Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 79614 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 791.35 | Gross profit | 903.97 | Gross loss | -112.62 |
| Profit factor | 8.03 | Expected payoff | 30.44 | ||
| Absolute drawdown | 74.88 | Maximal drawdown | 139.68 (12.22%) | Relative drawdown | 12.22% (139.68) |
| Total trades | 26 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 18 (69.23%) | Loss trades (% of total) | 8 (30.77%) | ||
| Largest | profit trade | 90.24 | loss trade | -19.71 | |
| Average | profit trade | 50.22 | loss trade | -14.08 | |
| Maximum | consecutive wins (profit in money) | 6 (338.25) | consecutive losses (loss in money) | 2 (-30.29) | |
| Maximal | consecutive profit (count of wins) | 338.25 (6) | consecutive loss (count of losses) | -30.29 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.06 16:00 | buy | 1 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.06 16:00 | modify | 1 | 0.10 | 1.75105 | 1.73705 | 1.76305 | ||
| 3 | 2024.08.12 14:30 | buy | 2 | 0.10 | 1.75612 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.12 14:30 | modify | 2 | 0.10 | 1.75612 | 1.75165 | 1.76305 | ||
| 5 | 2024.08.12 14:30 | modify | 1 | 0.10 | 1.75105 | 1.75165 | 1.76305 | ||
| 6 | 2024.08.13 06:10 | buy | 3 | 0.10 | 1.75656 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.13 06:10 | modify | 3 | 0.10 | 1.75656 | 1.75465 | 1.76305 | ||
| 8 | 2024.08.13 06:10 | modify | 2 | 0.10 | 1.75612 | 1.75465 | 1.76305 | ||
| 9 | 2024.08.13 06:10 | modify | 1 | 0.10 | 1.75105 | 1.75465 | 1.76305 | ||
| 10 | 2024.08.13 06:20 | buy | 4 | 0.10 | 1.75794 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.13 06:20 | modify | 4 | 0.10 | 1.75794 | 1.75525 | 1.76305 | ||
| 12 | 2024.08.13 06:20 | modify | 3 | 0.10 | 1.75656 | 1.75525 | 1.76305 | ||
| 13 | 2024.08.13 06:20 | modify | 2 | 0.10 | 1.75612 | 1.75525 | 1.76305 | ||
| 14 | 2024.08.13 06:20 | modify | 1 | 0.10 | 1.75105 | 1.75525 | 1.76305 | ||
| 15 | 2024.08.13 17:40 | t/p | 1 | 0.10 | 1.76305 | 1.75525 | 1.76305 | 90.24 | 1090.24 |
| 16 | 2024.08.13 17:40 | t/p | 2 | 0.10 | 1.76305 | 1.75525 | 1.76305 | 51.25 | 1141.48 |
| 17 | 2024.08.13 17:40 | t/p | 3 | 0.10 | 1.76305 | 1.75525 | 1.76305 | 47.72 | 1189.20 |
| 18 | 2024.08.13 17:40 | t/p | 4 | 0.10 | 1.76305 | 1.75525 | 1.76305 | 37.58 | 1226.78 |
| 19 | 2024.12.19 20:00 | buy | 5 | 0.10 | 1.79935 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.19 20:00 | modify | 5 | 0.10 | 1.79935 | 1.78535 | 1.81135 | ||
| 21 | 2024.12.20 16:20 | buy | 6 | 0.10 | 1.80485 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.20 16:20 | modify | 6 | 0.10 | 1.80485 | 1.80295 | 1.81135 | ||
| 23 | 2024.12.20 16:20 | modify | 5 | 0.10 | 1.79935 | 1.80295 | 1.81135 | ||
| 24 | 2024.12.20 21:45 | buy | 7 | 0.10 | 1.80623 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.20 21:45 | modify | 7 | 0.10 | 1.80623 | 1.80355 | 1.81135 | ||
| 26 | 2024.12.20 21:45 | modify | 6 | 0.10 | 1.80485 | 1.80355 | 1.81135 | ||
| 27 | 2024.12.20 21:45 | modify | 5 | 0.10 | 1.79935 | 1.80355 | 1.81135 | ||
| 28 | 2024.12.22 22:05 | s/l | 5 | 0.10 | 1.80355 | 1.80355 | 1.81135 | 31.17 | 1257.95 |
| 29 | 2024.12.22 22:05 | s/l | 6 | 0.10 | 1.80355 | 1.80355 | 1.81135 | -9.56 | 1248.39 |
| 30 | 2024.12.22 22:05 | s/l | 7 | 0.10 | 1.80355 | 1.80355 | 1.81135 | -19.71 | 1228.68 |
| 31 | 2025.01.02 20:00 | buy | 8 | 0.10 | 1.78347 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.02 20:00 | modify | 8 | 0.10 | 1.78347 | 1.76947 | 1.79547 | ||
| 33 | 2025.01.03 14:20 | buy | 9 | 0.10 | 1.78842 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.03 14:20 | modify | 9 | 0.10 | 1.78842 | 1.78407 | 1.79547 | ||
| 35 | 2025.01.03 14:20 | modify | 8 | 0.10 | 1.78347 | 1.78407 | 1.79547 | ||
| 36 | 2025.01.03 14:50 | buy | 10 | 0.10 | 1.79033 | 0.00000 | 0.00000 | ||
| 37 | 2025.01.03 14:50 | modify | 10 | 0.10 | 1.79033 | 1.78767 | 1.79547 | ||
| 38 | 2025.01.03 14:50 | modify | 9 | 0.10 | 1.78842 | 1.78767 | 1.79547 | ||
| 39 | 2025.01.03 14:50 | modify | 8 | 0.10 | 1.78347 | 1.78767 | 1.79547 | ||
| 40 | 2025.01.03 15:10 | buy | 11 | 0.10 | 1.78909 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.03 15:10 | modify | 11 | 0.10 | 1.78909 | 1.78707 | 1.79547 | ||
| 42 | 2025.01.03 15:15 | modify | 11 | 0.10 | 1.78909 | 1.78767 | 1.79547 | ||
| 43 | 2025.01.03 17:30 | t/p | 8 | 0.10 | 1.79547 | 1.78767 | 1.79547 | 88.52 | 1317.19 |
| 44 | 2025.01.03 17:30 | t/p | 9 | 0.10 | 1.79547 | 1.78767 | 1.79547 | 51.83 | 1369.02 |
| 45 | 2025.01.03 17:30 | t/p | 10 | 0.10 | 1.79547 | 1.78767 | 1.79547 | 37.79 | 1406.81 |
| 46 | 2025.01.03 17:30 | t/p | 11 | 0.10 | 1.79547 | 1.78767 | 1.79547 | 46.91 | 1453.72 |
| 47 | 2025.01.09 08:00 | buy | 12 | 0.10 | 1.76549 | 0.00000 | 0.00000 | ||
| 48 | 2025.01.09 08:00 | modify | 12 | 0.10 | 1.76549 | 1.75149 | 1.77749 | ||
| 49 | 2025.01.09 13:20 | buy | 13 | 0.10 | 1.77113 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.09 13:20 | modify | 13 | 0.10 | 1.77113 | 1.76909 | 1.77749 | ||
| 51 | 2025.01.09 13:20 | modify | 12 | 0.10 | 1.76549 | 1.76909 | 1.77749 | ||
| 52 | 2025.01.09 13:30 | buy | 14 | 0.10 | 1.77237 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.09 13:30 | modify | 14 | 0.10 | 1.77237 | 1.76969 | 1.77749 | ||
| 54 | 2025.01.09 13:30 | modify | 13 | 0.10 | 1.77113 | 1.76969 | 1.77749 | ||
| 55 | 2025.01.09 13:30 | modify | 12 | 0.10 | 1.76549 | 1.76969 | 1.77749 | ||
| 56 | 2025.01.09 14:05 | s/l | 12 | 0.10 | 1.76969 | 1.76969 | 1.77749 | 30.88 | 1484.60 |
| 57 | 2025.01.09 14:05 | s/l | 13 | 0.10 | 1.76969 | 1.76969 | 1.77749 | -10.59 | 1474.01 |
| 58 | 2025.01.09 14:05 | s/l | 14 | 0.10 | 1.76969 | 1.76969 | 1.77749 | -19.70 | 1454.31 |
| 59 | 2025.01.21 04:00 | sell | 15 | 0.10 | 1.77204 | 0.00000 | 0.00000 | ||
| 60 | 2025.01.21 04:00 | modify | 15 | 0.10 | 1.77204 | 1.78604 | 1.76004 | ||
| 61 | 2025.01.21 08:40 | sell | 16 | 0.10 | 1.76718 | 0.00000 | 0.00000 | ||
| 62 | 2025.01.21 08:40 | modify | 16 | 0.10 | 1.76718 | 1.77144 | 1.76004 | ||
| 63 | 2025.01.21 08:40 | modify | 15 | 0.10 | 1.77204 | 1.77144 | 1.76004 | ||
| 64 | 2025.01.21 09:55 | sell | 17 | 0.10 | 1.76649 | 0.00000 | 0.00000 | ||
| 65 | 2025.01.21 09:55 | modify | 17 | 0.10 | 1.76649 | 1.76844 | 1.76004 | ||
| 66 | 2025.01.21 09:55 | modify | 16 | 0.10 | 1.76718 | 1.76844 | 1.76004 | ||
| 67 | 2025.01.21 09:55 | modify | 15 | 0.10 | 1.77204 | 1.76844 | 1.76004 | ||
| 68 | 2025.01.21 10:40 | s/l | 15 | 0.10 | 1.76844 | 1.76844 | 1.76004 | 26.46 | 1480.77 |
| 69 | 2025.01.21 10:40 | s/l | 16 | 0.10 | 1.76844 | 1.76844 | 1.76004 | -9.26 | 1471.51 |
| 70 | 2025.01.21 10:40 | s/l | 17 | 0.10 | 1.76844 | 1.76844 | 1.76004 | -14.33 | 1457.18 |
| 71 | 2025.03.03 20:00 | sell | 18 | 0.10 | 1.83992 | 0.00000 | 0.00000 | ||
| 72 | 2025.03.03 20:00 | modify | 18 | 0.10 | 1.83992 | 1.85392 | 1.82792 | ||
| 73 | 2025.03.04 09:40 | sell | 19 | 0.10 | 1.83433 | 0.00000 | 0.00000 | ||
| 74 | 2025.03.04 09:40 | modify | 19 | 0.10 | 1.83433 | 1.83632 | 1.82792 | ||
| 75 | 2025.03.04 09:40 | modify | 18 | 0.10 | 1.83992 | 1.83632 | 1.82792 | ||
| 76 | 2025.03.04 10:40 | s/l | 18 | 0.10 | 1.83632 | 1.83632 | 1.82792 | 25.39 | 1482.58 |
| 77 | 2025.03.04 10:40 | s/l | 19 | 0.10 | 1.83632 | 1.83632 | 1.82792 | -14.62 | 1467.96 |
| 78 | 2025.03.04 20:00 | sell | 20 | 0.10 | 1.85246 | 0.00000 | 0.00000 | ||
| 79 | 2025.03.04 20:00 | modify | 20 | 0.10 | 1.85246 | 1.86646 | 1.84046 | ||
| 80 | 2025.03.04 21:20 | sell | 21 | 0.10 | 1.84679 | 0.00000 | 0.00000 | ||
| 81 | 2025.03.04 21:20 | modify | 21 | 0.10 | 1.84679 | 1.84886 | 1.84046 | ||
| 82 | 2025.03.04 21:20 | modify | 20 | 0.10 | 1.85246 | 1.84886 | 1.84046 | ||
| 83 | 2025.03.04 21:40 | t/p | 20 | 0.10 | 1.84046 | 1.84886 | 1.84046 | 88.19 | 1556.15 |
| 84 | 2025.03.04 21:40 | t/p | 21 | 0.10 | 1.84046 | 1.84886 | 1.84046 | 46.52 | 1602.67 |
| 85 | 2025.04.07 16:00 | buy | 22 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.07 16:00 | modify | 22 | 0.10 | 1.81059 | 1.79659 | 1.82259 | ||
| 87 | 2025.04.08 17:20 | buy | 23 | 0.10 | 1.81561 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.08 17:20 | modify | 23 | 0.10 | 1.81561 | 1.81119 | 1.82259 | ||
| 89 | 2025.04.08 17:20 | modify | 22 | 0.10 | 1.81059 | 1.81119 | 1.82259 | ||
| 90 | 2025.04.08 17:50 | buy | 24 | 0.10 | 1.81738 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.08 17:50 | modify | 24 | 0.10 | 1.81738 | 1.81479 | 1.82259 | ||
| 92 | 2025.04.08 17:50 | modify | 23 | 0.10 | 1.81561 | 1.81479 | 1.82259 | ||
| 93 | 2025.04.08 17:50 | modify | 22 | 0.10 | 1.81059 | 1.81479 | 1.82259 | ||
| 94 | 2025.04.08 19:15 | t/p | 22 | 0.10 | 1.82259 | 1.81479 | 1.82259 | 88.52 | 1691.18 |
| 95 | 2025.04.08 19:15 | t/p | 23 | 0.10 | 1.82259 | 1.81479 | 1.82259 | 51.32 | 1742.50 |
| 96 | 2025.04.08 19:15 | t/p | 24 | 0.10 | 1.82259 | 1.81479 | 1.82259 | 38.31 | 1780.81 |
| 97 | 2025.04.15 16:00 | sell | 25 | 0.10 | 1.84334 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.15 16:00 | modify | 25 | 0.10 | 1.84334 | 1.85734 | 1.83134 | ||
| 99 | 2025.04.16 14:50 | sell | 26 | 0.10 | 1.83772 | 0.00000 | 0.00000 | ||
| 100 | 2025.04.16 14:50 | modify | 26 | 0.10 | 1.83772 | 1.83974 | 1.83134 | ||
| 101 | 2025.04.16 14:50 | modify | 25 | 0.10 | 1.84334 | 1.83974 | 1.83134 | ||
| 102 | 2025.04.16 14:55 | s/l | 25 | 0.10 | 1.83974 | 1.83974 | 1.83134 | 25.39 | 1806.20 |
| 103 | 2025.04.16 14:55 | s/l | 26 | 0.10 | 1.83974 | 1.83974 | 1.83134 | -14.85 | 1791.35 |