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=2; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; 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=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | -5.19 | Gross profit | 741.03 | Gross loss | -746.22 |
| Profit factor | 0.99 | Expected payoff | -0.29 | ||
| Absolute drawdown | 510.65 | Maximal drawdown | 526.79 (51.84%) | Relative drawdown | 51.84% (526.79) |
| Total trades | 18 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 9 (50.00%) | Loss trades (% of total) | 9 (50.00%) | ||
| Largest | profit trade | 108.25 | loss trade | -117.59 | |
| Average | profit trade | 82.34 | loss trade | -82.91 | |
| Maximum | consecutive wins (profit in money) | 3 (318.89) | consecutive losses (loss in money) | 4 (-437.74) | |
| Maximal | consecutive profit (count of wins) | 318.89 (3) | consecutive loss (count of losses) | -437.74 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.17 20:00 | sell | 1 | 0.10 | 1.72908 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.17 20:00 | modify | 1 | 0.10 | 1.72908 | 1.74408 | 1.71408 | ||
| 3 | 2024.05.23 20:00 | s/l | 1 | 0.10 | 1.74408 | 1.74408 | 1.71408 | -113.05 | 886.95 |
| 4 | 2024.06.14 20:00 | buy | 2 | 0.10 | 1.74299 | 0.00000 | 0.00000 | ||
| 5 | 2024.06.14 20:00 | modify | 2 | 0.10 | 1.74299 | 1.72799 | 1.75799 | ||
| 6 | 2024.06.25 16:00 | s/l | 2 | 0.10 | 1.72799 | 1.72799 | 1.75799 | -104.90 | 782.05 |
| 7 | 2024.07.08 16:00 | sell | 3 | 0.10 | 1.74913 | 0.00000 | 0.00000 | ||
| 8 | 2024.07.08 16:00 | modify | 3 | 0.10 | 1.74913 | 1.76413 | 1.73413 | ||
| 9 | 2024.07.12 12:00 | s/l | 3 | 0.10 | 1.76413 | 1.76413 | 1.73413 | -113.05 | 668.99 |
| 10 | 2024.08.01 12:00 | buy | 4 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.01 12:00 | modify | 4 | 0.10 | 1.76858 | 1.75358 | 1.78358 | ||
| 12 | 2024.08.06 16:00 | s/l | 4 | 0.10 | 1.75358 | 1.75358 | 1.78358 | -106.73 | 562.26 |
| 13 | 2024.09.16 20:00 | sell | 5 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 14 | 2024.09.16 20:00 | modify | 5 | 0.10 | 1.79493 | 1.80993 | 1.77993 | ||
| 15 | 2024.09.18 04:00 | sell | 6 | 0.10 | 1.78881 | 0.00000 | 0.00000 | ||
| 16 | 2024.09.18 04:00 | modify | 6 | 0.10 | 1.78881 | 1.79043 | 1.77993 | ||
| 17 | 2024.09.18 04:00 | modify | 5 | 0.10 | 1.79493 | 1.79043 | 1.77993 | ||
| 18 | 2024.09.18 08:00 | s/l | 5 | 0.10 | 1.79043 | 1.79043 | 1.77993 | 30.46 | 592.73 |
| 19 | 2024.09.18 08:00 | s/l | 6 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -11.62 | 581.11 |
| 20 | 2024.09.19 16:00 | sell | 7 | 0.10 | 1.80054 | 0.00000 | 0.00000 | ||
| 21 | 2024.09.19 16:00 | modify | 7 | 0.10 | 1.80054 | 1.81554 | 1.78554 | ||
| 22 | 2024.10.03 08:00 | t/p | 7 | 0.10 | 1.78554 | 1.81554 | 1.78554 | 94.87 | 675.98 |
| 23 | 2024.10.03 16:00 | buy | 8 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.03 16:00 | modify | 8 | 0.10 | 1.77474 | 1.75974 | 1.78974 | ||
| 25 | 2024.10.04 12:00 | buy | 9 | 0.10 | 1.78536 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.04 12:00 | modify | 9 | 0.10 | 1.78536 | 1.78074 | 1.78974 | ||
| 27 | 2024.10.04 12:00 | modify | 8 | 0.10 | 1.77474 | 1.78074 | 1.78974 | ||
| 28 | 2024.10.04 16:00 | s/l | 8 | 0.10 | 1.78074 | 1.78074 | 1.78974 | 43.36 | 719.34 |
| 29 | 2024.10.04 16:00 | s/l | 9 | 0.10 | 1.78074 | 1.78074 | 1.78974 | -33.15 | 686.19 |
| 30 | 2024.11.22 20:00 | buy | 10 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 31 | 2024.11.22 20:00 | modify | 10 | 0.10 | 1.75148 | 1.73648 | 1.76648 | ||
| 32 | 2024.11.26 00:00 | t/p | 10 | 0.10 | 1.76648 | 1.73648 | 1.76648 | 108.25 | 794.44 |
| 33 | 2024.11.27 20:00 | sell | 11 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.27 20:00 | modify | 11 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 35 | 2024.12.06 12:00 | s/l | 11 | 0.10 | 1.79296 | 1.79296 | 1.76296 | -117.59 | 676.85 |
| 36 | 2024.12.17 20:00 | sell | 12 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 37 | 2024.12.17 20:00 | modify | 12 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 38 | 2024.12.19 16:00 | t/p | 12 | 0.10 | 1.80363 | 1.83363 | 1.80363 | 103.96 | 780.82 |
| 39 | 2024.12.29 20:00 | sell | 13 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.29 20:00 | modify | 13 | 0.10 | 1.81113 | 1.82613 | 1.79613 | ||
| 41 | 2024.12.31 00:00 | sell | 14 | 0.10 | 1.80052 | 0.00000 | 0.00000 | ||
| 42 | 2024.12.31 00:00 | modify | 14 | 0.10 | 1.80052 | 1.80513 | 1.79613 | ||
| 43 | 2024.12.31 00:00 | modify | 13 | 0.10 | 1.81113 | 1.80513 | 1.79613 | ||
| 44 | 2024.12.31 08:00 | s/l | 13 | 0.10 | 1.80513 | 1.80513 | 1.79613 | 41.22 | 822.04 |
| 45 | 2024.12.31 08:00 | s/l | 14 | 0.10 | 1.80513 | 1.80513 | 1.79613 | -33.07 | 788.97 |
| 46 | 2025.01.27 16:00 | sell | 15 | 0.10 | 1.79404 | 0.00000 | 0.00000 | ||
| 47 | 2025.01.27 16:00 | modify | 15 | 0.10 | 1.79404 | 1.80904 | 1.77904 | ||
| 48 | 2025.01.31 00:00 | s/l | 15 | 0.10 | 1.80904 | 1.80904 | 1.77904 | -113.05 | 675.91 |
| 49 | 2025.04.07 20:00 | buy | 16 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.07 20:00 | modify | 16 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 51 | 2025.04.09 04:00 | t/p | 16 | 0.10 | 1.82623 | 1.79623 | 1.82623 | 108.25 | 784.16 |
| 52 | 2025.04.16 12:00 | sell | 17 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.16 12:00 | modify | 17 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 54 | 2025.04.17 04:00 | t/p | 17 | 0.10 | 1.83216 | 1.86216 | 1.83216 | 104.86 | 889.02 |
| 55 | 2025.04.21 12:00 | sell | 18 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 56 | 2025.04.21 12:00 | modify | 18 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 57 | 2025.04.23 00:00 | t/p | 18 | 0.10 | 1.83451 | 1.86451 | 1.83451 | 105.78 | 994.81 |