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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6496 | Ticks modelled | 26157938 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 530.75 | Gross profit | 630.09 | Gross loss | -99.34 |
| Profit factor | 6.34 | Expected payoff | 22.11 | ||
| Absolute drawdown | 18.15 | Maximal drawdown | 149.36 (10.92%) | Relative drawdown | 10.92% (149.36) |
| Total trades | 24 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 18 (77.78%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 87.42 | loss trade | -22.50 | |
| Average | profit trade | 37.06 | loss trade | -14.19 | |
| Maximum | consecutive wins (profit in money) | 6 (269.42) | consecutive losses (loss in money) | 2 (-19.73) | |
| Maximal | consecutive profit (count of wins) | 269.42 (6) | consecutive loss (count of losses) | -22.50 (1) | |
| Average | consecutive wins | 3 | 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 20:37 | buy | 2 | 0.10 | 1.79646 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.31 20:37 | modify | 2 | 0.10 | 1.79646 | 1.79346 | 1.80426 | ||
| 5 | 2024.10.31 20:37 | modify | 1 | 0.10 | 1.79226 | 1.79346 | 1.80426 | ||
| 6 | 2024.11.01 08:21 | buy | 3 | 0.10 | 1.79948 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.01 08:21 | modify | 3 | 0.10 | 1.79948 | 1.79526 | 1.80426 | ||
| 8 | 2024.11.01 08:21 | modify | 2 | 0.10 | 1.79646 | 1.79526 | 1.80426 | ||
| 9 | 2024.11.01 08:21 | modify | 1 | 0.10 | 1.79226 | 1.79526 | 1.80426 | ||
| 10 | 2024.11.01 12:30 | buy | 4 | 0.10 | 1.80200 | 0.00000 | 0.00000 | ||
| 11 | 2024.11.01 12:30 | modify | 4 | 0.10 | 1.80200 | 1.79946 | 1.80426 | ||
| 12 | 2024.11.01 12:30 | modify | 3 | 0.10 | 1.79948 | 1.79946 | 1.80426 | ||
| 13 | 2024.11.01 12:30 | modify | 2 | 0.10 | 1.79646 | 1.79946 | 1.80426 | ||
| 14 | 2024.11.01 12:30 | modify | 1 | 0.10 | 1.79226 | 1.79946 | 1.80426 | ||
| 15 | 2024.11.01 12:30 | t/p | 1 | 0.10 | 1.80426 | 1.79946 | 1.80426 | 87.24 | 1087.24 |
| 16 | 2024.11.01 12:30 | t/p | 2 | 0.10 | 1.80426 | 1.79946 | 1.80426 | 56.77 | 1144.01 |
| 17 | 2024.11.01 12:30 | t/p | 3 | 0.10 | 1.80426 | 1.79946 | 1.80426 | 34.68 | 1178.69 |
| 18 | 2024.11.01 12:30 | t/p | 4 | 0.10 | 1.80426 | 1.79946 | 1.80426 | 16.40 | 1195.09 |
| 19 | 2024.12.19 16:00 | buy | 5 | 0.10 | 1.80353 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.19 16:00 | modify | 5 | 0.10 | 1.80353 | 1.78953 | 1.81553 | ||
| 21 | 2024.12.20 13:55 | buy | 6 | 0.10 | 1.80783 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.20 13:55 | modify | 6 | 0.10 | 1.80783 | 1.80473 | 1.81553 | ||
| 23 | 2024.12.20 13:55 | modify | 5 | 0.10 | 1.80353 | 1.80473 | 1.81553 | ||
| 24 | 2024.12.20 14:15 | s/l | 5 | 0.10 | 1.80473 | 1.80473 | 1.81553 | 8.88 | 1203.97 |
| 25 | 2024.12.20 14:15 | s/l | 6 | 0.10 | 1.80473 | 1.80473 | 1.81553 | -22.50 | 1181.47 |
| 26 | 2025.01.02 18:00 | buy | 7 | 0.10 | 1.78215 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.02 18:00 | modify | 7 | 0.10 | 1.78215 | 1.76815 | 1.79415 | ||
| 28 | 2025.01.03 09:21 | buy | 8 | 0.10 | 1.78638 | 0.00000 | 0.00000 | ||
| 29 | 2025.01.03 09:21 | modify | 8 | 0.10 | 1.78638 | 1.78335 | 1.79415 | ||
| 30 | 2025.01.03 09:21 | modify | 7 | 0.10 | 1.78215 | 1.78335 | 1.79415 | ||
| 31 | 2025.01.03 14:41 | buy | 9 | 0.10 | 1.78935 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.03 14:41 | modify | 9 | 0.10 | 1.78935 | 1.78515 | 1.79415 | ||
| 33 | 2025.01.03 14:41 | modify | 8 | 0.10 | 1.78638 | 1.78515 | 1.79415 | ||
| 34 | 2025.01.03 14:41 | modify | 7 | 0.10 | 1.78215 | 1.78515 | 1.79415 | ||
| 35 | 2025.01.03 15:05 | buy | 10 | 0.10 | 1.79177 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.03 15:05 | modify | 10 | 0.10 | 1.79177 | 1.78935 | 1.79415 | ||
| 37 | 2025.01.03 15:05 | modify | 9 | 0.10 | 1.78935 | 1.78935 | 1.79415 | ||
| 38 | 2025.01.03 15:05 | modify | 8 | 0.10 | 1.78638 | 1.78935 | 1.79415 | ||
| 39 | 2025.01.03 15:05 | modify | 7 | 0.10 | 1.78215 | 1.78935 | 1.79415 | ||
| 40 | 2025.01.03 15:14 | s/l | 7 | 0.10 | 1.78935 | 1.78935 | 1.79415 | 52.42 | 1233.90 |
| 41 | 2025.01.03 15:14 | s/l | 8 | 0.10 | 1.78935 | 1.78935 | 1.79415 | 21.55 | 1255.45 |
| 42 | 2025.01.03 15:14 | s/l | 9 | 0.10 | 1.78935 | 1.78935 | 1.79415 | 0.00 | 1255.45 |
| 43 | 2025.01.03 15:14 | s/l | 10 | 0.10 | 1.78935 | 1.78935 | 1.79415 | -17.56 | 1237.89 |
| 44 | 2025.03.04 19:00 | sell | 11 | 0.10 | 1.85415 | 0.00000 | 0.00000 | ||
| 45 | 2025.03.04 19:00 | modify | 11 | 0.10 | 1.85415 | 1.86815 | 1.84215 | ||
| 46 | 2025.03.04 20:25 | sell | 12 | 0.10 | 1.84995 | 0.00000 | 0.00000 | ||
| 47 | 2025.03.04 20:25 | modify | 12 | 0.10 | 1.84995 | 1.85295 | 1.84215 | ||
| 48 | 2025.03.04 20:25 | modify | 11 | 0.10 | 1.85415 | 1.85295 | 1.84215 | ||
| 49 | 2025.03.04 21:11 | sell | 13 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 50 | 2025.03.04 21:11 | modify | 13 | 0.10 | 1.84689 | 1.85115 | 1.84215 | ||
| 51 | 2025.03.04 21:11 | modify | 12 | 0.10 | 1.84995 | 1.85115 | 1.84215 | ||
| 52 | 2025.03.04 21:11 | modify | 11 | 0.10 | 1.85415 | 1.85115 | 1.84215 | ||
| 53 | 2025.03.04 21:11 | sell | 14 | 0.10 | 1.84429 | 0.00000 | 0.00000 | ||
| 54 | 2025.03.04 21:11 | modify | 14 | 0.10 | 1.84429 | 1.84695 | 1.84215 | ||
| 55 | 2025.03.04 21:11 | modify | 13 | 0.10 | 1.84689 | 1.84695 | 1.84215 | ||
| 56 | 2025.03.04 21:11 | modify | 12 | 0.10 | 1.84995 | 1.84695 | 1.84215 | ||
| 57 | 2025.03.04 21:11 | modify | 11 | 0.10 | 1.85415 | 1.84695 | 1.84215 | ||
| 58 | 2025.03.04 21:12 | s/l | 11 | 0.10 | 1.84695 | 1.84695 | 1.84215 | 52.25 | 1290.14 |
| 59 | 2025.03.04 21:12 | s/l | 12 | 0.10 | 1.84695 | 1.84695 | 1.84215 | 21.77 | 1311.91 |
| 60 | 2025.03.04 21:12 | s/l | 13 | 0.10 | 1.84695 | 1.84695 | 1.84215 | -0.43 | 1311.48 |
| 61 | 2025.03.04 21:12 | s/l | 14 | 0.10 | 1.84695 | 1.84695 | 1.84215 | -19.30 | 1292.18 |
| 62 | 2025.03.11 15:00 | sell | 15 | 0.10 | 1.87686 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.11 15:00 | modify | 15 | 0.10 | 1.87686 | 1.89086 | 1.86486 | ||
| 64 | 2025.03.11 15:19 | sell | 16 | 0.10 | 1.87266 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.11 15:19 | modify | 16 | 0.10 | 1.87266 | 1.87566 | 1.86486 | ||
| 66 | 2025.03.11 15:19 | modify | 15 | 0.10 | 1.87686 | 1.87566 | 1.86486 | ||
| 67 | 2025.03.11 17:22 | s/l | 15 | 0.10 | 1.87566 | 1.87566 | 1.86486 | 8.71 | 1300.89 |
| 68 | 2025.03.11 17:22 | s/l | 16 | 0.10 | 1.87566 | 1.87566 | 1.86486 | -21.77 | 1279.12 |
| 69 | 2025.04.07 15:00 | buy | 17 | 0.10 | 1.81471 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.07 15:00 | modify | 17 | 0.10 | 1.81471 | 1.80071 | 1.82671 | ||
| 71 | 2025.04.08 18:10 | buy | 18 | 0.10 | 1.81894 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.08 18:10 | modify | 18 | 0.10 | 1.81894 | 1.81591 | 1.82671 | ||
| 73 | 2025.04.08 18:10 | modify | 17 | 0.10 | 1.81471 | 1.81591 | 1.82671 | ||
| 74 | 2025.04.08 19:01 | buy | 19 | 0.10 | 1.82192 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.08 19:01 | modify | 19 | 0.10 | 1.82192 | 1.81771 | 1.82671 | ||
| 76 | 2025.04.08 19:01 | modify | 18 | 0.10 | 1.81894 | 1.81771 | 1.82671 | ||
| 77 | 2025.04.08 19:01 | modify | 17 | 0.10 | 1.81471 | 1.81771 | 1.82671 | ||
| 78 | 2025.04.09 00:27 | buy | 20 | 0.10 | 1.82434 | 0.00000 | 0.00000 | ||
| 79 | 2025.04.09 00:27 | modify | 20 | 0.10 | 1.82434 | 1.82191 | 1.82671 | ||
| 80 | 2025.04.09 00:27 | modify | 19 | 0.10 | 1.82192 | 1.82191 | 1.82671 | ||
| 81 | 2025.04.09 00:27 | modify | 18 | 0.10 | 1.81894 | 1.82191 | 1.82671 | ||
| 82 | 2025.04.09 00:27 | modify | 17 | 0.10 | 1.81471 | 1.82191 | 1.82671 | ||
| 83 | 2025.04.09 04:04 | t/p | 17 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 87.42 | 1366.54 |
| 84 | 2025.04.09 04:04 | t/p | 18 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 56.56 | 1423.10 |
| 85 | 2025.04.09 04:04 | t/p | 19 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 34.93 | 1458.03 |
| 86 | 2025.04.09 04:04 | t/p | 20 | 0.10 | 1.82671 | 1.82191 | 1.82671 | 17.20 | 1475.23 |
| 87 | 2025.04.09 18:00 | buy | 21 | 0.10 | 1.80000 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.09 18:00 | modify | 21 | 0.10 | 1.80000 | 1.78600 | 1.81200 | ||
| 89 | 2025.04.09 18:25 | buy | 22 | 0.10 | 1.80430 | 0.00000 | 0.00000 | ||
| 90 | 2025.04.09 18:25 | modify | 22 | 0.10 | 1.80430 | 1.80120 | 1.81200 | ||
| 91 | 2025.04.09 18:25 | modify | 21 | 0.10 | 1.80000 | 1.80120 | 1.81200 | ||
| 92 | 2025.04.09 18:30 | buy | 23 | 0.10 | 1.80723 | 0.00000 | 0.00000 | ||
| 93 | 2025.04.09 18:30 | modify | 23 | 0.10 | 1.80723 | 1.80300 | 1.81200 | ||
| 94 | 2025.04.09 18:30 | modify | 22 | 0.10 | 1.80430 | 1.80300 | 1.81200 | ||
| 95 | 2025.04.09 18:30 | modify | 21 | 0.10 | 1.80000 | 1.80300 | 1.81200 | ||
| 96 | 2025.04.09 19:04 | buy | 24 | 0.10 | 1.80962 | 0.00000 | 0.00000 | ||
| 97 | 2025.04.09 19:04 | modify | 24 | 0.10 | 1.80962 | 1.80720 | 1.81200 | ||
| 98 | 2025.04.09 19:04 | modify | 23 | 0.10 | 1.80723 | 1.80720 | 1.81200 | ||
| 99 | 2025.04.09 19:04 | modify | 22 | 0.10 | 1.80430 | 1.80720 | 1.81200 | ||
| 100 | 2025.04.09 19:04 | modify | 21 | 0.10 | 1.80000 | 1.80720 | 1.81200 | ||
| 101 | 2025.04.09 19:27 | s/l | 21 | 0.10 | 1.80720 | 1.80720 | 1.81200 | 52.25 | 1527.48 |
| 102 | 2025.04.09 19:27 | s/l | 22 | 0.10 | 1.80720 | 1.80720 | 1.81200 | 21.05 | 1548.53 |
| 103 | 2025.04.09 19:27 | s/l | 23 | 0.10 | 1.80720 | 1.80720 | 1.81200 | -0.22 | 1548.31 |
| 104 | 2025.04.09 19:27 | s/l | 24 | 0.10 | 1.80720 | 1.80720 | 1.81200 | -17.56 | 1530.75 |