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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 597.16 | Gross profit | 925.83 | Gross loss | -328.67 |
| Profit factor | 2.82 | Expected payoff | 31.43 | ||
| Absolute drawdown | 9.43 | Maximal drawdown | 196.93 (11.98%) | Relative drawdown | 11.98% (196.93) |
| Total trades | 19 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
| Largest | profit trade | 109.70 | loss trade | -50.63 | |
| Average | profit trade | 77.15 | loss trade | -46.95 | |
| Maximum | consecutive wins (profit in money) | 5 (495.36) | consecutive losses (loss in money) | 2 (-100.56) | |
| Maximal | consecutive profit (count of wins) | 495.36 (5) | consecutive loss (count of losses) | -100.56 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.11 16:00 | buy | 1 | 0.10 | 1.77094 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.11 16:00 | modify | 1 | 0.10 | 1.77094 | 1.76394 | 1.78594 | ||
| 3 | 2024.09.13 16:00 | t/p | 1 | 0.10 | 1.78594 | 1.76394 | 1.78594 | 109.53 | 1109.53 |
| 4 | 2024.09.26 16:00 | sell | 2 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.26 16:00 | modify | 2 | 0.10 | 1.80806 | 1.81506 | 1.79306 | ||
| 6 | 2024.10.01 16:00 | t/p | 2 | 0.10 | 1.79306 | 1.81506 | 1.79306 | 106.25 | 1215.78 |
| 7 | 2024.10.23 16:00 | buy | 3 | 0.10 | 1.79158 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.23 16:00 | modify | 3 | 0.10 | 1.79158 | 1.78458 | 1.80658 | ||
| 9 | 2024.10.24 20:00 | buy | 4 | 0.10 | 1.79774 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.24 20:00 | modify | 4 | 0.10 | 1.79774 | 1.79233 | 1.80658 | ||
| 11 | 2024.10.24 20:00 | modify | 3 | 0.10 | 1.79158 | 1.79233 | 1.80658 | ||
| 12 | 2024.10.28 16:00 | t/p | 3 | 0.10 | 1.80658 | 1.79233 | 1.80658 | 109.70 | 1325.47 |
| 13 | 2024.10.28 16:00 | t/p | 4 | 0.10 | 1.80658 | 1.79233 | 1.80658 | 64.49 | 1389.97 |
| 14 | 2024.10.29 16:00 | sell | 5 | 0.10 | 1.80859 | 0.00000 | 0.00000 | ||
| 15 | 2024.10.29 16:00 | modify | 5 | 0.10 | 1.80859 | 1.81559 | 1.79359 | ||
| 16 | 2024.10.31 16:00 | t/p | 5 | 0.10 | 1.79359 | 1.81559 | 1.79359 | 105.39 | 1495.36 |
| 17 | 2024.12.19 16:00 | buy | 6 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 18 | 2024.12.19 16:00 | modify | 6 | 0.10 | 1.80353 | 1.79653 | 1.81853 | ||
| 19 | 2024.12.20 12:00 | s/l | 6 | 0.10 | 1.79653 | 1.79653 | 1.81853 | -50.63 | 1444.73 |
| 20 | 2024.12.30 16:00 | buy | 7 | 0.10 | 1.80037 | 0.00000 | 0.00000 | ||
| 21 | 2024.12.30 16:00 | modify | 7 | 0.10 | 1.80037 | 1.79337 | 1.81537 | ||
| 22 | 2025.01.02 16:00 | s/l | 7 | 0.10 | 1.79337 | 1.79337 | 1.81537 | -49.93 | 1394.80 |
| 23 | 2025.01.16 16:00 | sell | 8 | 0.10 | 1.75989 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.16 16:00 | modify | 8 | 0.10 | 1.75989 | 1.76689 | 1.74489 | ||
| 25 | 2025.01.17 08:00 | sell | 9 | 0.10 | 1.75388 | 0.00000 | 0.00000 | ||
| 26 | 2025.01.17 08:00 | modify | 9 | 0.10 | 1.75388 | 1.75914 | 1.74489 | ||
| 27 | 2025.01.17 08:00 | modify | 8 | 0.10 | 1.75989 | 1.75914 | 1.74489 | ||
| 28 | 2025.01.17 12:00 | s/l | 8 | 0.10 | 1.75914 | 1.75914 | 1.74489 | 4.59 | 1399.39 |
| 29 | 2025.01.17 12:00 | s/l | 9 | 0.10 | 1.75914 | 1.75914 | 1.74489 | -38.16 | 1361.23 |
| 30 | 2025.02.28 16:00 | buy | 10 | 0.10 | 1.81389 | 0.00000 | 0.00000 | ||
| 31 | 2025.02.28 16:00 | modify | 10 | 0.10 | 1.81389 | 1.80689 | 1.82889 | ||
| 32 | 2025.03.03 16:00 | t/p | 10 | 0.10 | 1.82889 | 1.80689 | 1.82889 | 109.01 | 1470.24 |
| 33 | 2025.03.24 16:00 | buy | 11 | 0.10 | 1.84581 | 0.00000 | 0.00000 | ||
| 34 | 2025.03.24 16:00 | modify | 11 | 0.10 | 1.84581 | 1.83881 | 1.86081 | ||
| 35 | 2025.03.26 08:00 | s/l | 11 | 0.10 | 1.83881 | 1.83881 | 1.86081 | -50.45 | 1419.79 |
| 36 | 2025.05.02 16:00 | buy | 12 | 0.10 | 1.83193 | 0.00000 | 0.00000 | ||
| 37 | 2025.05.02 16:00 | modify | 12 | 0.10 | 1.83193 | 1.82493 | 1.84693 | ||
| 38 | 2025.05.06 04:00 | buy | 13 | 0.10 | 1.83805 | 0.00000 | 0.00000 | ||
| 39 | 2025.05.06 04:00 | modify | 13 | 0.10 | 1.83805 | 1.83268 | 1.84693 | ||
| 40 | 2025.05.06 04:00 | modify | 12 | 0.10 | 1.83193 | 1.83268 | 1.84693 | ||
| 41 | 2025.05.06 12:00 | t/p | 12 | 0.10 | 1.84693 | 1.83268 | 1.84693 | 109.18 | 1528.98 |
| 42 | 2025.05.06 12:00 | t/p | 13 | 0.10 | 1.84693 | 1.83268 | 1.84693 | 64.43 | 1593.41 |
| 43 | 2025.05.30 16:00 | buy | 14 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 44 | 2025.05.30 16:00 | modify | 14 | 0.10 | 1.85171 | 1.84471 | 1.86671 | ||
| 45 | 2025.06.11 00:00 | s/l | 14 | 0.10 | 1.84471 | 1.84471 | 1.86671 | -49.08 | 1544.33 |
| 46 | 2025.06.30 16:00 | buy | 15 | 0.10 | 1.86905 | 0.00000 | 0.00000 | ||
| 47 | 2025.06.30 16:00 | modify | 15 | 0.10 | 1.86905 | 1.86205 | 1.88405 | ||
| 48 | 2025.07.01 20:00 | buy | 16 | 0.10 | 1.87531 | 0.00000 | 0.00000 | ||
| 49 | 2025.07.01 20:00 | modify | 16 | 0.10 | 1.87531 | 1.86980 | 1.88405 | ||
| 50 | 2025.07.01 20:00 | modify | 15 | 0.10 | 1.86905 | 1.86980 | 1.88405 | ||
| 51 | 2025.07.02 12:00 | s/l | 15 | 0.10 | 1.86980 | 1.86980 | 1.88405 | 5.79 | 1550.12 |
| 52 | 2025.07.02 12:00 | s/l | 16 | 0.10 | 1.86980 | 1.86980 | 1.88405 | -39.81 | 1510.31 |
| 53 | 2025.07.10 16:00 | buy | 17 | 0.10 | 1.85663 | 0.00000 | 0.00000 | ||
| 54 | 2025.07.10 16:00 | modify | 17 | 0.10 | 1.85663 | 1.84963 | 1.87163 | ||
| 55 | 2025.07.11 12:00 | s/l | 17 | 0.10 | 1.84963 | 1.84963 | 1.87163 | -50.62 | 1459.69 |
| 56 | 2025.08.15 16:00 | sell | 18 | 0.10 | 1.87274 | 0.00000 | 0.00000 | ||
| 57 | 2025.08.15 16:00 | modify | 18 | 0.10 | 1.87274 | 1.87974 | 1.85774 | ||
| 58 | 2025.08.26 16:00 | sell | 19 | 0.10 | 1.86370 | 0.00000 | 0.00000 | ||
| 59 | 2025.08.26 16:00 | modify | 19 | 0.10 | 1.86370 | 1.86899 | 1.85774 | ||
| 60 | 2025.08.26 16:00 | modify | 18 | 0.10 | 1.87274 | 1.86899 | 1.85774 | ||
| 61 | 2025.08.28 16:00 | t/p | 18 | 0.10 | 1.85774 | 1.86899 | 1.85774 | 97.66 | 1557.36 |
| 62 | 2025.08.28 16:00 | t/p | 19 | 0.10 | 1.85774 | 1.86899 | 1.85774 | 39.80 | 1597.16 |