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 23:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 6514 | Ticks modelled | 25773298 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 696.96 | Gross profit | 869.44 | Gross loss | -172.47 |
| Profit factor | 5.04 | Expected payoff | 23.23 | ||
| Absolute drawdown | 16.61 | Maximal drawdown | 217.36 (17.29%) | Relative drawdown | 17.29% (217.36) |
| Total trades | 30 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 20 (60.00%) |
| Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
| Largest | profit trade | 111.15 | loss trade | -22.20 | |
| Average | profit trade | 45.76 | loss trade | -15.68 | |
| Maximum | consecutive wins (profit in money) | 5 (273.88) | consecutive losses (loss in money) | 2 (-27.93) | |
| Maximal | consecutive profit (count of wins) | 273.88 (5) | consecutive loss (count of losses) | -27.93 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.29 09:00 | buy | 1 | 0.10 | 1.77392 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.29 09:00 | modify | 1 | 0.10 | 1.77392 | 1.76192 | 1.78892 | ||
| 3 | 2024.07.29 15:14 | buy | 2 | 0.10 | 1.78144 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.29 15:14 | modify | 2 | 0.10 | 1.78144 | 1.77917 | 1.78892 | ||
| 5 | 2024.07.29 15:14 | modify | 1 | 0.10 | 1.77392 | 1.77917 | 1.78892 | ||
| 6 | 2024.07.30 05:34 | s/l | 1 | 0.10 | 1.77917 | 1.77917 | 1.78892 | 38.89 | 1038.89 |
| 7 | 2024.07.30 05:34 | s/l | 2 | 0.10 | 1.77917 | 1.77917 | 1.78892 | -16.40 | 1022.48 |
| 8 | 2024.09.20 08:00 | sell | 3 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.20 08:00 | modify | 3 | 0.10 | 1.80640 | 1.81840 | 1.79140 | ||
| 10 | 2024.09.23 08:14 | sell | 4 | 0.10 | 1.79890 | 0.00000 | 0.00000 | ||
| 11 | 2024.09.23 08:14 | modify | 4 | 0.10 | 1.79890 | 1.80115 | 1.79140 | ||
| 12 | 2024.09.23 08:14 | modify | 3 | 0.10 | 1.80640 | 1.80115 | 1.79140 | ||
| 13 | 2024.09.23 08:35 | s/l | 3 | 0.10 | 1.80115 | 1.80115 | 1.79140 | 37.52 | 1060.00 |
| 14 | 2024.09.23 08:35 | s/l | 4 | 0.10 | 1.80115 | 1.80115 | 1.79140 | -16.54 | 1043.46 |
| 15 | 2024.09.30 09:00 | sell | 5 | 0.10 | 1.81350 | 0.00000 | 0.00000 | ||
| 16 | 2024.09.30 09:00 | modify | 5 | 0.10 | 1.81350 | 1.82550 | 1.79850 | ||
| 17 | 2024.09.30 13:30 | sell | 6 | 0.10 | 1.80598 | 0.00000 | 0.00000 | ||
| 18 | 2024.09.30 13:30 | modify | 6 | 0.10 | 1.80598 | 1.80825 | 1.79850 | ||
| 19 | 2024.09.30 13:30 | modify | 5 | 0.10 | 1.81350 | 1.80825 | 1.79850 | ||
| 20 | 2024.09.30 13:51 | s/l | 5 | 0.10 | 1.80825 | 1.80825 | 1.79850 | 38.59 | 1082.05 |
| 21 | 2024.09.30 13:51 | s/l | 6 | 0.10 | 1.80825 | 1.80825 | 1.79850 | -16.68 | 1065.37 |
| 22 | 2024.10.03 06:00 | buy | 7 | 0.10 | 1.78299 | 0.00000 | 0.00000 | ||
| 23 | 2024.10.03 06:00 | modify | 7 | 0.10 | 1.78299 | 1.77099 | 1.79799 | ||
| 24 | 2024.10.08 13:47 | buy | 8 | 0.10 | 1.79053 | 0.00000 | 0.00000 | ||
| 25 | 2024.10.08 13:47 | modify | 8 | 0.10 | 1.79053 | 1.78824 | 1.79799 | ||
| 26 | 2024.10.08 13:47 | modify | 7 | 0.10 | 1.78299 | 1.78824 | 1.79799 | ||
| 27 | 2024.10.08 14:07 | s/l | 7 | 0.10 | 1.78824 | 1.78824 | 1.79799 | 39.46 | 1104.83 |
| 28 | 2024.10.08 14:07 | s/l | 8 | 0.10 | 1.78824 | 1.78824 | 1.79799 | -16.84 | 1087.99 |
| 29 | 2024.10.16 07:00 | buy | 9 | 0.10 | 1.78995 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.16 07:00 | modify | 9 | 0.10 | 1.78995 | 1.77795 | 1.80495 | ||
| 31 | 2024.10.18 05:45 | buy | 10 | 0.10 | 1.79745 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.18 05:45 | modify | 10 | 0.10 | 1.79745 | 1.79520 | 1.80495 | ||
| 33 | 2024.10.18 05:45 | modify | 9 | 0.10 | 1.78995 | 1.79520 | 1.80495 | ||
| 34 | 2024.10.18 06:00 | buy | 11 | 0.10 | 1.79895 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.18 06:00 | modify | 11 | 0.10 | 1.79895 | 1.79370 | 1.80495 | ||
| 36 | 2024.10.18 06:00 | modify | 10 | 0.10 | 1.79745 | 1.79370 | 1.80495 | ||
| 37 | 2024.10.18 06:00 | modify | 9 | 0.10 | 1.78995 | 1.79370 | 1.80495 | ||
| 38 | 2024.10.18 06:07 | buy | 12 | 0.10 | 1.80121 | 0.00000 | 0.00000 | ||
| 39 | 2024.10.18 06:07 | modify | 12 | 0.10 | 1.80121 | 1.79820 | 1.80495 | ||
| 40 | 2024.10.18 06:07 | modify | 11 | 0.10 | 1.79895 | 1.79820 | 1.80495 | ||
| 41 | 2024.10.18 06:07 | modify | 10 | 0.10 | 1.79745 | 1.79820 | 1.80495 | ||
| 42 | 2024.10.18 06:07 | modify | 9 | 0.10 | 1.78995 | 1.79820 | 1.80495 | ||
| 43 | 2024.10.18 08:46 | s/l | 9 | 0.10 | 1.79820 | 1.79820 | 1.80495 | 61.80 | 1149.79 |
| 44 | 2024.10.18 08:46 | s/l | 10 | 0.10 | 1.79820 | 1.79820 | 1.80495 | 5.52 | 1155.31 |
| 45 | 2024.10.18 08:46 | s/l | 11 | 0.10 | 1.79820 | 1.79820 | 1.80495 | -5.51 | 1149.80 |
| 46 | 2024.10.18 08:46 | s/l | 12 | 0.10 | 1.79820 | 1.79820 | 1.80495 | -22.13 | 1127.67 |
| 47 | 2024.12.17 09:00 | sell | 13 | 0.10 | 1.81234 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.17 09:00 | modify | 13 | 0.10 | 1.81234 | 1.82434 | 1.79734 | ||
| 49 | 2024.12.19 15:03 | sell | 14 | 0.10 | 1.80482 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.19 15:03 | modify | 14 | 0.10 | 1.80482 | 1.80709 | 1.79734 | ||
| 51 | 2024.12.19 15:03 | modify | 13 | 0.10 | 1.81234 | 1.80709 | 1.79734 | ||
| 52 | 2024.12.19 15:46 | sell | 15 | 0.10 | 1.80334 | 0.00000 | 0.00000 | ||
| 53 | 2024.12.19 15:46 | modify | 15 | 0.10 | 1.80334 | 1.80859 | 1.79734 | ||
| 54 | 2024.12.19 15:46 | modify | 14 | 0.10 | 1.80482 | 1.80859 | 1.79734 | ||
| 55 | 2024.12.19 15:46 | modify | 13 | 0.10 | 1.81234 | 1.80859 | 1.79734 | ||
| 56 | 2024.12.19 16:35 | sell | 16 | 0.10 | 1.80108 | 0.00000 | 0.00000 | ||
| 57 | 2024.12.19 16:35 | modify | 16 | 0.10 | 1.80108 | 1.80409 | 1.79734 | ||
| 58 | 2024.12.19 16:35 | modify | 15 | 0.10 | 1.80334 | 1.80409 | 1.79734 | ||
| 59 | 2024.12.19 16:35 | modify | 14 | 0.10 | 1.80482 | 1.80409 | 1.79734 | ||
| 60 | 2024.12.19 16:35 | modify | 13 | 0.10 | 1.81234 | 1.80409 | 1.79734 | ||
| 61 | 2024.12.20 08:06 | t/p | 13 | 0.10 | 1.79734 | 1.80409 | 1.79734 | 104.91 | 1232.58 |
| 62 | 2024.12.20 08:06 | t/p | 14 | 0.10 | 1.79734 | 1.80409 | 1.79734 | 53.90 | 1286.48 |
| 63 | 2024.12.20 08:06 | t/p | 15 | 0.10 | 1.79734 | 1.80409 | 1.79734 | 43.03 | 1329.52 |
| 64 | 2024.12.20 08:06 | t/p | 16 | 0.10 | 1.79734 | 1.80409 | 1.79734 | 26.42 | 1355.94 |
| 65 | 2025.01.09 07:00 | buy | 17 | 0.10 | 1.76791 | 0.00000 | 0.00000 | ||
| 66 | 2025.01.09 07:00 | modify | 17 | 0.10 | 1.76791 | 1.75591 | 1.78291 | ||
| 67 | 2025.01.10 12:48 | buy | 18 | 0.10 | 1.77542 | 0.00000 | 0.00000 | ||
| 68 | 2025.01.10 12:48 | modify | 18 | 0.10 | 1.77542 | 1.77316 | 1.78291 | ||
| 69 | 2025.01.10 12:48 | modify | 17 | 0.10 | 1.76791 | 1.77316 | 1.78291 | ||
| 70 | 2025.01.10 13:30 | s/l | 17 | 0.10 | 1.77316 | 1.77316 | 1.78291 | 38.89 | 1394.83 |
| 71 | 2025.01.10 13:30 | s/l | 18 | 0.10 | 1.77316 | 1.77316 | 1.78291 | -16.62 | 1378.21 |
| 72 | 2025.01.13 04:00 | buy | 19 | 0.10 | 1.75413 | 0.00000 | 0.00000 | ||
| 73 | 2025.01.13 04:00 | modify | 19 | 0.10 | 1.75413 | 1.74213 | 1.76913 | ||
| 74 | 2025.01.16 16:27 | buy | 20 | 0.10 | 1.76163 | 0.00000 | 0.00000 | ||
| 75 | 2025.01.16 16:27 | modify | 20 | 0.10 | 1.76163 | 1.75938 | 1.76913 | ||
| 76 | 2025.01.16 16:27 | modify | 19 | 0.10 | 1.75413 | 1.75938 | 1.76913 | ||
| 77 | 2025.01.16 17:46 | s/l | 19 | 0.10 | 1.75938 | 1.75938 | 1.76913 | 40.03 | 1418.23 |
| 78 | 2025.01.16 17:46 | s/l | 20 | 0.10 | 1.75938 | 1.75938 | 1.76913 | -16.55 | 1401.68 |
| 79 | 2025.01.17 08:00 | buy | 21 | 0.10 | 1.75438 | 0.00000 | 0.00000 | ||
| 80 | 2025.01.17 08:00 | modify | 21 | 0.10 | 1.75438 | 1.74238 | 1.76938 | ||
| 81 | 2025.01.17 21:09 | buy | 22 | 0.10 | 1.76190 | 0.00000 | 0.00000 | ||
| 82 | 2025.01.17 21:09 | modify | 22 | 0.10 | 1.76190 | 1.75963 | 1.76938 | ||
| 83 | 2025.01.17 21:09 | modify | 21 | 0.10 | 1.75438 | 1.75963 | 1.76938 | ||
| 84 | 2025.01.20 03:21 | buy | 23 | 0.10 | 1.76341 | 0.00000 | 0.00000 | ||
| 85 | 2025.01.20 03:21 | modify | 23 | 0.10 | 1.76341 | 1.75813 | 1.76938 | ||
| 86 | 2025.01.20 03:21 | modify | 22 | 0.10 | 1.76190 | 1.75813 | 1.76938 | ||
| 87 | 2025.01.20 03:21 | modify | 21 | 0.10 | 1.75438 | 1.75813 | 1.76938 | ||
| 88 | 2025.01.20 06:54 | buy | 24 | 0.10 | 1.76565 | 0.00000 | 0.00000 | ||
| 89 | 2025.01.20 06:54 | modify | 24 | 0.10 | 1.76565 | 1.76263 | 1.76938 | ||
| 90 | 2025.01.20 06:54 | modify | 23 | 0.10 | 1.76341 | 1.76263 | 1.76938 | ||
| 91 | 2025.01.20 06:54 | modify | 22 | 0.10 | 1.76190 | 1.76263 | 1.76938 | ||
| 92 | 2025.01.20 06:54 | modify | 21 | 0.10 | 1.75438 | 1.76263 | 1.76938 | ||
| 93 | 2025.01.20 09:04 | s/l | 21 | 0.10 | 1.76263 | 1.76263 | 1.76938 | 60.95 | 1462.63 |
| 94 | 2025.01.20 09:04 | s/l | 22 | 0.10 | 1.76263 | 1.76263 | 1.76938 | 5.66 | 1468.28 |
| 95 | 2025.01.20 09:04 | s/l | 23 | 0.10 | 1.76263 | 1.76263 | 1.76938 | -5.73 | 1462.55 |
| 96 | 2025.01.20 09:04 | s/l | 24 | 0.10 | 1.76263 | 1.76263 | 1.76938 | -22.20 | 1440.35 |
| 97 | 2025.03.26 08:00 | buy | 25 | 0.10 | 1.84013 | 0.00000 | 0.00000 | ||
| 98 | 2025.03.26 08:00 | modify | 25 | 0.10 | 1.84013 | 1.82813 | 1.85513 | ||
| 99 | 2025.03.27 10:48 | buy | 26 | 0.10 | 1.84769 | 0.00000 | 0.00000 | ||
| 100 | 2025.03.27 10:48 | modify | 26 | 0.10 | 1.84769 | 1.84538 | 1.85513 | ||
| 101 | 2025.03.27 10:48 | modify | 25 | 0.10 | 1.84013 | 1.84538 | 1.85513 | ||
| 102 | 2025.03.27 12:11 | buy | 27 | 0.10 | 1.84914 | 0.00000 | 0.00000 | ||
| 103 | 2025.03.27 12:11 | modify | 27 | 0.10 | 1.84914 | 1.84388 | 1.85513 | ||
| 104 | 2025.03.27 12:11 | modify | 26 | 0.10 | 1.84769 | 1.84388 | 1.85513 | ||
| 105 | 2025.03.27 12:11 | modify | 25 | 0.10 | 1.84013 | 1.84388 | 1.85513 | ||
| 106 | 2025.03.27 12:30 | buy | 28 | 0.10 | 1.85153 | 0.00000 | 0.00000 | ||
| 107 | 2025.03.27 12:30 | modify | 28 | 0.10 | 1.85153 | 1.84838 | 1.85513 | ||
| 108 | 2025.03.27 12:30 | modify | 27 | 0.10 | 1.84914 | 1.84838 | 1.85513 | ||
| 109 | 2025.03.27 12:30 | modify | 26 | 0.10 | 1.84769 | 1.84838 | 1.85513 | ||
| 110 | 2025.03.27 12:30 | modify | 25 | 0.10 | 1.84013 | 1.84838 | 1.85513 | ||
| 111 | 2025.03.27 15:30 | t/p | 25 | 0.10 | 1.85513 | 1.84838 | 1.85513 | 111.15 | 1551.50 |
| 112 | 2025.03.27 15:30 | t/p | 26 | 0.10 | 1.85513 | 1.84838 | 1.85513 | 54.70 | 1606.20 |
| 113 | 2025.03.27 15:30 | t/p | 27 | 0.10 | 1.85513 | 1.84838 | 1.85513 | 44.04 | 1650.24 |
| 114 | 2025.03.27 15:30 | t/p | 28 | 0.10 | 1.85513 | 1.84838 | 1.85513 | 26.47 | 1676.71 |
| 115 | 2025.05.19 08:00 | sell | 29 | 0.10 | 1.86509 | 0.00000 | 0.00000 | ||
| 116 | 2025.05.19 08:00 | modify | 29 | 0.10 | 1.86509 | 1.87709 | 1.85009 | ||
| 117 | 2025.05.20 12:54 | sell | 30 | 0.10 | 1.85749 | 0.00000 | 0.00000 | ||
| 118 | 2025.05.20 12:54 | modify | 30 | 0.10 | 1.85749 | 1.85984 | 1.85009 | ||
| 119 | 2025.05.20 12:54 | modify | 29 | 0.10 | 1.86509 | 1.85984 | 1.85009 | ||
| 120 | 2025.05.20 13:09 | s/l | 29 | 0.10 | 1.85984 | 1.85984 | 1.85009 | 37.52 | 1714.23 |
| 121 | 2025.05.20 13:09 | s/l | 30 | 0.10 | 1.85984 | 1.85984 | 1.85009 | -17.27 | 1696.96 |