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=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 | 79549 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1024.70 | Gross profit | 1350.76 | Gross loss | -326.05 |
| Profit factor | 4.14 | Expected payoff | 29.28 | ||
| Absolute drawdown | 272.72 | Maximal drawdown | 290.66 (28.55%) | Relative drawdown | 28.55% (290.66) |
| Total trades | 35 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
| Largest | profit trade | 108.25 | loss trade | -113.05 | |
| Average | profit trade | 54.03 | loss trade | -32.61 | |
| Maximum | consecutive wins (profit in money) | 12 (737.65) | consecutive losses (loss in money) | 2 (-217.95) | |
| Maximal | consecutive profit (count of wins) | 737.65 (12) | consecutive loss (count of losses) | -217.95 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 18:30 | 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 12:40 | 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 | 2024.07.09 16:30 | sell | 4 | 0.10 | 1.74291 | 0.00000 | 0.00000 | ||
| 10 | 2024.07.09 16:30 | modify | 4 | 0.10 | 1.74291 | 1.74463 | 1.73413 | ||
| 11 | 2024.07.09 16:30 | modify | 3 | 0.10 | 1.74913 | 1.74463 | 1.73413 | ||
| 12 | 2024.07.10 06:30 | s/l | 3 | 0.10 | 1.74463 | 1.74463 | 1.73413 | 30.46 | 812.51 |
| 13 | 2024.07.10 06:30 | s/l | 4 | 0.10 | 1.74463 | 1.74463 | 1.73413 | -13.25 | 799.26 |
| 14 | 2024.08.01 12:00 | buy | 5 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 15 | 2024.08.01 12:00 | modify | 5 | 0.10 | 1.76858 | 1.75358 | 1.78358 | ||
| 16 | 2024.08.02 14:45 | buy | 6 | 0.10 | 1.77479 | 0.00000 | 0.00000 | ||
| 17 | 2024.08.02 14:45 | modify | 6 | 0.10 | 1.77479 | 1.77308 | 1.78358 | ||
| 18 | 2024.08.02 14:45 | modify | 5 | 0.10 | 1.76858 | 1.77308 | 1.78358 | ||
| 19 | 2024.08.02 15:30 | s/l | 5 | 0.10 | 1.77308 | 1.77308 | 1.78358 | 32.59 | 831.85 |
| 20 | 2024.08.02 15:30 | s/l | 6 | 0.10 | 1.77308 | 1.77308 | 1.78358 | -12.27 | 819.58 |
| 21 | 2024.09.16 20:00 | sell | 7 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.16 20:00 | modify | 7 | 0.10 | 1.79493 | 1.80993 | 1.77993 | ||
| 23 | 2024.09.17 17:20 | sell | 8 | 0.10 | 1.78878 | 0.00000 | 0.00000 | ||
| 24 | 2024.09.17 17:20 | modify | 8 | 0.10 | 1.78878 | 1.79043 | 1.77993 | ||
| 25 | 2024.09.17 17:20 | modify | 7 | 0.10 | 1.79493 | 1.79043 | 1.77993 | ||
| 26 | 2024.09.17 20:15 | s/l | 7 | 0.10 | 1.79043 | 1.79043 | 1.77993 | 31.37 | 850.95 |
| 27 | 2024.09.17 20:15 | s/l | 8 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -11.84 | 839.11 |
| 28 | 2024.09.19 16:00 | sell | 9 | 0.10 | 1.80054 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.19 16:00 | modify | 9 | 0.10 | 1.80054 | 1.81554 | 1.78554 | ||
| 30 | 2024.10.01 15:30 | sell | 10 | 0.10 | 1.79220 | 0.00000 | 0.00000 | ||
| 31 | 2024.10.01 15:30 | modify | 10 | 0.10 | 1.79220 | 1.79604 | 1.78554 | ||
| 32 | 2024.10.01 15:30 | modify | 9 | 0.10 | 1.80054 | 1.79604 | 1.78554 | ||
| 33 | 2024.10.01 16:30 | sell | 11 | 0.10 | 1.79001 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.01 16:30 | modify | 11 | 0.10 | 1.79001 | 1.79454 | 1.78554 | ||
| 35 | 2024.10.01 16:30 | modify | 10 | 0.10 | 1.79220 | 1.79454 | 1.78554 | ||
| 36 | 2024.10.01 16:30 | modify | 9 | 0.10 | 1.80054 | 1.79454 | 1.78554 | ||
| 37 | 2024.10.03 05:30 | t/p | 9 | 0.10 | 1.78554 | 1.79454 | 1.78554 | 94.87 | 933.99 |
| 38 | 2024.10.03 05:30 | t/p | 10 | 0.10 | 1.78554 | 1.79454 | 1.78554 | 44.13 | 978.12 |
| 39 | 2024.10.03 05:30 | t/p | 11 | 0.10 | 1.78554 | 1.79454 | 1.78554 | 28.42 | 1006.54 |
| 40 | 2024.10.03 16:00 | buy | 12 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.03 16:00 | modify | 12 | 0.10 | 1.77474 | 1.75974 | 1.78974 | ||
| 42 | 2024.10.04 06:00 | buy | 13 | 0.10 | 1.78082 | 0.00000 | 0.00000 | ||
| 43 | 2024.10.04 06:00 | modify | 13 | 0.10 | 1.78082 | 1.77924 | 1.78974 | ||
| 44 | 2024.10.04 06:00 | modify | 12 | 0.10 | 1.77474 | 1.77924 | 1.78974 | ||
| 45 | 2024.10.04 07:50 | buy | 14 | 0.10 | 1.78530 | 0.00000 | 0.00000 | ||
| 46 | 2024.10.04 07:50 | modify | 14 | 0.10 | 1.78530 | 1.78074 | 1.78974 | ||
| 47 | 2024.10.04 07:50 | modify | 13 | 0.10 | 1.78082 | 1.78074 | 1.78974 | ||
| 48 | 2024.10.04 07:50 | modify | 12 | 0.10 | 1.77474 | 1.78074 | 1.78974 | ||
| 49 | 2024.10.04 12:30 | s/l | 12 | 0.10 | 1.78074 | 1.78074 | 1.78974 | 43.36 | 1049.91 |
| 50 | 2024.10.04 12:30 | s/l | 13 | 0.10 | 1.78074 | 1.78074 | 1.78974 | -0.57 | 1049.34 |
| 51 | 2024.10.04 12:30 | s/l | 14 | 0.10 | 1.78074 | 1.78074 | 1.78974 | -32.72 | 1016.62 |
| 52 | 2024.11.22 20:00 | buy | 15 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 53 | 2024.11.22 20:00 | modify | 15 | 0.10 | 1.75148 | 1.73648 | 1.76648 | ||
| 54 | 2024.11.25 05:05 | buy | 16 | 0.10 | 1.75761 | 0.00000 | 0.00000 | ||
| 55 | 2024.11.25 05:05 | modify | 16 | 0.10 | 1.75761 | 1.75598 | 1.76648 | ||
| 56 | 2024.11.25 05:05 | modify | 15 | 0.10 | 1.75148 | 1.75598 | 1.76648 | ||
| 57 | 2024.11.25 05:40 | s/l | 15 | 0.10 | 1.75598 | 1.75598 | 1.76648 | 32.59 | 1049.21 |
| 58 | 2024.11.25 05:40 | s/l | 16 | 0.10 | 1.75598 | 1.75598 | 1.76648 | -11.70 | 1037.51 |
| 59 | 2024.11.27 20:00 | sell | 17 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.27 20:00 | modify | 17 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 61 | 2024.11.28 09:40 | sell | 18 | 0.10 | 1.77167 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.28 09:40 | modify | 18 | 0.10 | 1.77167 | 1.77346 | 1.76296 | ||
| 63 | 2024.11.28 09:40 | modify | 17 | 0.10 | 1.77796 | 1.77346 | 1.76296 | ||
| 64 | 2024.11.28 10:30 | s/l | 17 | 0.10 | 1.77346 | 1.77346 | 1.76296 | 29.55 | 1067.06 |
| 65 | 2024.11.28 10:30 | s/l | 18 | 0.10 | 1.77346 | 1.77346 | 1.76296 | -12.84 | 1054.22 |
| 66 | 2024.12.17 20:00 | sell | 19 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.17 20:00 | modify | 19 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 68 | 2024.12.19 12:46 | sell | 20 | 0.10 | 1.81015 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.19 12:46 | modify | 20 | 0.10 | 1.81015 | 1.81413 | 1.80363 | ||
| 70 | 2024.12.19 12:46 | modify | 19 | 0.10 | 1.81863 | 1.81413 | 1.80363 | ||
| 71 | 2024.12.19 13:10 | sell | 21 | 0.10 | 1.81250 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.19 13:10 | modify | 21 | 0.10 | 1.81250 | 1.81413 | 1.80363 | ||
| 73 | 2024.12.19 15:40 | t/p | 19 | 0.10 | 1.80363 | 1.81413 | 1.80363 | 103.96 | 1158.19 |
| 74 | 2024.12.19 15:40 | t/p | 20 | 0.10 | 1.80363 | 1.81413 | 1.80363 | 46.77 | 1204.96 |
| 75 | 2024.12.19 15:40 | t/p | 21 | 0.10 | 1.80363 | 1.81413 | 1.80363 | 63.63 | 1268.59 |
| 76 | 2025.01.27 16:00 | sell | 22 | 0.10 | 1.79404 | 0.00000 | 0.00000 | ||
| 77 | 2025.01.27 16:00 | modify | 22 | 0.10 | 1.79404 | 1.80904 | 1.77904 | ||
| 78 | 2025.01.28 13:40 | sell | 23 | 0.10 | 1.78774 | 0.00000 | 0.00000 | ||
| 79 | 2025.01.28 13:40 | modify | 23 | 0.10 | 1.78774 | 1.78954 | 1.77904 | ||
| 80 | 2025.01.28 13:40 | modify | 22 | 0.10 | 1.79404 | 1.78954 | 1.77904 | ||
| 81 | 2025.01.28 13:55 | s/l | 22 | 0.10 | 1.78954 | 1.78954 | 1.77904 | 31.37 | 1299.96 |
| 82 | 2025.01.28 13:55 | s/l | 23 | 0.10 | 1.78954 | 1.78954 | 1.77904 | -12.91 | 1287.05 |
| 83 | 2025.04.07 20:00 | buy | 24 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.07 20:00 | modify | 24 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 85 | 2025.04.08 17:50 | buy | 25 | 0.10 | 1.81738 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.08 17:50 | modify | 25 | 0.10 | 1.81738 | 1.81573 | 1.82623 | ||
| 87 | 2025.04.08 17:50 | modify | 24 | 0.10 | 1.81123 | 1.81573 | 1.82623 | ||
| 88 | 2025.04.08 20:50 | buy | 26 | 0.10 | 1.82187 | 0.00000 | 0.00000 | ||
| 89 | 2025.04.08 20:50 | modify | 26 | 0.10 | 1.82187 | 1.81723 | 1.82623 | ||
| 90 | 2025.04.08 20:50 | modify | 25 | 0.10 | 1.81738 | 1.81723 | 1.82623 | ||
| 91 | 2025.04.08 20:50 | modify | 24 | 0.10 | 1.81123 | 1.81723 | 1.82623 | ||
| 92 | 2025.04.08 21:20 | buy | 27 | 0.10 | 1.81964 | 0.00000 | 0.00000 | ||
| 93 | 2025.04.08 21:20 | modify | 27 | 0.10 | 1.81964 | 1.81573 | 1.82623 | ||
| 94 | 2025.04.08 21:26 | modify | 27 | 0.10 | 1.81964 | 1.81723 | 1.82623 | ||
| 95 | 2025.04.09 01:05 | t/p | 24 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 108.25 | 1395.30 |
| 96 | 2025.04.09 01:05 | t/p | 25 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 63.80 | 1459.10 |
| 97 | 2025.04.09 01:05 | t/p | 26 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 31.58 | 1490.69 |
| 98 | 2025.04.09 01:05 | t/p | 27 | 0.10 | 1.82623 | 1.81723 | 1.82623 | 47.59 | 1538.28 |
| 99 | 2025.04.16 12:00 | sell | 28 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 100 | 2025.04.16 12:00 | modify | 28 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 101 | 2025.04.16 14:10 | sell | 29 | 0.10 | 1.84098 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.16 14:10 | modify | 29 | 0.10 | 1.84098 | 1.84266 | 1.83216 | ||
| 103 | 2025.04.16 14:10 | modify | 28 | 0.10 | 1.84716 | 1.84266 | 1.83216 | ||
| 104 | 2025.04.16 15:20 | sell | 30 | 0.10 | 1.83881 | 0.00000 | 0.00000 | ||
| 105 | 2025.04.16 15:20 | modify | 30 | 0.10 | 1.83881 | 1.84266 | 1.83216 | ||
| 106 | 2025.04.16 18:10 | sell | 31 | 0.10 | 1.83650 | 0.00000 | 0.00000 | ||
| 107 | 2025.04.16 18:10 | modify | 31 | 0.10 | 1.83650 | 1.84116 | 1.83216 | ||
| 108 | 2025.04.16 18:10 | modify | 30 | 0.10 | 1.83881 | 1.84116 | 1.83216 | ||
| 109 | 2025.04.16 18:10 | modify | 29 | 0.10 | 1.84098 | 1.84116 | 1.83216 | ||
| 110 | 2025.04.16 18:10 | modify | 28 | 0.10 | 1.84716 | 1.84116 | 1.83216 | ||
| 111 | 2025.04.17 00:40 | t/p | 28 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 104.86 | 1643.14 |
| 112 | 2025.04.17 00:40 | t/p | 29 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 60.53 | 1703.68 |
| 113 | 2025.04.17 00:40 | t/p | 30 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 44.97 | 1748.65 |
| 114 | 2025.04.17 00:40 | t/p | 31 | 0.10 | 1.83216 | 1.84116 | 1.83216 | 28.40 | 1777.05 |
| 115 | 2025.04.21 12:00 | sell | 32 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 116 | 2025.04.21 12:00 | modify | 32 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 117 | 2025.04.22 18:20 | sell | 33 | 0.10 | 1.84322 | 0.00000 | 0.00000 | ||
| 118 | 2025.04.22 18:20 | modify | 33 | 0.10 | 1.84322 | 1.84501 | 1.83451 | ||
| 119 | 2025.04.22 18:20 | modify | 32 | 0.10 | 1.84951 | 1.84501 | 1.83451 | ||
| 120 | 2025.04.22 19:15 | sell | 34 | 0.10 | 1.84115 | 0.00000 | 0.00000 | ||
| 121 | 2025.04.22 19:15 | modify | 34 | 0.10 | 1.84115 | 1.84501 | 1.83451 | ||
| 122 | 2025.04.22 22:10 | sell | 35 | 0.10 | 1.83881 | 0.00000 | 0.00000 | ||
| 123 | 2025.04.22 22:10 | modify | 35 | 0.10 | 1.83881 | 1.84351 | 1.83451 | ||
| 124 | 2025.04.22 22:10 | modify | 34 | 0.10 | 1.84115 | 1.84351 | 1.83451 | ||
| 125 | 2025.04.22 22:10 | modify | 33 | 0.10 | 1.84322 | 1.84351 | 1.83451 | ||
| 126 | 2025.04.22 22:10 | modify | 32 | 0.10 | 1.84951 | 1.84351 | 1.83451 | ||
| 127 | 2025.04.22 22:40 | t/p | 32 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 106.69 | 1883.74 |
| 128 | 2025.04.22 22:40 | t/p | 33 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 62.48 | 1946.22 |
| 129 | 2025.04.22 22:40 | t/p | 34 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 47.63 | 1993.85 |
| 130 | 2025.04.22 22:40 | t/p | 35 | 0.10 | 1.83451 | 1.84351 | 1.83451 | 30.85 | 2024.70 |