Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 1908 | Ticks modelled | 21076428 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 404.38 | Gross profit | 510.99 | Gross loss | -106.61 |
| Profit factor | 4.79 | Expected payoff | 22.47 | ||
| Absolute drawdown | 14.20 | Maximal drawdown | 141.76 (11.20%) | Relative drawdown | 11.20% (141.76) |
| Total trades | 18 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 100.78 | loss trade | -21.76 | |
| Average | profit trade | 42.58 | loss trade | -17.77 | |
| Maximum | consecutive wins (profit in money) | 4 (241.16) | consecutive losses (loss in money) | 2 (-43.53) | |
| Maximal | consecutive profit (count of wins) | 241.16 (4) | consecutive loss (count of losses) | -43.53 (2) | |
| Average | consecutive wins | 2 | 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 | 1.75593 | 1.77893 | ||
| 3 | 2024.08.02 11:31 | buy | 2 | 0.10 | 1.77071 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.02 11:31 | modify | 2 | 0.10 | 1.77071 | 1.76693 | 1.77893 | ||
| 5 | 2024.08.02 11:31 | buy | 3 | 0.10 | 1.77071 | 0.00000 | 0.00000 | ||
| 6 | 2024.08.02 11:31 | modify | 3 | 0.10 | 1.77071 | 1.76768 | 1.77893 | ||
| 7 | 2024.08.02 11:31 | modify | 1 | 0.10 | 1.76393 | 1.76768 | 1.77893 | ||
| 8 | 2024.08.02 11:31 | modify | 2 | 0.10 | 1.77071 | 1.76768 | 1.77893 | ||
| 9 | 2024.08.02 13:20 | buy | 4 | 0.10 | 1.77520 | 0.00000 | 0.00000 | ||
| 10 | 2024.08.02 13:20 | modify | 4 | 0.10 | 1.77520 | 1.77368 | 1.77893 | ||
| 11 | 2024.08.02 13:20 | modify | 3 | 0.10 | 1.77071 | 1.77368 | 1.77893 | ||
| 12 | 2024.08.02 13:20 | modify | 2 | 0.10 | 1.77071 | 1.77368 | 1.77893 | ||
| 13 | 2024.08.02 13:20 | modify | 1 | 0.10 | 1.76393 | 1.77368 | 1.77893 | ||
| 14 | 2024.08.02 14:57 | s/l | 1 | 0.10 | 1.77368 | 1.77368 | 1.77893 | 67.89 | 1067.89 |
| 15 | 2024.08.02 14:57 | s/l | 2 | 0.10 | 1.77368 | 1.77368 | 1.77893 | 20.68 | 1088.57 |
| 16 | 2024.08.02 14:57 | s/l | 3 | 0.10 | 1.77368 | 1.77368 | 1.77893 | 20.68 | 1109.25 |
| 17 | 2024.08.02 14:57 | s/l | 4 | 0.10 | 1.77368 | 1.77368 | 1.77893 | -10.58 | 1098.67 |
| 18 | 2024.09.16 20:00 | sell | 5 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 19 | 2024.09.16 20:00 | modify | 5 | 0.10 | 1.79493 | 1.80293 | 1.77993 | ||
| 20 | 2024.09.17 17:33 | sell | 6 | 0.10 | 1.78818 | 0.00000 | 0.00000 | ||
| 21 | 2024.09.17 17:33 | modify | 6 | 0.10 | 1.78818 | 1.79193 | 1.77993 | ||
| 22 | 2024.09.17 17:33 | sell | 7 | 0.10 | 1.78818 | 0.00000 | 0.00000 | ||
| 23 | 2024.09.17 17:33 | modify | 7 | 0.10 | 1.78818 | 1.79118 | 1.77993 | ||
| 24 | 2024.09.17 17:33 | modify | 5 | 0.10 | 1.79493 | 1.79118 | 1.77993 | ||
| 25 | 2024.09.17 17:33 | modify | 6 | 0.10 | 1.78818 | 1.79118 | 1.77993 | ||
| 26 | 2024.09.18 06:39 | s/l | 5 | 0.10 | 1.79118 | 1.79118 | 1.77993 | 24.29 | 1122.96 |
| 27 | 2024.09.18 06:39 | s/l | 6 | 0.10 | 1.79118 | 1.79118 | 1.77993 | -21.76 | 1101.20 |
| 28 | 2024.09.18 06:39 | s/l | 7 | 0.10 | 1.79118 | 1.79118 | 1.77993 | -21.76 | 1079.44 |
| 29 | 2024.10.03 16:00 | buy | 8 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.03 16:00 | modify | 8 | 0.10 | 1.77474 | 1.76674 | 1.78974 | ||
| 31 | 2024.10.04 06:27 | buy | 9 | 0.10 | 1.78149 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.04 06:27 | modify | 9 | 0.10 | 1.78149 | 1.77774 | 1.78974 | ||
| 33 | 2024.10.04 06:27 | buy | 10 | 0.10 | 1.78149 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.04 06:27 | modify | 10 | 0.10 | 1.78149 | 1.77849 | 1.78974 | ||
| 35 | 2024.10.04 06:27 | modify | 8 | 0.10 | 1.77474 | 1.77849 | 1.78974 | ||
| 36 | 2024.10.04 06:27 | modify | 9 | 0.10 | 1.78149 | 1.77849 | 1.78974 | ||
| 37 | 2024.10.04 09:51 | buy | 11 | 0.10 | 1.78601 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.04 09:51 | modify | 11 | 0.10 | 1.78601 | 1.78449 | 1.78974 | ||
| 39 | 2024.10.04 09:51 | modify | 10 | 0.10 | 1.78149 | 1.78449 | 1.78974 | ||
| 40 | 2024.10.04 09:51 | modify | 9 | 0.10 | 1.78149 | 1.78449 | 1.78974 | ||
| 41 | 2024.10.04 09:51 | modify | 8 | 0.10 | 1.77474 | 1.78449 | 1.78974 | ||
| 42 | 2024.10.04 10:26 | s/l | 8 | 0.10 | 1.78449 | 1.78449 | 1.78974 | 68.14 | 1147.58 |
| 43 | 2024.10.04 10:26 | s/l | 9 | 0.10 | 1.78449 | 1.78449 | 1.78974 | 20.89 | 1168.47 |
| 44 | 2024.10.04 10:26 | s/l | 10 | 0.10 | 1.78449 | 1.78449 | 1.78974 | 20.89 | 1189.36 |
| 45 | 2024.10.04 10:26 | s/l | 11 | 0.10 | 1.78449 | 1.78449 | 1.78974 | -10.58 | 1178.78 |
| 46 | 2024.11.22 20:00 | buy | 12 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 47 | 2024.11.22 20:00 | modify | 12 | 0.10 | 1.75148 | 1.74348 | 1.76648 | ||
| 48 | 2024.11.25 13:22 | buy | 13 | 0.10 | 1.75824 | 0.00000 | 0.00000 | ||
| 49 | 2024.11.25 13:22 | modify | 13 | 0.10 | 1.75824 | 1.75448 | 1.76648 | ||
| 50 | 2024.11.25 13:22 | buy | 14 | 0.10 | 1.75824 | 0.00000 | 0.00000 | ||
| 51 | 2024.11.25 13:22 | modify | 14 | 0.10 | 1.75824 | 1.75523 | 1.76648 | ||
| 52 | 2024.11.25 13:22 | modify | 12 | 0.10 | 1.75148 | 1.75523 | 1.76648 | ||
| 53 | 2024.11.25 13:22 | modify | 13 | 0.10 | 1.75824 | 1.75523 | 1.76648 | ||
| 54 | 2024.11.25 15:58 | s/l | 12 | 0.10 | 1.75523 | 1.75523 | 1.76648 | 26.37 | 1205.14 |
| 55 | 2024.11.25 15:58 | s/l | 13 | 0.10 | 1.75523 | 1.75523 | 1.76648 | -20.96 | 1184.18 |
| 56 | 2024.11.25 15:58 | s/l | 14 | 0.10 | 1.75523 | 1.75523 | 1.76648 | -20.96 | 1163.22 |
| 57 | 2024.12.17 20:00 | sell | 15 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 58 | 2024.12.17 20:00 | modify | 15 | 0.10 | 1.81863 | 1.82663 | 1.80363 | ||
| 59 | 2024.12.19 12:00 | sell | 16 | 0.10 | 1.81188 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.19 12:00 | modify | 16 | 0.10 | 1.81188 | 1.81563 | 1.80363 | ||
| 61 | 2024.12.19 12:00 | sell | 17 | 0.10 | 1.81188 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.19 12:00 | modify | 17 | 0.10 | 1.81188 | 1.81488 | 1.80363 | ||
| 63 | 2024.12.19 12:00 | modify | 15 | 0.10 | 1.81863 | 1.81488 | 1.80363 | ||
| 64 | 2024.12.19 12:00 | modify | 16 | 0.10 | 1.81188 | 1.81488 | 1.80363 | ||
| 65 | 2024.12.19 14:30 | sell | 18 | 0.10 | 1.80731 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.19 14:30 | modify | 18 | 0.10 | 1.80731 | 1.80888 | 1.80363 | ||
| 67 | 2024.12.19 14:30 | modify | 17 | 0.10 | 1.81188 | 1.80888 | 1.80363 | ||
| 68 | 2024.12.19 14:30 | modify | 16 | 0.10 | 1.81188 | 1.80888 | 1.80363 | ||
| 69 | 2024.12.19 14:30 | modify | 15 | 0.10 | 1.81863 | 1.80888 | 1.80363 | ||
| 70 | 2024.12.19 15:51 | t/p | 15 | 0.10 | 1.80363 | 1.80888 | 1.80363 | 100.78 | 1264.00 |
| 71 | 2024.12.19 15:51 | t/p | 16 | 0.10 | 1.80363 | 1.80888 | 1.80363 | 57.39 | 1321.39 |
| 72 | 2024.12.19 15:51 | t/p | 17 | 0.10 | 1.80363 | 1.80888 | 1.80363 | 57.39 | 1378.78 |
| 73 | 2024.12.19 15:51 | t/p | 18 | 0.10 | 1.80363 | 1.80888 | 1.80363 | 25.60 | 1404.38 |