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 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1910 | Ticks modelled | 25322805 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 997.18 | Gross profit | 1456.66 | Gross loss | -459.48 |
| Profit factor | 3.17 | Expected payoff | 26.95 | ||
| Absolute drawdown | 21.94 | Maximal drawdown | 254.86 (19.58%) | Relative drawdown | 19.58% (254.86) |
| Total trades | 37 | Short positions (won %) | 24 (70.83%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 108.51 | loss trade | -109.11 | |
| Average | profit trade | 53.95 | loss trade | -45.95 | |
| Maximum | consecutive wins (profit in money) | 13 (784.86) | consecutive losses (loss in money) | 2 (-146.59) | |
| Maximal | consecutive profit (count of wins) | 784.86 (13) | consecutive loss (count of losses) | -146.59 (2) | |
| 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 | 2024.11.25 05:01 | buy | 2 | 0.10 | 1.75750 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.25 05:01 | modify | 2 | 0.10 | 1.75750 | 1.75523 | 1.76648 | ||
| 5 | 2024.11.25 05:01 | modify | 1 | 0.10 | 1.75148 | 1.75523 | 1.76648 | ||
| 6 | 2024.11.25 08:11 | s/l | 1 | 0.10 | 1.75523 | 1.75523 | 1.76648 | 27.05 | 1027.05 |
| 7 | 2024.11.25 08:11 | s/l | 2 | 0.10 | 1.75523 | 1.75523 | 1.76648 | -16.21 | 1010.84 |
| 8 | 2024.11.27 20:00 | sell | 3 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.27 20:00 | modify | 3 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 10 | 2024.11.28 09:00 | sell | 4 | 0.10 | 1.77192 | 0.00000 | 0.00000 | ||
| 11 | 2024.11.28 09:00 | modify | 4 | 0.10 | 1.77192 | 1.77421 | 1.76296 | ||
| 12 | 2024.11.28 09:00 | modify | 3 | 0.10 | 1.77796 | 1.77421 | 1.76296 | ||
| 13 | 2024.11.28 10:48 | s/l | 3 | 0.10 | 1.77421 | 1.77421 | 1.76296 | 23.73 | 1034.58 |
| 14 | 2024.11.28 10:48 | s/l | 4 | 0.10 | 1.77421 | 1.77421 | 1.76296 | -16.35 | 1018.23 |
| 15 | 2024.12.17 20:00 | sell | 5 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.17 20:00 | modify | 5 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 17 | 2024.12.19 12:00 | sell | 6 | 0.10 | 1.81254 | 0.00000 | 0.00000 | ||
| 18 | 2024.12.19 12:00 | modify | 6 | 0.10 | 1.81254 | 1.81488 | 1.80363 | ||
| 19 | 2024.12.19 12:00 | modify | 5 | 0.10 | 1.81863 | 1.81488 | 1.80363 | ||
| 20 | 2024.12.19 12:00 | sell | 7 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 21 | 2024.12.19 12:00 | modify | 7 | 0.10 | 1.81113 | 1.81563 | 1.80363 | ||
| 22 | 2024.12.19 12:00 | modify | 7 | 0.10 | 1.81113 | 1.81488 | 1.80363 | ||
| 23 | 2024.12.19 14:10 | sell | 8 | 0.10 | 1.80813 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.19 14:10 | modify | 8 | 0.10 | 1.80813 | 1.81338 | 1.80363 | ||
| 25 | 2024.12.19 14:10 | modify | 6 | 0.10 | 1.81254 | 1.81338 | 1.80363 | ||
| 26 | 2024.12.19 14:10 | modify | 7 | 0.10 | 1.81113 | 1.81338 | 1.80363 | ||
| 27 | 2024.12.19 14:10 | modify | 5 | 0.10 | 1.81863 | 1.81338 | 1.80363 | ||
| 28 | 2024.12.19 15:51 | t/p | 5 | 0.10 | 1.80363 | 1.81338 | 1.80363 | 103.03 | 1121.26 |
| 29 | 2024.12.19 15:51 | t/p | 6 | 0.10 | 1.80363 | 1.81338 | 1.80363 | 63.60 | 1184.86 |
| 30 | 2024.12.19 15:51 | t/p | 7 | 0.10 | 1.80363 | 1.81338 | 1.80363 | 53.54 | 1238.40 |
| 31 | 2024.12.19 15:51 | t/p | 8 | 0.10 | 1.80363 | 1.81338 | 1.80363 | 32.12 | 1270.52 |
| 32 | 2024.12.30 20:00 | buy | 9 | 0.10 | 1.80137 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.30 20:00 | modify | 9 | 0.10 | 1.80137 | 1.78637 | 1.81637 | ||
| 34 | 2025.01.02 15:27 | s/l | 9 | 0.10 | 1.78637 | 1.78637 | 1.81637 | -105.68 | 1164.83 |
| 35 | 2025.04.07 20:00 | buy | 10 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 36 | 2025.04.07 20:00 | modify | 10 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 37 | 2025.04.08 17:10 | buy | 11 | 0.10 | 1.81728 | 0.00000 | 0.00000 | ||
| 38 | 2025.04.08 17:10 | modify | 11 | 0.10 | 1.81728 | 1.81498 | 1.82623 | ||
| 39 | 2025.04.08 17:10 | modify | 10 | 0.10 | 1.81123 | 1.81498 | 1.82623 | ||
| 40 | 2025.04.08 17:18 | s/l | 10 | 0.10 | 1.81498 | 1.81498 | 1.82623 | 27.05 | 1191.89 |
| 41 | 2025.04.08 17:18 | s/l | 11 | 0.10 | 1.81498 | 1.81498 | 1.82623 | -16.42 | 1175.47 |
| 42 | 2025.04.14 20:00 | sell | 12 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.14 20:00 | modify | 12 | 0.10 | 1.82953 | 1.84453 | 1.81453 | ||
| 44 | 2025.04.15 15:18 | s/l | 12 | 0.10 | 1.84453 | 1.84453 | 1.81453 | -108.10 | 1067.36 |
| 45 | 2025.04.16 08:00 | sell | 13 | 0.10 | 1.84748 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.16 08:00 | modify | 13 | 0.10 | 1.84748 | 1.86248 | 1.83248 | ||
| 47 | 2025.04.16 13:45 | sell | 14 | 0.10 | 1.84137 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.16 13:45 | modify | 14 | 0.10 | 1.84137 | 1.84373 | 1.83248 | ||
| 49 | 2025.04.16 13:45 | modify | 13 | 0.10 | 1.84748 | 1.84373 | 1.83248 | ||
| 50 | 2025.04.16 13:45 | s/l | 13 | 0.10 | 1.84373 | 1.84373 | 1.83248 | 26.77 | 1094.13 |
| 51 | 2025.04.16 13:45 | s/l | 14 | 0.10 | 1.84373 | 1.84373 | 1.83248 | -16.85 | 1077.28 |
| 52 | 2025.04.21 12:00 | sell | 15 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.21 12:00 | modify | 15 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 54 | 2025.04.22 16:54 | sell | 16 | 0.10 | 1.84350 | 0.00000 | 0.00000 | ||
| 55 | 2025.04.22 16:54 | modify | 16 | 0.10 | 1.84350 | 1.84576 | 1.83451 | ||
| 56 | 2025.04.22 16:54 | modify | 15 | 0.10 | 1.84951 | 1.84576 | 1.83451 | ||
| 57 | 2025.04.22 16:59 | sell | 17 | 0.10 | 1.84201 | 0.00000 | 0.00000 | ||
| 58 | 2025.04.22 16:59 | modify | 17 | 0.10 | 1.84201 | 1.84651 | 1.83451 | ||
| 59 | 2025.04.22 16:59 | modify | 17 | 0.10 | 1.84201 | 1.84576 | 1.83451 | ||
| 60 | 2025.04.22 21:39 | sell | 18 | 0.10 | 1.83898 | 0.00000 | 0.00000 | ||
| 61 | 2025.04.22 21:39 | modify | 18 | 0.10 | 1.83898 | 1.84426 | 1.83451 | ||
| 62 | 2025.04.22 21:39 | modify | 16 | 0.10 | 1.84350 | 1.84426 | 1.83451 | ||
| 63 | 2025.04.22 21:39 | modify | 17 | 0.10 | 1.84201 | 1.84426 | 1.83451 | ||
| 64 | 2025.04.22 21:39 | modify | 15 | 0.10 | 1.84951 | 1.84426 | 1.83451 | ||
| 65 | 2025.04.22 22:32 | t/p | 15 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 106.08 | 1183.36 |
| 66 | 2025.04.22 22:32 | t/p | 16 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 64.18 | 1247.54 |
| 67 | 2025.04.22 22:32 | t/p | 17 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 53.54 | 1301.08 |
| 68 | 2025.04.22 22:32 | t/p | 18 | 0.10 | 1.83451 | 1.84426 | 1.83451 | 31.91 | 1332.99 |
| 69 | 2025.05.09 20:00 | sell | 19 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 70 | 2025.05.09 20:00 | modify | 19 | 0.10 | 1.85413 | 1.86913 | 1.83913 | ||
| 71 | 2025.05.11 21:19 | sell | 20 | 0.10 | 1.84363 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.11 21:19 | modify | 20 | 0.10 | 1.84363 | 1.84888 | 1.83913 | ||
| 73 | 2025.05.11 21:19 | modify | 19 | 0.10 | 1.85413 | 1.84888 | 1.83913 | ||
| 74 | 2025.05.11 22:00 | s/l | 19 | 0.10 | 1.84888 | 1.84888 | 1.83913 | 37.48 | 1370.47 |
| 75 | 2025.05.11 22:00 | s/l | 20 | 0.10 | 1.84888 | 1.84888 | 1.83913 | -37.48 | 1332.99 |
| 76 | 2025.06.23 20:00 | sell | 21 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 77 | 2025.06.23 20:00 | modify | 21 | 0.10 | 1.85780 | 1.87280 | 1.84280 | ||
| 78 | 2025.06.25 15:23 | s/l | 21 | 0.10 | 1.87280 | 1.87280 | 1.84280 | -109.11 | 1223.88 |
| 79 | 2025.08.13 20:00 | sell | 22 | 0.10 | 1.86786 | 0.00000 | 0.00000 | ||
| 80 | 2025.08.13 20:00 | modify | 22 | 0.10 | 1.86786 | 1.88286 | 1.85286 | ||
| 81 | 2025.08.18 21:16 | sell | 23 | 0.10 | 1.86170 | 0.00000 | 0.00000 | ||
| 82 | 2025.08.18 21:16 | modify | 23 | 0.10 | 1.86170 | 1.86411 | 1.85286 | ||
| 83 | 2025.08.18 21:16 | modify | 22 | 0.10 | 1.86786 | 1.86411 | 1.85286 | ||
| 84 | 2025.08.18 21:26 | s/l | 22 | 0.10 | 1.86411 | 1.86411 | 1.85286 | 21.71 | 1245.59 |
| 85 | 2025.08.18 21:26 | s/l | 23 | 0.10 | 1.86411 | 1.86411 | 1.85286 | -17.20 | 1228.39 |
| 86 | 2025.09.02 16:00 | buy | 24 | 0.10 | 1.84613 | 0.00000 | 0.00000 | ||
| 87 | 2025.09.02 16:00 | modify | 24 | 0.10 | 1.84613 | 1.83113 | 1.86113 | ||
| 88 | 2025.09.03 12:35 | buy | 25 | 0.10 | 1.85215 | 0.00000 | 0.00000 | ||
| 89 | 2025.09.03 12:35 | modify | 25 | 0.10 | 1.85215 | 1.84988 | 1.86113 | ||
| 90 | 2025.09.03 12:35 | modify | 24 | 0.10 | 1.84613 | 1.84988 | 1.86113 | ||
| 91 | 2025.09.03 13:35 | buy | 26 | 0.10 | 1.85364 | 0.00000 | 0.00000 | ||
| 92 | 2025.09.03 13:35 | modify | 26 | 0.10 | 1.85364 | 1.84913 | 1.86113 | ||
| 93 | 2025.09.03 13:35 | modify | 26 | 0.10 | 1.85364 | 1.84988 | 1.86113 | ||
| 94 | 2025.09.04 06:51 | buy | 27 | 0.10 | 1.85663 | 0.00000 | 0.00000 | ||
| 95 | 2025.09.04 06:51 | modify | 27 | 0.10 | 1.85663 | 1.85138 | 1.86113 | ||
| 96 | 2025.09.04 06:51 | modify | 25 | 0.10 | 1.85215 | 1.85138 | 1.86113 | ||
| 97 | 2025.09.04 06:51 | modify | 26 | 0.10 | 1.85364 | 1.85138 | 1.86113 | ||
| 98 | 2025.09.04 06:51 | modify | 24 | 0.10 | 1.84613 | 1.85138 | 1.86113 | ||
| 99 | 2025.09.05 12:30 | t/p | 24 | 0.10 | 1.86113 | 1.85138 | 1.86113 | 108.51 | 1336.90 |
| 100 | 2025.09.05 12:30 | t/p | 25 | 0.10 | 1.86113 | 1.85138 | 1.86113 | 65.25 | 1402.14 |
| 101 | 2025.09.05 12:30 | t/p | 26 | 0.10 | 1.86113 | 1.85138 | 1.86113 | 54.61 | 1456.75 |
| 102 | 2025.09.05 12:30 | t/p | 27 | 0.10 | 1.86113 | 1.85138 | 1.86113 | 32.41 | 1489.16 |
| 103 | 2025.09.05 20:00 | sell | 28 | 0.10 | 1.87011 | 0.00000 | 0.00000 | ||
| 104 | 2025.09.05 20:00 | modify | 28 | 0.10 | 1.87011 | 1.88511 | 1.85511 | ||
| 105 | 2025.09.19 07:03 | sell | 29 | 0.10 | 1.86410 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.19 07:03 | modify | 29 | 0.10 | 1.86410 | 1.86636 | 1.85511 | ||
| 107 | 2025.09.19 07:03 | modify | 28 | 0.10 | 1.87011 | 1.86636 | 1.85511 | ||
| 108 | 2025.09.19 07:56 | sell | 30 | 0.10 | 1.86254 | 0.00000 | 0.00000 | ||
| 109 | 2025.09.19 07:56 | modify | 30 | 0.10 | 1.86254 | 1.86711 | 1.85511 | ||
| 110 | 2025.09.19 07:56 | modify | 30 | 0.10 | 1.86254 | 1.86636 | 1.85511 | ||
| 111 | 2025.09.19 14:49 | sell | 31 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 112 | 2025.09.19 14:49 | modify | 31 | 0.10 | 1.85959 | 1.86486 | 1.85511 | ||
| 113 | 2025.09.19 14:49 | modify | 29 | 0.10 | 1.86410 | 1.86486 | 1.85511 | ||
| 114 | 2025.09.19 14:49 | modify | 30 | 0.10 | 1.86254 | 1.86486 | 1.85511 | ||
| 115 | 2025.09.19 14:49 | modify | 28 | 0.10 | 1.87011 | 1.86486 | 1.85511 | ||
| 116 | 2025.09.21 21:05 | t/p | 28 | 0.10 | 1.85511 | 1.86486 | 1.85511 | 92.92 | 1582.08 |
| 117 | 2025.09.21 21:05 | t/p | 29 | 0.10 | 1.85511 | 1.86486 | 1.85511 | 64.18 | 1646.26 |
| 118 | 2025.09.21 21:05 | t/p | 30 | 0.10 | 1.85511 | 1.86486 | 1.85511 | 53.04 | 1699.30 |
| 119 | 2025.09.21 21:05 | t/p | 31 | 0.10 | 1.85511 | 1.86486 | 1.85511 | 31.98 | 1731.28 |
| 120 | 2025.09.25 20:00 | buy | 32 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 121 | 2025.09.25 20:00 | modify | 32 | 0.10 | 1.85959 | 1.84459 | 1.87459 | ||
| 122 | 2025.09.26 13:05 | buy | 33 | 0.10 | 1.86560 | 0.00000 | 0.00000 | ||
| 123 | 2025.09.26 13:05 | modify | 33 | 0.10 | 1.86560 | 1.86334 | 1.87459 | ||
| 124 | 2025.09.26 13:05 | modify | 32 | 0.10 | 1.85959 | 1.86334 | 1.87459 | ||
| 125 | 2025.09.26 14:07 | buy | 34 | 0.10 | 1.86710 | 0.00000 | 0.00000 | ||
| 126 | 2025.09.26 14:07 | modify | 34 | 0.10 | 1.86710 | 1.86259 | 1.87459 | ||
| 127 | 2025.09.26 14:07 | modify | 34 | 0.10 | 1.86710 | 1.86334 | 1.87459 | ||
| 128 | 2025.09.26 15:30 | buy | 35 | 0.10 | 1.87010 | 0.00000 | 0.00000 | ||
| 129 | 2025.09.26 15:30 | modify | 35 | 0.10 | 1.87010 | 1.86484 | 1.87459 | ||
| 130 | 2025.09.26 15:30 | modify | 33 | 0.10 | 1.86560 | 1.86484 | 1.87459 | ||
| 131 | 2025.09.26 15:30 | modify | 34 | 0.10 | 1.86710 | 1.86484 | 1.87459 | ||
| 132 | 2025.09.26 15:30 | modify | 32 | 0.10 | 1.85959 | 1.86484 | 1.87459 | ||
| 133 | 2025.09.29 12:50 | t/p | 32 | 0.10 | 1.87459 | 1.86484 | 1.87459 | 107.66 | 1838.94 |
| 134 | 2025.09.29 12:50 | t/p | 33 | 0.10 | 1.87459 | 1.86484 | 1.87459 | 64.47 | 1903.42 |
| 135 | 2025.09.29 12:50 | t/p | 34 | 0.10 | 1.87459 | 1.86484 | 1.87459 | 53.76 | 1957.18 |
| 136 | 2025.09.29 12:50 | t/p | 35 | 0.10 | 1.87459 | 1.86484 | 1.87459 | 32.34 | 1989.52 |
| 137 | 2025.10.01 20:00 | sell | 36 | 0.10 | 1.87904 | 0.00000 | 0.00000 | ||
| 138 | 2025.10.01 20:00 | modify | 36 | 0.10 | 1.87904 | 1.89404 | 1.86404 | ||
| 139 | 2025.10.02 14:12 | sell | 37 | 0.10 | 1.87304 | 0.00000 | 0.00000 | ||
| 140 | 2025.10.02 14:12 | modify | 37 | 0.10 | 1.87304 | 1.87529 | 1.86404 | ||
| 141 | 2025.10.02 14:12 | modify | 36 | 0.10 | 1.87904 | 1.87529 | 1.86404 | ||
| 142 | 2025.10.02 14:46 | s/l | 36 | 0.10 | 1.87529 | 1.87529 | 1.86404 | 23.73 | 2013.25 |
| 143 | 2025.10.02 14:46 | s/l | 37 | 0.10 | 1.87529 | 1.87529 | 1.86404 | -16.07 | 1997.18 |