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 23:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 157440 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 902.82 | Gross profit | 944.47 | Gross loss | -41.65 |
| Profit factor | 22.68 | Expected payoff | 42.99 | ||
| Absolute drawdown | 18.15 | Maximal drawdown | 108.00 (5.85%) | Relative drawdown | 5.85% (108.00) |
| Total trades | 21 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 19 (90.48%) | Loss trades (% of total) | 2 (9.52%) | ||
| Largest | profit trade | 87.42 | loss trade | -22.50 | |
| Average | profit trade | 49.71 | loss trade | -20.82 | |
| Maximum | consecutive wins (profit in money) | 15 (757.27) | consecutive losses (loss in money) | 1 (-22.50) | |
| Maximal | consecutive profit (count of wins) | 757.27 (15) | consecutive loss (count of losses) | -22.50 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.31 16:00 | buy | 1 | 0.10 | 1.79226 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.31 16:00 | modify | 1 | 0.10 | 1.79226 | 1.77826 | 1.80426 | ||
| 3 | 2024.10.31 20:40 | buy | 2 | 0.10 | 1.79650 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.31 20:40 | modify | 2 | 0.10 | 1.79650 | 1.79346 | 1.80426 | ||
| 5 | 2024.10.31 20:40 | modify | 1 | 0.10 | 1.79226 | 1.79346 | 1.80426 | ||
| 6 | 2024.11.01 09:32 | buy | 3 | 0.10 | 1.79949 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.01 09:32 | modify | 3 | 0.10 | 1.79949 | 1.79526 | 1.80426 | ||
| 8 | 2024.11.01 09:32 | modify | 2 | 0.10 | 1.79650 | 1.79526 | 1.80426 | ||
| 9 | 2024.11.01 09:32 | modify | 1 | 0.10 | 1.79226 | 1.79526 | 1.80426 | ||
| 10 | 2024.11.01 12:46 | t/p | 1 | 0.10 | 1.80426 | 1.79526 | 1.80426 | 87.24 | 1087.24 |
| 11 | 2024.11.01 12:46 | t/p | 2 | 0.10 | 1.80426 | 1.79526 | 1.80426 | 56.48 | 1143.72 |
| 12 | 2024.11.01 12:46 | t/p | 3 | 0.10 | 1.80426 | 1.79526 | 1.80426 | 34.61 | 1178.33 |
| 13 | 2024.12.19 16:00 | buy | 4 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.19 16:00 | modify | 4 | 0.10 | 1.80353 | 1.78953 | 1.81553 | ||
| 15 | 2024.12.20 13:50 | buy | 5 | 0.10 | 1.80783 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.20 13:50 | modify | 5 | 0.10 | 1.80783 | 1.80473 | 1.81553 | ||
| 17 | 2024.12.20 13:50 | modify | 4 | 0.10 | 1.80353 | 1.80473 | 1.81553 | ||
| 18 | 2024.12.20 14:20 | s/l | 4 | 0.10 | 1.80473 | 1.80473 | 1.81553 | 8.87 | 1187.20 |
| 19 | 2024.12.20 14:20 | s/l | 5 | 0.10 | 1.80473 | 1.80473 | 1.81553 | -22.50 | 1164.70 |
| 20 | 2025.01.02 18:00 | buy | 6 | 0.10 | 1.78215 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.02 18:00 | modify | 6 | 0.10 | 1.78215 | 1.76815 | 1.79415 | ||
| 22 | 2025.01.03 09:15 | buy | 7 | 0.10 | 1.78660 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.03 09:15 | modify | 7 | 0.10 | 1.78660 | 1.78335 | 1.79415 | ||
| 24 | 2025.01.03 09:15 | modify | 6 | 0.10 | 1.78215 | 1.78335 | 1.79415 | ||
| 25 | 2025.01.03 15:20 | buy | 8 | 0.10 | 1.79201 | 0.00000 | 0.00000 | ||
| 26 | 2025.01.03 15:20 | modify | 8 | 0.10 | 1.79201 | 1.78935 | 1.79415 | ||
| 27 | 2025.01.03 15:20 | modify | 7 | 0.10 | 1.78660 | 1.78935 | 1.79415 | ||
| 28 | 2025.01.03 15:20 | modify | 6 | 0.10 | 1.78215 | 1.78935 | 1.79415 | ||
| 29 | 2025.01.03 16:20 | t/p | 6 | 0.10 | 1.79415 | 1.78935 | 1.79415 | 87.25 | 1251.96 |
| 30 | 2025.01.03 16:20 | t/p | 7 | 0.10 | 1.79415 | 1.78935 | 1.79415 | 54.79 | 1306.75 |
| 31 | 2025.01.03 16:20 | t/p | 8 | 0.10 | 1.79415 | 1.78935 | 1.79415 | 15.53 | 1322.28 |
| 32 | 2025.03.04 19:00 | sell | 9 | 0.10 | 1.85415 | 0.00000 | 0.00000 | ||
| 33 | 2025.03.04 19:00 | modify | 9 | 0.10 | 1.85415 | 1.86815 | 1.84215 | ||
| 34 | 2025.03.04 20:20 | sell | 10 | 0.10 | 1.84967 | 0.00000 | 0.00000 | ||
| 35 | 2025.03.04 20:20 | modify | 10 | 0.10 | 1.84967 | 1.85295 | 1.84215 | ||
| 36 | 2025.03.04 20:20 | modify | 9 | 0.10 | 1.85415 | 1.85295 | 1.84215 | ||
| 37 | 2025.03.04 21:10 | sell | 11 | 0.10 | 1.84679 | 0.00000 | 0.00000 | ||
| 38 | 2025.03.04 21:10 | modify | 11 | 0.10 | 1.84679 | 1.85115 | 1.84215 | ||
| 39 | 2025.03.04 21:10 | modify | 10 | 0.10 | 1.84967 | 1.85115 | 1.84215 | ||
| 40 | 2025.03.04 21:10 | modify | 9 | 0.10 | 1.85415 | 1.85115 | 1.84215 | ||
| 41 | 2025.03.04 21:20 | t/p | 9 | 0.10 | 1.84215 | 1.85115 | 1.84215 | 87.07 | 1409.35 |
| 42 | 2025.03.04 21:20 | t/p | 10 | 0.10 | 1.84215 | 1.85115 | 1.84215 | 54.57 | 1463.92 |
| 43 | 2025.03.04 21:20 | t/p | 11 | 0.10 | 1.84215 | 1.85115 | 1.84215 | 33.67 | 1497.59 |
| 44 | 2025.03.11 15:00 | sell | 12 | 0.10 | 1.87686 | 0.00000 | 0.00000 | ||
| 45 | 2025.03.11 15:00 | modify | 12 | 0.10 | 1.87686 | 1.89086 | 1.86486 | ||
| 46 | 2025.03.11 18:35 | sell | 13 | 0.10 | 1.87258 | 0.00000 | 0.00000 | ||
| 47 | 2025.03.11 18:35 | modify | 13 | 0.10 | 1.87258 | 1.87566 | 1.86486 | ||
| 48 | 2025.03.11 18:35 | modify | 12 | 0.10 | 1.87686 | 1.87566 | 1.86486 | ||
| 49 | 2025.03.11 19:05 | sell | 14 | 0.10 | 1.86698 | 0.00000 | 0.00000 | ||
| 50 | 2025.03.11 19:05 | modify | 14 | 0.10 | 1.86698 | 1.86966 | 1.86486 | ||
| 51 | 2025.03.11 19:05 | modify | 13 | 0.10 | 1.87258 | 1.86966 | 1.86486 | ||
| 52 | 2025.03.11 19:05 | modify | 12 | 0.10 | 1.87686 | 1.86966 | 1.86486 | ||
| 53 | 2025.03.11 19:20 | t/p | 12 | 0.10 | 1.86486 | 1.86966 | 1.86486 | 87.07 | 1584.66 |
| 54 | 2025.03.11 19:20 | t/p | 13 | 0.10 | 1.86486 | 1.86966 | 1.86486 | 56.02 | 1640.68 |
| 55 | 2025.03.11 19:20 | t/p | 14 | 0.10 | 1.86486 | 1.86966 | 1.86486 | 15.38 | 1656.06 |
| 56 | 2025.04.07 15:00 | buy | 15 | 0.10 | 1.81471 | 0.00000 | 0.00000 | ||
| 57 | 2025.04.07 15:00 | modify | 15 | 0.10 | 1.81471 | 1.80071 | 1.82671 | ||
| 58 | 2025.04.08 19:10 | buy | 16 | 0.10 | 1.82203 | 0.00000 | 0.00000 | ||
| 59 | 2025.04.08 19:10 | modify | 16 | 0.10 | 1.82203 | 1.81771 | 1.82671 | ||
| 60 | 2025.04.08 19:10 | modify | 15 | 0.10 | 1.81471 | 1.81771 | 1.82671 | ||
| 61 | 2025.04.08 21:33 | buy | 17 | 0.10 | 1.81912 | 0.00000 | 0.00000 | ||
| 62 | 2025.04.08 21:33 | modify | 17 | 0.10 | 1.81912 | 1.81591 | 1.82671 | ||
| 63 | 2025.04.08 21:36 | modify | 17 | 0.10 | 1.81912 | 1.81771 | 1.82671 | ||
| 64 | 2025.04.09 00:25 | buy | 18 | 0.10 | 1.82447 | 0.00000 | 0.00000 | ||
| 65 | 2025.04.09 00:25 | modify | 18 | 0.10 | 1.82447 | 1.82191 | 1.82671 | ||
| 66 | 2025.04.09 00:25 | modify | 16 | 0.10 | 1.82203 | 1.82191 | 1.82671 | ||
| 67 | 2025.04.09 00:25 | modify | 17 | 0.10 | 1.81912 | 1.82191 | 1.82671 | ||
| 68 | 2025.04.09 00:25 | modify | 15 | 0.10 | 1.81471 | 1.82191 | 1.82671 | ||
| 69 | 2025.04.09 04:15 | t/p | 15 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 87.42 | 1743.48 |
| 70 | 2025.04.09 04:15 | t/p | 16 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 34.13 | 1777.61 |
| 71 | 2025.04.09 04:15 | t/p | 17 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 55.25 | 1832.86 |
| 72 | 2025.04.09 04:15 | t/p | 18 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 16.25 | 1849.11 |
| 73 | 2025.04.09 18:00 | buy | 19 | 0.10 | 1.80000 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.09 18:00 | modify | 19 | 0.10 | 1.80000 | 1.78600 | 1.81200 | ||
| 75 | 2025.04.09 18:15 | buy | 20 | 0.10 | 1.80436 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.09 18:15 | modify | 20 | 0.10 | 1.80436 | 1.80120 | 1.81200 | ||
| 77 | 2025.04.09 18:15 | modify | 19 | 0.10 | 1.80000 | 1.80120 | 1.81200 | ||
| 78 | 2025.04.09 19:25 | buy | 21 | 0.10 | 1.80984 | 0.00000 | 0.00000 | ||
| 79 | 2025.04.09 19:25 | modify | 21 | 0.10 | 1.80984 | 1.80720 | 1.81200 | ||
| 80 | 2025.04.09 19:25 | modify | 20 | 0.10 | 1.80436 | 1.80720 | 1.81200 | ||
| 81 | 2025.04.09 19:25 | modify | 19 | 0.10 | 1.80000 | 1.80720 | 1.81200 | ||
| 82 | 2025.04.09 19:45 | s/l | 19 | 0.10 | 1.80720 | 1.80720 | 1.81200 | 52.25 | 1901.36 |
| 83 | 2025.04.09 19:45 | s/l | 20 | 0.10 | 1.80720 | 1.80720 | 1.81200 | 20.61 | 1921.97 |
| 84 | 2025.04.09 19:45 | s/l | 21 | 0.10 | 1.80720 | 1.80720 | 1.81200 | -19.15 | 1902.82 |