Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7214 | Ticks modelled | 13428 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 765.22 | Gross profit | 1243.10 | Gross loss | -477.88 |
| Profit factor | 2.60 | Expected payoff | 20.68 | ||
| Absolute drawdown | 113.77 | Maximal drawdown | 252.05 (18.07%) | Relative drawdown | 18.07% (252.05) |
| Total trades | 37 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 112.29 | loss trade | -79.90 | |
| Average | profit trade | 59.20 | loss trade | -29.87 | |
| Maximum | consecutive wins (profit in money) | 5 (376.61) | consecutive losses (loss in money) | 2 (-96.16) | |
| Maximal | consecutive profit (count of wins) | 376.61 (5) | consecutive loss (count of losses) | -96.16 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.12 16:00 | sell | 1 | 0.10 | 1.76926 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.12 16:00 | modify | 1 | 0.10 | 1.76926 | 1.77926 | 1.75426 | ||
| 3 | 2024.07.17 08:00 | s/l | 1 | 0.10 | 1.77926 | 1.77926 | 1.75426 | -76.69 | 923.31 |
| 4 | 2024.07.17 11:00 | sell | 2 | 0.10 | 1.78106 | 0.00000 | 0.00000 | ||
| 5 | 2024.07.17 11:00 | modify | 2 | 0.10 | 1.78106 | 1.79106 | 1.76606 | ||
| 6 | 2024.07.18 09:00 | sell | 3 | 0.10 | 1.77561 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.18 09:00 | modify | 3 | 0.10 | 1.77561 | 1.77731 | 1.76606 | ||
| 8 | 2024.07.18 09:00 | modify | 2 | 0.10 | 1.78106 | 1.77731 | 1.76606 | ||
| 9 | 2024.07.18 11:00 | s/l | 2 | 0.10 | 1.77731 | 1.77731 | 1.76606 | 24.36 | 947.67 |
| 10 | 2024.07.18 11:00 | s/l | 3 | 0.10 | 1.77731 | 1.77731 | 1.76606 | -12.50 | 935.17 |
| 11 | 2024.08.06 19:00 | buy | 4 | 0.10 | 1.74859 | 0.00000 | 0.00000 | ||
| 12 | 2024.08.06 19:00 | modify | 4 | 0.10 | 1.74859 | 1.73859 | 1.76359 | ||
| 13 | 2024.08.13 02:00 | buy | 5 | 0.10 | 1.75561 | 0.00000 | 0.00000 | ||
| 14 | 2024.08.13 02:00 | modify | 5 | 0.10 | 1.75561 | 1.75309 | 1.76359 | ||
| 15 | 2024.08.13 02:00 | modify | 4 | 0.10 | 1.74859 | 1.75309 | 1.76359 | ||
| 16 | 2024.08.13 16:00 | buy | 6 | 0.10 | 1.76072 | 0.00000 | 0.00000 | ||
| 17 | 2024.08.13 16:00 | modify | 6 | 0.10 | 1.76072 | 1.75834 | 1.76359 | ||
| 18 | 2024.08.13 16:00 | modify | 5 | 0.10 | 1.75561 | 1.75834 | 1.76359 | ||
| 19 | 2024.08.13 16:00 | modify | 4 | 0.10 | 1.74859 | 1.75834 | 1.76359 | ||
| 20 | 2024.08.13 19:00 | t/p | 4 | 0.10 | 1.76359 | 1.75834 | 1.76359 | 112.29 | 1047.46 |
| 21 | 2024.08.13 19:00 | t/p | 5 | 0.10 | 1.76359 | 1.75834 | 1.76359 | 58.68 | 1106.14 |
| 22 | 2024.08.13 19:00 | t/p | 6 | 0.10 | 1.76359 | 1.75834 | 1.76359 | 21.10 | 1127.24 |
| 23 | 2024.09.11 17:00 | buy | 7 | 0.10 | 1.77126 | 0.00000 | 0.00000 | ||
| 24 | 2024.09.11 17:00 | modify | 7 | 0.10 | 1.77126 | 1.76126 | 1.78626 | ||
| 25 | 2024.09.16 07:00 | t/p | 7 | 0.10 | 1.78626 | 1.76126 | 1.78626 | 111.72 | 1238.96 |
| 26 | 2024.09.25 10:00 | buy | 8 | 0.10 | 1.79705 | 0.00000 | 0.00000 | ||
| 27 | 2024.09.25 10:00 | modify | 8 | 0.10 | 1.79705 | 1.78705 | 1.81205 | ||
| 28 | 2024.09.27 13:00 | buy | 9 | 0.10 | 1.80908 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.27 13:00 | modify | 9 | 0.10 | 1.80908 | 1.80680 | 1.81205 | ||
| 30 | 2024.09.27 13:00 | modify | 8 | 0.10 | 1.79705 | 1.80680 | 1.81205 | ||
| 31 | 2024.09.27 14:00 | s/l | 8 | 0.10 | 1.80680 | 1.80680 | 1.81205 | 72.83 | 1311.79 |
| 32 | 2024.09.27 14:00 | s/l | 9 | 0.10 | 1.80680 | 1.80680 | 1.81205 | -16.77 | 1295.02 |
| 33 | 2024.10.03 11:00 | buy | 10 | 0.10 | 1.77544 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.03 11:00 | modify | 10 | 0.10 | 1.77544 | 1.76544 | 1.79044 | ||
| 35 | 2024.10.04 06:00 | buy | 11 | 0.10 | 1.78082 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.04 06:00 | modify | 11 | 0.10 | 1.78082 | 1.77919 | 1.79044 | ||
| 37 | 2024.10.04 06:00 | modify | 10 | 0.10 | 1.77544 | 1.77919 | 1.79044 | ||
| 38 | 2024.10.04 13:00 | s/l | 10 | 0.10 | 1.77919 | 1.77919 | 1.79044 | 27.86 | 1322.87 |
| 39 | 2024.10.04 13:00 | s/l | 11 | 0.10 | 1.77919 | 1.77919 | 1.79044 | -11.99 | 1310.88 |
| 40 | 2024.11.12 19:00 | buy | 12 | 0.10 | 1.77790 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.12 19:00 | modify | 12 | 0.10 | 1.77790 | 1.76790 | 1.79290 | ||
| 42 | 2024.11.19 14:00 | s/l | 12 | 0.10 | 1.76790 | 1.76790 | 1.79290 | -71.53 | 1239.35 |
| 43 | 2024.12.06 15:00 | sell | 13 | 0.10 | 1.80251 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.06 15:00 | modify | 13 | 0.10 | 1.80251 | 1.81251 | 1.78751 | ||
| 45 | 2024.12.13 16:00 | sell | 14 | 0.10 | 1.79575 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.13 16:00 | modify | 14 | 0.10 | 1.79575 | 1.79801 | 1.78751 | ||
| 47 | 2024.12.13 16:00 | modify | 13 | 0.10 | 1.80251 | 1.79801 | 1.78751 | ||
| 48 | 2024.12.13 17:00 | s/l | 13 | 0.10 | 1.79801 | 1.79801 | 1.78751 | 25.62 | 1264.96 |
| 49 | 2024.12.13 17:00 | s/l | 14 | 0.10 | 1.79801 | 1.79801 | 1.78751 | -16.61 | 1248.35 |
| 50 | 2024.12.19 19:00 | buy | 15 | 0.10 | 1.80015 | 0.00000 | 0.00000 | ||
| 51 | 2024.12.19 19:00 | modify | 15 | 0.10 | 1.80015 | 1.79015 | 1.81515 | ||
| 52 | 2024.12.23 01:00 | buy | 16 | 0.10 | 1.80570 | 0.00000 | 0.00000 | ||
| 53 | 2024.12.23 01:00 | modify | 16 | 0.10 | 1.80570 | 1.80390 | 1.81515 | ||
| 54 | 2024.12.23 01:00 | modify | 15 | 0.10 | 1.80015 | 1.80390 | 1.81515 | ||
| 55 | 2024.12.23 13:00 | s/l | 15 | 0.10 | 1.80390 | 1.80390 | 1.81515 | 28.14 | 1276.49 |
| 56 | 2024.12.23 13:00 | s/l | 16 | 0.10 | 1.80390 | 1.80390 | 1.81515 | -13.23 | 1263.26 |
| 57 | 2025.01.02 15:00 | buy | 17 | 0.10 | 1.78939 | 0.00000 | 0.00000 | ||
| 58 | 2025.01.02 15:00 | modify | 17 | 0.10 | 1.78939 | 1.77939 | 1.80439 | ||
| 59 | 2025.01.06 21:00 | buy | 18 | 0.10 | 1.79468 | 0.00000 | 0.00000 | ||
| 60 | 2025.01.06 21:00 | modify | 18 | 0.10 | 1.79468 | 1.79314 | 1.80439 | ||
| 61 | 2025.01.06 21:00 | modify | 17 | 0.10 | 1.78939 | 1.79314 | 1.80439 | ||
| 62 | 2025.01.06 22:00 | s/l | 17 | 0.10 | 1.79314 | 1.79314 | 1.80439 | 28.14 | 1291.40 |
| 63 | 2025.01.06 22:00 | s/l | 18 | 0.10 | 1.79314 | 1.79314 | 1.80439 | -11.33 | 1280.07 |
| 64 | 2025.01.13 06:00 | buy | 19 | 0.10 | 1.75364 | 0.00000 | 0.00000 | ||
| 65 | 2025.01.13 06:00 | modify | 19 | 0.10 | 1.75364 | 1.74364 | 1.76864 | ||
| 66 | 2025.01.16 16:00 | buy | 20 | 0.10 | 1.76039 | 0.00000 | 0.00000 | ||
| 67 | 2025.01.16 16:00 | modify | 20 | 0.10 | 1.76039 | 1.75814 | 1.76864 | ||
| 68 | 2025.01.16 16:00 | modify | 19 | 0.10 | 1.75364 | 1.75814 | 1.76864 | ||
| 69 | 2025.01.17 08:00 | s/l | 19 | 0.10 | 1.75814 | 1.75814 | 1.76864 | 34.79 | 1314.87 |
| 70 | 2025.01.17 08:00 | s/l | 20 | 0.10 | 1.75814 | 1.75814 | 1.76864 | -16.26 | 1298.60 |
| 71 | 2025.01.24 19:00 | sell | 21 | 0.10 | 1.78983 | 0.00000 | 0.00000 | ||
| 72 | 2025.01.24 19:00 | modify | 21 | 0.10 | 1.78983 | 1.79983 | 1.77483 | ||
| 73 | 2025.01.30 21:00 | s/l | 21 | 0.10 | 1.79983 | 1.79983 | 1.77483 | -79.90 | 1218.70 |
| 74 | 2025.02.06 14:00 | buy | 22 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 75 | 2025.02.06 14:00 | modify | 22 | 0.10 | 1.77611 | 1.76611 | 1.79111 | ||
| 76 | 2025.02.13 14:00 | buy | 23 | 0.10 | 1.78160 | 0.00000 | 0.00000 | ||
| 77 | 2025.02.13 14:00 | modify | 23 | 0.10 | 1.78160 | 1.77986 | 1.79111 | ||
| 78 | 2025.02.13 14:00 | modify | 22 | 0.10 | 1.77611 | 1.77986 | 1.79111 | ||
| 79 | 2025.02.13 15:00 | s/l | 22 | 0.10 | 1.77986 | 1.77986 | 1.79111 | 29.58 | 1248.28 |
| 80 | 2025.02.13 15:00 | s/l | 23 | 0.10 | 1.77986 | 1.77986 | 1.79111 | -12.79 | 1235.49 |
| 81 | 2025.02.26 17:00 | sell | 24 | 0.10 | 1.82116 | 0.00000 | 0.00000 | ||
| 82 | 2025.02.26 17:00 | modify | 24 | 0.10 | 1.82116 | 1.83116 | 1.80616 | ||
| 83 | 2025.02.26 18:00 | sell | 25 | 0.10 | 1.81589 | 0.00000 | 0.00000 | ||
| 84 | 2025.02.26 18:00 | modify | 25 | 0.10 | 1.81589 | 1.81741 | 1.80616 | ||
| 85 | 2025.02.26 18:00 | modify | 24 | 0.10 | 1.82116 | 1.81741 | 1.80616 | ||
| 86 | 2025.02.26 19:00 | s/l | 24 | 0.10 | 1.81741 | 1.81741 | 1.80616 | 27.56 | 1263.05 |
| 87 | 2025.02.26 19:00 | s/l | 25 | 0.10 | 1.81741 | 1.81741 | 1.80616 | -11.17 | 1251.88 |
| 88 | 2025.03.07 18:00 | sell | 26 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 89 | 2025.03.07 18:00 | modify | 26 | 0.10 | 1.85735 | 1.86735 | 1.84235 | ||
| 90 | 2025.03.11 15:00 | s/l | 26 | 0.10 | 1.86735 | 1.86735 | 1.84235 | -75.63 | 1176.25 |
| 91 | 2025.03.26 10:00 | buy | 27 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 92 | 2025.03.26 10:00 | modify | 27 | 0.10 | 1.84030 | 1.83030 | 1.85530 | ||
| 93 | 2025.03.27 16:00 | t/p | 27 | 0.10 | 1.85530 | 1.83030 | 1.85530 | 111.15 | 1287.39 |
| 94 | 2025.04.07 18:00 | buy | 28 | 0.10 | 1.81182 | 0.00000 | 0.00000 | ||
| 95 | 2025.04.07 18:00 | modify | 28 | 0.10 | 1.81182 | 1.80182 | 1.82682 | ||
| 96 | 2025.04.08 18:00 | buy | 29 | 0.10 | 1.81712 | 0.00000 | 0.00000 | ||
| 97 | 2025.04.08 18:00 | modify | 29 | 0.10 | 1.81712 | 1.81557 | 1.82682 | ||
| 98 | 2025.04.08 18:00 | modify | 28 | 0.10 | 1.81182 | 1.81557 | 1.82682 | ||
| 99 | 2025.04.09 05:00 | t/p | 28 | 0.10 | 1.82682 | 1.81557 | 1.82682 | 110.86 | 1398.25 |
| 100 | 2025.04.09 05:00 | t/p | 29 | 0.10 | 1.82682 | 1.81557 | 1.82682 | 71.61 | 1469.86 |
| 101 | 2025.04.15 19:00 | sell | 30 | 0.10 | 1.84579 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.15 19:00 | modify | 30 | 0.10 | 1.84579 | 1.85579 | 1.83079 | ||
| 103 | 2025.04.16 23:00 | sell | 31 | 0.10 | 1.83363 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.16 23:00 | modify | 31 | 0.10 | 1.83363 | 1.83604 | 1.83079 | ||
| 105 | 2025.04.16 23:00 | modify | 30 | 0.10 | 1.84579 | 1.83604 | 1.83079 | ||
| 106 | 2025.04.17 06:00 | s/l | 30 | 0.10 | 1.83604 | 1.83604 | 1.83079 | 67.40 | 1537.25 |
| 107 | 2025.04.17 06:00 | s/l | 31 | 0.10 | 1.83604 | 1.83604 | 1.83079 | -20.91 | 1516.35 |
| 108 | 2025.04.21 09:00 | sell | 32 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 109 | 2025.04.21 09:00 | modify | 32 | 0.10 | 1.84999 | 1.85999 | 1.83499 | ||
| 110 | 2025.04.22 23:00 | t/p | 32 | 0.10 | 1.83499 | 1.85999 | 1.83499 | 109.17 | 1625.52 |
| 111 | 2025.05.09 17:00 | sell | 33 | 0.10 | 1.85408 | 0.00000 | 0.00000 | ||
| 112 | 2025.05.09 17:00 | modify | 33 | 0.10 | 1.85408 | 1.86408 | 1.83908 | ||
| 113 | 2025.05.12 11:00 | t/p | 33 | 0.10 | 1.83908 | 1.86408 | 1.83908 | 109.17 | 1734.69 |
| 114 | 2025.05.19 09:00 | sell | 34 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 115 | 2025.05.19 09:00 | modify | 34 | 0.10 | 1.86492 | 1.87492 | 1.84992 | ||
| 116 | 2025.05.21 17:00 | sell | 35 | 0.10 | 1.85791 | 0.00000 | 0.00000 | ||
| 117 | 2025.05.21 17:00 | modify | 35 | 0.10 | 1.85791 | 1.86042 | 1.84992 | ||
| 118 | 2025.05.21 17:00 | modify | 34 | 0.10 | 1.86492 | 1.86042 | 1.84992 | ||
| 119 | 2025.05.21 18:00 | s/l | 34 | 0.10 | 1.86042 | 1.86042 | 1.84992 | 30.95 | 1765.64 |
| 120 | 2025.05.21 18:00 | s/l | 35 | 0.10 | 1.86042 | 1.86042 | 1.84992 | -18.44 | 1747.20 |
| 121 | 2025.05.30 17:00 | buy | 36 | 0.10 | 1.85196 | 0.00000 | 0.00000 | ||
| 122 | 2025.05.30 17:00 | modify | 36 | 0.10 | 1.85196 | 1.84196 | 1.86696 | ||
| 123 | 2025.06.10 00:00 | buy | 37 | 0.10 | 1.85736 | 0.00000 | 0.00000 | ||
| 124 | 2025.06.10 00:00 | modify | 37 | 0.10 | 1.85736 | 1.85571 | 1.86696 | ||
| 125 | 2025.06.10 00:00 | modify | 36 | 0.10 | 1.85196 | 1.85571 | 1.86696 | ||
| 126 | 2025.06.10 02:00 | s/l | 36 | 0.10 | 1.85571 | 1.85571 | 1.86696 | 30.15 | 1777.35 |
| 127 | 2025.06.10 02:00 | s/l | 37 | 0.10 | 1.85571 | 1.85571 | 1.86696 | -12.13 | 1765.22 |