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=0; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 315.45 | Gross profit | 693.11 | Gross loss | -377.65 |
| Profit factor | 1.84 | Expected payoff | 18.56 | ||
| Absolute drawdown | 58.20 | Maximal drawdown | 184.50 (15.94%) | Relative drawdown | 15.94% (184.50) |
| Total trades | 17 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 8 (47.06%) | Loss trades (% of total) | 9 (52.94%) | ||
| Largest | profit trade | 107.94 | loss trade | -56.05 | |
| Average | profit trade | 86.64 | loss trade | -41.96 | |
| Maximum | consecutive wins (profit in money) | 3 (320.67) | consecutive losses (loss in money) | 3 (-120.19) | |
| Maximal | consecutive profit (count of wins) | 320.67 (3) | consecutive loss (count of losses) | -120.19 (3) | |
| 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 | 1.77252 | 1.79452 | ||
| 3 | 2024.11.14 12:00 | s/l | 1 | 0.10 | 1.77252 | 1.77252 | 1.79452 | -48.85 | 951.15 |
| 4 | 2024.12.27 16:00 | sell | 2 | 0.10 | 1.81201 | 0.00000 | 0.00000 | ||
| 5 | 2024.12.27 16:00 | modify | 2 | 0.10 | 1.81201 | 1.81901 | 1.79701 | ||
| 6 | 2025.01.02 12:00 | t/p | 2 | 0.10 | 1.79701 | 1.81901 | 1.79701 | 101.02 | 1052.16 |
| 7 | 2025.01.02 16:00 | buy | 3 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 8 | 2025.01.02 16:00 | modify | 3 | 0.10 | 1.78499 | 1.77799 | 1.79999 | ||
| 9 | 2025.01.03 16:00 | buy | 4 | 0.10 | 1.79104 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.03 16:00 | modify | 4 | 0.10 | 1.79104 | 1.78949 | 1.79999 | ||
| 11 | 2025.01.03 16:00 | modify | 3 | 0.10 | 1.78499 | 1.78949 | 1.79999 | ||
| 12 | 2025.01.06 08:00 | s/l | 3 | 0.10 | 1.78949 | 1.78949 | 1.79999 | 32.69 | 1084.86 |
| 13 | 2025.01.06 08:00 | s/l | 4 | 0.10 | 1.78949 | 1.78949 | 1.79999 | -10.79 | 1074.07 |
| 14 | 2025.02.25 16:00 | sell | 5 | 0.10 | 1.80864 | 0.00000 | 0.00000 | ||
| 15 | 2025.02.25 16:00 | modify | 5 | 0.10 | 1.80864 | 1.81564 | 1.79364 | ||
| 16 | 2025.02.26 16:00 | s/l | 5 | 0.10 | 1.81564 | 1.81564 | 1.79364 | -50.98 | 1023.09 |
| 17 | 2025.03.03 16:00 | sell | 6 | 0.10 | 1.82863 | 0.00000 | 0.00000 | ||
| 18 | 2025.03.03 16:00 | modify | 6 | 0.10 | 1.82863 | 1.83563 | 1.81363 | ||
| 19 | 2025.03.03 20:00 | s/l | 6 | 0.10 | 1.83563 | 1.83563 | 1.81363 | -49.98 | 973.11 |
| 20 | 2025.03.26 16:00 | buy | 7 | 0.10 | 1.83731 | 0.00000 | 0.00000 | ||
| 21 | 2025.03.26 16:00 | modify | 7 | 0.10 | 1.83731 | 1.83031 | 1.85231 | ||
| 22 | 2025.03.27 16:00 | t/p | 7 | 0.10 | 1.85231 | 1.83031 | 1.85231 | 107.94 | 1081.05 |
| 23 | 2025.04.07 16:00 | buy | 8 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 24 | 2025.04.07 16:00 | modify | 8 | 0.10 | 1.81059 | 1.80359 | 1.82559 | ||
| 25 | 2025.04.09 04:00 | t/p | 8 | 0.10 | 1.82559 | 1.80359 | 1.82559 | 107.66 | 1188.71 |
| 26 | 2025.04.28 16:00 | sell | 9 | 0.10 | 1.85595 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.28 16:00 | modify | 9 | 0.10 | 1.85595 | 1.86295 | 1.84095 | ||
| 28 | 2025.04.30 20:00 | t/p | 9 | 0.10 | 1.84095 | 1.86295 | 1.84095 | 105.07 | 1293.78 |
| 29 | 2025.05.30 16:00 | buy | 10 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 30 | 2025.05.30 16:00 | modify | 10 | 0.10 | 1.85171 | 1.84471 | 1.86671 | ||
| 31 | 2025.06.11 00:00 | s/l | 10 | 0.10 | 1.84471 | 1.84471 | 1.86671 | -47.17 | 1246.61 |
| 32 | 2025.07.02 16:00 | buy | 11 | 0.10 | 1.85536 | 0.00000 | 0.00000 | ||
| 33 | 2025.07.02 16:00 | modify | 11 | 0.10 | 1.85536 | 1.84836 | 1.87036 | ||
| 34 | 2025.07.09 12:00 | buy | 12 | 0.10 | 1.86156 | 0.00000 | 0.00000 | ||
| 35 | 2025.07.09 12:00 | modify | 12 | 0.10 | 1.86156 | 1.85986 | 1.87036 | ||
| 36 | 2025.07.09 12:00 | modify | 11 | 0.10 | 1.85536 | 1.85986 | 1.87036 | ||
| 37 | 2025.07.09 16:00 | s/l | 11 | 0.10 | 1.85986 | 1.85986 | 1.87036 | 34.10 | 1280.71 |
| 38 | 2025.07.09 16:00 | s/l | 12 | 0.10 | 1.85986 | 1.85986 | 1.87036 | -12.14 | 1268.57 |
| 39 | 2025.08.08 16:00 | sell | 13 | 0.10 | 1.84849 | 0.00000 | 0.00000 | ||
| 40 | 2025.08.08 16:00 | modify | 13 | 0.10 | 1.84849 | 1.85549 | 1.83349 | ||
| 41 | 2025.08.12 12:00 | s/l | 13 | 0.10 | 1.85549 | 1.85549 | 1.83349 | -51.99 | 1216.58 |
| 42 | 2025.09.05 16:00 | sell | 14 | 0.10 | 1.87188 | 0.00000 | 0.00000 | ||
| 43 | 2025.09.05 16:00 | modify | 14 | 0.10 | 1.87188 | 1.87888 | 1.85688 | ||
| 44 | 2025.09.11 16:00 | s/l | 14 | 0.10 | 1.87888 | 1.87888 | 1.85688 | -56.05 | 1160.53 |
| 45 | 2025.09.25 16:00 | buy | 15 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 46 | 2025.09.25 16:00 | modify | 15 | 0.10 | 1.85884 | 1.85184 | 1.87384 | ||
| 47 | 2025.09.29 16:00 | t/p | 15 | 0.10 | 1.87384 | 1.85184 | 1.87384 | 107.66 | 1268.19 |
| 48 | 2025.10.01 16:00 | sell | 16 | 0.10 | 1.87964 | 0.00000 | 0.00000 | ||
| 49 | 2025.10.01 16:00 | modify | 16 | 0.10 | 1.87964 | 1.88664 | 1.86464 | ||
| 50 | 2025.10.09 08:00 | t/p | 16 | 0.10 | 1.86464 | 1.88664 | 1.86464 | 96.96 | 1365.15 |
| 51 | 2025.10.28 16:00 | buy | 17 | 0.10 | 1.85076 | 0.00000 | 0.00000 | ||
| 52 | 2025.10.28 16:00 | modify | 17 | 0.10 | 1.85076 | 1.84376 | 1.86576 | ||
| 53 | 2025.10.29 08:00 | s/l | 17 | 0.10 | 1.84376 | 1.84376 | 1.86576 | -49.70 | 1315.45 |