Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7212 | Ticks modelled | 157271 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 992.76 | Gross profit | 1091.13 | Gross loss | -98.37 |
| Profit factor | 11.09 | Expected payoff | 52.25 | ||
| Absolute drawdown | 87.72 | Maximal drawdown | 110.28 (7.05%) | Relative drawdown | 10.74% (109.73) |
| Total trades | 19 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
| Largest | profit trade | 105.48 | loss trade | -82.51 | |
| Average | profit trade | 64.18 | loss trade | -49.19 | |
| Maximum | consecutive wins (profit in money) | 9 (560.08) | consecutive losses (loss in money) | 1 (-82.51) | |
| Maximal | consecutive profit (count of wins) | 560.08 (9) | consecutive loss (count of losses) | -82.51 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 18:00 | sell | 1 | 0.10 | 1.72296 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.04 18:00 | modify | 1 | 0.10 | 1.72296 | 1.73496 | 1.70796 | ||
| 3 | 2024.03.21 13:20 | sell | 2 | 0.10 | 1.71834 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.21 13:20 | modify | 2 | 0.10 | 1.71834 | 1.72071 | 1.70796 | ||
| 5 | 2024.03.21 13:20 | modify | 1 | 0.10 | 1.72296 | 1.72071 | 1.70796 | ||
| 6 | 2024.03.21 13:50 | sell | 3 | 0.10 | 1.71683 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.21 13:50 | modify | 3 | 0.10 | 1.71683 | 1.71921 | 1.70796 | ||
| 8 | 2024.03.21 13:50 | modify | 2 | 0.10 | 1.71834 | 1.71921 | 1.70796 | ||
| 9 | 2024.03.21 13:50 | modify | 1 | 0.10 | 1.72296 | 1.71921 | 1.70796 | ||
| 10 | 2024.03.21 15:33 | sell | 4 | 0.10 | 1.71316 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.21 15:33 | modify | 4 | 0.10 | 1.71316 | 1.71771 | 1.70796 | ||
| 12 | 2024.03.21 15:33 | modify | 3 | 0.10 | 1.71683 | 1.71771 | 1.70796 | ||
| 13 | 2024.03.21 15:33 | modify | 2 | 0.10 | 1.71834 | 1.71771 | 1.70796 | ||
| 14 | 2024.03.21 15:33 | modify | 1 | 0.10 | 1.72296 | 1.71771 | 1.70796 | ||
| 15 | 2024.03.22 08:37 | t/p | 1 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 86.48 | 1086.48 |
| 16 | 2024.03.22 08:37 | t/p | 2 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 71.32 | 1157.80 |
| 17 | 2024.03.22 08:37 | t/p | 3 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 60.81 | 1218.61 |
| 18 | 2024.03.22 08:37 | t/p | 4 | 0.10 | 1.70796 | 1.71771 | 1.70796 | 35.28 | 1253.88 |
| 19 | 2024.09.11 20:00 | buy | 5 | 0.10 | 1.77014 | 0.00000 | 0.00000 | ||
| 20 | 2024.09.11 20:00 | modify | 5 | 0.10 | 1.77014 | 1.75814 | 1.78514 | ||
| 21 | 2024.09.12 13:15 | buy | 6 | 0.10 | 1.77483 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.12 13:15 | modify | 6 | 0.10 | 1.77483 | 1.77239 | 1.78514 | ||
| 23 | 2024.09.12 13:15 | modify | 5 | 0.10 | 1.77014 | 1.77239 | 1.78514 | ||
| 24 | 2024.09.12 13:50 | buy | 7 | 0.10 | 1.77615 | 0.00000 | 0.00000 | ||
| 25 | 2024.09.12 13:50 | modify | 7 | 0.10 | 1.77615 | 1.77389 | 1.78514 | ||
| 26 | 2024.09.12 13:50 | modify | 6 | 0.10 | 1.77483 | 1.77389 | 1.78514 | ||
| 27 | 2024.09.12 13:50 | modify | 5 | 0.10 | 1.77014 | 1.77389 | 1.78514 | ||
| 28 | 2024.09.12 16:15 | buy | 8 | 0.10 | 1.77989 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.12 16:15 | modify | 8 | 0.10 | 1.77989 | 1.77539 | 1.78514 | ||
| 30 | 2024.09.12 16:15 | modify | 7 | 0.10 | 1.77615 | 1.77539 | 1.78514 | ||
| 31 | 2024.09.12 16:15 | modify | 6 | 0.10 | 1.77483 | 1.77539 | 1.78514 | ||
| 32 | 2024.09.12 16:15 | modify | 5 | 0.10 | 1.77014 | 1.77539 | 1.78514 | ||
| 33 | 2024.09.13 06:02 | t/p | 5 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 105.47 | 1359.35 |
| 34 | 2024.09.13 06:02 | t/p | 6 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 72.04 | 1431.39 |
| 35 | 2024.09.13 06:02 | t/p | 7 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 62.85 | 1494.24 |
| 36 | 2024.09.13 06:02 | t/p | 8 | 0.10 | 1.78514 | 1.77539 | 1.78514 | 36.81 | 1531.05 |
| 37 | 2024.10.01 19:00 | buy | 9 | 0.10 | 1.79162 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.01 19:00 | modify | 9 | 0.10 | 1.79162 | 1.77962 | 1.80662 | ||
| 39 | 2024.10.03 06:50 | s/l | 9 | 0.10 | 1.77962 | 1.77962 | 1.80662 | -82.51 | 1448.53 |
| 40 | 2024.10.16 20:00 | buy | 10 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.16 20:00 | modify | 10 | 0.10 | 1.78547 | 1.77347 | 1.80047 | ||
| 42 | 2024.10.17 07:25 | buy | 11 | 0.10 | 1.79013 | 0.00000 | 0.00000 | ||
| 43 | 2024.10.17 07:25 | modify | 11 | 0.10 | 1.79013 | 1.78772 | 1.80047 | ||
| 44 | 2024.10.17 07:25 | modify | 10 | 0.10 | 1.78547 | 1.78772 | 1.80047 | ||
| 45 | 2024.10.17 10:15 | buy | 12 | 0.10 | 1.79161 | 0.00000 | 0.00000 | ||
| 46 | 2024.10.17 10:15 | modify | 12 | 0.10 | 1.79161 | 1.78922 | 1.80047 | ||
| 47 | 2024.10.17 10:15 | modify | 11 | 0.10 | 1.79013 | 1.78922 | 1.80047 | ||
| 48 | 2024.10.17 10:15 | modify | 10 | 0.10 | 1.78547 | 1.78922 | 1.80047 | ||
| 49 | 2024.10.17 17:50 | buy | 13 | 0.10 | 1.79548 | 0.00000 | 0.00000 | ||
| 50 | 2024.10.17 17:50 | modify | 13 | 0.10 | 1.79548 | 1.79072 | 1.80047 | ||
| 51 | 2024.10.17 17:50 | modify | 12 | 0.10 | 1.79161 | 1.79072 | 1.80047 | ||
| 52 | 2024.10.17 17:50 | modify | 11 | 0.10 | 1.79013 | 1.79072 | 1.80047 | ||
| 53 | 2024.10.17 17:50 | modify | 10 | 0.10 | 1.78547 | 1.79072 | 1.80047 | ||
| 54 | 2024.10.18 06:15 | t/p | 10 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 105.48 | 1554.01 |
| 55 | 2024.10.18 06:15 | t/p | 11 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 72.25 | 1626.26 |
| 56 | 2024.10.18 06:15 | t/p | 12 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 61.95 | 1688.21 |
| 57 | 2024.10.18 06:15 | t/p | 13 | 0.10 | 1.80047 | 1.79072 | 1.80047 | 35.01 | 1723.22 |
| 58 | 2024.10.31 18:00 | buy | 14 | 0.10 | 1.79069 | 0.00000 | 0.00000 | ||
| 59 | 2024.10.31 18:00 | modify | 14 | 0.10 | 1.79069 | 1.77869 | 1.80569 | ||
| 60 | 2024.10.31 19:50 | buy | 15 | 0.10 | 1.79525 | 0.00000 | 0.00000 | ||
| 61 | 2024.10.31 19:50 | modify | 15 | 0.10 | 1.79525 | 1.79294 | 1.80569 | ||
| 62 | 2024.10.31 19:50 | modify | 14 | 0.10 | 1.79069 | 1.79294 | 1.80569 | ||
| 63 | 2024.10.31 21:05 | buy | 16 | 0.10 | 1.79672 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.31 21:05 | modify | 16 | 0.10 | 1.79672 | 1.79444 | 1.80569 | ||
| 65 | 2024.10.31 21:05 | modify | 15 | 0.10 | 1.79525 | 1.79444 | 1.80569 | ||
| 66 | 2024.10.31 21:05 | modify | 14 | 0.10 | 1.79069 | 1.79444 | 1.80569 | ||
| 67 | 2024.11.01 12:20 | buy | 17 | 0.10 | 1.80070 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.01 12:20 | modify | 17 | 0.10 | 1.80070 | 1.79594 | 1.80569 | ||
| 69 | 2024.11.01 12:20 | modify | 16 | 0.10 | 1.79672 | 1.79594 | 1.80569 | ||
| 70 | 2024.11.01 12:20 | modify | 15 | 0.10 | 1.79525 | 1.79594 | 1.80569 | ||
| 71 | 2024.11.01 12:20 | modify | 14 | 0.10 | 1.79069 | 1.79594 | 1.80569 | ||
| 72 | 2024.11.01 16:45 | t/p | 14 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 104.70 | 1827.92 |
| 73 | 2024.11.01 16:45 | t/p | 15 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 72.95 | 1900.87 |
| 74 | 2024.11.01 16:45 | t/p | 16 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 62.71 | 1963.58 |
| 75 | 2024.11.01 16:45 | t/p | 17 | 0.10 | 1.80569 | 1.79594 | 1.80569 | 34.74 | 1998.32 |
| 76 | 2024.12.06 20:00 | sell | 18 | 0.10 | 1.80314 | 0.00000 | 0.00000 | ||
| 77 | 2024.12.06 20:00 | modify | 18 | 0.10 | 1.80314 | 1.81514 | 1.78814 | ||
| 78 | 2024.12.12 15:50 | sell | 19 | 0.10 | 1.79861 | 0.00000 | 0.00000 | ||
| 79 | 2024.12.12 15:50 | modify | 19 | 0.10 | 1.79861 | 1.80089 | 1.78814 | ||
| 80 | 2024.12.12 15:50 | modify | 18 | 0.10 | 1.80314 | 1.80089 | 1.78814 | ||
| 81 | 2024.12.12 16:15 | s/l | 18 | 0.10 | 1.80089 | 1.80089 | 1.78814 | 10.30 | 2008.62 |
| 82 | 2024.12.12 16:15 | s/l | 19 | 0.10 | 1.80089 | 1.80089 | 1.78814 | -15.86 | 1992.76 |