Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.05.01 00:00 - 2026.04.30 23:59 (2025.05.01 - 2026.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 13443 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1212.28 | Gross profit | 1554.17 | Gross loss | -341.88 |
| Profit factor | 4.55 | Expected payoff | 34.64 | ||
| Absolute drawdown | 41.76 | Maximal drawdown | 201.23 (17.36%) | Relative drawdown | 17.36% (201.23) |
| Total trades | 35 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 111.46 | loss trade | -91.58 | |
| Average | profit trade | 64.76 | loss trade | -31.08 | |
| Maximum | consecutive wins (profit in money) | 9 (617.60) | consecutive losses (loss in money) | 4 (-150.67) | |
| Maximal | consecutive profit (count of wins) | 617.60 (9) | consecutive loss (count of losses) | -150.67 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.09 16:00 | sell | 1 | 0.10 | 1.85417 | 0.00000 | 0.00000 | ||
| 2 | 2025.05.09 16:00 | modify | 1 | 0.10 | 1.85417 | 1.86617 | 1.83917 | ||
| 3 | 2025.05.12 11:00 | t/p | 1 | 0.10 | 1.83917 | 1.86617 | 1.83917 | 108.68 | 1108.68 |
| 4 | 2025.05.30 16:00 | buy | 2 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 5 | 2025.05.30 16:00 | modify | 2 | 0.10 | 1.85171 | 1.83971 | 1.86671 | ||
| 6 | 2025.06.04 07:00 | buy | 3 | 0.10 | 1.85633 | 0.00000 | 0.00000 | ||
| 7 | 2025.06.04 07:00 | modify | 3 | 0.10 | 1.85633 | 1.85246 | 1.86671 | ||
| 8 | 2025.06.04 07:00 | modify | 2 | 0.10 | 1.85171 | 1.85246 | 1.86671 | ||
| 9 | 2025.06.04 12:00 | s/l | 2 | 0.10 | 1.85246 | 1.85246 | 1.86671 | 6.17 | 1114.85 |
| 10 | 2025.06.04 12:00 | s/l | 3 | 0.10 | 1.85246 | 1.85246 | 1.86671 | -28.36 | 1086.49 |
| 11 | 2025.08.07 16:00 | sell | 4 | 0.10 | 1.84646 | 0.00000 | 0.00000 | ||
| 12 | 2025.08.07 16:00 | modify | 4 | 0.10 | 1.84646 | 1.85846 | 1.83146 | ||
| 13 | 2025.08.12 13:00 | s/l | 4 | 0.10 | 1.85846 | 1.85846 | 1.83146 | -91.58 | 994.91 |
| 14 | 2025.08.13 17:00 | sell | 5 | 0.10 | 1.86896 | 0.00000 | 0.00000 | ||
| 15 | 2025.08.13 17:00 | modify | 5 | 0.10 | 1.86896 | 1.88096 | 1.85396 | ||
| 16 | 2025.08.18 20:00 | sell | 6 | 0.10 | 1.86443 | 0.00000 | 0.00000 | ||
| 17 | 2025.08.18 20:00 | modify | 6 | 0.10 | 1.86443 | 1.86821 | 1.85396 | ||
| 18 | 2025.08.18 20:00 | modify | 5 | 0.10 | 1.86896 | 1.86821 | 1.85396 | ||
| 19 | 2025.08.19 08:00 | s/l | 5 | 0.10 | 1.86821 | 1.86821 | 1.85396 | -1.81 | 993.09 |
| 20 | 2025.08.19 08:00 | s/l | 6 | 0.10 | 1.86821 | 1.86821 | 1.85396 | -28.92 | 964.18 |
| 21 | 2025.08.22 16:00 | sell | 7 | 0.10 | 1.87246 | 0.00000 | 0.00000 | ||
| 22 | 2025.08.22 16:00 | modify | 7 | 0.10 | 1.87246 | 1.88446 | 1.85746 | ||
| 23 | 2025.08.25 00:00 | sell | 8 | 0.10 | 1.86795 | 0.00000 | 0.00000 | ||
| 24 | 2025.08.25 00:00 | modify | 8 | 0.10 | 1.86795 | 1.87171 | 1.85746 | ||
| 25 | 2025.08.25 00:00 | modify | 7 | 0.10 | 1.87246 | 1.87171 | 1.85746 | ||
| 26 | 2025.08.27 01:00 | sell | 9 | 0.10 | 1.86341 | 0.00000 | 0.00000 | ||
| 27 | 2025.08.27 01:00 | modify | 9 | 0.10 | 1.86341 | 1.86871 | 1.85746 | ||
| 28 | 2025.08.27 01:00 | modify | 8 | 0.10 | 1.86795 | 1.86871 | 1.85746 | ||
| 29 | 2025.08.27 01:00 | modify | 7 | 0.10 | 1.87246 | 1.86871 | 1.85746 | ||
| 30 | 2025.08.28 14:00 | t/p | 7 | 0.10 | 1.85746 | 1.86871 | 1.85746 | 102.61 | 1066.78 |
| 31 | 2025.08.28 14:00 | t/p | 8 | 0.10 | 1.85746 | 1.86871 | 1.85746 | 70.77 | 1137.56 |
| 32 | 2025.08.28 14:00 | t/p | 9 | 0.10 | 1.85746 | 1.86871 | 1.85746 | 39.95 | 1177.50 |
| 33 | 2025.10.29 19:00 | buy | 10 | 0.10 | 1.83387 | 0.00000 | 0.00000 | ||
| 34 | 2025.10.29 19:00 | modify | 10 | 0.10 | 1.83387 | 1.82187 | 1.84887 | ||
| 35 | 2025.11.03 10:00 | buy | 11 | 0.10 | 1.84299 | 0.00000 | 0.00000 | ||
| 36 | 2025.11.03 10:00 | modify | 11 | 0.10 | 1.84299 | 1.83762 | 1.84887 | ||
| 37 | 2025.11.03 10:00 | modify | 10 | 0.10 | 1.83387 | 1.83762 | 1.84887 | ||
| 38 | 2025.11.03 16:00 | t/p | 10 | 0.10 | 1.84887 | 1.83762 | 1.84887 | 111.03 | 1288.53 |
| 39 | 2025.11.03 16:00 | t/p | 11 | 0.10 | 1.84887 | 1.83762 | 1.84887 | 43.09 | 1331.62 |
| 40 | 2025.11.06 16:00 | sell | 12 | 0.10 | 1.85099 | 0.00000 | 0.00000 | ||
| 41 | 2025.11.06 16:00 | modify | 12 | 0.10 | 1.85099 | 1.86299 | 1.83599 | ||
| 42 | 2025.11.11 01:00 | sell | 13 | 0.10 | 1.84638 | 0.00000 | 0.00000 | ||
| 43 | 2025.11.11 01:00 | modify | 13 | 0.10 | 1.84638 | 1.85024 | 1.83599 | ||
| 44 | 2025.11.11 01:00 | modify | 12 | 0.10 | 1.85099 | 1.85024 | 1.83599 | ||
| 45 | 2025.11.12 01:00 | sell | 14 | 0.10 | 1.84199 | 0.00000 | 0.00000 | ||
| 46 | 2025.11.12 01:00 | modify | 14 | 0.10 | 1.84199 | 1.84724 | 1.83599 | ||
| 47 | 2025.11.12 01:00 | modify | 13 | 0.10 | 1.84638 | 1.84724 | 1.83599 | ||
| 48 | 2025.11.12 01:00 | modify | 12 | 0.10 | 1.85099 | 1.84724 | 1.83599 | ||
| 49 | 2025.11.12 15:00 | t/p | 12 | 0.10 | 1.83599 | 1.84724 | 1.83599 | 105.03 | 1436.65 |
| 50 | 2025.11.12 15:00 | t/p | 13 | 0.10 | 1.83599 | 1.84724 | 1.83599 | 74.90 | 1511.56 |
| 51 | 2025.11.12 15:00 | t/p | 14 | 0.10 | 1.83599 | 1.84724 | 1.83599 | 43.96 | 1555.52 |
| 52 | 2025.11.13 18:00 | sell | 15 | 0.10 | 1.85239 | 0.00000 | 0.00000 | ||
| 53 | 2025.11.13 18:00 | modify | 15 | 0.10 | 1.85239 | 1.86439 | 1.83739 | ||
| 54 | 2025.11.14 02:00 | sell | 16 | 0.10 | 1.84336 | 0.00000 | 0.00000 | ||
| 55 | 2025.11.14 02:00 | modify | 16 | 0.10 | 1.84336 | 1.84864 | 1.83739 | ||
| 56 | 2025.11.14 02:00 | modify | 15 | 0.10 | 1.85239 | 1.84864 | 1.83739 | ||
| 57 | 2025.11.14 09:00 | s/l | 15 | 0.10 | 1.84864 | 1.84864 | 1.83739 | 26.26 | 1581.78 |
| 58 | 2025.11.14 09:00 | s/l | 16 | 0.10 | 1.84864 | 1.84864 | 1.83739 | -38.68 | 1543.10 |
| 59 | 2025.11.18 18:00 | buy | 17 | 0.10 | 1.83730 | 0.00000 | 0.00000 | ||
| 60 | 2025.11.18 18:00 | modify | 17 | 0.10 | 1.83730 | 1.82530 | 1.85230 | ||
| 61 | 2025.11.21 15:00 | buy | 18 | 0.10 | 1.84630 | 0.00000 | 0.00000 | ||
| 62 | 2025.11.21 15:00 | modify | 18 | 0.10 | 1.84630 | 1.84105 | 1.85230 | ||
| 63 | 2025.11.21 15:00 | modify | 17 | 0.10 | 1.83730 | 1.84105 | 1.85230 | ||
| 64 | 2025.11.24 13:00 | buy | 19 | 0.10 | 1.84946 | 0.00000 | 0.00000 | ||
| 65 | 2025.11.24 13:00 | modify | 19 | 0.10 | 1.84946 | 1.84255 | 1.85230 | ||
| 66 | 2025.11.24 13:00 | modify | 18 | 0.10 | 1.84630 | 1.84255 | 1.85230 | ||
| 67 | 2025.11.24 13:00 | modify | 17 | 0.10 | 1.83730 | 1.84255 | 1.85230 | ||
| 68 | 2025.11.25 08:00 | t/p | 17 | 0.10 | 1.85230 | 1.84255 | 1.85230 | 111.46 | 1654.56 |
| 69 | 2025.11.25 08:00 | t/p | 18 | 0.10 | 1.85230 | 1.84255 | 1.85230 | 44.40 | 1698.97 |
| 70 | 2025.11.25 08:00 | t/p | 19 | 0.10 | 1.85230 | 1.84255 | 1.85230 | 21.03 | 1720.00 |
| 71 | 2025.12.03 15:00 | sell | 20 | 0.10 | 1.85813 | 0.00000 | 0.00000 | ||
| 72 | 2025.12.03 15:00 | modify | 20 | 0.10 | 1.85813 | 1.87013 | 1.84313 | ||
| 73 | 2025.12.07 22:00 | t/p | 20 | 0.10 | 1.84313 | 1.87013 | 1.84313 | 105.04 | 1825.04 |
| 74 | 2026.01.05 17:00 | sell | 21 | 0.10 | 1.86058 | 0.00000 | 0.00000 | ||
| 75 | 2026.01.05 17:00 | modify | 21 | 0.10 | 1.86058 | 1.87258 | 1.84558 | ||
| 76 | 2026.01.15 22:00 | sell | 22 | 0.10 | 1.85596 | 0.00000 | 0.00000 | ||
| 77 | 2026.01.15 22:00 | modify | 22 | 0.10 | 1.85596 | 1.85983 | 1.84558 | ||
| 78 | 2026.01.15 22:00 | modify | 21 | 0.10 | 1.86058 | 1.85983 | 1.84558 | ||
| 79 | 2026.01.16 02:00 | s/l | 21 | 0.10 | 1.85983 | 1.85983 | 1.84558 | -10.32 | 1814.72 |
| 80 | 2026.01.16 02:00 | s/l | 22 | 0.10 | 1.85983 | 1.85983 | 1.84558 | -29.57 | 1785.15 |
| 81 | 2026.01.25 23:00 | sell | 23 | 0.10 | 1.87368 | 0.00000 | 0.00000 | ||
| 82 | 2026.01.25 23:00 | modify | 23 | 0.10 | 1.87368 | 1.88568 | 1.85868 | ||
| 83 | 2026.01.28 12:00 | sell | 24 | 0.10 | 1.86895 | 0.00000 | 0.00000 | ||
| 84 | 2026.01.28 12:00 | modify | 24 | 0.10 | 1.86895 | 1.87293 | 1.85868 | ||
| 85 | 2026.01.28 12:00 | modify | 23 | 0.10 | 1.87368 | 1.87293 | 1.85868 | ||
| 86 | 2026.01.28 19:00 | s/l | 23 | 0.10 | 1.87293 | 1.87293 | 1.85868 | 1.85 | 1787.00 |
| 87 | 2026.01.28 19:00 | s/l | 24 | 0.10 | 1.87293 | 1.87293 | 1.85868 | -29.16 | 1757.84 |
| 88 | 2026.01.29 20:00 | buy | 25 | 0.10 | 1.86200 | 0.00000 | 0.00000 | ||
| 89 | 2026.01.29 20:00 | modify | 25 | 0.10 | 1.86200 | 1.85000 | 1.87700 | ||
| 90 | 2026.02.02 15:00 | buy | 26 | 0.10 | 1.86665 | 0.00000 | 0.00000 | ||
| 91 | 2026.02.02 15:00 | modify | 26 | 0.10 | 1.86665 | 1.86275 | 1.87700 | ||
| 92 | 2026.02.02 15:00 | modify | 25 | 0.10 | 1.86200 | 1.86275 | 1.87700 | ||
| 93 | 2026.02.03 06:00 | buy | 27 | 0.10 | 1.87104 | 0.00000 | 0.00000 | ||
| 94 | 2026.02.03 06:00 | modify | 27 | 0.10 | 1.87104 | 1.86575 | 1.87700 | ||
| 95 | 2026.02.03 06:00 | modify | 26 | 0.10 | 1.86665 | 1.86575 | 1.87700 | ||
| 96 | 2026.02.03 06:00 | modify | 25 | 0.10 | 1.86200 | 1.86575 | 1.87700 | ||
| 97 | 2026.02.03 22:00 | s/l | 25 | 0.10 | 1.86575 | 1.86575 | 1.87700 | 28.15 | 1785.98 |
| 98 | 2026.02.03 22:00 | s/l | 26 | 0.10 | 1.86575 | 1.86575 | 1.87700 | -6.38 | 1779.60 |
| 99 | 2026.02.03 22:00 | s/l | 27 | 0.10 | 1.86575 | 1.86575 | 1.87700 | -38.77 | 1740.83 |
| 100 | 2026.02.05 15:00 | buy | 28 | 0.10 | 1.84909 | 0.00000 | 0.00000 | ||
| 101 | 2026.02.05 15:00 | modify | 28 | 0.10 | 1.84909 | 1.83709 | 1.86409 | ||
| 102 | 2026.02.06 10:00 | buy | 29 | 0.10 | 1.85810 | 0.00000 | 0.00000 | ||
| 103 | 2026.02.06 10:00 | modify | 29 | 0.10 | 1.85810 | 1.85284 | 1.86409 | ||
| 104 | 2026.02.06 10:00 | modify | 28 | 0.10 | 1.84909 | 1.85284 | 1.86409 | ||
| 105 | 2026.02.09 15:00 | s/l | 28 | 0.10 | 1.85284 | 1.85284 | 1.86409 | 27.92 | 1768.76 |
| 106 | 2026.02.09 15:00 | s/l | 29 | 0.10 | 1.85284 | 1.85284 | 1.86409 | -38.33 | 1730.43 |
| 107 | 2026.03.08 23:00 | buy | 30 | 0.10 | 1.81020 | 0.00000 | 0.00000 | ||
| 108 | 2026.03.08 23:00 | modify | 30 | 0.10 | 1.81020 | 1.79820 | 1.82520 | ||
| 109 | 2026.03.09 20:00 | t/p | 30 | 0.10 | 1.82520 | 1.79820 | 1.82520 | 110.13 | 1840.56 |
| 110 | 2026.03.19 19:00 | sell | 31 | 0.10 | 1.84148 | 0.00000 | 0.00000 | ||
| 111 | 2026.03.19 19:00 | modify | 31 | 0.10 | 1.84148 | 1.85348 | 1.82648 | ||
| 112 | 2026.03.20 14:00 | sell | 32 | 0.10 | 1.83220 | 0.00000 | 0.00000 | ||
| 113 | 2026.03.20 14:00 | modify | 32 | 0.10 | 1.83220 | 1.83773 | 1.82648 | ||
| 114 | 2026.03.20 14:00 | modify | 31 | 0.10 | 1.84148 | 1.83773 | 1.82648 | ||
| 115 | 2026.03.22 21:00 | t/p | 31 | 0.10 | 1.82648 | 1.83773 | 1.82648 | 108.69 | 1949.26 |
| 116 | 2026.03.22 21:00 | t/p | 32 | 0.10 | 1.82648 | 1.83773 | 1.82648 | 41.92 | 1991.18 |
| 117 | 2026.04.14 15:00 | sell | 33 | 0.10 | 1.86781 | 0.00000 | 0.00000 | ||
| 118 | 2026.04.14 15:00 | modify | 33 | 0.10 | 1.86781 | 1.87981 | 1.85281 | ||
| 119 | 2026.04.15 18:00 | sell | 34 | 0.10 | 1.86330 | 0.00000 | 0.00000 | ||
| 120 | 2026.04.15 18:00 | modify | 34 | 0.10 | 1.86330 | 1.86706 | 1.85281 | ||
| 121 | 2026.04.15 18:00 | modify | 33 | 0.10 | 1.86781 | 1.86706 | 1.85281 | ||
| 122 | 2026.04.16 13:00 | sell | 35 | 0.10 | 1.85866 | 0.00000 | 0.00000 | ||
| 123 | 2026.04.16 13:00 | modify | 35 | 0.10 | 1.85866 | 1.86406 | 1.85281 | ||
| 124 | 2026.04.16 13:00 | modify | 34 | 0.10 | 1.86330 | 1.86406 | 1.85281 | ||
| 125 | 2026.04.16 13:00 | modify | 33 | 0.10 | 1.86781 | 1.86406 | 1.85281 | ||
| 126 | 2026.04.16 21:00 | t/p | 33 | 0.10 | 1.85281 | 1.86406 | 1.85281 | 105.04 | 2096.22 |
| 127 | 2026.04.16 21:00 | t/p | 34 | 0.10 | 1.85281 | 1.86406 | 1.85281 | 73.21 | 2169.42 |
| 128 | 2026.04.16 21:00 | t/p | 35 | 0.10 | 1.85281 | 1.86406 | 1.85281 | 42.86 | 2212.28 |