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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 7223 | Ticks modelled | 13444 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 532.74 | Gross profit | 699.07 | Gross loss | -166.32 |
| Profit factor | 4.20 | Expected payoff | 35.52 | ||
| Absolute drawdown | 52.40 | Maximal drawdown | 206.07 (12.45%) | Relative drawdown | 12.45% (206.07) |
| Total trades | 15 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
| Largest | profit trade | 108.89 | loss trade | -106.52 | |
| Average | profit trade | 58.26 | loss trade | -55.44 | |
| Maximum | consecutive wins (profit in money) | 9 (648.60) | consecutive losses (loss in money) | 1 (-106.52) | |
| Maximal | consecutive profit (count of wins) | 648.60 (9) | consecutive loss (count of losses) | -106.52 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.09 07:00 | buy | 1 | 0.10 | 1.76791 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.09 07:00 | modify | 1 | 0.10 | 1.76791 | 1.75291 | 1.78291 | ||
| 3 | 2025.01.09 23:00 | buy | 2 | 0.10 | 1.77242 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.09 23:00 | modify | 2 | 0.10 | 1.77242 | 1.76866 | 1.78291 | ||
| 5 | 2025.01.09 23:00 | modify | 1 | 0.10 | 1.76791 | 1.76866 | 1.78291 | ||
| 6 | 2025.01.10 14:00 | s/l | 1 | 0.10 | 1.76866 | 1.76866 | 1.78291 | 5.61 | 1005.61 |
| 7 | 2025.01.10 14:00 | s/l | 2 | 0.10 | 1.76866 | 1.76866 | 1.78291 | -26.80 | 978.80 |
| 8 | 2025.03.26 08:00 | buy | 3 | 0.10 | 1.84013 | 0.00000 | 0.00000 | ||
| 9 | 2025.03.26 08:00 | modify | 3 | 0.10 | 1.84013 | 1.82513 | 1.85513 | ||
| 10 | 2025.03.27 11:00 | buy | 4 | 0.10 | 1.84852 | 0.00000 | 0.00000 | ||
| 11 | 2025.03.27 11:00 | modify | 4 | 0.10 | 1.84852 | 1.84388 | 1.85513 | ||
| 12 | 2025.03.27 11:00 | modify | 3 | 0.10 | 1.84013 | 1.84388 | 1.85513 | ||
| 13 | 2025.03.27 16:00 | t/p | 3 | 0.10 | 1.85513 | 1.84388 | 1.85513 | 108.46 | 1087.26 |
| 14 | 2025.03.27 16:00 | t/p | 4 | 0.10 | 1.85513 | 1.84388 | 1.85513 | 47.51 | 1134.77 |
| 15 | 2025.04.21 08:00 | sell | 5 | 0.10 | 1.85032 | 0.00000 | 0.00000 | ||
| 16 | 2025.04.21 08:00 | modify | 5 | 0.10 | 1.85032 | 1.86532 | 1.83532 | ||
| 17 | 2025.04.22 23:00 | t/p | 5 | 0.10 | 1.83532 | 1.86532 | 1.83532 | 106.60 | 1241.37 |
| 18 | 2025.08.13 09:00 | sell | 6 | 0.10 | 1.86579 | 0.00000 | 0.00000 | ||
| 19 | 2025.08.13 09:00 | modify | 6 | 0.10 | 1.86579 | 1.88079 | 1.85079 | ||
| 20 | 2025.08.27 18:00 | sell | 7 | 0.10 | 1.86099 | 0.00000 | 0.00000 | ||
| 21 | 2025.08.27 18:00 | modify | 7 | 0.10 | 1.86099 | 1.86504 | 1.85079 | ||
| 22 | 2025.08.27 18:00 | modify | 6 | 0.10 | 1.86579 | 1.86504 | 1.85079 | ||
| 23 | 2025.08.28 19:00 | sell | 8 | 0.10 | 1.85747 | 0.00000 | 0.00000 | ||
| 24 | 2025.08.28 19:00 | modify | 8 | 0.10 | 1.85747 | 1.86204 | 1.85079 | ||
| 25 | 2025.08.28 19:00 | modify | 7 | 0.10 | 1.86099 | 1.86204 | 1.85079 | ||
| 26 | 2025.08.28 19:00 | modify | 6 | 0.10 | 1.86579 | 1.86204 | 1.85079 | ||
| 27 | 2025.08.29 02:00 | sell | 9 | 0.10 | 1.85603 | 0.00000 | 0.00000 | ||
| 28 | 2025.08.29 02:00 | modify | 9 | 0.10 | 1.85603 | 1.86054 | 1.85079 | ||
| 29 | 2025.08.29 02:00 | modify | 8 | 0.10 | 1.85747 | 1.86054 | 1.85079 | ||
| 30 | 2025.08.29 02:00 | modify | 7 | 0.10 | 1.86099 | 1.86054 | 1.85079 | ||
| 31 | 2025.08.29 02:00 | modify | 6 | 0.10 | 1.86579 | 1.86054 | 1.85079 | ||
| 32 | 2025.08.29 11:00 | t/p | 6 | 0.10 | 1.85079 | 1.86054 | 1.85079 | 86.46 | 1327.83 |
| 33 | 2025.08.29 11:00 | t/p | 7 | 0.10 | 1.85079 | 1.86054 | 1.85079 | 68.55 | 1396.38 |
| 34 | 2025.08.29 11:00 | t/p | 8 | 0.10 | 1.85079 | 1.86054 | 1.85079 | 46.82 | 1443.19 |
| 35 | 2025.08.29 11:00 | t/p | 9 | 0.10 | 1.85079 | 1.86054 | 1.85079 | 37.65 | 1480.84 |
| 36 | 2025.09.02 08:00 | buy | 10 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 37 | 2025.09.02 08:00 | modify | 10 | 0.10 | 1.84689 | 1.83189 | 1.86189 | ||
| 38 | 2025.09.04 18:00 | buy | 11 | 0.10 | 1.85668 | 0.00000 | 0.00000 | ||
| 39 | 2025.09.04 18:00 | modify | 11 | 0.10 | 1.85668 | 1.85214 | 1.86189 | ||
| 40 | 2025.09.04 18:00 | modify | 10 | 0.10 | 1.84689 | 1.85214 | 1.86189 | ||
| 41 | 2025.09.05 13:00 | t/p | 10 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 108.89 | 1589.73 |
| 42 | 2025.09.05 13:00 | t/p | 11 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 37.67 | 1627.40 |
| 43 | 2025.10.22 07:00 | buy | 12 | 0.10 | 1.86711 | 0.00000 | 0.00000 | ||
| 44 | 2025.10.22 07:00 | modify | 12 | 0.10 | 1.86711 | 1.85211 | 1.88211 | ||
| 45 | 2025.10.28 15:00 | s/l | 12 | 0.10 | 1.85211 | 1.85211 | 1.88211 | -106.52 | 1520.88 |
| 46 | 2025.10.29 07:00 | buy | 13 | 0.10 | 1.84337 | 0.00000 | 0.00000 | ||
| 47 | 2025.10.29 07:00 | modify | 13 | 0.10 | 1.84337 | 1.82837 | 1.85837 | ||
| 48 | 2025.11.06 14:00 | buy | 14 | 0.10 | 1.84799 | 0.00000 | 0.00000 | ||
| 49 | 2025.11.06 14:00 | modify | 14 | 0.10 | 1.84799 | 1.84412 | 1.85837 | ||
| 50 | 2025.11.06 14:00 | modify | 13 | 0.10 | 1.84337 | 1.84412 | 1.85837 | ||
| 51 | 2025.11.06 23:00 | buy | 15 | 0.10 | 1.85324 | 0.00000 | 0.00000 | ||
| 52 | 2025.11.06 23:00 | modify | 15 | 0.10 | 1.85324 | 1.84862 | 1.85837 | ||
| 53 | 2025.11.06 23:00 | modify | 14 | 0.10 | 1.84799 | 1.84862 | 1.85837 | ||
| 54 | 2025.11.06 23:00 | modify | 13 | 0.10 | 1.84337 | 1.84862 | 1.85837 | ||
| 55 | 2025.11.07 11:00 | s/l | 13 | 0.10 | 1.84862 | 1.84862 | 1.85837 | 40.12 | 1560.99 |
| 56 | 2025.11.07 11:00 | s/l | 14 | 0.10 | 1.84862 | 1.84862 | 1.85837 | 4.75 | 1565.74 |
| 57 | 2025.11.07 11:00 | s/l | 15 | 0.10 | 1.84862 | 1.84862 | 1.85837 | -32.99 | 1532.74 |