Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 900.27 | Gross profit | 1273.94 | Gross loss | -373.68 |
| Profit factor | 3.41 | Expected payoff | 47.38 | ||
| Absolute drawdown | 26.77 | Maximal drawdown | 161.66 (11.51%) | Relative drawdown | 13.77% (155.45) |
| Total trades | 19 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 108.50 | loss trade | -118.21 | |
| Average | profit trade | 84.93 | loss trade | -93.42 | |
| Maximum | consecutive wins (profit in money) | 8 (604.98) | consecutive losses (loss in money) | 1 (-118.21) | |
| Maximal | consecutive profit (count of wins) | 604.98 (8) | consecutive loss (count of losses) | -118.21 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.22 20:00 | buy | 1 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.22 20:00 | modify | 1 | 0.10 | 1.75148 | 1.73648 | 1.76648 | ||
| 3 | 2024.11.26 00:00 | t/p | 1 | 0.10 | 1.76648 | 1.73648 | 1.76648 | 107.65 | 1107.65 |
| 4 | 2024.11.27 20:00 | sell | 2 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.27 20:00 | modify | 2 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 6 | 2024.12.06 12:00 | s/l | 2 | 0.10 | 1.79296 | 1.79296 | 1.76296 | -118.21 | 989.44 |
| 7 | 2024.12.17 20:00 | sell | 3 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.17 20:00 | modify | 3 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 9 | 2024.12.19 16:00 | t/p | 3 | 0.10 | 1.80363 | 1.83363 | 1.80363 | 103.04 | 1092.48 |
| 10 | 2024.12.29 20:00 | sell | 4 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.29 20:00 | modify | 4 | 0.10 | 1.81113 | 1.82613 | 1.79613 | ||
| 12 | 2024.12.31 00:00 | sell | 5 | 0.10 | 1.80052 | 0.00000 | 0.00000 | ||
| 13 | 2024.12.31 00:00 | modify | 5 | 0.10 | 1.80052 | 1.80588 | 1.79613 | ||
| 14 | 2024.12.31 00:00 | modify | 4 | 0.10 | 1.81113 | 1.80588 | 1.79613 | ||
| 15 | 2024.12.31 12:00 | s/l | 4 | 0.10 | 1.80588 | 1.80588 | 1.79613 | 35.45 | 1127.93 |
| 16 | 2024.12.31 12:00 | s/l | 5 | 0.10 | 1.80588 | 1.80588 | 1.79613 | -38.27 | 1089.66 |
| 17 | 2025.04.07 20:00 | buy | 6 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 18 | 2025.04.07 20:00 | modify | 6 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 19 | 2025.04.09 04:00 | t/p | 6 | 0.10 | 1.82623 | 1.79623 | 1.82623 | 107.65 | 1197.31 |
| 20 | 2025.04.14 20:00 | sell | 7 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 21 | 2025.04.14 20:00 | modify | 7 | 0.10 | 1.82953 | 1.84453 | 1.81453 | ||
| 22 | 2025.04.15 16:00 | s/l | 7 | 0.10 | 1.84453 | 1.84453 | 1.81453 | -108.09 | 1089.22 |
| 23 | 2025.04.16 08:00 | sell | 8 | 0.10 | 1.84748 | 0.00000 | 0.00000 | ||
| 24 | 2025.04.16 08:00 | modify | 8 | 0.10 | 1.84748 | 1.86248 | 1.83248 | ||
| 25 | 2025.04.17 04:00 | t/p | 8 | 0.10 | 1.83248 | 1.86248 | 1.83248 | 104.04 | 1193.26 |
| 26 | 2025.04.21 12:00 | sell | 9 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.21 12:00 | modify | 9 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 28 | 2025.04.23 00:00 | t/p | 9 | 0.10 | 1.83451 | 1.86451 | 1.83451 | 105.06 | 1298.32 |
| 29 | 2025.05.09 20:00 | sell | 10 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 30 | 2025.05.09 20:00 | modify | 10 | 0.10 | 1.85413 | 1.86913 | 1.83913 | ||
| 31 | 2025.05.12 12:00 | t/p | 10 | 0.10 | 1.83913 | 1.86913 | 1.83913 | 106.07 | 1404.39 |
| 32 | 2025.06.23 20:00 | sell | 11 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 33 | 2025.06.23 20:00 | modify | 11 | 0.10 | 1.85780 | 1.87280 | 1.84280 | ||
| 34 | 2025.06.25 16:00 | s/l | 11 | 0.10 | 1.87280 | 1.87280 | 1.84280 | -109.10 | 1295.28 |
| 35 | 2025.08.13 20:00 | sell | 12 | 0.10 | 1.86786 | 0.00000 | 0.00000 | ||
| 36 | 2025.08.13 20:00 | modify | 12 | 0.10 | 1.86786 | 1.88286 | 1.85286 | ||
| 37 | 2025.08.27 12:00 | sell | 13 | 0.10 | 1.86027 | 0.00000 | 0.00000 | ||
| 38 | 2025.08.27 12:00 | modify | 13 | 0.10 | 1.86027 | 1.86486 | 1.85286 | ||
| 39 | 2025.08.27 12:00 | modify | 12 | 0.10 | 1.86786 | 1.86486 | 1.85286 | ||
| 40 | 2025.08.29 12:00 | t/p | 12 | 0.10 | 1.85286 | 1.86486 | 1.85286 | 88.86 | 1384.15 |
| 41 | 2025.08.29 12:00 | t/p | 13 | 0.10 | 1.85286 | 1.86486 | 1.85286 | 48.84 | 1432.99 |
| 42 | 2025.09.02 16:00 | buy | 14 | 0.10 | 1.84613 | 0.00000 | 0.00000 | ||
| 43 | 2025.09.02 16:00 | modify | 14 | 0.10 | 1.84613 | 1.83113 | 1.86113 | ||
| 44 | 2025.09.04 12:00 | buy | 15 | 0.10 | 1.85687 | 0.00000 | 0.00000 | ||
| 45 | 2025.09.04 12:00 | modify | 15 | 0.10 | 1.85687 | 1.85138 | 1.86113 | ||
| 46 | 2025.09.04 12:00 | modify | 14 | 0.10 | 1.84613 | 1.85138 | 1.86113 | ||
| 47 | 2025.09.05 16:00 | t/p | 14 | 0.10 | 1.86113 | 1.85138 | 1.86113 | 108.50 | 1541.49 |
| 48 | 2025.09.05 16:00 | t/p | 15 | 0.10 | 1.86113 | 1.85138 | 1.86113 | 30.70 | 1572.19 |
| 49 | 2025.09.05 20:00 | sell | 16 | 0.10 | 1.87011 | 0.00000 | 0.00000 | ||
| 50 | 2025.09.05 20:00 | modify | 16 | 0.10 | 1.87011 | 1.88511 | 1.85511 | ||
| 51 | 2025.09.21 20:00 | t/p | 16 | 0.10 | 1.85511 | 1.88511 | 1.85511 | 92.91 | 1665.10 |
| 52 | 2025.09.25 20:00 | buy | 17 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 53 | 2025.09.25 20:00 | modify | 17 | 0.10 | 1.85959 | 1.84459 | 1.87459 | ||
| 54 | 2025.09.29 04:00 | buy | 18 | 0.10 | 1.87031 | 0.00000 | 0.00000 | ||
| 55 | 2025.09.29 04:00 | modify | 18 | 0.10 | 1.87031 | 1.86484 | 1.87459 | ||
| 56 | 2025.09.29 04:00 | modify | 17 | 0.10 | 1.85959 | 1.86484 | 1.87459 | ||
| 57 | 2025.09.29 16:00 | t/p | 17 | 0.10 | 1.87459 | 1.86484 | 1.87459 | 107.65 | 1772.76 |
| 58 | 2025.09.29 16:00 | t/p | 18 | 0.10 | 1.87459 | 1.86484 | 1.87459 | 30.55 | 1803.31 |
| 59 | 2025.10.01 20:00 | sell | 19 | 0.10 | 1.87904 | 0.00000 | 0.00000 | ||
| 60 | 2025.10.01 20:00 | modify | 19 | 0.10 | 1.87904 | 1.89404 | 1.86404 | ||
| 61 | 2025.10.09 08:00 | t/p | 19 | 0.10 | 1.86404 | 1.89404 | 1.86404 | 96.96 | 1900.27 |