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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; 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=9; 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 | 111.81 | Gross profit | 792.79 | Gross loss | -680.98 |
| Profit factor | 1.16 | Expected payoff | 6.21 | ||
| Absolute drawdown | 346.34 | Maximal drawdown | 384.19 (37.02%) | Relative drawdown | 37.02% (384.19) |
| Total trades | 18 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 10 (55.56%) | Loss trades (% of total) | 8 (44.44%) | ||
| Largest | profit trade | 110.87 | loss trade | -121.97 | |
| Average | profit trade | 79.28 | loss trade | -85.12 | |
| Maximum | consecutive wins (profit in money) | 4 (385.36) | consecutive losses (loss in money) | 2 (-226.07) | |
| Maximal | consecutive profit (count of wins) | 385.36 (4) | consecutive loss (count of losses) | -226.07 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.08 16:00 | sell | 1 | 0.10 | 1.74913 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.08 16:00 | modify | 1 | 0.10 | 1.74913 | 1.76413 | 1.73413 | ||
| 3 | 2024.07.12 12:00 | s/l | 1 | 0.10 | 1.76413 | 1.76413 | 1.73413 | -116.64 | 883.36 |
| 4 | 2024.08.01 12:00 | buy | 2 | 0.10 | 1.76858 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.01 12:00 | modify | 2 | 0.10 | 1.76858 | 1.75358 | 1.78358 | ||
| 6 | 2024.08.06 16:00 | s/l | 2 | 0.10 | 1.75358 | 1.75358 | 1.78358 | -109.43 | 773.93 |
| 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 | 1.79343 | 1.77993 | ||
| 11 | 2024.09.18 04:00 | modify | 3 | 0.10 | 1.79493 | 1.79343 | 1.77993 | ||
| 12 | 2024.09.18 08:00 | s/l | 3 | 0.10 | 1.79343 | 1.79343 | 1.77993 | 8.90 | 782.83 |
| 13 | 2024.09.18 08:00 | s/l | 4 | 0.10 | 1.79343 | 1.79343 | 1.77993 | -33.95 | 748.88 |
| 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 | 844.19 |
| 17 | 2024.10.03 16:00 | buy | 6 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.03 16:00 | modify | 6 | 0.10 | 1.77474 | 1.75974 | 1.78974 | ||
| 19 | 2024.10.04 12:00 | buy | 7 | 0.10 | 1.78536 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.04 12:00 | modify | 7 | 0.10 | 1.78536 | 1.78074 | 1.78974 | ||
| 21 | 2024.10.04 12:00 | modify | 6 | 0.10 | 1.77474 | 1.78074 | 1.78974 | ||
| 22 | 2024.10.04 16:00 | s/l | 6 | 0.10 | 1.78074 | 1.78074 | 1.78974 | 44.41 | 888.60 |
| 23 | 2024.10.04 16:00 | s/l | 7 | 0.10 | 1.78074 | 1.78074 | 1.78974 | -33.97 | 854.63 |
| 24 | 2024.11.22 20:00 | buy | 8 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 25 | 2024.11.22 20:00 | modify | 8 | 0.10 | 1.75148 | 1.73648 | 1.76648 | ||
| 26 | 2024.11.26 00:00 | t/p | 8 | 0.10 | 1.76648 | 1.73648 | 1.76648 | 110.86 | 965.49 |
| 27 | 2024.11.27 20:00 | sell | 9 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.27 20:00 | modify | 9 | 0.10 | 1.77796 | 1.79296 | 1.76296 | ||
| 29 | 2024.12.06 12:00 | s/l | 9 | 0.10 | 1.79296 | 1.79296 | 1.76296 | -121.97 | 843.52 |
| 30 | 2024.12.17 20:00 | sell | 10 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 31 | 2024.12.17 20:00 | modify | 10 | 0.10 | 1.81863 | 1.83363 | 1.80363 | ||
| 32 | 2024.12.19 16:00 | t/p | 10 | 0.10 | 1.80363 | 1.83363 | 1.80363 | 105.98 | 949.50 |
| 33 | 2024.12.29 20:00 | sell | 11 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.29 20:00 | modify | 11 | 0.10 | 1.81113 | 1.82613 | 1.79613 | ||
| 35 | 2024.12.31 00:00 | sell | 12 | 0.10 | 1.80052 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.31 00:00 | modify | 12 | 0.10 | 1.80052 | 1.80513 | 1.79613 | ||
| 37 | 2024.12.31 00:00 | modify | 11 | 0.10 | 1.81113 | 1.80513 | 1.79613 | ||
| 38 | 2024.12.31 08:00 | s/l | 11 | 0.10 | 1.80513 | 1.80513 | 1.79613 | 41.97 | 991.46 |
| 39 | 2024.12.31 08:00 | s/l | 12 | 0.10 | 1.80513 | 1.80513 | 1.79613 | -33.88 | 957.58 |
| 40 | 2025.01.27 16:00 | sell | 13 | 0.10 | 1.79404 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.27 16:00 | modify | 13 | 0.10 | 1.79404 | 1.80904 | 1.77904 | ||
| 42 | 2025.01.31 00:00 | s/l | 13 | 0.10 | 1.80904 | 1.80904 | 1.77904 | -116.64 | 840.95 |
| 43 | 2025.04.07 20:00 | buy | 14 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 44 | 2025.04.07 20:00 | modify | 14 | 0.10 | 1.81123 | 1.79623 | 1.82623 | ||
| 45 | 2025.04.09 04:00 | t/p | 14 | 0.10 | 1.82623 | 1.79623 | 1.82623 | 110.87 | 951.82 |
| 46 | 2025.04.16 12:00 | sell | 15 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 47 | 2025.04.16 12:00 | modify | 15 | 0.10 | 1.84716 | 1.86216 | 1.83216 | ||
| 48 | 2025.04.17 04:00 | t/p | 15 | 0.10 | 1.83216 | 1.86216 | 1.83216 | 107.04 | 1058.86 |
| 49 | 2025.04.21 12:00 | sell | 16 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.21 12:00 | modify | 16 | 0.10 | 1.84951 | 1.86451 | 1.83451 | ||
| 51 | 2025.04.22 20:00 | sell | 17 | 0.10 | 1.84273 | 0.00000 | 0.00000 | ||
| 52 | 2025.04.22 20:00 | modify | 17 | 0.10 | 1.84273 | 1.84576 | 1.83451 | ||
| 53 | 2025.04.22 20:00 | modify | 16 | 0.10 | 1.84951 | 1.84576 | 1.83451 | ||
| 54 | 2025.04.23 00:00 | t/p | 16 | 0.10 | 1.83451 | 1.84576 | 1.83451 | 108.11 | 1166.97 |
| 55 | 2025.04.23 00:00 | t/p | 17 | 0.10 | 1.83451 | 1.84576 | 1.83451 | 59.34 | 1226.31 |
| 56 | 2025.06.24 16:00 | sell | 18 | 0.10 | 1.86664 | 0.00000 | 0.00000 | ||
| 57 | 2025.06.24 16:00 | modify | 18 | 0.10 | 1.86664 | 1.88164 | 1.85164 | ||
| 58 | 2025.06.26 08:00 | s/l | 18 | 0.10 | 1.88164 | 1.88164 | 1.85164 | -114.50 | 1111.81 |