Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| 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=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=5; 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 | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 291.50 | Gross profit | 832.68 | Gross loss | -541.18 |
| Profit factor | 1.54 | Expected payoff | 12.67 | ||
| Absolute drawdown | 55.97 | Maximal drawdown | 201.31 (15.10%) | Relative drawdown | 15.10% (201.31) |
| Total trades | 23 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 18 (50.00%) |
| Profit trades (% of total) | 13 (56.52%) | Loss trades (% of total) | 10 (43.48%) | ||
| Largest | profit trade | 81.07 | loss trade | -78.64 | |
| Average | profit trade | 64.05 | loss trade | -54.12 | |
| Maximum | consecutive wins (profit in money) | 3 (206.50) | consecutive losses (loss in money) | 2 (-156.34) | |
| Maximal | consecutive profit (count of wins) | 206.50 (3) | consecutive loss (count of losses) | -156.34 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 1.74005 | 1.76205 | ||
| 3 | 2024.08.13 04:00 | buy | 2 | 0.10 | 1.75546 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.13 04:00 | modify | 2 | 0.10 | 1.75546 | 1.75160 | 1.76205 | ||
| 5 | 2024.08.13 04:00 | modify | 1 | 0.10 | 1.75105 | 1.75160 | 1.76205 | ||
| 6 | 2024.08.13 20:00 | t/p | 1 | 0.10 | 1.76205 | 1.75160 | 1.76205 | 81.07 | 1081.07 |
| 7 | 2024.08.13 20:00 | t/p | 2 | 0.10 | 1.76205 | 1.75160 | 1.76205 | 47.29 | 1128.36 |
| 8 | 2024.10.01 16:00 | buy | 3 | 0.10 | 1.79203 | 0.00000 | 0.00000 | ||
| 9 | 2024.10.01 16:00 | modify | 3 | 0.10 | 1.79203 | 1.78103 | 1.80303 | ||
| 10 | 2024.10.03 08:00 | s/l | 3 | 0.10 | 1.78103 | 1.78103 | 1.80303 | -77.71 | 1050.65 |
| 11 | 2024.10.03 12:00 | buy | 4 | 0.10 | 1.77463 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.03 12:00 | modify | 4 | 0.10 | 1.77463 | 1.76363 | 1.78563 | ||
| 13 | 2024.10.03 20:00 | buy | 5 | 0.10 | 1.77911 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.03 20:00 | modify | 5 | 0.10 | 1.77911 | 1.77518 | 1.78563 | ||
| 15 | 2024.10.03 20:00 | modify | 4 | 0.10 | 1.77463 | 1.77518 | 1.78563 | ||
| 16 | 2024.10.04 12:00 | t/p | 4 | 0.10 | 1.78563 | 1.77518 | 1.78563 | 79.24 | 1129.89 |
| 17 | 2024.10.04 12:00 | t/p | 5 | 0.10 | 1.78563 | 1.77518 | 1.78563 | 47.09 | 1176.99 |
| 18 | 2024.10.16 20:00 | buy | 6 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 19 | 2024.10.16 20:00 | modify | 6 | 0.10 | 1.78547 | 1.77447 | 1.79647 | ||
| 20 | 2024.10.18 08:00 | t/p | 6 | 0.10 | 1.79647 | 1.77447 | 1.79647 | 80.16 | 1257.15 |
| 21 | 2024.11.12 20:00 | buy | 7 | 0.10 | 1.77655 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.12 20:00 | modify | 7 | 0.10 | 1.77655 | 1.76555 | 1.78755 | ||
| 23 | 2024.11.21 08:00 | s/l | 7 | 0.10 | 1.76555 | 1.76555 | 1.78755 | -75.59 | 1181.56 |
| 24 | 2024.12.17 16:00 | sell | 8 | 0.10 | 1.81886 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.17 16:00 | modify | 8 | 0.10 | 1.81886 | 1.82986 | 1.80786 | ||
| 26 | 2024.12.19 16:00 | t/p | 8 | 0.10 | 1.80786 | 1.82986 | 1.80786 | 75.26 | 1256.82 |
| 27 | 2024.12.19 20:00 | buy | 9 | 0.10 | 1.79935 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.19 20:00 | modify | 9 | 0.10 | 1.79935 | 1.78835 | 1.81035 | ||
| 29 | 2024.12.23 04:00 | buy | 10 | 0.10 | 1.80620 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.23 04:00 | modify | 10 | 0.10 | 1.80620 | 1.80210 | 1.81035 | ||
| 31 | 2024.12.23 04:00 | buy | 11 | 0.10 | 1.80620 | 0.00000 | 0.00000 | ||
| 32 | 2024.12.23 04:00 | modify | 11 | 0.10 | 1.80620 | 1.80320 | 1.81035 | ||
| 33 | 2024.12.23 04:00 | modify | 9 | 0.10 | 1.79935 | 1.80320 | 1.81035 | ||
| 34 | 2024.12.23 08:00 | modify | 10 | 0.10 | 1.80620 | 1.80320 | 1.81035 | ||
| 35 | 2024.12.23 16:00 | s/l | 9 | 0.10 | 1.80320 | 1.80320 | 1.81035 | 28.24 | 1285.06 |
| 36 | 2024.12.23 16:00 | s/l | 10 | 0.10 | 1.80320 | 1.80320 | 1.81035 | -21.53 | 1263.53 |
| 37 | 2024.12.23 16:00 | s/l | 11 | 0.10 | 1.80320 | 1.80320 | 1.81035 | -21.53 | 1242.00 |
| 38 | 2025.01.02 16:00 | buy | 12 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.02 16:00 | modify | 12 | 0.10 | 1.78499 | 1.77399 | 1.79599 | ||
| 40 | 2025.01.03 20:00 | t/p | 12 | 0.10 | 1.79599 | 1.77399 | 1.79599 | 79.23 | 1321.23 |
| 41 | 2025.01.08 16:00 | buy | 13 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.08 16:00 | modify | 13 | 0.10 | 1.77611 | 1.76511 | 1.78711 | ||
| 43 | 2025.01.09 08:00 | s/l | 13 | 0.10 | 1.76511 | 1.76511 | 1.78711 | -78.02 | 1243.22 |
| 44 | 2025.01.09 08:00 | buy | 14 | 0.10 | 1.76549 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.09 08:00 | modify | 14 | 0.10 | 1.76549 | 1.75449 | 1.77649 | ||
| 46 | 2025.01.13 04:00 | s/l | 14 | 0.10 | 1.75449 | 1.75449 | 1.77649 | -78.32 | 1164.90 |
| 47 | 2025.01.13 12:00 | buy | 15 | 0.10 | 1.74790 | 0.00000 | 0.00000 | ||
| 48 | 2025.01.13 12:00 | modify | 15 | 0.10 | 1.74790 | 1.73690 | 1.75890 | ||
| 49 | 2025.01.15 16:00 | t/p | 15 | 0.10 | 1.75890 | 1.73690 | 1.75890 | 79.54 | 1244.44 |
| 50 | 2025.02.04 16:00 | buy | 16 | 0.10 | 1.78793 | 0.00000 | 0.00000 | ||
| 51 | 2025.02.04 16:00 | modify | 16 | 0.10 | 1.78793 | 1.77693 | 1.79893 | ||
| 52 | 2025.02.06 16:00 | s/l | 16 | 0.10 | 1.77693 | 1.77693 | 1.79893 | -77.71 | 1166.72 |
| 53 | 2025.03.03 20:00 | sell | 17 | 0.10 | 1.83992 | 0.00000 | 0.00000 | ||
| 54 | 2025.03.03 20:00 | modify | 17 | 0.10 | 1.83992 | 1.85092 | 1.82892 | ||
| 55 | 2025.03.04 12:00 | sell | 18 | 0.10 | 1.83548 | 0.00000 | 0.00000 | ||
| 56 | 2025.03.04 12:00 | modify | 18 | 0.10 | 1.83548 | 1.83937 | 1.82892 | ||
| 57 | 2025.03.04 12:00 | modify | 17 | 0.10 | 1.83992 | 1.83937 | 1.82892 | ||
| 58 | 2025.03.04 16:00 | s/l | 17 | 0.10 | 1.83937 | 1.83937 | 1.82892 | 3.04 | 1169.77 |
| 59 | 2025.03.04 16:00 | s/l | 18 | 0.10 | 1.83937 | 1.83937 | 1.82892 | -27.90 | 1141.87 |
| 60 | 2025.03.04 20:00 | sell | 19 | 0.10 | 1.85246 | 0.00000 | 0.00000 | ||
| 61 | 2025.03.04 20:00 | modify | 19 | 0.10 | 1.85246 | 1.86346 | 1.84146 | ||
| 62 | 2025.03.05 00:00 | t/p | 19 | 0.10 | 1.84146 | 1.86346 | 1.84146 | 77.99 | 1219.86 |
| 63 | 2025.04.04 16:00 | buy | 20 | 0.10 | 1.83507 | 0.00000 | 0.00000 | ||
| 64 | 2025.04.04 16:00 | modify | 20 | 0.10 | 1.83507 | 1.82407 | 1.84607 | ||
| 65 | 2025.04.07 12:00 | s/l | 20 | 0.10 | 1.82407 | 1.82407 | 1.84607 | -78.64 | 1141.22 |
| 66 | 2025.04.07 16:00 | buy | 21 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 67 | 2025.04.07 16:00 | modify | 21 | 0.10 | 1.81059 | 1.79959 | 1.82159 | ||
| 68 | 2025.04.08 20:00 | t/p | 21 | 0.10 | 1.82159 | 1.79959 | 1.82159 | 79.24 | 1220.47 |
| 69 | 2025.04.15 16:00 | sell | 22 | 0.10 | 1.84334 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.15 16:00 | modify | 22 | 0.10 | 1.84334 | 1.85434 | 1.83234 | ||
| 71 | 2025.04.17 04:00 | t/p | 22 | 0.10 | 1.83234 | 1.85434 | 1.83234 | 75.26 | 1295.73 |
| 72 | 2025.04.30 20:00 | buy | 23 | 0.10 | 1.83758 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.30 20:00 | modify | 23 | 0.10 | 1.83758 | 1.82658 | 1.84858 | ||
| 74 | 2025.04.30 23:59 | close at stop | 23 | 0.10 | 1.83699 | 1.82658 | 1.84858 | -4.23 | 1291.50 |