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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=70; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 550.35 | Gross profit | 995.13 | Gross loss | -444.79 |
| Profit factor | 2.24 | Expected payoff | 18.98 | ||
| Absolute drawdown | 161.79 | Maximal drawdown | 194.11 (18.39%) | Relative drawdown | 18.39% (194.11) |
| Total trades | 29 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 22 (72.73%) |
| Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
| Largest | profit trade | 94.24 | loss trade | -53.02 | |
| Average | profit trade | 55.29 | loss trade | -40.44 | |
| Maximum | consecutive wins (profit in money) | 6 (374.17) | consecutive losses (loss in money) | 3 (-151.41) | |
| Maximal | consecutive profit (count of wins) | 374.17 (6) | consecutive loss (count of losses) | -151.41 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.12 19:00 | buy | 1 | 0.10 | 1.77790 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.12 19:00 | modify | 1 | 0.10 | 1.77790 | 1.77090 | 1.79090 | ||
| 3 | 2024.11.14 11:00 | s/l | 1 | 0.10 | 1.77090 | 1.77090 | 1.79090 | -48.86 | 951.14 |
| 4 | 2024.12.06 15:00 | sell | 2 | 0.10 | 1.80251 | 0.00000 | 0.00000 | ||
| 5 | 2024.12.06 15:00 | modify | 2 | 0.10 | 1.80251 | 1.80951 | 1.78951 | ||
| 6 | 2024.12.10 11:00 | s/l | 2 | 0.10 | 1.80951 | 1.80951 | 1.78951 | -52.00 | 899.13 |
| 7 | 2024.12.19 19:00 | buy | 3 | 0.10 | 1.80015 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.19 19:00 | modify | 3 | 0.10 | 1.80015 | 1.79315 | 1.81315 | ||
| 9 | 2024.12.20 19:00 | buy | 4 | 0.10 | 1.80955 | 0.00000 | 0.00000 | ||
| 10 | 2024.12.20 19:00 | modify | 4 | 0.10 | 1.80955 | 1.80535 | 1.81315 | ||
| 11 | 2024.12.20 19:00 | modify | 3 | 0.10 | 1.80015 | 1.80535 | 1.81315 | ||
| 12 | 2024.12.22 22:00 | s/l | 3 | 0.10 | 1.80535 | 1.80535 | 1.81315 | 37.41 | 936.54 |
| 13 | 2024.12.22 22:00 | s/l | 4 | 0.10 | 1.80535 | 1.80535 | 1.81315 | -29.99 | 906.55 |
| 14 | 2025.01.02 15:00 | buy | 5 | 0.10 | 1.78939 | 0.00000 | 0.00000 | ||
| 15 | 2025.01.02 15:00 | modify | 5 | 0.10 | 1.78939 | 1.78239 | 1.80239 | ||
| 16 | 2025.01.02 18:00 | s/l | 5 | 0.10 | 1.78239 | 1.78239 | 1.80239 | -49.99 | 856.56 |
| 17 | 2025.01.02 19:00 | buy | 6 | 0.10 | 1.78244 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.02 19:00 | modify | 6 | 0.10 | 1.78244 | 1.77544 | 1.79544 | ||
| 19 | 2025.01.03 14:00 | buy | 7 | 0.10 | 1.78786 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.03 14:00 | modify | 7 | 0.10 | 1.78786 | 1.78504 | 1.79544 | ||
| 21 | 2025.01.03 14:00 | modify | 6 | 0.10 | 1.78244 | 1.78504 | 1.79544 | ||
| 22 | 2025.01.03 15:00 | buy | 8 | 0.10 | 1.78966 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.03 15:00 | modify | 8 | 0.10 | 1.78966 | 1.78634 | 1.79544 | ||
| 24 | 2025.01.03 15:00 | modify | 7 | 0.10 | 1.78786 | 1.78634 | 1.79544 | ||
| 25 | 2025.01.03 15:00 | modify | 6 | 0.10 | 1.78244 | 1.78634 | 1.79544 | ||
| 26 | 2025.01.03 18:00 | t/p | 6 | 0.10 | 1.79544 | 1.78634 | 1.79544 | 93.11 | 949.67 |
| 27 | 2025.01.03 18:00 | t/p | 7 | 0.10 | 1.79544 | 1.78634 | 1.79544 | 54.12 | 1003.79 |
| 28 | 2025.01.03 18:00 | t/p | 8 | 0.10 | 1.79544 | 1.78634 | 1.79544 | 41.27 | 1045.06 |
| 29 | 2025.01.24 18:00 | sell | 9 | 0.10 | 1.79017 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.24 18:00 | modify | 9 | 0.10 | 1.79017 | 1.79717 | 1.77717 | ||
| 31 | 2025.01.27 15:00 | s/l | 9 | 0.10 | 1.79717 | 1.79717 | 1.77717 | -50.99 | 994.07 |
| 32 | 2025.02.06 14:00 | buy | 10 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 33 | 2025.02.06 14:00 | modify | 10 | 0.10 | 1.77611 | 1.76911 | 1.78911 | ||
| 34 | 2025.02.10 20:00 | s/l | 10 | 0.10 | 1.76911 | 1.76911 | 1.78911 | -49.43 | 944.65 |
| 35 | 2025.03.07 18:00 | sell | 11 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 36 | 2025.03.07 18:00 | modify | 11 | 0.10 | 1.85735 | 1.86435 | 1.84435 | ||
| 37 | 2025.03.10 13:00 | s/l | 11 | 0.10 | 1.86435 | 1.86435 | 1.84435 | -50.99 | 893.65 |
| 38 | 2025.03.26 10:00 | buy | 12 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 39 | 2025.03.26 10:00 | modify | 12 | 0.10 | 1.84030 | 1.83330 | 1.85330 | ||
| 40 | 2025.03.27 14:00 | t/p | 12 | 0.10 | 1.85330 | 1.83330 | 1.85330 | 93.67 | 987.33 |
| 41 | 2025.04.07 18:00 | buy | 13 | 0.10 | 1.81182 | 0.00000 | 0.00000 | ||
| 42 | 2025.04.07 18:00 | modify | 13 | 0.10 | 1.81182 | 1.80482 | 1.82482 | ||
| 43 | 2025.04.08 18:00 | buy | 14 | 0.10 | 1.81712 | 0.00000 | 0.00000 | ||
| 44 | 2025.04.08 18:00 | modify | 14 | 0.10 | 1.81712 | 1.81442 | 1.82482 | ||
| 45 | 2025.04.08 18:00 | modify | 13 | 0.10 | 1.81182 | 1.81442 | 1.82482 | ||
| 46 | 2025.04.08 19:00 | buy | 15 | 0.10 | 1.82115 | 0.00000 | 0.00000 | ||
| 47 | 2025.04.08 19:00 | modify | 15 | 0.10 | 1.82115 | 1.81702 | 1.82482 | ||
| 48 | 2025.04.08 19:00 | modify | 14 | 0.10 | 1.81712 | 1.81702 | 1.82482 | ||
| 49 | 2025.04.08 19:00 | modify | 13 | 0.10 | 1.81182 | 1.81702 | 1.82482 | ||
| 50 | 2025.04.09 01:00 | t/p | 13 | 0.10 | 1.82482 | 1.81702 | 1.82482 | 93.40 | 1080.73 |
| 51 | 2025.04.09 01:00 | t/p | 14 | 0.10 | 1.82482 | 1.81702 | 1.82482 | 55.27 | 1136.00 |
| 52 | 2025.04.09 01:00 | t/p | 15 | 0.10 | 1.82482 | 1.81702 | 1.82482 | 26.49 | 1162.49 |
| 53 | 2025.04.15 19:00 | sell | 16 | 0.10 | 1.84579 | 0.00000 | 0.00000 | ||
| 54 | 2025.04.15 19:00 | modify | 16 | 0.10 | 1.84579 | 1.85279 | 1.83279 | ||
| 55 | 2025.04.17 01:00 | t/p | 16 | 0.10 | 1.83279 | 1.85279 | 1.83279 | 88.78 | 1251.28 |
| 56 | 2025.05.19 11:00 | sell | 17 | 0.10 | 1.86758 | 0.00000 | 0.00000 | ||
| 57 | 2025.05.19 11:00 | modify | 17 | 0.10 | 1.86758 | 1.87458 | 1.85458 | ||
| 58 | 2025.05.20 18:00 | sell | 18 | 0.10 | 1.86229 | 0.00000 | 0.00000 | ||
| 59 | 2025.05.20 18:00 | modify | 18 | 0.10 | 1.86229 | 1.86498 | 1.85458 | ||
| 60 | 2025.05.20 18:00 | modify | 17 | 0.10 | 1.86758 | 1.86498 | 1.85458 | ||
| 61 | 2025.05.21 02:00 | s/l | 17 | 0.10 | 1.86498 | 1.86498 | 1.85458 | 16.55 | 1267.82 |
| 62 | 2025.05.21 02:00 | s/l | 18 | 0.10 | 1.86498 | 1.86498 | 1.85458 | -20.22 | 1247.60 |
| 63 | 2025.05.30 17:00 | buy | 19 | 0.10 | 1.85196 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.30 17:00 | modify | 19 | 0.10 | 1.85196 | 1.84496 | 1.86496 | ||
| 65 | 2025.06.10 00:00 | buy | 20 | 0.10 | 1.85736 | 0.00000 | 0.00000 | ||
| 66 | 2025.06.10 00:00 | modify | 20 | 0.10 | 1.85736 | 1.85456 | 1.86496 | ||
| 67 | 2025.06.10 00:00 | modify | 19 | 0.10 | 1.85196 | 1.85456 | 1.86496 | ||
| 68 | 2025.06.10 03:00 | s/l | 19 | 0.10 | 1.85456 | 1.85456 | 1.86496 | 21.09 | 1268.69 |
| 69 | 2025.06.10 03:00 | s/l | 20 | 0.10 | 1.85456 | 1.85456 | 1.86496 | -20.00 | 1248.69 |
| 70 | 2025.07.02 16:00 | buy | 21 | 0.10 | 1.85536 | 0.00000 | 0.00000 | ||
| 71 | 2025.07.02 16:00 | modify | 21 | 0.10 | 1.85536 | 1.84836 | 1.86836 | ||
| 72 | 2025.07.07 15:00 | buy | 22 | 0.10 | 1.86070 | 0.00000 | 0.00000 | ||
| 73 | 2025.07.07 15:00 | modify | 22 | 0.10 | 1.86070 | 1.85796 | 1.86836 | ||
| 74 | 2025.07.07 15:00 | modify | 21 | 0.10 | 1.85536 | 1.85796 | 1.86836 | ||
| 75 | 2025.07.08 09:00 | s/l | 21 | 0.10 | 1.85796 | 1.85796 | 1.86836 | 20.26 | 1268.95 |
| 76 | 2025.07.08 09:00 | s/l | 22 | 0.10 | 1.85796 | 1.85796 | 1.86836 | -19.29 | 1249.66 |
| 77 | 2025.09.02 09:00 | buy | 23 | 0.10 | 1.84714 | 0.00000 | 0.00000 | ||
| 78 | 2025.09.02 09:00 | modify | 23 | 0.10 | 1.84714 | 1.84014 | 1.86014 | ||
| 79 | 2025.09.03 16:00 | buy | 24 | 0.10 | 1.85447 | 0.00000 | 0.00000 | ||
| 80 | 2025.09.03 16:00 | modify | 24 | 0.10 | 1.85447 | 1.85104 | 1.86014 | ||
| 81 | 2025.09.03 16:00 | modify | 23 | 0.10 | 1.84714 | 1.85104 | 1.86014 | ||
| 82 | 2025.09.05 13:00 | t/p | 23 | 0.10 | 1.86014 | 1.85104 | 1.86014 | 94.24 | 1343.90 |
| 83 | 2025.09.05 13:00 | t/p | 24 | 0.10 | 1.86014 | 1.85104 | 1.86014 | 41.62 | 1385.52 |
| 84 | 2025.09.05 17:00 | sell | 25 | 0.10 | 1.87100 | 0.00000 | 0.00000 | ||
| 85 | 2025.09.05 17:00 | modify | 25 | 0.10 | 1.87100 | 1.87800 | 1.85800 | ||
| 86 | 2025.09.10 13:00 | s/l | 25 | 0.10 | 1.87800 | 1.87800 | 1.85800 | -53.02 | 1332.50 |
| 87 | 2025.09.25 16:00 | buy | 26 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 88 | 2025.09.25 16:00 | modify | 26 | 0.10 | 1.85884 | 1.85184 | 1.87184 | ||
| 89 | 2025.09.26 09:00 | buy | 27 | 0.10 | 1.86417 | 0.00000 | 0.00000 | ||
| 90 | 2025.09.26 09:00 | modify | 27 | 0.10 | 1.86417 | 1.86144 | 1.87184 | ||
| 91 | 2025.09.26 09:00 | modify | 26 | 0.10 | 1.85884 | 1.86144 | 1.87184 | ||
| 92 | 2025.09.26 14:00 | buy | 28 | 0.10 | 1.86610 | 0.00000 | 0.00000 | ||
| 93 | 2025.09.26 14:00 | modify | 28 | 0.10 | 1.86610 | 1.86274 | 1.87184 | ||
| 94 | 2025.09.26 14:00 | modify | 27 | 0.10 | 1.86417 | 1.86274 | 1.87184 | ||
| 95 | 2025.09.26 14:00 | modify | 26 | 0.10 | 1.85884 | 1.86274 | 1.87184 | ||
| 96 | 2025.09.28 22:00 | buy | 29 | 0.10 | 1.86794 | 0.00000 | 0.00000 | ||
| 97 | 2025.09.28 22:00 | modify | 29 | 0.10 | 1.86794 | 1.86404 | 1.87184 | ||
| 98 | 2025.09.28 22:00 | modify | 28 | 0.10 | 1.86610 | 1.86404 | 1.87184 | ||
| 99 | 2025.09.28 22:00 | modify | 27 | 0.10 | 1.86417 | 1.86404 | 1.87184 | ||
| 100 | 2025.09.28 22:00 | modify | 26 | 0.10 | 1.85884 | 1.86404 | 1.87184 | ||
| 101 | 2025.09.29 08:00 | t/p | 26 | 0.10 | 1.87184 | 1.86404 | 1.87184 | 93.39 | 1425.89 |
| 102 | 2025.09.29 08:00 | t/p | 27 | 0.10 | 1.87184 | 1.86404 | 1.87184 | 55.05 | 1480.94 |
| 103 | 2025.09.29 08:00 | t/p | 28 | 0.10 | 1.87184 | 1.86404 | 1.87184 | 41.27 | 1522.22 |
| 104 | 2025.09.29 08:00 | t/p | 29 | 0.10 | 1.87184 | 1.86404 | 1.87184 | 28.13 | 1550.35 |