Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.01.01 22:00 - 2025.12.31 21:59 (2025.01.01 - 2026.01.01) | ||||
| 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=7; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7223 | Ticks modelled | 13444 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 759.53 | Gross profit | 1211.99 | Gross loss | -452.45 |
| Profit factor | 2.68 | Expected payoff | 29.21 | ||
| Absolute drawdown | 18.48 | Maximal drawdown | 239.80 (16.60%) | Relative drawdown | 18.06% (217.91) |
| Total trades | 26 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
| Largest | profit trade | 94.52 | loss trade | -112.52 | |
| Average | profit trade | 63.79 | loss trade | -64.64 | |
| Maximum | consecutive wins (profit in money) | 8 (508.30) | consecutive losses (loss in money) | 2 (-146.00) | |
| Maximal | consecutive profit (count of wins) | 508.30 (8) | consecutive loss (count of losses) | -146.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 19:00 | buy | 1 | 0.10 | 1.78244 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.02 19:00 | modify | 1 | 0.10 | 1.78244 | 1.76744 | 1.79544 | ||
| 3 | 2025.01.03 14:00 | buy | 2 | 0.10 | 1.78786 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.03 14:00 | modify | 2 | 0.10 | 1.78786 | 1.78439 | 1.79544 | ||
| 5 | 2025.01.03 14:00 | modify | 1 | 0.10 | 1.78244 | 1.78439 | 1.79544 | ||
| 6 | 2025.01.03 18:00 | t/p | 1 | 0.10 | 1.79544 | 1.78439 | 1.79544 | 93.66 | 1093.66 |
| 7 | 2025.01.03 18:00 | t/p | 2 | 0.10 | 1.79544 | 1.78439 | 1.79544 | 54.49 | 1148.15 |
| 8 | 2025.01.13 06:00 | buy | 3 | 0.10 | 1.75364 | 0.00000 | 0.00000 | ||
| 9 | 2025.01.13 06:00 | modify | 3 | 0.10 | 1.75364 | 1.73864 | 1.76664 | ||
| 10 | 2025.01.16 22:00 | buy | 4 | 0.10 | 1.76154 | 0.00000 | 0.00000 | ||
| 11 | 2025.01.16 22:00 | modify | 4 | 0.10 | 1.76154 | 1.75689 | 1.76664 | ||
| 12 | 2025.01.16 22:00 | modify | 3 | 0.10 | 1.75364 | 1.75689 | 1.76664 | ||
| 13 | 2025.01.17 08:00 | s/l | 3 | 0.10 | 1.75689 | 1.75689 | 1.76664 | 24.66 | 1172.80 |
| 14 | 2025.01.17 08:00 | s/l | 4 | 0.10 | 1.75689 | 1.75689 | 1.76664 | -33.20 | 1139.60 |
| 15 | 2025.02.06 14:00 | buy | 5 | 0.10 | 1.77611 | 0.00000 | 0.00000 | ||
| 16 | 2025.02.06 14:00 | modify | 5 | 0.10 | 1.77611 | 1.76111 | 1.78911 | ||
| 17 | 2025.02.13 08:00 | buy | 6 | 0.10 | 1.78521 | 0.00000 | 0.00000 | ||
| 18 | 2025.02.13 08:00 | modify | 6 | 0.10 | 1.78521 | 1.78066 | 1.78911 | ||
| 19 | 2025.02.13 08:00 | modify | 5 | 0.10 | 1.77611 | 1.78066 | 1.78911 | ||
| 20 | 2025.02.13 13:00 | s/l | 5 | 0.10 | 1.78066 | 1.78066 | 1.78911 | 34.21 | 1173.81 |
| 21 | 2025.02.13 13:00 | s/l | 6 | 0.10 | 1.78066 | 1.78066 | 1.78911 | -32.71 | 1141.10 |
| 22 | 2025.02.26 17:00 | sell | 7 | 0.10 | 1.82116 | 0.00000 | 0.00000 | ||
| 23 | 2025.02.26 17:00 | modify | 7 | 0.10 | 1.82116 | 1.83616 | 1.80816 | ||
| 24 | 2025.02.26 18:00 | sell | 8 | 0.10 | 1.81589 | 0.00000 | 0.00000 | ||
| 25 | 2025.02.26 18:00 | modify | 8 | 0.10 | 1.81589 | 1.81921 | 1.80816 | ||
| 26 | 2025.02.26 18:00 | modify | 7 | 0.10 | 1.82116 | 1.81921 | 1.80816 | ||
| 27 | 2025.02.26 22:00 | s/l | 7 | 0.10 | 1.81921 | 1.81921 | 1.80816 | 14.01 | 1155.11 |
| 28 | 2025.02.26 22:00 | s/l | 8 | 0.10 | 1.81921 | 1.81921 | 1.80816 | -23.86 | 1131.25 |
| 29 | 2025.03.07 18:00 | sell | 9 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 30 | 2025.03.07 18:00 | modify | 9 | 0.10 | 1.85735 | 1.87235 | 1.84435 | ||
| 31 | 2025.03.11 15:00 | s/l | 9 | 0.10 | 1.87235 | 1.87235 | 1.84435 | -110.16 | 1021.09 |
| 32 | 2025.03.26 10:00 | buy | 10 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 33 | 2025.03.26 10:00 | modify | 10 | 0.10 | 1.84030 | 1.82530 | 1.85330 | ||
| 34 | 2025.03.27 14:00 | t/p | 10 | 0.10 | 1.85330 | 1.82530 | 1.85330 | 94.09 | 1115.18 |
| 35 | 2025.04.15 19:00 | sell | 11 | 0.10 | 1.84579 | 0.00000 | 0.00000 | ||
| 36 | 2025.04.15 19:00 | modify | 11 | 0.10 | 1.84579 | 1.86079 | 1.83279 | ||
| 37 | 2025.04.17 01:00 | t/p | 11 | 0.10 | 1.83279 | 1.86079 | 1.83279 | 88.67 | 1203.85 |
| 38 | 2025.04.21 09:00 | sell | 12 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.21 09:00 | modify | 12 | 0.10 | 1.84999 | 1.86499 | 1.83699 | ||
| 40 | 2025.04.22 23:00 | t/p | 12 | 0.10 | 1.83699 | 1.86499 | 1.83699 | 92.23 | 1296.08 |
| 41 | 2025.05.09 17:00 | sell | 13 | 0.10 | 1.85408 | 0.00000 | 0.00000 | ||
| 42 | 2025.05.09 17:00 | modify | 13 | 0.10 | 1.85408 | 1.86908 | 1.84108 | ||
| 43 | 2025.05.12 08:00 | t/p | 13 | 0.10 | 1.84108 | 1.86908 | 1.84108 | 92.23 | 1388.30 |
| 44 | 2025.05.19 09:00 | sell | 14 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 45 | 2025.05.19 09:00 | modify | 14 | 0.10 | 1.86492 | 1.87992 | 1.85192 | ||
| 46 | 2025.05.22 21:00 | sell | 15 | 0.10 | 1.85571 | 0.00000 | 0.00000 | ||
| 47 | 2025.05.22 21:00 | modify | 15 | 0.10 | 1.85571 | 1.86037 | 1.85192 | ||
| 48 | 2025.05.22 21:00 | modify | 14 | 0.10 | 1.86492 | 1.86037 | 1.85192 | ||
| 49 | 2025.05.22 23:00 | s/l | 14 | 0.10 | 1.86037 | 1.86037 | 1.85192 | 26.78 | 1415.08 |
| 50 | 2025.05.22 23:00 | s/l | 15 | 0.10 | 1.86037 | 1.86037 | 1.85192 | -33.48 | 1381.60 |
| 51 | 2025.06.24 12:00 | sell | 16 | 0.10 | 1.86674 | 0.00000 | 0.00000 | ||
| 52 | 2025.06.24 12:00 | modify | 16 | 0.10 | 1.86674 | 1.88174 | 1.85374 | ||
| 53 | 2025.06.26 08:00 | s/l | 16 | 0.10 | 1.88174 | 1.88174 | 1.85374 | -112.52 | 1269.08 |
| 54 | 2025.08.13 11:00 | sell | 17 | 0.10 | 1.86649 | 0.00000 | 0.00000 | ||
| 55 | 2025.08.13 11:00 | modify | 17 | 0.10 | 1.86649 | 1.88149 | 1.85349 | ||
| 56 | 2025.08.27 18:00 | sell | 18 | 0.10 | 1.86099 | 0.00000 | 0.00000 | ||
| 57 | 2025.08.27 18:00 | modify | 18 | 0.10 | 1.86099 | 1.86454 | 1.85349 | ||
| 58 | 2025.08.27 18:00 | modify | 17 | 0.10 | 1.86649 | 1.86454 | 1.85349 | ||
| 59 | 2025.08.29 09:00 | t/p | 17 | 0.10 | 1.85349 | 1.86454 | 1.85349 | 72.09 | 1341.17 |
| 60 | 2025.08.29 09:00 | t/p | 18 | 0.10 | 1.85349 | 1.86454 | 1.85349 | 49.15 | 1390.33 |
| 61 | 2025.09.02 09:00 | buy | 19 | 0.10 | 1.84714 | 0.00000 | 0.00000 | ||
| 62 | 2025.09.02 09:00 | modify | 19 | 0.10 | 1.84714 | 1.83214 | 1.86014 | ||
| 63 | 2025.09.03 19:00 | buy | 20 | 0.10 | 1.85494 | 0.00000 | 0.00000 | ||
| 64 | 2025.09.03 19:00 | modify | 20 | 0.10 | 1.85494 | 1.85039 | 1.86014 | ||
| 65 | 2025.09.03 19:00 | modify | 19 | 0.10 | 1.84714 | 1.85039 | 1.86014 | ||
| 66 | 2025.09.05 13:00 | t/p | 19 | 0.10 | 1.86014 | 1.85039 | 1.86014 | 94.52 | 1484.85 |
| 67 | 2025.09.05 13:00 | t/p | 20 | 0.10 | 1.86014 | 1.85039 | 1.86014 | 38.23 | 1523.08 |
| 68 | 2025.09.05 18:00 | sell | 21 | 0.10 | 1.87051 | 0.00000 | 0.00000 | ||
| 69 | 2025.09.05 18:00 | modify | 21 | 0.10 | 1.87051 | 1.88551 | 1.85751 | ||
| 70 | 2025.09.19 15:00 | t/p | 21 | 0.10 | 1.85751 | 1.88551 | 1.85751 | 76.84 | 1599.92 |
| 71 | 2025.09.25 16:00 | buy | 22 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 72 | 2025.09.25 16:00 | modify | 22 | 0.10 | 1.85884 | 1.84384 | 1.87184 | ||
| 73 | 2025.09.26 09:00 | buy | 23 | 0.10 | 1.86417 | 0.00000 | 0.00000 | ||
| 74 | 2025.09.26 09:00 | modify | 23 | 0.10 | 1.86417 | 1.86079 | 1.87184 | ||
| 75 | 2025.09.26 09:00 | modify | 22 | 0.10 | 1.85884 | 1.86079 | 1.87184 | ||
| 76 | 2025.09.28 22:00 | buy | 24 | 0.10 | 1.86794 | 0.00000 | 0.00000 | ||
| 77 | 2025.09.28 22:00 | modify | 24 | 0.10 | 1.86794 | 1.86339 | 1.87184 | ||
| 78 | 2025.09.28 22:00 | modify | 23 | 0.10 | 1.86417 | 1.86339 | 1.87184 | ||
| 79 | 2025.09.28 22:00 | modify | 22 | 0.10 | 1.85884 | 1.86339 | 1.87184 | ||
| 80 | 2025.09.29 08:00 | t/p | 22 | 0.10 | 1.87184 | 1.86339 | 1.87184 | 93.87 | 1693.79 |
| 81 | 2025.09.29 08:00 | t/p | 23 | 0.10 | 1.87184 | 1.86339 | 1.87184 | 55.35 | 1749.14 |
| 82 | 2025.09.29 08:00 | t/p | 24 | 0.10 | 1.87184 | 1.86339 | 1.87184 | 28.25 | 1777.38 |
| 83 | 2025.10.22 10:00 | buy | 25 | 0.10 | 1.86656 | 0.00000 | 0.00000 | ||
| 84 | 2025.10.22 10:00 | modify | 25 | 0.10 | 1.86656 | 1.85156 | 1.87956 | ||
| 85 | 2025.10.28 16:00 | s/l | 25 | 0.10 | 1.85156 | 1.85156 | 1.87956 | -106.52 | 1670.86 |
| 86 | 2025.12.03 14:00 | sell | 26 | 0.10 | 1.85446 | 0.00000 | 0.00000 | ||
| 87 | 2025.12.03 14:00 | modify | 26 | 0.10 | 1.85446 | 1.86946 | 1.84146 | ||
| 88 | 2025.12.07 23:00 | t/p | 26 | 0.10 | 1.84146 | 1.86946 | 1.84146 | 88.67 | 1759.53 |