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 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1908 | Ticks modelled | 25773298 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 113.84 | Gross profit | 878.73 | Gross loss | -764.89 |
| Profit factor | 1.15 | Expected payoff | 2.92 | ||
| Absolute drawdown | 155.22 | Maximal drawdown | 306.21 (21.56%) | Relative drawdown | 23.02% (252.56) |
| Total trades | 39 | Short positions (won %) | 29 (55.17%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 19 (48.72%) | Loss trades (% of total) | 20 (51.28%) | ||
| Largest | profit trade | 105.98 | loss trade | -112.37 | |
| Average | profit trade | 46.25 | loss trade | -38.24 | |
| Maximum | consecutive wins (profit in money) | 4 (265.16) | consecutive losses (loss in money) | 2 (-145.44) | |
| Maximal | consecutive profit (count of wins) | 265.16 (4) | consecutive loss (count of losses) | -145.44 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | 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 | 2024.08.02 13:11 | buy | 2 | 0.10 | 1.77461 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.02 13:11 | modify | 2 | 0.10 | 1.77461 | 1.77308 | 1.78358 | ||
| 5 | 2024.08.02 13:11 | modify | 1 | 0.10 | 1.76858 | 1.77308 | 1.78358 | ||
| 6 | 2024.08.02 13:20 | buy | 3 | 0.10 | 1.77539 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.02 13:20 | modify | 3 | 0.10 | 1.77539 | 1.76933 | 1.78358 | ||
| 8 | 2024.08.02 13:20 | modify | 3 | 0.10 | 1.77539 | 1.77308 | 1.78358 | ||
| 9 | 2024.08.02 15:27 | s/l | 1 | 0.10 | 1.77308 | 1.77308 | 1.78358 | 33.38 | 1033.38 |
| 10 | 2024.08.02 15:27 | s/l | 2 | 0.10 | 1.77308 | 1.77308 | 1.78358 | -11.25 | 1022.13 |
| 11 | 2024.08.02 15:27 | s/l | 3 | 0.10 | 1.77308 | 1.77308 | 1.78358 | -16.98 | 1005.15 |
| 12 | 2024.08.20 20:00 | sell | 4 | 0.10 | 1.77522 | 0.00000 | 0.00000 | ||
| 13 | 2024.08.20 20:00 | modify | 4 | 0.10 | 1.77522 | 1.79022 | 1.76022 | ||
| 14 | 2024.08.30 19:01 | sell | 5 | 0.10 | 1.76922 | 0.00000 | 0.00000 | ||
| 15 | 2024.08.30 19:01 | modify | 5 | 0.10 | 1.76922 | 1.77072 | 1.76022 | ||
| 16 | 2024.08.30 19:01 | modify | 4 | 0.10 | 1.77522 | 1.77072 | 1.76022 | ||
| 17 | 2024.08.30 19:46 | sell | 6 | 0.10 | 1.76845 | 0.00000 | 0.00000 | ||
| 18 | 2024.08.30 19:46 | modify | 6 | 0.10 | 1.76845 | 1.77447 | 1.76022 | ||
| 19 | 2024.08.30 19:46 | modify | 6 | 0.10 | 1.76845 | 1.77072 | 1.76022 | ||
| 20 | 2024.08.30 20:03 | s/l | 4 | 0.10 | 1.77072 | 1.77072 | 1.76022 | 20.28 | 1025.42 |
| 21 | 2024.08.30 20:03 | s/l | 5 | 0.10 | 1.77072 | 1.77072 | 1.76022 | -11.03 | 1014.39 |
| 22 | 2024.08.30 20:03 | s/l | 6 | 0.10 | 1.77072 | 1.77072 | 1.76022 | -16.69 | 997.70 |
| 23 | 2024.09.16 20:00 | sell | 7 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
| 24 | 2024.09.16 20:00 | modify | 7 | 0.10 | 1.79493 | 1.80993 | 1.77993 | ||
| 25 | 2024.09.17 16:16 | sell | 8 | 0.10 | 1.78893 | 0.00000 | 0.00000 | ||
| 26 | 2024.09.17 16:16 | modify | 8 | 0.10 | 1.78893 | 1.79043 | 1.77993 | ||
| 27 | 2024.09.17 16:16 | modify | 7 | 0.10 | 1.79493 | 1.79043 | 1.77993 | ||
| 28 | 2024.09.17 17:33 | sell | 9 | 0.10 | 1.78818 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.17 17:33 | modify | 9 | 0.10 | 1.78818 | 1.79418 | 1.77993 | ||
| 30 | 2024.09.17 17:33 | modify | 9 | 0.10 | 1.78818 | 1.79043 | 1.77993 | ||
| 31 | 2024.09.17 20:20 | s/l | 7 | 0.10 | 1.79043 | 1.79043 | 1.77993 | 32.01 | 1029.72 |
| 32 | 2024.09.17 20:20 | s/l | 8 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -11.02 | 1018.70 |
| 33 | 2024.09.17 20:20 | s/l | 9 | 0.10 | 1.79043 | 1.79043 | 1.77993 | -16.53 | 1002.17 |
| 34 | 2024.09.19 16:00 | sell | 10 | 0.10 | 1.80054 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.19 16:00 | modify | 10 | 0.10 | 1.80054 | 1.81554 | 1.78554 | ||
| 36 | 2024.09.25 21:05 | sell | 11 | 0.10 | 1.79429 | 0.00000 | 0.00000 | ||
| 37 | 2024.09.25 21:05 | modify | 11 | 0.10 | 1.79429 | 1.79604 | 1.78554 | ||
| 38 | 2024.09.25 21:05 | modify | 10 | 0.10 | 1.80054 | 1.79604 | 1.78554 | ||
| 39 | 2024.09.25 21:08 | s/l | 10 | 0.10 | 1.79604 | 1.79604 | 1.78554 | 28.82 | 1030.98 |
| 40 | 2024.09.25 21:08 | s/l | 11 | 0.10 | 1.79604 | 1.79604 | 1.78554 | -12.86 | 1018.12 |
| 41 | 2024.09.26 20:00 | sell | 12 | 0.10 | 1.80698 | 0.00000 | 0.00000 | ||
| 42 | 2024.09.26 20:00 | modify | 12 | 0.10 | 1.80698 | 1.82198 | 1.79198 | ||
| 43 | 2024.10.01 11:25 | sell | 13 | 0.10 | 1.80094 | 0.00000 | 0.00000 | ||
| 44 | 2024.10.01 11:25 | modify | 13 | 0.10 | 1.80094 | 1.80248 | 1.79198 | ||
| 45 | 2024.10.01 11:25 | modify | 12 | 0.10 | 1.80698 | 1.80248 | 1.79198 | ||
| 46 | 2024.10.01 12:30 | s/l | 12 | 0.10 | 1.80248 | 1.80248 | 1.79198 | 29.87 | 1047.99 |
| 47 | 2024.10.01 12:30 | s/l | 13 | 0.10 | 1.80248 | 1.80248 | 1.79198 | -11.32 | 1036.67 |
| 48 | 2024.10.02 08:00 | buy | 14 | 0.10 | 1.79188 | 0.00000 | 0.00000 | ||
| 49 | 2024.10.02 08:00 | modify | 14 | 0.10 | 1.79188 | 1.77688 | 1.80688 | ||
| 50 | 2024.10.03 08:09 | s/l | 14 | 0.10 | 1.77688 | 1.77688 | 1.80688 | -109.43 | 927.24 |
| 51 | 2024.10.28 16:00 | sell | 15 | 0.10 | 1.80455 | 0.00000 | 0.00000 | ||
| 52 | 2024.10.28 16:00 | modify | 15 | 0.10 | 1.80455 | 1.81955 | 1.78955 | ||
| 53 | 2024.10.31 13:56 | sell | 16 | 0.10 | 1.79854 | 0.00000 | 0.00000 | ||
| 54 | 2024.10.31 13:56 | modify | 16 | 0.10 | 1.79854 | 1.80005 | 1.78955 | ||
| 55 | 2024.10.31 13:56 | modify | 15 | 0.10 | 1.80455 | 1.80005 | 1.78955 | ||
| 56 | 2024.10.31 13:57 | sell | 17 | 0.10 | 1.79777 | 0.00000 | 0.00000 | ||
| 57 | 2024.10.31 13:57 | modify | 17 | 0.10 | 1.79777 | 1.80380 | 1.78955 | ||
| 58 | 2024.10.31 13:57 | modify | 17 | 0.10 | 1.79777 | 1.80005 | 1.78955 | ||
| 59 | 2024.10.31 14:05 | sell | 18 | 0.10 | 1.79391 | 0.00000 | 0.00000 | ||
| 60 | 2024.10.31 14:05 | modify | 18 | 0.10 | 1.79391 | 1.79855 | 1.78955 | ||
| 61 | 2024.10.31 14:05 | modify | 16 | 0.10 | 1.79854 | 1.79855 | 1.78955 | ||
| 62 | 2024.10.31 14:05 | modify | 17 | 0.10 | 1.79777 | 1.79855 | 1.78955 | ||
| 63 | 2024.10.31 14:05 | modify | 15 | 0.10 | 1.80455 | 1.79855 | 1.78955 | ||
| 64 | 2024.10.31 15:06 | t/p | 15 | 0.10 | 1.78955 | 1.79855 | 1.78955 | 104.91 | 1032.15 |
| 65 | 2024.10.31 15:06 | t/p | 16 | 0.10 | 1.78955 | 1.79855 | 1.78955 | 66.07 | 1098.22 |
| 66 | 2024.10.31 15:06 | t/p | 17 | 0.10 | 1.78955 | 1.79855 | 1.78955 | 60.41 | 1158.63 |
| 67 | 2024.10.31 15:06 | t/p | 18 | 0.10 | 1.78955 | 1.79855 | 1.78955 | 32.04 | 1190.67 |
| 68 | 2024.11.19 20:00 | buy | 19 | 0.10 | 1.77069 | 0.00000 | 0.00000 | ||
| 69 | 2024.11.19 20:00 | modify | 19 | 0.10 | 1.77069 | 1.75569 | 1.78569 | ||
| 70 | 2024.11.22 07:00 | s/l | 19 | 0.10 | 1.75569 | 1.75569 | 1.78569 | -108.86 | 1081.80 |
| 71 | 2024.11.22 20:00 | buy | 20 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 72 | 2024.11.22 20:00 | modify | 20 | 0.10 | 1.75148 | 1.73648 | 1.76648 | ||
| 73 | 2024.11.25 05:01 | buy | 21 | 0.10 | 1.75750 | 0.00000 | 0.00000 | ||
| 74 | 2024.11.25 05:01 | modify | 21 | 0.10 | 1.75750 | 1.75598 | 1.76648 | ||
| 75 | 2024.11.25 05:01 | modify | 20 | 0.10 | 1.75148 | 1.75598 | 1.76648 | ||
| 76 | 2024.11.25 05:35 | s/l | 20 | 0.10 | 1.75598 | 1.75598 | 1.76648 | 33.37 | 1115.17 |
| 77 | 2024.11.25 05:35 | s/l | 21 | 0.10 | 1.75598 | 1.75598 | 1.76648 | -11.18 | 1103.99 |
| 78 | 2024.11.27 20:00 | sell | 22 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 79 | 2024.11.27 20:00 | modify | 22 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 80 | 2024.11.28 09:00 | sell | 23 | 0.10 | 1.77192 | 0.00000 | 0.00000 | ||
| 81 | 2024.11.28 09:00 | modify | 23 | 0.10 | 1.77192 | 1.77346 | 1.76296 | ||
| 82 | 2024.11.28 09:00 | modify | 22 | 0.10 | 1.77796 | 1.77346 | 1.76296 | ||
| 83 | 2024.11.28 10:45 | s/l | 22 | 0.10 | 1.77346 | 1.77346 | 1.76296 | 29.88 | 1133.87 |
| 84 | 2024.11.28 10:45 | s/l | 23 | 0.10 | 1.77346 | 1.77346 | 1.76296 | -11.31 | 1122.56 |
| 85 | 2024.12.17 20:00 | sell | 24 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.17 20:00 | modify | 24 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 87 | 2024.12.19 12:00 | sell | 25 | 0.10 | 1.81254 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.19 12:00 | modify | 25 | 0.10 | 1.81254 | 1.81413 | 1.80363 | ||
| 89 | 2024.12.19 12:00 | modify | 24 | 0.10 | 1.81863 | 1.81413 | 1.80363 | ||
| 90 | 2024.12.19 12:00 | sell | 26 | 0.10 | 1.81188 | 0.00000 | 0.00000 | ||
| 91 | 2024.12.19 12:00 | modify | 26 | 0.10 | 1.81188 | 1.81788 | 1.80363 | ||
| 92 | 2024.12.19 12:00 | modify | 26 | 0.10 | 1.81188 | 1.81413 | 1.80363 | ||
| 93 | 2024.12.19 14:10 | sell | 27 | 0.10 | 1.80813 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.19 14:10 | modify | 27 | 0.10 | 1.80813 | 1.81263 | 1.80363 | ||
| 95 | 2024.12.19 14:10 | modify | 25 | 0.10 | 1.81254 | 1.81263 | 1.80363 | ||
| 96 | 2024.12.19 14:10 | modify | 26 | 0.10 | 1.81188 | 1.81263 | 1.80363 | ||
| 97 | 2024.12.19 14:10 | modify | 24 | 0.10 | 1.81863 | 1.81263 | 1.80363 | ||
| 98 | 2024.12.19 15:51 | t/p | 24 | 0.10 | 1.80363 | 1.81263 | 1.80363 | 105.98 | 1228.54 |
| 99 | 2024.12.19 15:51 | t/p | 25 | 0.10 | 1.80363 | 1.81263 | 1.80363 | 65.48 | 1294.02 |
| 100 | 2024.12.19 15:51 | t/p | 26 | 0.10 | 1.80363 | 1.81263 | 1.80363 | 60.63 | 1354.65 |
| 101 | 2024.12.19 15:51 | t/p | 27 | 0.10 | 1.80363 | 1.81263 | 1.80363 | 33.07 | 1387.72 |
| 102 | 2024.12.30 20:00 | buy | 28 | 0.10 | 1.80137 | 0.00000 | 0.00000 | ||
| 103 | 2024.12.30 20:00 | modify | 28 | 0.10 | 1.80137 | 1.78637 | 1.81637 | ||
| 104 | 2025.01.02 15:27 | s/l | 28 | 0.10 | 1.78637 | 1.78637 | 1.81637 | -108.87 | 1278.84 |
| 105 | 2025.04.07 20:00 | buy | 29 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 106 | 2025.04.07 20:00 | modify | 29 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 107 | 2025.04.08 17:10 | buy | 30 | 0.10 | 1.81728 | 0.00000 | 0.00000 | ||
| 108 | 2025.04.08 17:10 | modify | 30 | 0.10 | 1.81728 | 1.81573 | 1.82623 | ||
| 109 | 2025.04.08 17:10 | modify | 29 | 0.10 | 1.81123 | 1.81573 | 1.82623 | ||
| 110 | 2025.04.08 17:15 | s/l | 29 | 0.10 | 1.81573 | 1.81573 | 1.82623 | 33.38 | 1312.22 |
| 111 | 2025.04.08 17:15 | s/l | 30 | 0.10 | 1.81573 | 1.81573 | 1.82623 | -11.40 | 1300.82 |
| 112 | 2025.04.14 20:00 | sell | 31 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 113 | 2025.04.14 20:00 | modify | 31 | 0.10 | 1.82953 | 1.84453 | 1.81453 | ||
| 114 | 2025.04.15 15:18 | s/l | 31 | 0.10 | 1.84453 | 1.84453 | 1.81453 | -111.31 | 1189.51 |
| 115 | 2025.04.16 12:00 | sell | 32 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 116 | 2025.04.16 12:00 | modify | 32 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 117 | 2025.04.16 13:45 | sell | 33 | 0.10 | 1.84109 | 0.00000 | 0.00000 | ||
| 118 | 2025.04.16 13:45 | modify | 33 | 0.10 | 1.84109 | 1.84266 | 1.83216 | ||
| 119 | 2025.04.16 13:45 | modify | 32 | 0.10 | 1.84716 | 1.84266 | 1.83216 | ||
| 120 | 2025.04.16 13:45 | s/l | 32 | 0.10 | 1.84266 | 1.84266 | 1.83216 | 33.07 | 1222.58 |
| 121 | 2025.04.16 13:45 | s/l | 33 | 0.10 | 1.84266 | 1.84266 | 1.83216 | -11.54 | 1211.04 |
| 122 | 2025.04.21 12:00 | sell | 34 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 123 | 2025.04.21 12:00 | modify | 34 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 124 | 2025.04.22 16:54 | sell | 35 | 0.10 | 1.84350 | 0.00000 | 0.00000 | ||
| 125 | 2025.04.22 16:54 | modify | 35 | 0.10 | 1.84350 | 1.84501 | 1.83451 | ||
| 126 | 2025.04.22 16:54 | modify | 34 | 0.10 | 1.84951 | 1.84501 | 1.83451 | ||
| 127 | 2025.04.22 16:59 | sell | 36 | 0.10 | 1.84273 | 0.00000 | 0.00000 | ||
| 128 | 2025.04.22 16:59 | modify | 36 | 0.10 | 1.84273 | 1.84876 | 1.83451 | ||
| 129 | 2025.04.22 16:59 | modify | 36 | 0.10 | 1.84273 | 1.84501 | 1.83451 | ||
| 130 | 2025.04.22 17:31 | s/l | 34 | 0.10 | 1.84501 | 1.84501 | 1.83451 | 32.00 | 1243.05 |
| 131 | 2025.04.22 17:31 | s/l | 35 | 0.10 | 1.84501 | 1.84501 | 1.83451 | -11.10 | 1231.95 |
| 132 | 2025.04.22 17:31 | s/l | 36 | 0.10 | 1.84501 | 1.84501 | 1.83451 | -16.76 | 1215.19 |
| 133 | 2025.05.09 20:00 | sell | 37 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 134 | 2025.05.09 20:00 | modify | 37 | 0.10 | 1.85413 | 1.86913 | 1.83913 | ||
| 135 | 2025.05.11 21:19 | sell | 38 | 0.10 | 1.84363 | 0.00000 | 0.00000 | ||
| 136 | 2025.05.11 21:19 | modify | 38 | 0.10 | 1.84363 | 1.84813 | 1.83913 | ||
| 137 | 2025.05.11 21:19 | modify | 37 | 0.10 | 1.85413 | 1.84813 | 1.83913 | ||
| 138 | 2025.05.11 22:00 | s/l | 37 | 0.10 | 1.84813 | 1.84813 | 1.83913 | 44.10 | 1259.29 |
| 139 | 2025.05.11 22:00 | s/l | 38 | 0.10 | 1.84813 | 1.84813 | 1.83913 | -33.07 | 1226.22 |
| 140 | 2025.06.23 20:00 | sell | 39 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 141 | 2025.06.23 20:00 | modify | 39 | 0.10 | 1.85780 | 1.87280 | 1.84280 | ||
| 142 | 2025.06.25 15:23 | s/l | 39 | 0.10 | 1.87280 | 1.87280 | 1.84280 | -112.37 | 1113.84 |