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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | -410.63 | Gross profit | 1196.36 | Gross loss | -1606.98 |
| Profit factor | 0.74 | Expected payoff | -8.93 | ||
| Absolute drawdown | 514.19 | Maximal drawdown | 591.70 (54.91%) | Relative drawdown | 54.91% (591.70) |
| Total trades | 46 | Short positions (won %) | 23 (43.48%) | Long positions (won %) | 23 (30.43%) |
| Profit trades (% of total) | 17 (36.96%) | Loss trades (% of total) | 29 (63.04%) | ||
| Largest | profit trade | 109.34 | loss trade | -72.35 | |
| Average | profit trade | 70.37 | loss trade | -55.41 | |
| Maximum | consecutive wins (profit in money) | 4 (284.72) | consecutive losses (loss in money) | 6 (-350.61) | |
| Maximal | consecutive profit (count of wins) | 284.72 (4) | consecutive loss (count of losses) | -350.61 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.12 16:00 | buy | 1 | 0.10 | 1.77952 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.12 16:00 | modify | 1 | 0.10 | 1.77952 | 1.77052 | 1.79452 | ||
| 3 | 2024.11.14 12:00 | s/l | 1 | 0.10 | 1.77052 | 1.77052 | 1.79452 | -63.12 | 936.88 |
| 4 | 2024.11.22 12:00 | buy | 2 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 12:00 | modify | 2 | 0.10 | 1.75148 | 1.74248 | 1.76648 | ||
| 6 | 2024.11.26 00:00 | t/p | 2 | 0.10 | 1.76648 | 1.74248 | 1.76648 | 107.65 | 1044.53 |
| 7 | 2024.11.27 16:00 | sell | 3 | 0.10 | 1.77814 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.27 16:00 | modify | 3 | 0.10 | 1.77814 | 1.78714 | 1.76314 | ||
| 9 | 2024.12.04 16:00 | s/l | 3 | 0.10 | 1.78714 | 1.78714 | 1.76314 | -71.33 | 973.19 |
| 10 | 2024.12.06 16:00 | sell | 4 | 0.10 | 1.80160 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.06 16:00 | modify | 4 | 0.10 | 1.80160 | 1.81060 | 1.78660 | ||
| 12 | 2024.12.11 00:00 | s/l | 4 | 0.10 | 1.81060 | 1.81060 | 1.78660 | -67.29 | 905.91 |
| 13 | 2024.12.17 16:00 | sell | 5 | 0.10 | 1.81886 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.17 16:00 | modify | 5 | 0.10 | 1.81886 | 1.82786 | 1.80386 | ||
| 15 | 2024.12.19 16:00 | t/p | 5 | 0.10 | 1.80386 | 1.82786 | 1.80386 | 103.03 | 1008.94 |
| 16 | 2024.12.19 16:00 | buy | 6 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.19 16:00 | modify | 6 | 0.10 | 1.80353 | 1.79453 | 1.81853 | ||
| 18 | 2025.01.02 12:00 | s/l | 6 | 0.10 | 1.79453 | 1.79453 | 1.81853 | -60.31 | 948.63 |
| 19 | 2025.01.02 16:00 | buy | 7 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.02 16:00 | modify | 7 | 0.10 | 1.78499 | 1.77599 | 1.79999 | ||
| 21 | 2025.01.03 16:00 | buy | 8 | 0.10 | 1.79104 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.03 16:00 | modify | 8 | 0.10 | 1.79104 | 1.78874 | 1.79999 | ||
| 23 | 2025.01.03 16:00 | modify | 7 | 0.10 | 1.78499 | 1.78874 | 1.79999 | ||
| 24 | 2025.01.06 16:00 | s/l | 7 | 0.10 | 1.78874 | 1.78874 | 1.79999 | 27.33 | 975.96 |
| 25 | 2025.01.06 16:00 | s/l | 8 | 0.10 | 1.78874 | 1.78874 | 1.79999 | -16.14 | 959.83 |
| 26 | 2025.01.08 12:00 | buy | 9 | 0.10 | 1.78070 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.08 12:00 | modify | 9 | 0.10 | 1.78070 | 1.77170 | 1.79570 | ||
| 28 | 2025.01.09 08:00 | s/l | 9 | 0.10 | 1.77170 | 1.77170 | 1.79570 | -63.42 | 896.41 |
| 29 | 2025.01.09 08:00 | buy | 10 | 0.10 | 1.76549 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.09 08:00 | modify | 10 | 0.10 | 1.76549 | 1.75649 | 1.78049 | ||
| 31 | 2025.01.09 16:00 | buy | 11 | 0.10 | 1.77161 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.09 16:00 | modify | 11 | 0.10 | 1.77161 | 1.76924 | 1.78049 | ||
| 33 | 2025.01.09 16:00 | modify | 10 | 0.10 | 1.76549 | 1.76924 | 1.78049 | ||
| 34 | 2025.01.10 04:00 | buy | 12 | 0.10 | 1.77303 | 0.00000 | 0.00000 | ||
| 35 | 2025.01.10 04:00 | modify | 12 | 0.10 | 1.77303 | 1.76924 | 1.78049 | ||
| 36 | 2025.01.10 08:00 | s/l | 10 | 0.10 | 1.76924 | 1.76924 | 1.78049 | 27.05 | 923.46 |
| 37 | 2025.01.10 08:00 | s/l | 11 | 0.10 | 1.76924 | 1.76924 | 1.78049 | -16.64 | 906.82 |
| 38 | 2025.01.10 08:00 | s/l | 12 | 0.10 | 1.76924 | 1.76924 | 1.78049 | -27.06 | 879.76 |
| 39 | 2025.01.13 12:00 | buy | 13 | 0.10 | 1.74790 | 0.00000 | 0.00000 | ||
| 40 | 2025.01.13 12:00 | modify | 13 | 0.10 | 1.74790 | 1.73890 | 1.76290 | ||
| 41 | 2025.01.16 00:00 | buy | 14 | 0.10 | 1.75390 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.16 00:00 | modify | 14 | 0.10 | 1.75390 | 1.75165 | 1.76290 | ||
| 43 | 2025.01.16 00:00 | modify | 13 | 0.10 | 1.74790 | 1.75165 | 1.76290 | ||
| 44 | 2025.01.16 08:00 | s/l | 13 | 0.10 | 1.75165 | 1.75165 | 1.76290 | 28.19 | 907.95 |
| 45 | 2025.01.16 08:00 | s/l | 14 | 0.10 | 1.75165 | 1.75165 | 1.76290 | -16.06 | 891.89 |
| 46 | 2025.01.24 16:00 | sell | 15 | 0.10 | 1.78836 | 0.00000 | 0.00000 | ||
| 47 | 2025.01.24 16:00 | modify | 15 | 0.10 | 1.78836 | 1.79736 | 1.77336 | ||
| 48 | 2025.01.27 16:00 | s/l | 15 | 0.10 | 1.79736 | 1.79736 | 1.77336 | -65.25 | 826.64 |
| 49 | 2025.02.06 12:00 | buy | 16 | 0.10 | 1.78350 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.06 12:00 | modify | 16 | 0.10 | 1.78350 | 1.77450 | 1.79850 | ||
| 51 | 2025.02.06 16:00 | s/l | 16 | 0.10 | 1.77450 | 1.77450 | 1.79850 | -64.26 | 762.38 |
| 52 | 2025.02.25 16:00 | sell | 17 | 0.10 | 1.80864 | 0.00000 | 0.00000 | ||
| 53 | 2025.02.25 16:00 | modify | 17 | 0.10 | 1.80864 | 1.81764 | 1.79364 | ||
| 54 | 2025.02.26 16:00 | s/l | 17 | 0.10 | 1.81764 | 1.81764 | 1.79364 | -65.25 | 697.13 |
| 55 | 2025.02.26 16:00 | sell | 18 | 0.10 | 1.82136 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.26 16:00 | modify | 18 | 0.10 | 1.82136 | 1.83036 | 1.80636 | ||
| 57 | 2025.03.03 16:00 | s/l | 18 | 0.10 | 1.83036 | 1.83036 | 1.80636 | -69.30 | 627.83 |
| 58 | 2025.03.04 20:00 | sell | 19 | 0.10 | 1.85246 | 0.00000 | 0.00000 | ||
| 59 | 2025.03.04 20:00 | modify | 19 | 0.10 | 1.85246 | 1.86146 | 1.83746 | ||
| 60 | 2025.03.07 20:00 | s/l | 19 | 0.10 | 1.86146 | 1.86146 | 1.83746 | -69.31 | 558.52 |
| 61 | 2025.03.11 16:00 | sell | 20 | 0.10 | 1.87222 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.11 16:00 | modify | 20 | 0.10 | 1.87222 | 1.88122 | 1.85722 | ||
| 63 | 2025.03.14 16:00 | t/p | 20 | 0.10 | 1.85722 | 1.88122 | 1.85722 | 102.02 | 660.54 |
| 64 | 2025.03.24 16:00 | buy | 21 | 0.10 | 1.84581 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.24 16:00 | modify | 21 | 0.10 | 1.84581 | 1.83681 | 1.86081 | ||
| 66 | 2025.03.26 12:00 | s/l | 21 | 0.10 | 1.83681 | 1.83681 | 1.86081 | -63.69 | 596.85 |
| 67 | 2025.03.27 16:00 | sell | 22 | 0.10 | 1.85561 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.27 16:00 | modify | 22 | 0.10 | 1.85561 | 1.86461 | 1.84061 | ||
| 69 | 2025.04.03 00:00 | s/l | 22 | 0.10 | 1.86461 | 1.86461 | 1.84061 | -71.33 | 525.52 |
| 70 | 2025.04.15 16:00 | sell | 23 | 0.10 | 1.84334 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.15 16:00 | modify | 23 | 0.10 | 1.84334 | 1.85234 | 1.82834 | ||
| 72 | 2025.04.17 20:00 | sell | 24 | 0.10 | 1.83571 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.17 20:00 | modify | 24 | 0.10 | 1.83571 | 1.83959 | 1.82834 | ||
| 74 | 2025.04.17 20:00 | modify | 23 | 0.10 | 1.84334 | 1.83959 | 1.82834 | ||
| 75 | 2025.04.18 04:00 | s/l | 23 | 0.10 | 1.83959 | 1.83959 | 1.82834 | 21.71 | 547.23 |
| 76 | 2025.04.18 04:00 | s/l | 24 | 0.10 | 1.83959 | 1.83959 | 1.82834 | -28.71 | 518.51 |
| 77 | 2025.04.21 08:00 | sell | 25 | 0.10 | 1.85032 | 0.00000 | 0.00000 | ||
| 78 | 2025.04.21 08:00 | modify | 25 | 0.10 | 1.85032 | 1.85932 | 1.83532 | ||
| 79 | 2025.04.22 20:00 | sell | 26 | 0.10 | 1.84273 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.22 20:00 | modify | 26 | 0.10 | 1.84273 | 1.84657 | 1.83532 | ||
| 81 | 2025.04.22 20:00 | modify | 25 | 0.10 | 1.85032 | 1.84657 | 1.83532 | ||
| 82 | 2025.04.23 00:00 | t/p | 25 | 0.10 | 1.83532 | 1.84657 | 1.83532 | 105.06 | 623.57 |
| 83 | 2025.04.23 00:00 | t/p | 26 | 0.10 | 1.83532 | 1.84657 | 1.83532 | 51.89 | 675.46 |
| 84 | 2025.04.28 16:00 | sell | 27 | 0.10 | 1.85595 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.28 16:00 | modify | 27 | 0.10 | 1.85595 | 1.86495 | 1.84095 | ||
| 86 | 2025.04.30 20:00 | t/p | 27 | 0.10 | 1.84095 | 1.86495 | 1.84095 | 105.06 | 780.51 |
| 87 | 2025.05.06 12:00 | sell | 28 | 0.10 | 1.84535 | 0.00000 | 0.00000 | ||
| 88 | 2025.05.06 12:00 | modify | 28 | 0.10 | 1.84535 | 1.85435 | 1.83035 | ||
| 89 | 2025.05.07 16:00 | sell | 29 | 0.10 | 1.83771 | 0.00000 | 0.00000 | ||
| 90 | 2025.05.07 16:00 | modify | 29 | 0.10 | 1.83771 | 1.84160 | 1.83035 | ||
| 91 | 2025.05.07 16:00 | modify | 28 | 0.10 | 1.84535 | 1.84160 | 1.83035 | ||
| 92 | 2025.05.08 04:00 | s/l | 28 | 0.10 | 1.84160 | 1.84160 | 1.83035 | 22.72 | 803.24 |
| 93 | 2025.05.08 04:00 | s/l | 29 | 0.10 | 1.84160 | 1.84160 | 1.83035 | -30.81 | 772.43 |
| 94 | 2025.05.09 16:00 | sell | 30 | 0.10 | 1.85417 | 0.00000 | 0.00000 | ||
| 95 | 2025.05.09 16:00 | modify | 30 | 0.10 | 1.85417 | 1.86317 | 1.83917 | ||
| 96 | 2025.05.12 12:00 | t/p | 30 | 0.10 | 1.83917 | 1.86317 | 1.83917 | 106.07 | 878.50 |
| 97 | 2025.05.19 08:00 | sell | 31 | 0.10 | 1.86509 | 0.00000 | 0.00000 | ||
| 98 | 2025.05.19 08:00 | modify | 31 | 0.10 | 1.86509 | 1.87409 | 1.85009 | ||
| 99 | 2025.05.23 20:00 | sell | 32 | 0.10 | 1.85736 | 0.00000 | 0.00000 | ||
| 100 | 2025.05.23 20:00 | modify | 32 | 0.10 | 1.85736 | 1.86134 | 1.85009 | ||
| 101 | 2025.05.23 20:00 | modify | 31 | 0.10 | 1.86509 | 1.86134 | 1.85009 | ||
| 102 | 2025.05.26 04:00 | s/l | 31 | 0.10 | 1.86134 | 1.86134 | 1.85009 | 19.69 | 898.19 |
| 103 | 2025.05.26 04:00 | s/l | 32 | 0.10 | 1.86134 | 1.86134 | 1.85009 | -29.42 | 868.76 |
| 104 | 2025.05.30 16:00 | buy | 33 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 105 | 2025.05.30 16:00 | modify | 33 | 0.10 | 1.85171 | 1.84271 | 1.86671 | ||
| 106 | 2025.06.11 08:00 | s/l | 33 | 0.10 | 1.84271 | 1.84271 | 1.86671 | -61.44 | 807.33 |
| 107 | 2025.06.23 16:00 | sell | 34 | 0.10 | 1.85774 | 0.00000 | 0.00000 | ||
| 108 | 2025.06.23 16:00 | modify | 34 | 0.10 | 1.85774 | 1.86674 | 1.84274 | ||
| 109 | 2025.06.24 12:00 | s/l | 34 | 0.10 | 1.86674 | 1.86674 | 1.84274 | -65.25 | 742.08 |
| 110 | 2025.07.02 12:00 | buy | 35 | 0.10 | 1.86443 | 0.00000 | 0.00000 | ||
| 111 | 2025.07.02 12:00 | modify | 35 | 0.10 | 1.86443 | 1.85543 | 1.87943 | ||
| 112 | 2025.07.02 16:00 | s/l | 35 | 0.10 | 1.85543 | 1.85543 | 1.87943 | -64.25 | 677.83 |
| 113 | 2025.07.11 16:00 | buy | 36 | 0.10 | 1.84735 | 0.00000 | 0.00000 | ||
| 114 | 2025.07.11 16:00 | modify | 36 | 0.10 | 1.84735 | 1.83835 | 1.86235 | ||
| 115 | 2025.07.14 16:00 | s/l | 36 | 0.10 | 1.83835 | 1.83835 | 1.86235 | -63.98 | 613.85 |
| 116 | 2025.08.07 12:00 | sell | 37 | 0.10 | 1.84278 | 0.00000 | 0.00000 | ||
| 117 | 2025.08.07 12:00 | modify | 37 | 0.10 | 1.84278 | 1.85178 | 1.82778 | ||
| 118 | 2025.08.11 08:00 | s/l | 37 | 0.10 | 1.85178 | 1.85178 | 1.82778 | -66.27 | 547.57 |
| 119 | 2025.09.02 08:00 | buy | 38 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 120 | 2025.09.02 08:00 | modify | 38 | 0.10 | 1.84689 | 1.83789 | 1.86189 | ||
| 121 | 2025.09.03 16:00 | buy | 39 | 0.10 | 1.85447 | 0.00000 | 0.00000 | ||
| 122 | 2025.09.03 16:00 | modify | 39 | 0.10 | 1.85447 | 1.85064 | 1.86189 | ||
| 123 | 2025.09.03 16:00 | modify | 38 | 0.10 | 1.84689 | 1.85064 | 1.86189 | ||
| 124 | 2025.09.05 16:00 | t/p | 38 | 0.10 | 1.86189 | 1.85064 | 1.86189 | 108.50 | 656.07 |
| 125 | 2025.09.05 16:00 | t/p | 39 | 0.10 | 1.86189 | 1.85064 | 1.86189 | 54.10 | 710.17 |
| 126 | 2025.09.05 16:00 | sell | 40 | 0.10 | 1.87188 | 0.00000 | 0.00000 | ||
| 127 | 2025.09.05 16:00 | modify | 40 | 0.10 | 1.87188 | 1.88088 | 1.85688 | ||
| 128 | 2025.09.15 12:00 | s/l | 40 | 0.10 | 1.88088 | 1.88088 | 1.85688 | -72.35 | 637.82 |
| 129 | 2025.09.18 16:00 | buy | 41 | 0.10 | 1.86925 | 0.00000 | 0.00000 | ||
| 130 | 2025.09.18 16:00 | modify | 41 | 0.10 | 1.86925 | 1.86025 | 1.88425 | ||
| 131 | 2025.09.19 16:00 | s/l | 41 | 0.10 | 1.86025 | 1.86025 | 1.88425 | -63.97 | 573.85 |
| 132 | 2025.09.19 16:00 | buy | 42 | 0.10 | 1.85724 | 0.00000 | 0.00000 | ||
| 133 | 2025.09.19 16:00 | modify | 42 | 0.10 | 1.85724 | 1.84824 | 1.87224 | ||
| 134 | 2025.09.29 12:00 | t/p | 42 | 0.10 | 1.87224 | 1.84824 | 1.87224 | 109.34 | 683.19 |
| 135 | 2025.10.01 16:00 | sell | 43 | 0.10 | 1.87964 | 0.00000 | 0.00000 | ||
| 136 | 2025.10.01 16:00 | modify | 43 | 0.10 | 1.87964 | 1.88864 | 1.86464 | ||
| 137 | 2025.10.09 08:00 | t/p | 43 | 0.10 | 1.86464 | 1.88864 | 1.86464 | 96.96 | 780.15 |
| 138 | 2025.10.22 08:00 | buy | 44 | 0.10 | 1.86617 | 0.00000 | 0.00000 | ||
| 139 | 2025.10.22 08:00 | modify | 44 | 0.10 | 1.86617 | 1.85717 | 1.88117 | ||
| 140 | 2025.10.28 16:00 | s/l | 44 | 0.10 | 1.85717 | 1.85717 | 1.88117 | -62.56 | 717.59 |
| 141 | 2025.10.28 16:00 | buy | 45 | 0.10 | 1.85076 | 0.00000 | 0.00000 | ||
| 142 | 2025.10.28 16:00 | modify | 45 | 0.10 | 1.85076 | 1.84176 | 1.86576 | ||
| 143 | 2025.10.29 08:00 | s/l | 45 | 0.10 | 1.84176 | 1.84176 | 1.86576 | -63.97 | 653.62 |
| 144 | 2025.10.29 08:00 | buy | 46 | 0.10 | 1.84281 | 0.00000 | 0.00000 | ||
| 145 | 2025.10.29 08:00 | modify | 46 | 0.10 | 1.84281 | 1.83381 | 1.85781 | ||
| 146 | 2025.10.29 20:00 | s/l | 46 | 0.10 | 1.83381 | 1.83381 | 1.85781 | -64.25 | 589.37 |