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 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | -636.09 | Gross profit | 643.41 | Gross loss | -1279.50 |
| Profit factor | 0.50 | Expected payoff | -15.51 | ||
| Absolute drawdown | 670.82 | Maximal drawdown | 697.52 (67.94%) | Relative drawdown | 67.94% (697.52) |
| Total trades | 41 | Short positions (won %) | 22 (36.36%) | Long positions (won %) | 19 (47.37%) |
| Profit trades (% of total) | 17 (41.46%) | Loss trades (% of total) | 24 (58.54%) | ||
| Largest | profit trade | 84.07 | loss trade | -95.99 | |
| Average | profit trade | 37.85 | loss trade | -53.31 | |
| Maximum | consecutive wins (profit in money) | 2 (112.39) | consecutive losses (loss in money) | 5 (-362.44) | |
| Maximal | consecutive profit (count of wins) | 112.39 (2) | consecutive loss (count of losses) | -362.44 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.12 08:00 | buy | 1 | 0.10 | 1.72360 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.12 08:00 | modify | 1 | 0.10 | 1.72360 | 1.71160 | 1.73560 | ||
| 3 | 2024.03.14 20:00 | buy | 2 | 0.10 | 1.72614 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.14 20:00 | modify | 2 | 0.10 | 1.72614 | 1.72420 | 1.73560 | ||
| 5 | 2024.03.14 20:00 | modify | 1 | 0.10 | 1.72360 | 1.72420 | 1.73560 | ||
| 6 | 2024.03.15 04:00 | s/l | 1 | 0.10 | 1.72420 | 1.72420 | 1.73560 | 5.48 | 1005.48 |
| 7 | 2024.03.15 04:00 | s/l | 2 | 0.10 | 1.72420 | 1.72420 | 1.73560 | -13.25 | 992.22 |
| 8 | 2024.03.29 00:00 | buy | 3 | 0.10 | 1.70864 | 0.00000 | 0.00000 | ||
| 9 | 2024.03.29 00:00 | modify | 3 | 0.10 | 1.70864 | 1.69664 | 1.72064 | ||
| 10 | 2024.04.04 08:00 | buy | 4 | 0.10 | 1.71124 | 0.00000 | 0.00000 | ||
| 11 | 2024.04.04 08:00 | modify | 4 | 0.10 | 1.71124 | 1.70924 | 1.72064 | ||
| 12 | 2024.04.04 08:00 | modify | 3 | 0.10 | 1.70864 | 1.70924 | 1.72064 | ||
| 13 | 2024.04.04 12:00 | s/l | 3 | 0.10 | 1.70924 | 1.70924 | 1.72064 | 5.73 | 997.96 |
| 14 | 2024.04.04 12:00 | s/l | 4 | 0.10 | 1.70924 | 1.70924 | 1.72064 | -13.92 | 984.04 |
| 15 | 2024.04.25 08:00 | sell | 5 | 0.10 | 1.71067 | 0.00000 | 0.00000 | ||
| 16 | 2024.04.25 08:00 | modify | 5 | 0.10 | 1.71067 | 1.72267 | 1.69867 | ||
| 17 | 2024.04.30 16:00 | s/l | 5 | 0.10 | 1.72267 | 1.72267 | 1.69867 | -86.16 | 897.88 |
| 18 | 2024.05.22 08:00 | sell | 6 | 0.10 | 1.74075 | 0.00000 | 0.00000 | ||
| 19 | 2024.05.22 08:00 | modify | 6 | 0.10 | 1.74075 | 1.75275 | 1.72875 | ||
| 20 | 2024.06.05 16:00 | s/l | 6 | 0.10 | 1.75275 | 1.75275 | 1.72875 | -95.99 | 801.89 |
| 21 | 2024.06.17 08:00 | buy | 7 | 0.10 | 1.74151 | 0.00000 | 0.00000 | ||
| 22 | 2024.06.17 08:00 | modify | 7 | 0.10 | 1.74151 | 1.72951 | 1.75351 | ||
| 23 | 2024.06.21 12:00 | s/l | 7 | 0.10 | 1.72951 | 1.72951 | 1.75351 | -82.00 | 719.90 |
| 24 | 2024.07.11 08:00 | sell | 8 | 0.10 | 1.75376 | 0.00000 | 0.00000 | ||
| 25 | 2024.07.11 08:00 | modify | 8 | 0.10 | 1.75376 | 1.76576 | 1.74176 | ||
| 26 | 2024.07.12 12:00 | s/l | 8 | 0.10 | 1.76576 | 1.76576 | 1.74176 | -84.37 | 635.52 |
| 27 | 2024.07.17 08:00 | sell | 9 | 0.10 | 1.77889 | 0.00000 | 0.00000 | ||
| 28 | 2024.07.17 08:00 | modify | 9 | 0.10 | 1.77889 | 1.79089 | 1.76689 | ||
| 29 | 2024.07.19 08:00 | sell | 10 | 0.10 | 1.77269 | 0.00000 | 0.00000 | ||
| 30 | 2024.07.19 08:00 | modify | 10 | 0.10 | 1.77269 | 1.77469 | 1.76689 | ||
| 31 | 2024.07.19 08:00 | modify | 9 | 0.10 | 1.77889 | 1.77469 | 1.76689 | ||
| 32 | 2024.07.19 16:00 | s/l | 9 | 0.10 | 1.77469 | 1.77469 | 1.76689 | 25.65 | 661.17 |
| 33 | 2024.07.19 16:00 | s/l | 10 | 0.10 | 1.77469 | 1.77469 | 1.76689 | -13.91 | 647.26 |
| 34 | 2024.08.01 08:00 | buy | 11 | 0.10 | 1.76853 | 0.00000 | 0.00000 | ||
| 35 | 2024.08.01 08:00 | modify | 11 | 0.10 | 1.76853 | 1.75653 | 1.78053 | ||
| 36 | 2024.08.05 08:00 | buy | 12 | 0.10 | 1.77595 | 0.00000 | 0.00000 | ||
| 37 | 2024.08.05 08:00 | modify | 12 | 0.10 | 1.77595 | 1.77273 | 1.78053 | ||
| 38 | 2024.08.05 08:00 | modify | 11 | 0.10 | 1.76853 | 1.77273 | 1.78053 | ||
| 39 | 2024.08.05 12:00 | s/l | 11 | 0.10 | 1.77273 | 1.77273 | 1.78053 | 29.76 | 677.02 |
| 40 | 2024.08.05 12:00 | s/l | 12 | 0.10 | 1.77273 | 1.77273 | 1.78053 | -22.42 | 654.60 |
| 41 | 2024.08.06 00:00 | buy | 13 | 0.10 | 1.76563 | 0.00000 | 0.00000 | ||
| 42 | 2024.08.06 00:00 | modify | 13 | 0.10 | 1.76563 | 1.75363 | 1.77763 | ||
| 43 | 2024.08.06 16:00 | s/l | 13 | 0.10 | 1.75363 | 1.75363 | 1.77763 | -83.55 | 571.05 |
| 44 | 2024.08.09 08:00 | sell | 14 | 0.10 | 1.75282 | 0.00000 | 0.00000 | ||
| 45 | 2024.08.09 08:00 | modify | 14 | 0.10 | 1.75282 | 1.76482 | 1.74082 | ||
| 46 | 2024.08.13 20:00 | s/l | 14 | 0.10 | 1.76482 | 1.76482 | 1.74082 | -85.26 | 485.79 |
| 47 | 2024.08.16 08:00 | sell | 15 | 0.10 | 1.76776 | 0.00000 | 0.00000 | ||
| 48 | 2024.08.16 08:00 | modify | 15 | 0.10 | 1.76776 | 1.77976 | 1.75576 | ||
| 49 | 2024.08.21 20:00 | s/l | 15 | 0.10 | 1.77976 | 1.77976 | 1.75576 | -86.15 | 399.64 |
| 50 | 2024.09.11 04:00 | sell | 16 | 0.10 | 1.78141 | 0.00000 | 0.00000 | ||
| 51 | 2024.09.11 04:00 | modify | 16 | 0.10 | 1.78141 | 1.79341 | 1.76941 | ||
| 52 | 2024.09.12 00:00 | t/p | 16 | 0.10 | 1.76941 | 1.79341 | 1.76941 | 80.80 | 480.44 |
| 53 | 2024.09.20 08:00 | sell | 17 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
| 54 | 2024.09.20 08:00 | modify | 17 | 0.10 | 1.80640 | 1.81840 | 1.79440 | ||
| 55 | 2024.09.22 20:00 | sell | 18 | 0.10 | 1.80371 | 0.00000 | 0.00000 | ||
| 56 | 2024.09.22 20:00 | modify | 18 | 0.10 | 1.80371 | 1.80580 | 1.79440 | ||
| 57 | 2024.09.22 20:00 | modify | 17 | 0.10 | 1.80640 | 1.80580 | 1.79440 | ||
| 58 | 2024.09.23 00:00 | s/l | 17 | 0.10 | 1.80580 | 1.80580 | 1.79440 | 3.28 | 483.72 |
| 59 | 2024.09.23 00:00 | s/l | 18 | 0.10 | 1.80580 | 1.80580 | 1.79440 | -15.43 | 468.29 |
| 60 | 2024.10.03 08:00 | buy | 19 | 0.10 | 1.77921 | 0.00000 | 0.00000 | ||
| 61 | 2024.10.03 08:00 | modify | 19 | 0.10 | 1.77921 | 1.76721 | 1.79121 | ||
| 62 | 2024.10.04 12:00 | buy | 20 | 0.10 | 1.78536 | 0.00000 | 0.00000 | ||
| 63 | 2024.10.04 12:00 | modify | 20 | 0.10 | 1.78536 | 1.78341 | 1.79121 | ||
| 64 | 2024.10.04 12:00 | modify | 19 | 0.10 | 1.77921 | 1.78341 | 1.79121 | ||
| 65 | 2024.10.04 16:00 | s/l | 19 | 0.10 | 1.78341 | 1.78341 | 1.79121 | 29.50 | 497.79 |
| 66 | 2024.10.04 16:00 | s/l | 20 | 0.10 | 1.78341 | 1.78341 | 1.79121 | -13.58 | 484.21 |
| 67 | 2024.10.08 08:00 | sell | 21 | 0.10 | 1.78679 | 0.00000 | 0.00000 | ||
| 68 | 2024.10.08 08:00 | modify | 21 | 0.10 | 1.78679 | 1.79879 | 1.77479 | ||
| 69 | 2024.10.10 12:00 | s/l | 21 | 0.10 | 1.79879 | 1.79879 | 1.77479 | -87.04 | 397.16 |
| 70 | 2024.10.15 08:00 | sell | 22 | 0.10 | 1.80528 | 0.00000 | 0.00000 | ||
| 71 | 2024.10.15 08:00 | modify | 22 | 0.10 | 1.80528 | 1.81728 | 1.79328 | ||
| 72 | 2024.10.16 08:00 | t/p | 22 | 0.10 | 1.79328 | 1.81728 | 1.79328 | 82.59 | 479.75 |
| 73 | 2024.10.16 08:00 | buy | 23 | 0.10 | 1.79210 | 0.00000 | 0.00000 | ||
| 74 | 2024.10.16 08:00 | modify | 23 | 0.10 | 1.79210 | 1.78010 | 1.80410 | ||
| 75 | 2024.10.22 20:00 | buy | 24 | 0.10 | 1.79475 | 0.00000 | 0.00000 | ||
| 76 | 2024.10.22 20:00 | modify | 24 | 0.10 | 1.79475 | 1.79270 | 1.80410 | ||
| 77 | 2024.10.22 20:00 | modify | 23 | 0.10 | 1.79210 | 1.79270 | 1.80410 | ||
| 78 | 2024.10.23 00:00 | s/l | 23 | 0.10 | 1.79270 | 1.79270 | 1.80410 | 5.99 | 485.74 |
| 79 | 2024.10.23 00:00 | s/l | 24 | 0.10 | 1.79270 | 1.79270 | 1.80410 | -14.01 | 471.73 |
| 80 | 2024.10.24 00:00 | buy | 25 | 0.10 | 1.78740 | 0.00000 | 0.00000 | ||
| 81 | 2024.10.24 00:00 | modify | 25 | 0.10 | 1.78740 | 1.77540 | 1.79940 | ||
| 82 | 2024.10.25 16:00 | t/p | 25 | 0.10 | 1.79940 | 1.77540 | 1.79940 | 83.81 | 555.54 |
| 83 | 2024.11.04 04:00 | sell | 26 | 0.10 | 1.80531 | 0.00000 | 0.00000 | ||
| 84 | 2024.11.04 04:00 | modify | 26 | 0.10 | 1.80531 | 1.81731 | 1.79331 | ||
| 85 | 2024.11.04 16:00 | sell | 27 | 0.10 | 1.80278 | 0.00000 | 0.00000 | ||
| 86 | 2024.11.04 16:00 | modify | 27 | 0.10 | 1.80278 | 1.80471 | 1.79331 | ||
| 87 | 2024.11.04 16:00 | modify | 26 | 0.10 | 1.80531 | 1.80471 | 1.79331 | ||
| 88 | 2024.11.05 16:00 | s/l | 26 | 0.10 | 1.80471 | 1.80471 | 1.79331 | 3.28 | 558.82 |
| 89 | 2024.11.05 16:00 | s/l | 27 | 0.10 | 1.80471 | 1.80471 | 1.79331 | -14.32 | 544.49 |
| 90 | 2024.11.06 04:00 | buy | 28 | 0.10 | 1.79549 | 0.00000 | 0.00000 | ||
| 91 | 2024.11.06 04:00 | modify | 28 | 0.10 | 1.79549 | 1.78349 | 1.80749 | ||
| 92 | 2024.11.11 04:00 | buy | 29 | 0.10 | 1.79799 | 0.00000 | 0.00000 | ||
| 93 | 2024.11.11 04:00 | modify | 29 | 0.10 | 1.79799 | 1.79609 | 1.80749 | ||
| 94 | 2024.11.11 04:00 | modify | 28 | 0.10 | 1.79549 | 1.79609 | 1.80749 | ||
| 95 | 2024.11.11 08:00 | s/l | 28 | 0.10 | 1.79609 | 1.79609 | 1.80749 | 5.48 | 549.97 |
| 96 | 2024.11.11 08:00 | s/l | 29 | 0.10 | 1.79609 | 1.79609 | 1.80749 | -13.23 | 536.74 |
| 97 | 2024.11.12 08:00 | buy | 30 | 0.10 | 1.78839 | 0.00000 | 0.00000 | ||
| 98 | 2024.11.12 08:00 | modify | 30 | 0.10 | 1.78839 | 1.77639 | 1.80039 | ||
| 99 | 2024.11.12 20:00 | s/l | 30 | 0.10 | 1.77639 | 1.77639 | 1.80039 | -83.55 | 453.19 |
| 100 | 2024.11.26 00:00 | sell | 31 | 0.10 | 1.76657 | 0.00000 | 0.00000 | ||
| 101 | 2024.11.26 00:00 | modify | 31 | 0.10 | 1.76657 | 1.77857 | 1.75457 | ||
| 102 | 2024.11.26 20:00 | sell | 32 | 0.10 | 1.76395 | 0.00000 | 0.00000 | ||
| 103 | 2024.11.26 20:00 | modify | 32 | 0.10 | 1.76395 | 1.76597 | 1.75457 | ||
| 104 | 2024.11.26 20:00 | modify | 31 | 0.10 | 1.76657 | 1.76597 | 1.75457 | ||
| 105 | 2024.11.27 00:00 | s/l | 31 | 0.10 | 1.76597 | 1.76597 | 1.75457 | 3.29 | 456.48 |
| 106 | 2024.11.27 00:00 | s/l | 32 | 0.10 | 1.76597 | 1.76597 | 1.75457 | -14.94 | 441.53 |
| 107 | 2024.12.05 08:00 | sell | 33 | 0.10 | 1.78963 | 0.00000 | 0.00000 | ||
| 108 | 2024.12.05 08:00 | modify | 33 | 0.10 | 1.78963 | 1.80163 | 1.77763 | ||
| 109 | 2024.12.06 16:00 | s/l | 33 | 0.10 | 1.80163 | 1.80163 | 1.77763 | -84.37 | 357.16 |
| 110 | 2024.12.13 08:00 | buy | 34 | 0.10 | 1.79731 | 0.00000 | 0.00000 | ||
| 111 | 2024.12.13 08:00 | modify | 34 | 0.10 | 1.79731 | 1.78531 | 1.80931 | ||
| 112 | 2024.12.17 08:00 | t/p | 34 | 0.10 | 1.80931 | 1.78531 | 1.80931 | 84.07 | 441.23 |
| 113 | 2025.01.21 04:00 | sell | 35 | 0.10 | 1.77204 | 0.00000 | 0.00000 | ||
| 114 | 2025.01.21 04:00 | modify | 35 | 0.10 | 1.77204 | 1.78404 | 1.76004 | ||
| 115 | 2025.01.22 08:00 | sell | 36 | 0.10 | 1.76575 | 0.00000 | 0.00000 | ||
| 116 | 2025.01.22 08:00 | modify | 36 | 0.10 | 1.76575 | 1.76784 | 1.76004 | ||
| 117 | 2025.01.22 08:00 | modify | 35 | 0.10 | 1.77204 | 1.76784 | 1.76004 | ||
| 118 | 2025.01.22 12:00 | s/l | 35 | 0.10 | 1.76784 | 1.76784 | 1.76004 | 28.33 | 469.56 |
| 119 | 2025.01.22 12:00 | s/l | 36 | 0.10 | 1.76784 | 1.76784 | 1.76004 | -14.54 | 455.02 |
| 120 | 2025.01.31 00:00 | sell | 37 | 0.10 | 1.80013 | 0.00000 | 0.00000 | ||
| 121 | 2025.01.31 00:00 | modify | 37 | 0.10 | 1.80013 | 1.81213 | 1.78813 | ||
| 122 | 2025.02.03 00:00 | s/l | 37 | 0.10 | 1.81213 | 1.81213 | 1.78813 | -84.36 | 370.65 |
| 123 | 2025.02.03 00:00 | sell | 38 | 0.10 | 1.80785 | 0.00000 | 0.00000 | ||
| 124 | 2025.02.03 00:00 | modify | 38 | 0.10 | 1.80785 | 1.81985 | 1.79585 | ||
| 125 | 2025.02.04 00:00 | t/p | 38 | 0.10 | 1.79585 | 1.81985 | 1.79585 | 82.59 | 453.24 |
| 126 | 2025.02.04 00:00 | buy | 39 | 0.10 | 1.79328 | 0.00000 | 0.00000 | ||
| 127 | 2025.02.04 00:00 | modify | 39 | 0.10 | 1.79328 | 1.78128 | 1.80528 | ||
| 128 | 2025.02.06 16:00 | s/l | 39 | 0.10 | 1.78128 | 1.78128 | 1.80528 | -82.51 | 370.73 |
| 129 | 2025.02.11 08:00 | buy | 40 | 0.10 | 1.76896 | 0.00000 | 0.00000 | ||
| 130 | 2025.02.11 08:00 | modify | 40 | 0.10 | 1.76896 | 1.75696 | 1.78096 | ||
| 131 | 2025.02.12 12:00 | t/p | 40 | 0.10 | 1.78096 | 1.75696 | 1.78096 | 83.81 | 454.53 |
| 132 | 2025.02.13 08:00 | sell | 41 | 0.10 | 1.78471 | 0.00000 | 0.00000 | ||
| 133 | 2025.02.13 08:00 | modify | 41 | 0.10 | 1.78471 | 1.79671 | 1.77271 | ||
| 134 | 2025.02.21 08:00 | s/l | 41 | 0.10 | 1.79671 | 1.79671 | 1.77271 | -90.63 | 363.91 |