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=0; RSIHelp="------------------------------------"; RSI_Period=10; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; 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 | 1018.90 | Gross profit | 1699.86 | Gross loss | -680.96 |
| Profit factor | 2.50 | Expected payoff | 29.97 | ||
| Absolute drawdown | 7.04 | Maximal drawdown | 393.29 (23.12%) | Relative drawdown | 23.12% (393.29) |
| Total trades | 34 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 19 (78.95%) |
| Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
| Largest | profit trade | 110.74 | loss trade | -105.03 | |
| Average | profit trade | 70.83 | loss trade | -68.10 | |
| Maximum | consecutive wins (profit in money) | 6 (484.94) | consecutive losses (loss in money) | 3 (-145.90) | |
| Maximal | consecutive profit (count of wins) | 484.94 (6) | consecutive loss (count of losses) | -145.90 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.11 20:00 | buy | 1 | 0.10 | 1.77014 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.11 20:00 | modify | 1 | 0.10 | 1.77014 | 1.75614 | 1.78514 | ||
| 3 | 2024.09.12 19:00 | buy | 2 | 0.10 | 1.78083 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.12 19:00 | modify | 2 | 0.10 | 1.78083 | 1.77689 | 1.78514 | ||
| 5 | 2024.09.12 19:00 | modify | 1 | 0.10 | 1.77014 | 1.77689 | 1.78514 | ||
| 6 | 2024.09.13 07:00 | t/p | 1 | 0.10 | 1.78514 | 1.77689 | 1.78514 | 109.54 | 1109.54 |
| 7 | 2024.09.13 07:00 | t/p | 2 | 0.10 | 1.78514 | 1.77689 | 1.78514 | 31.44 | 1140.98 |
| 8 | 2024.10.01 19:00 | buy | 3 | 0.10 | 1.79162 | 0.00000 | 0.00000 | ||
| 9 | 2024.10.01 19:00 | modify | 3 | 0.10 | 1.79162 | 1.77762 | 1.80662 | ||
| 10 | 2024.10.03 08:00 | s/l | 3 | 0.10 | 1.77762 | 1.77762 | 1.80662 | -100.91 | 1040.06 |
| 11 | 2024.10.16 20:00 | buy | 4 | 0.10 | 1.78547 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.16 20:00 | modify | 4 | 0.10 | 1.78547 | 1.77147 | 1.80047 | ||
| 13 | 2024.10.17 15:00 | buy | 5 | 0.10 | 1.79232 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.17 15:00 | modify | 5 | 0.10 | 1.79232 | 1.78622 | 1.80047 | ||
| 15 | 2024.10.17 15:00 | modify | 4 | 0.10 | 1.78547 | 1.78622 | 1.80047 | ||
| 16 | 2024.10.17 20:00 | buy | 6 | 0.10 | 1.79601 | 0.00000 | 0.00000 | ||
| 17 | 2024.10.17 20:00 | modify | 6 | 0.10 | 1.79601 | 1.79222 | 1.80047 | ||
| 18 | 2024.10.17 20:00 | modify | 5 | 0.10 | 1.79232 | 1.79222 | 1.80047 | ||
| 19 | 2024.10.17 20:00 | modify | 4 | 0.10 | 1.78547 | 1.79222 | 1.80047 | ||
| 20 | 2024.10.18 07:00 | t/p | 4 | 0.10 | 1.80047 | 1.79222 | 1.80047 | 109.54 | 1149.60 |
| 21 | 2024.10.18 07:00 | t/p | 5 | 0.10 | 1.80047 | 1.79222 | 1.80047 | 59.31 | 1208.91 |
| 22 | 2024.10.18 07:00 | t/p | 6 | 0.10 | 1.80047 | 1.79222 | 1.80047 | 32.53 | 1241.44 |
| 23 | 2024.10.24 17:00 | sell | 7 | 0.10 | 1.79632 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.24 17:00 | modify | 7 | 0.10 | 1.79632 | 1.81032 | 1.78132 | ||
| 25 | 2024.10.30 00:00 | s/l | 7 | 0.10 | 1.81032 | 1.81032 | 1.78132 | -105.03 | 1136.41 |
| 26 | 2024.10.31 18:00 | buy | 8 | 0.10 | 1.79069 | 0.00000 | 0.00000 | ||
| 27 | 2024.10.31 18:00 | modify | 8 | 0.10 | 1.79069 | 1.77669 | 1.80569 | ||
| 28 | 2024.10.31 23:00 | buy | 9 | 0.10 | 1.79756 | 0.00000 | 0.00000 | ||
| 29 | 2024.10.31 23:00 | modify | 9 | 0.10 | 1.79756 | 1.79144 | 1.80569 | ||
| 30 | 2024.10.31 23:00 | modify | 8 | 0.10 | 1.79069 | 1.79144 | 1.80569 | ||
| 31 | 2024.11.01 11:00 | buy | 10 | 0.10 | 1.79973 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.01 11:00 | modify | 10 | 0.10 | 1.79973 | 1.79444 | 1.80569 | ||
| 33 | 2024.11.01 11:00 | modify | 9 | 0.10 | 1.79756 | 1.79444 | 1.80569 | ||
| 34 | 2024.11.01 11:00 | modify | 8 | 0.10 | 1.79069 | 1.79444 | 1.80569 | ||
| 35 | 2024.11.01 17:00 | t/p | 8 | 0.10 | 1.80569 | 1.79444 | 1.80569 | 109.03 | 1245.44 |
| 36 | 2024.11.01 17:00 | t/p | 9 | 0.10 | 1.80569 | 1.79444 | 1.80569 | 59.17 | 1304.62 |
| 37 | 2024.11.01 17:00 | t/p | 10 | 0.10 | 1.80569 | 1.79444 | 1.80569 | 43.26 | 1347.88 |
| 38 | 2024.11.01 17:00 | sell | 11 | 0.10 | 1.80636 | 0.00000 | 0.00000 | ||
| 39 | 2024.11.01 17:00 | modify | 11 | 0.10 | 1.80636 | 1.82036 | 1.79136 | ||
| 40 | 2024.11.06 01:00 | sell | 12 | 0.10 | 1.79933 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.06 01:00 | modify | 12 | 0.10 | 1.79933 | 1.80561 | 1.79136 | ||
| 42 | 2024.11.06 01:00 | modify | 11 | 0.10 | 1.80636 | 1.80561 | 1.79136 | ||
| 43 | 2024.11.06 07:00 | t/p | 11 | 0.10 | 1.79136 | 1.80561 | 1.79136 | 106.27 | 1454.15 |
| 44 | 2024.11.06 07:00 | t/p | 12 | 0.10 | 1.79136 | 1.80561 | 1.79136 | 57.83 | 1511.98 |
| 45 | 2024.11.21 17:00 | buy | 13 | 0.10 | 1.75735 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.21 17:00 | modify | 13 | 0.10 | 1.75735 | 1.74335 | 1.77235 | ||
| 47 | 2024.11.26 01:00 | t/p | 13 | 0.10 | 1.77235 | 1.74335 | 1.77235 | 109.37 | 1621.35 |
| 48 | 2024.12.06 20:00 | sell | 14 | 0.10 | 1.80314 | 0.00000 | 0.00000 | ||
| 49 | 2024.12.06 20:00 | modify | 14 | 0.10 | 1.80314 | 1.81714 | 1.78814 | ||
| 50 | 2024.12.13 09:00 | sell | 15 | 0.10 | 1.79627 | 0.00000 | 0.00000 | ||
| 51 | 2024.12.13 09:00 | modify | 15 | 0.10 | 1.79627 | 1.80239 | 1.78814 | ||
| 52 | 2024.12.13 09:00 | modify | 14 | 0.10 | 1.80314 | 1.80239 | 1.78814 | ||
| 53 | 2024.12.16 10:00 | s/l | 14 | 0.10 | 1.80239 | 1.80239 | 1.78814 | -1.43 | 1619.92 |
| 54 | 2024.12.16 10:00 | s/l | 15 | 0.10 | 1.80239 | 1.80239 | 1.78814 | -45.27 | 1574.65 |
| 55 | 2024.12.19 17:00 | buy | 16 | 0.10 | 1.80014 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.19 17:00 | modify | 16 | 0.10 | 1.80014 | 1.78614 | 1.81514 | ||
| 57 | 2025.01.02 16:00 | s/l | 16 | 0.10 | 1.78614 | 1.78614 | 1.81514 | -99.20 | 1475.45 |
| 58 | 2025.01.03 17:00 | sell | 17 | 0.10 | 1.79500 | 0.00000 | 0.00000 | ||
| 59 | 2025.01.03 17:00 | modify | 17 | 0.10 | 1.79500 | 1.80900 | 1.78000 | ||
| 60 | 2025.01.08 12:00 | t/p | 17 | 0.10 | 1.78000 | 1.80900 | 1.78000 | 106.27 | 1581.72 |
| 61 | 2025.03.03 20:00 | sell | 18 | 0.10 | 1.83992 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.03 20:00 | modify | 18 | 0.10 | 1.83992 | 1.85392 | 1.82492 | ||
| 63 | 2025.03.04 19:00 | s/l | 18 | 0.10 | 1.85392 | 1.85392 | 1.82492 | -102.45 | 1479.27 |
| 64 | 2025.03.04 19:00 | sell | 19 | 0.10 | 1.85415 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.04 19:00 | modify | 19 | 0.10 | 1.85415 | 1.86815 | 1.83915 | ||
| 66 | 2025.03.05 07:00 | sell | 20 | 0.10 | 1.84500 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.05 07:00 | modify | 20 | 0.10 | 1.84500 | 1.85040 | 1.83915 | ||
| 68 | 2025.03.05 07:00 | modify | 19 | 0.10 | 1.85415 | 1.85040 | 1.83915 | ||
| 69 | 2025.03.05 16:00 | s/l | 19 | 0.10 | 1.85040 | 1.85040 | 1.83915 | 26.36 | 1505.63 |
| 70 | 2025.03.05 16:00 | s/l | 20 | 0.10 | 1.85040 | 1.85040 | 1.83915 | -39.18 | 1466.45 |
| 71 | 2025.03.07 17:00 | sell | 21 | 0.10 | 1.85793 | 0.00000 | 0.00000 | ||
| 72 | 2025.03.07 17:00 | modify | 21 | 0.10 | 1.85793 | 1.87193 | 1.84293 | ||
| 73 | 2025.03.11 15:00 | s/l | 21 | 0.10 | 1.87193 | 1.87193 | 1.84293 | -103.31 | 1363.15 |
| 74 | 2025.04.01 21:00 | buy | 22 | 0.10 | 1.84737 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.01 21:00 | modify | 22 | 0.10 | 1.84737 | 1.83337 | 1.86237 | ||
| 76 | 2025.04.02 12:00 | buy | 23 | 0.10 | 1.85434 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.02 12:00 | modify | 23 | 0.10 | 1.85434 | 1.84812 | 1.86237 | ||
| 78 | 2025.04.02 12:00 | modify | 22 | 0.10 | 1.84737 | 1.84812 | 1.86237 | ||
| 79 | 2025.04.02 21:00 | s/l | 22 | 0.10 | 1.84812 | 1.84812 | 1.86237 | 5.61 | 1368.76 |
| 80 | 2025.04.02 21:00 | s/l | 23 | 0.10 | 1.84812 | 1.84812 | 1.86237 | -45.14 | 1323.62 |
| 81 | 2025.04.07 19:00 | buy | 24 | 0.10 | 1.81007 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.07 19:00 | modify | 24 | 0.10 | 1.81007 | 1.79607 | 1.82507 | ||
| 83 | 2025.04.08 18:00 | buy | 25 | 0.10 | 1.81712 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.08 18:00 | modify | 25 | 0.10 | 1.81712 | 1.81082 | 1.82507 | ||
| 85 | 2025.04.08 18:00 | modify | 24 | 0.10 | 1.81007 | 1.81082 | 1.82507 | ||
| 86 | 2025.04.09 01:00 | t/p | 24 | 0.10 | 1.82507 | 1.81082 | 1.82507 | 109.20 | 1432.82 |
| 87 | 2025.04.09 01:00 | t/p | 25 | 0.10 | 1.82507 | 1.81082 | 1.82507 | 57.87 | 1490.69 |
| 88 | 2025.04.28 19:00 | sell | 26 | 0.10 | 1.85841 | 0.00000 | 0.00000 | ||
| 89 | 2025.04.28 19:00 | modify | 26 | 0.10 | 1.85841 | 1.87241 | 1.84341 | ||
| 90 | 2025.04.30 14:00 | t/p | 26 | 0.10 | 1.84341 | 1.87241 | 1.84341 | 107.13 | 1597.82 |
| 91 | 2025.04.30 20:00 | buy | 27 | 0.10 | 1.83758 | 0.00000 | 0.00000 | ||
| 92 | 2025.04.30 20:00 | modify | 27 | 0.10 | 1.83758 | 1.82358 | 1.85258 | ||
| 93 | 2025.05.08 22:00 | buy | 28 | 0.10 | 1.84462 | 0.00000 | 0.00000 | ||
| 94 | 2025.05.08 22:00 | modify | 28 | 0.10 | 1.84462 | 1.83833 | 1.85258 | ||
| 95 | 2025.05.08 22:00 | modify | 27 | 0.10 | 1.83758 | 1.83833 | 1.85258 | ||
| 96 | 2025.05.09 15:00 | t/p | 27 | 0.10 | 1.85258 | 1.83833 | 1.85258 | 110.74 | 1708.57 |
| 97 | 2025.05.09 15:00 | t/p | 28 | 0.10 | 1.85258 | 1.83833 | 1.85258 | 57.94 | 1766.51 |
| 98 | 2025.06.17 18:00 | buy | 29 | 0.10 | 1.83276 | 0.00000 | 0.00000 | ||
| 99 | 2025.06.17 18:00 | modify | 29 | 0.10 | 1.83276 | 1.81876 | 1.84776 | ||
| 100 | 2025.06.18 15:00 | buy | 30 | 0.10 | 1.84189 | 0.00000 | 0.00000 | ||
| 101 | 2025.06.18 15:00 | modify | 30 | 0.10 | 1.84189 | 1.83651 | 1.84776 | ||
| 102 | 2025.06.18 15:00 | modify | 29 | 0.10 | 1.83276 | 1.83651 | 1.84776 | ||
| 103 | 2025.06.18 19:00 | s/l | 29 | 0.10 | 1.83651 | 1.83651 | 1.84776 | 27.39 | 1793.90 |
| 104 | 2025.06.18 19:00 | s/l | 30 | 0.10 | 1.83651 | 1.83651 | 1.84776 | -39.04 | 1754.86 |
| 105 | 2025.06.24 19:00 | sell | 31 | 0.10 | 1.87052 | 0.00000 | 0.00000 | ||
| 106 | 2025.06.24 19:00 | modify | 31 | 0.10 | 1.87052 | 1.88452 | 1.85552 | ||
| 107 | 2025.07.02 14:00 | t/p | 31 | 0.10 | 1.85552 | 1.88452 | 1.85552 | 101.97 | 1856.83 |
| 108 | 2025.08.13 17:00 | sell | 32 | 0.10 | 1.86896 | 0.00000 | 0.00000 | ||
| 109 | 2025.08.13 17:00 | modify | 32 | 0.10 | 1.86896 | 1.88296 | 1.85396 | ||
| 110 | 2025.08.27 21:00 | sell | 33 | 0.10 | 1.85819 | 0.00000 | 0.00000 | ||
| 111 | 2025.08.27 21:00 | modify | 33 | 0.10 | 1.85819 | 1.86221 | 1.85396 | ||
| 112 | 2025.08.27 21:00 | modify | 32 | 0.10 | 1.86896 | 1.86221 | 1.85396 | ||
| 113 | 2025.08.28 12:00 | sell | 34 | 0.10 | 1.85979 | 0.00000 | 0.00000 | ||
| 114 | 2025.08.28 12:00 | modify | 34 | 0.10 | 1.85979 | 1.86521 | 1.85396 | ||
| 115 | 2025.08.28 13:00 | modify | 34 | 0.10 | 1.85979 | 1.86221 | 1.85396 | ||
| 116 | 2025.08.29 08:00 | t/p | 32 | 0.10 | 1.85396 | 1.86221 | 1.85396 | 93.38 | 1950.21 |
| 117 | 2025.08.29 08:00 | t/p | 33 | 0.10 | 1.85396 | 1.86221 | 1.85396 | 27.25 | 1977.46 |
| 118 | 2025.08.29 08:00 | t/p | 34 | 0.10 | 1.85396 | 1.86221 | 1.85396 | 41.44 | 2018.90 |