | 2 | 0.10 | 1.76978 | 1.77173 | 1.77693 | ||
| 14 | 2024.08.02 12:55 | modify | 1 | 0.10 | 1.76393 | 1.77173 | 1.77693 | ||
| 15 | 2024.08.02 13:59 | t/p | 1 | 0.10 | 1.77693 | 1.77173 | 1.77693 | 90.56 | 1090.56 |
| 16 | 2024.08.02 13:59 | t/p | 2 | 0.10 | 1.77693 | 1.77173 | 1.77693 | 49.80 | 1140.36 |
| 17 | 2024.08.02 13:59 | t/p | 3 | 0.10 | 1.77693 | 1.77173 | 1.77693 | 45.28 | 1185.64 |
| 18 | 2024.08.02 13:59 | t/p | 4 | 0.10 | 1.77693 | 1.77173 | 1.77693 | 22.64 | 1208.28 |
| 19 | 2024.09.16 20:00 | sell | 5 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 20 | 2024.09.16 20:00 | modify | 5 | 0.10 | 1.79493 | 1.80393 | 1.78193 | ||
| 21 | 2024.09.17 16:13 | sell | 6 | 0.10 | 1.78908 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.17 16:13 | modify | 6 | 0.10 | 1.78908 | 1.79363 | 1.78193 | ||
| 23 | 2024.09.17 16:13 | modify | 5 | 0.10 | 1.79493 | 1.79363 | 1.78193 | ||
| 24 | 2024.09.17 16:54 | sell | 7 | 0.10 | 1.78843 | 0.00000 | 0.00000 | ||
| 25 | 2024.09.17 16:54 | modify | 7 | 0.10 | 1.78843 | 1.79168 | 1.78193 | ||
| 26 | 2024.09.17 16:54 | modify | 6 | 0.10 | 1.78908 | 1.79168 | 1.78193 | ||
| 27 | 2024.09.17 16:54 | modify | 5 | 0.10 | 1.79493 | 1.79168 | 1.78193 | ||
| 28 | 2024.09.18 06:56 | s/l | 5 | 0.10 | 1.79168 | 1.79168 | 1.78193 | 20.89 | 1229.17 |
| 29 | 2024.09.18 06:56 | s/l | 6 | 0.10 | 1.79168 | 1.79168 | 1.78193 | -18.98 | 1210.19 |
| 30 | 2024.09.18 06:56 | s/l | 7 | 0.10 | 1.79168 | 1.79168 | 1.78193 | -23.51 | 1186.67 |
| 31 | 2024.10.03 16:00 | buy | 8 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.03 16:00 | modify | 8 | 0.10 | 1.77474 | 1.76574 | 1.78774 | ||
| 33 | 2024.10.04 05:43 | buy | 9 | 0.10 | 1.78059 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.04 05:43 | modify | 9 | 0.10 | 1.78059 | 1.77604 | 1.78774 | ||
| 35 | 2024.10.04 05:43 | modify | 8 | 0.10 | 1.77474 | 1.77604 | 1.78774 | ||
| 36 | 2024.10.04 06:22 | buy | 10 | 0.10 | 1.78124 | 0.00000 | 0.00000 | ||
| 37 | 2024.10.04 06:22 | modify | 10 | 0.10 | 1.78124 | 1.77799 | 1.78774 | ||
| 38 | 2024.10.04 06:22 | modify | 9 | 0.10 | 1.78059 | 1.77799 | 1.78774 | ||
| 39 | 2024.10.04 06:22 | modify | 8 | 0.10 | 1.77474 | 1.77799 | 1.78774 | ||
| 40 | 2024.10.04 06:57 | buy | 11 | 0.10 | 1.78454 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.04 06:57 | modify | 11 | 0.10 | 1.78454 | 1.78254 | 1.78774 | ||
| 42 | 2024.10.04 06:57 | modify | 10 | 0.10 | 1.78124 | 1.78254 | 1.78774 | ||
| 43 | 2024.10.04 06:57 | modify | 9 | 0.10 | 1.78059 | 1.78254 | 1.78774 | ||
| 44 | 2024.10.04 06:57 | modify | 8 | 0.10 | 1.77474 | 1.78254 | 1.78774 | ||
| 45 | 2024.10.04 07:09 | s/l | 8 | 0.10 | 1.78254 | 1.78254 | 1.78774 | 54.64 | 1241.31 |
| 46 | 2024.10.04 07:09 | s/l | 9 | 0.10 | 1.78254 | 1.78254 | 1.78774 | 13.59 | 1254.90 |
| 47 | 2024.10.04 07:09 | s/l | 10 | 0.10 | 1.78254 | 1.78254 | 1.78774 | 9.06 | 1263.96 |
| 48 | 2024.10.04 07:09 | s/l | 11 | 0.10 | 1.78254 | 1.78254 | 1.78774 | -13.93 | 1250.03 |
| 49 | 2024.11.22 20:00 | buy | 12 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.22 20:00 | modify | 12 | 0.10 | 1.75148 | 1.74248 | 1.76448 | ||
| 51 | 2024.11.25 05:00 | buy | 13 | 0.10 | 1.75734 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.25 05:00 | modify | 13 | 0.10 | 1.75734 | 1.75278 | 1.76448 | ||
| 53 | 2024.11.25 05:00 | modify | 12 | 0.10 | 1.75148 | 1.75278 | 1.76448 | ||
| 54 | 2024.11.25 13:21 | buy | 14 | 0.10 | 1.75799 | 0.00000 | 0.00000 | ||
| 55 | 2024.11.25 13:21 | modify | 14 | 0.10 | 1.75799 | 1.75473 | 1.76448 | ||
| 56 | 2024.11.25 13:21 | modify | 13 | 0.10 | 1.75734 | 1.75473 | 1.76448 | ||
| 57 | 2024.11.25 13:21 | modify | 12 | 0.10 | 1.75148 | 1.75473 | 1.76448 | ||
| 58 | 2024.11.25 23:41 | buy | 15 | 0.10 | 1.76124 | 0.00000 | 0.00000 | ||
| 59 | 2024.11.25 23:41 | modify | 15 | 0.10 | 1.76124 | 1.75928 | 1.76448 | ||
| 60 | 2024.11.25 23:41 | modify | 14 | 0.10 | 1.75799 | 1.75928 | 1.76448 | ||
| 61 | 2024.11.25 23:41 | modify | 13 | 0.10 | 1.75734 | 1.75928 | 1.76448 | ||
| 62 | 2024.11.25 23:41 | modify | 12 | 0.10 | 1.75148 | 1.75928 | 1.76448 | ||
| 63 | 2024.11.25 23:47 | t/p | 12 | 0.10 | 1.76448 | 1.75928 | 1.76448 | 90.86 | 1340.89 |
| 64 | 2024.11.25 23:47 | t/p | 13 | 0.10 | 1.76448 | 1.75928 | 1.76448 | 49.74 | 1390.63 |
| 65 | 2024.11.25 23:47 | t/p | 14 | 0.10 | 1.76448 | 1.75928 | 1.76448 | 45.21 | 1435.84 |
| 66 | 2024.11.25 23:47 | t/p | 15 | 0.10 | 1.76448 | 1.75928 | 1.76448 | 22.57 | 1458.41 |
| 67 | 2024.12.17 20:00 | sell | 16 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.17 20:00 | modify | 16 | 0.10 | 1.81863 | 1.82763 | 1.80563 | ||
| 69 | 2024.12.19 12:00 | sell | 17 | 0.10 | 1.81199 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.19 12:00 | modify | 17 | 0.10 | 1.81199 | 1.81538 | 1.80563 | ||
| 71 | 2024.12.19 12:00 | modify | 16 | 0.10 | 1.81863 | 1.81538 | 1.80563 | ||
| 72 | 2024.12.19 12:00 | sell | 18 | 0.10 | 1.81273 | 0.00000 | 0.00000 | ||
| 73 | 2024.12.19 12:00 | modify | 18 | 0.10 | 1.81273 | 1.81733 | 1.80563 | ||
| 74 | 2024.12.19 12:00 | modify | 18 | 0.10 | 1.81273 | 1.81538 | 1.80563 | ||
| 75 | 2024.12.19 14:09 | sell | 19 | 0.10 | 1.80886 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.19 14:09 | modify | 19 | 0.10 | 1.80886 | 1.81083 | 1.80563 | ||
| 77 | 2024.12.19 14:09 | modify | 17 | 0.10 | 1.81199 | 1.81083 | 1.80563 | ||
| 78 | 2024.12.19 14:09 | modify | 18 | 0.10 | 1.81273 | 1.81083 | 1.80563 | ||
| 79 | 2024.12.19 14:09 | modify | 16 | 0.10 | 1.81863 | 1.81083 | 1.80563 | ||
| 80 | 2024.12.19 14:58 | t/p | 16 | 0.10 | 1.80563 | 1.81083 | 1.80563 | 87.05 | 1545.46 |
| 81 | 2024.12.19 14:58 | t/p | 17 | 0.10 | 1.80563 | 1.81083 | 1.80563 | 44.30 | 1589.76 |
| 82 | 2024.12.19 14:58 | t/p | 18 | 0.10 | 1.80563 | 1.81083 | 1.80563 | 49.45 | 1639.21 |
| 83 | 2024.12.19 14:58 | t/p | 19 | 0.10 | 1.80563 | 1.81083 | 1.80563 | 22.49 | 1661.70 |