Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7197 | Ticks modelled | 13393 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 569.72 | Gross profit | 1362.74 | Gross loss | -793.02 |
| Profit factor | 1.72 | Expected payoff | 13.90 | ||
| Absolute drawdown | 199.63 | Maximal drawdown | 480.08 (37.49%) | Relative drawdown | 37.49% (480.08) |
| Total trades | 41 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 23 (65.22%) |
| Profit trades (% of total) | 24 (58.54%) | Loss trades (% of total) | 17 (41.46%) | ||
| Largest | profit trade | 109.60 | loss trade | -60.59 | |
| Average | profit trade | 56.78 | loss trade | -46.65 | |
| Maximum | consecutive wins (profit in money) | 7 (496.26) | consecutive losses (loss in money) | 4 (-235.76) | |
| Maximal | consecutive profit (count of wins) | 496.26 (7) | consecutive loss (count of losses) | -235.76 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.11 17:00 | buy | 1 | 0.10 | 1.77126 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.11 17:00 | modify | 1 | 0.10 | 1.77126 | 1.76326 | 1.78626 | ||
| 3 | 2024.09.12 17:00 | buy | 2 | 0.10 | 1.77966 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.12 17:00 | modify | 2 | 0.10 | 1.77966 | 1.77501 | 1.78626 | ||
| 5 | 2024.09.12 17:00 | modify | 1 | 0.10 | 1.77126 | 1.77501 | 1.78626 | ||
| 6 | 2024.09.12 21:00 | buy | 3 | 0.10 | 1.78183 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.12 21:00 | modify | 3 | 0.10 | 1.78183 | 1.77801 | 1.78626 | ||
| 8 | 2024.09.12 21:00 | modify | 2 | 0.10 | 1.77966 | 1.77801 | 1.78626 | ||
| 9 | 2024.09.12 21:00 | modify | 1 | 0.10 | 1.77126 | 1.77801 | 1.78626 | ||
| 10 | 2024.09.16 07:00 | t/p | 1 | 0.10 | 1.78626 | 1.77801 | 1.78626 | 109.60 | 1109.60 |
| 11 | 2024.09.16 07:00 | t/p | 2 | 0.10 | 1.78626 | 1.77801 | 1.78626 | 48.19 | 1157.79 |
| 12 | 2024.09.16 07:00 | t/p | 3 | 0.10 | 1.78626 | 1.77801 | 1.78626 | 32.46 | 1190.24 |
| 13 | 2024.09.16 15:00 | sell | 4 | 0.10 | 1.79399 | 0.00000 | 0.00000 | ||
| 14 | 2024.09.16 15:00 | modify | 4 | 0.10 | 1.79399 | 1.80199 | 1.77899 | ||
| 15 | 2024.09.18 05:00 | sell | 5 | 0.10 | 1.78861 | 0.00000 | 0.00000 | ||
| 16 | 2024.09.18 05:00 | modify | 5 | 0.10 | 1.78861 | 1.79324 | 1.77899 | ||
| 17 | 2024.09.18 05:00 | modify | 4 | 0.10 | 1.79399 | 1.79324 | 1.77899 | ||
| 18 | 2024.09.18 08:00 | s/l | 4 | 0.10 | 1.79324 | 1.79324 | 1.77899 | 3.69 | 1193.93 |
| 19 | 2024.09.18 08:00 | s/l | 5 | 0.10 | 1.79324 | 1.79324 | 1.77899 | -33.56 | 1160.37 |
| 20 | 2024.09.25 10:00 | buy | 6 | 0.10 | 1.79705 | 0.00000 | 0.00000 | ||
| 21 | 2024.09.25 10:00 | modify | 6 | 0.10 | 1.79705 | 1.78905 | 1.81205 | ||
| 22 | 2024.09.27 00:00 | buy | 7 | 0.10 | 1.80768 | 0.00000 | 0.00000 | ||
| 23 | 2024.09.27 00:00 | modify | 7 | 0.10 | 1.80768 | 1.80380 | 1.81205 | ||
| 24 | 2024.09.27 00:00 | modify | 6 | 0.10 | 1.79705 | 1.80380 | 1.81205 | ||
| 25 | 2024.09.27 08:00 | s/l | 6 | 0.10 | 1.80380 | 1.80380 | 1.81205 | 49.61 | 1209.99 |
| 26 | 2024.09.27 08:00 | s/l | 7 | 0.10 | 1.80380 | 1.80380 | 1.81205 | -28.13 | 1181.86 |
| 27 | 2024.10.03 11:00 | buy | 8 | 0.10 | 1.77544 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.03 11:00 | modify | 8 | 0.10 | 1.77544 | 1.76744 | 1.79044 | ||
| 29 | 2024.10.04 06:00 | buy | 9 | 0.10 | 1.78082 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.04 06:00 | modify | 9 | 0.10 | 1.78082 | 1.77619 | 1.79044 | ||
| 31 | 2024.10.04 06:00 | modify | 8 | 0.10 | 1.77544 | 1.77619 | 1.79044 | ||
| 32 | 2024.10.04 13:00 | s/l | 8 | 0.10 | 1.77619 | 1.77619 | 1.79044 | 5.60 | 1187.46 |
| 33 | 2024.10.04 13:00 | s/l | 9 | 0.10 | 1.77619 | 1.77619 | 1.79044 | -33.56 | 1153.90 |
| 34 | 2024.10.24 20:00 | sell | 10 | 0.10 | 1.79724 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.24 20:00 | modify | 10 | 0.10 | 1.79724 | 1.80524 | 1.78224 | ||
| 36 | 2024.10.28 12:00 | s/l | 10 | 0.10 | 1.80524 | 1.80524 | 1.78224 | -59.72 | 1094.18 |
| 37 | 2024.11.12 19:00 | buy | 11 | 0.10 | 1.77790 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.12 19:00 | modify | 11 | 0.10 | 1.77790 | 1.76990 | 1.79290 | ||
| 39 | 2024.11.14 11:00 | s/l | 11 | 0.10 | 1.76990 | 1.76990 | 1.79290 | -57.30 | 1036.88 |
| 40 | 2024.12.06 15:00 | sell | 12 | 0.10 | 1.80251 | 0.00000 | 0.00000 | ||
| 41 | 2024.12.06 15:00 | modify | 12 | 0.10 | 1.80251 | 1.81051 | 1.78751 | ||
| 42 | 2024.12.10 21:00 | s/l | 12 | 0.10 | 1.81051 | 1.81051 | 1.78751 | -59.73 | 977.15 |
| 43 | 2024.12.19 19:00 | buy | 13 | 0.10 | 1.80015 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.19 19:00 | modify | 13 | 0.10 | 1.80015 | 1.79215 | 1.81515 | ||
| 45 | 2024.12.23 01:00 | buy | 14 | 0.10 | 1.80570 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.23 01:00 | modify | 14 | 0.10 | 1.80570 | 1.80090 | 1.81515 | ||
| 47 | 2024.12.23 01:00 | modify | 13 | 0.10 | 1.80015 | 1.80090 | 1.81515 | ||
| 48 | 2024.12.23 18:00 | s/l | 13 | 0.10 | 1.80090 | 1.80090 | 1.81515 | 5.78 | 982.93 |
| 49 | 2024.12.23 18:00 | s/l | 14 | 0.10 | 1.80090 | 1.80090 | 1.81515 | -34.80 | 948.13 |
| 50 | 2025.01.02 15:00 | buy | 15 | 0.10 | 1.78939 | 0.00000 | 0.00000 | ||
| 51 | 2025.01.02 15:00 | modify | 15 | 0.10 | 1.78939 | 1.78139 | 1.80439 | ||
| 52 | 2025.01.02 18:00 | s/l | 15 | 0.10 | 1.78139 | 1.78139 | 1.80439 | -57.98 | 890.15 |
| 53 | 2025.01.02 19:00 | buy | 16 | 0.10 | 1.78244 | 0.00000 | 0.00000 | ||
| 54 | 2025.01.02 19:00 | modify | 16 | 0.10 | 1.78244 | 1.77444 | 1.79744 | ||
| 55 | 2025.01.03 14:00 | buy | 17 | 0.10 | 1.78786 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.03 14:00 | modify | 17 | 0.10 | 1.78786 | 1.78319 | 1.79744 | ||
| 57 | 2025.01.03 14:00 | modify | 16 | 0.10 | 1.78244 | 1.78319 | 1.79744 | ||
| 58 | 2025.01.06 17:00 | t/p | 16 | 0.10 | 1.79744 | 1.78319 | 1.79744 | 109.07 | 999.21 |
| 59 | 2025.01.06 17:00 | t/p | 17 | 0.10 | 1.79744 | 1.78319 | 1.79744 | 69.61 | 1068.83 |
| 60 | 2025.01.24 18:00 | sell | 18 | 0.10 | 1.79017 | 0.00000 | 0.00000 | ||
| 61 | 2025.01.24 18:00 | modify | 18 | 0.10 | 1.79017 | 1.79817 | 1.77517 | ||
| 62 | 2025.01.27 15:00 | s/l | 18 | 0.10 | 1.79817 | 1.79817 | 1.77517 | -58.86 | 1009.97 |
| 63 | 2025.02.06 14:00 | buy | 19 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.06 14:00 | modify | 19 | 0.10 | 1.77611 | 1.76811 | 1.79111 | ||
| 65 | 2025.02.11 09:00 | s/l | 19 | 0.10 | 1.76811 | 1.76811 | 1.79111 | -57.46 | 952.51 |
| 66 | 2025.02.26 15:00 | sell | 20 | 0.10 | 1.81557 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.26 15:00 | modify | 20 | 0.10 | 1.81557 | 1.82357 | 1.80057 | ||
| 68 | 2025.02.27 14:00 | s/l | 20 | 0.10 | 1.82357 | 1.82357 | 1.80057 | -60.59 | 891.92 |
| 69 | 2025.03.07 18:00 | sell | 21 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 70 | 2025.03.07 18:00 | modify | 21 | 0.10 | 1.85735 | 1.86535 | 1.84235 | ||
| 71 | 2025.03.10 13:00 | s/l | 21 | 0.10 | 1.86535 | 1.86535 | 1.84235 | -58.85 | 833.06 |
| 72 | 2025.03.26 10:00 | buy | 22 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 73 | 2025.03.26 10:00 | modify | 22 | 0.10 | 1.84030 | 1.83230 | 1.85530 | ||
| 74 | 2025.03.27 13:00 | buy | 23 | 0.10 | 1.85089 | 0.00000 | 0.00000 | ||
| 75 | 2025.03.27 13:00 | modify | 23 | 0.10 | 1.85089 | 1.84705 | 1.85530 | ||
| 76 | 2025.03.27 13:00 | modify | 22 | 0.10 | 1.84030 | 1.84705 | 1.85530 | ||
| 77 | 2025.03.27 16:00 | t/p | 22 | 0.10 | 1.85530 | 1.84705 | 1.85530 | 109.25 | 942.32 |
| 78 | 2025.03.27 16:00 | t/p | 23 | 0.10 | 1.85530 | 1.84705 | 1.85530 | 31.96 | 974.28 |
| 79 | 2025.04.02 20:00 | sell | 24 | 0.10 | 1.85855 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.02 20:00 | modify | 24 | 0.10 | 1.85855 | 1.86655 | 1.84355 | ||
| 81 | 2025.04.03 16:00 | t/p | 24 | 0.10 | 1.84355 | 1.86655 | 1.84355 | 106.11 | 1080.38 |
| 82 | 2025.04.07 17:00 | buy | 25 | 0.10 | 1.81170 | 0.00000 | 0.00000 | ||
| 83 | 2025.04.07 17:00 | modify | 25 | 0.10 | 1.81170 | 1.80370 | 1.82670 | ||
| 84 | 2025.04.08 18:00 | buy | 26 | 0.10 | 1.81712 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.08 18:00 | modify | 26 | 0.10 | 1.81712 | 1.81245 | 1.82670 | ||
| 86 | 2025.04.08 18:00 | modify | 25 | 0.10 | 1.81170 | 1.81245 | 1.82670 | ||
| 87 | 2025.04.08 22:00 | buy | 27 | 0.10 | 1.82006 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.08 22:00 | modify | 27 | 0.10 | 1.82006 | 1.81545 | 1.82670 | ||
| 89 | 2025.04.08 22:00 | modify | 26 | 0.10 | 1.81712 | 1.81545 | 1.82670 | ||
| 90 | 2025.04.08 22:00 | modify | 25 | 0.10 | 1.81170 | 1.81545 | 1.82670 | ||
| 91 | 2025.04.09 05:00 | t/p | 25 | 0.10 | 1.82670 | 1.81545 | 1.82670 | 109.07 | 1189.45 |
| 92 | 2025.04.09 05:00 | t/p | 26 | 0.10 | 1.82670 | 1.81545 | 1.82670 | 69.61 | 1259.06 |
| 93 | 2025.04.09 05:00 | t/p | 27 | 0.10 | 1.82670 | 1.81545 | 1.82670 | 48.30 | 1307.37 |
| 94 | 2025.04.15 19:00 | sell | 28 | 0.10 | 1.84579 | 0.00000 | 0.00000 | ||
| 95 | 2025.04.15 19:00 | modify | 28 | 0.10 | 1.84579 | 1.85379 | 1.83079 | ||
| 96 | 2025.04.20 21:00 | sell | 29 | 0.10 | 1.83754 | 0.00000 | 0.00000 | ||
| 97 | 2025.04.20 21:00 | modify | 29 | 0.10 | 1.83754 | 1.84204 | 1.83079 | ||
| 98 | 2025.04.20 21:00 | modify | 28 | 0.10 | 1.84579 | 1.84204 | 1.83079 | ||
| 99 | 2025.04.21 01:00 | s/l | 28 | 0.10 | 1.84204 | 1.84204 | 1.83079 | 21.95 | 1329.32 |
| 100 | 2025.04.21 01:00 | s/l | 29 | 0.10 | 1.84204 | 1.84204 | 1.83079 | -33.49 | 1295.83 |
| 101 | 2025.04.21 09:00 | sell | 30 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.21 09:00 | modify | 30 | 0.10 | 1.84999 | 1.85799 | 1.83499 | ||
| 103 | 2025.04.22 23:00 | t/p | 30 | 0.10 | 1.83499 | 1.85799 | 1.83499 | 107.85 | 1403.68 |
| 104 | 2025.05.09 17:00 | sell | 31 | 0.10 | 1.85408 | 0.00000 | 0.00000 | ||
| 105 | 2025.05.09 17:00 | modify | 31 | 0.10 | 1.85408 | 1.86208 | 1.83908 | ||
| 106 | 2025.05.12 11:00 | t/p | 31 | 0.10 | 1.83908 | 1.86208 | 1.83908 | 107.85 | 1511.53 |
| 107 | 2025.05.19 09:00 | sell | 32 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 108 | 2025.05.19 09:00 | modify | 32 | 0.10 | 1.86492 | 1.87292 | 1.84992 | ||
| 109 | 2025.05.23 00:00 | sell | 33 | 0.10 | 1.85957 | 0.00000 | 0.00000 | ||
| 110 | 2025.05.23 00:00 | modify | 33 | 0.10 | 1.85957 | 1.86417 | 1.84992 | ||
| 111 | 2025.05.23 00:00 | modify | 32 | 0.10 | 1.86492 | 1.86417 | 1.84992 | ||
| 112 | 2025.05.23 09:00 | s/l | 32 | 0.10 | 1.86417 | 1.86417 | 1.84992 | 0.21 | 1511.74 |
| 113 | 2025.05.23 09:00 | s/l | 33 | 0.10 | 1.86417 | 1.86417 | 1.84992 | -33.34 | 1478.40 |
| 114 | 2025.05.30 17:00 | buy | 34 | 0.10 | 1.85196 | 0.00000 | 0.00000 | ||
| 115 | 2025.05.30 17:00 | modify | 34 | 0.10 | 1.85196 | 1.84396 | 1.86696 | ||
| 116 | 2025.06.10 00:00 | buy | 35 | 0.10 | 1.85736 | 0.00000 | 0.00000 | ||
| 117 | 2025.06.10 00:00 | modify | 35 | 0.10 | 1.85736 | 1.85271 | 1.86696 | ||
| 118 | 2025.06.10 00:00 | modify | 34 | 0.10 | 1.85196 | 1.85271 | 1.86696 | ||
| 119 | 2025.06.10 07:00 | s/l | 34 | 0.10 | 1.85271 | 1.85271 | 1.86696 | 7.00 | 1485.41 |
| 120 | 2025.06.10 07:00 | s/l | 35 | 0.10 | 1.85271 | 1.85271 | 1.86696 | -33.70 | 1451.71 |
| 121 | 2025.06.24 12:00 | sell | 36 | 0.10 | 1.86674 | 0.00000 | 0.00000 | ||
| 122 | 2025.06.24 12:00 | modify | 36 | 0.10 | 1.86674 | 1.87474 | 1.85174 | ||
| 123 | 2025.06.25 18:00 | s/l | 36 | 0.10 | 1.87474 | 1.87474 | 1.85174 | -58.85 | 1392.86 |
| 124 | 2025.07.02 16:00 | buy | 37 | 0.10 | 1.85536 | 0.00000 | 0.00000 | ||
| 125 | 2025.07.02 16:00 | modify | 37 | 0.10 | 1.85536 | 1.84736 | 1.87036 | ||
| 126 | 2025.07.07 15:00 | buy | 38 | 0.10 | 1.86070 | 0.00000 | 0.00000 | ||
| 127 | 2025.07.07 15:00 | modify | 38 | 0.10 | 1.86070 | 1.85611 | 1.87036 | ||
| 128 | 2025.07.07 15:00 | modify | 37 | 0.10 | 1.85536 | 1.85611 | 1.87036 | ||
| 129 | 2025.07.08 10:00 | s/l | 37 | 0.10 | 1.85611 | 1.85611 | 1.87036 | 6.47 | 1399.33 |
| 130 | 2025.07.08 10:00 | s/l | 38 | 0.10 | 1.85611 | 1.85611 | 1.87036 | -33.10 | 1366.23 |
| 131 | 2025.08.13 11:00 | sell | 39 | 0.10 | 1.86649 | 0.00000 | 0.00000 | ||
| 132 | 2025.08.13 11:00 | modify | 39 | 0.10 | 1.86649 | 1.87449 | 1.85149 | ||
| 133 | 2025.08.27 18:00 | sell | 40 | 0.10 | 1.86099 | 0.00000 | 0.00000 | ||
| 134 | 2025.08.27 18:00 | modify | 40 | 0.10 | 1.86099 | 1.86574 | 1.85149 | ||
| 135 | 2025.08.27 18:00 | modify | 39 | 0.10 | 1.86649 | 1.86574 | 1.85149 | ||
| 136 | 2025.08.27 21:00 | sell | 41 | 0.10 | 1.85819 | 0.00000 | 0.00000 | ||
| 137 | 2025.08.27 21:00 | modify | 41 | 0.10 | 1.85819 | 1.86274 | 1.85149 | ||
| 138 | 2025.08.27 21:00 | modify | 40 | 0.10 | 1.86099 | 1.86274 | 1.85149 | ||
| 139 | 2025.08.27 21:00 | modify | 39 | 0.10 | 1.86649 | 1.86274 | 1.85149 | ||
| 140 | 2025.08.29 11:00 | t/p | 39 | 0.10 | 1.85149 | 1.86274 | 1.85149 | 93.04 | 1459.27 |
| 141 | 2025.08.29 11:00 | t/p | 40 | 0.10 | 1.85149 | 1.86274 | 1.85149 | 65.37 | 1524.64 |
| 142 | 2025.08.29 11:00 | t/p | 41 | 0.10 | 1.85149 | 1.86274 | 1.85149 | 45.08 | 1569.72 |