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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 686.95 | Gross profit | 1292.97 | Gross loss | -606.02 |
| Profit factor | 2.13 | Expected payoff | 18.08 | ||
| Absolute drawdown | 28.70 | Maximal drawdown | 198.55 (11.67%) | Relative drawdown | 12.93% (162.47) |
| Total trades | 38 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 23 (60.87%) |
| Profit trades (% of total) | 22 (57.89%) | Loss trades (% of total) | 16 (42.11%) | ||
| Largest | profit trade | 94.22 | loss trade | -86.68 | |
| Average | profit trade | 58.77 | loss trade | -37.88 | |
| Maximum | consecutive wins (profit in money) | 4 (328.17) | consecutive losses (loss in money) | 2 (-117.11) | |
| Maximal | consecutive profit (count of wins) | 328.17 (4) | consecutive loss (count of losses) | -117.11 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.12.13 08:00 | buy | 1 | 0.10 | 1.79731 | 0.00000 | 0.00000 | ||
| 2 | 2024.12.13 08:00 | modify | 1 | 0.10 | 1.79731 | 1.78531 | 1.81031 | ||
| 3 | 2024.12.16 16:00 | buy | 2 | 0.10 | 1.80599 | 0.00000 | 0.00000 | ||
| 4 | 2024.12.16 16:00 | modify | 2 | 0.10 | 1.80599 | 1.80186 | 1.81031 | ||
| 5 | 2024.12.16 16:00 | modify | 1 | 0.10 | 1.79731 | 1.80186 | 1.81031 | ||
| 6 | 2024.12.17 08:00 | t/p | 1 | 0.10 | 1.81031 | 1.80186 | 1.81031 | 93.37 | 1093.37 |
| 7 | 2024.12.17 08:00 | t/p | 2 | 0.10 | 1.81031 | 1.80186 | 1.81031 | 31.12 | 1124.49 |
| 8 | 2024.12.17 09:00 | sell | 3 | 0.10 | 1.81234 | 0.00000 | 0.00000 | ||
| 9 | 2024.12.17 09:00 | modify | 3 | 0.10 | 1.81234 | 1.82434 | 1.79934 | ||
| 10 | 2024.12.19 18:00 | t/p | 3 | 0.10 | 1.79934 | 1.82434 | 1.79934 | 88.76 | 1213.26 |
| 11 | 2025.01.09 07:00 | buy | 4 | 0.10 | 1.76791 | 0.00000 | 0.00000 | ||
| 12 | 2025.01.09 07:00 | modify | 4 | 0.10 | 1.76791 | 1.75591 | 1.78091 | ||
| 13 | 2025.01.13 04:00 | s/l | 4 | 0.10 | 1.75591 | 1.75591 | 1.78091 | -85.11 | 1128.15 |
| 14 | 2025.01.13 08:00 | buy | 5 | 0.10 | 1.75208 | 0.00000 | 0.00000 | ||
| 15 | 2025.01.13 08:00 | modify | 5 | 0.10 | 1.75208 | 1.74008 | 1.76508 | ||
| 16 | 2025.01.16 17:00 | buy | 6 | 0.10 | 1.76065 | 0.00000 | 0.00000 | ||
| 17 | 2025.01.16 17:00 | modify | 6 | 0.10 | 1.76065 | 1.75663 | 1.76508 | ||
| 18 | 2025.01.16 17:00 | modify | 5 | 0.10 | 1.75208 | 1.75663 | 1.76508 | ||
| 19 | 2025.01.17 08:00 | s/l | 5 | 0.10 | 1.75663 | 1.75663 | 1.76508 | 34.18 | 1162.33 |
| 20 | 2025.01.17 08:00 | s/l | 6 | 0.10 | 1.75663 | 1.75663 | 1.76508 | -28.42 | 1133.91 |
| 21 | 2025.01.17 08:00 | buy | 7 | 0.10 | 1.75438 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.17 08:00 | modify | 7 | 0.10 | 1.75438 | 1.74238 | 1.76738 | ||
| 23 | 2025.01.17 21:00 | buy | 8 | 0.10 | 1.76091 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.17 21:00 | modify | 8 | 0.10 | 1.76091 | 1.75828 | 1.76738 | ||
| 25 | 2025.01.17 21:00 | modify | 7 | 0.10 | 1.75438 | 1.75828 | 1.76738 | ||
| 26 | 2025.01.19 23:00 | buy | 9 | 0.10 | 1.76292 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.19 23:00 | modify | 9 | 0.10 | 1.76292 | 1.75893 | 1.76738 | ||
| 28 | 2025.01.19 23:00 | modify | 8 | 0.10 | 1.76091 | 1.75893 | 1.76738 | ||
| 29 | 2025.01.19 23:00 | modify | 7 | 0.10 | 1.75438 | 1.75893 | 1.76738 | ||
| 30 | 2025.01.20 14:00 | s/l | 7 | 0.10 | 1.75893 | 1.75893 | 1.76738 | 32.77 | 1166.68 |
| 31 | 2025.01.20 14:00 | s/l | 8 | 0.10 | 1.75893 | 1.75893 | 1.76738 | -13.85 | 1152.83 |
| 32 | 2025.01.20 14:00 | s/l | 9 | 0.10 | 1.75893 | 1.75893 | 1.76738 | -28.20 | 1124.63 |
| 33 | 2025.03.26 08:00 | buy | 10 | 0.10 | 1.84013 | 0.00000 | 0.00000 | ||
| 34 | 2025.03.26 08:00 | modify | 10 | 0.10 | 1.84013 | 1.82813 | 1.85313 | ||
| 35 | 2025.03.27 08:00 | buy | 11 | 0.10 | 1.84628 | 0.00000 | 0.00000 | ||
| 36 | 2025.03.27 08:00 | modify | 11 | 0.10 | 1.84628 | 1.84338 | 1.85313 | ||
| 37 | 2025.03.27 08:00 | modify | 10 | 0.10 | 1.84013 | 1.84338 | 1.85313 | ||
| 38 | 2025.03.27 14:00 | t/p | 10 | 0.10 | 1.85313 | 1.84338 | 1.85313 | 93.65 | 1218.29 |
| 39 | 2025.03.27 14:00 | t/p | 11 | 0.10 | 1.85313 | 1.84338 | 1.85313 | 48.90 | 1267.19 |
| 40 | 2025.04.04 09:00 | buy | 12 | 0.10 | 1.83501 | 0.00000 | 0.00000 | ||
| 41 | 2025.04.04 09:00 | modify | 12 | 0.10 | 1.83501 | 1.82301 | 1.84801 | ||
| 42 | 2025.04.04 12:00 | t/p | 12 | 0.10 | 1.84801 | 1.82301 | 1.84801 | 92.81 | 1360.00 |
| 43 | 2025.04.09 05:00 | sell | 13 | 0.10 | 1.82786 | 0.00000 | 0.00000 | ||
| 44 | 2025.04.09 05:00 | modify | 13 | 0.10 | 1.82786 | 1.83986 | 1.81486 | ||
| 45 | 2025.04.09 12:00 | t/p | 13 | 0.10 | 1.81486 | 1.83986 | 1.81486 | 92.81 | 1452.81 |
| 46 | 2025.04.14 07:00 | sell | 14 | 0.10 | 1.82165 | 0.00000 | 0.00000 | ||
| 47 | 2025.04.14 07:00 | modify | 14 | 0.10 | 1.82165 | 1.83365 | 1.80865 | ||
| 48 | 2025.04.15 09:00 | s/l | 14 | 0.10 | 1.83365 | 1.83365 | 1.80865 | -86.67 | 1366.14 |
| 49 | 2025.04.21 08:00 | sell | 15 | 0.10 | 1.85032 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.21 08:00 | modify | 15 | 0.10 | 1.85032 | 1.86232 | 1.83732 | ||
| 51 | 2025.04.22 22:00 | t/p | 15 | 0.10 | 1.83732 | 1.86232 | 1.83732 | 91.79 | 1457.92 |
| 52 | 2025.04.28 09:00 | sell | 16 | 0.10 | 1.85056 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.28 09:00 | modify | 16 | 0.10 | 1.85056 | 1.86256 | 1.83756 | ||
| 54 | 2025.04.30 16:00 | sell | 17 | 0.10 | 1.84202 | 0.00000 | 0.00000 | ||
| 55 | 2025.04.30 16:00 | modify | 17 | 0.10 | 1.84202 | 1.84601 | 1.83756 | ||
| 56 | 2025.04.30 16:00 | modify | 16 | 0.10 | 1.85056 | 1.84601 | 1.83756 | ||
| 57 | 2025.04.30 20:00 | t/p | 16 | 0.10 | 1.83756 | 1.84601 | 1.83756 | 90.78 | 1548.70 |
| 58 | 2025.04.30 20:00 | t/p | 17 | 0.10 | 1.83756 | 1.84601 | 1.83756 | 31.84 | 1580.54 |
| 59 | 2025.05.01 09:00 | sell | 18 | 0.10 | 1.84039 | 0.00000 | 0.00000 | ||
| 60 | 2025.05.01 09:00 | modify | 18 | 0.10 | 1.84039 | 1.85239 | 1.82739 | ||
| 61 | 2025.05.02 15:00 | sell | 19 | 0.10 | 1.83380 | 0.00000 | 0.00000 | ||
| 62 | 2025.05.02 15:00 | modify | 19 | 0.10 | 1.83380 | 1.83649 | 1.82739 | ||
| 63 | 2025.05.02 15:00 | modify | 18 | 0.10 | 1.84039 | 1.83649 | 1.82739 | ||
| 64 | 2025.05.05 04:00 | sell | 20 | 0.10 | 1.83434 | 0.00000 | 0.00000 | ||
| 65 | 2025.05.05 04:00 | modify | 20 | 0.10 | 1.83434 | 1.83714 | 1.82739 | ||
| 66 | 2025.05.05 04:00 | modify | 19 | 0.10 | 1.83380 | 1.83714 | 1.82739 | ||
| 67 | 2025.05.05 04:00 | modify | 18 | 0.10 | 1.84039 | 1.83714 | 1.82739 | ||
| 68 | 2025.05.05 12:00 | s/l | 18 | 0.10 | 1.83714 | 1.83714 | 1.82739 | 21.18 | 1601.72 |
| 69 | 2025.05.05 12:00 | s/l | 19 | 0.10 | 1.83714 | 1.83714 | 1.82739 | -24.85 | 1576.86 |
| 70 | 2025.05.05 12:00 | s/l | 20 | 0.10 | 1.83714 | 1.83714 | 1.82739 | -19.98 | 1556.88 |
| 71 | 2025.05.12 08:00 | buy | 21 | 0.10 | 1.83993 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.12 08:00 | modify | 21 | 0.10 | 1.83993 | 1.82793 | 1.85293 | ||
| 73 | 2025.05.13 14:00 | t/p | 21 | 0.10 | 1.85293 | 1.82793 | 1.85293 | 93.09 | 1649.98 |
| 74 | 2025.05.19 08:00 | sell | 22 | 0.10 | 1.86509 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.19 08:00 | modify | 22 | 0.10 | 1.86509 | 1.87709 | 1.85209 | ||
| 76 | 2025.05.21 16:00 | sell | 23 | 0.10 | 1.85831 | 0.00000 | 0.00000 | ||
| 77 | 2025.05.21 16:00 | modify | 23 | 0.10 | 1.85831 | 1.86119 | 1.85209 | ||
| 78 | 2025.05.21 16:00 | modify | 22 | 0.10 | 1.86509 | 1.86119 | 1.85209 | ||
| 79 | 2025.05.22 05:00 | sell | 24 | 0.10 | 1.85906 | 0.00000 | 0.00000 | ||
| 80 | 2025.05.22 05:00 | modify | 24 | 0.10 | 1.85906 | 1.86184 | 1.85209 | ||
| 81 | 2025.05.22 05:00 | modify | 23 | 0.10 | 1.85831 | 1.86184 | 1.85209 | ||
| 82 | 2025.05.22 05:00 | modify | 22 | 0.10 | 1.86509 | 1.86184 | 1.85209 | ||
| 83 | 2025.05.22 13:00 | s/l | 22 | 0.10 | 1.86184 | 1.86184 | 1.85209 | 18.14 | 1668.12 |
| 84 | 2025.05.22 13:00 | s/l | 23 | 0.10 | 1.86184 | 1.86184 | 1.85209 | -28.24 | 1639.88 |
| 85 | 2025.05.22 13:00 | s/l | 24 | 0.10 | 1.86184 | 1.86184 | 1.85209 | -19.85 | 1620.03 |
| 86 | 2025.06.10 07:00 | buy | 25 | 0.10 | 1.84972 | 0.00000 | 0.00000 | ||
| 87 | 2025.06.10 07:00 | modify | 25 | 0.10 | 1.84972 | 1.83772 | 1.86272 | ||
| 88 | 2025.06.12 02:00 | buy | 26 | 0.10 | 1.85649 | 0.00000 | 0.00000 | ||
| 89 | 2025.06.12 02:00 | modify | 26 | 0.10 | 1.85649 | 1.85362 | 1.86272 | ||
| 90 | 2025.06.12 02:00 | modify | 25 | 0.10 | 1.84972 | 1.85362 | 1.86272 | ||
| 91 | 2025.06.12 07:00 | s/l | 25 | 0.10 | 1.85362 | 1.85362 | 1.86272 | 28.97 | 1649.00 |
| 92 | 2025.06.12 07:00 | s/l | 26 | 0.10 | 1.85362 | 1.85362 | 1.86272 | -20.49 | 1628.51 |
| 93 | 2025.07.17 09:00 | sell | 27 | 0.10 | 1.84264 | 0.00000 | 0.00000 | ||
| 94 | 2025.07.17 09:00 | modify | 27 | 0.10 | 1.84264 | 1.85464 | 1.82964 | ||
| 95 | 2025.07.28 18:00 | sell | 28 | 0.10 | 1.83397 | 0.00000 | 0.00000 | ||
| 96 | 2025.07.28 18:00 | modify | 28 | 0.10 | 1.83397 | 1.83809 | 1.82964 | ||
| 97 | 2025.07.28 18:00 | modify | 27 | 0.10 | 1.84264 | 1.83809 | 1.82964 | ||
| 98 | 2025.07.29 13:00 | s/l | 27 | 0.10 | 1.83809 | 1.83809 | 1.82964 | 22.36 | 1650.87 |
| 99 | 2025.07.29 13:00 | s/l | 28 | 0.10 | 1.83809 | 1.83809 | 1.82964 | -30.43 | 1620.43 |
| 100 | 2025.08.12 09:00 | sell | 29 | 0.10 | 1.85704 | 0.00000 | 0.00000 | ||
| 101 | 2025.08.12 09:00 | modify | 29 | 0.10 | 1.85704 | 1.86904 | 1.84404 | ||
| 102 | 2025.08.13 15:00 | s/l | 29 | 0.10 | 1.86904 | 1.86904 | 1.84404 | -86.68 | 1533.75 |
| 103 | 2025.09.02 08:00 | buy | 30 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 104 | 2025.09.02 08:00 | modify | 30 | 0.10 | 1.84689 | 1.83489 | 1.85989 | ||
| 105 | 2025.09.03 13:00 | buy | 31 | 0.10 | 1.85278 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.03 13:00 | modify | 31 | 0.10 | 1.85278 | 1.85014 | 1.85989 | ||
| 107 | 2025.09.03 13:00 | modify | 30 | 0.10 | 1.84689 | 1.85014 | 1.85989 | ||
| 108 | 2025.09.05 11:00 | t/p | 30 | 0.10 | 1.85989 | 1.85014 | 1.85989 | 94.22 | 1627.97 |
| 109 | 2025.09.05 11:00 | t/p | 31 | 0.10 | 1.85989 | 1.85014 | 1.85989 | 51.89 | 1679.86 |
| 110 | 2025.09.19 08:00 | buy | 32 | 0.10 | 1.86378 | 0.00000 | 0.00000 | ||
| 111 | 2025.09.19 08:00 | modify | 32 | 0.10 | 1.86378 | 1.85178 | 1.87678 | ||
| 112 | 2025.09.23 01:00 | buy | 33 | 0.10 | 1.86992 | 0.00000 | 0.00000 | ||
| 113 | 2025.09.23 01:00 | modify | 33 | 0.10 | 1.86992 | 1.86703 | 1.87678 | ||
| 114 | 2025.09.23 01:00 | modify | 32 | 0.10 | 1.86378 | 1.86703 | 1.87678 | ||
| 115 | 2025.09.23 09:00 | s/l | 32 | 0.10 | 1.86703 | 1.86703 | 1.87678 | 23.76 | 1703.62 |
| 116 | 2025.09.23 09:00 | s/l | 33 | 0.10 | 1.86703 | 1.86703 | 1.87678 | -20.63 | 1682.99 |
| 117 | 2025.10.09 08:00 | buy | 34 | 0.10 | 1.86354 | 0.00000 | 0.00000 | ||
| 118 | 2025.10.09 08:00 | modify | 34 | 0.10 | 1.86354 | 1.85154 | 1.87654 | ||
| 119 | 2025.10.10 20:00 | buy | 35 | 0.10 | 1.86953 | 0.00000 | 0.00000 | ||
| 120 | 2025.10.10 20:00 | modify | 35 | 0.10 | 1.86953 | 1.86679 | 1.87654 | ||
| 121 | 2025.10.10 20:00 | modify | 34 | 0.10 | 1.86354 | 1.86679 | 1.87654 | ||
| 122 | 2025.10.12 21:00 | s/l | 34 | 0.10 | 1.86679 | 1.86679 | 1.87654 | 23.49 | 1706.48 |
| 123 | 2025.10.12 21:00 | s/l | 35 | 0.10 | 1.86679 | 1.86679 | 1.87654 | -19.56 | 1686.92 |
| 124 | 2025.10.14 07:00 | buy | 36 | 0.10 | 1.86685 | 0.00000 | 0.00000 | ||
| 125 | 2025.10.14 07:00 | modify | 36 | 0.10 | 1.86685 | 1.85485 | 1.87985 | ||
| 126 | 2025.10.15 16:00 | t/p | 36 | 0.10 | 1.87985 | 1.85485 | 1.87985 | 93.09 | 1780.01 |
| 127 | 2025.10.22 07:00 | buy | 37 | 0.10 | 1.86711 | 0.00000 | 0.00000 | ||
| 128 | 2025.10.22 07:00 | modify | 37 | 0.10 | 1.86711 | 1.85511 | 1.88011 | ||
| 129 | 2025.10.28 14:00 | s/l | 37 | 0.10 | 1.85511 | 1.85511 | 1.88011 | -83.98 | 1696.03 |
| 130 | 2025.10.29 08:00 | buy | 38 | 0.10 | 1.84281 | 0.00000 | 0.00000 | ||
| 131 | 2025.10.29 08:00 | modify | 38 | 0.10 | 1.84281 | 1.83081 | 1.85581 | ||
| 132 | 2025.10.31 20:59 | close at stop | 38 | 0.10 | 1.84138 | 1.83081 | 1.85581 | -9.08 | 1686.95 |