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 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 158041 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1095.61 | Gross profit | 1339.56 | Gross loss | -243.95 |
| Profit factor | 5.49 | Expected payoff | 30.43 | ||
| Absolute drawdown | 67.81 | Maximal drawdown | 210.91 (12.61%) | Relative drawdown | 12.61% (210.91) |
| Total trades | 36 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 23 (73.91%) |
| Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) | ||
| Largest | profit trade | 108.47 | loss trade | -79.51 | |
| Average | profit trade | 51.52 | loss trade | -24.40 | |
| Maximum | consecutive wins (profit in money) | 10 (625.32) | consecutive losses (loss in money) | 2 (-101.21) | |
| Maximal | consecutive profit (count of wins) | 625.32 (10) | consecutive loss (count of losses) | -101.21 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 2024.11.25 23:45 | buy | 2 | 0.10 | 1.76649 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.25 23:45 | modify | 2 | 0.10 | 1.76649 | 1.76110 | 1.77235 | ||
| 5 | 2024.11.25 23:45 | modify | 1 | 0.10 | 1.75735 | 1.76110 | 1.77235 | ||
| 6 | 2024.11.26 00:20 | t/p | 1 | 0.10 | 1.77235 | 1.76110 | 1.77235 | 107.90 | 1107.90 |
| 7 | 2024.11.26 00:20 | t/p | 2 | 0.10 | 1.77235 | 1.76110 | 1.77235 | 42.10 | 1150.01 |
| 8 | 2024.11.26 17:00 | buy | 3 | 0.10 | 1.76399 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.26 17:00 | modify | 3 | 0.10 | 1.76399 | 1.75299 | 1.77899 | ||
| 10 | 2024.11.27 06:20 | buy | 4 | 0.10 | 1.77016 | 0.00000 | 0.00000 | ||
| 11 | 2024.11.27 06:20 | modify | 4 | 0.10 | 1.77016 | 1.76699 | 1.77899 | ||
| 12 | 2024.11.27 06:20 | modify | 3 | 0.10 | 1.76399 | 1.76699 | 1.77899 | ||
| 13 | 2024.11.27 10:50 | buy | 5 | 0.10 | 1.77311 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.27 10:50 | modify | 5 | 0.10 | 1.77311 | 1.76774 | 1.77899 | ||
| 15 | 2024.11.27 10:50 | modify | 4 | 0.10 | 1.77016 | 1.76774 | 1.77899 | ||
| 16 | 2024.11.27 10:50 | modify | 3 | 0.10 | 1.76399 | 1.76774 | 1.77899 | ||
| 17 | 2024.11.27 12:25 | buy | 6 | 0.10 | 1.77390 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.27 12:25 | modify | 6 | 0.10 | 1.77390 | 1.77224 | 1.77899 | ||
| 19 | 2024.11.27 12:25 | modify | 5 | 0.10 | 1.77311 | 1.77224 | 1.77899 | ||
| 20 | 2024.11.27 12:25 | modify | 4 | 0.10 | 1.77016 | 1.77224 | 1.77899 | ||
| 21 | 2024.11.27 12:25 | modify | 3 | 0.10 | 1.76399 | 1.77224 | 1.77899 | ||
| 22 | 2024.11.27 14:10 | t/p | 3 | 0.10 | 1.77899 | 1.77224 | 1.77899 | 107.34 | 1257.35 |
| 23 | 2024.11.27 14:10 | t/p | 4 | 0.10 | 1.77899 | 1.77224 | 1.77899 | 63.03 | 1320.38 |
| 24 | 2024.11.27 14:10 | t/p | 5 | 0.10 | 1.77899 | 1.77224 | 1.77899 | 41.97 | 1362.35 |
| 25 | 2024.11.27 14:10 | t/p | 6 | 0.10 | 1.77899 | 1.77224 | 1.77899 | 36.33 | 1398.68 |
| 26 | 2024.12.27 17:00 | sell | 7 | 0.10 | 1.81428 | 0.00000 | 0.00000 | ||
| 27 | 2024.12.27 17:00 | modify | 7 | 0.10 | 1.81428 | 1.82528 | 1.79928 | ||
| 28 | 2024.12.30 13:46 | sell | 8 | 0.10 | 1.80810 | 0.00000 | 0.00000 | ||
| 29 | 2024.12.30 13:46 | modify | 8 | 0.10 | 1.80810 | 1.81128 | 1.79928 | ||
| 30 | 2024.12.30 13:46 | modify | 7 | 0.10 | 1.81428 | 1.81128 | 1.79928 | ||
| 31 | 2024.12.30 15:40 | sell | 9 | 0.10 | 1.80450 | 0.00000 | 0.00000 | ||
| 32 | 2024.12.30 15:40 | modify | 9 | 0.10 | 1.80450 | 1.80603 | 1.79928 | ||
| 33 | 2024.12.30 15:40 | modify | 8 | 0.10 | 1.80810 | 1.80603 | 1.79928 | ||
| 34 | 2024.12.30 15:40 | modify | 7 | 0.10 | 1.81428 | 1.80603 | 1.79928 | ||
| 35 | 2024.12.30 22:00 | t/p | 7 | 0.10 | 1.79928 | 1.80603 | 1.79928 | 106.04 | 1504.72 |
| 36 | 2024.12.30 22:00 | t/p | 8 | 0.10 | 1.79928 | 1.80603 | 1.79928 | 62.95 | 1567.67 |
| 37 | 2024.12.30 22:00 | t/p | 9 | 0.10 | 1.79928 | 1.80603 | 1.79928 | 37.26 | 1604.93 |
| 38 | 2025.01.03 17:00 | sell | 10 | 0.10 | 1.79500 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.03 17:00 | modify | 10 | 0.10 | 1.79500 | 1.80600 | 1.78000 | ||
| 40 | 2025.01.06 14:15 | sell | 11 | 0.10 | 1.78899 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.06 14:15 | modify | 11 | 0.10 | 1.78899 | 1.79200 | 1.78000 | ||
| 42 | 2025.01.06 14:15 | modify | 10 | 0.10 | 1.79500 | 1.79200 | 1.78000 | ||
| 43 | 2025.01.06 14:40 | s/l | 10 | 0.10 | 1.79200 | 1.79200 | 1.78000 | 20.40 | 1625.32 |
| 44 | 2025.01.06 14:40 | s/l | 11 | 0.10 | 1.79200 | 1.79200 | 1.78000 | -21.48 | 1603.84 |
| 45 | 2025.02.07 17:00 | buy | 12 | 0.10 | 1.77392 | 0.00000 | 0.00000 | ||
| 46 | 2025.02.07 17:00 | modify | 12 | 0.10 | 1.77392 | 1.76292 | 1.78892 | ||
| 47 | 2025.02.09 22:32 | buy | 13 | 0.10 | 1.77996 | 0.00000 | 0.00000 | ||
| 48 | 2025.02.09 22:32 | modify | 13 | 0.10 | 1.77996 | 1.77692 | 1.78892 | ||
| 49 | 2025.02.09 22:32 | modify | 12 | 0.10 | 1.77392 | 1.77692 | 1.78892 | ||
| 50 | 2025.02.09 22:50 | s/l | 12 | 0.10 | 1.77692 | 1.77692 | 1.78892 | 21.41 | 1625.25 |
| 51 | 2025.02.09 22:50 | s/l | 13 | 0.10 | 1.77692 | 1.77692 | 1.78892 | -21.70 | 1603.55 |
| 52 | 2025.03.03 19:00 | sell | 14 | 0.10 | 1.83513 | 0.00000 | 0.00000 | ||
| 53 | 2025.03.03 19:00 | modify | 14 | 0.10 | 1.83513 | 1.84613 | 1.82013 | ||
| 54 | 2025.03.04 16:43 | s/l | 14 | 0.10 | 1.84613 | 1.84613 | 1.82013 | -79.51 | 1524.04 |
| 55 | 2025.03.04 17:00 | sell | 15 | 0.10 | 1.84703 | 0.00000 | 0.00000 | ||
| 56 | 2025.03.04 17:00 | modify | 15 | 0.10 | 1.84703 | 1.85803 | 1.83203 | ||
| 57 | 2025.03.04 23:12 | sell | 16 | 0.10 | 1.84078 | 0.00000 | 0.00000 | ||
| 58 | 2025.03.04 23:12 | modify | 16 | 0.10 | 1.84078 | 1.84403 | 1.83203 | ||
| 59 | 2025.03.04 23:12 | modify | 15 | 0.10 | 1.84703 | 1.84403 | 1.83203 | ||
| 60 | 2025.03.05 00:50 | s/l | 15 | 0.10 | 1.84403 | 1.84403 | 1.83203 | 20.40 | 1544.44 |
| 61 | 2025.03.05 00:50 | s/l | 16 | 0.10 | 1.84403 | 1.84403 | 1.83203 | -24.20 | 1520.24 |
| 62 | 2025.03.07 17:00 | sell | 17 | 0.10 | 1.85793 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.07 17:00 | modify | 17 | 0.10 | 1.85793 | 1.86893 | 1.84293 | ||
| 64 | 2025.03.10 08:27 | sell | 18 | 0.10 | 1.85170 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.10 08:27 | modify | 18 | 0.10 | 1.85170 | 1.85493 | 1.84293 | ||
| 66 | 2025.03.10 08:27 | modify | 17 | 0.10 | 1.85793 | 1.85493 | 1.84293 | ||
| 67 | 2025.03.10 10:10 | s/l | 17 | 0.10 | 1.85493 | 1.85493 | 1.84293 | 20.40 | 1540.64 |
| 68 | 2025.03.10 10:10 | s/l | 18 | 0.10 | 1.85493 | 1.85493 | 1.84293 | -23.05 | 1517.59 |
| 69 | 2025.04.04 20:00 | buy | 19 | 0.10 | 1.83207 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.04 20:00 | modify | 19 | 0.10 | 1.83207 | 1.82107 | 1.84707 | ||
| 71 | 2025.04.06 23:40 | buy | 20 | 0.10 | 1.83814 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.06 23:40 | modify | 20 | 0.10 | 1.83814 | 1.83507 | 1.84707 | ||
| 73 | 2025.04.06 23:40 | modify | 19 | 0.10 | 1.83207 | 1.83507 | 1.84707 | ||
| 74 | 2025.04.06 23:50 | buy | 21 | 0.10 | 1.84200 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.06 23:50 | modify | 21 | 0.10 | 1.84200 | 1.84032 | 1.84707 | ||
| 76 | 2025.04.06 23:50 | modify | 20 | 0.10 | 1.83814 | 1.84032 | 1.84707 | ||
| 77 | 2025.04.06 23:50 | modify | 19 | 0.10 | 1.83207 | 1.84032 | 1.84707 | ||
| 78 | 2025.04.06 23:52 | s/l | 19 | 0.10 | 1.84032 | 1.84032 | 1.84707 | 58.88 | 1576.47 |
| 79 | 2025.04.06 23:52 | s/l | 20 | 0.10 | 1.84032 | 1.84032 | 1.84707 | 15.56 | 1592.03 |
| 80 | 2025.04.06 23:52 | s/l | 21 | 0.10 | 1.84032 | 1.84032 | 1.84707 | -11.99 | 1580.04 |
| 81 | 2025.04.08 19:00 | sell | 22 | 0.10 | 1.82065 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.08 19:00 | modify | 22 | 0.10 | 1.82065 | 1.83165 | 1.80565 | ||
| 83 | 2025.04.09 12:07 | sell | 23 | 0.10 | 1.81149 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.09 12:07 | modify | 23 | 0.10 | 1.81149 | 1.81690 | 1.80565 | ||
| 85 | 2025.04.09 12:07 | modify | 22 | 0.10 | 1.82065 | 1.81690 | 1.80565 | ||
| 86 | 2025.04.09 12:52 | sell | 24 | 0.10 | 1.81450 | 0.00000 | 0.00000 | ||
| 87 | 2025.04.09 12:52 | modify | 24 | 0.10 | 1.81450 | 1.81765 | 1.80565 | ||
| 88 | 2025.04.09 12:55 | modify | 24 | 0.10 | 1.81450 | 1.81690 | 1.80565 | ||
| 89 | 2025.04.09 14:02 | t/p | 22 | 0.10 | 1.80565 | 1.81690 | 1.80565 | 106.05 | 1686.08 |
| 90 | 2025.04.09 14:02 | t/p | 23 | 0.10 | 1.80565 | 1.81690 | 1.80565 | 41.68 | 1727.76 |
| 91 | 2025.04.09 14:02 | t/p | 24 | 0.10 | 1.80565 | 1.81690 | 1.80565 | 63.16 | 1790.92 |
| 92 | 2025.04.09 18:00 | buy | 25 | 0.10 | 1.80000 | 0.00000 | 0.00000 | ||
| 93 | 2025.04.09 18:00 | modify | 25 | 0.10 | 1.80000 | 1.78900 | 1.81500 | ||
| 94 | 2025.04.09 18:30 | buy | 26 | 0.10 | 1.80616 | 0.00000 | 0.00000 | ||
| 95 | 2025.04.09 18:30 | modify | 26 | 0.10 | 1.80616 | 1.80300 | 1.81500 | ||
| 96 | 2025.04.09 18:30 | modify | 25 | 0.10 | 1.80000 | 1.80300 | 1.81500 | ||
| 97 | 2025.04.09 18:55 | buy | 27 | 0.10 | 1.80919 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.09 18:55 | modify | 27 | 0.10 | 1.80919 | 1.80375 | 1.81500 | ||
| 99 | 2025.04.09 18:55 | modify | 26 | 0.10 | 1.80616 | 1.80375 | 1.81500 | ||
| 100 | 2025.04.09 18:55 | modify | 25 | 0.10 | 1.80000 | 1.80375 | 1.81500 | ||
| 101 | 2025.04.09 19:25 | buy | 28 | 0.10 | 1.80984 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.09 19:25 | modify | 28 | 0.10 | 1.80984 | 1.80825 | 1.81500 | ||
| 103 | 2025.04.09 19:25 | modify | 27 | 0.10 | 1.80919 | 1.80825 | 1.81500 | ||
| 104 | 2025.04.09 19:25 | modify | 26 | 0.10 | 1.80616 | 1.80825 | 1.81500 | ||
| 105 | 2025.04.09 19:25 | modify | 25 | 0.10 | 1.80000 | 1.80825 | 1.81500 | ||
| 106 | 2025.04.09 19:40 | s/l | 25 | 0.10 | 1.80825 | 1.80825 | 1.81500 | 58.89 | 1849.81 |
| 107 | 2025.04.09 19:40 | s/l | 26 | 0.10 | 1.80825 | 1.80825 | 1.81500 | 14.92 | 1864.73 |
| 108 | 2025.04.09 19:40 | s/l | 27 | 0.10 | 1.80825 | 1.80825 | 1.81500 | -6.71 | 1858.02 |
| 109 | 2025.04.09 19:40 | s/l | 28 | 0.10 | 1.80825 | 1.80825 | 1.81500 | -11.35 | 1846.67 |
| 110 | 2025.04.16 17:00 | buy | 29 | 0.10 | 1.83634 | 0.00000 | 0.00000 | ||
| 111 | 2025.04.16 17:00 | modify | 29 | 0.10 | 1.83634 | 1.82534 | 1.85134 | ||
| 112 | 2025.04.21 00:03 | buy | 30 | 0.10 | 1.84254 | 0.00000 | 0.00000 | ||
| 113 | 2025.04.21 00:03 | modify | 30 | 0.10 | 1.84254 | 1.83934 | 1.85134 | ||
| 114 | 2025.04.21 00:03 | modify | 29 | 0.10 | 1.83634 | 1.83934 | 1.85134 | ||
| 115 | 2025.04.21 01:15 | buy | 31 | 0.10 | 1.84545 | 0.00000 | 0.00000 | ||
| 116 | 2025.04.21 01:15 | modify | 31 | 0.10 | 1.84545 | 1.84009 | 1.85134 | ||
| 117 | 2025.04.21 01:15 | modify | 30 | 0.10 | 1.84254 | 1.84009 | 1.85134 | ||
| 118 | 2025.04.21 01:15 | modify | 29 | 0.10 | 1.83634 | 1.84009 | 1.85134 | ||
| 119 | 2025.04.21 02:15 | buy | 32 | 0.10 | 1.84635 | 0.00000 | 0.00000 | ||
| 120 | 2025.04.21 02:15 | modify | 32 | 0.10 | 1.84635 | 1.84459 | 1.85134 | ||
| 121 | 2025.04.21 02:15 | modify | 31 | 0.10 | 1.84545 | 1.84459 | 1.85134 | ||
| 122 | 2025.04.21 02:15 | modify | 30 | 0.10 | 1.84254 | 1.84459 | 1.85134 | ||
| 123 | 2025.04.21 02:15 | modify | 29 | 0.10 | 1.83634 | 1.84459 | 1.85134 | ||
| 124 | 2025.04.21 16:50 | t/p | 29 | 0.10 | 1.85134 | 1.84459 | 1.85134 | 108.47 | 1955.14 |
| 125 | 2025.04.21 16:50 | t/p | 30 | 0.10 | 1.85134 | 1.84459 | 1.85134 | 62.81 | 2017.95 |
| 126 | 2025.04.21 16:50 | t/p | 31 | 0.10 | 1.85134 | 1.84459 | 1.85134 | 42.04 | 2059.99 |
| 127 | 2025.04.21 16:50 | t/p | 32 | 0.10 | 1.85134 | 1.84459 | 1.85134 | 35.62 | 2095.61 |
| 128 | 2025.05.30 18:00 | buy | 33 | 0.10 | 1.85027 | 0.00000 | 0.00000 | ||
| 129 | 2025.05.30 18:00 | modify | 33 | 0.10 | 1.85027 | 1.83927 | 1.86527 | ||
| 130 | 2025.06.02 09:37 | buy | 34 | 0.10 | 1.85639 | 0.00000 | 0.00000 | ||
| 131 | 2025.06.02 09:37 | modify | 34 | 0.10 | 1.85639 | 1.85327 | 1.86527 | ||
| 132 | 2025.06.02 09:37 | modify | 33 | 0.10 | 1.85027 | 1.85327 | 1.86527 | ||
| 133 | 2025.06.02 10:20 | s/l | 33 | 0.10 | 1.85327 | 1.85327 | 1.86527 | 21.69 | 2117.30 |
| 134 | 2025.06.02 10:20 | s/l | 34 | 0.10 | 1.85327 | 1.85327 | 1.86527 | -22.27 | 2095.03 |
| 135 | 2025.07.30 19:00 | buy | 35 | 0.10 | 1.82941 | 0.00000 | 0.00000 | ||
| 136 | 2025.07.30 19:00 | modify | 35 | 0.10 | 1.82941 | 1.81841 | 1.84441 | ||
| 137 | 2025.07.31 06:50 | buy | 36 | 0.10 | 1.83545 | 0.00000 | 0.00000 | ||
| 138 | 2025.07.31 06:50 | modify | 36 | 0.10 | 1.83545 | 1.83241 | 1.84441 | ||
| 139 | 2025.07.31 06:50 | modify | 35 | 0.10 | 1.82941 | 1.83241 | 1.84441 | ||
| 140 | 2025.07.31 07:32 | s/l | 35 | 0.10 | 1.83241 | 1.83241 | 1.84441 | 22.26 | 2117.30 |
| 141 | 2025.07.31 07:32 | s/l | 36 | 0.10 | 1.83241 | 1.83241 | 1.84441 | -21.69 | 2095.61 |