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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 648.34 | Gross profit | 1012.59 | Gross loss | -364.26 |
| Profit factor | 2.78 | Expected payoff | 27.01 | ||
| Absolute drawdown | 67.02 | Maximal drawdown | 321.29 (18.31%) | Relative drawdown | 18.31% (321.29) |
| Total trades | 24 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 16 (66.67%) | Loss trades (% of total) | 8 (33.33%) | ||
| Largest | profit trade | 105.34 | loss trade | -105.87 | |
| Average | profit trade | 63.29 | loss trade | -45.53 | |
| Maximum | consecutive wins (profit in money) | 10 (606.62) | consecutive losses (loss in money) | 4 (-251.27) | |
| Maximal | consecutive profit (count of wins) | 606.62 (10) | consecutive loss (count of losses) | -251.27 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.20 16:00 | buy | 1 | 0.10 | 1.73646 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.20 16:00 | modify | 1 | 0.10 | 1.73646 | 1.72246 | 1.75046 | ||
| 3 | 2024.07.05 14:00 | buy | 2 | 0.10 | 1.74653 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.05 14:00 | modify | 2 | 0.10 | 1.74653 | 1.74206 | 1.75046 | ||
| 5 | 2024.07.05 14:00 | modify | 1 | 0.10 | 1.73646 | 1.74206 | 1.75046 | ||
| 6 | 2024.07.08 14:00 | t/p | 1 | 0.10 | 1.75046 | 1.74206 | 1.75046 | 105.34 | 1105.34 |
| 7 | 2024.07.08 14:00 | t/p | 2 | 0.10 | 1.75046 | 1.74206 | 1.75046 | 28.50 | 1133.85 |
| 8 | 2024.08.06 16:00 | buy | 3 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 9 | 2024.08.06 16:00 | modify | 3 | 0.10 | 1.75105 | 1.73705 | 1.76505 | ||
| 10 | 2024.08.14 10:00 | buy | 4 | 0.10 | 1.76111 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.14 10:00 | modify | 4 | 0.10 | 1.76111 | 1.75665 | 1.76505 | ||
| 12 | 2024.08.14 10:00 | modify | 3 | 0.10 | 1.75105 | 1.75665 | 1.76505 | ||
| 13 | 2024.08.15 19:00 | t/p | 3 | 0.10 | 1.76505 | 1.75665 | 1.76505 | 103.82 | 1237.67 |
| 14 | 2024.08.15 19:00 | t/p | 4 | 0.10 | 1.76505 | 1.75665 | 1.76505 | 29.19 | 1266.86 |
| 15 | 2024.09.11 16:00 | buy | 5 | 0.10 | 1.77094 | 0.00000 | 0.00000 | ||
| 16 | 2024.09.11 16:00 | modify | 5 | 0.10 | 1.77094 | 1.75694 | 1.78494 | ||
| 17 | 2024.09.12 19:00 | buy | 6 | 0.10 | 1.78083 | 0.00000 | 0.00000 | ||
| 18 | 2024.09.12 19:00 | modify | 6 | 0.10 | 1.78083 | 1.77654 | 1.78494 | ||
| 19 | 2024.09.12 19:00 | modify | 5 | 0.10 | 1.77094 | 1.77654 | 1.78494 | ||
| 20 | 2024.09.13 06:00 | t/p | 5 | 0.10 | 1.78494 | 1.77654 | 1.78494 | 101.69 | 1368.55 |
| 21 | 2024.09.13 06:00 | t/p | 6 | 0.10 | 1.78494 | 1.77654 | 1.78494 | 29.80 | 1398.35 |
| 22 | 2024.09.26 16:00 | sell | 7 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 23 | 2024.09.26 16:00 | modify | 7 | 0.10 | 1.80806 | 1.82206 | 1.79406 | ||
| 24 | 2024.10.01 11:00 | sell | 8 | 0.10 | 1.80237 | 0.00000 | 0.00000 | ||
| 25 | 2024.10.01 11:00 | modify | 8 | 0.10 | 1.80237 | 1.80736 | 1.79406 | ||
| 26 | 2024.10.01 11:00 | modify | 7 | 0.10 | 1.80806 | 1.80736 | 1.79406 | ||
| 27 | 2024.10.01 13:00 | sell | 9 | 0.10 | 1.80097 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.01 13:00 | modify | 9 | 0.10 | 1.80097 | 1.80456 | 1.79406 | ||
| 29 | 2024.10.01 13:00 | modify | 8 | 0.10 | 1.80237 | 1.80456 | 1.79406 | ||
| 30 | 2024.10.01 13:00 | modify | 7 | 0.10 | 1.80806 | 1.80456 | 1.79406 | ||
| 31 | 2024.10.01 15:00 | t/p | 7 | 0.10 | 1.79406 | 1.80456 | 1.79406 | 97.70 | 1496.06 |
| 32 | 2024.10.01 15:00 | t/p | 8 | 0.10 | 1.79406 | 1.80456 | 1.79406 | 59.61 | 1555.67 |
| 33 | 2024.10.01 15:00 | t/p | 9 | 0.10 | 1.79406 | 1.80456 | 1.79406 | 49.57 | 1605.24 |
| 34 | 2024.10.29 17:00 | sell | 10 | 0.10 | 1.80967 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.29 17:00 | modify | 10 | 0.10 | 1.80967 | 1.82367 | 1.79567 | ||
| 36 | 2024.10.30 18:00 | sell | 11 | 0.10 | 1.80401 | 0.00000 | 0.00000 | ||
| 37 | 2024.10.30 18:00 | modify | 11 | 0.10 | 1.80401 | 1.80897 | 1.79567 | ||
| 38 | 2024.10.30 18:00 | modify | 10 | 0.10 | 1.80967 | 1.80897 | 1.79567 | ||
| 39 | 2024.10.31 08:00 | s/l | 10 | 0.10 | 1.80897 | 1.80897 | 1.79567 | 1.38 | 1606.62 |
| 40 | 2024.10.31 08:00 | s/l | 11 | 0.10 | 1.80897 | 1.80897 | 1.79567 | -38.31 | 1568.31 |
| 41 | 2024.11.21 17:00 | buy | 12 | 0.10 | 1.75735 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.21 17:00 | modify | 12 | 0.10 | 1.75735 | 1.74335 | 1.77135 | ||
| 43 | 2024.11.26 01:00 | t/p | 12 | 0.10 | 1.77135 | 1.74335 | 1.77135 | 101.37 | 1669.69 |
| 44 | 2024.12.19 17:00 | buy | 13 | 0.10 | 1.80014 | 0.00000 | 0.00000 | ||
| 45 | 2024.12.19 17:00 | modify | 13 | 0.10 | 1.80014 | 1.78614 | 1.81414 | ||
| 46 | 2024.12.20 14:00 | buy | 14 | 0.10 | 1.80724 | 0.00000 | 0.00000 | ||
| 47 | 2024.12.20 14:00 | modify | 14 | 0.10 | 1.80724 | 1.80364 | 1.81414 | ||
| 48 | 2024.12.20 14:00 | modify | 13 | 0.10 | 1.80014 | 1.80364 | 1.81414 | ||
| 49 | 2024.12.20 15:00 | s/l | 13 | 0.10 | 1.80364 | 1.80364 | 1.81414 | 25.42 | 1695.11 |
| 50 | 2024.12.20 15:00 | s/l | 14 | 0.10 | 1.80364 | 1.80364 | 1.81414 | -25.83 | 1669.28 |
| 51 | 2025.01.02 16:00 | buy | 15 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.02 16:00 | modify | 15 | 0.10 | 1.78499 | 1.77099 | 1.79899 | ||
| 53 | 2025.01.06 08:00 | buy | 16 | 0.10 | 1.79229 | 0.00000 | 0.00000 | ||
| 54 | 2025.01.06 08:00 | modify | 16 | 0.10 | 1.79229 | 1.78849 | 1.79899 | ||
| 55 | 2025.01.06 08:00 | modify | 15 | 0.10 | 1.78499 | 1.78849 | 1.79899 | ||
| 56 | 2025.01.06 13:00 | buy | 17 | 0.10 | 1.79503 | 0.00000 | 0.00000 | ||
| 57 | 2025.01.06 13:00 | modify | 17 | 0.10 | 1.79503 | 1.79059 | 1.79899 | ||
| 58 | 2025.01.06 13:00 | modify | 16 | 0.10 | 1.79229 | 1.79059 | 1.79899 | ||
| 59 | 2025.01.06 13:00 | modify | 15 | 0.10 | 1.78499 | 1.79059 | 1.79899 | ||
| 60 | 2025.01.06 15:00 | s/l | 15 | 0.10 | 1.79059 | 1.79059 | 1.79899 | 40.79 | 1710.07 |
| 61 | 2025.01.06 15:00 | s/l | 16 | 0.10 | 1.79059 | 1.79059 | 1.79899 | -12.20 | 1697.87 |
| 62 | 2025.01.06 15:00 | s/l | 17 | 0.10 | 1.79059 | 1.79059 | 1.79899 | -31.86 | 1666.01 |
| 63 | 2025.01.24 16:00 | sell | 18 | 0.10 | 1.78836 | 0.00000 | 0.00000 | ||
| 64 | 2025.01.24 16:00 | modify | 18 | 0.10 | 1.78836 | 1.80236 | 1.77436 | ||
| 65 | 2025.01.30 21:00 | s/l | 18 | 0.10 | 1.80236 | 1.80236 | 1.77436 | -105.87 | 1560.14 |
| 66 | 2025.02.25 16:00 | sell | 19 | 0.10 | 1.80864 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.25 16:00 | modify | 19 | 0.10 | 1.80864 | 1.82264 | 1.79464 | ||
| 68 | 2025.02.26 17:00 | s/l | 19 | 0.10 | 1.82264 | 1.82264 | 1.79464 | -101.34 | 1458.80 |
| 69 | 2025.04.01 16:00 | buy | 20 | 0.10 | 1.85025 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.01 16:00 | modify | 20 | 0.10 | 1.85025 | 1.83625 | 1.86425 | ||
| 71 | 2025.04.02 21:00 | t/p | 20 | 0.10 | 1.86425 | 1.83625 | 1.86425 | 100.77 | 1559.57 |
| 72 | 2025.04.07 16:00 | buy | 21 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.07 16:00 | modify | 21 | 0.10 | 1.81059 | 1.79659 | 1.82459 | ||
| 74 | 2025.04.09 01:00 | t/p | 21 | 0.10 | 1.82459 | 1.79659 | 1.82459 | 101.08 | 1660.65 |
| 75 | 2025.04.15 17:00 | sell | 22 | 0.10 | 1.84542 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.15 17:00 | modify | 22 | 0.10 | 1.84542 | 1.85942 | 1.83142 | ||
| 77 | 2025.04.16 16:00 | sell | 23 | 0.10 | 1.83824 | 0.00000 | 0.00000 | ||
| 78 | 2025.04.16 16:00 | modify | 23 | 0.10 | 1.83824 | 1.84192 | 1.83142 | ||
| 79 | 2025.04.16 16:00 | modify | 22 | 0.10 | 1.84542 | 1.84192 | 1.83142 | ||
| 80 | 2025.04.16 19:00 | sell | 24 | 0.10 | 1.83535 | 0.00000 | 0.00000 | ||
| 81 | 2025.04.16 19:00 | modify | 24 | 0.10 | 1.83535 | 1.83982 | 1.83142 | ||
| 82 | 2025.04.16 19:00 | modify | 23 | 0.10 | 1.83824 | 1.83982 | 1.83142 | ||
| 83 | 2025.04.16 19:00 | modify | 22 | 0.10 | 1.84542 | 1.83982 | 1.83142 | ||
| 84 | 2025.04.17 11:00 | s/l | 22 | 0.10 | 1.83982 | 1.83982 | 1.83142 | 36.53 | 1697.18 |
| 85 | 2025.04.17 11:00 | s/l | 23 | 0.10 | 1.83982 | 1.83982 | 1.83142 | -14.06 | 1683.13 |
| 86 | 2025.04.17 11:00 | s/l | 24 | 0.10 | 1.83982 | 1.83982 | 1.83142 | -34.79 | 1648.34 |