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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 482.13 | Gross profit | 922.36 | Gross loss | -440.22 |
| Profit factor | 2.10 | Expected payoff | 21.92 | ||
| Absolute drawdown | 67.02 | Maximal drawdown | 372.85 (24.35%) | Relative drawdown | 24.35% (372.85) |
| Total trades | 22 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
| Largest | profit trade | 97.59 | loss trade | -109.29 | |
| Average | profit trade | 65.88 | loss trade | -55.03 | |
| Maximum | consecutive wins (profit in money) | 6 (366.65) | consecutive losses (loss in money) | 4 (-267.52) | |
| Maximal | consecutive profit (count of wins) | 396.00 (5) | consecutive loss (count of losses) | -267.52 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.06 16:00 | buy | 1 | 0.10 | 1.75105 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.06 16:00 | modify | 1 | 0.10 | 1.75105 | 1.73705 | 1.76405 | ||
| 3 | 2024.08.13 07:00 | buy | 2 | 0.10 | 1.75910 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.13 07:00 | modify | 2 | 0.10 | 1.75910 | 1.75495 | 1.76405 | ||
| 5 | 2024.08.13 07:00 | modify | 1 | 0.10 | 1.75105 | 1.75495 | 1.76405 | ||
| 6 | 2024.08.13 19:00 | t/p | 1 | 0.10 | 1.76405 | 1.75495 | 1.76405 | 97.59 | 1097.59 |
| 7 | 2024.08.13 19:00 | t/p | 2 | 0.10 | 1.76405 | 1.75495 | 1.76405 | 36.40 | 1133.99 |
| 8 | 2024.09.11 16:00 | buy | 3 | 0.10 | 1.77094 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.11 16:00 | modify | 3 | 0.10 | 1.77094 | 1.75694 | 1.78394 | ||
| 10 | 2024.09.12 20:00 | buy | 4 | 0.10 | 1.78137 | 0.00000 | 0.00000 | ||
| 11 | 2024.09.12 20:00 | modify | 4 | 0.10 | 1.78137 | 1.77549 | 1.78394 | ||
| 12 | 2024.09.12 20:00 | modify | 3 | 0.10 | 1.77094 | 1.77549 | 1.78394 | ||
| 13 | 2024.09.13 03:00 | t/p | 3 | 0.10 | 1.78394 | 1.77549 | 1.78394 | 96.73 | 1230.72 |
| 14 | 2024.09.13 03:00 | t/p | 4 | 0.10 | 1.78394 | 1.77549 | 1.78394 | 19.19 | 1249.90 |
| 15 | 2024.09.26 16:00 | sell | 5 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 16 | 2024.09.26 16:00 | modify | 5 | 0.10 | 1.80806 | 1.82206 | 1.79506 | ||
| 17 | 2024.10.01 15:00 | t/p | 5 | 0.10 | 1.79506 | 1.82206 | 1.79506 | 92.35 | 1342.25 |
| 18 | 2024.10.29 17:00 | sell | 6 | 0.10 | 1.80967 | 0.00000 | 0.00000 | ||
| 19 | 2024.10.29 17:00 | modify | 6 | 0.10 | 1.80967 | 1.82367 | 1.79667 | ||
| 20 | 2024.10.31 01:00 | sell | 7 | 0.10 | 1.80172 | 0.00000 | 0.00000 | ||
| 21 | 2024.10.31 01:00 | modify | 7 | 0.10 | 1.80172 | 1.80577 | 1.79667 | ||
| 22 | 2024.10.31 01:00 | modify | 6 | 0.10 | 1.80967 | 1.80577 | 1.79667 | ||
| 23 | 2024.10.31 07:00 | s/l | 6 | 0.10 | 1.80577 | 1.80577 | 1.79667 | 24.40 | 1366.65 |
| 24 | 2024.10.31 07:00 | s/l | 7 | 0.10 | 1.80577 | 1.80577 | 1.79667 | -29.77 | 1336.88 |
| 25 | 2024.11.21 17:00 | buy | 8 | 0.10 | 1.75735 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.21 17:00 | modify | 8 | 0.10 | 1.75735 | 1.74335 | 1.77035 | ||
| 27 | 2024.11.26 01:00 | t/p | 8 | 0.10 | 1.77035 | 1.74335 | 1.77035 | 96.44 | 1433.31 |
| 28 | 2024.12.19 17:00 | buy | 9 | 0.10 | 1.80014 | 0.00000 | 0.00000 | ||
| 29 | 2024.12.19 17:00 | modify | 9 | 0.10 | 1.80014 | 1.78614 | 1.81314 | ||
| 30 | 2024.12.23 02:00 | buy | 10 | 0.10 | 1.80616 | 0.00000 | 0.00000 | ||
| 31 | 2024.12.23 02:00 | modify | 10 | 0.10 | 1.80616 | 1.80079 | 1.81314 | ||
| 32 | 2024.12.23 02:00 | modify | 9 | 0.10 | 1.80014 | 1.80079 | 1.81314 | ||
| 33 | 2024.12.23 09:00 | buy | 11 | 0.10 | 1.80798 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.23 09:00 | modify | 11 | 0.10 | 1.80798 | 1.80404 | 1.81314 | ||
| 35 | 2024.12.23 09:00 | modify | 10 | 0.10 | 1.80616 | 1.80404 | 1.81314 | ||
| 36 | 2024.12.23 09:00 | modify | 9 | 0.10 | 1.80014 | 1.80404 | 1.81314 | ||
| 37 | 2024.12.23 13:00 | s/l | 9 | 0.10 | 1.80404 | 1.80404 | 1.81314 | 29.25 | 1462.56 |
| 38 | 2024.12.23 13:00 | s/l | 10 | 0.10 | 1.80404 | 1.80404 | 1.81314 | -15.59 | 1446.97 |
| 39 | 2024.12.23 13:00 | s/l | 11 | 0.10 | 1.80404 | 1.80404 | 1.81314 | -28.97 | 1418.00 |
| 40 | 2025.01.02 16:00 | buy | 12 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.02 16:00 | modify | 12 | 0.10 | 1.78499 | 1.77099 | 1.79799 | ||
| 42 | 2025.01.03 16:00 | buy | 13 | 0.10 | 1.79104 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.03 16:00 | modify | 13 | 0.10 | 1.79104 | 1.78564 | 1.79799 | ||
| 44 | 2025.01.03 16:00 | modify | 12 | 0.10 | 1.78499 | 1.78564 | 1.79799 | ||
| 45 | 2025.01.03 17:00 | buy | 14 | 0.10 | 1.79550 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.03 17:00 | modify | 14 | 0.10 | 1.79550 | 1.78954 | 1.79799 | ||
| 47 | 2025.01.03 17:00 | modify | 13 | 0.10 | 1.79104 | 1.78954 | 1.79799 | ||
| 48 | 2025.01.03 17:00 | modify | 12 | 0.10 | 1.78499 | 1.78954 | 1.79799 | ||
| 49 | 2025.01.06 06:00 | s/l | 12 | 0.10 | 1.78954 | 1.78954 | 1.79799 | 34.02 | 1452.02 |
| 50 | 2025.01.06 06:00 | s/l | 13 | 0.10 | 1.78954 | 1.78954 | 1.79799 | -10.74 | 1441.28 |
| 51 | 2025.01.06 06:00 | s/l | 14 | 0.10 | 1.78954 | 1.78954 | 1.79799 | -43.53 | 1397.75 |
| 52 | 2025.01.24 16:00 | sell | 15 | 0.10 | 1.78836 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.24 16:00 | modify | 15 | 0.10 | 1.78836 | 1.80236 | 1.77536 | ||
| 54 | 2025.01.30 21:00 | s/l | 15 | 0.10 | 1.80236 | 1.80236 | 1.77536 | -109.29 | 1288.46 |
| 55 | 2025.02.25 16:00 | sell | 16 | 0.10 | 1.80864 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.25 16:00 | modify | 16 | 0.10 | 1.80864 | 1.82264 | 1.79564 | ||
| 57 | 2025.02.26 17:00 | s/l | 16 | 0.10 | 1.82264 | 1.82264 | 1.79564 | -103.96 | 1184.50 |
| 58 | 2025.04.01 16:00 | buy | 17 | 0.10 | 1.85025 | 0.00000 | 0.00000 | ||
| 59 | 2025.04.01 16:00 | modify | 17 | 0.10 | 1.85025 | 1.83625 | 1.86325 | ||
| 60 | 2025.04.02 21:00 | t/p | 17 | 0.10 | 1.86325 | 1.83625 | 1.86325 | 95.88 | 1280.38 |
| 61 | 2025.04.07 16:00 | buy | 18 | 0.10 | 1.81059 | 0.00000 | 0.00000 | ||
| 62 | 2025.04.07 16:00 | modify | 18 | 0.10 | 1.81059 | 1.79659 | 1.82359 | ||
| 63 | 2025.04.08 19:00 | buy | 19 | 0.10 | 1.82115 | 0.00000 | 0.00000 | ||
| 64 | 2025.04.08 19:00 | modify | 19 | 0.10 | 1.82115 | 1.81514 | 1.82359 | ||
| 65 | 2025.04.08 19:00 | modify | 18 | 0.10 | 1.81059 | 1.81514 | 1.82359 | ||
| 66 | 2025.04.09 01:00 | t/p | 18 | 0.10 | 1.82359 | 1.81514 | 1.82359 | 96.15 | 1376.53 |
| 67 | 2025.04.09 01:00 | t/p | 19 | 0.10 | 1.82359 | 1.81514 | 1.82359 | 18.23 | 1394.75 |
| 68 | 2025.04.15 17:00 | sell | 20 | 0.10 | 1.84542 | 0.00000 | 0.00000 | ||
| 69 | 2025.04.15 17:00 | modify | 20 | 0.10 | 1.84542 | 1.85942 | 1.83242 | ||
| 70 | 2025.04.17 01:00 | t/p | 20 | 0.10 | 1.83242 | 1.85942 | 1.83242 | 91.28 | 1486.03 |
| 71 | 2025.05.09 16:00 | sell | 21 | 0.10 | 1.85417 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.09 16:00 | modify | 21 | 0.10 | 1.85417 | 1.86817 | 1.84117 | ||
| 73 | 2025.05.12 08:00 | t/p | 21 | 0.10 | 1.84117 | 1.86817 | 1.84117 | 94.47 | 1580.50 |
| 74 | 2025.05.30 16:00 | buy | 22 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.30 16:00 | modify | 22 | 0.10 | 1.85171 | 1.83771 | 1.86471 | ||
| 76 | 2025.06.17 10:00 | s/l | 22 | 0.10 | 1.83771 | 1.83771 | 1.86471 | -98.37 | 1482.13 |