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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2615 | Ticks modelled | 79567 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 567.22 | Gross profit | 741.46 | Gross loss | -174.24 |
| Profit factor | 4.26 | Expected payoff | 24.66 | ||
| Absolute drawdown | 5.37 | Maximal drawdown | 126.92 (10.96%) | Relative drawdown | 10.96% (126.92) |
| Total trades | 23 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 105.38 | loss trade | -92.29 | |
| Average | profit trade | 49.43 | loss trade | -21.78 | |
| Maximum | consecutive wins (profit in money) | 4 (246.75) | consecutive losses (loss in money) | 2 (-104.83) | |
| Maximal | consecutive profit (count of wins) | 246.75 (4) | consecutive loss (count of losses) | -104.83 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.22 12:00 | buy | 1 | 0.10 | 1.68964 | 0.00000 | 0.00000 | ||
| 2 | 2024.04.22 12:00 | modify | 1 | 0.10 | 1.68964 | 1.67664 | 1.70464 | ||
| 3 | 2024.04.24 12:30 | t/p | 1 | 0.10 | 1.70464 | 1.67664 | 1.70464 | 105.07 | 1105.07 |
| 4 | 2024.05.22 08:00 | sell | 2 | 0.10 | 1.74075 | 0.00000 | 0.00000 | ||
| 5 | 2024.05.22 08:00 | modify | 2 | 0.10 | 1.74075 | 1.75375 | 1.72575 | ||
| 6 | 2024.05.31 12:25 | sell | 3 | 0.10 | 1.73451 | 0.00000 | 0.00000 | ||
| 7 | 2024.05.31 12:25 | modify | 3 | 0.10 | 1.73451 | 1.73625 | 1.72575 | ||
| 8 | 2024.05.31 12:25 | modify | 2 | 0.10 | 1.74075 | 1.73625 | 1.72575 | ||
| 9 | 2024.05.31 12:30 | s/l | 2 | 0.10 | 1.73625 | 1.73625 | 1.72575 | 21.72 | 1126.79 |
| 10 | 2024.05.31 12:30 | s/l | 3 | 0.10 | 1.73625 | 1.73625 | 1.72575 | -12.12 | 1114.67 |
| 11 | 2024.06.20 20:00 | buy | 4 | 0.10 | 1.73298 | 0.00000 | 0.00000 | ||
| 12 | 2024.06.20 20:00 | modify | 4 | 0.10 | 1.73298 | 1.71998 | 1.74798 | ||
| 13 | 2024.07.01 14:05 | buy | 5 | 0.10 | 1.73928 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.01 14:05 | modify | 5 | 0.10 | 1.73928 | 1.73748 | 1.74798 | ||
| 15 | 2024.07.01 14:05 | modify | 4 | 0.10 | 1.73298 | 1.73748 | 1.74798 | ||
| 16 | 2024.07.01 14:30 | s/l | 4 | 0.10 | 1.73748 | 1.73748 | 1.74798 | 34.03 | 1148.70 |
| 17 | 2024.07.01 14:30 | s/l | 5 | 0.10 | 1.73748 | 1.73748 | 1.74798 | -12.54 | 1136.16 |
| 18 | 2024.07.11 16:00 | sell | 6 | 0.10 | 1.75883 | 0.00000 | 0.00000 | ||
| 19 | 2024.07.11 16:00 | modify | 6 | 0.10 | 1.75883 | 1.77183 | 1.74383 | ||
| 20 | 2024.07.15 04:30 | s/l | 6 | 0.10 | 1.77183 | 1.77183 | 1.74383 | -92.29 | 1043.87 |
| 21 | 2024.07.17 12:00 | sell | 7 | 0.10 | 1.78171 | 0.00000 | 0.00000 | ||
| 22 | 2024.07.17 12:00 | modify | 7 | 0.10 | 1.78171 | 1.79471 | 1.76671 | ||
| 23 | 2024.07.18 08:40 | sell | 8 | 0.10 | 1.77541 | 0.00000 | 0.00000 | ||
| 24 | 2024.07.18 08:40 | modify | 8 | 0.10 | 1.77541 | 1.77721 | 1.76671 | ||
| 25 | 2024.07.18 08:40 | modify | 7 | 0.10 | 1.78171 | 1.77721 | 1.76671 | ||
| 26 | 2024.07.18 10:30 | s/l | 7 | 0.10 | 1.77721 | 1.77721 | 1.76671 | 28.72 | 1072.59 |
| 27 | 2024.07.18 10:30 | s/l | 8 | 0.10 | 1.77721 | 1.77721 | 1.76671 | -12.54 | 1060.05 |
| 28 | 2024.09.16 16:00 | sell | 9 | 0.10 | 1.79503 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.16 16:00 | modify | 9 | 0.10 | 1.79503 | 1.80803 | 1.78003 | ||
| 30 | 2024.09.17 17:10 | sell | 10 | 0.10 | 1.78903 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.17 17:10 | modify | 10 | 0.10 | 1.78903 | 1.79053 | 1.78003 | ||
| 32 | 2024.09.17 17:10 | modify | 9 | 0.10 | 1.79503 | 1.79053 | 1.78003 | ||
| 33 | 2024.09.18 06:30 | s/l | 9 | 0.10 | 1.79053 | 1.79053 | 1.78003 | 29.59 | 1089.64 |
| 34 | 2024.09.18 06:30 | s/l | 10 | 0.10 | 1.79053 | 1.79053 | 1.78003 | -11.32 | 1078.32 |
| 35 | 2024.09.20 08:00 | sell | 11 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
| 36 | 2024.09.20 08:00 | modify | 11 | 0.10 | 1.80640 | 1.81940 | 1.79140 | ||
| 37 | 2024.09.23 08:35 | sell | 12 | 0.10 | 1.80025 | 0.00000 | 0.00000 | ||
| 38 | 2024.09.23 08:35 | modify | 12 | 0.10 | 1.80025 | 1.80190 | 1.79140 | ||
| 39 | 2024.09.23 08:35 | modify | 11 | 0.10 | 1.80640 | 1.80190 | 1.79140 | ||
| 40 | 2024.09.23 09:20 | s/l | 11 | 0.10 | 1.80190 | 1.80190 | 1.79140 | 30.47 | 1108.78 |
| 41 | 2024.09.23 09:20 | s/l | 12 | 0.10 | 1.80190 | 1.80190 | 1.79140 | -11.49 | 1097.29 |
| 42 | 2024.10.03 08:00 | buy | 13 | 0.10 | 1.77921 | 0.00000 | 0.00000 | ||
| 43 | 2024.10.03 08:00 | modify | 13 | 0.10 | 1.77921 | 1.76621 | 1.79421 | ||
| 44 | 2024.10.04 07:50 | buy | 14 | 0.10 | 1.78530 | 0.00000 | 0.00000 | ||
| 45 | 2024.10.04 07:50 | modify | 14 | 0.10 | 1.78530 | 1.78371 | 1.79421 | ||
| 46 | 2024.10.04 07:50 | modify | 13 | 0.10 | 1.77921 | 1.78371 | 1.79421 | ||
| 47 | 2024.10.04 08:30 | s/l | 13 | 0.10 | 1.78371 | 1.78371 | 1.79421 | 31.64 | 1128.93 |
| 48 | 2024.10.04 08:30 | s/l | 14 | 0.10 | 1.78371 | 1.78371 | 1.79421 | -11.08 | 1117.85 |
| 49 | 2024.11.21 16:00 | buy | 15 | 0.10 | 1.75998 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.21 16:00 | modify | 15 | 0.10 | 1.75998 | 1.74698 | 1.77498 | ||
| 51 | 2024.11.26 02:45 | buy | 16 | 0.10 | 1.76903 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.26 02:45 | modify | 16 | 0.10 | 1.76903 | 1.76598 | 1.77498 | ||
| 53 | 2024.11.26 02:45 | buy | 17 | 0.10 | 1.76903 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.26 02:45 | modify | 17 | 0.10 | 1.76903 | 1.76673 | 1.77498 | ||
| 55 | 2024.11.26 02:45 | modify | 15 | 0.10 | 1.75998 | 1.76673 | 1.77498 | ||
| 56 | 2024.11.26 02:50 | modify | 16 | 0.10 | 1.76903 | 1.76673 | 1.77498 | ||
| 57 | 2024.11.26 12:30 | t/p | 15 | 0.10 | 1.77498 | 1.76673 | 1.77498 | 105.38 | 1223.23 |
| 58 | 2024.11.26 12:30 | t/p | 16 | 0.10 | 1.77498 | 1.76673 | 1.77498 | 41.44 | 1264.67 |
| 59 | 2024.11.26 12:30 | t/p | 17 | 0.10 | 1.77498 | 1.76673 | 1.77498 | 41.44 | 1306.11 |
| 60 | 2024.12.06 16:00 | sell | 18 | 0.10 | 1.80160 | 0.00000 | 0.00000 | ||
| 61 | 2024.12.06 16:00 | modify | 18 | 0.10 | 1.80160 | 1.81460 | 1.78660 | ||
| 62 | 2024.12.13 08:40 | sell | 19 | 0.10 | 1.79554 | 0.00000 | 0.00000 | ||
| 63 | 2024.12.13 08:40 | modify | 19 | 0.10 | 1.79554 | 1.79710 | 1.78660 | ||
| 64 | 2024.12.13 08:40 | modify | 18 | 0.10 | 1.80160 | 1.79710 | 1.78660 | ||
| 65 | 2024.12.13 09:20 | s/l | 18 | 0.10 | 1.79710 | 1.79710 | 1.78660 | 25.22 | 1331.33 |
| 66 | 2024.12.13 09:20 | s/l | 19 | 0.10 | 1.79710 | 1.79710 | 1.78660 | -10.86 | 1320.47 |
| 67 | 2024.12.17 16:00 | sell | 20 | 0.10 | 1.81886 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.17 16:00 | modify | 20 | 0.10 | 1.81886 | 1.83186 | 1.80386 | ||
| 69 | 2024.12.19 13:05 | sell | 21 | 0.10 | 1.81283 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.19 13:05 | modify | 21 | 0.10 | 1.81283 | 1.81436 | 1.80386 | ||
| 71 | 2024.12.19 13:05 | modify | 20 | 0.10 | 1.81886 | 1.81436 | 1.80386 | ||
| 72 | 2024.12.19 13:50 | sell | 22 | 0.10 | 1.80984 | 0.00000 | 0.00000 | ||
| 73 | 2024.12.19 13:50 | modify | 22 | 0.10 | 1.80984 | 1.81286 | 1.80386 | ||
| 74 | 2024.12.19 13:50 | sell | 23 | 0.10 | 1.80984 | 0.00000 | 0.00000 | ||
| 75 | 2024.12.19 13:50 | modify | 23 | 0.10 | 1.80984 | 1.81211 | 1.80386 | ||
| 76 | 2024.12.19 13:50 | modify | 21 | 0.10 | 1.81283 | 1.81211 | 1.80386 | ||
| 77 | 2024.12.19 13:50 | modify | 20 | 0.10 | 1.81886 | 1.81211 | 1.80386 | ||
| 78 | 2024.12.19 13:55 | modify | 22 | 0.10 | 1.80984 | 1.81211 | 1.80386 | ||
| 79 | 2024.12.19 15:40 | t/p | 20 | 0.10 | 1.80386 | 1.81211 | 1.80386 | 100.97 | 1421.44 |
| 80 | 2024.12.19 15:40 | t/p | 21 | 0.10 | 1.80386 | 1.81211 | 1.80386 | 62.48 | 1483.92 |
| 81 | 2024.12.19 15:40 | t/p | 22 | 0.10 | 1.80386 | 1.81211 | 1.80386 | 41.65 | 1525.57 |
| 82 | 2024.12.19 15:40 | t/p | 23 | 0.10 | 1.80386 | 1.81211 | 1.80386 | 41.65 | 1567.22 |