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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2608 | Ticks modelled | 79390 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 399.55 | Gross profit | 804.32 | Gross loss | -404.77 |
| Profit factor | 1.99 | Expected payoff | 12.89 | ||
| Absolute drawdown | 85.78 | Maximal drawdown | 237.48 (18.01%) | Relative drawdown | 18.01% (237.48) |
| Total trades | 31 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 91.81 | loss trade | -96.68 | |
| Average | profit trade | 42.33 | loss trade | -33.73 | |
| Maximum | consecutive wins (profit in money) | 7 (290.76) | consecutive losses (loss in money) | 3 (-52.02) | |
| Maximal | consecutive profit (count of wins) | 290.76 (7) | consecutive loss (count of losses) | -124.71 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 1.72324 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 1.72324 | 1.73624 | 1.71024 | ||
| 3 | 2024.03.21 15:06 | sell | 2 | 0.10 | 1.71583 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.21 15:06 | modify | 2 | 0.10 | 1.71583 | 1.71999 | 1.71024 | ||
| 5 | 2024.03.21 15:06 | modify | 1 | 0.10 | 1.72324 | 1.71999 | 1.71024 | ||
| 6 | 2024.03.22 02:55 | sell | 3 | 0.10 | 1.71398 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.22 02:55 | modify | 3 | 0.10 | 1.71398 | 1.71804 | 1.71024 | ||
| 8 | 2024.03.22 02:55 | modify | 2 | 0.10 | 1.71583 | 1.71804 | 1.71024 | ||
| 9 | 2024.03.22 02:55 | modify | 1 | 0.10 | 1.72324 | 1.71804 | 1.71024 | ||
| 10 | 2024.03.22 08:10 | t/p | 1 | 0.10 | 1.71024 | 1.71804 | 1.71024 | 72.56 | 1072.56 |
| 11 | 2024.03.22 08:10 | t/p | 2 | 0.10 | 1.71024 | 1.71804 | 1.71024 | 38.00 | 1110.56 |
| 12 | 2024.03.22 08:10 | t/p | 3 | 0.10 | 1.71024 | 1.71804 | 1.71024 | 26.02 | 1136.58 |
| 13 | 2024.04.03 20:00 | sell | 4 | 0.10 | 1.71168 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.03 20:00 | modify | 4 | 0.10 | 1.71168 | 1.72468 | 1.69868 | ||
| 15 | 2024.04.19 15:30 | sell | 5 | 0.10 | 1.70505 | 0.00000 | 0.00000 | ||
| 16 | 2024.04.19 15:30 | modify | 5 | 0.10 | 1.70505 | 1.70908 | 1.69868 | ||
| 17 | 2024.04.19 15:30 | modify | 4 | 0.10 | 1.71168 | 1.70908 | 1.69868 | ||
| 18 | 2024.04.19 16:53 | sell | 6 | 0.10 | 1.70246 | 0.00000 | 0.00000 | ||
| 19 | 2024.04.19 16:53 | modify | 6 | 0.10 | 1.70246 | 1.70648 | 1.69868 | ||
| 20 | 2024.04.19 16:53 | modify | 5 | 0.10 | 1.70505 | 1.70648 | 1.69868 | ||
| 21 | 2024.04.19 16:53 | modify | 4 | 0.10 | 1.71168 | 1.70648 | 1.69868 | ||
| 22 | 2024.04.22 07:30 | t/p | 4 | 0.10 | 1.69868 | 1.70648 | 1.69868 | 73.47 | 1210.05 |
| 23 | 2024.04.22 07:30 | t/p | 5 | 0.10 | 1.69868 | 1.70648 | 1.69868 | 43.42 | 1253.46 |
| 24 | 2024.04.22 07:30 | t/p | 6 | 0.10 | 1.69868 | 1.70648 | 1.69868 | 25.41 | 1278.87 |
| 25 | 2024.04.29 20:00 | sell | 7 | 0.10 | 1.71611 | 0.00000 | 0.00000 | ||
| 26 | 2024.04.29 20:00 | modify | 7 | 0.10 | 1.71611 | 1.72911 | 1.70311 | ||
| 27 | 2024.05.09 11:46 | sell | 8 | 0.10 | 1.70883 | 0.00000 | 0.00000 | ||
| 28 | 2024.05.09 11:46 | modify | 8 | 0.10 | 1.70883 | 1.71286 | 1.70311 | ||
| 29 | 2024.05.09 11:46 | modify | 7 | 0.10 | 1.71611 | 1.71286 | 1.70311 | ||
| 30 | 2024.05.09 12:20 | s/l | 7 | 0.10 | 1.71286 | 1.71286 | 1.70311 | 11.89 | 1290.76 |
| 31 | 2024.05.09 12:20 | s/l | 8 | 0.10 | 1.71286 | 1.71286 | 1.70311 | -28.03 | 1262.73 |
| 32 | 2024.05.15 20:00 | sell | 9 | 0.10 | 1.72543 | 0.00000 | 0.00000 | ||
| 33 | 2024.05.15 20:00 | modify | 9 | 0.10 | 1.72543 | 1.73843 | 1.71243 | ||
| 34 | 2024.05.22 06:20 | s/l | 9 | 0.10 | 1.73843 | 1.73843 | 1.71243 | -96.68 | 1166.05 |
| 35 | 2024.05.23 20:00 | sell | 10 | 0.10 | 1.74334 | 0.00000 | 0.00000 | ||
| 36 | 2024.05.23 20:00 | modify | 10 | 0.10 | 1.74334 | 1.75634 | 1.73034 | ||
| 37 | 2024.05.31 07:30 | sell | 11 | 0.10 | 1.73668 | 0.00000 | 0.00000 | ||
| 38 | 2024.05.31 07:30 | modify | 11 | 0.10 | 1.73668 | 1.74074 | 1.73034 | ||
| 39 | 2024.05.31 07:30 | modify | 10 | 0.10 | 1.74334 | 1.74074 | 1.73034 | ||
| 40 | 2024.05.31 07:40 | sell | 12 | 0.10 | 1.73614 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.31 07:40 | modify | 12 | 0.10 | 1.73614 | 1.74009 | 1.73034 | ||
| 42 | 2024.05.31 07:40 | modify | 11 | 0.10 | 1.73668 | 1.74009 | 1.73034 | ||
| 43 | 2024.05.31 07:40 | modify | 10 | 0.10 | 1.74334 | 1.74009 | 1.73034 | ||
| 44 | 2024.05.31 10:50 | sell | 13 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 45 | 2024.05.31 10:50 | modify | 13 | 0.10 | 1.73412 | 1.73814 | 1.73034 | ||
| 46 | 2024.05.31 10:50 | modify | 12 | 0.10 | 1.73614 | 1.73814 | 1.73034 | ||
| 47 | 2024.05.31 10:50 | modify | 11 | 0.10 | 1.73668 | 1.73814 | 1.73034 | ||
| 48 | 2024.05.31 10:50 | modify | 10 | 0.10 | 1.74334 | 1.73814 | 1.73034 | ||
| 49 | 2024.05.31 12:40 | s/l | 10 | 0.10 | 1.73814 | 1.73814 | 1.73034 | 29.03 | 1195.08 |
| 50 | 2024.05.31 12:40 | s/l | 11 | 0.10 | 1.73814 | 1.73814 | 1.73034 | -10.15 | 1184.93 |
| 51 | 2024.05.31 12:40 | s/l | 12 | 0.10 | 1.73814 | 1.73814 | 1.73034 | -13.91 | 1171.02 |
| 52 | 2024.05.31 12:40 | s/l | 13 | 0.10 | 1.73814 | 1.73814 | 1.73034 | -27.96 | 1143.06 |
| 53 | 2024.08.23 20:00 | sell | 14 | 0.10 | 1.78472 | 0.00000 | 0.00000 | ||
| 54 | 2024.08.23 20:00 | modify | 14 | 0.10 | 1.78472 | 1.79772 | 1.77172 | ||
| 55 | 2024.08.26 13:50 | sell | 15 | 0.10 | 1.77807 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.26 13:50 | modify | 15 | 0.10 | 1.77807 | 1.78212 | 1.77172 | ||
| 57 | 2024.08.26 13:50 | modify | 14 | 0.10 | 1.78472 | 1.78212 | 1.77172 | ||
| 58 | 2024.08.26 14:15 | sell | 16 | 0.10 | 1.77752 | 0.00000 | 0.00000 | ||
| 59 | 2024.08.26 14:15 | modify | 16 | 0.10 | 1.77752 | 1.78147 | 1.77172 | ||
| 60 | 2024.08.26 14:15 | modify | 15 | 0.10 | 1.77807 | 1.78147 | 1.77172 | ||
| 61 | 2024.08.26 14:15 | modify | 14 | 0.10 | 1.78472 | 1.78147 | 1.77172 | ||
| 62 | 2024.08.27 07:15 | s/l | 14 | 0.10 | 1.78147 | 1.78147 | 1.77172 | 20.82 | 1163.88 |
| 63 | 2024.08.27 07:15 | s/l | 15 | 0.10 | 1.78147 | 1.78147 | 1.77172 | -24.54 | 1139.34 |
| 64 | 2024.08.27 07:15 | s/l | 16 | 0.10 | 1.78147 | 1.78147 | 1.77172 | -28.37 | 1110.97 |
| 65 | 2024.09.09 20:00 | buy | 17 | 0.10 | 1.77350 | 0.00000 | 0.00000 | ||
| 66 | 2024.09.09 20:00 | modify | 17 | 0.10 | 1.77350 | 1.76050 | 1.78650 | ||
| 67 | 2024.09.10 19:20 | buy | 18 | 0.10 | 1.78003 | 0.00000 | 0.00000 | ||
| 68 | 2024.09.10 19:20 | modify | 18 | 0.10 | 1.78003 | 1.77610 | 1.78650 | ||
| 69 | 2024.09.10 19:20 | modify | 17 | 0.10 | 1.77350 | 1.77610 | 1.78650 | ||
| 70 | 2024.09.10 20:06 | buy | 19 | 0.10 | 1.78067 | 0.00000 | 0.00000 | ||
| 71 | 2024.09.10 20:06 | modify | 19 | 0.10 | 1.78067 | 1.77675 | 1.78650 | ||
| 72 | 2024.09.10 20:06 | modify | 18 | 0.10 | 1.78003 | 1.77675 | 1.78650 | ||
| 73 | 2024.09.10 20:06 | modify | 17 | 0.10 | 1.77350 | 1.77675 | 1.78650 | ||
| 74 | 2024.09.11 05:05 | buy | 20 | 0.10 | 1.78290 | 0.00000 | 0.00000 | ||
| 75 | 2024.09.11 05:05 | modify | 20 | 0.10 | 1.78290 | 1.77870 | 1.78650 | ||
| 76 | 2024.09.11 05:05 | modify | 19 | 0.10 | 1.78067 | 1.77870 | 1.78650 | ||
| 77 | 2024.09.11 05:05 | modify | 18 | 0.10 | 1.78003 | 1.77870 | 1.78650 | ||
| 78 | 2024.09.11 05:05 | modify | 17 | 0.10 | 1.77350 | 1.77870 | 1.78650 | ||
| 79 | 2024.09.11 06:33 | s/l | 17 | 0.10 | 1.77870 | 1.77870 | 1.78650 | 36.73 | 1147.69 |
| 80 | 2024.09.11 06:33 | s/l | 18 | 0.10 | 1.77870 | 1.77870 | 1.78650 | -9.00 | 1138.69 |
| 81 | 2024.09.11 06:33 | s/l | 19 | 0.10 | 1.77870 | 1.77870 | 1.78650 | -13.45 | 1125.24 |
| 82 | 2024.09.11 06:33 | s/l | 20 | 0.10 | 1.77870 | 1.77870 | 1.78650 | -29.24 | 1096.00 |
| 83 | 2024.09.25 20:00 | buy | 21 | 0.10 | 1.79595 | 0.00000 | 0.00000 | ||
| 84 | 2024.09.25 20:00 | modify | 21 | 0.10 | 1.79595 | 1.78295 | 1.80895 | ||
| 85 | 2024.09.26 11:05 | buy | 22 | 0.10 | 1.80272 | 0.00000 | 0.00000 | ||
| 86 | 2024.09.26 11:05 | modify | 22 | 0.10 | 1.80272 | 1.79855 | 1.80895 | ||
| 87 | 2024.09.26 11:05 | modify | 21 | 0.10 | 1.79595 | 1.79855 | 1.80895 | ||
| 88 | 2024.09.26 15:10 | buy | 23 | 0.10 | 1.80519 | 0.00000 | 0.00000 | ||
| 89 | 2024.09.26 15:10 | modify | 23 | 0.10 | 1.80519 | 1.80115 | 1.80895 | ||
| 90 | 2024.09.26 15:10 | modify | 22 | 0.10 | 1.80272 | 1.80115 | 1.80895 | ||
| 91 | 2024.09.26 15:10 | modify | 21 | 0.10 | 1.79595 | 1.80115 | 1.80895 | ||
| 92 | 2024.09.27 08:45 | buy | 24 | 0.10 | 1.80317 | 0.00000 | 0.00000 | ||
| 93 | 2024.09.27 08:45 | modify | 24 | 0.10 | 1.80317 | 1.79920 | 1.80895 | ||
| 94 | 2024.09.27 08:50 | modify | 24 | 0.10 | 1.80317 | 1.80115 | 1.80895 | ||
| 95 | 2024.09.27 16:15 | t/p | 21 | 0.10 | 1.80895 | 1.80115 | 1.80895 | 91.55 | 1187.55 |
| 96 | 2024.09.27 16:15 | t/p | 22 | 0.10 | 1.80895 | 1.80115 | 1.80895 | 43.64 | 1231.19 |
| 97 | 2024.09.27 16:15 | t/p | 23 | 0.10 | 1.80895 | 1.80115 | 1.80895 | 26.44 | 1257.63 |
| 98 | 2024.09.27 16:15 | t/p | 24 | 0.10 | 1.80895 | 1.80115 | 1.80895 | 40.25 | 1297.88 |
| 99 | 2024.10.09 20:00 | sell | 25 | 0.10 | 1.79131 | 0.00000 | 0.00000 | ||
| 100 | 2024.10.09 20:00 | modify | 25 | 0.10 | 1.79131 | 1.80431 | 1.77831 | ||
| 101 | 2024.10.15 07:30 | s/l | 25 | 0.10 | 1.80431 | 1.80431 | 1.77831 | -95.79 | 1202.09 |
| 102 | 2024.10.23 20:00 | buy | 26 | 0.10 | 1.78961 | 0.00000 | 0.00000 | ||
| 103 | 2024.10.23 20:00 | modify | 26 | 0.10 | 1.78961 | 1.77661 | 1.80261 | ||
| 104 | 2024.10.24 14:50 | buy | 27 | 0.10 | 1.79694 | 0.00000 | 0.00000 | ||
| 105 | 2024.10.24 14:50 | modify | 27 | 0.10 | 1.79694 | 1.79286 | 1.80261 | ||
| 106 | 2024.10.24 14:50 | modify | 26 | 0.10 | 1.78961 | 1.79286 | 1.80261 | ||
| 107 | 2024.10.24 16:20 | buy | 28 | 0.10 | 1.79635 | 0.00000 | 0.00000 | ||
| 108 | 2024.10.24 16:20 | modify | 28 | 0.10 | 1.79635 | 1.79221 | 1.80261 | ||
| 109 | 2024.10.24 16:25 | modify | 28 | 0.10 | 1.79635 | 1.79286 | 1.80261 | ||
| 110 | 2024.10.25 10:40 | buy | 29 | 0.10 | 1.79887 | 0.00000 | 0.00000 | ||
| 111 | 2024.10.25 10:40 | modify | 29 | 0.10 | 1.79887 | 1.79481 | 1.80261 | ||
| 112 | 2024.10.25 10:40 | modify | 27 | 0.10 | 1.79694 | 1.79481 | 1.80261 | ||
| 113 | 2024.10.25 10:40 | modify | 28 | 0.10 | 1.79635 | 1.79481 | 1.80261 | ||
| 114 | 2024.10.25 10:40 | modify | 26 | 0.10 | 1.78961 | 1.79481 | 1.80261 | ||
| 115 | 2024.10.28 09:40 | t/p | 26 | 0.10 | 1.80261 | 1.79481 | 1.80261 | 91.81 | 1293.89 |
| 116 | 2024.10.28 09:40 | t/p | 27 | 0.10 | 1.80261 | 1.79481 | 1.80261 | 40.00 | 1333.89 |
| 117 | 2024.10.28 09:40 | t/p | 28 | 0.10 | 1.80261 | 1.79481 | 1.80261 | 44.11 | 1378.00 |
| 118 | 2024.10.28 09:40 | t/p | 29 | 0.10 | 1.80261 | 1.79481 | 1.80261 | 26.30 | 1404.30 |
| 119 | 2024.12.19 20:00 | buy | 30 | 0.10 | 1.79935 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.19 20:00 | modify | 30 | 0.10 | 1.79935 | 1.78635 | 1.81235 | ||
| 121 | 2024.12.20 14:33 | buy | 31 | 0.10 | 1.80657 | 0.00000 | 0.00000 | ||
| 122 | 2024.12.20 14:33 | modify | 31 | 0.10 | 1.80657 | 1.80260 | 1.81235 | ||
| 123 | 2024.12.20 14:33 | modify | 30 | 0.10 | 1.79935 | 1.80260 | 1.81235 | ||
| 124 | 2024.12.20 15:30 | s/l | 30 | 0.10 | 1.80260 | 1.80260 | 1.81235 | 22.89 | 1427.19 |
| 125 | 2024.12.20 15:30 | s/l | 31 | 0.10 | 1.80260 | 1.80260 | 1.81235 | -27.64 | 1399.55 |