Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.11.01 00:00 - 2025.10.31 20:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 572.02 | Gross profit | 937.69 | Gross loss | -365.66 |
| Profit factor | 2.56 | Expected payoff | 33.65 | ||
| Absolute drawdown | 56.89 | Maximal drawdown | 418.29 (28.54%) | Relative drawdown | 28.54% (418.29) |
| Total trades | 17 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 109.87 | loss trade | -83.56 | |
| Average | profit trade | 85.24 | loss trade | -60.94 | |
| Maximum | consecutive wins (profit in money) | 5 (446.98) | consecutive losses (loss in money) | 5 (-343.82) | |
| Maximal | consecutive profit (count of wins) | 446.98 (5) | consecutive loss (count of losses) | -343.82 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.21 17:00 | buy | 1 | 0.10 | 1.75735 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.21 17:00 | modify | 1 | 0.10 | 1.75735 | 1.74635 | 1.77235 | ||
| 3 | 2024.11.26 01:00 | t/p | 1 | 0.10 | 1.77235 | 1.74635 | 1.77235 | 107.90 | 1107.90 |
| 4 | 2024.11.26 17:00 | buy | 2 | 0.10 | 1.76399 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.26 17:00 | modify | 2 | 0.10 | 1.76399 | 1.75299 | 1.77899 | ||
| 6 | 2024.11.27 15:00 | t/p | 2 | 0.10 | 1.77899 | 1.75299 | 1.77899 | 107.34 | 1215.25 |
| 7 | 2024.12.27 17:00 | sell | 3 | 0.10 | 1.81428 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.27 17:00 | modify | 3 | 0.10 | 1.81428 | 1.82528 | 1.79928 | ||
| 9 | 2024.12.30 22:00 | t/p | 3 | 0.10 | 1.79928 | 1.82528 | 1.79928 | 106.03 | 1321.27 |
| 10 | 2025.01.03 17:00 | sell | 4 | 0.10 | 1.79500 | 0.00000 | 0.00000 | ||
| 11 | 2025.01.03 17:00 | modify | 4 | 0.10 | 1.79500 | 1.80600 | 1.78000 | ||
| 12 | 2025.01.08 12:00 | t/p | 4 | 0.10 | 1.78000 | 1.80600 | 1.78000 | 104.01 | 1425.29 |
| 13 | 2025.02.07 17:00 | buy | 5 | 0.10 | 1.77392 | 0.00000 | 0.00000 | ||
| 14 | 2025.02.07 17:00 | modify | 5 | 0.10 | 1.77392 | 1.76292 | 1.78892 | ||
| 15 | 2025.02.10 08:00 | buy | 6 | 0.10 | 1.78000 | 0.00000 | 0.00000 | ||
| 16 | 2025.02.10 08:00 | modify | 6 | 0.10 | 1.78000 | 1.77692 | 1.78892 | ||
| 17 | 2025.02.10 08:00 | modify | 5 | 0.10 | 1.77392 | 1.77692 | 1.78892 | ||
| 18 | 2025.02.10 09:00 | s/l | 5 | 0.10 | 1.77692 | 1.77692 | 1.78892 | 21.69 | 1446.98 |
| 19 | 2025.02.10 09:00 | s/l | 6 | 0.10 | 1.77692 | 1.77692 | 1.78892 | -21.99 | 1424.99 |
| 20 | 2025.03.03 19:00 | sell | 7 | 0.10 | 1.83513 | 0.00000 | 0.00000 | ||
| 21 | 2025.03.03 19:00 | modify | 7 | 0.10 | 1.83513 | 1.84613 | 1.82013 | ||
| 22 | 2025.03.04 17:00 | s/l | 7 | 0.10 | 1.84613 | 1.84613 | 1.82013 | -79.51 | 1345.48 |
| 23 | 2025.03.04 17:00 | sell | 8 | 0.10 | 1.84703 | 0.00000 | 0.00000 | ||
| 24 | 2025.03.04 17:00 | modify | 8 | 0.10 | 1.84703 | 1.85803 | 1.83203 | ||
| 25 | 2025.03.07 17:00 | s/l | 8 | 0.10 | 1.85803 | 1.85803 | 1.83203 | -83.56 | 1261.92 |
| 26 | 2025.03.07 17:00 | sell | 9 | 0.10 | 1.85793 | 0.00000 | 0.00000 | ||
| 27 | 2025.03.07 17:00 | modify | 9 | 0.10 | 1.85793 | 1.86893 | 1.84293 | ||
| 28 | 2025.03.11 15:00 | s/l | 9 | 0.10 | 1.86893 | 1.86893 | 1.84293 | -80.53 | 1181.38 |
| 29 | 2025.04.04 20:00 | buy | 10 | 0.10 | 1.83207 | 0.00000 | 0.00000 | ||
| 30 | 2025.04.04 20:00 | modify | 10 | 0.10 | 1.83207 | 1.82107 | 1.84707 | ||
| 31 | 2025.04.07 14:00 | s/l | 10 | 0.10 | 1.82107 | 1.82107 | 1.84707 | -78.23 | 1103.16 |
| 32 | 2025.04.08 19:00 | sell | 11 | 0.10 | 1.82065 | 0.00000 | 0.00000 | ||
| 33 | 2025.04.08 19:00 | modify | 11 | 0.10 | 1.82065 | 1.83165 | 1.80565 | ||
| 34 | 2025.04.09 15:00 | t/p | 11 | 0.10 | 1.80565 | 1.83165 | 1.80565 | 106.03 | 1209.18 |
| 35 | 2025.04.09 18:00 | buy | 12 | 0.10 | 1.80000 | 0.00000 | 0.00000 | ||
| 36 | 2025.04.09 18:00 | modify | 12 | 0.10 | 1.80000 | 1.78900 | 1.81500 | ||
| 37 | 2025.04.10 11:00 | t/p | 12 | 0.10 | 1.81500 | 1.78900 | 1.81500 | 107.90 | 1317.09 |
| 38 | 2025.04.16 17:00 | buy | 13 | 0.10 | 1.83634 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.16 17:00 | modify | 13 | 0.10 | 1.83634 | 1.82534 | 1.85134 | ||
| 40 | 2025.04.21 03:00 | buy | 14 | 0.10 | 1.84627 | 0.00000 | 0.00000 | ||
| 41 | 2025.04.21 03:00 | modify | 14 | 0.10 | 1.84627 | 1.84459 | 1.85134 | ||
| 42 | 2025.04.21 03:00 | modify | 13 | 0.10 | 1.83634 | 1.84459 | 1.85134 | ||
| 43 | 2025.04.21 17:00 | t/p | 13 | 0.10 | 1.85134 | 1.84459 | 1.85134 | 108.47 | 1425.55 |
| 44 | 2025.04.21 17:00 | t/p | 14 | 0.10 | 1.85134 | 1.84459 | 1.85134 | 36.18 | 1461.73 |
| 45 | 2025.05.30 18:00 | buy | 15 | 0.10 | 1.85027 | 0.00000 | 0.00000 | ||
| 46 | 2025.05.30 18:00 | modify | 15 | 0.10 | 1.85027 | 1.83927 | 1.86527 | ||
| 47 | 2025.06.04 07:00 | buy | 16 | 0.10 | 1.85633 | 0.00000 | 0.00000 | ||
| 48 | 2025.06.04 07:00 | modify | 16 | 0.10 | 1.85633 | 1.85327 | 1.86527 | ||
| 49 | 2025.06.04 07:00 | modify | 15 | 0.10 | 1.85027 | 1.85327 | 1.86527 | ||
| 50 | 2025.06.04 12:00 | s/l | 15 | 0.10 | 1.85327 | 1.85327 | 1.86527 | 22.25 | 1483.99 |
| 51 | 2025.06.04 12:00 | s/l | 16 | 0.10 | 1.85327 | 1.85327 | 1.86527 | -21.84 | 1462.15 |
| 52 | 2025.07.30 19:00 | buy | 17 | 0.10 | 1.82941 | 0.00000 | 0.00000 | ||
| 53 | 2025.07.30 19:00 | modify | 17 | 0.10 | 1.82941 | 1.81841 | 1.84441 | ||
| 54 | 2025.08.07 13:00 | t/p | 17 | 0.10 | 1.84441 | 1.81841 | 1.84441 | 109.87 | 1572.02 |