Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=23; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 592.06 | Gross profit | 1073.05 | Gross loss | -480.99 |
| Profit factor | 2.23 | Expected payoff | 32.89 | ||
| Absolute drawdown | 94.82 | Maximal drawdown | 272.44 (21.53%) | Relative drawdown | 21.53% (272.44) |
| Total trades | 18 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 109.15 | loss trade | -118.24 | |
| Average | profit trade | 82.54 | loss trade | -96.20 | |
| Maximum | consecutive wins (profit in money) | 5 (467.99) | consecutive losses (loss in money) | 2 (-233.90) | |
| Maximal | consecutive profit (count of wins) | 467.99 (5) | consecutive loss (count of losses) | -233.90 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.16 20:00 | sell | 1 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.16 20:00 | modify | 1 | 0.10 | 1.79493 | 1.80993 | 1.77993 | ||
| 3 | 2024.09.18 04:00 | sell | 2 | 0.10 | 1.78881 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.18 04:00 | modify | 2 | 0.10 | 1.78881 | 1.79193 | 1.77993 | ||
| 5 | 2024.09.18 04:00 | modify | 1 | 0.10 | 1.79493 | 1.79193 | 1.77993 | ||
| 6 | 2024.09.18 08:00 | s/l | 1 | 0.10 | 1.79193 | 1.79193 | 1.77993 | 20.04 | 1020.04 |
| 7 | 2024.09.18 08:00 | s/l | 2 | 0.10 | 1.79193 | 1.79193 | 1.77993 | -22.63 | 997.41 |
| 8 | 2024.09.19 16:00 | sell | 3 | 0.10 | 1.80054 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.19 16:00 | modify | 3 | 0.10 | 1.80054 | 1.81554 | 1.78554 | ||
| 10 | 2024.10.01 16:00 | sell | 4 | 0.10 | 1.79153 | 0.00000 | 0.00000 | ||
| 11 | 2024.10.01 16:00 | modify | 4 | 0.10 | 1.79153 | 1.79679 | 1.78554 | ||
| 12 | 2024.10.01 16:00 | modify | 3 | 0.10 | 1.80054 | 1.79679 | 1.78554 | ||
| 13 | 2024.10.03 08:00 | t/p | 3 | 0.10 | 1.78554 | 1.79679 | 1.78554 | 96.76 | 1094.18 |
| 14 | 2024.10.03 08:00 | t/p | 4 | 0.10 | 1.78554 | 1.79679 | 1.78554 | 40.00 | 1134.18 |
| 15 | 2024.11.22 00:00 | buy | 5 | 0.10 | 1.76020 | 0.00000 | 0.00000 | ||
| 16 | 2024.11.22 00:00 | modify | 5 | 0.10 | 1.76020 | 1.74520 | 1.77520 | ||
| 17 | 2024.11.26 16:00 | t/p | 5 | 0.10 | 1.77520 | 1.74520 | 1.77520 | 109.14 | 1243.32 |
| 18 | 2024.11.27 20:00 | sell | 6 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.27 20:00 | modify | 6 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 20 | 2024.12.06 12:00 | s/l | 6 | 0.10 | 1.79296 | 1.79296 | 1.76296 | -118.24 | 1125.08 |
| 21 | 2024.12.09 00:00 | sell | 7 | 0.10 | 1.80349 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.09 00:00 | modify | 7 | 0.10 | 1.80349 | 1.81849 | 1.78849 | ||
| 23 | 2024.12.17 16:00 | s/l | 7 | 0.10 | 1.81849 | 1.81849 | 1.78849 | -115.66 | 1009.42 |
| 24 | 2024.12.18 08:00 | sell | 8 | 0.10 | 1.81846 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.18 08:00 | modify | 8 | 0.10 | 1.81846 | 1.83346 | 1.80346 | ||
| 26 | 2024.12.19 16:00 | t/p | 8 | 0.10 | 1.80346 | 1.83346 | 1.80346 | 106.21 | 1115.63 |
| 27 | 2024.12.29 20:00 | sell | 9 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.29 20:00 | modify | 9 | 0.10 | 1.81113 | 1.82613 | 1.79613 | ||
| 29 | 2024.12.31 16:00 | sell | 10 | 0.10 | 1.80120 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.31 16:00 | modify | 10 | 0.10 | 1.80120 | 1.80588 | 1.79613 | ||
| 31 | 2024.12.31 16:00 | modify | 9 | 0.10 | 1.81113 | 1.80588 | 1.79613 | ||
| 32 | 2025.01.02 12:00 | t/p | 9 | 0.10 | 1.79613 | 1.80588 | 1.79613 | 103.65 | 1219.28 |
| 33 | 2025.01.02 12:00 | t/p | 10 | 0.10 | 1.79613 | 1.80588 | 1.79613 | 33.34 | 1252.62 |
| 34 | 2025.01.27 16:00 | sell | 11 | 0.10 | 1.79404 | 0.00000 | 0.00000 | ||
| 35 | 2025.01.27 16:00 | modify | 11 | 0.10 | 1.79404 | 1.80904 | 1.77904 | ||
| 36 | 2025.01.31 00:00 | s/l | 11 | 0.10 | 1.80904 | 1.80904 | 1.77904 | -113.94 | 1138.68 |
| 37 | 2025.04.07 20:00 | buy | 12 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 38 | 2025.04.07 20:00 | modify | 12 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 39 | 2025.04.08 20:00 | buy | 13 | 0.10 | 1.82036 | 0.00000 | 0.00000 | ||
| 40 | 2025.04.08 20:00 | modify | 13 | 0.10 | 1.82036 | 1.81498 | 1.82623 | ||
| 41 | 2025.04.08 20:00 | modify | 12 | 0.10 | 1.81123 | 1.81498 | 1.82623 | ||
| 42 | 2025.04.09 04:00 | t/p | 12 | 0.10 | 1.82623 | 1.81498 | 1.82623 | 109.15 | 1247.83 |
| 43 | 2025.04.09 04:00 | t/p | 13 | 0.10 | 1.82623 | 1.81498 | 1.82623 | 42.75 | 1290.58 |
| 44 | 2025.04.16 12:00 | sell | 14 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 45 | 2025.04.16 12:00 | modify | 14 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 46 | 2025.04.17 04:00 | t/p | 14 | 0.10 | 1.83216 | 1.86216 | 1.83216 | 106.21 | 1396.80 |
| 47 | 2025.04.21 12:00 | sell | 15 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.21 12:00 | modify | 15 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 49 | 2025.04.23 00:00 | t/p | 15 | 0.10 | 1.83451 | 1.86451 | 1.83451 | 107.08 | 1503.88 |
| 50 | 2025.06.25 00:00 | sell | 16 | 0.10 | 1.86864 | 0.00000 | 0.00000 | ||
| 51 | 2025.06.25 00:00 | modify | 16 | 0.10 | 1.86864 | 1.88364 | 1.85364 | ||
| 52 | 2025.07.02 16:00 | t/p | 16 | 0.10 | 1.85364 | 1.88364 | 1.85364 | 102.79 | 1606.66 |
| 53 | 2025.08.08 04:00 | sell | 17 | 0.10 | 1.84629 | 0.00000 | 0.00000 | ||
| 54 | 2025.08.08 04:00 | modify | 17 | 0.10 | 1.84629 | 1.86129 | 1.83129 | ||
| 55 | 2025.08.12 16:00 | s/l | 17 | 0.10 | 1.86129 | 1.86129 | 1.83129 | -110.52 | 1496.15 |
| 56 | 2025.08.14 04:00 | sell | 18 | 0.10 | 1.86769 | 0.00000 | 0.00000 | ||
| 57 | 2025.08.14 04:00 | modify | 18 | 0.10 | 1.86769 | 1.88269 | 1.85269 | ||
| 58 | 2025.08.29 12:00 | t/p | 18 | 0.10 | 1.85269 | 1.88269 | 1.85269 | 95.91 | 1592.06 |