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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 667.72 | Gross profit | 1365.79 | Gross loss | -698.07 |
| Profit factor | 1.96 | Expected payoff | 19.08 | ||
| Absolute drawdown | 201.97 | Maximal drawdown | 268.18 (25.15%) | Relative drawdown | 25.15% (268.18) |
| Total trades | 35 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 20 (65.00%) |
| Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
| Largest | profit trade | 94.21 | loss trade | -63.18 | |
| Average | profit trade | 65.04 | loss trade | -49.86 | |
| Maximum | consecutive wins (profit in money) | 8 (630.93) | consecutive losses (loss in money) | 4 (-232.66) | |
| Maximal | consecutive profit (count of wins) | 630.93 (8) | consecutive loss (count of losses) | -232.66 (4) | |
| 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 | 1.76990 | 1.79090 | ||
| 3 | 2024.11.14 11:00 | s/l | 1 | 0.10 | 1.76990 | 1.76990 | 1.79090 | -55.99 | 944.01 |
| 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 | 1.81051 | 1.78951 | ||
| 6 | 2024.12.10 21:00 | s/l | 2 | 0.10 | 1.81051 | 1.81051 | 1.78951 | -59.13 | 884.87 |
| 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 | 1.79215 | 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 | 1.80470 | 1.81315 | ||
| 11 | 2024.12.20 19:00 | modify | 3 | 0.10 | 1.80015 | 1.80470 | 1.81315 | ||
| 12 | 2024.12.22 22:00 | s/l | 3 | 0.10 | 1.80470 | 1.80470 | 1.81315 | 32.77 | 917.64 |
| 13 | 2024.12.22 22:00 | s/l | 4 | 0.10 | 1.80470 | 1.80470 | 1.81315 | -34.62 | 883.02 |
| 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 | 1.78139 | 1.80239 | ||
| 16 | 2025.01.02 18:00 | s/l | 5 | 0.10 | 1.78139 | 1.78139 | 1.80239 | -57.12 | 825.90 |
| 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 | 1.77444 | 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 | 1.78439 | 1.79544 | ||
| 21 | 2025.01.03 14:00 | modify | 6 | 0.10 | 1.78244 | 1.78439 | 1.79544 | ||
| 22 | 2025.01.03 18:00 | t/p | 6 | 0.10 | 1.79544 | 1.78439 | 1.79544 | 93.09 | 918.99 |
| 23 | 2025.01.03 18:00 | t/p | 7 | 0.10 | 1.79544 | 1.78439 | 1.79544 | 54.12 | 973.11 |
| 24 | 2025.01.03 20:00 | sell | 8 | 0.10 | 1.79538 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.03 20:00 | modify | 8 | 0.10 | 1.79538 | 1.80338 | 1.78238 | ||
| 26 | 2025.01.08 12:00 | t/p | 8 | 0.10 | 1.78238 | 1.80338 | 1.78238 | 89.76 | 1062.88 |
| 27 | 2025.01.24 18:00 | sell | 9 | 0.10 | 1.79017 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.24 18:00 | modify | 9 | 0.10 | 1.79017 | 1.79817 | 1.77717 | ||
| 29 | 2025.01.27 15:00 | s/l | 9 | 0.10 | 1.79817 | 1.79817 | 1.77717 | -58.12 | 1004.76 |
| 30 | 2025.02.06 14:00 | buy | 10 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 31 | 2025.02.06 14:00 | modify | 10 | 0.10 | 1.77611 | 1.76811 | 1.78911 | ||
| 32 | 2025.02.11 09:00 | s/l | 10 | 0.10 | 1.76811 | 1.76811 | 1.78911 | -56.27 | 948.49 |
| 33 | 2025.02.26 15:00 | sell | 11 | 0.10 | 1.81557 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.26 15:00 | modify | 11 | 0.10 | 1.81557 | 1.82357 | 1.80257 | ||
| 35 | 2025.02.27 14:00 | s/l | 11 | 0.10 | 1.82357 | 1.82357 | 1.80257 | -60.15 | 888.35 |
| 36 | 2025.03.07 18:00 | sell | 12 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 37 | 2025.03.07 18:00 | modify | 12 | 0.10 | 1.85735 | 1.86535 | 1.84435 | ||
| 38 | 2025.03.10 13:00 | s/l | 12 | 0.10 | 1.86535 | 1.86535 | 1.84435 | -58.12 | 830.22 |
| 39 | 2025.03.26 10:00 | buy | 13 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 40 | 2025.03.26 10:00 | modify | 13 | 0.10 | 1.84030 | 1.83230 | 1.85330 | ||
| 41 | 2025.03.27 14:00 | t/p | 13 | 0.10 | 1.85330 | 1.83230 | 1.85330 | 93.65 | 923.88 |
| 42 | 2025.04.02 20:00 | sell | 14 | 0.10 | 1.85855 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.02 20:00 | modify | 14 | 0.10 | 1.85855 | 1.86655 | 1.84555 | ||
| 44 | 2025.04.03 14:00 | t/p | 14 | 0.10 | 1.84555 | 1.86655 | 1.84555 | 89.76 | 1013.64 |
| 45 | 2025.04.07 17:00 | buy | 15 | 0.10 | 1.81170 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.07 17:00 | modify | 15 | 0.10 | 1.81170 | 1.80370 | 1.82470 | ||
| 47 | 2025.04.08 18:00 | buy | 16 | 0.10 | 1.81712 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.08 18:00 | modify | 16 | 0.10 | 1.81712 | 1.81365 | 1.82470 | ||
| 49 | 2025.04.08 18:00 | modify | 15 | 0.10 | 1.81170 | 1.81365 | 1.82470 | ||
| 50 | 2025.04.09 01:00 | t/p | 15 | 0.10 | 1.82470 | 1.81365 | 1.82470 | 93.37 | 1107.01 |
| 51 | 2025.04.09 01:00 | t/p | 16 | 0.10 | 1.82470 | 1.81365 | 1.82470 | 54.39 | 1161.41 |
| 52 | 2025.04.15 19:00 | sell | 17 | 0.10 | 1.84579 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.15 19:00 | modify | 17 | 0.10 | 1.84579 | 1.85379 | 1.83279 | ||
| 54 | 2025.04.17 01:00 | t/p | 17 | 0.10 | 1.83279 | 1.85379 | 1.83279 | 88.75 | 1250.16 |
| 55 | 2025.04.21 09:00 | sell | 18 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 56 | 2025.04.21 09:00 | modify | 18 | 0.10 | 1.84999 | 1.85799 | 1.83699 | ||
| 57 | 2025.04.22 23:00 | t/p | 18 | 0.10 | 1.83699 | 1.85799 | 1.83699 | 91.79 | 1341.95 |
| 58 | 2025.05.09 17:00 | sell | 19 | 0.10 | 1.85408 | 0.00000 | 0.00000 | ||
| 59 | 2025.05.09 17:00 | modify | 19 | 0.10 | 1.85408 | 1.86208 | 1.84108 | ||
| 60 | 2025.05.12 08:00 | t/p | 19 | 0.10 | 1.84108 | 1.86208 | 1.84108 | 91.79 | 1433.73 |
| 61 | 2025.05.19 09:00 | sell | 20 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 62 | 2025.05.19 09:00 | modify | 20 | 0.10 | 1.86492 | 1.87292 | 1.85192 | ||
| 63 | 2025.05.22 21:00 | sell | 21 | 0.10 | 1.85571 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.22 21:00 | modify | 21 | 0.10 | 1.85571 | 1.86037 | 1.85192 | ||
| 65 | 2025.05.22 21:00 | modify | 20 | 0.10 | 1.86492 | 1.86037 | 1.85192 | ||
| 66 | 2025.05.22 23:00 | s/l | 20 | 0.10 | 1.86037 | 1.86037 | 1.85192 | 27.42 | 1461.15 |
| 67 | 2025.05.22 23:00 | s/l | 21 | 0.10 | 1.86037 | 1.86037 | 1.85192 | -33.27 | 1427.88 |
| 68 | 2025.05.30 17:00 | buy | 22 | 0.10 | 1.85196 | 0.00000 | 0.00000 | ||
| 69 | 2025.05.30 17:00 | modify | 22 | 0.10 | 1.85196 | 1.84396 | 1.86496 | ||
| 70 | 2025.06.10 00:00 | buy | 23 | 0.10 | 1.85736 | 0.00000 | 0.00000 | ||
| 71 | 2025.06.10 00:00 | modify | 23 | 0.10 | 1.85736 | 1.85391 | 1.86496 | ||
| 72 | 2025.06.10 00:00 | modify | 22 | 0.10 | 1.85196 | 1.85391 | 1.86496 | ||
| 73 | 2025.06.10 07:00 | s/l | 22 | 0.10 | 1.85391 | 1.85391 | 1.86496 | 16.45 | 1444.34 |
| 74 | 2025.06.10 07:00 | s/l | 23 | 0.10 | 1.85391 | 1.85391 | 1.86496 | -24.63 | 1419.71 |
| 75 | 2025.06.24 12:00 | sell | 24 | 0.10 | 1.86674 | 0.00000 | 0.00000 | ||
| 76 | 2025.06.24 12:00 | modify | 24 | 0.10 | 1.86674 | 1.87474 | 1.85374 | ||
| 77 | 2025.06.25 18:00 | s/l | 24 | 0.10 | 1.87474 | 1.87474 | 1.85374 | -58.12 | 1361.59 |
| 78 | 2025.07.02 16:00 | buy | 25 | 0.10 | 1.85536 | 0.00000 | 0.00000 | ||
| 79 | 2025.07.02 16:00 | modify | 25 | 0.10 | 1.85536 | 1.84736 | 1.86836 | ||
| 80 | 2025.07.07 15:00 | buy | 26 | 0.10 | 1.86070 | 0.00000 | 0.00000 | ||
| 81 | 2025.07.07 15:00 | modify | 26 | 0.10 | 1.86070 | 1.85731 | 1.86836 | ||
| 82 | 2025.07.07 15:00 | modify | 25 | 0.10 | 1.85536 | 1.85731 | 1.86836 | ||
| 83 | 2025.07.08 09:00 | s/l | 25 | 0.10 | 1.85731 | 1.85731 | 1.86836 | 15.61 | 1377.19 |
| 84 | 2025.07.08 09:00 | s/l | 26 | 0.10 | 1.85731 | 1.85731 | 1.86836 | -23.92 | 1353.28 |
| 85 | 2025.08.13 11:00 | sell | 27 | 0.10 | 1.86649 | 0.00000 | 0.00000 | ||
| 86 | 2025.08.13 11:00 | modify | 27 | 0.10 | 1.86649 | 1.87449 | 1.85349 | ||
| 87 | 2025.08.27 18:00 | sell | 28 | 0.10 | 1.86099 | 0.00000 | 0.00000 | ||
| 88 | 2025.08.27 18:00 | modify | 28 | 0.10 | 1.86099 | 1.86454 | 1.85349 | ||
| 89 | 2025.08.27 18:00 | modify | 27 | 0.10 | 1.86649 | 1.86454 | 1.85349 | ||
| 90 | 2025.08.29 09:00 | t/p | 27 | 0.10 | 1.85349 | 1.86454 | 1.85349 | 74.58 | 1427.86 |
| 91 | 2025.08.29 09:00 | t/p | 28 | 0.10 | 1.85349 | 1.86454 | 1.85349 | 49.48 | 1477.34 |
| 92 | 2025.09.02 09:00 | buy | 29 | 0.10 | 1.84714 | 0.00000 | 0.00000 | ||
| 93 | 2025.09.02 09:00 | modify | 29 | 0.10 | 1.84714 | 1.83914 | 1.86014 | ||
| 94 | 2025.09.03 19:00 | buy | 30 | 0.10 | 1.85494 | 0.00000 | 0.00000 | ||
| 95 | 2025.09.03 19:00 | modify | 30 | 0.10 | 1.85494 | 1.85104 | 1.86014 | ||
| 96 | 2025.09.03 19:00 | modify | 29 | 0.10 | 1.84714 | 1.85104 | 1.86014 | ||
| 97 | 2025.09.05 13:00 | t/p | 29 | 0.10 | 1.86014 | 1.85104 | 1.86014 | 94.21 | 1571.55 |
| 98 | 2025.09.05 13:00 | t/p | 30 | 0.10 | 1.86014 | 1.85104 | 1.86014 | 38.25 | 1609.80 |
| 99 | 2025.09.05 17:00 | sell | 31 | 0.10 | 1.87100 | 0.00000 | 0.00000 | ||
| 100 | 2025.09.05 17:00 | modify | 31 | 0.10 | 1.87100 | 1.87900 | 1.85800 | ||
| 101 | 2025.09.11 14:00 | s/l | 31 | 0.10 | 1.87900 | 1.87900 | 1.85800 | -63.18 | 1546.61 |
| 102 | 2025.09.25 16:00 | buy | 32 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 103 | 2025.09.25 16:00 | modify | 32 | 0.10 | 1.85884 | 1.85084 | 1.87184 | ||
| 104 | 2025.09.26 09:00 | buy | 33 | 0.10 | 1.86417 | 0.00000 | 0.00000 | ||
| 105 | 2025.09.26 09:00 | modify | 33 | 0.10 | 1.86417 | 1.86079 | 1.87184 | ||
| 106 | 2025.09.26 09:00 | modify | 32 | 0.10 | 1.85884 | 1.86079 | 1.87184 | ||
| 107 | 2025.09.28 22:00 | buy | 34 | 0.10 | 1.86794 | 0.00000 | 0.00000 | ||
| 108 | 2025.09.28 22:00 | modify | 34 | 0.10 | 1.86794 | 1.86339 | 1.87184 | ||
| 109 | 2025.09.28 22:00 | modify | 33 | 0.10 | 1.86417 | 1.86339 | 1.87184 | ||
| 110 | 2025.09.28 22:00 | modify | 32 | 0.10 | 1.85884 | 1.86339 | 1.87184 | ||
| 111 | 2025.09.29 08:00 | t/p | 32 | 0.10 | 1.87184 | 1.86339 | 1.87184 | 93.37 | 1639.99 |
| 112 | 2025.09.29 08:00 | t/p | 33 | 0.10 | 1.87184 | 1.86339 | 1.87184 | 55.03 | 1695.02 |
| 113 | 2025.09.29 08:00 | t/p | 34 | 0.10 | 1.87184 | 1.86339 | 1.87184 | 28.12 | 1723.14 |
| 114 | 2025.10.22 09:00 | buy | 35 | 0.10 | 1.86629 | 0.00000 | 0.00000 | ||
| 115 | 2025.10.22 09:00 | modify | 35 | 0.10 | 1.86629 | 1.85829 | 1.87929 | ||
| 116 | 2025.10.28 14:00 | s/l | 35 | 0.10 | 1.85829 | 1.85829 | 1.87929 | -55.42 | 1667.72 |