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=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=20; 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=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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 831.37 | Gross profit | 1210.12 | Gross loss | -378.75 |
| Profit factor | 3.20 | Expected payoff | 41.57 | ||
| Absolute drawdown | 120.89 | Maximal drawdown | 164.22 (13.92%) | Relative drawdown | 13.92% (164.22) |
| Total trades | 20 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
| Largest | profit trade | 101.71 | loss trade | -110.15 | |
| Average | profit trade | 80.67 | loss trade | -75.75 | |
| Maximum | consecutive wins (profit in money) | 7 (535.55) | consecutive losses (loss in money) | 1 (-110.15) | |
| Maximal | consecutive profit (count of wins) | 535.55 (7) | consecutive loss (count of losses) | -110.15 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 2025.04.07 20:00 | buy | 2 | 0.10 | 1.81123 | 0.00000 | 0.00000 | ||
| 5 | 2025.04.07 20:00 | modify | 2 | 0.10 | 1.81123 | 1.79623 | 1.82523 | ||
| 6 | 2025.04.09 04:00 | t/p | 2 | 0.10 | 1.82523 | 1.79623 | 1.82523 | 101.06 | 993.90 |
| 7 | 2025.04.14 20:00 | sell | 3 | 0.10 | 1.82953 | 0.00000 | 0.00000 | ||
| 8 | 2025.04.14 20:00 | modify | 3 | 0.10 | 1.82953 | 1.84453 | 1.81553 | ||
| 9 | 2025.04.15 16:00 | s/l | 3 | 0.10 | 1.84453 | 1.84453 | 1.81553 | -108.97 | 884.93 |
| 10 | 2025.04.16 12:00 | sell | 4 | 0.10 | 1.84716 | 0.00000 | 0.00000 | ||
| 11 | 2025.04.16 12:00 | modify | 4 | 0.10 | 1.84716 | 1.86216 | 1.83316 | ||
| 12 | 2025.04.17 04:00 | t/p | 4 | 0.10 | 1.83316 | 1.86216 | 1.83316 | 97.04 | 981.96 |
| 13 | 2025.04.21 12:00 | sell | 5 | 0.10 | 1.84951 | 0.00000 | 0.00000 | ||
| 14 | 2025.04.21 12:00 | modify | 5 | 0.10 | 1.84951 | 1.86451 | 1.83551 | ||
| 15 | 2025.04.23 00:00 | t/p | 5 | 0.10 | 1.83551 | 1.86451 | 1.83551 | 98.23 | 1080.19 |
| 16 | 2025.05.09 20:00 | sell | 6 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 17 | 2025.05.09 20:00 | modify | 6 | 0.10 | 1.85413 | 1.86913 | 1.84013 | ||
| 18 | 2025.05.12 08:00 | t/p | 6 | 0.10 | 1.84013 | 1.86913 | 1.84013 | 99.42 | 1179.61 |
| 19 | 2025.06.23 20:00 | sell | 7 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 20 | 2025.06.23 20:00 | modify | 7 | 0.10 | 1.85780 | 1.87280 | 1.84380 | ||
| 21 | 2025.06.25 16:00 | s/l | 7 | 0.10 | 1.87280 | 1.87280 | 1.84380 | -110.15 | 1069.46 |
| 22 | 2025.08.13 20:00 | sell | 8 | 0.10 | 1.86786 | 0.00000 | 0.00000 | ||
| 23 | 2025.08.13 20:00 | modify | 8 | 0.10 | 1.86786 | 1.88286 | 1.85386 | ||
| 24 | 2025.08.29 12:00 | t/p | 8 | 0.10 | 1.85386 | 1.88286 | 1.85386 | 79.27 | 1148.73 |
| 25 | 2025.09.02 16:00 | buy | 9 | 0.10 | 1.84613 | 0.00000 | 0.00000 | ||
| 26 | 2025.09.02 16:00 | modify | 9 | 0.10 | 1.84613 | 1.83113 | 1.86013 | ||
| 27 | 2025.09.03 20:00 | buy | 10 | 0.10 | 1.85464 | 0.00000 | 0.00000 | ||
| 28 | 2025.09.03 20:00 | modify | 10 | 0.10 | 1.85464 | 1.85103 | 1.86013 | ||
| 29 | 2025.09.03 20:00 | modify | 9 | 0.10 | 1.84613 | 1.85103 | 1.86013 | ||
| 30 | 2025.09.05 16:00 | t/p | 9 | 0.10 | 1.86013 | 1.85103 | 1.86013 | 101.71 | 1250.44 |
| 31 | 2025.09.05 16:00 | t/p | 10 | 0.10 | 1.86013 | 1.85103 | 1.86013 | 40.32 | 1290.77 |
| 32 | 2025.09.05 20:00 | sell | 11 | 0.10 | 1.87011 | 0.00000 | 0.00000 | ||
| 33 | 2025.09.05 20:00 | modify | 11 | 0.10 | 1.87011 | 1.88511 | 1.85611 | ||
| 34 | 2025.09.19 16:00 | t/p | 11 | 0.10 | 1.85611 | 1.88511 | 1.85611 | 84.02 | 1374.78 |
| 35 | 2025.09.19 20:00 | buy | 12 | 0.10 | 1.85786 | 0.00000 | 0.00000 | ||
| 36 | 2025.09.19 20:00 | modify | 12 | 0.10 | 1.85786 | 1.84286 | 1.87186 | ||
| 37 | 2025.09.23 20:00 | t/p | 12 | 0.10 | 1.87186 | 1.84286 | 1.87186 | 101.06 | 1475.85 |
| 38 | 2025.09.25 20:00 | buy | 13 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 39 | 2025.09.25 20:00 | modify | 13 | 0.10 | 1.85959 | 1.84459 | 1.87359 | ||
| 40 | 2025.09.29 16:00 | t/p | 13 | 0.10 | 1.87359 | 1.84459 | 1.87359 | 101.06 | 1576.91 |
| 41 | 2025.10.01 20:00 | sell | 14 | 0.10 | 1.87904 | 0.00000 | 0.00000 | ||
| 42 | 2025.10.01 20:00 | modify | 14 | 0.10 | 1.87904 | 1.89404 | 1.86504 | ||
| 43 | 2025.10.07 12:00 | sell | 15 | 0.10 | 1.87044 | 0.00000 | 0.00000 | ||
| 44 | 2025.10.07 12:00 | modify | 15 | 0.10 | 1.87044 | 1.87414 | 1.86504 | ||
| 45 | 2025.10.07 12:00 | modify | 14 | 0.10 | 1.87904 | 1.87414 | 1.86504 | ||
| 46 | 2025.10.07 16:00 | s/l | 14 | 0.10 | 1.87414 | 1.87414 | 1.86504 | 28.10 | 1605.01 |
| 47 | 2025.10.07 16:00 | s/l | 15 | 0.10 | 1.87414 | 1.87414 | 1.86504 | -26.59 | 1578.42 |
| 48 | 2025.10.29 12:00 | buy | 16 | 0.10 | 1.84296 | 0.00000 | 0.00000 | ||
| 49 | 2025.10.29 12:00 | modify | 16 | 0.10 | 1.84296 | 1.82796 | 1.85696 | ||
| 50 | 2025.11.06 16:00 | buy | 17 | 0.10 | 1.85149 | 0.00000 | 0.00000 | ||
| 51 | 2025.11.06 16:00 | modify | 17 | 0.10 | 1.85149 | 1.84786 | 1.85696 | ||
| 52 | 2025.11.06 16:00 | modify | 16 | 0.10 | 1.84296 | 1.84786 | 1.85696 | ||
| 53 | 2025.11.07 16:00 | s/l | 16 | 0.10 | 1.84786 | 1.84786 | 1.85696 | 37.60 | 1616.02 |
| 54 | 2025.11.07 16:00 | s/l | 17 | 0.10 | 1.84786 | 1.84786 | 1.85696 | -25.87 | 1590.14 |
| 55 | 2025.11.12 20:00 | buy | 18 | 0.10 | 1.83816 | 0.00000 | 0.00000 | ||
| 56 | 2025.11.12 20:00 | modify | 18 | 0.10 | 1.83816 | 1.82316 | 1.85216 | ||
| 57 | 2025.11.13 20:00 | t/p | 18 | 0.10 | 1.85216 | 1.82316 | 1.85216 | 101.27 | 1691.41 |
| 58 | 2025.12.02 20:00 | buy | 19 | 0.10 | 1.84600 | 0.00000 | 0.00000 | ||
| 59 | 2025.12.02 20:00 | modify | 19 | 0.10 | 1.84600 | 1.83100 | 1.86000 | ||
| 60 | 2025.12.03 12:00 | buy | 20 | 0.10 | 1.85456 | 0.00000 | 0.00000 | ||
| 61 | 2025.12.03 12:00 | modify | 20 | 0.10 | 1.85456 | 1.85090 | 1.86000 | ||
| 62 | 2025.12.03 12:00 | modify | 19 | 0.10 | 1.84600 | 1.85090 | 1.86000 | ||
| 63 | 2025.12.03 20:00 | t/p | 19 | 0.10 | 1.86000 | 1.85090 | 1.86000 | 100.85 | 1792.26 |
| 64 | 2025.12.03 20:00 | t/p | 20 | 0.10 | 1.86000 | 1.85090 | 1.86000 | 39.11 | 1831.37 |