Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 323.05 | Gross profit | 1709.17 | Gross loss | -1386.12 |
| Profit factor | 1.23 | Expected payoff | 7.51 | ||
| Absolute drawdown | 141.50 | Maximal drawdown | 381.47 (26.83%) | Relative drawdown | 26.83% (381.47) |
| Total trades | 43 | Short positions (won %) | 20 (45.00%) | Long positions (won %) | 23 (60.87%) |
| Profit trades (% of total) | 23 (53.49%) | Loss trades (% of total) | 20 (46.51%) | ||
| Largest | profit trade | 106.08 | loss trade | -90.43 | |
| Average | profit trade | 74.31 | loss trade | -69.31 | |
| Maximum | consecutive wins (profit in money) | 3 (309.86) | consecutive losses (loss in money) | 3 (-257.62) | |
| Maximal | consecutive profit (count of wins) | 309.86 (3) | consecutive loss (count of losses) | -257.62 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.12 16:00 | sell | 1 | 0.10 | 1.76926 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.12 16:00 | modify | 1 | 0.10 | 1.76926 | 1.78026 | 1.75526 | ||
| 3 | 2024.07.17 12:00 | s/l | 1 | 0.10 | 1.78026 | 1.78026 | 1.75526 | -84.04 | 915.96 |
| 4 | 2024.08.06 16:00 | buy | 2 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.06 16:00 | modify | 2 | 0.10 | 1.75105 | 1.74005 | 1.76505 | ||
| 6 | 2024.08.15 20:00 | t/p | 2 | 0.10 | 1.76505 | 1.74005 | 1.76505 | 106.08 | 1022.04 |
| 7 | 2024.09.11 16:00 | buy | 3 | 0.10 | 1.77094 | 0.00000 | 0.00000 | ||
| 8 | 2024.09.11 16:00 | modify | 3 | 0.10 | 1.77094 | 1.75994 | 1.78494 | ||
| 9 | 2024.09.13 08:00 | t/p | 3 | 0.10 | 1.78494 | 1.75994 | 1.78494 | 104.08 | 1126.12 |
| 10 | 2024.09.26 16:00 | sell | 4 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 11 | 2024.09.26 16:00 | modify | 4 | 0.10 | 1.80806 | 1.81906 | 1.79406 | ||
| 12 | 2024.10.01 16:00 | t/p | 4 | 0.10 | 1.79406 | 1.81906 | 1.79406 | 99.70 | 1225.82 |
| 13 | 2024.10.01 16:00 | buy | 5 | 0.10 | 1.79203 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.01 16:00 | modify | 5 | 0.10 | 1.79203 | 1.78103 | 1.80603 | ||
| 15 | 2024.10.03 08:00 | s/l | 5 | 0.10 | 1.78103 | 1.78103 | 1.80603 | -79.74 | 1146.08 |
| 16 | 2024.10.16 20:00 | buy | 6 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 17 | 2024.10.16 20:00 | modify | 6 | 0.10 | 1.78547 | 1.77447 | 1.79947 | ||
| 18 | 2024.10.18 08:00 | t/p | 6 | 0.10 | 1.79947 | 1.77447 | 1.79947 | 104.08 | 1250.16 |
| 19 | 2024.10.31 16:00 | buy | 7 | 0.10 | 1.79226 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.31 16:00 | modify | 7 | 0.10 | 1.79226 | 1.78126 | 1.80626 | ||
| 21 | 2024.11.01 12:00 | buy | 8 | 0.10 | 1.79949 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.01 12:00 | modify | 8 | 0.10 | 1.79949 | 1.79366 | 1.80626 | ||
| 23 | 2024.11.01 12:00 | modify | 7 | 0.10 | 1.79226 | 1.79366 | 1.80626 | ||
| 24 | 2024.11.01 20:00 | t/p | 7 | 0.10 | 1.80626 | 1.79366 | 1.80626 | 103.23 | 1353.39 |
| 25 | 2024.11.01 20:00 | t/p | 8 | 0.10 | 1.80626 | 1.79366 | 1.80626 | 49.78 | 1403.17 |
| 26 | 2024.11.12 16:00 | buy | 9 | 0.10 | 1.77952 | 0.00000 | 0.00000 | ||
| 27 | 2024.11.12 16:00 | modify | 9 | 0.10 | 1.77952 | 1.76852 | 1.79352 | ||
| 28 | 2024.11.19 16:00 | s/l | 9 | 0.10 | 1.76852 | 1.76852 | 1.79352 | -78.88 | 1324.28 |
| 29 | 2024.11.27 16:00 | sell | 10 | 0.10 | 1.77814 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.27 16:00 | modify | 10 | 0.10 | 1.77814 | 1.78914 | 1.76414 | ||
| 31 | 2024.12.04 20:00 | s/l | 10 | 0.10 | 1.78914 | 1.78914 | 1.76414 | -88.30 | 1235.98 |
| 32 | 2024.12.06 16:00 | sell | 11 | 0.10 | 1.80160 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.06 16:00 | modify | 11 | 0.10 | 1.80160 | 1.81260 | 1.78760 | ||
| 34 | 2024.12.17 08:00 | s/l | 11 | 0.10 | 1.81260 | 1.81260 | 1.78760 | -90.43 | 1145.55 |
| 35 | 2024.12.17 16:00 | sell | 12 | 0.10 | 1.81886 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.17 16:00 | modify | 12 | 0.10 | 1.81886 | 1.82986 | 1.80486 | ||
| 37 | 2024.12.19 16:00 | t/p | 12 | 0.10 | 1.80486 | 1.82986 | 1.80486 | 98.63 | 1244.17 |
| 38 | 2024.12.19 16:00 | buy | 13 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 39 | 2024.12.19 16:00 | modify | 13 | 0.10 | 1.80353 | 1.79253 | 1.81753 | ||
| 40 | 2025.01.02 16:00 | s/l | 13 | 0.10 | 1.79253 | 1.79253 | 1.81753 | -76.89 | 1167.28 |
| 41 | 2025.01.02 16:00 | buy | 14 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.02 16:00 | modify | 14 | 0.10 | 1.78499 | 1.77399 | 1.79899 | ||
| 43 | 2025.01.06 08:00 | buy | 15 | 0.10 | 1.79229 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.06 08:00 | modify | 15 | 0.10 | 1.79229 | 1.78639 | 1.79899 | ||
| 45 | 2025.01.06 08:00 | modify | 14 | 0.10 | 1.78499 | 1.78639 | 1.79899 | ||
| 46 | 2025.01.06 20:00 | t/p | 14 | 0.10 | 1.79899 | 1.78639 | 1.79899 | 103.51 | 1270.79 |
| 47 | 2025.01.06 20:00 | t/p | 15 | 0.10 | 1.79899 | 1.78639 | 1.79899 | 49.27 | 1320.06 |
| 48 | 2025.01.24 16:00 | sell | 16 | 0.10 | 1.78836 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.24 16:00 | modify | 16 | 0.10 | 1.78836 | 1.79936 | 1.77436 | ||
| 50 | 2025.01.27 16:00 | s/l | 16 | 0.10 | 1.79936 | 1.79936 | 1.77436 | -81.92 | 1238.15 |
| 51 | 2025.02.06 16:00 | buy | 17 | 0.10 | 1.77801 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.06 16:00 | modify | 17 | 0.10 | 1.77801 | 1.76701 | 1.79201 | ||
| 53 | 2025.02.07 12:00 | buy | 18 | 0.10 | 1.78518 | 0.00000 | 0.00000 | ||
| 54 | 2025.02.07 12:00 | modify | 18 | 0.10 | 1.78518 | 1.77941 | 1.79201 | ||
| 55 | 2025.02.07 12:00 | modify | 17 | 0.10 | 1.77801 | 1.77941 | 1.79201 | ||
| 56 | 2025.02.07 16:00 | s/l | 17 | 0.10 | 1.77941 | 1.77941 | 1.79201 | 10.59 | 1248.73 |
| 57 | 2025.02.07 16:00 | s/l | 18 | 0.10 | 1.77941 | 1.77941 | 1.79201 | -42.42 | 1206.31 |
| 58 | 2025.02.25 20:00 | sell | 19 | 0.10 | 1.81188 | 0.00000 | 0.00000 | ||
| 59 | 2025.02.25 20:00 | modify | 19 | 0.10 | 1.81188 | 1.82288 | 1.79788 | ||
| 60 | 2025.02.26 20:00 | s/l | 19 | 0.10 | 1.82288 | 1.82288 | 1.79788 | -81.91 | 1124.41 |
| 61 | 2025.03.03 20:00 | sell | 20 | 0.10 | 1.83992 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.03 20:00 | modify | 20 | 0.10 | 1.83992 | 1.85092 | 1.82592 | ||
| 63 | 2025.03.04 20:00 | s/l | 20 | 0.10 | 1.85092 | 1.85092 | 1.82592 | -81.91 | 1042.50 |
| 64 | 2025.03.04 20:00 | sell | 21 | 0.10 | 1.85246 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.04 20:00 | modify | 21 | 0.10 | 1.85246 | 1.86346 | 1.83846 | ||
| 66 | 2025.03.06 04:00 | sell | 22 | 0.10 | 1.84603 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.06 04:00 | modify | 22 | 0.10 | 1.84603 | 1.84826 | 1.83846 | ||
| 68 | 2025.03.06 04:00 | modify | 21 | 0.10 | 1.85246 | 1.84826 | 1.83846 | ||
| 69 | 2025.03.06 08:00 | s/l | 21 | 0.10 | 1.84826 | 1.84826 | 1.83846 | 26.61 | 1069.11 |
| 70 | 2025.03.06 08:00 | s/l | 22 | 0.10 | 1.84826 | 1.84826 | 1.83846 | -16.38 | 1052.73 |
| 71 | 2025.03.06 16:00 | buy | 23 | 0.10 | 1.83957 | 0.00000 | 0.00000 | ||
| 72 | 2025.03.06 16:00 | modify | 23 | 0.10 | 1.83957 | 1.82857 | 1.85357 | ||
| 73 | 2025.03.07 08:00 | buy | 24 | 0.10 | 1.84607 | 0.00000 | 0.00000 | ||
| 74 | 2025.03.07 08:00 | modify | 24 | 0.10 | 1.84607 | 1.84377 | 1.85357 | ||
| 75 | 2025.03.07 08:00 | modify | 23 | 0.10 | 1.83957 | 1.84377 | 1.85357 | ||
| 76 | 2025.03.07 16:00 | t/p | 23 | 0.10 | 1.85357 | 1.84377 | 1.85357 | 103.23 | 1155.95 |
| 77 | 2025.03.07 16:00 | t/p | 24 | 0.10 | 1.85357 | 1.84377 | 1.85357 | 55.15 | 1211.10 |
| 78 | 2025.03.07 16:00 | sell | 25 | 0.10 | 1.85586 | 0.00000 | 0.00000 | ||
| 79 | 2025.03.07 16:00 | modify | 25 | 0.10 | 1.85586 | 1.86686 | 1.84186 | ||
| 80 | 2025.03.10 16:00 | s/l | 25 | 0.10 | 1.86686 | 1.86686 | 1.84186 | -81.92 | 1129.18 |
| 81 | 2025.03.11 16:00 | sell | 26 | 0.10 | 1.87222 | 0.00000 | 0.00000 | ||
| 82 | 2025.03.11 16:00 | modify | 26 | 0.10 | 1.87222 | 1.88322 | 1.85822 | ||
| 83 | 2025.03.14 16:00 | t/p | 26 | 0.10 | 1.85822 | 1.88322 | 1.85822 | 97.56 | 1226.74 |
| 84 | 2025.03.14 16:00 | buy | 27 | 0.10 | 1.85729 | 0.00000 | 0.00000 | ||
| 85 | 2025.03.14 16:00 | modify | 27 | 0.10 | 1.85729 | 1.84629 | 1.87129 | ||
| 86 | 2025.03.24 16:00 | s/l | 27 | 0.10 | 1.84629 | 1.84629 | 1.87129 | -78.60 | 1148.15 |
| 87 | 2025.03.24 16:00 | buy | 28 | 0.10 | 1.84581 | 0.00000 | 0.00000 | ||
| 88 | 2025.03.24 16:00 | modify | 28 | 0.10 | 1.84581 | 1.83481 | 1.85981 | ||
| 89 | 2025.03.25 16:00 | buy | 29 | 0.10 | 1.85296 | 0.00000 | 0.00000 | ||
| 90 | 2025.03.25 16:00 | modify | 29 | 0.10 | 1.85296 | 1.84721 | 1.85981 | ||
| 91 | 2025.03.25 16:00 | modify | 28 | 0.10 | 1.84581 | 1.84721 | 1.85981 | ||
| 92 | 2025.03.26 00:00 | s/l | 28 | 0.10 | 1.84721 | 1.84721 | 1.85981 | 10.87 | 1159.02 |
| 93 | 2025.03.26 00:00 | s/l | 29 | 0.10 | 1.84721 | 1.84721 | 1.85981 | -41.99 | 1117.02 |
| 94 | 2025.03.27 16:00 | sell | 30 | 0.10 | 1.85561 | 0.00000 | 0.00000 | ||
| 95 | 2025.03.27 16:00 | modify | 30 | 0.10 | 1.85561 | 1.86661 | 1.84161 | ||
| 96 | 2025.03.30 20:00 | sell | 31 | 0.10 | 1.84841 | 0.00000 | 0.00000 | ||
| 97 | 2025.03.30 20:00 | modify | 31 | 0.10 | 1.84841 | 1.85421 | 1.84161 | ||
| 98 | 2025.03.30 20:00 | modify | 30 | 0.10 | 1.85561 | 1.85421 | 1.84161 | ||
| 99 | 2025.03.31 04:00 | s/l | 30 | 0.10 | 1.85421 | 1.85421 | 1.84161 | 8.16 | 1125.18 |
| 100 | 2025.03.31 04:00 | s/l | 31 | 0.10 | 1.85421 | 1.85421 | 1.84161 | -43.69 | 1081.49 |
| 101 | 2025.04.01 16:00 | buy | 32 | 0.10 | 1.85025 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.01 16:00 | modify | 32 | 0.10 | 1.85025 | 1.83925 | 1.86425 | ||
| 103 | 2025.04.03 00:00 | t/p | 32 | 0.10 | 1.86425 | 1.83925 | 1.86425 | 104.08 | 1185.57 |
| 104 | 2025.04.03 16:00 | buy | 33 | 0.10 | 1.84402 | 0.00000 | 0.00000 | ||
| 105 | 2025.04.03 16:00 | modify | 33 | 0.10 | 1.84402 | 1.83302 | 1.85802 | ||
| 106 | 2025.04.04 20:00 | s/l | 33 | 0.10 | 1.83302 | 1.83302 | 1.85802 | -80.59 | 1104.98 |
| 107 | 2025.04.07 16:00 | buy | 34 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 108 | 2025.04.07 16:00 | modify | 34 | 0.10 | 1.81059 | 1.79959 | 1.82459 | ||
| 109 | 2025.04.09 04:00 | t/p | 34 | 0.10 | 1.82459 | 1.79959 | 1.82459 | 103.51 | 1208.49 |
| 110 | 2025.04.09 20:00 | buy | 35 | 0.10 | 1.80687 | 0.00000 | 0.00000 | ||
| 111 | 2025.04.09 20:00 | modify | 35 | 0.10 | 1.80687 | 1.79587 | 1.82087 | ||
| 112 | 2025.04.10 12:00 | t/p | 35 | 0.10 | 1.82087 | 1.79587 | 1.82087 | 103.79 | 1312.27 |
| 113 | 2025.04.15 16:00 | sell | 36 | 0.10 | 1.84334 | 0.00000 | 0.00000 | ||
| 114 | 2025.04.15 16:00 | modify | 36 | 0.10 | 1.84334 | 1.85434 | 1.82934 | ||
| 115 | 2025.04.17 16:00 | sell | 37 | 0.10 | 1.83680 | 0.00000 | 0.00000 | ||
| 116 | 2025.04.17 16:00 | modify | 37 | 0.10 | 1.83680 | 1.83914 | 1.82934 | ||
| 117 | 2025.04.17 16:00 | modify | 36 | 0.10 | 1.84334 | 1.83914 | 1.82934 | ||
| 118 | 2025.04.18 04:00 | s/l | 36 | 0.10 | 1.83914 | 1.83914 | 1.82934 | 25.54 | 1337.81 |
| 119 | 2025.04.18 04:00 | s/l | 37 | 0.10 | 1.83914 | 1.83914 | 1.82934 | -18.27 | 1319.55 |
| 120 | 2025.04.28 16:00 | sell | 38 | 0.10 | 1.85595 | 0.00000 | 0.00000 | ||
| 121 | 2025.04.28 16:00 | modify | 38 | 0.10 | 1.85595 | 1.86695 | 1.84195 | ||
| 122 | 2025.04.30 12:00 | sell | 39 | 0.10 | 1.84728 | 0.00000 | 0.00000 | ||
| 123 | 2025.04.30 12:00 | modify | 39 | 0.10 | 1.84728 | 1.85035 | 1.84195 | ||
| 124 | 2025.04.30 12:00 | modify | 38 | 0.10 | 1.85595 | 1.85035 | 1.84195 | ||
| 125 | 2025.04.30 16:00 | t/p | 38 | 0.10 | 1.84195 | 1.85035 | 1.84195 | 100.76 | 1420.31 |
| 126 | 2025.04.30 16:00 | t/p | 39 | 0.10 | 1.84195 | 1.85035 | 1.84195 | 39.17 | 1459.48 |
| 127 | 2025.04.30 16:00 | buy | 40 | 0.10 | 1.84252 | 0.00000 | 0.00000 | ||
| 128 | 2025.04.30 16:00 | modify | 40 | 0.10 | 1.84252 | 1.83152 | 1.85652 | ||
| 129 | 2025.05.02 16:00 | s/l | 40 | 0.10 | 1.83152 | 1.83152 | 1.85652 | -79.74 | 1379.74 |
| 130 | 2025.05.09 16:00 | sell | 41 | 0.10 | 1.85417 | 0.00000 | 0.00000 | ||
| 131 | 2025.05.09 16:00 | modify | 41 | 0.10 | 1.85417 | 1.86517 | 1.84017 | ||
| 132 | 2025.05.12 08:00 | t/p | 41 | 0.10 | 1.84017 | 1.86517 | 1.84017 | 101.82 | 1481.56 |
| 133 | 2025.05.30 16:00 | buy | 42 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 134 | 2025.05.30 16:00 | modify | 42 | 0.10 | 1.85171 | 1.84071 | 1.86571 | ||
| 135 | 2025.06.16 00:00 | s/l | 42 | 0.10 | 1.84071 | 1.84071 | 1.86571 | -76.60 | 1404.96 |
| 136 | 2025.06.23 16:00 | sell | 43 | 0.10 | 1.85774 | 0.00000 | 0.00000 | ||
| 137 | 2025.06.23 16:00 | modify | 43 | 0.10 | 1.85774 | 1.86874 | 1.84374 | ||
| 138 | 2025.06.24 20:00 | s/l | 43 | 0.10 | 1.86874 | 1.86874 | 1.84374 | -81.91 | 1323.05 |