Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=11; 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 | 7214 | Ticks modelled | 13428 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 633.00 | Gross profit | 879.72 | Gross loss | -246.72 |
| Profit factor | 3.57 | Expected payoff | 39.56 | ||
| Absolute drawdown | 63.23 | Maximal drawdown | 276.94 (22.82%) | Relative drawdown | 22.82% (276.94) |
| Total trades | 16 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 108.55 | loss trade | -91.53 | |
| Average | profit trade | 73.31 | loss trade | -61.68 | |
| Maximum | consecutive wins (profit in money) | 6 (518.62) | consecutive losses (loss in money) | 2 (-115.14) | |
| Maximal | consecutive profit (count of wins) | 518.62 (6) | consecutive loss (count of losses) | -115.14 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.31 10:00 | buy | 1 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.31 10:00 | modify | 1 | 0.10 | 1.73689 | 1.72489 | 1.75189 | ||
| 3 | 2024.06.03 16:00 | buy | 2 | 0.10 | 1.74373 | 0.00000 | 0.00000 | ||
| 4 | 2024.06.03 16:00 | modify | 2 | 0.10 | 1.74373 | 1.74064 | 1.75189 | ||
| 5 | 2024.06.03 16:00 | modify | 1 | 0.10 | 1.73689 | 1.74064 | 1.75189 | ||
| 6 | 2024.06.05 12:00 | buy | 3 | 0.10 | 1.74826 | 0.00000 | 0.00000 | ||
| 7 | 2024.06.05 12:00 | modify | 3 | 0.10 | 1.74826 | 1.74214 | 1.75189 | ||
| 8 | 2024.06.05 12:00 | modify | 2 | 0.10 | 1.74373 | 1.74214 | 1.75189 | ||
| 9 | 2024.06.05 12:00 | modify | 1 | 0.10 | 1.73689 | 1.74214 | 1.75189 | ||
| 10 | 2024.06.05 14:00 | t/p | 1 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 108.55 | 1108.55 |
| 11 | 2024.06.05 14:00 | t/p | 2 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 59.17 | 1167.72 |
| 12 | 2024.06.05 14:00 | t/p | 3 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 26.05 | 1193.77 |
| 13 | 2024.08.09 09:00 | sell | 4 | 0.10 | 1.75281 | 0.00000 | 0.00000 | ||
| 14 | 2024.08.09 09:00 | modify | 4 | 0.10 | 1.75281 | 1.76481 | 1.73781 | ||
| 15 | 2024.08.13 19:00 | s/l | 4 | 0.10 | 1.76481 | 1.76481 | 1.73781 | -87.90 | 1105.87 |
| 16 | 2024.09.23 09:00 | buy | 5 | 0.10 | 1.80152 | 0.00000 | 0.00000 | ||
| 17 | 2024.09.23 09:00 | modify | 5 | 0.10 | 1.80152 | 1.78952 | 1.81652 | ||
| 18 | 2024.09.26 16:00 | buy | 6 | 0.10 | 1.80856 | 0.00000 | 0.00000 | ||
| 19 | 2024.09.26 16:00 | modify | 6 | 0.10 | 1.80856 | 1.80527 | 1.81652 | ||
| 20 | 2024.09.26 16:00 | modify | 5 | 0.10 | 1.80152 | 1.80527 | 1.81652 | ||
| 21 | 2024.09.26 21:00 | s/l | 5 | 0.10 | 1.80527 | 1.80527 | 1.81652 | 28.43 | 1134.31 |
| 22 | 2024.09.26 21:00 | s/l | 6 | 0.10 | 1.80527 | 1.80527 | 1.81652 | -23.61 | 1110.70 |
| 23 | 2024.10.04 09:00 | sell | 7 | 0.10 | 1.78381 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.04 09:00 | modify | 7 | 0.10 | 1.78381 | 1.79581 | 1.76881 | ||
| 25 | 2024.10.10 08:00 | s/l | 7 | 0.10 | 1.79581 | 1.79581 | 1.76881 | -91.53 | 1019.16 |
| 26 | 2024.12.26 10:00 | sell | 8 | 0.10 | 1.80342 | 0.00000 | 0.00000 | ||
| 27 | 2024.12.26 10:00 | modify | 8 | 0.10 | 1.80342 | 1.81542 | 1.78842 | ||
| 28 | 2025.01.02 14:00 | t/p | 8 | 0.10 | 1.78842 | 1.81542 | 1.78842 | 101.24 | 1120.40 |
| 29 | 2025.02.07 10:00 | sell | 9 | 0.10 | 1.78296 | 0.00000 | 0.00000 | ||
| 30 | 2025.02.07 10:00 | modify | 9 | 0.10 | 1.78296 | 1.79496 | 1.76796 | ||
| 31 | 2025.02.07 21:00 | sell | 10 | 0.10 | 1.77162 | 0.00000 | 0.00000 | ||
| 32 | 2025.02.07 21:00 | modify | 10 | 0.10 | 1.77162 | 1.77771 | 1.76796 | ||
| 33 | 2025.02.07 21:00 | modify | 9 | 0.10 | 1.78296 | 1.77771 | 1.76796 | ||
| 34 | 2025.02.09 23:00 | s/l | 9 | 0.10 | 1.77771 | 1.77771 | 1.76796 | 37.66 | 1158.06 |
| 35 | 2025.02.09 23:00 | s/l | 10 | 0.10 | 1.77771 | 1.77771 | 1.76796 | -43.68 | 1114.38 |
| 36 | 2025.03.10 09:00 | buy | 11 | 0.10 | 1.85217 | 0.00000 | 0.00000 | ||
| 37 | 2025.03.10 09:00 | modify | 11 | 0.10 | 1.85217 | 1.84017 | 1.86717 | ||
| 38 | 2025.03.10 11:00 | buy | 12 | 0.10 | 1.85915 | 0.00000 | 0.00000 | ||
| 39 | 2025.03.10 11:00 | modify | 12 | 0.10 | 1.85915 | 1.85592 | 1.86717 | ||
| 40 | 2025.03.10 11:00 | modify | 11 | 0.10 | 1.85217 | 1.85592 | 1.86717 | ||
| 41 | 2025.03.10 12:00 | buy | 13 | 0.10 | 1.86050 | 0.00000 | 0.00000 | ||
| 42 | 2025.03.10 12:00 | modify | 13 | 0.10 | 1.86050 | 1.85667 | 1.86717 | ||
| 43 | 2025.03.10 12:00 | modify | 12 | 0.10 | 1.85915 | 1.85667 | 1.86717 | ||
| 44 | 2025.03.10 12:00 | modify | 11 | 0.10 | 1.85217 | 1.85667 | 1.86717 | ||
| 45 | 2025.03.11 15:00 | t/p | 11 | 0.10 | 1.86717 | 1.85667 | 1.86717 | 107.94 | 1222.32 |
| 46 | 2025.03.11 15:00 | t/p | 12 | 0.10 | 1.86717 | 1.85667 | 1.86717 | 57.85 | 1280.18 |
| 47 | 2025.03.11 15:00 | t/p | 13 | 0.10 | 1.86717 | 1.85667 | 1.86717 | 48.16 | 1328.34 |
| 48 | 2025.03.26 10:00 | buy | 14 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 49 | 2025.03.26 10:00 | modify | 14 | 0.10 | 1.84030 | 1.82830 | 1.85530 | ||
| 50 | 2025.03.27 16:00 | t/p | 14 | 0.10 | 1.85530 | 1.82830 | 1.85530 | 108.55 | 1436.90 |
| 51 | 2025.04.21 09:00 | sell | 15 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 52 | 2025.04.21 09:00 | modify | 15 | 0.10 | 1.84999 | 1.86199 | 1.83499 | ||
| 53 | 2025.04.22 23:00 | t/p | 15 | 0.10 | 1.83499 | 1.86199 | 1.83499 | 106.68 | 1543.58 |
| 54 | 2025.04.28 10:00 | sell | 16 | 0.10 | 1.85021 | 0.00000 | 0.00000 | ||
| 55 | 2025.04.28 10:00 | modify | 16 | 0.10 | 1.85021 | 1.86221 | 1.83521 | ||
| 56 | 2025.04.30 23:59 | close at stop | 16 | 0.10 | 1.83749 | 1.86221 | 1.83521 | 89.42 | 1633.00 |