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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79760 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1095.99 | Gross profit | 1403.18 | Gross loss | -307.19 |
| Profit factor | 4.57 | Expected payoff | 32.24 | ||
| Absolute drawdown | 72.77 | Maximal drawdown | 216.62 (16.49%) | Relative drawdown | 16.69% (197.18) |
| Total trades | 34 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
| Largest | profit trade | 107.94 | loss trade | -51.99 | |
| Average | profit trade | 58.47 | loss trade | -30.72 | |
| Maximum | consecutive wins (profit in money) | 13 (830.59) | consecutive losses (loss in money) | 3 (-112.32) | |
| Maximal | consecutive profit (count of wins) | 830.59 (13) | consecutive loss (count of losses) | -112.32 (3) | |
| Average | consecutive wins | 5 | 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 09:40 | 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 | 2024.12.30 15:20 | sell | 3 | 0.10 | 1.80576 | 0.00000 | 0.00000 | ||
| 7 | 2024.12.30 15:20 | modify | 3 | 0.10 | 1.80576 | 1.80751 | 1.79701 | ||
| 8 | 2024.12.30 15:20 | modify | 2 | 0.10 | 1.81201 | 1.80751 | 1.79701 | ||
| 9 | 2024.12.31 08:30 | sell | 4 | 0.10 | 1.80349 | 0.00000 | 0.00000 | ||
| 10 | 2024.12.31 08:30 | modify | 4 | 0.10 | 1.80349 | 1.80751 | 1.79701 | ||
| 11 | 2024.12.31 08:30 | sell | 5 | 0.10 | 1.80349 | 0.00000 | 0.00000 | ||
| 12 | 2024.12.31 08:30 | modify | 5 | 0.10 | 1.80349 | 1.80676 | 1.79701 | ||
| 13 | 2024.12.31 08:30 | modify | 3 | 0.10 | 1.80576 | 1.80676 | 1.79701 | ||
| 14 | 2024.12.31 08:30 | modify | 2 | 0.10 | 1.81201 | 1.80676 | 1.79701 | ||
| 15 | 2024.12.31 08:35 | modify | 4 | 0.10 | 1.80349 | 1.80676 | 1.79701 | ||
| 16 | 2025.01.02 10:40 | t/p | 2 | 0.10 | 1.79701 | 1.80676 | 1.79701 | 101.01 | 1052.15 |
| 17 | 2025.01.02 10:40 | t/p | 3 | 0.10 | 1.79701 | 1.80676 | 1.79701 | 57.41 | 1109.56 |
| 18 | 2025.01.02 10:40 | t/p | 4 | 0.10 | 1.79701 | 1.80676 | 1.79701 | 42.21 | 1151.78 |
| 19 | 2025.01.02 10:40 | t/p | 5 | 0.10 | 1.79701 | 1.80676 | 1.79701 | 42.21 | 1193.99 |
| 20 | 2025.01.02 16:00 | buy | 6 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.02 16:00 | modify | 6 | 0.10 | 1.78499 | 1.77799 | 1.79999 | ||
| 22 | 2025.01.03 15:30 | buy | 7 | 0.10 | 1.79112 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.03 15:30 | modify | 7 | 0.10 | 1.79112 | 1.78949 | 1.79999 | ||
| 24 | 2025.01.03 15:30 | modify | 6 | 0.10 | 1.78499 | 1.78949 | 1.79999 | ||
| 25 | 2025.01.06 05:40 | s/l | 6 | 0.10 | 1.78949 | 1.78949 | 1.79999 | 32.69 | 1226.68 |
| 26 | 2025.01.06 05:40 | s/l | 7 | 0.10 | 1.78949 | 1.78949 | 1.79999 | -11.36 | 1215.32 |
| 27 | 2025.02.25 16:00 | sell | 8 | 0.10 | 1.80864 | 0.00000 | 0.00000 | ||
| 28 | 2025.02.25 16:00 | modify | 8 | 0.10 | 1.80864 | 1.81564 | 1.79364 | ||
| 29 | 2025.02.26 13:20 | s/l | 8 | 0.10 | 1.81564 | 1.81564 | 1.79364 | -50.98 | 1164.34 |
| 30 | 2025.03.03 16:00 | sell | 9 | 0.10 | 1.82863 | 0.00000 | 0.00000 | ||
| 31 | 2025.03.03 16:00 | modify | 9 | 0.10 | 1.82863 | 1.83563 | 1.81363 | ||
| 32 | 2025.03.03 18:30 | s/l | 9 | 0.10 | 1.83563 | 1.83563 | 1.81363 | -49.98 | 1114.36 |
| 33 | 2025.03.26 16:00 | buy | 10 | 0.10 | 1.83731 | 0.00000 | 0.00000 | ||
| 34 | 2025.03.26 16:00 | modify | 10 | 0.10 | 1.83731 | 1.83031 | 1.85231 | ||
| 35 | 2025.03.27 04:40 | buy | 11 | 0.10 | 1.84348 | 0.00000 | 0.00000 | ||
| 36 | 2025.03.27 04:40 | modify | 11 | 0.10 | 1.84348 | 1.84181 | 1.85231 | ||
| 37 | 2025.03.27 04:40 | modify | 10 | 0.10 | 1.83731 | 1.84181 | 1.85231 | ||
| 38 | 2025.03.27 07:30 | buy | 12 | 0.10 | 1.84562 | 0.00000 | 0.00000 | ||
| 39 | 2025.03.27 07:30 | modify | 12 | 0.10 | 1.84562 | 1.84181 | 1.85231 | ||
| 40 | 2025.03.27 07:30 | buy | 13 | 0.10 | 1.84562 | 0.00000 | 0.00000 | ||
| 41 | 2025.03.27 07:30 | modify | 13 | 0.10 | 1.84562 | 1.84256 | 1.85231 | ||
| 42 | 2025.03.27 07:30 | modify | 11 | 0.10 | 1.84348 | 1.84256 | 1.85231 | ||
| 43 | 2025.03.27 07:30 | modify | 10 | 0.10 | 1.83731 | 1.84256 | 1.85231 | ||
| 44 | 2025.03.27 07:35 | modify | 12 | 0.10 | 1.84562 | 1.84256 | 1.85231 | ||
| 45 | 2025.03.27 13:05 | t/p | 10 | 0.10 | 1.85231 | 1.84256 | 1.85231 | 107.94 | 1222.31 |
| 46 | 2025.03.27 13:05 | t/p | 11 | 0.10 | 1.85231 | 1.84256 | 1.85231 | 63.05 | 1285.36 |
| 47 | 2025.03.27 13:05 | t/p | 12 | 0.10 | 1.85231 | 1.84256 | 1.85231 | 47.77 | 1333.13 |
| 48 | 2025.03.27 13:05 | t/p | 13 | 0.10 | 1.85231 | 1.84256 | 1.85231 | 47.77 | 1380.90 |
| 49 | 2025.04.07 16:00 | buy | 14 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.07 16:00 | modify | 14 | 0.10 | 1.81059 | 1.80359 | 1.82559 | ||
| 51 | 2025.04.08 17:30 | buy | 15 | 0.10 | 1.81667 | 0.00000 | 0.00000 | ||
| 52 | 2025.04.08 17:30 | modify | 15 | 0.10 | 1.81667 | 1.81509 | 1.82559 | ||
| 53 | 2025.04.08 17:30 | modify | 14 | 0.10 | 1.81059 | 1.81509 | 1.82559 | ||
| 54 | 2025.04.08 18:20 | buy | 16 | 0.10 | 1.81893 | 0.00000 | 0.00000 | ||
| 55 | 2025.04.08 18:20 | modify | 16 | 0.10 | 1.81893 | 1.81509 | 1.82559 | ||
| 56 | 2025.04.08 18:20 | buy | 17 | 0.10 | 1.81893 | 0.00000 | 0.00000 | ||
| 57 | 2025.04.08 18:20 | modify | 17 | 0.10 | 1.81893 | 1.81584 | 1.82559 | ||
| 58 | 2025.04.08 18:20 | modify | 15 | 0.10 | 1.81667 | 1.81584 | 1.82559 | ||
| 59 | 2025.04.08 18:20 | modify | 14 | 0.10 | 1.81059 | 1.81584 | 1.82559 | ||
| 60 | 2025.04.08 18:25 | modify | 16 | 0.10 | 1.81893 | 1.81584 | 1.82559 | ||
| 61 | 2025.04.09 01:05 | t/p | 14 | 0.10 | 1.82559 | 1.81584 | 1.82559 | 107.66 | 1488.56 |
| 62 | 2025.04.09 01:05 | t/p | 15 | 0.10 | 1.82559 | 1.81584 | 1.82559 | 63.97 | 1552.53 |
| 63 | 2025.04.09 01:05 | t/p | 16 | 0.10 | 1.82559 | 1.81584 | 1.82559 | 47.83 | 1600.36 |
| 64 | 2025.04.09 01:05 | t/p | 17 | 0.10 | 1.82559 | 1.81584 | 1.82559 | 47.83 | 1648.19 |
| 65 | 2025.04.28 16:00 | sell | 18 | 0.10 | 1.85595 | 0.00000 | 0.00000 | ||
| 66 | 2025.04.28 16:00 | modify | 18 | 0.10 | 1.85595 | 1.86295 | 1.84095 | ||
| 67 | 2025.04.30 09:10 | sell | 19 | 0.10 | 1.84994 | 0.00000 | 0.00000 | ||
| 68 | 2025.04.30 09:10 | modify | 19 | 0.10 | 1.84994 | 1.85145 | 1.84095 | ||
| 69 | 2025.04.30 09:10 | modify | 18 | 0.10 | 1.85595 | 1.85145 | 1.84095 | ||
| 70 | 2025.04.30 10:55 | sell | 20 | 0.10 | 1.84761 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.30 10:55 | modify | 20 | 0.10 | 1.84761 | 1.85145 | 1.84095 | ||
| 72 | 2025.04.30 10:55 | sell | 21 | 0.10 | 1.84761 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.30 10:55 | modify | 21 | 0.10 | 1.84761 | 1.85070 | 1.84095 | ||
| 74 | 2025.04.30 10:55 | modify | 19 | 0.10 | 1.84994 | 1.85070 | 1.84095 | ||
| 75 | 2025.04.30 10:55 | modify | 18 | 0.10 | 1.85595 | 1.85070 | 1.84095 | ||
| 76 | 2025.04.30 11:00 | modify | 20 | 0.10 | 1.84761 | 1.85070 | 1.84095 | ||
| 77 | 2025.04.30 17:40 | t/p | 18 | 0.10 | 1.84095 | 1.85070 | 1.84095 | 105.07 | 1753.26 |
| 78 | 2025.04.30 17:40 | t/p | 19 | 0.10 | 1.84095 | 1.85070 | 1.84095 | 64.18 | 1817.44 |
| 79 | 2025.04.30 17:40 | t/p | 20 | 0.10 | 1.84095 | 1.85070 | 1.84095 | 47.55 | 1864.99 |
| 80 | 2025.04.30 17:40 | t/p | 21 | 0.10 | 1.84095 | 1.85070 | 1.84095 | 47.55 | 1912.54 |
| 81 | 2025.05.30 16:00 | buy | 22 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 82 | 2025.05.30 16:00 | modify | 22 | 0.10 | 1.85171 | 1.84471 | 1.86671 | ||
| 83 | 2025.06.02 14:40 | buy | 23 | 0.10 | 1.85782 | 0.00000 | 0.00000 | ||
| 84 | 2025.06.02 14:40 | modify | 23 | 0.10 | 1.85782 | 1.85621 | 1.86671 | ||
| 85 | 2025.06.02 14:40 | modify | 22 | 0.10 | 1.85171 | 1.85621 | 1.86671 | ||
| 86 | 2025.06.02 14:55 | s/l | 22 | 0.10 | 1.85621 | 1.85621 | 1.86671 | 32.41 | 1944.95 |
| 87 | 2025.06.02 14:55 | s/l | 23 | 0.10 | 1.85621 | 1.85621 | 1.86671 | -11.49 | 1933.46 |
| 88 | 2025.07.02 16:00 | buy | 24 | 0.10 | 1.85536 | 0.00000 | 0.00000 | ||
| 89 | 2025.07.02 16:00 | modify | 24 | 0.10 | 1.85536 | 1.84836 | 1.87036 | ||
| 90 | 2025.07.07 15:20 | buy | 25 | 0.10 | 1.86140 | 0.00000 | 0.00000 | ||
| 91 | 2025.07.07 15:20 | modify | 25 | 0.10 | 1.86140 | 1.85986 | 1.87036 | ||
| 92 | 2025.07.07 15:20 | modify | 24 | 0.10 | 1.85536 | 1.85986 | 1.87036 | ||
| 93 | 2025.07.07 16:30 | s/l | 24 | 0.10 | 1.85986 | 1.85986 | 1.87036 | 33.54 | 1967.00 |
| 94 | 2025.07.07 16:30 | s/l | 25 | 0.10 | 1.85986 | 1.85986 | 1.87036 | -10.99 | 1956.01 |
| 95 | 2025.08.08 16:00 | sell | 26 | 0.10 | 1.84849 | 0.00000 | 0.00000 | ||
| 96 | 2025.08.08 16:00 | modify | 26 | 0.10 | 1.84849 | 1.85549 | 1.83349 | ||
| 97 | 2025.08.12 08:20 | s/l | 26 | 0.10 | 1.85549 | 1.85549 | 1.83349 | -51.99 | 1904.01 |
| 98 | 2025.09.05 16:00 | sell | 27 | 0.10 | 1.87188 | 0.00000 | 0.00000 | ||
| 99 | 2025.09.05 16:00 | modify | 27 | 0.10 | 1.87188 | 1.87888 | 1.85688 | ||
| 100 | 2025.09.08 04:05 | sell | 28 | 0.10 | 1.86587 | 0.00000 | 0.00000 | ||
| 101 | 2025.09.08 04:05 | modify | 28 | 0.10 | 1.86587 | 1.86738 | 1.85688 | ||
| 102 | 2025.09.08 04:05 | modify | 27 | 0.10 | 1.87188 | 1.86738 | 1.85688 | ||
| 103 | 2025.09.08 04:40 | s/l | 27 | 0.10 | 1.86738 | 1.86738 | 1.85688 | 31.11 | 1935.12 |
| 104 | 2025.09.08 04:40 | s/l | 28 | 0.10 | 1.86738 | 1.86738 | 1.85688 | -10.78 | 1924.34 |
| 105 | 2025.09.25 16:00 | buy | 29 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.25 16:00 | modify | 29 | 0.10 | 1.85884 | 1.85184 | 1.87384 | ||
| 107 | 2025.09.26 14:20 | buy | 30 | 0.10 | 1.86718 | 0.00000 | 0.00000 | ||
| 108 | 2025.09.26 14:20 | modify | 30 | 0.10 | 1.86718 | 1.86334 | 1.87384 | ||
| 109 | 2025.09.26 14:20 | buy | 31 | 0.10 | 1.86718 | 0.00000 | 0.00000 | ||
| 110 | 2025.09.26 14:20 | modify | 31 | 0.10 | 1.86718 | 1.86409 | 1.87384 | ||
| 111 | 2025.09.26 14:20 | modify | 29 | 0.10 | 1.85884 | 1.86409 | 1.87384 | ||
| 112 | 2025.09.26 14:25 | modify | 30 | 0.10 | 1.86718 | 1.86409 | 1.87384 | ||
| 113 | 2025.09.29 12:30 | t/p | 29 | 0.10 | 1.87384 | 1.86409 | 1.87384 | 107.65 | 2031.99 |
| 114 | 2025.09.29 12:30 | t/p | 30 | 0.10 | 1.87384 | 1.86409 | 1.87384 | 47.83 | 2079.83 |
| 115 | 2025.09.29 12:30 | t/p | 31 | 0.10 | 1.87384 | 1.86409 | 1.87384 | 47.83 | 2127.66 |
| 116 | 2025.10.01 16:00 | sell | 32 | 0.10 | 1.87964 | 0.00000 | 0.00000 | ||
| 117 | 2025.10.01 16:00 | modify | 32 | 0.10 | 1.87964 | 1.88664 | 1.86464 | ||
| 118 | 2025.10.02 13:40 | sell | 33 | 0.10 | 1.87359 | 0.00000 | 0.00000 | ||
| 119 | 2025.10.02 13:40 | modify | 33 | 0.10 | 1.87359 | 1.87514 | 1.86464 | ||
| 120 | 2025.10.02 13:40 | modify | 32 | 0.10 | 1.87964 | 1.87514 | 1.86464 | ||
| 121 | 2025.10.02 13:55 | s/l | 32 | 0.10 | 1.87514 | 1.87514 | 1.86464 | 29.09 | 2156.75 |
| 122 | 2025.10.02 13:55 | s/l | 33 | 0.10 | 1.87514 | 1.87514 | 1.86464 | -11.06 | 2145.69 |
| 123 | 2025.10.28 16:00 | buy | 34 | 0.10 | 1.85076 | 0.00000 | 0.00000 | ||
| 124 | 2025.10.28 16:00 | modify | 34 | 0.10 | 1.85076 | 1.84376 | 1.86576 | ||
| 125 | 2025.10.29 06:30 | s/l | 34 | 0.10 | 1.84376 | 1.84376 | 1.86576 | -49.70 | 2095.99 |