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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79426 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 651.12 | Gross profit | 1091.97 | Gross loss | -440.85 |
| Profit factor | 2.48 | Expected payoff | 19.15 | ||
| Absolute drawdown | 20.54 | Maximal drawdown | 274.68 (16.21%) | Relative drawdown | 16.21% (274.68) |
| Total trades | 34 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
| Largest | profit trade | 109.38 | loss trade | -50.47 | |
| Average | profit trade | 47.48 | loss trade | -40.08 | |
| Maximum | consecutive wins (profit in money) | 10 (592.45) | consecutive losses (loss in money) | 3 (-140.09) | |
| Maximal | consecutive profit (count of wins) | 592.45 (10) | consecutive loss (count of losses) | -140.09 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 2024.09.12 17:30 | buy | 2 | 0.10 | 1.78001 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.12 17:30 | modify | 2 | 0.10 | 1.78001 | 1.77469 | 1.78594 | ||
| 5 | 2024.09.12 17:30 | modify | 1 | 0.10 | 1.77094 | 1.77469 | 1.78594 | ||
| 6 | 2024.09.12 20:30 | buy | 3 | 0.10 | 1.78236 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.12 20:30 | modify | 3 | 0.10 | 1.78236 | 1.77694 | 1.78594 | ||
| 8 | 2024.09.12 20:30 | modify | 2 | 0.10 | 1.78001 | 1.77694 | 1.78594 | ||
| 9 | 2024.09.12 20:30 | modify | 1 | 0.10 | 1.77094 | 1.77694 | 1.78594 | ||
| 10 | 2024.09.13 14:40 | t/p | 1 | 0.10 | 1.78594 | 1.77694 | 1.78594 | 109.21 | 1109.21 |
| 11 | 2024.09.13 14:40 | t/p | 2 | 0.10 | 1.78594 | 1.77694 | 1.78594 | 43.07 | 1152.29 |
| 12 | 2024.09.13 14:40 | t/p | 3 | 0.10 | 1.78594 | 1.77694 | 1.78594 | 26.07 | 1178.36 |
| 13 | 2024.09.26 16:00 | sell | 4 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 14 | 2024.09.26 16:00 | modify | 4 | 0.10 | 1.80806 | 1.81506 | 1.79306 | ||
| 15 | 2024.10.01 12:20 | sell | 5 | 0.10 | 1.80179 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.01 12:20 | modify | 5 | 0.10 | 1.80179 | 1.80731 | 1.79306 | ||
| 17 | 2024.10.01 12:20 | modify | 4 | 0.10 | 1.80806 | 1.80731 | 1.79306 | ||
| 18 | 2024.10.01 15:30 | t/p | 4 | 0.10 | 1.79306 | 1.80731 | 1.79306 | 105.86 | 1284.22 |
| 19 | 2024.10.01 15:30 | t/p | 5 | 0.10 | 1.79306 | 1.80731 | 1.79306 | 63.13 | 1347.35 |
| 20 | 2024.10.23 16:00 | buy | 6 | 0.10 | 1.79158 | 0.00000 | 0.00000 | ||
| 21 | 2024.10.23 16:00 | modify | 6 | 0.10 | 1.79158 | 1.78458 | 1.80658 | ||
| 22 | 2024.10.24 18:40 | buy | 7 | 0.10 | 1.79786 | 0.00000 | 0.00000 | ||
| 23 | 2024.10.24 18:40 | modify | 7 | 0.10 | 1.79786 | 1.79233 | 1.80658 | ||
| 24 | 2024.10.24 18:40 | modify | 6 | 0.10 | 1.79158 | 1.79233 | 1.80658 | ||
| 25 | 2024.10.25 13:50 | buy | 8 | 0.10 | 1.80078 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.25 13:50 | modify | 8 | 0.10 | 1.80078 | 1.79533 | 1.80658 | ||
| 27 | 2024.10.25 13:50 | modify | 7 | 0.10 | 1.79786 | 1.79533 | 1.80658 | ||
| 28 | 2024.10.25 13:50 | modify | 6 | 0.10 | 1.79158 | 1.79533 | 1.80658 | ||
| 29 | 2024.10.28 09:30 | buy | 9 | 0.10 | 1.80304 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.28 09:30 | modify | 9 | 0.10 | 1.80304 | 1.79758 | 1.80658 | ||
| 31 | 2024.10.28 09:30 | modify | 8 | 0.10 | 1.80078 | 1.79758 | 1.80658 | ||
| 32 | 2024.10.28 09:30 | modify | 7 | 0.10 | 1.79786 | 1.79758 | 1.80658 | ||
| 33 | 2024.10.28 09:30 | modify | 6 | 0.10 | 1.79158 | 1.79758 | 1.80658 | ||
| 34 | 2024.10.28 15:15 | t/p | 6 | 0.10 | 1.80658 | 1.79758 | 1.80658 | 109.38 | 1456.73 |
| 35 | 2024.10.28 15:15 | t/p | 7 | 0.10 | 1.80658 | 1.79758 | 1.80658 | 63.43 | 1520.15 |
| 36 | 2024.10.28 15:15 | t/p | 8 | 0.10 | 1.80658 | 1.79758 | 1.80658 | 42.13 | 1562.29 |
| 37 | 2024.10.28 15:15 | t/p | 9 | 0.10 | 1.80658 | 1.79758 | 1.80658 | 25.61 | 1587.90 |
| 38 | 2024.10.29 16:00 | sell | 10 | 0.10 | 1.80859 | 0.00000 | 0.00000 | ||
| 39 | 2024.10.29 16:00 | modify | 10 | 0.10 | 1.80859 | 1.81559 | 1.79359 | ||
| 40 | 2024.10.30 12:50 | sell | 11 | 0.10 | 1.80233 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.30 12:50 | modify | 11 | 0.10 | 1.80233 | 1.80784 | 1.79359 | ||
| 42 | 2024.10.30 12:50 | modify | 10 | 0.10 | 1.80859 | 1.80784 | 1.79359 | ||
| 43 | 2024.10.30 13:40 | s/l | 10 | 0.10 | 1.80784 | 1.80784 | 1.79359 | 4.55 | 1592.45 |
| 44 | 2024.10.30 13:40 | s/l | 11 | 0.10 | 1.80784 | 1.80784 | 1.79359 | -39.85 | 1552.60 |
| 45 | 2024.12.19 16:00 | buy | 12 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.19 16:00 | modify | 12 | 0.10 | 1.80353 | 1.79653 | 1.81853 | ||
| 47 | 2024.12.20 08:15 | s/l | 12 | 0.10 | 1.79653 | 1.79653 | 1.81853 | -50.47 | 1502.13 |
| 48 | 2024.12.30 16:00 | buy | 13 | 0.10 | 1.80037 | 0.00000 | 0.00000 | ||
| 49 | 2024.12.30 16:00 | modify | 13 | 0.10 | 1.80037 | 1.79337 | 1.81537 | ||
| 50 | 2025.01.02 12:30 | s/l | 13 | 0.10 | 1.79337 | 1.79337 | 1.81537 | -49.77 | 1452.36 |
| 51 | 2025.01.16 16:00 | sell | 14 | 0.10 | 1.75989 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.16 16:00 | modify | 14 | 0.10 | 1.75989 | 1.76689 | 1.74489 | ||
| 53 | 2025.01.17 07:59 | sell | 15 | 0.10 | 1.75385 | 0.00000 | 0.00000 | ||
| 54 | 2025.01.17 07:59 | modify | 15 | 0.10 | 1.75385 | 1.75914 | 1.74489 | ||
| 55 | 2025.01.17 07:59 | modify | 14 | 0.10 | 1.75989 | 1.75914 | 1.74489 | ||
| 56 | 2025.01.17 10:40 | s/l | 14 | 0.10 | 1.75914 | 1.75914 | 1.74489 | 4.56 | 1456.92 |
| 57 | 2025.01.17 10:40 | s/l | 15 | 0.10 | 1.75914 | 1.75914 | 1.74489 | -38.25 | 1418.67 |
| 58 | 2025.02.28 16:00 | buy | 16 | 0.10 | 1.81389 | 0.00000 | 0.00000 | ||
| 59 | 2025.02.28 16:00 | modify | 16 | 0.10 | 1.81389 | 1.80689 | 1.82889 | ||
| 60 | 2025.02.28 20:50 | buy | 17 | 0.10 | 1.82008 | 0.00000 | 0.00000 | ||
| 61 | 2025.02.28 20:50 | modify | 17 | 0.10 | 1.82008 | 1.81464 | 1.82889 | ||
| 62 | 2025.02.28 20:50 | modify | 16 | 0.10 | 1.81389 | 1.81464 | 1.82889 | ||
| 63 | 2025.03.03 10:40 | buy | 18 | 0.10 | 1.82520 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.03 10:40 | modify | 18 | 0.10 | 1.82520 | 1.81989 | 1.82889 | ||
| 65 | 2025.03.03 10:40 | modify | 17 | 0.10 | 1.82008 | 1.81989 | 1.82889 | ||
| 66 | 2025.03.03 10:40 | modify | 16 | 0.10 | 1.81389 | 1.81989 | 1.82889 | ||
| 67 | 2025.03.03 12:30 | t/p | 16 | 0.10 | 1.82889 | 1.81989 | 1.82889 | 108.68 | 1527.35 |
| 68 | 2025.03.03 12:30 | t/p | 17 | 0.10 | 1.82889 | 1.81989 | 1.82889 | 63.90 | 1591.26 |
| 69 | 2025.03.03 12:30 | t/p | 18 | 0.10 | 1.82889 | 1.81989 | 1.82889 | 26.70 | 1617.96 |
| 70 | 2025.03.24 16:00 | buy | 19 | 0.10 | 1.84581 | 0.00000 | 0.00000 | ||
| 71 | 2025.03.24 16:00 | modify | 19 | 0.10 | 1.84581 | 1.83881 | 1.86081 | ||
| 72 | 2025.03.25 10:25 | buy | 20 | 0.10 | 1.85181 | 0.00000 | 0.00000 | ||
| 73 | 2025.03.25 10:25 | modify | 20 | 0.10 | 1.85181 | 1.84656 | 1.86081 | ||
| 74 | 2025.03.25 10:25 | modify | 19 | 0.10 | 1.84581 | 1.84656 | 1.86081 | ||
| 75 | 2025.03.25 21:00 | s/l | 19 | 0.10 | 1.84656 | 1.84656 | 1.86081 | 5.60 | 1623.56 |
| 76 | 2025.03.25 21:00 | s/l | 20 | 0.10 | 1.84656 | 1.84656 | 1.86081 | -37.98 | 1585.58 |
| 77 | 2025.05.02 16:00 | buy | 21 | 0.10 | 1.83193 | 0.00000 | 0.00000 | ||
| 78 | 2025.05.02 16:00 | modify | 21 | 0.10 | 1.83193 | 1.82493 | 1.84693 | ||
| 79 | 2025.05.05 11:30 | buy | 22 | 0.10 | 1.83819 | 0.00000 | 0.00000 | ||
| 80 | 2025.05.05 11:30 | modify | 22 | 0.10 | 1.83819 | 1.83268 | 1.84693 | ||
| 81 | 2025.05.05 11:30 | modify | 21 | 0.10 | 1.83193 | 1.83268 | 1.84693 | ||
| 82 | 2025.05.05 13:33 | buy | 23 | 0.10 | 1.84107 | 0.00000 | 0.00000 | ||
| 83 | 2025.05.05 13:33 | modify | 23 | 0.10 | 1.84107 | 1.83568 | 1.84693 | ||
| 84 | 2025.05.05 13:33 | modify | 22 | 0.10 | 1.83819 | 1.83568 | 1.84693 | ||
| 85 | 2025.05.05 13:33 | modify | 21 | 0.10 | 1.83193 | 1.83568 | 1.84693 | ||
| 86 | 2025.05.05 15:40 | s/l | 21 | 0.10 | 1.83568 | 1.83568 | 1.84693 | 27.30 | 1612.88 |
| 87 | 2025.05.05 15:40 | s/l | 22 | 0.10 | 1.83568 | 1.83568 | 1.84693 | -18.16 | 1594.72 |
| 88 | 2025.05.05 15:40 | s/l | 23 | 0.10 | 1.83568 | 1.83568 | 1.84693 | -38.99 | 1555.73 |
| 89 | 2025.05.30 16:00 | buy | 24 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 90 | 2025.05.30 16:00 | modify | 24 | 0.10 | 1.85171 | 1.84471 | 1.86671 | ||
| 91 | 2025.06.02 14:40 | buy | 25 | 0.10 | 1.85782 | 0.00000 | 0.00000 | ||
| 92 | 2025.06.02 14:40 | modify | 25 | 0.10 | 1.85782 | 1.85246 | 1.86671 | ||
| 93 | 2025.06.02 14:40 | modify | 24 | 0.10 | 1.85171 | 1.85246 | 1.86671 | ||
| 94 | 2025.06.03 21:00 | s/l | 24 | 0.10 | 1.85246 | 1.85246 | 1.86671 | 5.77 | 1561.50 |
| 95 | 2025.06.03 21:00 | s/l | 25 | 0.10 | 1.85246 | 1.85246 | 1.86671 | -38.61 | 1522.89 |
| 96 | 2025.06.30 16:00 | buy | 26 | 0.10 | 1.86905 | 0.00000 | 0.00000 | ||
| 97 | 2025.06.30 16:00 | modify | 26 | 0.10 | 1.86905 | 1.86205 | 1.88405 | ||
| 98 | 2025.07.01 16:50 | buy | 27 | 0.10 | 1.87522 | 0.00000 | 0.00000 | ||
| 99 | 2025.07.01 16:50 | modify | 27 | 0.10 | 1.87522 | 1.86980 | 1.88405 | ||
| 100 | 2025.07.01 16:50 | modify | 26 | 0.10 | 1.86905 | 1.86980 | 1.88405 | ||
| 101 | 2025.07.02 08:30 | s/l | 26 | 0.10 | 1.86980 | 1.86980 | 1.88405 | 5.77 | 1528.66 |
| 102 | 2025.07.02 08:30 | s/l | 27 | 0.10 | 1.86980 | 1.86980 | 1.88405 | -39.04 | 1489.63 |
| 103 | 2025.07.10 16:00 | buy | 28 | 0.10 | 1.85663 | 0.00000 | 0.00000 | ||
| 104 | 2025.07.10 16:00 | modify | 28 | 0.10 | 1.85663 | 1.84963 | 1.87163 | ||
| 105 | 2025.07.11 11:40 | s/l | 28 | 0.10 | 1.84963 | 1.84963 | 1.87163 | -50.47 | 1439.16 |
| 106 | 2025.08.15 16:00 | sell | 29 | 0.10 | 1.87274 | 0.00000 | 0.00000 | ||
| 107 | 2025.08.15 16:00 | modify | 29 | 0.10 | 1.87274 | 1.87974 | 1.85774 | ||
| 108 | 2025.08.18 20:30 | sell | 30 | 0.10 | 1.86368 | 0.00000 | 0.00000 | ||
| 109 | 2025.08.18 20:30 | modify | 30 | 0.10 | 1.86368 | 1.86899 | 1.85774 | ||
| 110 | 2025.08.18 20:30 | modify | 29 | 0.10 | 1.87274 | 1.86899 | 1.85774 | ||
| 111 | 2025.08.19 10:05 | s/l | 29 | 0.10 | 1.86899 | 1.86899 | 1.85774 | 25.38 | 1464.54 |
| 112 | 2025.08.19 10:05 | s/l | 30 | 0.10 | 1.86899 | 1.86899 | 1.85774 | -39.27 | 1425.27 |
| 113 | 2025.08.22 16:00 | sell | 31 | 0.10 | 1.87246 | 0.00000 | 0.00000 | ||
| 114 | 2025.08.22 16:00 | modify | 31 | 0.10 | 1.87246 | 1.87946 | 1.85746 | ||
| 115 | 2025.08.25 09:30 | sell | 32 | 0.10 | 1.86639 | 0.00000 | 0.00000 | ||
| 116 | 2025.08.25 09:30 | modify | 32 | 0.10 | 1.86639 | 1.87171 | 1.85746 | ||
| 117 | 2025.08.25 09:30 | modify | 31 | 0.10 | 1.87246 | 1.87171 | 1.85746 | ||
| 118 | 2025.08.26 14:40 | sell | 33 | 0.10 | 1.86344 | 0.00000 | 0.00000 | ||
| 119 | 2025.08.26 14:40 | modify | 33 | 0.10 | 1.86344 | 1.86871 | 1.85746 | ||
| 120 | 2025.08.26 14:40 | modify | 32 | 0.10 | 1.86639 | 1.86871 | 1.85746 | ||
| 121 | 2025.08.26 14:40 | modify | 31 | 0.10 | 1.87246 | 1.86871 | 1.85746 | ||
| 122 | 2025.08.27 10:20 | sell | 34 | 0.10 | 1.86095 | 0.00000 | 0.00000 | ||
| 123 | 2025.08.27 10:20 | modify | 34 | 0.10 | 1.86095 | 1.86646 | 1.85746 | ||
| 124 | 2025.08.27 10:20 | modify | 33 | 0.10 | 1.86344 | 1.86646 | 1.85746 | ||
| 125 | 2025.08.27 10:20 | modify | 32 | 0.10 | 1.86639 | 1.86646 | 1.85746 | ||
| 126 | 2025.08.27 10:20 | modify | 31 | 0.10 | 1.87246 | 1.86646 | 1.85746 | ||
| 127 | 2025.08.28 13:15 | t/p | 31 | 0.10 | 1.85746 | 1.86646 | 1.85746 | 103.24 | 1528.51 |
| 128 | 2025.08.28 13:15 | t/p | 32 | 0.10 | 1.85746 | 1.86646 | 1.85746 | 60.23 | 1588.74 |
| 129 | 2025.08.28 13:15 | t/p | 33 | 0.10 | 1.85746 | 1.86646 | 1.85746 | 39.76 | 1628.49 |
| 130 | 2025.08.28 13:15 | t/p | 34 | 0.10 | 1.85746 | 1.86646 | 1.85746 | 22.63 | 1651.12 |