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=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=40; 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=1; 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 | 238.31 | Gross profit | 993.10 | Gross loss | -754.79 |
| Profit factor | 1.32 | Expected payoff | 7.69 | ||
| Absolute drawdown | 176.05 | Maximal drawdown | 394.52 (32.38%) | Relative drawdown | 32.38% (394.52) |
| Total trades | 31 | Short positions (won %) | 18 (44.44%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 16 (51.61%) | Loss trades (% of total) | 15 (48.39%) | ||
| Largest | profit trade | 112.00 | loss trade | -94.59 | |
| Average | profit trade | 62.07 | loss trade | -50.32 | |
| Maximum | consecutive wins (profit in money) | 4 (353.09) | consecutive losses (loss in money) | 2 (-116.69) | |
| Maximal | consecutive profit (count of wins) | 353.09 (4) | consecutive loss (count of losses) | -116.69 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.09 09:00 | sell | 1 | 0.10 | 1.75281 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.09 09:00 | modify | 1 | 0.10 | 1.75281 | 1.76481 | 1.73781 | ||
| 3 | 2024.08.13 19:00 | s/l | 1 | 0.10 | 1.76481 | 1.76481 | 1.73781 | -90.32 | 909.68 |
| 4 | 2024.08.14 08:00 | buy | 2 | 0.10 | 1.76048 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.14 08:00 | modify | 2 | 0.10 | 1.76048 | 1.74848 | 1.77548 | ||
| 6 | 2024.08.16 01:00 | buy | 3 | 0.10 | 1.76648 | 0.00000 | 0.00000 | ||
| 7 | 2024.08.16 01:00 | modify | 3 | 0.10 | 1.76648 | 1.76423 | 1.77548 | ||
| 8 | 2024.08.16 01:00 | modify | 2 | 0.10 | 1.76048 | 1.76423 | 1.77548 | ||
| 9 | 2024.08.20 14:00 | t/p | 2 | 0.10 | 1.77548 | 1.76423 | 1.77548 | 112.00 | 1021.68 |
| 10 | 2024.08.20 14:00 | t/p | 3 | 0.10 | 1.77548 | 1.76423 | 1.77548 | 66.74 | 1088.42 |
| 11 | 2024.09.20 08:00 | sell | 4 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
| 12 | 2024.09.20 08:00 | modify | 4 | 0.10 | 1.80640 | 1.81840 | 1.79140 | ||
| 13 | 2024.09.25 14:00 | sell | 5 | 0.10 | 1.80035 | 0.00000 | 0.00000 | ||
| 14 | 2024.09.25 14:00 | modify | 5 | 0.10 | 1.80035 | 1.80265 | 1.79140 | ||
| 15 | 2024.09.25 14:00 | modify | 4 | 0.10 | 1.80640 | 1.80265 | 1.79140 | ||
| 16 | 2024.09.26 12:00 | s/l | 4 | 0.10 | 1.80265 | 1.80265 | 1.79140 | 21.17 | 1109.59 |
| 17 | 2024.09.26 12:00 | s/l | 5 | 0.10 | 1.80265 | 1.80265 | 1.79140 | -20.10 | 1089.49 |
| 18 | 2024.10.04 09:00 | sell | 6 | 0.10 | 1.78381 | 0.00000 | 0.00000 | ||
| 19 | 2024.10.04 09:00 | modify | 6 | 0.10 | 1.78381 | 1.79581 | 1.76881 | ||
| 20 | 2024.10.10 08:00 | s/l | 6 | 0.10 | 1.79581 | 1.79581 | 1.76881 | -94.59 | 994.91 |
| 21 | 2024.10.30 02:00 | sell | 7 | 0.10 | 1.81002 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.30 02:00 | modify | 7 | 0.10 | 1.81002 | 1.82202 | 1.79502 | ||
| 23 | 2024.10.30 18:00 | sell | 8 | 0.10 | 1.80401 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.30 18:00 | modify | 8 | 0.10 | 1.80401 | 1.80627 | 1.79502 | ||
| 25 | 2024.10.30 18:00 | modify | 7 | 0.10 | 1.81002 | 1.80627 | 1.79502 | ||
| 26 | 2024.10.31 01:00 | sell | 9 | 0.10 | 1.80172 | 0.00000 | 0.00000 | ||
| 27 | 2024.10.31 01:00 | modify | 9 | 0.10 | 1.80172 | 1.80552 | 1.79502 | ||
| 28 | 2024.10.31 01:00 | modify | 8 | 0.10 | 1.80401 | 1.80552 | 1.79502 | ||
| 29 | 2024.10.31 01:00 | modify | 7 | 0.10 | 1.81002 | 1.80552 | 1.79502 | ||
| 30 | 2024.10.31 07:00 | s/l | 7 | 0.10 | 1.80552 | 1.80552 | 1.79502 | 29.87 | 1024.78 |
| 31 | 2024.10.31 07:00 | s/l | 8 | 0.10 | 1.80552 | 1.80552 | 1.79502 | -14.30 | 1010.48 |
| 32 | 2024.10.31 07:00 | s/l | 9 | 0.10 | 1.80552 | 1.80552 | 1.79502 | -27.93 | 982.55 |
| 33 | 2024.11.06 08:00 | buy | 10 | 0.10 | 1.79208 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.06 08:00 | modify | 10 | 0.10 | 1.79208 | 1.78008 | 1.80708 | ||
| 35 | 2024.11.08 21:00 | buy | 11 | 0.10 | 1.79822 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.08 21:00 | modify | 11 | 0.10 | 1.79822 | 1.79583 | 1.80708 | ||
| 37 | 2024.11.08 21:00 | modify | 10 | 0.10 | 1.79208 | 1.79583 | 1.80708 | ||
| 38 | 2024.11.10 22:00 | s/l | 10 | 0.10 | 1.79583 | 1.79583 | 1.80708 | 28.71 | 1011.26 |
| 39 | 2024.11.10 22:00 | s/l | 11 | 0.10 | 1.79583 | 1.79583 | 1.80708 | -17.57 | 993.69 |
| 40 | 2024.11.26 02:00 | sell | 12 | 0.10 | 1.77066 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.26 02:00 | modify | 12 | 0.10 | 1.77066 | 1.78266 | 1.75566 | ||
| 42 | 2024.11.29 08:00 | s/l | 12 | 0.10 | 1.78266 | 1.78266 | 1.75566 | -93.53 | 900.16 |
| 43 | 2024.12.10 06:00 | sell | 13 | 0.10 | 1.80787 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.10 06:00 | modify | 13 | 0.10 | 1.80787 | 1.81987 | 1.79287 | ||
| 45 | 2024.12.11 15:00 | sell | 14 | 0.10 | 1.80165 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.11 15:00 | modify | 14 | 0.10 | 1.80165 | 1.80412 | 1.79287 | ||
| 47 | 2024.12.11 15:00 | modify | 13 | 0.10 | 1.80787 | 1.80412 | 1.79287 | ||
| 48 | 2024.12.11 16:00 | s/l | 13 | 0.10 | 1.80412 | 1.80412 | 1.79287 | 26.49 | 926.65 |
| 49 | 2024.12.11 16:00 | s/l | 14 | 0.10 | 1.80412 | 1.80412 | 1.79287 | -18.15 | 908.50 |
| 50 | 2024.12.26 10:00 | sell | 15 | 0.10 | 1.80342 | 0.00000 | 0.00000 | ||
| 51 | 2024.12.26 10:00 | modify | 15 | 0.10 | 1.80342 | 1.81542 | 1.78842 | ||
| 52 | 2025.01.02 14:00 | t/p | 15 | 0.10 | 1.78842 | 1.81542 | 1.78842 | 102.78 | 1011.28 |
| 53 | 2025.01.13 06:00 | buy | 16 | 0.10 | 1.75364 | 0.00000 | 0.00000 | ||
| 54 | 2025.01.13 06:00 | modify | 16 | 0.10 | 1.75364 | 1.74164 | 1.76864 | ||
| 55 | 2025.01.15 14:00 | buy | 17 | 0.10 | 1.75990 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.15 14:00 | modify | 17 | 0.10 | 1.75990 | 1.75739 | 1.76864 | ||
| 57 | 2025.01.15 14:00 | modify | 16 | 0.10 | 1.75364 | 1.75739 | 1.76864 | ||
| 58 | 2025.01.15 15:00 | s/l | 16 | 0.10 | 1.75739 | 1.75739 | 1.76864 | 28.14 | 1039.42 |
| 59 | 2025.01.15 15:00 | s/l | 17 | 0.10 | 1.75739 | 1.75739 | 1.76864 | -18.46 | 1020.96 |
| 60 | 2025.01.21 03:00 | sell | 18 | 0.10 | 1.77165 | 0.00000 | 0.00000 | ||
| 61 | 2025.01.21 03:00 | modify | 18 | 0.10 | 1.77165 | 1.78365 | 1.75665 | ||
| 62 | 2025.01.24 15:00 | s/l | 18 | 0.10 | 1.78365 | 1.78365 | 1.75665 | -93.52 | 927.44 |
| 63 | 2025.02.07 10:00 | sell | 19 | 0.10 | 1.78296 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.07 10:00 | modify | 19 | 0.10 | 1.78296 | 1.79496 | 1.76796 | ||
| 65 | 2025.02.07 21:00 | sell | 20 | 0.10 | 1.77162 | 0.00000 | 0.00000 | ||
| 66 | 2025.02.07 21:00 | modify | 20 | 0.10 | 1.77162 | 1.77771 | 1.76796 | ||
| 67 | 2025.02.07 21:00 | modify | 19 | 0.10 | 1.78296 | 1.77771 | 1.76796 | ||
| 68 | 2025.02.09 23:00 | s/l | 19 | 0.10 | 1.77771 | 1.77771 | 1.76796 | 38.58 | 966.02 |
| 69 | 2025.02.09 23:00 | s/l | 20 | 0.10 | 1.77771 | 1.77771 | 1.76796 | -44.76 | 921.26 |
| 70 | 2025.03.10 09:00 | buy | 21 | 0.10 | 1.85217 | 0.00000 | 0.00000 | ||
| 71 | 2025.03.10 09:00 | modify | 21 | 0.10 | 1.85217 | 1.84017 | 1.86717 | ||
| 72 | 2025.03.10 12:00 | buy | 22 | 0.10 | 1.86050 | 0.00000 | 0.00000 | ||
| 73 | 2025.03.10 12:00 | modify | 22 | 0.10 | 1.86050 | 1.85667 | 1.86717 | ||
| 74 | 2025.03.10 12:00 | modify | 21 | 0.10 | 1.85217 | 1.85667 | 1.86717 | ||
| 75 | 2025.03.11 15:00 | t/p | 21 | 0.10 | 1.86717 | 1.85667 | 1.86717 | 110.58 | 1031.84 |
| 76 | 2025.03.11 15:00 | t/p | 22 | 0.10 | 1.86717 | 1.85667 | 1.86717 | 49.33 | 1081.16 |
| 77 | 2025.03.21 08:00 | buy | 23 | 0.10 | 1.85295 | 0.00000 | 0.00000 | ||
| 78 | 2025.03.21 08:00 | modify | 23 | 0.10 | 1.85295 | 1.84095 | 1.86795 | ||
| 79 | 2025.03.26 08:00 | s/l | 23 | 0.10 | 1.84095 | 1.84095 | 1.86795 | -87.37 | 993.79 |
| 80 | 2025.03.26 10:00 | buy | 24 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 81 | 2025.03.26 10:00 | modify | 24 | 0.10 | 1.84030 | 1.82830 | 1.85530 | ||
| 82 | 2025.03.27 16:00 | t/p | 24 | 0.10 | 1.85530 | 1.82830 | 1.85530 | 111.15 | 1104.93 |
| 83 | 2025.04.21 09:00 | sell | 25 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.21 09:00 | modify | 25 | 0.10 | 1.84999 | 1.86199 | 1.83499 | ||
| 85 | 2025.04.22 23:00 | t/p | 25 | 0.10 | 1.83499 | 1.86199 | 1.83499 | 109.17 | 1214.11 |
| 86 | 2025.04.28 10:00 | sell | 26 | 0.10 | 1.85021 | 0.00000 | 0.00000 | ||
| 87 | 2025.04.28 10:00 | modify | 26 | 0.10 | 1.85021 | 1.86221 | 1.83521 | ||
| 88 | 2025.05.01 02:00 | t/p | 26 | 0.10 | 1.83521 | 1.86221 | 1.83521 | 104.92 | 1319.03 |
| 89 | 2025.05.01 06:00 | buy | 27 | 0.10 | 1.83394 | 0.00000 | 0.00000 | ||
| 90 | 2025.05.01 06:00 | modify | 27 | 0.10 | 1.83394 | 1.82194 | 1.84894 | ||
| 91 | 2025.05.02 00:00 | buy | 28 | 0.10 | 1.84007 | 0.00000 | 0.00000 | ||
| 92 | 2025.05.02 00:00 | modify | 28 | 0.10 | 1.84007 | 1.83769 | 1.84894 | ||
| 93 | 2025.05.02 00:00 | modify | 27 | 0.10 | 1.83394 | 1.83769 | 1.84894 | ||
| 94 | 2025.05.02 01:00 | s/l | 27 | 0.10 | 1.83769 | 1.83769 | 1.84894 | 27.86 | 1346.88 |
| 95 | 2025.05.02 01:00 | s/l | 28 | 0.10 | 1.83769 | 1.83769 | 1.84894 | -17.50 | 1329.38 |
| 96 | 2025.05.19 09:00 | sell | 29 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 97 | 2025.05.19 09:00 | modify | 29 | 0.10 | 1.86492 | 1.87692 | 1.84992 | ||
| 98 | 2025.05.23 19:00 | sell | 30 | 0.10 | 1.85642 | 0.00000 | 0.00000 | ||
| 99 | 2025.05.23 19:00 | modify | 30 | 0.10 | 1.85642 | 1.86042 | 1.84992 | ||
| 100 | 2025.05.23 19:00 | modify | 29 | 0.10 | 1.86492 | 1.86042 | 1.84992 | ||
| 101 | 2025.05.26 01:00 | s/l | 29 | 0.10 | 1.86042 | 1.86042 | 1.84992 | 25.62 | 1355.00 |
| 102 | 2025.05.26 01:00 | s/l | 30 | 0.10 | 1.86042 | 1.86042 | 1.84992 | -30.46 | 1324.54 |
| 103 | 2025.06.10 09:00 | buy | 31 | 0.10 | 1.84906 | 0.00000 | 0.00000 | ||
| 104 | 2025.06.10 09:00 | modify | 31 | 0.10 | 1.84906 | 1.83706 | 1.86406 | ||
| 105 | 2025.06.17 10:00 | s/l | 31 | 0.10 | 1.83706 | 1.83706 | 1.86406 | -86.23 | 1238.31 |