Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7197 | Ticks modelled | 13393 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 742.11 | Gross profit | 1280.90 | Gross loss | -538.79 |
| Profit factor | 2.38 | Expected payoff | 20.06 | ||
| Absolute drawdown | 15.12 | Maximal drawdown | 222.40 (18.05%) | Relative drawdown | 18.05% (222.40) |
| Total trades | 37 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 14 (42.86%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 108.52 | loss trade | -72.34 | |
| Average | profit trade | 61.00 | loss trade | -33.67 | |
| Maximum | consecutive wins (profit in money) | 5 (339.74) | consecutive losses (loss in money) | 2 (-106.82) | |
| Maximal | consecutive profit (count of wins) | 339.74 (5) | consecutive loss (count of losses) | -106.82 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.11 17:00 | buy | 1 | 0.10 | 1.77126 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.11 17:00 | modify | 1 | 0.10 | 1.77126 | 1.76126 | 1.78626 | ||
| 3 | 2024.09.16 07:00 | t/p | 1 | 0.10 | 1.78626 | 1.76126 | 1.78626 | 108.51 | 1108.51 |
| 4 | 2024.09.16 15:00 | sell | 2 | 0.10 | 1.79399 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.16 15:00 | modify | 2 | 0.10 | 1.79399 | 1.80399 | 1.77899 | ||
| 6 | 2024.09.20 07:00 | s/l | 2 | 0.10 | 1.80399 | 1.80399 | 1.77899 | -72.32 | 1036.19 |
| 7 | 2024.09.26 17:00 | sell | 3 | 0.10 | 1.80755 | 0.00000 | 0.00000 | ||
| 8 | 2024.09.26 17:00 | modify | 3 | 0.10 | 1.80755 | 1.81755 | 1.79255 | ||
| 9 | 2024.10.01 16:00 | t/p | 3 | 0.10 | 1.79255 | 1.81755 | 1.79255 | 108.47 | 1144.66 |
| 10 | 2024.10.03 13:00 | buy | 4 | 0.10 | 1.77510 | 0.00000 | 0.00000 | ||
| 11 | 2024.10.03 13:00 | modify | 4 | 0.10 | 1.77510 | 1.76510 | 1.79010 | ||
| 12 | 2024.10.04 20:00 | buy | 5 | 0.10 | 1.78187 | 0.00000 | 0.00000 | ||
| 13 | 2024.10.04 20:00 | modify | 5 | 0.10 | 1.78187 | 1.77960 | 1.79010 | ||
| 14 | 2024.10.04 20:00 | modify | 4 | 0.10 | 1.77510 | 1.77960 | 1.79010 | ||
| 15 | 2024.10.06 21:00 | s/l | 4 | 0.10 | 1.77960 | 1.77960 | 1.79010 | 32.55 | 1177.21 |
| 16 | 2024.10.06 21:00 | s/l | 5 | 0.10 | 1.77960 | 1.77960 | 1.79010 | -16.42 | 1160.79 |
| 17 | 2024.10.30 00:00 | sell | 6 | 0.10 | 1.81040 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.30 00:00 | modify | 6 | 0.10 | 1.81040 | 1.82040 | 1.79540 | ||
| 19 | 2024.10.30 20:00 | sell | 7 | 0.10 | 1.80278 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.30 20:00 | modify | 7 | 0.10 | 1.80278 | 1.80740 | 1.79540 | ||
| 21 | 2024.10.30 20:00 | modify | 6 | 0.10 | 1.81040 | 1.80740 | 1.79540 | ||
| 22 | 2024.10.31 08:00 | s/l | 6 | 0.10 | 1.80740 | 1.80740 | 1.79540 | 21.69 | 1182.48 |
| 23 | 2024.10.31 08:00 | s/l | 7 | 0.10 | 1.80740 | 1.80740 | 1.79540 | -33.41 | 1149.07 |
| 24 | 2024.11.12 21:00 | buy | 8 | 0.10 | 1.77709 | 0.00000 | 0.00000 | ||
| 25 | 2024.11.12 21:00 | modify | 8 | 0.10 | 1.77709 | 1.76709 | 1.79209 | ||
| 26 | 2024.11.20 23:00 | s/l | 8 | 0.10 | 1.76709 | 1.76709 | 1.79209 | -72.34 | 1076.73 |
| 27 | 2024.12.06 15:00 | sell | 9 | 0.10 | 1.80251 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.06 15:00 | modify | 9 | 0.10 | 1.80251 | 1.81251 | 1.78751 | ||
| 29 | 2024.12.13 16:00 | sell | 10 | 0.10 | 1.79575 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.13 16:00 | modify | 10 | 0.10 | 1.79575 | 1.79801 | 1.78751 | ||
| 31 | 2024.12.13 16:00 | modify | 9 | 0.10 | 1.80251 | 1.79801 | 1.78751 | ||
| 32 | 2024.12.13 17:00 | s/l | 9 | 0.10 | 1.79801 | 1.79801 | 1.78751 | 32.55 | 1109.28 |
| 33 | 2024.12.13 17:00 | s/l | 10 | 0.10 | 1.79801 | 1.79801 | 1.78751 | -16.34 | 1092.94 |
| 34 | 2025.01.03 20:00 | sell | 11 | 0.10 | 1.79538 | 0.00000 | 0.00000 | ||
| 35 | 2025.01.03 20:00 | modify | 11 | 0.10 | 1.79538 | 1.80538 | 1.78038 | ||
| 36 | 2025.01.08 12:00 | t/p | 11 | 0.10 | 1.78038 | 1.80538 | 1.78038 | 108.47 | 1201.41 |
| 37 | 2025.01.13 06:00 | buy | 12 | 0.10 | 1.75364 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.13 06:00 | modify | 12 | 0.10 | 1.75364 | 1.74364 | 1.76864 | ||
| 39 | 2025.01.16 16:00 | buy | 13 | 0.10 | 1.76039 | 0.00000 | 0.00000 | ||
| 40 | 2025.01.16 16:00 | modify | 13 | 0.10 | 1.76039 | 1.75814 | 1.76864 | ||
| 41 | 2025.01.16 16:00 | modify | 12 | 0.10 | 1.75364 | 1.75814 | 1.76864 | ||
| 42 | 2025.01.16 20:00 | buy | 14 | 0.10 | 1.76139 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.16 20:00 | modify | 14 | 0.10 | 1.76139 | 1.75664 | 1.76864 | ||
| 44 | 2025.01.16 21:00 | modify | 14 | 0.10 | 1.76139 | 1.75814 | 1.76864 | ||
| 45 | 2025.01.17 08:00 | s/l | 12 | 0.10 | 1.75814 | 1.75814 | 1.76864 | 32.55 | 1233.96 |
| 46 | 2025.01.17 08:00 | s/l | 13 | 0.10 | 1.75814 | 1.75814 | 1.76864 | -16.28 | 1217.68 |
| 47 | 2025.01.17 08:00 | s/l | 14 | 0.10 | 1.75814 | 1.75814 | 1.76864 | -23.52 | 1194.16 |
| 48 | 2025.02.06 14:00 | buy | 15 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 49 | 2025.02.06 14:00 | modify | 15 | 0.10 | 1.77611 | 1.76611 | 1.79111 | ||
| 50 | 2025.02.07 09:00 | buy | 16 | 0.10 | 1.78368 | 0.00000 | 0.00000 | ||
| 51 | 2025.02.07 09:00 | modify | 16 | 0.10 | 1.78368 | 1.77911 | 1.79111 | ||
| 52 | 2025.02.07 09:00 | modify | 15 | 0.10 | 1.77611 | 1.77911 | 1.79111 | ||
| 53 | 2025.02.07 14:00 | s/l | 15 | 0.10 | 1.77911 | 1.77911 | 1.79111 | 21.71 | 1215.87 |
| 54 | 2025.02.07 14:00 | s/l | 16 | 0.10 | 1.77911 | 1.77911 | 1.79111 | -33.06 | 1182.81 |
| 55 | 2025.02.26 17:00 | sell | 17 | 0.10 | 1.82116 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.26 17:00 | modify | 17 | 0.10 | 1.82116 | 1.83116 | 1.80616 | ||
| 57 | 2025.02.28 16:00 | sell | 18 | 0.10 | 1.81339 | 0.00000 | 0.00000 | ||
| 58 | 2025.02.28 16:00 | modify | 18 | 0.10 | 1.81339 | 1.81816 | 1.80616 | ||
| 59 | 2025.02.28 16:00 | modify | 17 | 0.10 | 1.82116 | 1.81816 | 1.80616 | ||
| 60 | 2025.02.28 18:00 | s/l | 17 | 0.10 | 1.81816 | 1.81816 | 1.80616 | 21.69 | 1204.50 |
| 61 | 2025.02.28 18:00 | s/l | 18 | 0.10 | 1.81816 | 1.81816 | 1.80616 | -34.50 | 1170.00 |
| 62 | 2025.03.07 18:00 | sell | 19 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.07 18:00 | modify | 19 | 0.10 | 1.85735 | 1.86735 | 1.84235 | ||
| 64 | 2025.03.11 15:00 | s/l | 19 | 0.10 | 1.86735 | 1.86735 | 1.84235 | -72.32 | 1097.68 |
| 65 | 2025.03.26 10:00 | buy | 20 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.26 10:00 | modify | 20 | 0.10 | 1.84030 | 1.83030 | 1.85530 | ||
| 67 | 2025.03.27 16:00 | t/p | 20 | 0.10 | 1.85530 | 1.83030 | 1.85530 | 108.52 | 1206.20 |
| 68 | 2025.04.15 19:00 | sell | 21 | 0.10 | 1.84579 | 0.00000 | 0.00000 | ||
| 69 | 2025.04.15 19:00 | modify | 21 | 0.10 | 1.84579 | 1.85579 | 1.83079 | ||
| 70 | 2025.04.16 16:00 | sell | 22 | 0.10 | 1.83824 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.16 16:00 | modify | 22 | 0.10 | 1.83824 | 1.84279 | 1.83079 | ||
| 72 | 2025.04.16 16:00 | modify | 21 | 0.10 | 1.84579 | 1.84279 | 1.83079 | ||
| 73 | 2025.04.16 17:00 | sell | 23 | 0.10 | 1.83584 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.16 17:00 | modify | 23 | 0.10 | 1.83584 | 1.83829 | 1.83079 | ||
| 75 | 2025.04.16 17:00 | modify | 22 | 0.10 | 1.83824 | 1.83829 | 1.83079 | ||
| 76 | 2025.04.16 17:00 | modify | 21 | 0.10 | 1.84579 | 1.83829 | 1.83079 | ||
| 77 | 2025.04.17 10:00 | s/l | 21 | 0.10 | 1.83829 | 1.83829 | 1.83079 | 54.24 | 1260.44 |
| 78 | 2025.04.17 10:00 | s/l | 22 | 0.10 | 1.83829 | 1.83829 | 1.83079 | -0.36 | 1260.08 |
| 79 | 2025.04.17 10:00 | s/l | 23 | 0.10 | 1.83829 | 1.83829 | 1.83079 | -17.72 | 1242.36 |
| 80 | 2025.04.21 09:00 | sell | 24 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 81 | 2025.04.21 09:00 | modify | 24 | 0.10 | 1.84999 | 1.85999 | 1.83499 | ||
| 82 | 2025.04.22 19:00 | sell | 25 | 0.10 | 1.84227 | 0.00000 | 0.00000 | ||
| 83 | 2025.04.22 19:00 | modify | 25 | 0.10 | 1.84227 | 1.84699 | 1.83499 | ||
| 84 | 2025.04.22 19:00 | modify | 24 | 0.10 | 1.84999 | 1.84699 | 1.83499 | ||
| 85 | 2025.04.22 21:00 | sell | 26 | 0.10 | 1.84019 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.22 21:00 | modify | 26 | 0.10 | 1.84019 | 1.84249 | 1.83499 | ||
| 87 | 2025.04.22 21:00 | modify | 25 | 0.10 | 1.84227 | 1.84249 | 1.83499 | ||
| 88 | 2025.04.22 21:00 | modify | 24 | 0.10 | 1.84999 | 1.84249 | 1.83499 | ||
| 89 | 2025.04.22 23:00 | t/p | 24 | 0.10 | 1.83499 | 1.84249 | 1.83499 | 108.47 | 1350.83 |
| 90 | 2025.04.22 23:00 | t/p | 25 | 0.10 | 1.83499 | 1.84249 | 1.83499 | 52.64 | 1403.47 |
| 91 | 2025.04.22 23:00 | t/p | 26 | 0.10 | 1.83499 | 1.84249 | 1.83499 | 37.60 | 1441.07 |
| 92 | 2025.05.09 17:00 | sell | 27 | 0.10 | 1.85408 | 0.00000 | 0.00000 | ||
| 93 | 2025.05.09 17:00 | modify | 27 | 0.10 | 1.85408 | 1.86408 | 1.83908 | ||
| 94 | 2025.05.12 11:00 | t/p | 27 | 0.10 | 1.83908 | 1.86408 | 1.83908 | 108.48 | 1549.55 |
| 95 | 2025.05.19 09:00 | sell | 28 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 96 | 2025.05.19 09:00 | modify | 28 | 0.10 | 1.86492 | 1.87492 | 1.84992 | ||
| 97 | 2025.05.21 17:00 | sell | 29 | 0.10 | 1.85791 | 0.00000 | 0.00000 | ||
| 98 | 2025.05.21 17:00 | modify | 29 | 0.10 | 1.85791 | 1.86042 | 1.84992 | ||
| 99 | 2025.05.21 17:00 | modify | 28 | 0.10 | 1.86492 | 1.86042 | 1.84992 | ||
| 100 | 2025.05.21 18:00 | s/l | 28 | 0.10 | 1.86042 | 1.86042 | 1.84992 | 32.55 | 1582.10 |
| 101 | 2025.05.21 18:00 | s/l | 29 | 0.10 | 1.86042 | 1.86042 | 1.84992 | -18.15 | 1563.95 |
| 102 | 2025.05.30 17:00 | buy | 30 | 0.10 | 1.85196 | 0.00000 | 0.00000 | ||
| 103 | 2025.05.30 17:00 | modify | 30 | 0.10 | 1.85196 | 1.84196 | 1.86696 | ||
| 104 | 2025.06.11 08:00 | s/l | 30 | 0.10 | 1.84196 | 1.84196 | 1.86696 | -72.34 | 1491.61 |
| 105 | 2025.07.02 19:00 | buy | 31 | 0.10 | 1.85396 | 0.00000 | 0.00000 | ||
| 106 | 2025.07.02 19:00 | modify | 31 | 0.10 | 1.85396 | 1.84396 | 1.86896 | ||
| 107 | 2025.07.07 22:00 | buy | 32 | 0.10 | 1.86083 | 0.00000 | 0.00000 | ||
| 108 | 2025.07.07 22:00 | modify | 32 | 0.10 | 1.86083 | 1.85846 | 1.86896 | ||
| 109 | 2025.07.07 22:00 | modify | 31 | 0.10 | 1.85396 | 1.85846 | 1.86896 | ||
| 110 | 2025.07.08 02:00 | buy | 33 | 0.10 | 1.86158 | 0.00000 | 0.00000 | ||
| 111 | 2025.07.08 02:00 | modify | 33 | 0.10 | 1.86158 | 1.85696 | 1.86896 | ||
| 112 | 2025.07.08 03:00 | modify | 33 | 0.10 | 1.86158 | 1.85846 | 1.86896 | ||
| 113 | 2025.07.08 09:00 | s/l | 31 | 0.10 | 1.85846 | 1.85846 | 1.86896 | 32.56 | 1524.17 |
| 114 | 2025.07.08 09:00 | s/l | 32 | 0.10 | 1.85846 | 1.85846 | 1.86896 | -17.14 | 1507.03 |
| 115 | 2025.07.08 09:00 | s/l | 33 | 0.10 | 1.85846 | 1.85846 | 1.86896 | -22.57 | 1484.46 |
| 116 | 2025.08.13 11:00 | sell | 34 | 0.10 | 1.86649 | 0.00000 | 0.00000 | ||
| 117 | 2025.08.13 11:00 | modify | 34 | 0.10 | 1.86649 | 1.87649 | 1.85149 | ||
| 118 | 2025.08.28 08:00 | sell | 35 | 0.10 | 1.85952 | 0.00000 | 0.00000 | ||
| 119 | 2025.08.28 08:00 | modify | 35 | 0.10 | 1.85952 | 1.86199 | 1.85149 | ||
| 120 | 2025.08.28 08:00 | modify | 34 | 0.10 | 1.86649 | 1.86199 | 1.85149 | ||
| 121 | 2025.08.28 10:00 | sell | 36 | 0.10 | 1.85898 | 0.00000 | 0.00000 | ||
| 122 | 2025.08.28 10:00 | modify | 36 | 0.10 | 1.85898 | 1.86349 | 1.85149 | ||
| 123 | 2025.08.28 11:00 | modify | 36 | 0.10 | 1.85898 | 1.86199 | 1.85149 | ||
| 124 | 2025.08.29 04:00 | sell | 37 | 0.10 | 1.85660 | 0.00000 | 0.00000 | ||
| 125 | 2025.08.29 04:00 | modify | 37 | 0.10 | 1.85660 | 1.85899 | 1.85149 | ||
| 126 | 2025.08.29 04:00 | modify | 35 | 0.10 | 1.85952 | 1.85899 | 1.85149 | ||
| 127 | 2025.08.29 04:00 | modify | 36 | 0.10 | 1.85898 | 1.85899 | 1.85149 | ||
| 128 | 2025.08.29 04:00 | modify | 34 | 0.10 | 1.86649 | 1.85899 | 1.85149 | ||
| 129 | 2025.08.29 11:00 | t/p | 34 | 0.10 | 1.85149 | 1.85899 | 1.85149 | 108.47 | 1592.93 |
| 130 | 2025.08.29 11:00 | t/p | 35 | 0.10 | 1.85149 | 1.85899 | 1.85149 | 58.07 | 1651.00 |
| 131 | 2025.08.29 11:00 | t/p | 36 | 0.10 | 1.85149 | 1.85899 | 1.85149 | 54.16 | 1705.16 |
| 132 | 2025.08.29 11:00 | t/p | 37 | 0.10 | 1.85149 | 1.85899 | 1.85149 | 36.95 | 1742.11 |