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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 235.77 | Gross profit | 984.52 | Gross loss | -748.75 |
| Profit factor | 1.31 | Expected payoff | 12.41 | ||
| Absolute drawdown | 324.63 | Maximal drawdown | 377.11 (35.83%) | Relative drawdown | 35.83% (377.11) |
| Total trades | 19 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 110.87 | loss trade | -139.02 | |
| Average | profit trade | 89.50 | loss trade | -93.59 | |
| Maximum | consecutive wins (profit in money) | 4 (383.68) | consecutive losses (loss in money) | 2 (-248.46) | |
| Maximal | consecutive profit (count of wins) | 383.68 (4) | consecutive loss (count of losses) | -248.46 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.01 12:00 | buy | 1 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.01 12:00 | modify | 1 | 0.10 | 1.76858 | 1.75358 | 1.78358 | ||
| 3 | 2024.08.06 16:00 | s/l | 1 | 0.10 | 1.75358 | 1.75358 | 1.78358 | -109.43 | 890.57 |
| 4 | 2024.08.20 20:00 | sell | 2 | 0.10 | 1.77522 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.20 20:00 | modify | 2 | 0.10 | 1.77522 | 1.79022 | 1.76022 | ||
| 6 | 2024.09.16 12:00 | s/l | 2 | 0.10 | 1.79022 | 1.79022 | 1.76022 | -139.02 | 751.54 |
| 7 | 2024.09.16 20:00 | sell | 3 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 8 | 2024.09.16 20:00 | modify | 3 | 0.10 | 1.79493 | 1.80993 | 1.77993 | ||
| 9 | 2024.09.18 04:00 | sell | 4 | 0.10 | 1.78881 | 0.00000 | 0.00000 | ||
| 10 | 2024.09.18 04:00 | modify | 4 | 0.10 | 1.78881 | 1.79043 | 1.77993 | ||
| 11 | 2024.09.18 04:00 | modify | 3 | 0.10 | 1.79493 | 1.79043 | 1.77993 | ||
| 12 | 2024.09.18 08:00 | s/l | 3 | 0.10 | 1.79043 | 1.79043 | 1.77993 | 30.95 | 782.49 |
| 13 | 2024.09.18 08:00 | s/l | 4 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -11.90 | 770.59 |
| 14 | 2024.09.19 16:00 | sell | 5 | 0.10 | 1.80054 | 0.00000 | 0.00000 | ||
| 15 | 2024.09.19 16:00 | modify | 5 | 0.10 | 1.80054 | 1.81554 | 1.78554 | ||
| 16 | 2024.10.03 08:00 | t/p | 5 | 0.10 | 1.78554 | 1.81554 | 1.78554 | 95.31 | 865.90 |
| 17 | 2024.10.28 16:00 | sell | 6 | 0.10 | 1.80455 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.28 16:00 | modify | 6 | 0.10 | 1.80455 | 1.81955 | 1.78955 | ||
| 19 | 2024.10.31 16:00 | t/p | 6 | 0.10 | 1.78955 | 1.81955 | 1.78955 | 104.91 | 970.81 |
| 20 | 2024.11.19 20:00 | buy | 7 | 0.10 | 1.77069 | 0.00000 | 0.00000 | ||
| 21 | 2024.11.19 20:00 | modify | 7 | 0.10 | 1.77069 | 1.75569 | 1.78569 | ||
| 22 | 2024.11.22 08:00 | s/l | 7 | 0.10 | 1.75569 | 1.75569 | 1.78569 | -108.86 | 861.95 |
| 23 | 2024.11.22 20:00 | buy | 8 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.22 20:00 | modify | 8 | 0.10 | 1.75148 | 1.73648 | 1.76648 | ||
| 25 | 2024.11.26 00:00 | t/p | 8 | 0.10 | 1.76648 | 1.73648 | 1.76648 | 110.86 | 972.81 |
| 26 | 2024.11.27 20:00 | sell | 9 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 27 | 2024.11.27 20:00 | modify | 9 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 28 | 2024.12.06 12:00 | s/l | 9 | 0.10 | 1.79296 | 1.79296 | 1.76296 | -121.97 | 850.84 |
| 29 | 2024.12.17 20:00 | sell | 10 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.17 20:00 | modify | 10 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 31 | 2024.12.19 16:00 | t/p | 10 | 0.10 | 1.80363 | 1.83363 | 1.80363 | 105.98 | 956.82 |
| 32 | 2024.12.29 20:00 | sell | 11 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.29 20:00 | modify | 11 | 0.10 | 1.81113 | 1.82613 | 1.79613 | ||
| 34 | 2024.12.31 00:00 | sell | 12 | 0.10 | 1.80052 | 0.00000 | 0.00000 | ||
| 35 | 2024.12.31 00:00 | modify | 12 | 0.10 | 1.80052 | 1.80513 | 1.79613 | ||
| 36 | 2024.12.31 00:00 | modify | 11 | 0.10 | 1.81113 | 1.80513 | 1.79613 | ||
| 37 | 2024.12.31 08:00 | s/l | 11 | 0.10 | 1.80513 | 1.80513 | 1.79613 | 41.97 | 998.79 |
| 38 | 2024.12.31 08:00 | s/l | 12 | 0.10 | 1.80513 | 1.80513 | 1.79613 | -33.88 | 964.91 |
| 39 | 2025.04.07 20:00 | buy | 13 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 40 | 2025.04.07 20:00 | modify | 13 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 41 | 2025.04.09 04:00 | t/p | 13 | 0.10 | 1.82623 | 1.79623 | 1.82623 | 110.87 | 1075.78 |
| 42 | 2025.04.14 20:00 | sell | 14 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.14 20:00 | modify | 14 | 0.10 | 1.82953 | 1.84453 | 1.81453 | ||
| 44 | 2025.04.15 16:00 | s/l | 14 | 0.10 | 1.84453 | 1.84453 | 1.81453 | -111.31 | 964.47 |
| 45 | 2025.04.16 12:00 | sell | 15 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.16 12:00 | modify | 15 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 47 | 2025.04.17 04:00 | t/p | 15 | 0.10 | 1.83216 | 1.86216 | 1.83216 | 107.04 | 1071.51 |
| 48 | 2025.04.21 12:00 | sell | 16 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 49 | 2025.04.21 12:00 | modify | 16 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 50 | 2025.04.22 20:00 | sell | 17 | 0.10 | 1.84273 | 0.00000 | 0.00000 | ||
| 51 | 2025.04.22 20:00 | modify | 17 | 0.10 | 1.84273 | 1.84876 | 1.83451 | ||
| 52 | 2025.04.22 20:00 | modify | 16 | 0.10 | 1.84951 | 1.84876 | 1.83451 | ||
| 53 | 2025.04.23 00:00 | t/p | 16 | 0.10 | 1.83451 | 1.84876 | 1.83451 | 108.11 | 1179.62 |
| 54 | 2025.04.23 00:00 | t/p | 17 | 0.10 | 1.83451 | 1.84876 | 1.83451 | 59.34 | 1238.96 |
| 55 | 2025.05.09 20:00 | sell | 18 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 56 | 2025.05.09 20:00 | modify | 18 | 0.10 | 1.85413 | 1.86913 | 1.83913 | ||
| 57 | 2025.05.12 12:00 | t/p | 18 | 0.10 | 1.83913 | 1.86913 | 1.83913 | 109.18 | 1348.15 |
| 58 | 2025.06.23 20:00 | sell | 19 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 59 | 2025.06.23 20:00 | modify | 19 | 0.10 | 1.85780 | 1.87280 | 1.84280 | ||
| 60 | 2025.06.25 16:00 | s/l | 19 | 0.10 | 1.87280 | 1.87280 | 1.84280 | -112.37 | 1235.77 |