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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 961.47 | Gross profit | 1322.58 | Gross loss | -361.11 |
| Profit factor | 3.66 | Expected payoff | 41.80 | ||
| Absolute drawdown | 105.63 | Maximal drawdown | 214.31 (19.33%) | Relative drawdown | 19.33% (214.31) |
| Total trades | 23 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 112.57 | loss trade | -118.42 | |
| Average | profit trade | 77.80 | loss trade | -60.18 | |
| Maximum | consecutive wins (profit in money) | 8 (632.48) | consecutive losses (loss in money) | 2 (-51.51) | |
| Maximal | consecutive profit (count of wins) | 632.48 (8) | consecutive loss (count of losses) | -118.42 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.09 20:00 | sell | 1 | 0.10 | 1.85413 | 0.00000 | 0.00000 | ||
| 2 | 2025.05.09 20:00 | modify | 1 | 0.10 | 1.85413 | 1.86913 | 1.83913 | ||
| 3 | 2025.05.12 12:00 | t/p | 1 | 0.10 | 1.83913 | 1.86913 | 1.83913 | 108.68 | 1108.68 |
| 4 | 2025.06.23 20:00 | sell | 2 | 0.10 | 1.85780 | 0.00000 | 0.00000 | ||
| 5 | 2025.06.23 20:00 | modify | 2 | 0.10 | 1.85780 | 1.87280 | 1.84280 | ||
| 6 | 2025.06.25 16:00 | s/l | 2 | 0.10 | 1.87280 | 1.87280 | 1.84280 | -112.33 | 996.35 |
| 7 | 2025.07.23 04:00 | buy | 3 | 0.10 | 1.84005 | 0.00000 | 0.00000 | ||
| 8 | 2025.07.23 04:00 | modify | 3 | 0.10 | 1.84005 | 1.82505 | 1.85505 | ||
| 9 | 2025.07.24 00:00 | buy | 4 | 0.10 | 1.84709 | 0.00000 | 0.00000 | ||
| 10 | 2025.07.24 00:00 | modify | 4 | 0.10 | 1.84709 | 1.84155 | 1.85505 | ||
| 11 | 2025.07.24 00:00 | modify | 3 | 0.10 | 1.84005 | 1.84155 | 1.85505 | ||
| 12 | 2025.07.24 20:00 | s/l | 3 | 0.10 | 1.84155 | 1.84155 | 1.85505 | 11.66 | 1008.00 |
| 13 | 2025.07.24 20:00 | s/l | 4 | 0.10 | 1.84155 | 1.84155 | 1.85505 | -40.59 | 967.41 |
| 14 | 2025.07.29 00:00 | buy | 5 | 0.10 | 1.83520 | 0.00000 | 0.00000 | ||
| 15 | 2025.07.29 00:00 | modify | 5 | 0.10 | 1.83520 | 1.82020 | 1.85020 | ||
| 16 | 2025.08.08 20:00 | t/p | 5 | 0.10 | 1.85020 | 1.82020 | 1.85020 | 112.57 | 1079.99 |
| 17 | 2025.08.14 04:00 | sell | 6 | 0.10 | 1.86769 | 0.00000 | 0.00000 | ||
| 18 | 2025.08.14 04:00 | modify | 6 | 0.10 | 1.86769 | 1.88269 | 1.85269 | ||
| 19 | 2025.08.27 20:00 | sell | 7 | 0.10 | 1.86088 | 0.00000 | 0.00000 | ||
| 20 | 2025.08.27 20:00 | modify | 7 | 0.10 | 1.86088 | 1.86619 | 1.85269 | ||
| 21 | 2025.08.27 20:00 | modify | 6 | 0.10 | 1.86769 | 1.86619 | 1.85269 | ||
| 22 | 2025.08.29 12:00 | t/p | 6 | 0.10 | 1.85269 | 1.86619 | 1.85269 | 91.64 | 1171.63 |
| 23 | 2025.08.29 12:00 | t/p | 7 | 0.10 | 1.85269 | 1.86619 | 1.85269 | 55.14 | 1226.77 |
| 24 | 2025.09.05 20:00 | sell | 8 | 0.10 | 1.87011 | 0.00000 | 0.00000 | ||
| 25 | 2025.09.05 20:00 | modify | 8 | 0.10 | 1.87011 | 1.88511 | 1.85511 | ||
| 26 | 2025.09.19 08:00 | sell | 9 | 0.10 | 1.86328 | 0.00000 | 0.00000 | ||
| 27 | 2025.09.19 08:00 | modify | 9 | 0.10 | 1.86328 | 1.86861 | 1.85511 | ||
| 28 | 2025.09.19 08:00 | modify | 8 | 0.10 | 1.87011 | 1.86861 | 1.85511 | ||
| 29 | 2025.09.21 20:00 | t/p | 8 | 0.10 | 1.85511 | 1.86861 | 1.85511 | 92.86 | 1319.63 |
| 30 | 2025.09.21 20:00 | t/p | 9 | 0.10 | 1.85511 | 1.86861 | 1.85511 | 59.86 | 1379.49 |
| 31 | 2025.09.25 20:00 | buy | 10 | 0.10 | 1.85959 | 0.00000 | 0.00000 | ||
| 32 | 2025.09.25 20:00 | modify | 10 | 0.10 | 1.85959 | 1.84459 | 1.87459 | ||
| 33 | 2025.09.29 16:00 | t/p | 10 | 0.10 | 1.87459 | 1.84459 | 1.87459 | 110.35 | 1489.84 |
| 34 | 2025.10.01 20:00 | sell | 11 | 0.10 | 1.87904 | 0.00000 | 0.00000 | ||
| 35 | 2025.10.01 20:00 | modify | 11 | 0.10 | 1.87904 | 1.89404 | 1.86404 | ||
| 36 | 2025.10.09 08:00 | t/p | 11 | 0.10 | 1.86404 | 1.89404 | 1.86404 | 97.73 | 1587.57 |
| 37 | 2025.11.12 20:00 | buy | 12 | 0.10 | 1.83816 | 0.00000 | 0.00000 | ||
| 38 | 2025.11.12 20:00 | modify | 12 | 0.10 | 1.83816 | 1.82316 | 1.85316 | ||
| 39 | 2025.11.17 00:00 | buy | 13 | 0.10 | 1.84491 | 0.00000 | 0.00000 | ||
| 40 | 2025.11.17 00:00 | modify | 13 | 0.10 | 1.84491 | 1.83966 | 1.85316 | ||
| 41 | 2025.11.17 00:00 | modify | 12 | 0.10 | 1.83816 | 1.83966 | 1.85316 | ||
| 42 | 2025.11.18 20:00 | s/l | 12 | 0.10 | 1.83966 | 1.83966 | 1.85316 | 12.32 | 1599.89 |
| 43 | 2025.11.18 20:00 | s/l | 13 | 0.10 | 1.83966 | 1.83966 | 1.85316 | -38.25 | 1561.64 |
| 44 | 2025.11.19 04:00 | buy | 14 | 0.10 | 1.83965 | 0.00000 | 0.00000 | ||
| 45 | 2025.11.19 04:00 | modify | 14 | 0.10 | 1.83965 | 1.82465 | 1.85465 | ||
| 46 | 2025.11.21 16:00 | buy | 15 | 0.10 | 1.84876 | 0.00000 | 0.00000 | ||
| 47 | 2025.11.21 16:00 | modify | 15 | 0.10 | 1.84876 | 1.84415 | 1.85465 | ||
| 48 | 2025.11.21 16:00 | modify | 14 | 0.10 | 1.83965 | 1.84415 | 1.85465 | ||
| 49 | 2025.11.24 04:00 | buy | 16 | 0.10 | 1.84660 | 0.00000 | 0.00000 | ||
| 50 | 2025.11.24 04:00 | modify | 16 | 0.10 | 1.84660 | 1.84115 | 1.85465 | ||
| 51 | 2025.11.24 08:00 | modify | 16 | 0.10 | 1.84660 | 1.84415 | 1.85465 | ||
| 52 | 2025.11.25 16:00 | t/p | 14 | 0.10 | 1.85465 | 1.84415 | 1.85465 | 111.24 | 1672.88 |
| 53 | 2025.11.25 16:00 | t/p | 15 | 0.10 | 1.85465 | 1.84415 | 1.85465 | 43.60 | 1716.49 |
| 54 | 2025.11.25 16:00 | t/p | 16 | 0.10 | 1.85465 | 1.84415 | 1.85465 | 59.21 | 1775.70 |
| 55 | 2026.01.27 08:00 | sell | 17 | 0.10 | 1.87762 | 0.00000 | 0.00000 | ||
| 56 | 2026.01.27 08:00 | modify | 17 | 0.10 | 1.87762 | 1.89262 | 1.86262 | ||
| 57 | 2026.01.29 20:00 | t/p | 17 | 0.10 | 1.86262 | 1.89262 | 1.86262 | 105.03 | 1880.73 |
| 58 | 2026.02.10 20:00 | buy | 18 | 0.10 | 1.84983 | 0.00000 | 0.00000 | ||
| 59 | 2026.02.10 20:00 | modify | 18 | 0.10 | 1.84983 | 1.83483 | 1.86483 | ||
| 60 | 2026.02.12 16:00 | buy | 19 | 0.10 | 1.85671 | 0.00000 | 0.00000 | ||
| 61 | 2026.02.12 16:00 | modify | 19 | 0.10 | 1.85671 | 1.85133 | 1.86483 | ||
| 62 | 2026.02.12 16:00 | modify | 18 | 0.10 | 1.84983 | 1.85133 | 1.86483 | ||
| 63 | 2026.02.16 12:00 | buy | 20 | 0.10 | 1.85910 | 0.00000 | 0.00000 | ||
| 64 | 2026.02.16 12:00 | modify | 20 | 0.10 | 1.85910 | 1.85433 | 1.86483 | ||
| 65 | 2026.02.16 12:00 | modify | 19 | 0.10 | 1.85671 | 1.85433 | 1.86483 | ||
| 66 | 2026.02.16 12:00 | modify | 18 | 0.10 | 1.84983 | 1.85433 | 1.86483 | ||
| 67 | 2026.02.17 08:00 | s/l | 18 | 0.10 | 1.85433 | 1.85433 | 1.86483 | 34.52 | 1915.25 |
| 68 | 2026.02.17 08:00 | s/l | 19 | 0.10 | 1.85433 | 1.85433 | 1.86483 | -16.77 | 1898.48 |
| 69 | 2026.02.17 08:00 | s/l | 20 | 0.10 | 1.85433 | 1.85433 | 1.86483 | -34.74 | 1863.74 |
| 70 | 2026.03.20 00:00 | sell | 21 | 0.10 | 1.84396 | 0.00000 | 0.00000 | ||
| 71 | 2026.03.20 00:00 | modify | 21 | 0.10 | 1.84396 | 1.85896 | 1.82896 | ||
| 72 | 2026.03.20 16:00 | t/p | 21 | 0.10 | 1.82896 | 1.85896 | 1.82896 | 109.90 | 1973.64 |
| 73 | 2026.04.08 04:00 | sell | 22 | 0.10 | 1.85416 | 0.00000 | 0.00000 | ||
| 74 | 2026.04.08 04:00 | modify | 22 | 0.10 | 1.85416 | 1.86916 | 1.83916 | ||
| 75 | 2026.04.15 00:00 | s/l | 22 | 0.10 | 1.86916 | 1.86916 | 1.83916 | -118.42 | 1855.22 |
| 76 | 2026.04.15 04:00 | sell | 23 | 0.10 | 1.86853 | 0.00000 | 0.00000 | ||
| 77 | 2026.04.15 04:00 | modify | 23 | 0.10 | 1.86853 | 1.88353 | 1.85353 | ||
| 78 | 2026.04.16 16:00 | t/p | 23 | 0.10 | 1.85353 | 1.88353 | 1.85353 | 106.25 | 1961.47 |