Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 825.12 | Gross profit | 1382.56 | Gross loss | -557.44 |
| Profit factor | 2.48 | Expected payoff | 35.87 | ||
| Absolute drawdown | 139.58 | Maximal drawdown | 161.65 (12.33%) | Relative drawdown | 15.30% (155.45) |
| Total trades | 23 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 101.36 | loss trade | -118.20 | |
| Average | profit trade | 81.33 | loss trade | -92.91 | |
| Maximum | consecutive wins (profit in money) | 8 (633.14) | consecutive losses (loss in money) | 1 (-118.20) | |
| Maximal | consecutive profit (count of wins) | 633.14 (8) | consecutive loss (count of losses) | -118.20 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.19 20:00 | buy | 1 | 0.10 | 1.77069 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.19 20:00 | modify | 1 | 0.10 | 1.77069 | 1.75569 | 1.78469 | ||
| 3 | 2024.11.22 08:00 | s/l | 1 | 0.10 | 1.75569 | 1.75569 | 1.78469 | -105.67 | 894.33 |
| 4 | 2024.11.22 20:00 | buy | 2 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 20:00 | modify | 2 | 0.10 | 1.75148 | 1.73648 | 1.76548 | ||
| 6 | 2024.11.26 00:00 | t/p | 2 | 0.10 | 1.76548 | 1.73648 | 1.76548 | 100.51 | 994.84 |
| 7 | 2024.11.27 20:00 | sell | 3 | 0.10 | 1.77796 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.27 20:00 | modify | 3 | 0.10 | 1.77796 | 1.79296 | 1.76396 | ||
| 9 | 2024.12.06 12:00 | s/l | 3 | 0.10 | 1.79296 | 1.79296 | 1.76396 | -118.20 | 876.64 |
| 10 | 2024.12.17 20:00 | sell | 4 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.17 20:00 | modify | 4 | 0.10 | 1.81863 | 1.83363 | 1.80463 | ||
| 12 | 2024.12.19 16:00 | t/p | 4 | 0.10 | 1.80463 | 1.83363 | 1.80463 | 95.89 | 972.53 |
| 13 | 2024.12.29 20:00 | sell | 5 | 0.10 | 1.81113 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.29 20:00 | modify | 5 | 0.10 | 1.81113 | 1.82613 | 1.79713 | ||
| 15 | 2024.12.31 12:00 | sell | 6 | 0.10 | 1.80329 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.31 12:00 | modify | 6 | 0.10 | 1.80329 | 1.80763 | 1.79713 | ||
| 17 | 2024.12.31 12:00 | modify | 5 | 0.10 | 1.81113 | 1.80763 | 1.79713 | ||
| 18 | 2024.12.31 16:00 | sell | 7 | 0.10 | 1.80120 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.31 16:00 | modify | 7 | 0.10 | 1.80120 | 1.80623 | 1.79713 | ||
| 20 | 2024.12.31 16:00 | modify | 6 | 0.10 | 1.80329 | 1.80623 | 1.79713 | ||
| 21 | 2024.12.31 16:00 | modify | 5 | 0.10 | 1.81113 | 1.80623 | 1.79713 | ||
| 22 | 2025.01.02 12:00 | t/p | 5 | 0.10 | 1.79713 | 1.80623 | 1.79713 | 93.86 | 1066.39 |
| 23 | 2025.01.02 12:00 | t/p | 6 | 0.10 | 1.79713 | 1.80623 | 1.79713 | 39.92 | 1106.31 |
| 24 | 2025.01.02 12:00 | t/p | 7 | 0.10 | 1.79713 | 1.80623 | 1.79713 | 25.00 | 1131.31 |
| 25 | 2025.01.08 20:00 | buy | 8 | 0.10 | 1.77832 | 0.00000 | 0.00000 | ||
| 26 | 2025.01.08 20:00 | modify | 8 | 0.10 | 1.77832 | 1.76332 | 1.79232 | ||
| 27 | 2025.01.09 12:00 | s/l | 8 | 0.10 | 1.76332 | 1.76332 | 1.79232 | -106.24 | 1025.08 |
| 28 | 2025.04.07 20:00 | buy | 9 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 29 | 2025.04.07 20:00 | modify | 9 | 0.10 | 1.81123 | 1.79623 | 1.82523 | ||
| 30 | 2025.04.09 04:00 | t/p | 9 | 0.10 | 1.82523 | 1.79623 | 1.82523 | 100.50 | 1125.58 |
| 31 | 2025.04.14 20:00 | sell | 10 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.14 20:00 | modify | 10 | 0.10 | 1.82953 | 1.84453 | 1.81553 | ||
| 33 | 2025.04.15 16:00 | s/l | 10 | 0.10 | 1.84453 | 1.84453 | 1.81553 | -108.08 | 1017.50 |
| 34 | 2025.04.16 12:00 | sell | 11 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 35 | 2025.04.16 12:00 | modify | 11 | 0.10 | 1.84716 | 1.86216 | 1.83316 | ||
| 36 | 2025.04.17 04:00 | t/p | 11 | 0.10 | 1.83316 | 1.86216 | 1.83316 | 96.90 | 1114.40 |
| 37 | 2025.04.21 12:00 | sell | 12 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 38 | 2025.04.21 12:00 | modify | 12 | 0.10 | 1.84951 | 1.86451 | 1.83551 | ||
| 39 | 2025.04.23 00:00 | t/p | 12 | 0.10 | 1.83551 | 1.86451 | 1.83551 | 97.91 | 1212.31 |
| 40 | 2025.05.09 20:00 | sell | 13 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 41 | 2025.05.09 20:00 | modify | 13 | 0.10 | 1.85413 | 1.86913 | 1.84013 | ||
| 42 | 2025.05.12 08:00 | t/p | 13 | 0.10 | 1.84013 | 1.86913 | 1.84013 | 98.92 | 1311.23 |
| 43 | 2025.06.23 20:00 | sell | 14 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 44 | 2025.06.23 20:00 | modify | 14 | 0.10 | 1.85780 | 1.87280 | 1.84380 | ||
| 45 | 2025.06.25 16:00 | s/l | 14 | 0.10 | 1.87280 | 1.87280 | 1.84380 | -109.09 | 1202.13 |
| 46 | 2025.08.13 20:00 | sell | 15 | 0.10 | 1.86786 | 0.00000 | 0.00000 | ||
| 47 | 2025.08.13 20:00 | modify | 15 | 0.10 | 1.86786 | 1.88286 | 1.85386 | ||
| 48 | 2025.08.28 20:00 | sell | 16 | 0.10 | 1.85802 | 0.00000 | 0.00000 | ||
| 49 | 2025.08.28 20:00 | modify | 16 | 0.10 | 1.85802 | 1.86296 | 1.85386 | ||
| 50 | 2025.08.28 20:00 | modify | 15 | 0.10 | 1.86786 | 1.86296 | 1.85386 | ||
| 51 | 2025.08.29 12:00 | t/p | 15 | 0.10 | 1.85386 | 1.86296 | 1.85386 | 81.72 | 1283.86 |
| 52 | 2025.08.29 12:00 | t/p | 16 | 0.10 | 1.85386 | 1.86296 | 1.85386 | 28.69 | 1312.55 |
| 53 | 2025.09.02 16:00 | buy | 17 | 0.10 | 1.84613 | 0.00000 | 0.00000 | ||
| 54 | 2025.09.02 16:00 | modify | 17 | 0.10 | 1.84613 | 1.83113 | 1.86013 | ||
| 55 | 2025.09.05 16:00 | t/p | 17 | 0.10 | 1.86013 | 1.83113 | 1.86013 | 101.36 | 1413.90 |
| 56 | 2025.09.05 20:00 | sell | 18 | 0.10 | 1.87011 | 0.00000 | 0.00000 | ||
| 57 | 2025.09.05 20:00 | modify | 18 | 0.10 | 1.87011 | 1.88511 | 1.85611 | ||
| 58 | 2025.09.19 16:00 | t/p | 18 | 0.10 | 1.85611 | 1.88511 | 1.85611 | 85.76 | 1499.67 |
| 59 | 2025.09.19 20:00 | buy | 19 | 0.10 | 1.85786 | 0.00000 | 0.00000 | ||
| 60 | 2025.09.19 20:00 | modify | 19 | 0.10 | 1.85786 | 1.84286 | 1.87186 | ||
| 61 | 2025.09.22 16:00 | buy | 20 | 0.10 | 1.86563 | 0.00000 | 0.00000 | ||
| 62 | 2025.09.22 16:00 | modify | 20 | 0.10 | 1.86563 | 1.86136 | 1.87186 | ||
| 63 | 2025.09.22 16:00 | modify | 19 | 0.10 | 1.85786 | 1.86136 | 1.87186 | ||
| 64 | 2025.09.23 20:00 | t/p | 19 | 0.10 | 1.87186 | 1.86136 | 1.87186 | 100.51 | 1600.18 |
| 65 | 2025.09.23 20:00 | t/p | 20 | 0.10 | 1.87186 | 1.86136 | 1.87186 | 44.76 | 1644.94 |
| 66 | 2025.09.25 20:00 | buy | 21 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 67 | 2025.09.25 20:00 | modify | 21 | 0.10 | 1.85959 | 1.84459 | 1.87359 | ||
| 68 | 2025.09.29 16:00 | t/p | 21 | 0.10 | 1.87359 | 1.84459 | 1.87359 | 100.51 | 1745.45 |
| 69 | 2025.10.01 20:00 | sell | 22 | 0.10 | 1.87904 | 0.00000 | 0.00000 | ||
| 70 | 2025.10.01 20:00 | modify | 22 | 0.10 | 1.87904 | 1.89404 | 1.86504 | ||
| 71 | 2025.10.09 08:00 | t/p | 22 | 0.10 | 1.86504 | 1.89404 | 1.86504 | 89.82 | 1835.27 |
| 72 | 2025.10.29 12:00 | buy | 23 | 0.10 | 1.84296 | 0.00000 | 0.00000 | ||
| 73 | 2025.10.29 12:00 | modify | 23 | 0.10 | 1.84296 | 1.82796 | 1.85696 | ||
| 74 | 2025.10.31 23:59 | close at stop | 23 | 0.10 | 1.84138 | 1.82796 | 1.85696 | -10.15 | 1825.12 |