Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.03.02 22:00 - 2026.02.27 21:59 (2025.03.01 - 2026.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=1; 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 | 7199 | Ticks modelled | 13396 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 721.97 | Gross profit | 915.52 | Gross loss | -193.55 |
| Profit factor | 4.73 | Expected payoff | 32.82 | ||
| Absolute drawdown | 32.00 | Maximal drawdown | 128.28 (6.97%) | Relative drawdown | 8.69% (114.50) |
| Total trades | 22 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 111.69 | loss trade | -94.53 | |
| Average | profit trade | 61.03 | loss trade | -27.65 | |
| Maximum | consecutive wins (profit in money) | 7 (547.46) | consecutive losses (loss in money) | 2 (-23.53) | |
| Maximal | consecutive profit (count of wins) | 547.46 (7) | consecutive loss (count of losses) | -94.53 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.26 08:00 | buy | 1 | 0.10 | 1.84013 | 0.00000 | 0.00000 | ||
| 2 | 2025.03.26 08:00 | modify | 1 | 0.10 | 1.84013 | 1.82713 | 1.85513 | ||
| 3 | 2025.03.27 16:00 | t/p | 1 | 0.10 | 1.85513 | 1.82713 | 1.85513 | 111.25 | 1111.25 |
| 4 | 2025.04.04 09:00 | buy | 2 | 0.10 | 1.83501 | 0.00000 | 0.00000 | ||
| 5 | 2025.04.04 09:00 | modify | 2 | 0.10 | 1.83501 | 1.82201 | 1.85001 | ||
| 6 | 2025.04.04 11:00 | buy | 3 | 0.10 | 1.84206 | 0.00000 | 0.00000 | ||
| 7 | 2025.04.04 11:00 | modify | 3 | 0.10 | 1.84206 | 1.83876 | 1.85001 | ||
| 8 | 2025.04.04 11:00 | modify | 2 | 0.10 | 1.83501 | 1.83876 | 1.85001 | ||
| 9 | 2025.04.04 13:00 | t/p | 2 | 0.10 | 1.85001 | 1.83876 | 1.85001 | 110.59 | 1221.84 |
| 10 | 2025.04.04 13:00 | t/p | 3 | 0.10 | 1.85001 | 1.83876 | 1.85001 | 58.61 | 1280.45 |
| 11 | 2025.04.09 08:00 | buy | 4 | 0.10 | 1.81799 | 0.00000 | 0.00000 | ||
| 12 | 2025.04.09 08:00 | modify | 4 | 0.10 | 1.81799 | 1.80499 | 1.83299 | ||
| 13 | 2025.04.09 09:00 | buy | 5 | 0.10 | 1.82187 | 0.00000 | 0.00000 | ||
| 14 | 2025.04.09 09:00 | modify | 5 | 0.10 | 1.82187 | 1.81949 | 1.83299 | ||
| 15 | 2025.04.09 09:00 | modify | 4 | 0.10 | 1.81799 | 1.81949 | 1.83299 | ||
| 16 | 2025.04.09 11:00 | s/l | 4 | 0.10 | 1.81949 | 1.81949 | 1.83299 | 11.06 | 1291.51 |
| 17 | 2025.04.09 11:00 | s/l | 5 | 0.10 | 1.81949 | 1.81949 | 1.83299 | -17.54 | 1273.97 |
| 18 | 2025.05.12 08:00 | buy | 6 | 0.10 | 1.83993 | 0.00000 | 0.00000 | ||
| 19 | 2025.05.12 08:00 | modify | 6 | 0.10 | 1.83993 | 1.82693 | 1.85493 | ||
| 20 | 2025.05.12 10:00 | buy | 7 | 0.10 | 1.84388 | 0.00000 | 0.00000 | ||
| 21 | 2025.05.12 10:00 | modify | 7 | 0.10 | 1.84388 | 1.84143 | 1.85493 | ||
| 22 | 2025.05.12 10:00 | modify | 6 | 0.10 | 1.83993 | 1.84143 | 1.85493 | ||
| 23 | 2025.05.12 11:00 | s/l | 6 | 0.10 | 1.84143 | 1.84143 | 1.85493 | 11.06 | 1285.03 |
| 24 | 2025.05.12 11:00 | s/l | 7 | 0.10 | 1.84143 | 1.84143 | 1.85493 | -18.07 | 1266.96 |
| 25 | 2025.05.19 08:00 | sell | 8 | 0.10 | 1.86509 | 0.00000 | 0.00000 | ||
| 26 | 2025.05.19 08:00 | modify | 8 | 0.10 | 1.86509 | 1.87809 | 1.85009 | ||
| 27 | 2025.05.21 11:00 | sell | 9 | 0.10 | 1.86134 | 0.00000 | 0.00000 | ||
| 28 | 2025.05.21 11:00 | modify | 9 | 0.10 | 1.86134 | 1.86359 | 1.85009 | ||
| 29 | 2025.05.21 11:00 | modify | 8 | 0.10 | 1.86509 | 1.86359 | 1.85009 | ||
| 30 | 2025.05.21 12:00 | s/l | 8 | 0.10 | 1.86359 | 1.86359 | 1.85009 | 8.66 | 1275.62 |
| 31 | 2025.05.21 12:00 | s/l | 9 | 0.10 | 1.86359 | 1.86359 | 1.85009 | -16.58 | 1259.04 |
| 32 | 2025.06.10 07:00 | buy | 10 | 0.10 | 1.84972 | 0.00000 | 0.00000 | ||
| 33 | 2025.06.10 07:00 | modify | 10 | 0.10 | 1.84972 | 1.83672 | 1.86472 | ||
| 34 | 2025.06.11 23:00 | buy | 11 | 0.10 | 1.85373 | 0.00000 | 0.00000 | ||
| 35 | 2025.06.11 23:00 | modify | 11 | 0.10 | 1.85373 | 1.85122 | 1.86472 | ||
| 36 | 2025.06.11 23:00 | modify | 10 | 0.10 | 1.84972 | 1.85122 | 1.86472 | ||
| 37 | 2025.06.12 02:00 | buy | 12 | 0.10 | 1.85649 | 0.00000 | 0.00000 | ||
| 38 | 2025.06.12 02:00 | modify | 12 | 0.10 | 1.85649 | 1.85347 | 1.86472 | ||
| 39 | 2025.06.12 02:00 | modify | 11 | 0.10 | 1.85373 | 1.85347 | 1.86472 | ||
| 40 | 2025.06.12 02:00 | modify | 10 | 0.10 | 1.84972 | 1.85347 | 1.86472 | ||
| 41 | 2025.06.12 07:00 | s/l | 10 | 0.10 | 1.85347 | 1.85347 | 1.86472 | 28.53 | 1287.56 |
| 42 | 2025.06.12 07:00 | s/l | 11 | 0.10 | 1.85347 | 1.85347 | 1.86472 | -1.26 | 1286.30 |
| 43 | 2025.06.12 07:00 | s/l | 12 | 0.10 | 1.85347 | 1.85347 | 1.86472 | -22.27 | 1264.03 |
| 44 | 2025.09.02 08:00 | buy | 13 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 45 | 2025.09.02 08:00 | modify | 13 | 0.10 | 1.84689 | 1.83389 | 1.86189 | ||
| 46 | 2025.09.03 09:00 | buy | 14 | 0.10 | 1.85067 | 0.00000 | 0.00000 | ||
| 47 | 2025.09.03 09:00 | modify | 14 | 0.10 | 1.85067 | 1.84839 | 1.86189 | ||
| 48 | 2025.09.03 09:00 | modify | 13 | 0.10 | 1.84689 | 1.84839 | 1.86189 | ||
| 49 | 2025.09.03 22:00 | buy | 15 | 0.10 | 1.85371 | 0.00000 | 0.00000 | ||
| 50 | 2025.09.03 22:00 | modify | 15 | 0.10 | 1.85371 | 1.85064 | 1.86189 | ||
| 51 | 2025.09.03 22:00 | modify | 14 | 0.10 | 1.85067 | 1.85064 | 1.86189 | ||
| 52 | 2025.09.03 22:00 | modify | 13 | 0.10 | 1.84689 | 1.85064 | 1.86189 | ||
| 53 | 2025.09.04 18:00 | buy | 16 | 0.10 | 1.85668 | 0.00000 | 0.00000 | ||
| 54 | 2025.09.04 18:00 | modify | 16 | 0.10 | 1.85668 | 1.85214 | 1.86189 | ||
| 55 | 2025.09.04 18:00 | modify | 15 | 0.10 | 1.85371 | 1.85214 | 1.86189 | ||
| 56 | 2025.09.04 18:00 | modify | 14 | 0.10 | 1.85067 | 1.85214 | 1.86189 | ||
| 57 | 2025.09.04 18:00 | modify | 13 | 0.10 | 1.84689 | 1.85214 | 1.86189 | ||
| 58 | 2025.09.05 13:00 | t/p | 13 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 111.69 | 1375.71 |
| 59 | 2025.09.05 13:00 | t/p | 14 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 83.60 | 1459.31 |
| 60 | 2025.09.05 13:00 | t/p | 15 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 61.19 | 1520.50 |
| 61 | 2025.09.05 13:00 | t/p | 16 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 38.63 | 1559.12 |
| 62 | 2025.10.14 07:00 | buy | 17 | 0.10 | 1.86685 | 0.00000 | 0.00000 | ||
| 63 | 2025.10.14 07:00 | modify | 17 | 0.10 | 1.86685 | 1.85385 | 1.88185 | ||
| 64 | 2025.10.14 18:00 | buy | 18 | 0.10 | 1.87085 | 0.00000 | 0.00000 | ||
| 65 | 2025.10.14 18:00 | modify | 18 | 0.10 | 1.87085 | 1.86835 | 1.88185 | ||
| 66 | 2025.10.14 18:00 | modify | 17 | 0.10 | 1.86685 | 1.86835 | 1.88185 | ||
| 67 | 2025.10.15 03:00 | buy | 19 | 0.10 | 1.87368 | 0.00000 | 0.00000 | ||
| 68 | 2025.10.15 03:00 | modify | 19 | 0.10 | 1.87368 | 1.87060 | 1.88185 | ||
| 69 | 2025.10.15 03:00 | modify | 18 | 0.10 | 1.87085 | 1.87060 | 1.88185 | ||
| 70 | 2025.10.15 03:00 | modify | 17 | 0.10 | 1.86685 | 1.87060 | 1.88185 | ||
| 71 | 2025.10.15 21:00 | t/p | 17 | 0.10 | 1.88185 | 1.87060 | 1.88185 | 110.81 | 1669.93 |
| 72 | 2025.10.15 21:00 | t/p | 18 | 0.10 | 1.88185 | 1.87060 | 1.88185 | 81.32 | 1751.25 |
| 73 | 2025.10.15 21:00 | t/p | 19 | 0.10 | 1.88185 | 1.87060 | 1.88185 | 60.24 | 1811.49 |
| 74 | 2025.10.22 07:00 | buy | 20 | 0.10 | 1.86711 | 0.00000 | 0.00000 | ||
| 75 | 2025.10.22 07:00 | modify | 20 | 0.10 | 1.86711 | 1.85411 | 1.88211 | ||
| 76 | 2025.10.28 14:00 | s/l | 20 | 0.10 | 1.85411 | 1.85411 | 1.88211 | -94.53 | 1716.97 |
| 77 | 2025.12.17 08:00 | buy | 21 | 0.10 | 1.83630 | 0.00000 | 0.00000 | ||
| 78 | 2025.12.17 08:00 | modify | 21 | 0.10 | 1.83630 | 1.82330 | 1.85130 | ||
| 79 | 2025.12.18 03:00 | buy | 22 | 0.10 | 1.84321 | 0.00000 | 0.00000 | ||
| 80 | 2025.12.18 03:00 | modify | 22 | 0.10 | 1.84321 | 1.84005 | 1.85130 | ||
| 81 | 2025.12.18 03:00 | modify | 21 | 0.10 | 1.83630 | 1.84005 | 1.85130 | ||
| 82 | 2025.12.18 09:00 | s/l | 21 | 0.10 | 1.84005 | 1.84005 | 1.85130 | 28.31 | 1745.27 |
| 83 | 2025.12.18 09:00 | s/l | 22 | 0.10 | 1.84005 | 1.84005 | 1.85130 | -23.30 | 1721.97 |