Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 7214 | Ticks modelled | 13428 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1476.78 | Gross profit | 1838.12 | Gross loss | -361.34 |
| Profit factor | 5.09 | Expected payoff | 37.87 | ||
| Absolute drawdown | 5.52 | Maximal drawdown | 164.47 (7.29%) | Relative drawdown | 8.87% (109.66) |
| Total trades | 39 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 23 (73.91%) |
| Profit trades (% of total) | 28 (71.79%) | Loss trades (% of total) | 11 (28.21%) | ||
| Largest | profit trade | 102.60 | loss trade | -86.99 | |
| Average | profit trade | 65.65 | loss trade | -32.85 | |
| Maximum | consecutive wins (profit in money) | 7 (414.51) | consecutive losses (loss in money) | 2 (-42.87) | |
| Maximal | consecutive profit (count of wins) | 414.51 (7) | consecutive loss (count of losses) | -86.99 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 09:00 | buy | 1 | 0.10 | 1.71385 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.14 09:00 | modify | 1 | 0.10 | 1.71385 | 1.70185 | 1.72785 | ||
| 3 | 2024.05.14 17:00 | buy | 2 | 0.10 | 1.71961 | 0.00000 | 0.00000 | ||
| 4 | 2024.05.14 17:00 | modify | 2 | 0.10 | 1.71961 | 1.71455 | 1.72785 | ||
| 5 | 2024.05.14 17:00 | modify | 1 | 0.10 | 1.71385 | 1.71455 | 1.72785 | ||
| 6 | 2024.05.15 14:00 | buy | 3 | 0.10 | 1.72309 | 0.00000 | 0.00000 | ||
| 7 | 2024.05.15 14:00 | modify | 3 | 0.10 | 1.72309 | 1.71945 | 1.72785 | ||
| 8 | 2024.05.15 14:00 | modify | 2 | 0.10 | 1.71961 | 1.71945 | 1.72785 | ||
| 9 | 2024.05.15 14:00 | modify | 1 | 0.10 | 1.71385 | 1.71945 | 1.72785 | ||
| 10 | 2024.05.17 16:00 | t/p | 1 | 0.10 | 1.72785 | 1.71945 | 1.72785 | 101.99 | 1101.99 |
| 11 | 2024.05.17 16:00 | t/p | 2 | 0.10 | 1.72785 | 1.71945 | 1.72785 | 60.65 | 1162.65 |
| 12 | 2024.05.17 16:00 | t/p | 3 | 0.10 | 1.72785 | 1.71945 | 1.72785 | 35.38 | 1198.02 |
| 13 | 2024.05.22 07:00 | sell | 4 | 0.10 | 1.74110 | 0.00000 | 0.00000 | ||
| 14 | 2024.05.22 07:00 | modify | 4 | 0.10 | 1.74110 | 1.75310 | 1.72710 | ||
| 15 | 2024.06.03 01:00 | sell | 5 | 0.10 | 1.73549 | 0.00000 | 0.00000 | ||
| 16 | 2024.06.03 01:00 | modify | 5 | 0.10 | 1.73549 | 1.74040 | 1.72710 | ||
| 17 | 2024.06.03 01:00 | modify | 4 | 0.10 | 1.74110 | 1.74040 | 1.72710 | ||
| 18 | 2024.06.03 15:00 | s/l | 4 | 0.10 | 1.74040 | 1.74040 | 1.72710 | -5.89 | 1192.13 |
| 19 | 2024.06.03 15:00 | s/l | 5 | 0.10 | 1.74040 | 1.74040 | 1.72710 | -35.22 | 1156.91 |
| 20 | 2024.07.17 09:00 | sell | 6 | 0.10 | 1.78007 | 0.00000 | 0.00000 | ||
| 21 | 2024.07.17 09:00 | modify | 6 | 0.10 | 1.78007 | 1.79207 | 1.76607 | ||
| 22 | 2024.07.31 13:00 | sell | 7 | 0.10 | 1.77423 | 0.00000 | 0.00000 | ||
| 23 | 2024.07.31 13:00 | modify | 7 | 0.10 | 1.77423 | 1.77937 | 1.76607 | ||
| 24 | 2024.07.31 13:00 | modify | 6 | 0.10 | 1.78007 | 1.77937 | 1.76607 | ||
| 25 | 2024.08.01 10:00 | t/p | 6 | 0.10 | 1.76607 | 1.77937 | 1.76607 | 84.96 | 1241.88 |
| 26 | 2024.08.01 10:00 | t/p | 7 | 0.10 | 1.76607 | 1.77937 | 1.76607 | 55.80 | 1297.68 |
| 27 | 2024.08.14 07:00 | buy | 8 | 0.10 | 1.76047 | 0.00000 | 0.00000 | ||
| 28 | 2024.08.14 07:00 | modify | 8 | 0.10 | 1.76047 | 1.74847 | 1.77447 | ||
| 29 | 2024.08.16 16:00 | buy | 9 | 0.10 | 1.76911 | 0.00000 | 0.00000 | ||
| 30 | 2024.08.16 16:00 | modify | 9 | 0.10 | 1.76911 | 1.76467 | 1.77447 | ||
| 31 | 2024.08.16 16:00 | modify | 8 | 0.10 | 1.76047 | 1.76467 | 1.77447 | ||
| 32 | 2024.08.20 13:00 | t/p | 8 | 0.10 | 1.77447 | 1.76467 | 1.77447 | 102.29 | 1399.97 |
| 33 | 2024.08.20 13:00 | t/p | 9 | 0.10 | 1.77447 | 1.76467 | 1.77447 | 39.07 | 1439.04 |
| 34 | 2024.09.20 08:00 | sell | 10 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.20 08:00 | modify | 10 | 0.10 | 1.80640 | 1.81840 | 1.79240 | ||
| 36 | 2024.09.24 21:00 | sell | 11 | 0.10 | 1.80080 | 0.00000 | 0.00000 | ||
| 37 | 2024.09.24 21:00 | modify | 11 | 0.10 | 1.80080 | 1.80570 | 1.79240 | ||
| 38 | 2024.09.24 21:00 | modify | 10 | 0.10 | 1.80640 | 1.80570 | 1.79240 | ||
| 39 | 2024.09.25 08:00 | sell | 12 | 0.10 | 1.79775 | 0.00000 | 0.00000 | ||
| 40 | 2024.09.25 08:00 | modify | 12 | 0.10 | 1.79775 | 1.80220 | 1.79240 | ||
| 41 | 2024.09.25 08:00 | modify | 11 | 0.10 | 1.80080 | 1.80220 | 1.79240 | ||
| 42 | 2024.09.25 08:00 | modify | 10 | 0.10 | 1.80640 | 1.80220 | 1.79240 | ||
| 43 | 2024.09.25 14:00 | s/l | 10 | 0.10 | 1.80220 | 1.80220 | 1.79240 | 27.40 | 1466.44 |
| 44 | 2024.09.25 14:00 | s/l | 11 | 0.10 | 1.80220 | 1.80220 | 1.79240 | -10.95 | 1455.49 |
| 45 | 2024.09.25 14:00 | s/l | 12 | 0.10 | 1.80220 | 1.80220 | 1.79240 | -31.92 | 1423.57 |
| 46 | 2024.09.30 09:00 | sell | 13 | 0.10 | 1.81350 | 0.00000 | 0.00000 | ||
| 47 | 2024.09.30 09:00 | modify | 13 | 0.10 | 1.81350 | 1.82550 | 1.79950 | ||
| 48 | 2024.10.01 09:00 | sell | 14 | 0.10 | 1.80440 | 0.00000 | 0.00000 | ||
| 49 | 2024.10.01 09:00 | modify | 14 | 0.10 | 1.80440 | 1.80790 | 1.79950 | ||
| 50 | 2024.10.01 09:00 | modify | 13 | 0.10 | 1.81350 | 1.80790 | 1.79950 | ||
| 51 | 2024.10.01 14:00 | t/p | 13 | 0.10 | 1.79950 | 1.80790 | 1.79950 | 99.51 | 1523.08 |
| 52 | 2024.10.01 14:00 | t/p | 14 | 0.10 | 1.79950 | 1.80790 | 1.79950 | 35.15 | 1558.23 |
| 53 | 2024.10.03 06:00 | buy | 15 | 0.10 | 1.78299 | 0.00000 | 0.00000 | ||
| 54 | 2024.10.03 06:00 | modify | 15 | 0.10 | 1.78299 | 1.77099 | 1.79699 | ||
| 55 | 2024.10.09 08:00 | buy | 16 | 0.10 | 1.78869 | 0.00000 | 0.00000 | ||
| 56 | 2024.10.09 08:00 | modify | 16 | 0.10 | 1.78869 | 1.78369 | 1.79699 | ||
| 57 | 2024.10.09 08:00 | modify | 15 | 0.10 | 1.78299 | 1.78369 | 1.79699 | ||
| 58 | 2024.10.09 19:00 | buy | 17 | 0.10 | 1.79160 | 0.00000 | 0.00000 | ||
| 59 | 2024.10.09 19:00 | modify | 17 | 0.10 | 1.79160 | 1.78719 | 1.79699 | ||
| 60 | 2024.10.09 19:00 | modify | 16 | 0.10 | 1.78869 | 1.78719 | 1.79699 | ||
| 61 | 2024.10.09 19:00 | modify | 15 | 0.10 | 1.78299 | 1.78719 | 1.79699 | ||
| 62 | 2024.10.10 00:00 | buy | 18 | 0.10 | 1.79209 | 0.00000 | 0.00000 | ||
| 63 | 2024.10.10 00:00 | modify | 18 | 0.10 | 1.79209 | 1.78859 | 1.79699 | ||
| 64 | 2024.10.10 00:00 | modify | 17 | 0.10 | 1.79160 | 1.78859 | 1.79699 | ||
| 65 | 2024.10.10 00:00 | modify | 16 | 0.10 | 1.78869 | 1.78859 | 1.79699 | ||
| 66 | 2024.10.10 00:00 | modify | 15 | 0.10 | 1.78299 | 1.78859 | 1.79699 | ||
| 67 | 2024.10.10 11:00 | t/p | 15 | 0.10 | 1.79699 | 1.78859 | 1.79699 | 102.60 | 1660.83 |
| 68 | 2024.10.10 11:00 | t/p | 16 | 0.10 | 1.79699 | 1.78859 | 1.79699 | 60.47 | 1721.31 |
| 69 | 2024.10.10 11:00 | t/p | 17 | 0.10 | 1.79699 | 1.78859 | 1.79699 | 39.59 | 1760.90 |
| 70 | 2024.10.10 11:00 | t/p | 18 | 0.10 | 1.79699 | 1.78859 | 1.79699 | 35.17 | 1796.07 |
| 71 | 2024.10.16 07:00 | buy | 19 | 0.10 | 1.78995 | 0.00000 | 0.00000 | ||
| 72 | 2024.10.16 07:00 | modify | 19 | 0.10 | 1.78995 | 1.77795 | 1.80395 | ||
| 73 | 2024.10.17 23:00 | buy | 20 | 0.10 | 1.79582 | 0.00000 | 0.00000 | ||
| 74 | 2024.10.17 23:00 | modify | 20 | 0.10 | 1.79582 | 1.79065 | 1.80395 | ||
| 75 | 2024.10.17 23:00 | modify | 19 | 0.10 | 1.78995 | 1.79065 | 1.80395 | ||
| 76 | 2024.10.22 07:00 | buy | 21 | 0.10 | 1.79913 | 0.00000 | 0.00000 | ||
| 77 | 2024.10.22 07:00 | modify | 21 | 0.10 | 1.79913 | 1.79555 | 1.80395 | ||
| 78 | 2024.10.22 07:00 | modify | 20 | 0.10 | 1.79582 | 1.79555 | 1.80395 | ||
| 79 | 2024.10.22 07:00 | modify | 19 | 0.10 | 1.78995 | 1.79555 | 1.80395 | ||
| 80 | 2024.10.22 10:00 | s/l | 19 | 0.10 | 1.79555 | 1.79555 | 1.80395 | 42.01 | 1838.08 |
| 81 | 2024.10.22 10:00 | s/l | 20 | 0.10 | 1.79555 | 1.79555 | 1.80395 | -1.03 | 1837.05 |
| 82 | 2024.10.22 10:00 | s/l | 21 | 0.10 | 1.79555 | 1.79555 | 1.80395 | -25.69 | 1811.36 |
| 83 | 2024.10.31 08:00 | sell | 22 | 0.10 | 1.80830 | 0.00000 | 0.00000 | ||
| 84 | 2024.10.31 08:00 | modify | 22 | 0.10 | 1.80830 | 1.82030 | 1.79430 | ||
| 85 | 2024.10.31 15:00 | t/p | 22 | 0.10 | 1.79430 | 1.82030 | 1.79430 | 100.42 | 1911.78 |
| 86 | 2024.12.13 08:00 | buy | 23 | 0.10 | 1.79731 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.13 08:00 | modify | 23 | 0.10 | 1.79731 | 1.78531 | 1.81131 | ||
| 88 | 2024.12.16 16:00 | buy | 24 | 0.10 | 1.80599 | 0.00000 | 0.00000 | ||
| 89 | 2024.12.16 16:00 | modify | 24 | 0.10 | 1.80599 | 1.80151 | 1.81131 | ||
| 90 | 2024.12.16 16:00 | modify | 23 | 0.10 | 1.79731 | 1.80151 | 1.81131 | ||
| 91 | 2024.12.17 00:00 | buy | 25 | 0.10 | 1.80669 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.17 00:00 | modify | 25 | 0.10 | 1.80669 | 1.80291 | 1.81131 | ||
| 93 | 2024.12.17 00:00 | modify | 24 | 0.10 | 1.80599 | 1.80291 | 1.81131 | ||
| 94 | 2024.12.17 00:00 | modify | 23 | 0.10 | 1.79731 | 1.80291 | 1.81131 | ||
| 95 | 2024.12.17 08:00 | t/p | 23 | 0.10 | 1.81131 | 1.80291 | 1.81131 | 101.08 | 2012.86 |
| 96 | 2024.12.17 08:00 | t/p | 24 | 0.10 | 1.81131 | 1.80291 | 1.81131 | 38.48 | 2051.35 |
| 97 | 2024.12.17 08:00 | t/p | 25 | 0.10 | 1.81131 | 1.80291 | 1.81131 | 33.16 | 2084.51 |
| 98 | 2024.12.17 09:00 | sell | 26 | 0.10 | 1.81234 | 0.00000 | 0.00000 | ||
| 99 | 2024.12.17 09:00 | modify | 26 | 0.10 | 1.81234 | 1.82434 | 1.79834 | ||
| 100 | 2024.12.19 16:00 | sell | 27 | 0.10 | 1.80303 | 0.00000 | 0.00000 | ||
| 101 | 2024.12.19 16:00 | modify | 27 | 0.10 | 1.80303 | 1.80674 | 1.79834 | ||
| 102 | 2024.12.19 16:00 | modify | 26 | 0.10 | 1.81234 | 1.80674 | 1.79834 | ||
| 103 | 2024.12.19 18:00 | t/p | 26 | 0.10 | 1.79834 | 1.80674 | 1.79834 | 96.78 | 2181.29 |
| 104 | 2024.12.19 18:00 | t/p | 27 | 0.10 | 1.79834 | 1.80674 | 1.79834 | 33.64 | 2214.93 |
| 105 | 2025.01.09 07:00 | buy | 28 | 0.10 | 1.76791 | 0.00000 | 0.00000 | ||
| 106 | 2025.01.09 07:00 | modify | 28 | 0.10 | 1.76791 | 1.75591 | 1.78191 | ||
| 107 | 2025.01.13 04:00 | s/l | 28 | 0.10 | 1.75591 | 1.75591 | 1.78191 | -85.50 | 2129.43 |
| 108 | 2025.01.13 08:00 | buy | 29 | 0.10 | 1.75208 | 0.00000 | 0.00000 | ||
| 109 | 2025.01.13 08:00 | modify | 29 | 0.10 | 1.75208 | 1.74008 | 1.76608 | ||
| 110 | 2025.01.16 17:00 | buy | 30 | 0.10 | 1.76065 | 0.00000 | 0.00000 | ||
| 111 | 2025.01.16 17:00 | modify | 30 | 0.10 | 1.76065 | 1.75628 | 1.76608 | ||
| 112 | 2025.01.16 17:00 | modify | 29 | 0.10 | 1.75208 | 1.75628 | 1.76608 | ||
| 113 | 2025.01.16 20:00 | buy | 31 | 0.10 | 1.76139 | 0.00000 | 0.00000 | ||
| 114 | 2025.01.16 20:00 | modify | 31 | 0.10 | 1.76139 | 1.75768 | 1.76608 | ||
| 115 | 2025.01.16 20:00 | modify | 30 | 0.10 | 1.76065 | 1.75768 | 1.76608 | ||
| 116 | 2025.01.16 20:00 | modify | 29 | 0.10 | 1.75208 | 1.75768 | 1.76608 | ||
| 117 | 2025.01.17 08:00 | s/l | 29 | 0.10 | 1.75768 | 1.75768 | 1.76608 | 42.02 | 2171.45 |
| 118 | 2025.01.17 08:00 | s/l | 30 | 0.10 | 1.75768 | 1.75768 | 1.76608 | -21.01 | 2150.44 |
| 119 | 2025.01.17 08:00 | s/l | 31 | 0.10 | 1.75768 | 1.75768 | 1.76608 | -26.32 | 2124.13 |
| 120 | 2025.01.17 08:00 | buy | 32 | 0.10 | 1.75438 | 0.00000 | 0.00000 | ||
| 121 | 2025.01.17 08:00 | modify | 32 | 0.10 | 1.75438 | 1.74238 | 1.76838 | ||
| 122 | 2025.01.19 23:00 | buy | 33 | 0.10 | 1.76292 | 0.00000 | 0.00000 | ||
| 123 | 2025.01.19 23:00 | modify | 33 | 0.10 | 1.76292 | 1.75858 | 1.76838 | ||
| 124 | 2025.01.19 23:00 | modify | 32 | 0.10 | 1.75438 | 1.75858 | 1.76838 | ||
| 125 | 2025.01.20 14:00 | s/l | 32 | 0.10 | 1.75858 | 1.75858 | 1.76838 | 30.44 | 2154.57 |
| 126 | 2025.01.20 14:00 | s/l | 33 | 0.10 | 1.75858 | 1.75858 | 1.76838 | -30.84 | 2123.73 |
| 127 | 2025.03.26 08:00 | buy | 34 | 0.10 | 1.84013 | 0.00000 | 0.00000 | ||
| 128 | 2025.03.26 08:00 | modify | 34 | 0.10 | 1.84013 | 1.82813 | 1.85413 | ||
| 129 | 2025.03.27 16:00 | t/p | 34 | 0.10 | 1.85413 | 1.82813 | 1.85413 | 101.38 | 2225.12 |
| 130 | 2025.04.04 09:00 | buy | 35 | 0.10 | 1.83501 | 0.00000 | 0.00000 | ||
| 131 | 2025.04.04 09:00 | modify | 35 | 0.10 | 1.83501 | 1.82301 | 1.84901 | ||
| 132 | 2025.04.04 13:00 | t/p | 35 | 0.10 | 1.84901 | 1.82301 | 1.84901 | 100.46 | 2325.58 |
| 133 | 2025.04.09 05:00 | sell | 36 | 0.10 | 1.82786 | 0.00000 | 0.00000 | ||
| 134 | 2025.04.09 05:00 | modify | 36 | 0.10 | 1.82786 | 1.83986 | 1.81386 | ||
| 135 | 2025.04.09 12:00 | t/p | 36 | 0.10 | 1.81386 | 1.83986 | 1.81386 | 100.43 | 2426.01 |
| 136 | 2025.04.14 07:00 | sell | 37 | 0.10 | 1.82165 | 0.00000 | 0.00000 | ||
| 137 | 2025.04.14 07:00 | modify | 37 | 0.10 | 1.82165 | 1.83365 | 1.80765 | ||
| 138 | 2025.04.15 09:00 | s/l | 37 | 0.10 | 1.83365 | 1.83365 | 1.80765 | -86.99 | 2339.02 |
| 139 | 2025.04.28 09:00 | sell | 38 | 0.10 | 1.85056 | 0.00000 | 0.00000 | ||
| 140 | 2025.04.28 09:00 | modify | 38 | 0.10 | 1.85056 | 1.86256 | 1.83656 | ||
| 141 | 2025.04.30 16:00 | sell | 39 | 0.10 | 1.84202 | 0.00000 | 0.00000 | ||
| 142 | 2025.04.30 16:00 | modify | 39 | 0.10 | 1.84202 | 1.84636 | 1.83656 | ||
| 143 | 2025.04.30 16:00 | modify | 38 | 0.10 | 1.85056 | 1.84636 | 1.83656 | ||
| 144 | 2025.04.30 21:00 | t/p | 38 | 0.10 | 1.83656 | 1.84636 | 1.83656 | 98.60 | 2437.62 |
| 145 | 2025.04.30 21:00 | t/p | 39 | 0.10 | 1.83656 | 1.84636 | 1.83656 | 39.16 | 2476.78 |