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 21:00 (2025.03.01 - 2026.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157631 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1037.93 | Gross profit | 1183.94 | Gross loss | -146.01 |
| Profit factor | 8.11 | Expected payoff | 34.60 | ||
| Absolute drawdown | 41.44 | Maximal drawdown | 203.76 (12.18%) | Relative drawdown | 12.18% (203.76) |
| Total trades | 30 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 27 (77.78%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 111.69 | loss trade | -33.48 | |
| Average | profit trade | 53.82 | loss trade | -18.25 | |
| Maximum | consecutive wins (profit in money) | 9 (597.05) | consecutive losses (loss in money) | 2 (-44.48) | |
| Maximal | consecutive profit (count of wins) | 597.05 (9) | consecutive loss (count of losses) | -44.48 (2) | |
| Average | consecutive wins | 4 | 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 07:22 | buy | 2 | 0.10 | 1.84400 | 0.00000 | 0.00000 | ||
| 4 | 2025.03.27 07:22 | modify | 2 | 0.10 | 1.84400 | 1.84163 | 1.85513 | ||
| 5 | 2025.03.27 07:22 | modify | 1 | 0.10 | 1.84013 | 1.84163 | 1.85513 | ||
| 6 | 2025.03.27 10:20 | buy | 3 | 0.10 | 1.84702 | 0.00000 | 0.00000 | ||
| 7 | 2025.03.27 10:20 | modify | 3 | 0.10 | 1.84702 | 1.84388 | 1.85513 | ||
| 8 | 2025.03.27 10:20 | modify | 2 | 0.10 | 1.84400 | 1.84388 | 1.85513 | ||
| 9 | 2025.03.27 10:20 | modify | 1 | 0.10 | 1.84013 | 1.84388 | 1.85513 | ||
| 10 | 2025.03.27 12:25 | buy | 4 | 0.10 | 1.85002 | 0.00000 | 0.00000 | ||
| 11 | 2025.03.27 12:25 | modify | 4 | 0.10 | 1.85002 | 1.84538 | 1.85513 | ||
| 12 | 2025.03.27 12:25 | modify | 3 | 0.10 | 1.84702 | 1.84538 | 1.85513 | ||
| 13 | 2025.03.27 12:25 | modify | 2 | 0.10 | 1.84400 | 1.84538 | 1.85513 | ||
| 14 | 2025.03.27 12:25 | modify | 1 | 0.10 | 1.84013 | 1.84538 | 1.85513 | ||
| 15 | 2025.03.27 15:33 | t/p | 1 | 0.10 | 1.85513 | 1.84538 | 1.85513 | 111.25 | 1111.25 |
| 16 | 2025.03.27 15:33 | t/p | 2 | 0.10 | 1.85513 | 1.84538 | 1.85513 | 82.06 | 1193.31 |
| 17 | 2025.03.27 15:33 | t/p | 3 | 0.10 | 1.85513 | 1.84538 | 1.85513 | 59.79 | 1253.10 |
| 18 | 2025.03.27 15:33 | t/p | 4 | 0.10 | 1.85513 | 1.84538 | 1.85513 | 37.67 | 1290.77 |
| 19 | 2025.04.04 09:00 | buy | 5 | 0.10 | 1.83501 | 0.00000 | 0.00000 | ||
| 20 | 2025.04.04 09:00 | modify | 5 | 0.10 | 1.83501 | 1.82201 | 1.85001 | ||
| 21 | 2025.04.04 10:52 | buy | 6 | 0.10 | 1.84205 | 0.00000 | 0.00000 | ||
| 22 | 2025.04.04 10:52 | modify | 6 | 0.10 | 1.84205 | 1.83876 | 1.85001 | ||
| 23 | 2025.04.04 10:52 | modify | 5 | 0.10 | 1.83501 | 1.83876 | 1.85001 | ||
| 24 | 2025.04.04 12:15 | t/p | 5 | 0.10 | 1.85001 | 1.83876 | 1.85001 | 110.59 | 1401.36 |
| 25 | 2025.04.04 12:15 | t/p | 6 | 0.10 | 1.85001 | 1.83876 | 1.85001 | 58.69 | 1460.05 |
| 26 | 2025.04.09 08:00 | buy | 7 | 0.10 | 1.81799 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.09 08:00 | modify | 7 | 0.10 | 1.81799 | 1.80499 | 1.83299 | ||
| 28 | 2025.04.09 08:20 | buy | 8 | 0.10 | 1.82190 | 0.00000 | 0.00000 | ||
| 29 | 2025.04.09 08:20 | modify | 8 | 0.10 | 1.82190 | 1.81949 | 1.83299 | ||
| 30 | 2025.04.09 08:20 | modify | 7 | 0.10 | 1.81799 | 1.81949 | 1.83299 | ||
| 31 | 2025.04.09 08:27 | s/l | 7 | 0.10 | 1.81949 | 1.81949 | 1.83299 | 11.06 | 1471.11 |
| 32 | 2025.04.09 08:27 | s/l | 8 | 0.10 | 1.81949 | 1.81949 | 1.83299 | -17.77 | 1453.34 |
| 33 | 2025.05.12 08:00 | buy | 9 | 0.10 | 1.83993 | 0.00000 | 0.00000 | ||
| 34 | 2025.05.12 08:00 | modify | 9 | 0.10 | 1.83993 | 1.82693 | 1.85493 | ||
| 35 | 2025.05.12 09:45 | buy | 10 | 0.10 | 1.84381 | 0.00000 | 0.00000 | ||
| 36 | 2025.05.12 09:45 | modify | 10 | 0.10 | 1.84381 | 1.84143 | 1.85493 | ||
| 37 | 2025.05.12 09:45 | modify | 9 | 0.10 | 1.83993 | 1.84143 | 1.85493 | ||
| 38 | 2025.05.12 10:20 | s/l | 9 | 0.10 | 1.84143 | 1.84143 | 1.85493 | 11.06 | 1464.40 |
| 39 | 2025.05.12 10:20 | s/l | 10 | 0.10 | 1.84143 | 1.84143 | 1.85493 | -17.55 | 1446.85 |
| 40 | 2025.05.19 08:00 | sell | 11 | 0.10 | 1.86509 | 0.00000 | 0.00000 | ||
| 41 | 2025.05.19 08:00 | modify | 11 | 0.10 | 1.86509 | 1.87809 | 1.85009 | ||
| 42 | 2025.05.20 12:25 | sell | 12 | 0.10 | 1.86118 | 0.00000 | 0.00000 | ||
| 43 | 2025.05.20 12:25 | modify | 12 | 0.10 | 1.86118 | 1.86359 | 1.85009 | ||
| 44 | 2025.05.20 12:25 | modify | 11 | 0.10 | 1.86509 | 1.86359 | 1.85009 | ||
| 45 | 2025.05.20 13:32 | sell | 13 | 0.10 | 1.85830 | 0.00000 | 0.00000 | ||
| 46 | 2025.05.20 13:32 | modify | 13 | 0.10 | 1.85830 | 1.86134 | 1.85009 | ||
| 47 | 2025.05.20 13:32 | modify | 12 | 0.10 | 1.86118 | 1.86134 | 1.85009 | ||
| 48 | 2025.05.20 13:32 | modify | 11 | 0.10 | 1.86509 | 1.86134 | 1.85009 | ||
| 49 | 2025.05.20 14:10 | s/l | 11 | 0.10 | 1.86134 | 1.86134 | 1.85009 | 26.45 | 1473.30 |
| 50 | 2025.05.20 14:10 | s/l | 12 | 0.10 | 1.86134 | 1.86134 | 1.85009 | -1.18 | 1472.12 |
| 51 | 2025.05.20 14:10 | s/l | 13 | 0.10 | 1.86134 | 1.86134 | 1.85009 | -22.41 | 1449.71 |
| 52 | 2025.06.10 07:00 | buy | 14 | 0.10 | 1.84972 | 0.00000 | 0.00000 | ||
| 53 | 2025.06.10 07:00 | modify | 14 | 0.10 | 1.84972 | 1.83672 | 1.86472 | ||
| 54 | 2025.06.11 22:45 | buy | 15 | 0.10 | 1.85355 | 0.00000 | 0.00000 | ||
| 55 | 2025.06.11 22:45 | modify | 15 | 0.10 | 1.85355 | 1.85122 | 1.86472 | ||
| 56 | 2025.06.11 22:45 | modify | 14 | 0.10 | 1.84972 | 1.85122 | 1.86472 | ||
| 57 | 2025.06.12 00:50 | buy | 16 | 0.10 | 1.85676 | 0.00000 | 0.00000 | ||
| 58 | 2025.06.12 00:50 | modify | 16 | 0.10 | 1.85676 | 1.85347 | 1.86472 | ||
| 59 | 2025.06.12 00:50 | modify | 15 | 0.10 | 1.85355 | 1.85347 | 1.86472 | ||
| 60 | 2025.06.12 00:50 | modify | 14 | 0.10 | 1.84972 | 1.85347 | 1.86472 | ||
| 61 | 2025.06.12 06:03 | s/l | 14 | 0.10 | 1.85347 | 1.85347 | 1.86472 | 28.52 | 1478.22 |
| 62 | 2025.06.12 06:03 | s/l | 15 | 0.10 | 1.85347 | 1.85347 | 1.86472 | 0.07 | 1478.29 |
| 63 | 2025.06.12 06:03 | s/l | 16 | 0.10 | 1.85347 | 1.85347 | 1.86472 | -24.26 | 1454.03 |
| 64 | 2025.09.02 08:00 | buy | 17 | 0.10 | 1.84689 | 0.00000 | 0.00000 | ||
| 65 | 2025.09.02 08:00 | modify | 17 | 0.10 | 1.84689 | 1.83389 | 1.86189 | ||
| 66 | 2025.09.03 08:59 | buy | 18 | 0.10 | 1.85065 | 0.00000 | 0.00000 | ||
| 67 | 2025.09.03 08:59 | modify | 18 | 0.10 | 1.85065 | 1.84839 | 1.86189 | ||
| 68 | 2025.09.03 08:59 | modify | 17 | 0.10 | 1.84689 | 1.84839 | 1.86189 | ||
| 69 | 2025.09.03 13:37 | buy | 19 | 0.10 | 1.85367 | 0.00000 | 0.00000 | ||
| 70 | 2025.09.03 13:37 | modify | 19 | 0.10 | 1.85367 | 1.85064 | 1.86189 | ||
| 71 | 2025.09.03 13:37 | modify | 18 | 0.10 | 1.85065 | 1.85064 | 1.86189 | ||
| 72 | 2025.09.03 13:37 | modify | 17 | 0.10 | 1.84689 | 1.85064 | 1.86189 | ||
| 73 | 2025.09.04 06:50 | buy | 20 | 0.10 | 1.85671 | 0.00000 | 0.00000 | ||
| 74 | 2025.09.04 06:50 | modify | 20 | 0.10 | 1.85671 | 1.85214 | 1.86189 | ||
| 75 | 2025.09.04 06:50 | modify | 19 | 0.10 | 1.85367 | 1.85214 | 1.86189 | ||
| 76 | 2025.09.04 06:50 | modify | 18 | 0.10 | 1.85065 | 1.85214 | 1.86189 | ||
| 77 | 2025.09.04 06:50 | modify | 17 | 0.10 | 1.84689 | 1.85214 | 1.86189 | ||
| 78 | 2025.09.05 12:45 | t/p | 17 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 111.69 | 1565.72 |
| 79 | 2025.09.05 12:45 | t/p | 18 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 83.76 | 1649.48 |
| 80 | 2025.09.05 12:45 | t/p | 19 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 61.49 | 1710.97 |
| 81 | 2025.09.05 12:45 | t/p | 20 | 0.10 | 1.86189 | 1.85214 | 1.86189 | 38.42 | 1749.39 |
| 82 | 2025.10.14 07:00 | buy | 21 | 0.10 | 1.86685 | 0.00000 | 0.00000 | ||
| 83 | 2025.10.14 07:00 | modify | 21 | 0.10 | 1.86685 | 1.85385 | 1.88185 | ||
| 84 | 2025.10.14 15:53 | buy | 22 | 0.10 | 1.87060 | 0.00000 | 0.00000 | ||
| 85 | 2025.10.14 15:53 | modify | 22 | 0.10 | 1.87060 | 1.86835 | 1.88185 | ||
| 86 | 2025.10.14 15:53 | modify | 21 | 0.10 | 1.86685 | 1.86835 | 1.88185 | ||
| 87 | 2025.10.15 02:20 | buy | 23 | 0.10 | 1.87375 | 0.00000 | 0.00000 | ||
| 88 | 2025.10.15 02:20 | modify | 23 | 0.10 | 1.87375 | 1.87060 | 1.88185 | ||
| 89 | 2025.10.15 02:20 | modify | 22 | 0.10 | 1.87060 | 1.87060 | 1.88185 | ||
| 90 | 2025.10.15 02:20 | modify | 21 | 0.10 | 1.86685 | 1.87060 | 1.88185 | ||
| 91 | 2025.10.15 14:25 | buy | 24 | 0.10 | 1.87684 | 0.00000 | 0.00000 | ||
| 92 | 2025.10.15 14:25 | modify | 24 | 0.10 | 1.87684 | 1.87210 | 1.88185 | ||
| 93 | 2025.10.15 14:25 | modify | 23 | 0.10 | 1.87375 | 1.87210 | 1.88185 | ||
| 94 | 2025.10.15 14:25 | modify | 22 | 0.10 | 1.87060 | 1.87210 | 1.88185 | ||
| 95 | 2025.10.15 14:25 | modify | 21 | 0.10 | 1.86685 | 1.87210 | 1.88185 | ||
| 96 | 2025.10.15 20:10 | t/p | 21 | 0.10 | 1.88185 | 1.87210 | 1.88185 | 110.81 | 1860.19 |
| 97 | 2025.10.15 20:10 | t/p | 22 | 0.10 | 1.88185 | 1.87210 | 1.88185 | 83.17 | 1943.36 |
| 98 | 2025.10.15 20:10 | t/p | 23 | 0.10 | 1.88185 | 1.87210 | 1.88185 | 59.72 | 2003.08 |
| 99 | 2025.10.15 20:10 | t/p | 24 | 0.10 | 1.88185 | 1.87210 | 1.88185 | 36.94 | 2040.02 |
| 100 | 2025.10.22 07:00 | buy | 25 | 0.10 | 1.86711 | 0.00000 | 0.00000 | ||
| 101 | 2025.10.22 07:00 | modify | 25 | 0.10 | 1.86711 | 1.85411 | 1.88211 | ||
| 102 | 2025.10.22 12:15 | buy | 26 | 0.10 | 1.87110 | 0.00000 | 0.00000 | ||
| 103 | 2025.10.22 12:15 | modify | 26 | 0.10 | 1.87110 | 1.86861 | 1.88211 | ||
| 104 | 2025.10.22 12:15 | modify | 25 | 0.10 | 1.86711 | 1.86861 | 1.88211 | ||
| 105 | 2025.10.22 12:45 | s/l | 25 | 0.10 | 1.86861 | 1.86861 | 1.88211 | 11.06 | 2051.08 |
| 106 | 2025.10.22 12:45 | s/l | 26 | 0.10 | 1.86861 | 1.86861 | 1.88211 | -18.36 | 2032.72 |
| 107 | 2025.12.17 08:00 | buy | 27 | 0.10 | 1.83630 | 0.00000 | 0.00000 | ||
| 108 | 2025.12.17 08:00 | modify | 27 | 0.10 | 1.83630 | 1.82330 | 1.85130 | ||
| 109 | 2025.12.17 12:50 | buy | 28 | 0.10 | 1.84024 | 0.00000 | 0.00000 | ||
| 110 | 2025.12.17 12:50 | modify | 28 | 0.10 | 1.84024 | 1.83780 | 1.85130 | ||
| 111 | 2025.12.17 12:50 | modify | 27 | 0.10 | 1.83630 | 1.83780 | 1.85130 | ||
| 112 | 2025.12.17 16:27 | buy | 29 | 0.10 | 1.84618 | 0.00000 | 0.00000 | ||
| 113 | 2025.12.17 16:27 | modify | 29 | 0.10 | 1.84618 | 1.84155 | 1.85130 | ||
| 114 | 2025.12.17 16:27 | modify | 28 | 0.10 | 1.84024 | 1.84155 | 1.85130 | ||
| 115 | 2025.12.17 16:27 | modify | 27 | 0.10 | 1.83630 | 1.84155 | 1.85130 | ||
| 116 | 2025.12.17 22:22 | buy | 30 | 0.10 | 1.84313 | 0.00000 | 0.00000 | ||
| 117 | 2025.12.17 22:22 | modify | 30 | 0.10 | 1.84313 | 1.84005 | 1.85130 | ||
| 118 | 2025.12.17 22:25 | modify | 30 | 0.10 | 1.84313 | 1.84155 | 1.85130 | ||
| 119 | 2025.12.18 05:50 | s/l | 27 | 0.10 | 1.84155 | 1.84155 | 1.85130 | 39.37 | 2072.09 |
| 120 | 2025.12.18 05:50 | s/l | 28 | 0.10 | 1.84155 | 1.84155 | 1.85130 | 10.32 | 2082.41 |
| 121 | 2025.12.18 05:50 | s/l | 29 | 0.10 | 1.84155 | 1.84155 | 1.85130 | -33.48 | 2048.92 |
| 122 | 2025.12.18 05:50 | s/l | 30 | 0.10 | 1.84155 | 1.84155 | 1.85130 | -10.99 | 2037.93 |