Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 321.28 | Gross profit | 556.47 | Gross loss | -235.19 |
| Profit factor | 2.37 | Expected payoff | 18.90 | ||
| Absolute drawdown | 42.86 | Maximal drawdown | 180.29 (13.78%) | Relative drawdown | 14.48% (178.51) |
| Total trades | 17 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
| Largest | profit trade | 111.15 | loss trade | -87.66 | |
| Average | profit trade | 55.65 | loss trade | -33.60 | |
| Maximum | consecutive wins (profit in money) | 2 (148.67) | consecutive losses (loss in money) | 1 (-87.66) | |
| Maximal | consecutive profit (count of wins) | 148.67 (2) | consecutive loss (count of losses) | -87.66 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.29 09:00 | buy | 1 | 0.10 | 1.77392 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.29 09:00 | modify | 1 | 0.10 | 1.77392 | 1.76192 | 1.78892 | ||
| 3 | 2024.07.29 22:00 | buy | 2 | 0.10 | 1.78157 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.29 22:00 | modify | 2 | 0.10 | 1.78157 | 1.77917 | 1.78892 | ||
| 5 | 2024.07.29 22:00 | modify | 1 | 0.10 | 1.77392 | 1.77917 | 1.78892 | ||
| 6 | 2024.07.30 06:00 | s/l | 1 | 0.10 | 1.77917 | 1.77917 | 1.78892 | 38.89 | 1038.89 |
| 7 | 2024.07.30 06:00 | s/l | 2 | 0.10 | 1.77917 | 1.77917 | 1.78892 | -17.36 | 1021.52 |
| 8 | 2024.09.20 08:00 | sell | 3 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.20 08:00 | modify | 3 | 0.10 | 1.80640 | 1.81840 | 1.79140 | ||
| 10 | 2024.10.01 17:00 | t/p | 3 | 0.10 | 1.79140 | 1.81840 | 1.79140 | 100.66 | 1122.18 |
| 11 | 2024.10.03 06:00 | buy | 4 | 0.10 | 1.78299 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.03 06:00 | modify | 4 | 0.10 | 1.78299 | 1.77099 | 1.79799 | ||
| 13 | 2024.10.09 13:00 | buy | 5 | 0.10 | 1.79057 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.09 13:00 | modify | 5 | 0.10 | 1.79057 | 1.78824 | 1.79799 | ||
| 15 | 2024.10.09 13:00 | modify | 4 | 0.10 | 1.78299 | 1.78824 | 1.79799 | ||
| 16 | 2024.10.09 14:00 | s/l | 4 | 0.10 | 1.78824 | 1.78824 | 1.79799 | 39.74 | 1161.92 |
| 17 | 2024.10.09 14:00 | s/l | 5 | 0.10 | 1.78824 | 1.78824 | 1.79799 | -17.14 | 1144.78 |
| 18 | 2024.10.16 07:00 | buy | 6 | 0.10 | 1.78995 | 0.00000 | 0.00000 | ||
| 19 | 2024.10.16 07:00 | modify | 6 | 0.10 | 1.78995 | 1.77795 | 1.80495 | ||
| 20 | 2024.10.22 07:00 | buy | 7 | 0.10 | 1.79913 | 0.00000 | 0.00000 | ||
| 21 | 2024.10.22 07:00 | modify | 7 | 0.10 | 1.79913 | 1.79370 | 1.80495 | ||
| 22 | 2024.10.22 07:00 | modify | 6 | 0.10 | 1.78995 | 1.79370 | 1.80495 | ||
| 23 | 2024.10.22 13:00 | s/l | 6 | 0.10 | 1.79370 | 1.79370 | 1.80495 | 29.28 | 1174.06 |
| 24 | 2024.10.22 13:00 | s/l | 7 | 0.10 | 1.79370 | 1.79370 | 1.80495 | -39.93 | 1134.13 |
| 25 | 2024.12.17 09:00 | sell | 8 | 0.10 | 1.81234 | 0.00000 | 0.00000 | ||
| 26 | 2024.12.17 09:00 | modify | 8 | 0.10 | 1.81234 | 1.82434 | 1.79734 | ||
| 27 | 2024.12.20 04:00 | sell | 9 | 0.10 | 1.80090 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.20 04:00 | modify | 9 | 0.10 | 1.80090 | 1.80409 | 1.79734 | ||
| 29 | 2024.12.20 04:00 | modify | 8 | 0.10 | 1.81234 | 1.80409 | 1.79734 | ||
| 30 | 2024.12.20 09:00 | t/p | 8 | 0.10 | 1.79734 | 1.80409 | 1.79734 | 104.91 | 1239.04 |
| 31 | 2024.12.20 09:00 | t/p | 9 | 0.10 | 1.79734 | 1.80409 | 1.79734 | 26.16 | 1265.20 |
| 32 | 2025.01.09 07:00 | buy | 10 | 0.10 | 1.76791 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.09 07:00 | modify | 10 | 0.10 | 1.76791 | 1.75591 | 1.78291 | ||
| 34 | 2025.01.13 04:00 | s/l | 10 | 0.10 | 1.75591 | 1.75591 | 1.78291 | -87.66 | 1177.54 |
| 35 | 2025.01.13 04:00 | buy | 11 | 0.10 | 1.75413 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.13 04:00 | modify | 11 | 0.10 | 1.75413 | 1.74213 | 1.76913 | ||
| 37 | 2025.01.16 23:00 | buy | 12 | 0.10 | 1.76183 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.16 23:00 | modify | 12 | 0.10 | 1.76183 | 1.75938 | 1.76913 | ||
| 39 | 2025.01.16 23:00 | modify | 11 | 0.10 | 1.75413 | 1.75938 | 1.76913 | ||
| 40 | 2025.01.17 06:00 | s/l | 11 | 0.10 | 1.75938 | 1.75938 | 1.76913 | 40.31 | 1217.85 |
| 41 | 2025.01.17 06:00 | s/l | 12 | 0.10 | 1.75938 | 1.75938 | 1.76913 | -17.73 | 1200.11 |
| 42 | 2025.01.17 08:00 | buy | 13 | 0.10 | 1.75438 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.17 08:00 | modify | 13 | 0.10 | 1.75438 | 1.74238 | 1.76938 | ||
| 44 | 2025.01.20 04:00 | buy | 14 | 0.10 | 1.76338 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.20 04:00 | modify | 14 | 0.10 | 1.76338 | 1.75813 | 1.76938 | ||
| 46 | 2025.01.20 04:00 | modify | 13 | 0.10 | 1.75438 | 1.75813 | 1.76938 | ||
| 47 | 2025.01.20 15:00 | s/l | 13 | 0.10 | 1.75813 | 1.75813 | 1.76938 | 27.86 | 1227.97 |
| 48 | 2025.01.20 15:00 | s/l | 14 | 0.10 | 1.75813 | 1.75813 | 1.76938 | -38.60 | 1189.37 |
| 49 | 2025.03.26 08:00 | buy | 15 | 0.10 | 1.84013 | 0.00000 | 0.00000 | ||
| 50 | 2025.03.26 08:00 | modify | 15 | 0.10 | 1.84013 | 1.82813 | 1.85513 | ||
| 51 | 2025.03.27 16:00 | t/p | 15 | 0.10 | 1.85513 | 1.82813 | 1.85513 | 111.15 | 1300.51 |
| 52 | 2025.05.19 08:00 | sell | 16 | 0.10 | 1.86509 | 0.00000 | 0.00000 | ||
| 53 | 2025.05.19 08:00 | modify | 16 | 0.10 | 1.86509 | 1.87709 | 1.85009 | ||
| 54 | 2025.05.20 13:00 | sell | 17 | 0.10 | 1.85756 | 0.00000 | 0.00000 | ||
| 55 | 2025.05.20 13:00 | modify | 17 | 0.10 | 1.85756 | 1.85984 | 1.85009 | ||
| 56 | 2025.05.20 13:00 | modify | 16 | 0.10 | 1.86509 | 1.85984 | 1.85009 | ||
| 57 | 2025.05.20 14:00 | s/l | 16 | 0.10 | 1.85984 | 1.85984 | 1.85009 | 37.52 | 1338.04 |
| 58 | 2025.05.20 14:00 | s/l | 17 | 0.10 | 1.85984 | 1.85984 | 1.85009 | -16.76 | 1321.28 |