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=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1034.30 | Gross profit | 1356.03 | Gross loss | -321.72 |
| Profit factor | 4.21 | Expected payoff | 47.01 | ||
| Absolute drawdown | 131.45 | Maximal drawdown | 248.79 (17.41%) | Relative drawdown | 17.41% (248.79) |
| Total trades | 22 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
| Largest | profit trade | 111.66 | loss trade | -100.62 | |
| Average | profit trade | 75.33 | loss trade | -80.43 | |
| Maximum | consecutive wins (profit in money) | 7 (525.62) | consecutive losses (loss in money) | 2 (-128.99) | |
| Maximal | consecutive profit (count of wins) | 525.62 (7) | consecutive loss (count of losses) | -128.99 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.07 18:00 | sell | 1 | 0.10 | 1.85735 | 0.00000 | 0.00000 | ||
| 2 | 2025.03.07 18:00 | modify | 1 | 0.10 | 1.85735 | 1.87035 | 1.84235 | ||
| 3 | 2025.03.11 15:00 | s/l | 1 | 0.10 | 1.87035 | 1.87035 | 1.84235 | -98.21 | 901.79 |
| 4 | 2025.03.26 10:00 | buy | 2 | 0.10 | 1.84030 | 0.00000 | 0.00000 | ||
| 5 | 2025.03.26 10:00 | modify | 2 | 0.10 | 1.84030 | 1.82730 | 1.85530 | ||
| 6 | 2025.03.27 13:00 | buy | 3 | 0.10 | 1.85089 | 0.00000 | 0.00000 | ||
| 7 | 2025.03.27 13:00 | modify | 3 | 0.10 | 1.85089 | 1.84555 | 1.85530 | ||
| 8 | 2025.03.27 13:00 | modify | 2 | 0.10 | 1.84030 | 1.84555 | 1.85530 | ||
| 9 | 2025.03.27 16:00 | t/p | 2 | 0.10 | 1.85530 | 1.84555 | 1.85530 | 111.23 | 1013.02 |
| 10 | 2025.03.27 16:00 | t/p | 3 | 0.10 | 1.85530 | 1.84555 | 1.85530 | 32.51 | 1045.53 |
| 11 | 2025.04.02 20:00 | sell | 4 | 0.10 | 1.85855 | 0.00000 | 0.00000 | ||
| 12 | 2025.04.02 20:00 | modify | 4 | 0.10 | 1.85855 | 1.87155 | 1.84355 | ||
| 13 | 2025.04.03 16:00 | t/p | 4 | 0.10 | 1.84355 | 1.87155 | 1.84355 | 106.95 | 1152.47 |
| 14 | 2025.04.21 09:00 | sell | 5 | 0.10 | 1.84999 | 0.00000 | 0.00000 | ||
| 15 | 2025.04.21 09:00 | modify | 5 | 0.10 | 1.84999 | 1.86299 | 1.83499 | ||
| 16 | 2025.04.22 23:00 | t/p | 5 | 0.10 | 1.83499 | 1.86299 | 1.83499 | 109.35 | 1261.82 |
| 17 | 2025.05.09 18:00 | sell | 6 | 0.10 | 1.85386 | 0.00000 | 0.00000 | ||
| 18 | 2025.05.09 18:00 | modify | 6 | 0.10 | 1.85386 | 1.86686 | 1.83886 | ||
| 19 | 2025.05.12 11:00 | t/p | 6 | 0.10 | 1.83886 | 1.86686 | 1.83886 | 109.35 | 1371.17 |
| 20 | 2025.05.19 09:00 | sell | 7 | 0.10 | 1.86492 | 0.00000 | 0.00000 | ||
| 21 | 2025.05.19 09:00 | modify | 7 | 0.10 | 1.86492 | 1.87792 | 1.84992 | ||
| 22 | 2025.05.23 00:00 | sell | 8 | 0.10 | 1.85957 | 0.00000 | 0.00000 | ||
| 23 | 2025.05.23 00:00 | modify | 8 | 0.10 | 1.85957 | 1.86342 | 1.84992 | ||
| 24 | 2025.05.23 00:00 | modify | 7 | 0.10 | 1.86492 | 1.86342 | 1.84992 | ||
| 25 | 2025.05.23 09:00 | s/l | 7 | 0.10 | 1.86342 | 1.86342 | 1.84992 | 3.85 | 1375.03 |
| 26 | 2025.05.23 09:00 | s/l | 8 | 0.10 | 1.86342 | 1.86342 | 1.84992 | -28.37 | 1346.66 |
| 27 | 2025.06.24 12:00 | sell | 9 | 0.10 | 1.86674 | 0.00000 | 0.00000 | ||
| 28 | 2025.06.24 12:00 | modify | 9 | 0.10 | 1.86674 | 1.87974 | 1.85174 | ||
| 29 | 2025.06.26 04:00 | s/l | 9 | 0.10 | 1.87974 | 1.87974 | 1.85174 | -100.62 | 1246.03 |
| 30 | 2025.08.13 11:00 | sell | 10 | 0.10 | 1.86649 | 0.00000 | 0.00000 | ||
| 31 | 2025.08.13 11:00 | modify | 10 | 0.10 | 1.86649 | 1.87949 | 1.85149 | ||
| 32 | 2025.08.27 18:00 | sell | 11 | 0.10 | 1.86099 | 0.00000 | 0.00000 | ||
| 33 | 2025.08.27 18:00 | modify | 11 | 0.10 | 1.86099 | 1.86499 | 1.85149 | ||
| 34 | 2025.08.27 18:00 | modify | 10 | 0.10 | 1.86649 | 1.86499 | 1.85149 | ||
| 35 | 2025.08.27 21:00 | sell | 12 | 0.10 | 1.85819 | 0.00000 | 0.00000 | ||
| 36 | 2025.08.27 21:00 | modify | 12 | 0.10 | 1.85819 | 1.86274 | 1.85149 | ||
| 37 | 2025.08.27 21:00 | modify | 11 | 0.10 | 1.86099 | 1.86274 | 1.85149 | ||
| 38 | 2025.08.27 21:00 | modify | 10 | 0.10 | 1.86649 | 1.86274 | 1.85149 | ||
| 39 | 2025.08.29 11:00 | t/p | 10 | 0.10 | 1.85149 | 1.86274 | 1.85149 | 88.93 | 1334.97 |
| 40 | 2025.08.29 11:00 | t/p | 11 | 0.10 | 1.85149 | 1.86274 | 1.85149 | 65.21 | 1400.17 |
| 41 | 2025.08.29 11:00 | t/p | 12 | 0.10 | 1.85149 | 1.86274 | 1.85149 | 44.58 | 1444.75 |
| 42 | 2025.09.02 09:00 | buy | 13 | 0.10 | 1.84714 | 0.00000 | 0.00000 | ||
| 43 | 2025.09.02 09:00 | modify | 13 | 0.10 | 1.84714 | 1.83414 | 1.86214 | ||
| 44 | 2025.09.04 20:00 | buy | 14 | 0.10 | 1.85773 | 0.00000 | 0.00000 | ||
| 45 | 2025.09.04 20:00 | modify | 14 | 0.10 | 1.85773 | 1.85239 | 1.86214 | ||
| 46 | 2025.09.04 20:00 | modify | 13 | 0.10 | 1.84714 | 1.85239 | 1.86214 | ||
| 47 | 2025.09.05 13:00 | t/p | 13 | 0.10 | 1.86214 | 1.85239 | 1.86214 | 111.66 | 1556.42 |
| 48 | 2025.09.05 13:00 | t/p | 14 | 0.10 | 1.86214 | 1.85239 | 1.86214 | 32.73 | 1589.14 |
| 49 | 2025.09.25 16:00 | buy | 15 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 50 | 2025.09.25 16:00 | modify | 15 | 0.10 | 1.85884 | 1.84584 | 1.87384 | ||
| 51 | 2025.09.26 09:00 | buy | 16 | 0.10 | 1.86417 | 0.00000 | 0.00000 | ||
| 52 | 2025.09.26 09:00 | modify | 16 | 0.10 | 1.86417 | 1.86034 | 1.87384 | ||
| 53 | 2025.09.26 09:00 | modify | 15 | 0.10 | 1.85884 | 1.86034 | 1.87384 | ||
| 54 | 2025.09.29 13:00 | t/p | 15 | 0.10 | 1.87384 | 1.86034 | 1.87384 | 111.01 | 1700.15 |
| 55 | 2025.09.29 13:00 | t/p | 16 | 0.10 | 1.87384 | 1.86034 | 1.87384 | 71.50 | 1771.65 |
| 56 | 2025.10.22 09:00 | buy | 17 | 0.10 | 1.86629 | 0.00000 | 0.00000 | ||
| 57 | 2025.10.22 09:00 | modify | 17 | 0.10 | 1.86629 | 1.85329 | 1.88129 | ||
| 58 | 2025.10.28 14:00 | s/l | 17 | 0.10 | 1.85329 | 1.85329 | 1.88129 | -94.52 | 1677.14 |
| 59 | 2025.11.06 20:00 | sell | 18 | 0.10 | 1.85299 | 0.00000 | 0.00000 | ||
| 60 | 2025.11.06 20:00 | modify | 18 | 0.10 | 1.85299 | 1.86599 | 1.83799 | ||
| 61 | 2025.11.10 03:00 | sell | 19 | 0.10 | 1.84453 | 0.00000 | 0.00000 | ||
| 62 | 2025.11.10 03:00 | modify | 19 | 0.10 | 1.84453 | 1.84924 | 1.83799 | ||
| 63 | 2025.11.10 03:00 | modify | 18 | 0.10 | 1.85299 | 1.84924 | 1.83799 | ||
| 64 | 2025.11.11 06:00 | sell | 20 | 0.10 | 1.84767 | 0.00000 | 0.00000 | ||
| 65 | 2025.11.11 06:00 | modify | 20 | 0.10 | 1.84767 | 1.85149 | 1.83799 | ||
| 66 | 2025.11.11 07:00 | modify | 20 | 0.10 | 1.84767 | 1.84924 | 1.83799 | ||
| 67 | 2025.11.11 22:00 | sell | 21 | 0.10 | 1.84235 | 0.00000 | 0.00000 | ||
| 68 | 2025.11.11 22:00 | modify | 21 | 0.10 | 1.84235 | 1.84774 | 1.83799 | ||
| 69 | 2025.11.11 22:00 | modify | 19 | 0.10 | 1.84453 | 1.84774 | 1.83799 | ||
| 70 | 2025.11.11 22:00 | modify | 20 | 0.10 | 1.84767 | 1.84774 | 1.83799 | ||
| 71 | 2025.11.11 22:00 | modify | 18 | 0.10 | 1.85299 | 1.84774 | 1.83799 | ||
| 72 | 2025.11.12 09:00 | t/p | 18 | 0.10 | 1.83799 | 1.84774 | 1.83799 | 105.75 | 1782.88 |
| 73 | 2025.11.12 09:00 | t/p | 19 | 0.10 | 1.83799 | 1.84774 | 1.83799 | 45.80 | 1828.68 |
| 74 | 2025.11.12 09:00 | t/p | 20 | 0.10 | 1.83799 | 1.84774 | 1.83799 | 70.14 | 1898.82 |
| 75 | 2025.11.12 09:00 | t/p | 21 | 0.10 | 1.83799 | 1.84774 | 1.83799 | 30.93 | 1929.75 |
| 76 | 2025.12.03 14:00 | sell | 22 | 0.10 | 1.85446 | 0.00000 | 0.00000 | ||
| 77 | 2025.12.03 14:00 | modify | 22 | 0.10 | 1.85446 | 1.86746 | 1.83946 | ||
| 78 | 2025.12.08 13:00 | t/p | 22 | 0.10 | 1.83946 | 1.86746 | 1.83946 | 104.56 | 2034.30 |