Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.05.01 00:00 - 2026.04.30 23:59 (2025.05.01 - 2026.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 156.35 | Gross profit | 954.13 | Gross loss | -797.78 |
| Profit factor | 1.20 | Expected payoff | 4.74 | ||
| Absolute drawdown | 189.23 | Maximal drawdown | 256.38 (24.02%) | Relative drawdown | 24.02% (256.38) |
| Total trades | 33 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 17 (51.52%) | Loss trades (% of total) | 16 (48.48%) | ||
| Largest | profit trade | 103.61 | loss trade | -82.83 | |
| Average | profit trade | 56.13 | loss trade | -49.86 | |
| Maximum | consecutive wins (profit in money) | 6 (404.75) | consecutive losses (loss in money) | 3 (-177.37) | |
| Maximal | consecutive profit (count of wins) | 404.75 (6) | consecutive loss (count of losses) | -177.37 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.30 20:00 | buy | 1 | 0.10 | 1.84942 | 0.00000 | 0.00000 | ||
| 2 | 2025.05.30 20:00 | modify | 1 | 0.10 | 1.84942 | 1.83942 | 1.86342 | ||
| 3 | 2025.06.04 16:00 | buy | 2 | 0.10 | 1.85515 | 0.00000 | 0.00000 | ||
| 4 | 2025.06.04 16:00 | modify | 2 | 0.10 | 1.85515 | 1.85292 | 1.86342 | ||
| 5 | 2025.06.04 16:00 | modify | 1 | 0.10 | 1.84942 | 1.85292 | 1.86342 | ||
| 6 | 2025.06.04 20:00 | s/l | 1 | 0.10 | 1.85292 | 1.85292 | 1.86342 | 26.29 | 1026.29 |
| 7 | 2025.06.04 20:00 | s/l | 2 | 0.10 | 1.85292 | 1.85292 | 1.86342 | -16.33 | 1009.96 |
| 8 | 2025.06.24 08:00 | sell | 3 | 0.10 | 1.86313 | 0.00000 | 0.00000 | ||
| 9 | 2025.06.24 08:00 | modify | 3 | 0.10 | 1.86313 | 1.87313 | 1.84913 | ||
| 10 | 2025.06.25 16:00 | s/l | 3 | 0.10 | 1.87313 | 1.87313 | 1.84913 | -74.42 | 935.54 |
| 11 | 2025.07.02 16:00 | buy | 4 | 0.10 | 1.85536 | 0.00000 | 0.00000 | ||
| 12 | 2025.07.02 16:00 | modify | 4 | 0.10 | 1.85536 | 1.84536 | 1.86936 | ||
| 13 | 2025.07.07 16:00 | buy | 5 | 0.10 | 1.86117 | 0.00000 | 0.00000 | ||
| 14 | 2025.07.07 16:00 | modify | 5 | 0.10 | 1.86117 | 1.85886 | 1.86936 | ||
| 15 | 2025.07.07 16:00 | modify | 4 | 0.10 | 1.85536 | 1.85886 | 1.86936 | ||
| 16 | 2025.07.07 20:00 | s/l | 4 | 0.10 | 1.85886 | 1.85886 | 1.86936 | 26.72 | 962.26 |
| 17 | 2025.07.07 20:00 | s/l | 5 | 0.10 | 1.85886 | 1.85886 | 1.86936 | -16.91 | 945.35 |
| 18 | 2025.08.07 16:00 | sell | 6 | 0.10 | 1.84646 | 0.00000 | 0.00000 | ||
| 19 | 2025.08.07 16:00 | modify | 6 | 0.10 | 1.84646 | 1.85646 | 1.83246 | ||
| 20 | 2025.08.12 12:00 | s/l | 6 | 0.10 | 1.85646 | 1.85646 | 1.83246 | -76.82 | 868.53 |
| 21 | 2025.08.13 12:00 | sell | 7 | 0.10 | 1.86749 | 0.00000 | 0.00000 | ||
| 22 | 2025.08.13 12:00 | modify | 7 | 0.10 | 1.86749 | 1.87749 | 1.85349 | ||
| 23 | 2025.08.29 12:00 | t/p | 7 | 0.10 | 1.85349 | 1.87749 | 1.85349 | 80.89 | 949.42 |
| 24 | 2025.09.02 08:00 | buy | 8 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 25 | 2025.09.02 08:00 | modify | 8 | 0.10 | 1.84689 | 1.83689 | 1.86089 | ||
| 26 | 2025.09.05 16:00 | t/p | 8 | 0.10 | 1.86089 | 1.83689 | 1.86089 | 103.61 | 1053.04 |
| 27 | 2025.09.05 16:00 | sell | 9 | 0.10 | 1.87188 | 0.00000 | 0.00000 | ||
| 28 | 2025.09.05 16:00 | modify | 9 | 0.10 | 1.87188 | 1.88188 | 1.85788 | ||
| 29 | 2025.09.15 12:00 | s/l | 9 | 0.10 | 1.88188 | 1.88188 | 1.85788 | -82.83 | 970.21 |
| 30 | 2025.09.19 16:00 | buy | 10 | 0.10 | 1.85724 | 0.00000 | 0.00000 | ||
| 31 | 2025.09.19 16:00 | modify | 10 | 0.10 | 1.85724 | 1.84724 | 1.87124 | ||
| 32 | 2025.09.23 08:00 | t/p | 10 | 0.10 | 1.87124 | 1.84724 | 1.87124 | 102.95 | 1073.16 |
| 33 | 2025.10.16 12:00 | sell | 11 | 0.10 | 1.88779 | 0.00000 | 0.00000 | ||
| 34 | 2025.10.16 12:00 | modify | 11 | 0.10 | 1.88779 | 1.89779 | 1.87379 | ||
| 35 | 2025.10.20 08:00 | sell | 12 | 0.10 | 1.88209 | 0.00000 | 0.00000 | ||
| 36 | 2025.10.20 08:00 | modify | 12 | 0.10 | 1.88209 | 1.88429 | 1.87379 | ||
| 37 | 2025.10.20 08:00 | modify | 11 | 0.10 | 1.88779 | 1.88429 | 1.87379 | ||
| 38 | 2025.10.20 12:00 | s/l | 11 | 0.10 | 1.88429 | 1.88429 | 1.87379 | 23.23 | 1096.39 |
| 39 | 2025.10.20 12:00 | s/l | 12 | 0.10 | 1.88429 | 1.88429 | 1.87379 | -16.10 | 1080.29 |
| 40 | 2025.10.22 08:00 | buy | 13 | 0.10 | 1.86617 | 0.00000 | 0.00000 | ||
| 41 | 2025.10.22 08:00 | modify | 13 | 0.10 | 1.86617 | 1.85617 | 1.88017 | ||
| 42 | 2025.10.28 16:00 | s/l | 13 | 0.10 | 1.85617 | 1.85617 | 1.88017 | -71.92 | 1008.37 |
| 43 | 2025.10.28 16:00 | buy | 14 | 0.10 | 1.85076 | 0.00000 | 0.00000 | ||
| 44 | 2025.10.28 16:00 | modify | 14 | 0.10 | 1.85076 | 1.84076 | 1.86476 | ||
| 45 | 2025.10.29 12:00 | s/l | 14 | 0.10 | 1.84076 | 1.84076 | 1.86476 | -73.00 | 935.37 |
| 46 | 2025.11.06 20:00 | sell | 15 | 0.10 | 1.85299 | 0.00000 | 0.00000 | ||
| 47 | 2025.11.06 20:00 | modify | 15 | 0.10 | 1.85299 | 1.86299 | 1.83899 | ||
| 48 | 2025.11.07 20:00 | sell | 16 | 0.10 | 1.84712 | 0.00000 | 0.00000 | ||
| 49 | 2025.11.07 20:00 | modify | 16 | 0.10 | 1.84712 | 1.84949 | 1.83899 | ||
| 50 | 2025.11.07 20:00 | modify | 15 | 0.10 | 1.85299 | 1.84949 | 1.83899 | ||
| 51 | 2025.11.09 20:00 | s/l | 15 | 0.10 | 1.84949 | 1.84949 | 1.83899 | 24.43 | 959.80 |
| 52 | 2025.11.09 20:00 | s/l | 16 | 0.10 | 1.84949 | 1.84949 | 1.83899 | -17.35 | 942.45 |
| 53 | 2025.11.25 20:00 | sell | 17 | 0.10 | 1.86155 | 0.00000 | 0.00000 | ||
| 54 | 2025.11.25 20:00 | modify | 17 | 0.10 | 1.86155 | 1.87155 | 1.84755 | ||
| 55 | 2025.11.26 00:00 | sell | 18 | 0.10 | 1.85574 | 0.00000 | 0.00000 | ||
| 56 | 2025.11.26 00:00 | modify | 18 | 0.10 | 1.85574 | 1.85805 | 1.84755 | ||
| 57 | 2025.11.26 00:00 | modify | 17 | 0.10 | 1.86155 | 1.85805 | 1.84755 | ||
| 58 | 2025.11.26 04:00 | s/l | 17 | 0.10 | 1.85805 | 1.85805 | 1.84755 | 24.43 | 966.88 |
| 59 | 2025.11.26 04:00 | s/l | 18 | 0.10 | 1.85805 | 1.85805 | 1.84755 | -16.91 | 949.97 |
| 60 | 2025.12.03 20:00 | sell | 19 | 0.10 | 1.86198 | 0.00000 | 0.00000 | ||
| 61 | 2025.12.03 20:00 | modify | 19 | 0.10 | 1.86198 | 1.87198 | 1.84798 | ||
| 62 | 2025.12.05 20:00 | t/p | 19 | 0.10 | 1.84798 | 1.87198 | 1.84798 | 97.71 | 1047.68 |
| 63 | 2026.01.05 20:00 | sell | 20 | 0.10 | 1.86290 | 0.00000 | 0.00000 | ||
| 64 | 2026.01.05 20:00 | modify | 20 | 0.10 | 1.86290 | 1.87290 | 1.84890 | ||
| 65 | 2026.01.21 12:00 | sell | 21 | 0.10 | 1.85443 | 0.00000 | 0.00000 | ||
| 66 | 2026.01.21 12:00 | modify | 21 | 0.10 | 1.85443 | 1.85870 | 1.84890 | ||
| 67 | 2026.01.21 12:00 | modify | 20 | 0.10 | 1.86290 | 1.85870 | 1.84890 | ||
| 68 | 2026.01.22 12:00 | s/l | 20 | 0.10 | 1.85870 | 1.85870 | 1.84890 | 7.93 | 1055.61 |
| 69 | 2026.01.22 12:00 | s/l | 21 | 0.10 | 1.85870 | 1.85870 | 1.84890 | -34.86 | 1020.75 |
| 70 | 2026.02.05 16:00 | buy | 22 | 0.10 | 1.85139 | 0.00000 | 0.00000 | ||
| 71 | 2026.02.05 16:00 | modify | 22 | 0.10 | 1.85139 | 1.84139 | 1.86539 | ||
| 72 | 2026.02.06 20:00 | buy | 23 | 0.10 | 1.86005 | 0.00000 | 0.00000 | ||
| 73 | 2026.02.06 20:00 | modify | 23 | 0.10 | 1.86005 | 1.85559 | 1.86539 | ||
| 74 | 2026.02.06 20:00 | modify | 22 | 0.10 | 1.85139 | 1.85559 | 1.86539 | ||
| 75 | 2026.02.09 08:00 | s/l | 22 | 0.10 | 1.85559 | 1.85559 | 1.86539 | 31.19 | 1051.94 |
| 76 | 2026.02.09 08:00 | s/l | 23 | 0.10 | 1.85559 | 1.85559 | 1.86539 | -32.44 | 1019.49 |
| 77 | 2026.02.27 16:00 | buy | 24 | 0.10 | 1.83377 | 0.00000 | 0.00000 | ||
| 78 | 2026.02.27 16:00 | modify | 24 | 0.10 | 1.83377 | 1.82377 | 1.84777 | ||
| 79 | 2026.03.02 08:00 | s/l | 24 | 0.10 | 1.82377 | 1.82377 | 1.84777 | -73.01 | 946.48 |
| 80 | 2026.03.02 08:00 | buy | 25 | 0.10 | 1.82525 | 0.00000 | 0.00000 | ||
| 81 | 2026.03.02 08:00 | modify | 25 | 0.10 | 1.82525 | 1.81525 | 1.83925 | ||
| 82 | 2026.03.08 20:00 | s/l | 25 | 0.10 | 1.81525 | 1.81525 | 1.83925 | -71.92 | 874.57 |
| 83 | 2026.03.09 12:00 | buy | 26 | 0.10 | 1.80719 | 0.00000 | 0.00000 | ||
| 84 | 2026.03.09 12:00 | modify | 26 | 0.10 | 1.80719 | 1.79719 | 1.82119 | ||
| 85 | 2026.03.09 20:00 | t/p | 26 | 0.10 | 1.82119 | 1.79719 | 1.82119 | 102.52 | 977.09 |
| 86 | 2026.03.10 08:00 | sell | 27 | 0.10 | 1.82869 | 0.00000 | 0.00000 | ||
| 87 | 2026.03.10 08:00 | modify | 27 | 0.10 | 1.82869 | 1.83869 | 1.81469 | ||
| 88 | 2026.03.12 00:00 | sell | 28 | 0.10 | 1.82001 | 0.00000 | 0.00000 | ||
| 89 | 2026.03.12 00:00 | modify | 28 | 0.10 | 1.82001 | 1.82449 | 1.81469 | ||
| 90 | 2026.03.12 00:00 | modify | 27 | 0.10 | 1.82869 | 1.82449 | 1.81469 | ||
| 91 | 2026.03.13 08:00 | t/p | 27 | 0.10 | 1.81469 | 1.82449 | 1.81469 | 96.51 | 1073.59 |
| 92 | 2026.03.13 08:00 | t/p | 28 | 0.10 | 1.81469 | 1.82449 | 1.81469 | 37.76 | 1111.35 |
| 93 | 2026.03.19 20:00 | sell | 29 | 0.10 | 1.84480 | 0.00000 | 0.00000 | ||
| 94 | 2026.03.19 20:00 | modify | 29 | 0.10 | 1.84480 | 1.85480 | 1.83080 | ||
| 95 | 2026.03.20 12:00 | sell | 30 | 0.10 | 1.83615 | 0.00000 | 0.00000 | ||
| 96 | 2026.03.20 12:00 | modify | 30 | 0.10 | 1.83615 | 1.84060 | 1.83080 | ||
| 97 | 2026.03.20 12:00 | modify | 29 | 0.10 | 1.84480 | 1.84060 | 1.83080 | ||
| 98 | 2026.03.20 16:00 | t/p | 29 | 0.10 | 1.83080 | 1.84060 | 1.83080 | 101.31 | 1212.66 |
| 99 | 2026.03.20 16:00 | t/p | 30 | 0.10 | 1.83080 | 1.84060 | 1.83080 | 39.18 | 1251.84 |
| 100 | 2026.03.24 08:00 | sell | 31 | 0.10 | 1.84525 | 0.00000 | 0.00000 | ||
| 101 | 2026.03.24 08:00 | modify | 31 | 0.10 | 1.84525 | 1.85525 | 1.83125 | ||
| 102 | 2026.03.31 00:00 | sell | 32 | 0.10 | 1.83454 | 0.00000 | 0.00000 | ||
| 103 | 2026.03.31 00:00 | modify | 32 | 0.10 | 1.83454 | 1.84035 | 1.83125 | ||
| 104 | 2026.03.31 00:00 | modify | 31 | 0.10 | 1.84525 | 1.84035 | 1.83125 | ||
| 105 | 2026.03.31 04:00 | s/l | 31 | 0.10 | 1.84035 | 1.84035 | 1.83125 | 27.47 | 1279.32 |
| 106 | 2026.03.31 04:00 | s/l | 32 | 0.10 | 1.84035 | 1.84035 | 1.83125 | -42.54 | 1236.78 |
| 107 | 2026.04.08 08:00 | sell | 33 | 0.10 | 1.85855 | 0.00000 | 0.00000 | ||
| 108 | 2026.04.08 08:00 | modify | 33 | 0.10 | 1.85855 | 1.86855 | 1.84455 | ||
| 109 | 2026.04.14 16:00 | s/l | 33 | 0.10 | 1.86855 | 1.86855 | 1.84455 | -80.43 | 1156.35 |