Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.01.01 20:00 - 2025.12.31 23:59 (2025.01.01 - 2026.01.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 894.12 | Gross profit | 1629.87 | Gross loss | -735.75 |
| Profit factor | 2.22 | Expected payoff | 29.80 | ||
| Absolute drawdown | 443.54 | Maximal drawdown | 443.54 (44.35%) | Relative drawdown | 44.35% (443.54) |
| Total trades | 30 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
| Largest | profit trade | 101.92 | loss trade | -114.89 | |
| Average | profit trade | 77.61 | loss trade | -81.75 | |
| Maximum | consecutive wins (profit in money) | 8 (582.65) | consecutive losses (loss in money) | 4 (-443.54) | |
| Maximal | consecutive profit (count of wins) | 582.65 (8) | consecutive loss (count of losses) | -443.54 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.08 20:00 | buy | 1 | 0.10 | 1.77832 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.08 20:00 | modify | 1 | 0.10 | 1.77832 | 1.76332 | 1.79232 | ||
| 3 | 2025.01.09 12:00 | s/l | 1 | 0.10 | 1.76332 | 1.76332 | 1.79232 | -107.16 | 892.84 |
| 4 | 2025.01.27 04:00 | sell | 2 | 0.10 | 1.79057 | 0.00000 | 0.00000 | ||
| 5 | 2025.01.27 04:00 | modify | 2 | 0.10 | 1.79057 | 1.80557 | 1.77657 | ||
| 6 | 2025.01.31 00:00 | s/l | 2 | 0.10 | 1.80557 | 1.80557 | 1.77657 | -114.89 | 777.95 |
| 7 | 2025.02.26 04:00 | sell | 3 | 0.10 | 1.81188 | 0.00000 | 0.00000 | ||
| 8 | 2025.02.26 04:00 | modify | 3 | 0.10 | 1.81188 | 1.82688 | 1.79788 | ||
| 9 | 2025.03.03 12:00 | s/l | 3 | 0.10 | 1.82688 | 1.82688 | 1.79788 | -113.70 | 664.25 |
| 10 | 2025.03.04 04:00 | sell | 4 | 0.10 | 1.83989 | 0.00000 | 0.00000 | ||
| 11 | 2025.03.04 04:00 | modify | 4 | 0.10 | 1.83989 | 1.85489 | 1.82589 | ||
| 12 | 2025.03.04 20:00 | s/l | 4 | 0.10 | 1.85489 | 1.85489 | 1.82589 | -107.79 | 556.46 |
| 13 | 2025.03.20 04:00 | sell | 5 | 0.10 | 1.86289 | 0.00000 | 0.00000 | ||
| 14 | 2025.03.20 04:00 | modify | 5 | 0.10 | 1.86289 | 1.87789 | 1.84889 | ||
| 15 | 2025.03.20 20:00 | sell | 6 | 0.10 | 1.85580 | 0.00000 | 0.00000 | ||
| 16 | 2025.03.20 20:00 | modify | 6 | 0.10 | 1.85580 | 1.86219 | 1.84889 | ||
| 17 | 2025.03.20 20:00 | modify | 5 | 0.10 | 1.86289 | 1.86219 | 1.84889 | ||
| 18 | 2025.03.24 16:00 | t/p | 5 | 0.10 | 1.84889 | 1.86219 | 1.84889 | 98.23 | 654.69 |
| 19 | 2025.03.24 16:00 | t/p | 6 | 0.10 | 1.84889 | 1.86219 | 1.84889 | 47.29 | 701.98 |
| 20 | 2025.04.07 20:00 | buy | 7 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 21 | 2025.04.07 20:00 | modify | 7 | 0.10 | 1.81123 | 1.79623 | 1.82523 | ||
| 22 | 2025.04.09 04:00 | t/p | 7 | 0.10 | 1.82523 | 1.79623 | 1.82523 | 101.06 | 803.04 |
| 23 | 2025.04.14 20:00 | sell | 8 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 24 | 2025.04.14 20:00 | modify | 8 | 0.10 | 1.82953 | 1.84453 | 1.81553 | ||
| 25 | 2025.04.15 16:00 | s/l | 8 | 0.10 | 1.84453 | 1.84453 | 1.81553 | -108.97 | 694.07 |
| 26 | 2025.04.16 08:00 | sell | 9 | 0.10 | 1.84748 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.16 08:00 | modify | 9 | 0.10 | 1.84748 | 1.86248 | 1.83348 | ||
| 28 | 2025.04.17 00:00 | t/p | 9 | 0.10 | 1.83348 | 1.86248 | 1.83348 | 97.04 | 791.11 |
| 29 | 2025.04.21 12:00 | sell | 10 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 30 | 2025.04.21 12:00 | modify | 10 | 0.10 | 1.84951 | 1.86451 | 1.83551 | ||
| 31 | 2025.04.23 00:00 | t/p | 10 | 0.10 | 1.83551 | 1.86451 | 1.83551 | 98.23 | 889.34 |
| 32 | 2025.05.09 20:00 | sell | 11 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 33 | 2025.05.09 20:00 | modify | 11 | 0.10 | 1.85413 | 1.86913 | 1.84013 | ||
| 34 | 2025.05.12 08:00 | t/p | 11 | 0.10 | 1.84013 | 1.86913 | 1.84013 | 99.42 | 988.75 |
| 35 | 2025.06.23 20:00 | sell | 12 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 36 | 2025.06.23 20:00 | modify | 12 | 0.10 | 1.85780 | 1.87280 | 1.84380 | ||
| 37 | 2025.06.25 16:00 | s/l | 12 | 0.10 | 1.87280 | 1.87280 | 1.84380 | -110.15 | 878.60 |
| 38 | 2025.07.23 04:00 | buy | 13 | 0.10 | 1.84005 | 0.00000 | 0.00000 | ||
| 39 | 2025.07.23 04:00 | modify | 13 | 0.10 | 1.84005 | 1.82505 | 1.85405 | ||
| 40 | 2025.07.23 16:00 | buy | 14 | 0.10 | 1.84651 | 0.00000 | 0.00000 | ||
| 41 | 2025.07.23 16:00 | modify | 14 | 0.10 | 1.84651 | 1.84355 | 1.85405 | ||
| 42 | 2025.07.23 16:00 | modify | 13 | 0.10 | 1.84005 | 1.84355 | 1.85405 | ||
| 43 | 2025.07.24 00:00 | s/l | 13 | 0.10 | 1.84355 | 1.84355 | 1.85405 | 25.81 | 904.41 |
| 44 | 2025.07.24 00:00 | s/l | 14 | 0.10 | 1.84355 | 1.84355 | 1.85405 | -20.62 | 883.79 |
| 45 | 2025.08.13 20:00 | sell | 15 | 0.10 | 1.86786 | 0.00000 | 0.00000 | ||
| 46 | 2025.08.13 20:00 | modify | 15 | 0.10 | 1.86786 | 1.88286 | 1.85386 | ||
| 47 | 2025.08.28 00:00 | sell | 16 | 0.10 | 1.86058 | 0.00000 | 0.00000 | ||
| 48 | 2025.08.28 00:00 | modify | 16 | 0.10 | 1.86058 | 1.86716 | 1.85386 | ||
| 49 | 2025.08.28 00:00 | modify | 15 | 0.10 | 1.86786 | 1.86716 | 1.85386 | ||
| 50 | 2025.08.29 12:00 | t/p | 15 | 0.10 | 1.85386 | 1.86716 | 1.85386 | 79.27 | 963.06 |
| 51 | 2025.08.29 12:00 | t/p | 16 | 0.10 | 1.85386 | 1.86716 | 1.85386 | 47.10 | 1010.16 |
| 52 | 2025.09.02 16:00 | buy | 17 | 0.10 | 1.84613 | 0.00000 | 0.00000 | ||
| 53 | 2025.09.02 16:00 | modify | 17 | 0.10 | 1.84613 | 1.83113 | 1.86013 | ||
| 54 | 2025.09.03 20:00 | buy | 18 | 0.10 | 1.85464 | 0.00000 | 0.00000 | ||
| 55 | 2025.09.03 20:00 | modify | 18 | 0.10 | 1.85464 | 1.85103 | 1.86013 | ||
| 56 | 2025.09.03 20:00 | modify | 17 | 0.10 | 1.84613 | 1.85103 | 1.86013 | ||
| 57 | 2025.09.05 16:00 | t/p | 17 | 0.10 | 1.86013 | 1.85103 | 1.86013 | 101.71 | 1111.87 |
| 58 | 2025.09.05 16:00 | t/p | 18 | 0.10 | 1.86013 | 1.85103 | 1.86013 | 40.32 | 1152.19 |
| 59 | 2025.09.05 20:00 | sell | 19 | 0.10 | 1.87011 | 0.00000 | 0.00000 | ||
| 60 | 2025.09.05 20:00 | modify | 19 | 0.10 | 1.87011 | 1.88511 | 1.85611 | ||
| 61 | 2025.09.19 16:00 | t/p | 19 | 0.10 | 1.85611 | 1.88511 | 1.85611 | 84.02 | 1236.21 |
| 62 | 2025.09.19 20:00 | buy | 20 | 0.10 | 1.85786 | 0.00000 | 0.00000 | ||
| 63 | 2025.09.19 20:00 | modify | 20 | 0.10 | 1.85786 | 1.84286 | 1.87186 | ||
| 64 | 2025.09.23 20:00 | t/p | 20 | 0.10 | 1.87186 | 1.84286 | 1.87186 | 101.06 | 1337.27 |
| 65 | 2025.09.25 20:00 | buy | 21 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 66 | 2025.09.25 20:00 | modify | 21 | 0.10 | 1.85959 | 1.84459 | 1.87359 | ||
| 67 | 2025.09.29 16:00 | t/p | 21 | 0.10 | 1.87359 | 1.84459 | 1.87359 | 101.06 | 1438.33 |
| 68 | 2025.10.01 20:00 | sell | 22 | 0.10 | 1.87904 | 0.00000 | 0.00000 | ||
| 69 | 2025.10.01 20:00 | modify | 22 | 0.10 | 1.87904 | 1.89404 | 1.86504 | ||
| 70 | 2025.10.07 12:00 | sell | 23 | 0.10 | 1.87044 | 0.00000 | 0.00000 | ||
| 71 | 2025.10.07 12:00 | modify | 23 | 0.10 | 1.87044 | 1.87414 | 1.86504 | ||
| 72 | 2025.10.07 12:00 | modify | 22 | 0.10 | 1.87904 | 1.87414 | 1.86504 | ||
| 73 | 2025.10.07 16:00 | s/l | 22 | 0.10 | 1.87414 | 1.87414 | 1.86504 | 28.10 | 1466.44 |
| 74 | 2025.10.07 16:00 | s/l | 23 | 0.10 | 1.87414 | 1.87414 | 1.86504 | -26.59 | 1439.85 |
| 75 | 2025.10.29 12:00 | buy | 24 | 0.10 | 1.84296 | 0.00000 | 0.00000 | ||
| 76 | 2025.10.29 12:00 | modify | 24 | 0.10 | 1.84296 | 1.82796 | 1.85696 | ||
| 77 | 2025.11.06 16:00 | buy | 25 | 0.10 | 1.85149 | 0.00000 | 0.00000 | ||
| 78 | 2025.11.06 16:00 | modify | 25 | 0.10 | 1.85149 | 1.84786 | 1.85696 | ||
| 79 | 2025.11.06 16:00 | modify | 24 | 0.10 | 1.84296 | 1.84786 | 1.85696 | ||
| 80 | 2025.11.07 16:00 | s/l | 24 | 0.10 | 1.84786 | 1.84786 | 1.85696 | 37.60 | 1477.44 |
| 81 | 2025.11.07 16:00 | s/l | 25 | 0.10 | 1.84786 | 1.84786 | 1.85696 | -25.87 | 1451.57 |
| 82 | 2025.11.12 20:00 | buy | 26 | 0.10 | 1.83816 | 0.00000 | 0.00000 | ||
| 83 | 2025.11.12 20:00 | modify | 26 | 0.10 | 1.83816 | 1.82316 | 1.85216 | ||
| 84 | 2025.11.13 20:00 | t/p | 26 | 0.10 | 1.85216 | 1.82316 | 1.85216 | 101.27 | 1552.84 |
| 85 | 2025.11.19 04:00 | buy | 27 | 0.10 | 1.83965 | 0.00000 | 0.00000 | ||
| 86 | 2025.11.19 04:00 | modify | 27 | 0.10 | 1.83965 | 1.82465 | 1.85365 | ||
| 87 | 2025.11.25 12:00 | t/p | 27 | 0.10 | 1.85365 | 1.82465 | 1.85365 | 101.92 | 1654.75 |
| 88 | 2025.12.02 20:00 | buy | 28 | 0.10 | 1.84600 | 0.00000 | 0.00000 | ||
| 89 | 2025.12.02 20:00 | modify | 28 | 0.10 | 1.84600 | 1.83100 | 1.86000 | ||
| 90 | 2025.12.03 12:00 | buy | 29 | 0.10 | 1.85456 | 0.00000 | 0.00000 | ||
| 91 | 2025.12.03 12:00 | modify | 29 | 0.10 | 1.85456 | 1.85090 | 1.86000 | ||
| 92 | 2025.12.03 12:00 | modify | 28 | 0.10 | 1.84600 | 1.85090 | 1.86000 | ||
| 93 | 2025.12.03 20:00 | t/p | 28 | 0.10 | 1.86000 | 1.85090 | 1.86000 | 100.85 | 1755.60 |
| 94 | 2025.12.03 20:00 | t/p | 29 | 0.10 | 1.86000 | 1.85090 | 1.86000 | 39.11 | 1794.71 |
| 95 | 2025.12.04 04:00 | sell | 30 | 0.10 | 1.86115 | 0.00000 | 0.00000 | ||
| 96 | 2025.12.04 04:00 | modify | 30 | 0.10 | 1.86115 | 1.87615 | 1.84715 | ||
| 97 | 2025.12.05 20:00 | t/p | 30 | 0.10 | 1.84715 | 1.87615 | 1.84715 | 99.42 | 1894.12 |