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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 219.05 | Gross profit | 424.47 | Gross loss | -205.42 |
| Profit factor | 2.07 | Expected payoff | 7.55 | ||
| Absolute drawdown | 74.88 | Maximal drawdown | 140.30 (12.57%) | Relative drawdown | 12.57% (140.30) |
| Total trades | 29 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 16 (31.25%) |
| Profit trades (% of total) | 12 (41.38%) | Loss trades (% of total) | 17 (58.62%) | ||
| Largest | profit trade | 88.19 | loss trade | -30.95 | |
| Average | profit trade | 35.37 | loss trade | -12.08 | |
| Maximum | consecutive wins (profit in money) | 5 (230.25) | consecutive losses (loss in money) | 3 (-31.70) | |
| Maximal | consecutive profit (count of wins) | 230.25 (5) | consecutive loss (count of losses) | -31.70 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.06 16:00 | buy | 1 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.06 16:00 | modify | 1 | 0.10 | 1.75105 | 1.73705 | 1.76305 | ||
| 3 | 2024.08.12 14:41 | buy | 2 | 0.10 | 1.75586 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.12 14:41 | modify | 2 | 0.10 | 1.75586 | 1.75165 | 1.76305 | ||
| 5 | 2024.08.12 14:41 | modify | 1 | 0.10 | 1.75105 | 1.75165 | 1.76305 | ||
| 6 | 2024.08.12 14:43 | buy | 3 | 0.10 | 1.75648 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.12 14:43 | modify | 3 | 0.10 | 1.75648 | 1.75465 | 1.76305 | ||
| 8 | 2024.08.12 14:43 | modify | 2 | 0.10 | 1.75586 | 1.75465 | 1.76305 | ||
| 9 | 2024.08.12 14:43 | modify | 1 | 0.10 | 1.75105 | 1.75465 | 1.76305 | ||
| 10 | 2024.08.12 16:00 | s/l | 1 | 0.10 | 1.75465 | 1.75465 | 1.76305 | 28.18 | 1028.18 |
| 11 | 2024.08.12 16:00 | s/l | 2 | 0.10 | 1.75465 | 1.75465 | 1.76305 | -8.90 | 1019.28 |
| 12 | 2024.08.12 16:00 | s/l | 3 | 0.10 | 1.75465 | 1.75465 | 1.76305 | -13.46 | 1005.82 |
| 13 | 2024.12.19 20:00 | buy | 4 | 0.10 | 1.79935 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.19 20:00 | modify | 4 | 0.10 | 1.79935 | 1.78535 | 1.81135 | ||
| 15 | 2024.12.20 13:28 | buy | 5 | 0.10 | 1.80416 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.20 13:28 | modify | 5 | 0.10 | 1.80416 | 1.79995 | 1.81135 | ||
| 17 | 2024.12.20 13:28 | modify | 4 | 0.10 | 1.79935 | 1.79995 | 1.81135 | ||
| 18 | 2024.12.20 13:30 | buy | 6 | 0.10 | 1.80484 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.20 13:30 | modify | 6 | 0.10 | 1.80484 | 1.80295 | 1.81135 | ||
| 20 | 2024.12.20 13:30 | modify | 5 | 0.10 | 1.80416 | 1.80295 | 1.81135 | ||
| 21 | 2024.12.20 13:30 | modify | 4 | 0.10 | 1.79935 | 1.80295 | 1.81135 | ||
| 22 | 2024.12.20 13:43 | buy | 7 | 0.10 | 1.80596 | 0.00000 | 0.00000 | ||
| 23 | 2024.12.20 13:43 | modify | 7 | 0.10 | 1.80596 | 1.80355 | 1.81135 | ||
| 24 | 2024.12.20 13:43 | modify | 6 | 0.10 | 1.80484 | 1.80355 | 1.81135 | ||
| 25 | 2024.12.20 13:43 | modify | 5 | 0.10 | 1.80416 | 1.80355 | 1.81135 | ||
| 26 | 2024.12.20 13:43 | modify | 4 | 0.10 | 1.79935 | 1.80355 | 1.81135 | ||
| 27 | 2024.12.20 14:43 | s/l | 4 | 0.10 | 1.80355 | 1.80355 | 1.81135 | 31.17 | 1036.99 |
| 28 | 2024.12.20 14:43 | s/l | 5 | 0.10 | 1.80355 | 1.80355 | 1.81135 | -4.49 | 1032.50 |
| 29 | 2024.12.20 14:43 | s/l | 6 | 0.10 | 1.80355 | 1.80355 | 1.81135 | -9.49 | 1023.01 |
| 30 | 2024.12.20 14:43 | s/l | 7 | 0.10 | 1.80355 | 1.80355 | 1.81135 | -17.72 | 1005.29 |
| 31 | 2025.01.02 20:00 | buy | 8 | 0.10 | 1.78347 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.02 20:00 | modify | 8 | 0.10 | 1.78347 | 1.76947 | 1.79547 | ||
| 33 | 2025.01.03 13:08 | buy | 9 | 0.10 | 1.78827 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.03 13:08 | modify | 9 | 0.10 | 1.78827 | 1.78407 | 1.79547 | ||
| 35 | 2025.01.03 13:08 | modify | 8 | 0.10 | 1.78347 | 1.78407 | 1.79547 | ||
| 36 | 2025.01.03 13:18 | buy | 10 | 0.10 | 1.78889 | 0.00000 | 0.00000 | ||
| 37 | 2025.01.03 13:18 | modify | 10 | 0.10 | 1.78889 | 1.78707 | 1.79547 | ||
| 38 | 2025.01.03 13:18 | modify | 9 | 0.10 | 1.78827 | 1.78707 | 1.79547 | ||
| 39 | 2025.01.03 13:18 | modify | 8 | 0.10 | 1.78347 | 1.78707 | 1.79547 | ||
| 40 | 2025.01.03 13:52 | s/l | 8 | 0.10 | 1.78707 | 1.78707 | 1.79547 | 26.76 | 1032.04 |
| 41 | 2025.01.03 13:52 | s/l | 9 | 0.10 | 1.78707 | 1.78707 | 1.79547 | -8.82 | 1023.22 |
| 42 | 2025.01.03 13:52 | s/l | 10 | 0.10 | 1.78707 | 1.78707 | 1.79547 | -13.38 | 1009.84 |
| 43 | 2025.01.09 08:00 | buy | 11 | 0.10 | 1.76549 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.09 08:00 | modify | 11 | 0.10 | 1.76549 | 1.75149 | 1.77749 | ||
| 45 | 2025.01.09 11:36 | buy | 12 | 0.10 | 1.77029 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.09 11:36 | modify | 12 | 0.10 | 1.77029 | 1.76609 | 1.77749 | ||
| 47 | 2025.01.09 11:36 | modify | 11 | 0.10 | 1.76549 | 1.76609 | 1.77749 | ||
| 48 | 2025.01.09 13:22 | buy | 13 | 0.10 | 1.77090 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.09 13:22 | modify | 13 | 0.10 | 1.77090 | 1.76909 | 1.77749 | ||
| 50 | 2025.01.09 13:22 | modify | 12 | 0.10 | 1.77029 | 1.76909 | 1.77749 | ||
| 51 | 2025.01.09 13:22 | modify | 11 | 0.10 | 1.76549 | 1.76909 | 1.77749 | ||
| 52 | 2025.01.09 13:27 | buy | 14 | 0.10 | 1.77213 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.09 13:27 | modify | 14 | 0.10 | 1.77213 | 1.76969 | 1.77749 | ||
| 54 | 2025.01.09 13:27 | modify | 13 | 0.10 | 1.77090 | 1.76969 | 1.77749 | ||
| 55 | 2025.01.09 13:27 | modify | 12 | 0.10 | 1.77029 | 1.76969 | 1.77749 | ||
| 56 | 2025.01.09 13:27 | modify | 11 | 0.10 | 1.76549 | 1.76969 | 1.77749 | ||
| 57 | 2025.01.09 14:08 | s/l | 11 | 0.10 | 1.76969 | 1.76969 | 1.77749 | 30.88 | 1040.72 |
| 58 | 2025.01.09 14:08 | s/l | 12 | 0.10 | 1.76969 | 1.76969 | 1.77749 | -4.41 | 1036.31 |
| 59 | 2025.01.09 14:08 | s/l | 13 | 0.10 | 1.76969 | 1.76969 | 1.77749 | -8.90 | 1027.41 |
| 60 | 2025.01.09 14:08 | s/l | 14 | 0.10 | 1.76969 | 1.76969 | 1.77749 | -17.94 | 1009.47 |
| 61 | 2025.01.21 04:00 | sell | 15 | 0.10 | 1.77204 | 0.00000 | 0.00000 | ||
| 62 | 2025.01.21 04:00 | modify | 15 | 0.10 | 1.77204 | 1.78604 | 1.76004 | ||
| 63 | 2025.01.21 08:46 | sell | 16 | 0.10 | 1.76724 | 0.00000 | 0.00000 | ||
| 64 | 2025.01.21 08:46 | modify | 16 | 0.10 | 1.76724 | 1.77144 | 1.76004 | ||
| 65 | 2025.01.21 08:46 | modify | 15 | 0.10 | 1.77204 | 1.77144 | 1.76004 | ||
| 66 | 2025.01.21 09:27 | sell | 17 | 0.10 | 1.76664 | 0.00000 | 0.00000 | ||
| 67 | 2025.01.21 09:27 | modify | 17 | 0.10 | 1.76664 | 1.76844 | 1.76004 | ||
| 68 | 2025.01.21 09:27 | modify | 16 | 0.10 | 1.76724 | 1.76844 | 1.76004 | ||
| 69 | 2025.01.21 09:27 | modify | 15 | 0.10 | 1.77204 | 1.76844 | 1.76004 | ||
| 70 | 2025.01.21 10:37 | s/l | 15 | 0.10 | 1.76844 | 1.76844 | 1.76004 | 26.46 | 1035.93 |
| 71 | 2025.01.21 10:37 | s/l | 16 | 0.10 | 1.76844 | 1.76844 | 1.76004 | -8.82 | 1027.11 |
| 72 | 2025.01.21 10:37 | s/l | 17 | 0.10 | 1.76844 | 1.76844 | 1.76004 | -13.23 | 1013.88 |
| 73 | 2025.03.03 20:00 | sell | 18 | 0.10 | 1.83992 | 0.00000 | 0.00000 | ||
| 74 | 2025.03.03 20:00 | modify | 18 | 0.10 | 1.83992 | 1.85392 | 1.82792 | ||
| 75 | 2025.03.04 09:08 | sell | 19 | 0.10 | 1.83510 | 0.00000 | 0.00000 | ||
| 76 | 2025.03.04 09:08 | modify | 19 | 0.10 | 1.83510 | 1.83932 | 1.82792 | ||
| 77 | 2025.03.04 09:08 | modify | 18 | 0.10 | 1.83992 | 1.83932 | 1.82792 | ||
| 78 | 2025.03.04 09:08 | sell | 20 | 0.10 | 1.83452 | 0.00000 | 0.00000 | ||
| 79 | 2025.03.04 09:08 | modify | 20 | 0.10 | 1.83452 | 1.83632 | 1.82792 | ||
| 80 | 2025.03.04 09:08 | modify | 19 | 0.10 | 1.83510 | 1.83632 | 1.82792 | ||
| 81 | 2025.03.04 09:08 | modify | 18 | 0.10 | 1.83992 | 1.83632 | 1.82792 | ||
| 82 | 2025.03.04 09:15 | s/l | 18 | 0.10 | 1.83632 | 1.83632 | 1.82792 | 25.39 | 1039.28 |
| 83 | 2025.03.04 09:15 | s/l | 19 | 0.10 | 1.83632 | 1.83632 | 1.82792 | -8.96 | 1030.32 |
| 84 | 2025.03.04 09:15 | s/l | 20 | 0.10 | 1.83632 | 1.83632 | 1.82792 | -13.23 | 1017.09 |
| 85 | 2025.03.04 20:00 | sell | 21 | 0.10 | 1.85246 | 0.00000 | 0.00000 | ||
| 86 | 2025.03.04 20:00 | modify | 21 | 0.10 | 1.85246 | 1.86646 | 1.84046 | ||
| 87 | 2025.03.04 21:09 | sell | 22 | 0.10 | 1.84762 | 0.00000 | 0.00000 | ||
| 88 | 2025.03.04 21:09 | modify | 22 | 0.10 | 1.84762 | 1.85186 | 1.84046 | ||
| 89 | 2025.03.04 21:09 | modify | 21 | 0.10 | 1.85246 | 1.85186 | 1.84046 | ||
| 90 | 2025.03.04 21:11 | sell | 23 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 91 | 2025.03.04 21:11 | modify | 23 | 0.10 | 1.84689 | 1.84886 | 1.84046 | ||
| 92 | 2025.03.04 21:11 | modify | 22 | 0.10 | 1.84762 | 1.84886 | 1.84046 | ||
| 93 | 2025.03.04 21:11 | modify | 21 | 0.10 | 1.85246 | 1.84886 | 1.84046 | ||
| 94 | 2025.03.04 21:11 | sell | 24 | 0.10 | 1.84556 | 0.00000 | 0.00000 | ||
| 95 | 2025.03.04 21:11 | modify | 24 | 0.10 | 1.84556 | 1.84826 | 1.84046 | ||
| 96 | 2025.03.04 21:11 | modify | 23 | 0.10 | 1.84689 | 1.84826 | 1.84046 | ||
| 97 | 2025.03.04 21:11 | modify | 22 | 0.10 | 1.84762 | 1.84826 | 1.84046 | ||
| 98 | 2025.03.04 21:11 | modify | 21 | 0.10 | 1.85246 | 1.84826 | 1.84046 | ||
| 99 | 2025.03.04 21:25 | t/p | 21 | 0.10 | 1.84046 | 1.84826 | 1.84046 | 88.19 | 1105.28 |
| 100 | 2025.03.04 21:25 | t/p | 22 | 0.10 | 1.84046 | 1.84826 | 1.84046 | 52.62 | 1157.90 |
| 101 | 2025.03.04 21:25 | t/p | 23 | 0.10 | 1.84046 | 1.84826 | 1.84046 | 47.26 | 1205.16 |
| 102 | 2025.03.04 21:25 | t/p | 24 | 0.10 | 1.84046 | 1.84826 | 1.84046 | 37.48 | 1242.64 |
| 103 | 2025.04.07 16:00 | buy | 25 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.07 16:00 | modify | 25 | 0.10 | 1.81059 | 1.79659 | 1.82259 | ||
| 105 | 2025.04.08 15:32 | buy | 26 | 0.10 | 1.81540 | 0.00000 | 0.00000 | ||
| 106 | 2025.04.08 15:32 | modify | 26 | 0.10 | 1.81540 | 1.81119 | 1.82259 | ||
| 107 | 2025.04.08 15:32 | modify | 25 | 0.10 | 1.81059 | 1.81119 | 1.82259 | ||
| 108 | 2025.04.08 16:12 | s/l | 25 | 0.10 | 1.81119 | 1.81119 | 1.82259 | 4.70 | 1247.33 |
| 109 | 2025.04.08 16:12 | s/l | 26 | 0.10 | 1.81119 | 1.81119 | 1.82259 | -30.95 | 1216.38 |
| 110 | 2025.04.15 16:00 | sell | 27 | 0.10 | 1.84334 | 0.00000 | 0.00000 | ||
| 111 | 2025.04.15 16:00 | modify | 27 | 0.10 | 1.84334 | 1.85734 | 1.83134 | ||
| 112 | 2025.04.16 14:26 | sell | 28 | 0.10 | 1.83852 | 0.00000 | 0.00000 | ||
| 113 | 2025.04.16 14:26 | modify | 28 | 0.10 | 1.83852 | 1.84274 | 1.83134 | ||
| 114 | 2025.04.16 14:26 | modify | 27 | 0.10 | 1.84334 | 1.84274 | 1.83134 | ||
| 115 | 2025.04.16 14:32 | sell | 29 | 0.10 | 1.83787 | 0.00000 | 0.00000 | ||
| 116 | 2025.04.16 14:32 | modify | 29 | 0.10 | 1.83787 | 1.83974 | 1.83134 | ||
| 117 | 2025.04.16 14:32 | modify | 28 | 0.10 | 1.83852 | 1.83974 | 1.83134 | ||
| 118 | 2025.04.16 14:32 | modify | 27 | 0.10 | 1.84334 | 1.83974 | 1.83134 | ||
| 119 | 2025.04.16 14:42 | s/l | 27 | 0.10 | 1.83974 | 1.83974 | 1.83134 | 25.39 | 1241.77 |
| 120 | 2025.04.16 14:42 | s/l | 28 | 0.10 | 1.83974 | 1.83974 | 1.83134 | -8.97 | 1232.80 |
| 121 | 2025.04.16 14:42 | s/l | 29 | 0.10 | 1.83974 | 1.83974 | 1.83134 | -13.75 | 1219.05 |