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 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=12; 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 | 79549 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1040.39 | Gross profit | 1238.37 | Gross loss | -197.98 |
| Profit factor | 6.25 | Expected payoff | 35.88 | ||
| Absolute drawdown | 94.89 | Maximal drawdown | 130.31 (12.35%) | Relative drawdown | 12.35% (130.31) |
| Total trades | 29 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
| Largest | profit trade | 108.25 | loss trade | -48.40 | |
| Average | profit trade | 58.97 | loss trade | -24.75 | |
| Maximum | consecutive wins (profit in money) | 15 (952.02) | consecutive losses (loss in money) | 2 (-40.51) | |
| Maximal | consecutive profit (count of wins) | 952.02 (15) | consecutive loss (count of losses) | -48.40 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.14 20:00 | buy | 1 | 0.10 | 1.74299 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.14 20:00 | modify | 1 | 0.10 | 1.74299 | 1.73599 | 1.75799 | ||
| 3 | 2024.06.20 13:40 | s/l | 1 | 0.10 | 1.73599 | 1.73599 | 1.75799 | -48.40 | 951.60 |
| 4 | 2024.08.01 12:00 | buy | 2 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.01 12:00 | modify | 2 | 0.10 | 1.76858 | 1.76158 | 1.78358 | ||
| 6 | 2024.08.02 14:45 | buy | 3 | 0.10 | 1.77479 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.02 14:45 | modify | 3 | 0.10 | 1.77479 | 1.77008 | 1.78358 | ||
| 8 | 2024.08.02 14:45 | modify | 2 | 0.10 | 1.76858 | 1.77008 | 1.78358 | ||
| 9 | 2024.08.02 20:40 | buy | 4 | 0.10 | 1.77710 | 0.00000 | 0.00000 | ||
| 10 | 2024.08.02 20:40 | modify | 4 | 0.10 | 1.77710 | 1.77308 | 1.78358 | ||
| 11 | 2024.08.02 20:40 | modify | 3 | 0.10 | 1.77479 | 1.77308 | 1.78358 | ||
| 12 | 2024.08.02 20:40 | modify | 2 | 0.10 | 1.76858 | 1.77308 | 1.78358 | ||
| 13 | 2024.08.05 01:05 | s/l | 2 | 0.10 | 1.77308 | 1.77308 | 1.78358 | 32.90 | 984.50 |
| 14 | 2024.08.05 01:05 | s/l | 3 | 0.10 | 1.77308 | 1.77308 | 1.78358 | -11.97 | 972.53 |
| 15 | 2024.08.05 01:05 | s/l | 4 | 0.10 | 1.77308 | 1.77308 | 1.78358 | -28.55 | 943.99 |
| 16 | 2024.09.16 20:00 | sell | 5 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 17 | 2024.09.16 20:00 | modify | 5 | 0.10 | 1.79493 | 1.80193 | 1.77993 | ||
| 18 | 2024.09.17 17:20 | sell | 6 | 0.10 | 1.78878 | 0.00000 | 0.00000 | ||
| 19 | 2024.09.17 17:20 | modify | 6 | 0.10 | 1.78878 | 1.79343 | 1.77993 | ||
| 20 | 2024.09.17 17:20 | modify | 5 | 0.10 | 1.79493 | 1.79343 | 1.77993 | ||
| 21 | 2024.09.17 21:00 | sell | 7 | 0.10 | 1.78656 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.17 21:00 | modify | 7 | 0.10 | 1.78656 | 1.79043 | 1.77993 | ||
| 23 | 2024.09.17 21:00 | modify | 6 | 0.10 | 1.78878 | 1.79043 | 1.77993 | ||
| 24 | 2024.09.17 21:00 | modify | 5 | 0.10 | 1.79493 | 1.79043 | 1.77993 | ||
| 25 | 2024.09.18 06:30 | s/l | 5 | 0.10 | 1.79043 | 1.79043 | 1.77993 | 30.46 | 974.45 |
| 26 | 2024.09.18 06:30 | s/l | 6 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -12.75 | 961.70 |
| 27 | 2024.09.18 06:30 | s/l | 7 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -28.67 | 933.03 |
| 28 | 2024.10.03 16:00 | buy | 8 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 29 | 2024.10.03 16:00 | modify | 8 | 0.10 | 1.77474 | 1.76774 | 1.78974 | ||
| 30 | 2024.10.04 06:00 | buy | 9 | 0.10 | 1.78082 | 0.00000 | 0.00000 | ||
| 31 | 2024.10.04 06:00 | modify | 9 | 0.10 | 1.78082 | 1.77624 | 1.78974 | ||
| 32 | 2024.10.04 06:00 | modify | 8 | 0.10 | 1.77474 | 1.77624 | 1.78974 | ||
| 33 | 2024.10.04 07:50 | buy | 10 | 0.10 | 1.78530 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.04 07:50 | modify | 10 | 0.10 | 1.78530 | 1.78074 | 1.78974 | ||
| 35 | 2024.10.04 07:50 | modify | 9 | 0.10 | 1.78082 | 1.78074 | 1.78974 | ||
| 36 | 2024.10.04 07:50 | modify | 8 | 0.10 | 1.77474 | 1.78074 | 1.78974 | ||
| 37 | 2024.10.04 12:30 | s/l | 8 | 0.10 | 1.78074 | 1.78074 | 1.78974 | 43.36 | 976.39 |
| 38 | 2024.10.04 12:30 | s/l | 9 | 0.10 | 1.78074 | 1.78074 | 1.78974 | -0.57 | 975.82 |
| 39 | 2024.10.04 12:30 | s/l | 10 | 0.10 | 1.78074 | 1.78074 | 1.78974 | -32.72 | 943.10 |
| 40 | 2024.11.22 20:00 | buy | 11 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.22 20:00 | modify | 11 | 0.10 | 1.75148 | 1.74448 | 1.76648 | ||
| 42 | 2024.11.25 05:05 | buy | 12 | 0.10 | 1.75761 | 0.00000 | 0.00000 | ||
| 43 | 2024.11.25 05:05 | modify | 12 | 0.10 | 1.75761 | 1.75298 | 1.76648 | ||
| 44 | 2024.11.25 05:05 | modify | 11 | 0.10 | 1.75148 | 1.75298 | 1.76648 | ||
| 45 | 2024.11.25 23:40 | t/p | 11 | 0.10 | 1.76648 | 1.75298 | 1.76648 | 107.94 | 1051.05 |
| 46 | 2024.11.25 23:40 | t/p | 12 | 0.10 | 1.76648 | 1.75298 | 1.76648 | 63.65 | 1114.70 |
| 47 | 2024.11.27 20:00 | sell | 13 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.27 20:00 | modify | 13 | 0.10 | 1.77796 | 1.78496 | 1.76296 | ||
| 49 | 2024.11.28 09:40 | sell | 14 | 0.10 | 1.77167 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.28 09:40 | modify | 14 | 0.10 | 1.77167 | 1.77646 | 1.76296 | ||
| 51 | 2024.11.28 09:40 | modify | 13 | 0.10 | 1.77796 | 1.77646 | 1.76296 | ||
| 52 | 2024.11.28 15:20 | s/l | 13 | 0.10 | 1.77646 | 1.77646 | 1.76296 | 8.03 | 1122.73 |
| 53 | 2024.11.28 15:20 | s/l | 14 | 0.10 | 1.77646 | 1.77646 | 1.76296 | -34.36 | 1088.37 |
| 54 | 2024.12.17 20:00 | sell | 15 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 55 | 2024.12.17 20:00 | modify | 15 | 0.10 | 1.81863 | 1.82563 | 1.80363 | ||
| 56 | 2024.12.19 12:46 | sell | 16 | 0.10 | 1.81015 | 0.00000 | 0.00000 | ||
| 57 | 2024.12.19 12:46 | modify | 16 | 0.10 | 1.81015 | 1.81413 | 1.80363 | ||
| 58 | 2024.12.19 12:46 | modify | 15 | 0.10 | 1.81863 | 1.81413 | 1.80363 | ||
| 59 | 2024.12.19 13:10 | sell | 17 | 0.10 | 1.81250 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.19 13:10 | modify | 17 | 0.10 | 1.81250 | 1.81713 | 1.80363 | ||
| 61 | 2024.12.19 13:15 | modify | 17 | 0.10 | 1.81250 | 1.81413 | 1.80363 | ||
| 62 | 2024.12.19 15:40 | t/p | 15 | 0.10 | 1.80363 | 1.81413 | 1.80363 | 103.96 | 1192.33 |
| 63 | 2024.12.19 15:40 | t/p | 16 | 0.10 | 1.80363 | 1.81413 | 1.80363 | 46.77 | 1239.10 |
| 64 | 2024.12.19 15:40 | t/p | 17 | 0.10 | 1.80363 | 1.81413 | 1.80363 | 63.63 | 1302.73 |
| 65 | 2025.04.07 20:00 | buy | 18 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 66 | 2025.04.07 20:00 | modify | 18 | 0.10 | 1.81123 | 1.80423 | 1.82623 | ||
| 67 | 2025.04.08 17:50 | buy | 19 | 0.10 | 1.81738 | 0.00000 | 0.00000 | ||
| 68 | 2025.04.08 17:50 | modify | 19 | 0.10 | 1.81738 | 1.81273 | 1.82623 | ||
| 69 | 2025.04.08 17:50 | modify | 18 | 0.10 | 1.81123 | 1.81273 | 1.82623 | ||
| 70 | 2025.04.08 20:50 | buy | 20 | 0.10 | 1.82187 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.08 20:50 | modify | 20 | 0.10 | 1.82187 | 1.81723 | 1.82623 | ||
| 72 | 2025.04.08 20:50 | modify | 19 | 0.10 | 1.81738 | 1.81723 | 1.82623 | ||
| 73 | 2025.04.08 20:50 | modify | 18 | 0.10 | 1.81123 | 1.81723 | 1.82623 | ||
| 74 | 2025.04.08 21:20 | buy | 21 | 0.10 | 1.81964 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.08 21:20 | modify | 21 | 0.10 | 1.81964 | 1.81573 | 1.82623 | ||
| 76 | 2025.04.08 21:26 | modify | 21 | 0.10 | 1.81964 | 1.81723 | 1.82623 | ||
| 77 | 2025.04.09 01:05 | t/p | 18 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 108.25 | 1410.98 |
| 78 | 2025.04.09 01:05 | t/p | 19 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 63.80 | 1474.79 |
| 79 | 2025.04.09 01:05 | t/p | 20 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 31.58 | 1506.37 |
| 80 | 2025.04.09 01:05 | t/p | 21 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 47.59 | 1553.97 |
| 81 | 2025.04.16 12:00 | sell | 22 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.16 12:00 | modify | 22 | 0.10 | 1.84716 | 1.85416 | 1.83216 | ||
| 83 | 2025.04.16 14:10 | sell | 23 | 0.10 | 1.84098 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.16 14:10 | modify | 23 | 0.10 | 1.84098 | 1.84566 | 1.83216 | ||
| 85 | 2025.04.16 14:10 | modify | 22 | 0.10 | 1.84716 | 1.84566 | 1.83216 | ||
| 86 | 2025.04.16 15:20 | sell | 24 | 0.10 | 1.83881 | 0.00000 | 0.00000 | ||
| 87 | 2025.04.16 15:20 | modify | 24 | 0.10 | 1.83881 | 1.84266 | 1.83216 | ||
| 88 | 2025.04.16 15:20 | modify | 23 | 0.10 | 1.84098 | 1.84266 | 1.83216 | ||
| 89 | 2025.04.16 15:20 | modify | 22 | 0.10 | 1.84716 | 1.84266 | 1.83216 | ||
| 90 | 2025.04.16 18:10 | sell | 25 | 0.10 | 1.83650 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.16 18:10 | modify | 25 | 0.10 | 1.83650 | 1.84116 | 1.83216 | ||
| 92 | 2025.04.16 18:10 | modify | 24 | 0.10 | 1.83881 | 1.84116 | 1.83216 | ||
| 93 | 2025.04.16 18:10 | modify | 23 | 0.10 | 1.84098 | 1.84116 | 1.83216 | ||
| 94 | 2025.04.16 18:10 | modify | 22 | 0.10 | 1.84716 | 1.84116 | 1.83216 | ||
| 95 | 2025.04.17 00:40 | t/p | 22 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 104.86 | 1658.83 |
| 96 | 2025.04.17 00:40 | t/p | 23 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 60.53 | 1719.36 |
| 97 | 2025.04.17 00:40 | t/p | 24 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 44.97 | 1764.33 |
| 98 | 2025.04.17 00:40 | t/p | 25 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 28.40 | 1792.74 |
| 99 | 2025.04.21 12:00 | sell | 26 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 100 | 2025.04.21 12:00 | modify | 26 | 0.10 | 1.84951 | 1.85651 | 1.83451 | ||
| 101 | 2025.04.22 18:20 | sell | 27 | 0.10 | 1.84322 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.22 18:20 | modify | 27 | 0.10 | 1.84322 | 1.84801 | 1.83451 | ||
| 103 | 2025.04.22 18:20 | modify | 26 | 0.10 | 1.84951 | 1.84801 | 1.83451 | ||
| 104 | 2025.04.22 19:15 | sell | 28 | 0.10 | 1.84115 | 0.00000 | 0.00000 | ||
| 105 | 2025.04.22 19:15 | modify | 28 | 0.10 | 1.84115 | 1.84501 | 1.83451 | ||
| 106 | 2025.04.22 19:15 | modify | 27 | 0.10 | 1.84322 | 1.84501 | 1.83451 | ||
| 107 | 2025.04.22 19:15 | modify | 26 | 0.10 | 1.84951 | 1.84501 | 1.83451 | ||
| 108 | 2025.04.22 22:10 | sell | 29 | 0.10 | 1.83881 | 0.00000 | 0.00000 | ||
| 109 | 2025.04.22 22:10 | modify | 29 | 0.10 | 1.83881 | 1.84351 | 1.83451 | ||
| 110 | 2025.04.22 22:10 | modify | 28 | 0.10 | 1.84115 | 1.84351 | 1.83451 | ||
| 111 | 2025.04.22 22:10 | modify | 27 | 0.10 | 1.84322 | 1.84351 | 1.83451 | ||
| 112 | 2025.04.22 22:10 | modify | 26 | 0.10 | 1.84951 | 1.84351 | 1.83451 | ||
| 113 | 2025.04.22 22:40 | t/p | 26 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 106.69 | 1899.43 |
| 114 | 2025.04.22 22:40 | t/p | 27 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 62.48 | 1961.91 |
| 115 | 2025.04.22 22:40 | t/p | 28 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 47.63 | 2009.54 |
| 116 | 2025.04.22 22:40 | t/p | 29 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 30.85 | 2040.39 |