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 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1904 | Ticks modelled | 26157938 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1112.14 | Gross profit | 1382.04 | Gross loss | -269.89 |
| Profit factor | 5.12 | Expected payoff | 31.78 | ||
| Absolute drawdown | 102.87 | Maximal drawdown | 175.32 (14.84%) | Relative drawdown | 16.14% (172.66) |
| Total trades | 35 | Short positions (won %) | 29 (75.86%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 27 (77.14%) | Loss trades (% of total) | 8 (22.86%) | ||
| Largest | profit trade | 109.17 | loss trade | -110.55 | |
| Average | profit trade | 51.19 | loss trade | -33.74 | |
| Maximum | consecutive wins (profit in money) | 8 (502.23) | consecutive losses (loss in money) | 1 (-110.55) | |
| Maximal | consecutive profit (count of wins) | 502.23 (8) | consecutive loss (count of losses) | -110.55 (1) | |
| 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 | 2024.09.17 16:16 | sell | 2 | 0.10 | 1.78893 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.17 16:16 | modify | 2 | 0.10 | 1.78893 | 1.79193 | 1.77993 | ||
| 5 | 2024.09.17 16:16 | modify | 1 | 0.10 | 1.79493 | 1.79193 | 1.77993 | ||
| 6 | 2024.09.18 06:59 | s/l | 1 | 0.10 | 1.79193 | 1.79193 | 1.77993 | 20.04 | 1020.04 |
| 7 | 2024.09.18 06:59 | 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 | 2024.09.25 21:05 | sell | 4 | 0.10 | 1.79429 | 0.00000 | 0.00000 | ||
| 11 | 2024.09.25 21:05 | modify | 4 | 0.10 | 1.79429 | 1.79754 | 1.78554 | ||
| 12 | 2024.09.25 21:05 | modify | 3 | 0.10 | 1.80054 | 1.79754 | 1.78554 | ||
| 13 | 2024.09.26 04:39 | s/l | 3 | 0.10 | 1.79754 | 1.79754 | 1.78554 | 15.76 | 1013.17 |
| 14 | 2024.09.26 04:39 | s/l | 4 | 0.10 | 1.79754 | 1.79754 | 1.78554 | -26.15 | 987.02 |
| 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 | 2024.11.25 23:48 | buy | 6 | 0.10 | 1.76627 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.25 23:48 | modify | 6 | 0.10 | 1.76627 | 1.76320 | 1.77520 | ||
| 19 | 2024.11.25 23:48 | modify | 5 | 0.10 | 1.76020 | 1.76320 | 1.77520 | ||
| 20 | 2024.11.25 23:52 | buy | 7 | 0.10 | 1.76922 | 0.00000 | 0.00000 | ||
| 21 | 2024.11.25 23:52 | modify | 7 | 0.10 | 1.76922 | 1.76395 | 1.77520 | ||
| 22 | 2024.11.25 23:52 | modify | 6 | 0.10 | 1.76627 | 1.76395 | 1.77520 | ||
| 23 | 2024.11.25 23:52 | modify | 5 | 0.10 | 1.76020 | 1.76395 | 1.77520 | ||
| 24 | 2024.11.26 00:08 | buy | 8 | 0.10 | 1.77010 | 0.00000 | 0.00000 | ||
| 25 | 2024.11.26 00:08 | modify | 8 | 0.10 | 1.77010 | 1.76545 | 1.77520 | ||
| 26 | 2024.11.26 00:08 | modify | 7 | 0.10 | 1.76922 | 1.76545 | 1.77520 | ||
| 27 | 2024.11.26 00:08 | modify | 6 | 0.10 | 1.76627 | 1.76545 | 1.77520 | ||
| 28 | 2024.11.26 00:08 | modify | 5 | 0.10 | 1.76020 | 1.76545 | 1.77520 | ||
| 29 | 2024.11.26 12:29 | t/p | 5 | 0.10 | 1.77520 | 1.76545 | 1.77520 | 109.17 | 1096.20 |
| 30 | 2024.11.26 12:29 | t/p | 6 | 0.10 | 1.77520 | 1.76545 | 1.77520 | 64.96 | 1161.16 |
| 31 | 2024.11.26 12:29 | t/p | 7 | 0.10 | 1.77520 | 1.76545 | 1.77520 | 43.56 | 1204.72 |
| 32 | 2024.11.26 12:29 | t/p | 8 | 0.10 | 1.77520 | 1.76545 | 1.77520 | 37.01 | 1241.73 |
| 33 | 2024.11.27 20:00 | sell | 9 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.27 20:00 | modify | 9 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 35 | 2024.11.28 09:00 | sell | 10 | 0.10 | 1.77192 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.28 09:00 | modify | 10 | 0.10 | 1.77192 | 1.77496 | 1.76296 | ||
| 37 | 2024.11.28 09:00 | modify | 9 | 0.10 | 1.77796 | 1.77496 | 1.76296 | ||
| 38 | 2024.11.28 11:34 | s/l | 9 | 0.10 | 1.77496 | 1.77496 | 1.76296 | 19.18 | 1260.91 |
| 39 | 2024.11.28 11:34 | s/l | 10 | 0.10 | 1.77496 | 1.77496 | 1.76296 | -22.06 | 1238.85 |
| 40 | 2024.12.09 00:00 | sell | 11 | 0.10 | 1.80349 | 0.00000 | 0.00000 | ||
| 41 | 2024.12.09 00:00 | modify | 11 | 0.10 | 1.80349 | 1.81849 | 1.78849 | ||
| 42 | 2024.12.13 07:27 | sell | 12 | 0.10 | 1.79742 | 0.00000 | 0.00000 | ||
| 43 | 2024.12.13 07:27 | modify | 12 | 0.10 | 1.79742 | 1.80049 | 1.78849 | ||
| 44 | 2024.12.13 07:27 | modify | 11 | 0.10 | 1.80349 | 1.80049 | 1.78849 | ||
| 45 | 2024.12.13 13:04 | s/l | 11 | 0.10 | 1.80049 | 1.80049 | 1.78849 | 16.62 | 1255.47 |
| 46 | 2024.12.13 13:04 | s/l | 12 | 0.10 | 1.80049 | 1.80049 | 1.78849 | -22.27 | 1233.20 |
| 47 | 2024.12.18 08:00 | sell | 13 | 0.10 | 1.81846 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.18 08:00 | modify | 13 | 0.10 | 1.81846 | 1.83346 | 1.80346 | ||
| 49 | 2024.12.19 12:00 | sell | 14 | 0.10 | 1.81226 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.19 12:00 | modify | 14 | 0.10 | 1.81226 | 1.81546 | 1.80346 | ||
| 51 | 2024.12.19 12:00 | modify | 13 | 0.10 | 1.81846 | 1.81546 | 1.80346 | ||
| 52 | 2024.12.19 14:07 | sell | 15 | 0.10 | 1.80946 | 0.00000 | 0.00000 | ||
| 53 | 2024.12.19 14:07 | modify | 15 | 0.10 | 1.80946 | 1.81471 | 1.80346 | ||
| 54 | 2024.12.19 14:07 | modify | 14 | 0.10 | 1.81226 | 1.81471 | 1.80346 | ||
| 55 | 2024.12.19 14:07 | modify | 13 | 0.10 | 1.81846 | 1.81471 | 1.80346 | ||
| 56 | 2024.12.19 14:10 | sell | 16 | 0.10 | 1.80866 | 0.00000 | 0.00000 | ||
| 57 | 2024.12.19 14:10 | modify | 16 | 0.10 | 1.80866 | 1.81321 | 1.80346 | ||
| 58 | 2024.12.19 14:10 | modify | 15 | 0.10 | 1.80946 | 1.81321 | 1.80346 | ||
| 59 | 2024.12.19 14:10 | modify | 14 | 0.10 | 1.81226 | 1.81321 | 1.80346 | ||
| 60 | 2024.12.19 14:10 | modify | 13 | 0.10 | 1.81846 | 1.81321 | 1.80346 | ||
| 61 | 2024.12.19 15:55 | t/p | 13 | 0.10 | 1.80346 | 1.81321 | 1.80346 | 106.24 | 1339.44 |
| 62 | 2024.12.19 15:55 | t/p | 14 | 0.10 | 1.80346 | 1.81321 | 1.80346 | 63.84 | 1403.28 |
| 63 | 2024.12.19 15:55 | t/p | 15 | 0.10 | 1.80346 | 1.81321 | 1.80346 | 43.53 | 1446.81 |
| 64 | 2024.12.19 15:55 | t/p | 16 | 0.10 | 1.80346 | 1.81321 | 1.80346 | 37.73 | 1484.54 |
| 65 | 2025.01.27 16:00 | sell | 17 | 0.10 | 1.79404 | 0.00000 | 0.00000 | ||
| 66 | 2025.01.27 16:00 | modify | 17 | 0.10 | 1.79404 | 1.80904 | 1.77904 | ||
| 67 | 2025.01.28 13:50 | sell | 18 | 0.10 | 1.78803 | 0.00000 | 0.00000 | ||
| 68 | 2025.01.28 13:50 | modify | 18 | 0.10 | 1.78803 | 1.79104 | 1.77904 | ||
| 69 | 2025.01.28 13:50 | modify | 17 | 0.10 | 1.79404 | 1.79104 | 1.77904 | ||
| 70 | 2025.01.28 19:25 | s/l | 17 | 0.10 | 1.79104 | 1.79104 | 1.77904 | 20.90 | 1505.44 |
| 71 | 2025.01.28 19:25 | s/l | 18 | 0.10 | 1.79104 | 1.79104 | 1.77904 | -21.84 | 1483.60 |
| 72 | 2025.04.07 20:00 | buy | 19 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.07 20:00 | modify | 19 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 74 | 2025.04.08 17:10 | buy | 20 | 0.10 | 1.81728 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.08 17:10 | modify | 20 | 0.10 | 1.81728 | 1.81423 | 1.82623 | ||
| 76 | 2025.04.08 17:10 | modify | 19 | 0.10 | 1.81123 | 1.81423 | 1.82623 | ||
| 77 | 2025.04.08 17:24 | s/l | 19 | 0.10 | 1.81423 | 1.81423 | 1.82623 | 21.93 | 1505.53 |
| 78 | 2025.04.08 17:24 | s/l | 20 | 0.10 | 1.81423 | 1.81423 | 1.82623 | -22.13 | 1483.40 |
| 79 | 2025.04.16 12:00 | sell | 21 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.16 12:00 | modify | 21 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 81 | 2025.04.16 13:45 | sell | 22 | 0.10 | 1.84109 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.16 13:45 | modify | 22 | 0.10 | 1.84109 | 1.84416 | 1.83216 | ||
| 83 | 2025.04.16 13:45 | modify | 21 | 0.10 | 1.84716 | 1.84416 | 1.83216 | ||
| 84 | 2025.04.16 13:45 | s/l | 21 | 0.10 | 1.84416 | 1.84416 | 1.83216 | 21.76 | 1505.16 |
| 85 | 2025.04.16 13:45 | s/l | 22 | 0.10 | 1.84416 | 1.84416 | 1.83216 | -22.27 | 1482.89 |
| 86 | 2025.04.21 12:00 | sell | 23 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 87 | 2025.04.21 12:00 | modify | 23 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 88 | 2025.04.22 16:54 | sell | 24 | 0.10 | 1.84350 | 0.00000 | 0.00000 | ||
| 89 | 2025.04.22 16:54 | modify | 24 | 0.10 | 1.84350 | 1.84651 | 1.83451 | ||
| 90 | 2025.04.22 16:54 | modify | 23 | 0.10 | 1.84951 | 1.84651 | 1.83451 | ||
| 91 | 2025.04.22 20:41 | sell | 25 | 0.10 | 1.84040 | 0.00000 | 0.00000 | ||
| 92 | 2025.04.22 20:41 | modify | 25 | 0.10 | 1.84040 | 1.84576 | 1.83451 | ||
| 93 | 2025.04.22 20:41 | modify | 24 | 0.10 | 1.84350 | 1.84576 | 1.83451 | ||
| 94 | 2025.04.22 20:41 | modify | 23 | 0.10 | 1.84951 | 1.84576 | 1.83451 | ||
| 95 | 2025.04.22 21:06 | sell | 26 | 0.10 | 1.83961 | 0.00000 | 0.00000 | ||
| 96 | 2025.04.22 21:06 | modify | 26 | 0.10 | 1.83961 | 1.84426 | 1.83451 | ||
| 97 | 2025.04.22 21:06 | modify | 25 | 0.10 | 1.84040 | 1.84426 | 1.83451 | ||
| 98 | 2025.04.22 21:06 | modify | 24 | 0.10 | 1.84350 | 1.84426 | 1.83451 | ||
| 99 | 2025.04.22 21:06 | modify | 23 | 0.10 | 1.84951 | 1.84426 | 1.83451 | ||
| 100 | 2025.04.22 22:32 | t/p | 23 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 107.96 | 1590.85 |
| 101 | 2025.04.22 22:32 | t/p | 24 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 65.22 | 1656.07 |
| 102 | 2025.04.22 22:32 | t/p | 25 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 42.73 | 1698.80 |
| 103 | 2025.04.22 22:32 | t/p | 26 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 37.00 | 1735.80 |
| 104 | 2025.06.25 00:00 | sell | 27 | 0.10 | 1.86864 | 0.00000 | 0.00000 | ||
| 105 | 2025.06.25 00:00 | modify | 27 | 0.10 | 1.86864 | 1.88364 | 1.85364 | ||
| 106 | 2025.07.02 12:00 | sell | 28 | 0.10 | 1.86264 | 0.00000 | 0.00000 | ||
| 107 | 2025.07.02 12:00 | modify | 28 | 0.10 | 1.86264 | 1.86564 | 1.85364 | ||
| 108 | 2025.07.02 12:00 | modify | 27 | 0.10 | 1.86864 | 1.86564 | 1.85364 | ||
| 109 | 2025.07.02 12:31 | sell | 29 | 0.10 | 1.85961 | 0.00000 | 0.00000 | ||
| 110 | 2025.07.02 12:31 | modify | 29 | 0.10 | 1.85961 | 1.86489 | 1.85364 | ||
| 111 | 2025.07.02 12:31 | modify | 28 | 0.10 | 1.86264 | 1.86489 | 1.85364 | ||
| 112 | 2025.07.02 12:31 | modify | 27 | 0.10 | 1.86864 | 1.86489 | 1.85364 | ||
| 113 | 2025.07.02 12:37 | sell | 30 | 0.10 | 1.85886 | 0.00000 | 0.00000 | ||
| 114 | 2025.07.02 12:37 | modify | 30 | 0.10 | 1.85886 | 1.86339 | 1.85364 | ||
| 115 | 2025.07.02 12:37 | modify | 29 | 0.10 | 1.85961 | 1.86339 | 1.85364 | ||
| 116 | 2025.07.02 12:37 | modify | 28 | 0.10 | 1.86264 | 1.86339 | 1.85364 | ||
| 117 | 2025.07.02 12:37 | modify | 27 | 0.10 | 1.86864 | 1.86339 | 1.85364 | ||
| 118 | 2025.07.02 13:24 | t/p | 27 | 0.10 | 1.85364 | 1.86339 | 1.85364 | 102.82 | 1838.62 |
| 119 | 2025.07.02 13:24 | t/p | 28 | 0.10 | 1.85364 | 1.86339 | 1.85364 | 65.30 | 1903.92 |
| 120 | 2025.07.02 13:24 | t/p | 29 | 0.10 | 1.85364 | 1.86339 | 1.85364 | 43.32 | 1947.24 |
| 121 | 2025.07.02 13:24 | t/p | 30 | 0.10 | 1.85364 | 1.86339 | 1.85364 | 37.88 | 1985.12 |
| 122 | 2025.08.08 04:00 | sell | 31 | 0.10 | 1.84629 | 0.00000 | 0.00000 | ||
| 123 | 2025.08.08 04:00 | modify | 31 | 0.10 | 1.84629 | 1.86129 | 1.83129 | ||
| 124 | 2025.08.12 12:41 | s/l | 31 | 0.10 | 1.86129 | 1.86129 | 1.83129 | -110.55 | 1874.57 |
| 125 | 2025.08.14 04:00 | sell | 32 | 0.10 | 1.86769 | 0.00000 | 0.00000 | ||
| 126 | 2025.08.14 04:00 | modify | 32 | 0.10 | 1.86769 | 1.88269 | 1.85269 | ||
| 127 | 2025.08.27 04:38 | sell | 33 | 0.10 | 1.86169 | 0.00000 | 0.00000 | ||
| 128 | 2025.08.27 04:38 | modify | 33 | 0.10 | 1.86169 | 1.86469 | 1.85269 | ||
| 129 | 2025.08.27 04:38 | modify | 32 | 0.10 | 1.86769 | 1.86469 | 1.85269 | ||
| 130 | 2025.08.28 07:46 | sell | 34 | 0.10 | 1.85868 | 0.00000 | 0.00000 | ||
| 131 | 2025.08.28 07:46 | modify | 34 | 0.10 | 1.85868 | 1.86394 | 1.85269 | ||
| 132 | 2025.08.28 07:46 | modify | 33 | 0.10 | 1.86169 | 1.86394 | 1.85269 | ||
| 133 | 2025.08.28 07:46 | modify | 32 | 0.10 | 1.86769 | 1.86394 | 1.85269 | ||
| 134 | 2025.08.28 12:20 | sell | 35 | 0.10 | 1.85793 | 0.00000 | 0.00000 | ||
| 135 | 2025.08.28 12:20 | modify | 35 | 0.10 | 1.85793 | 1.86244 | 1.85269 | ||
| 136 | 2025.08.28 12:20 | modify | 34 | 0.10 | 1.85868 | 1.86244 | 1.85269 | ||
| 137 | 2025.08.28 12:20 | modify | 33 | 0.10 | 1.86169 | 1.86244 | 1.85269 | ||
| 138 | 2025.08.28 12:20 | modify | 32 | 0.10 | 1.86769 | 1.86244 | 1.85269 | ||
| 139 | 2025.08.29 08:19 | t/p | 32 | 0.10 | 1.85269 | 1.86244 | 1.85269 | 95.94 | 1970.52 |
| 140 | 2025.08.29 08:19 | t/p | 33 | 0.10 | 1.85269 | 1.86244 | 1.85269 | 61.86 | 2032.38 |
| 141 | 2025.08.29 08:19 | t/p | 34 | 0.10 | 1.85269 | 1.86244 | 1.85269 | 42.60 | 2074.98 |
| 142 | 2025.08.29 08:19 | t/p | 35 | 0.10 | 1.85269 | 1.86244 | 1.85269 | 37.16 | 2112.14 |