Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7215 | Ticks modelled | 13430 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1057.66 | Gross profit | 1626.35 | Gross loss | -568.68 |
| Profit factor | 2.86 | Expected payoff | 31.11 | ||
| Absolute drawdown | 148.85 | Maximal drawdown | 359.69 (19.88%) | Relative drawdown | 19.88% (359.69) |
| Total trades | 34 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
| Largest | profit trade | 120.00 | loss trade | -143.50 | |
| Average | profit trade | 67.76 | loss trade | -56.87 | |
| Maximum | consecutive wins (profit in money) | 10 (672.14) | consecutive losses (loss in money) | 4 (-233.89) | |
| Maximal | consecutive profit (count of wins) | 672.14 (10) | consecutive loss (count of losses) | -233.89 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.14 17:00 | buy | 1 | 0.10 | 1.27509 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.14 17:00 | modify | 1 | 0.10 | 1.27509 | 1.26109 | 1.28709 | ||
| 3 | 2024.03.22 08:00 | s/l | 1 | 0.10 | 1.26109 | 1.26109 | 1.28709 | -141.64 | 858.36 |
| 4 | 2024.04.01 17:00 | buy | 2 | 0.10 | 1.25483 | 0.00000 | 0.00000 | ||
| 5 | 2024.04.01 17:00 | modify | 2 | 0.10 | 1.25483 | 1.24083 | 1.26683 | ||
| 6 | 2024.04.03 15:00 | buy | 3 | 0.10 | 1.26218 | 0.00000 | 0.00000 | ||
| 7 | 2024.04.03 15:00 | modify | 3 | 0.10 | 1.26218 | 1.25783 | 1.26683 | ||
| 8 | 2024.04.03 15:00 | modify | 2 | 0.10 | 1.25483 | 1.25783 | 1.26683 | ||
| 9 | 2024.04.04 08:00 | t/p | 2 | 0.10 | 1.26683 | 1.25783 | 1.26683 | 118.97 | 977.33 |
| 10 | 2024.04.04 08:00 | t/p | 3 | 0.10 | 1.26683 | 1.25783 | 1.26683 | 45.88 | 1023.21 |
| 11 | 2024.04.05 14:00 | buy | 4 | 0.10 | 1.25977 | 0.00000 | 0.00000 | ||
| 12 | 2024.04.05 14:00 | modify | 4 | 0.10 | 1.25977 | 1.24577 | 1.27177 | ||
| 13 | 2024.04.09 10:00 | buy | 5 | 0.10 | 1.26828 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.09 10:00 | modify | 5 | 0.10 | 1.26828 | 1.26397 | 1.27177 | ||
| 15 | 2024.04.09 10:00 | modify | 4 | 0.10 | 1.25977 | 1.26397 | 1.27177 | ||
| 16 | 2024.04.10 13:00 | s/l | 4 | 0.10 | 1.26397 | 1.26397 | 1.27177 | 41.38 | 1064.59 |
| 17 | 2024.04.10 13:00 | s/l | 5 | 0.10 | 1.26397 | 1.26397 | 1.27177 | -43.31 | 1021.29 |
| 18 | 2024.04.30 14:00 | buy | 6 | 0.10 | 1.25228 | 0.00000 | 0.00000 | ||
| 19 | 2024.04.30 14:00 | modify | 6 | 0.10 | 1.25228 | 1.23828 | 1.26428 | ||
| 20 | 2024.05.03 13:00 | buy | 7 | 0.10 | 1.26087 | 0.00000 | 0.00000 | ||
| 21 | 2024.05.03 13:00 | modify | 7 | 0.10 | 1.26087 | 1.25648 | 1.26428 | ||
| 22 | 2024.05.03 13:00 | modify | 6 | 0.10 | 1.25228 | 1.25648 | 1.26428 | ||
| 23 | 2024.05.03 14:00 | s/l | 6 | 0.10 | 1.25648 | 1.25648 | 1.26428 | 40.97 | 1062.26 |
| 24 | 2024.05.03 14:00 | s/l | 7 | 0.10 | 1.25648 | 1.25648 | 1.26428 | -43.90 | 1018.36 |
| 25 | 2024.06.07 16:00 | buy | 8 | 0.10 | 1.27277 | 0.00000 | 0.00000 | ||
| 26 | 2024.06.07 16:00 | modify | 8 | 0.10 | 1.27277 | 1.25877 | 1.28477 | ||
| 27 | 2024.06.12 13:00 | t/p | 8 | 0.10 | 1.28477 | 1.25877 | 1.28477 | 119.38 | 1137.74 |
| 28 | 2024.07.11 14:00 | sell | 9 | 0.10 | 1.29269 | 0.00000 | 0.00000 | ||
| 29 | 2024.07.11 14:00 | modify | 9 | 0.10 | 1.29269 | 1.30669 | 1.28069 | ||
| 30 | 2024.07.25 12:00 | sell | 10 | 0.10 | 1.28721 | 0.00000 | 0.00000 | ||
| 31 | 2024.07.25 12:00 | modify | 10 | 0.10 | 1.28721 | 1.29029 | 1.28069 | ||
| 32 | 2024.07.25 12:00 | modify | 9 | 0.10 | 1.29269 | 1.29029 | 1.28069 | ||
| 33 | 2024.07.25 20:00 | sell | 11 | 0.10 | 1.28526 | 0.00000 | 0.00000 | ||
| 34 | 2024.07.25 20:00 | modify | 11 | 0.10 | 1.28526 | 1.28969 | 1.28069 | ||
| 35 | 2024.07.25 20:00 | modify | 10 | 0.10 | 1.28721 | 1.28969 | 1.28069 | ||
| 36 | 2024.07.25 20:00 | modify | 9 | 0.10 | 1.29269 | 1.28969 | 1.28069 | ||
| 37 | 2024.07.31 04:00 | sell | 12 | 0.10 | 1.28402 | 0.00000 | 0.00000 | ||
| 38 | 2024.07.31 04:00 | modify | 12 | 0.10 | 1.28402 | 1.28849 | 1.28069 | ||
| 39 | 2024.07.31 04:00 | modify | 11 | 0.10 | 1.28526 | 1.28849 | 1.28069 | ||
| 40 | 2024.07.31 04:00 | modify | 10 | 0.10 | 1.28721 | 1.28849 | 1.28069 | ||
| 41 | 2024.07.31 04:00 | modify | 9 | 0.10 | 1.29269 | 1.28849 | 1.28069 | ||
| 42 | 2024.08.01 07:00 | t/p | 9 | 0.10 | 1.28069 | 1.28849 | 1.28069 | 113.01 | 1250.75 |
| 43 | 2024.08.01 07:00 | t/p | 10 | 0.10 | 1.28069 | 1.28849 | 1.28069 | 62.87 | 1313.62 |
| 44 | 2024.08.01 07:00 | t/p | 11 | 0.10 | 1.28069 | 1.28849 | 1.28069 | 43.37 | 1357.00 |
| 45 | 2024.08.01 07:00 | t/p | 12 | 0.10 | 1.28069 | 1.28849 | 1.28069 | 32.30 | 1389.30 |
| 46 | 2024.08.06 12:00 | buy | 13 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 47 | 2024.08.06 12:00 | modify | 13 | 0.10 | 1.26957 | 1.25557 | 1.28157 | ||
| 48 | 2024.08.08 19:00 | buy | 14 | 0.10 | 1.27526 | 0.00000 | 0.00000 | ||
| 49 | 2024.08.08 19:00 | modify | 14 | 0.10 | 1.27526 | 1.27197 | 1.28157 | ||
| 50 | 2024.08.08 19:00 | modify | 13 | 0.10 | 1.26957 | 1.27197 | 1.28157 | ||
| 51 | 2024.08.09 09:00 | buy | 15 | 0.10 | 1.27680 | 0.00000 | 0.00000 | ||
| 52 | 2024.08.09 09:00 | modify | 15 | 0.10 | 1.27680 | 1.27257 | 1.28157 | ||
| 53 | 2024.08.09 09:00 | modify | 14 | 0.10 | 1.27526 | 1.27257 | 1.28157 | ||
| 54 | 2024.08.09 09:00 | modify | 13 | 0.10 | 1.26957 | 1.27257 | 1.28157 | ||
| 55 | 2024.08.13 05:00 | buy | 16 | 0.10 | 1.27815 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.13 05:00 | modify | 16 | 0.10 | 1.27815 | 1.27377 | 1.28157 | ||
| 57 | 2024.08.13 05:00 | modify | 15 | 0.10 | 1.27680 | 1.27377 | 1.28157 | ||
| 58 | 2024.08.13 05:00 | modify | 14 | 0.10 | 1.27526 | 1.27377 | 1.28157 | ||
| 59 | 2024.08.13 05:00 | modify | 13 | 0.10 | 1.26957 | 1.27377 | 1.28157 | ||
| 60 | 2024.08.13 14:00 | t/p | 13 | 0.10 | 1.28157 | 1.27377 | 1.28157 | 118.56 | 1507.86 |
| 61 | 2024.08.13 14:00 | t/p | 14 | 0.10 | 1.28157 | 1.27377 | 1.28157 | 62.48 | 1570.34 |
| 62 | 2024.08.13 14:00 | t/p | 15 | 0.10 | 1.28157 | 1.27377 | 1.28157 | 47.29 | 1617.63 |
| 63 | 2024.08.13 14:00 | t/p | 16 | 0.10 | 1.28157 | 1.27377 | 1.28157 | 34.20 | 1651.83 |
| 64 | 2024.08.23 17:00 | sell | 17 | 0.10 | 1.31905 | 0.00000 | 0.00000 | ||
| 65 | 2024.08.23 17:00 | modify | 17 | 0.10 | 1.31905 | 1.33305 | 1.30705 | ||
| 66 | 2024.09.02 08:00 | sell | 18 | 0.10 | 1.31342 | 0.00000 | 0.00000 | ||
| 67 | 2024.09.02 08:00 | modify | 18 | 0.10 | 1.31342 | 1.31665 | 1.30705 | ||
| 68 | 2024.09.02 08:00 | modify | 17 | 0.10 | 1.31905 | 1.31665 | 1.30705 | ||
| 69 | 2024.09.03 07:00 | sell | 19 | 0.10 | 1.31181 | 0.00000 | 0.00000 | ||
| 70 | 2024.09.03 07:00 | modify | 19 | 0.10 | 1.31181 | 1.31605 | 1.30705 | ||
| 71 | 2024.09.03 07:00 | modify | 18 | 0.10 | 1.31342 | 1.31605 | 1.30705 | ||
| 72 | 2024.09.03 07:00 | modify | 17 | 0.10 | 1.31905 | 1.31605 | 1.30705 | ||
| 73 | 2024.09.04 01:00 | sell | 20 | 0.10 | 1.31038 | 0.00000 | 0.00000 | ||
| 74 | 2024.09.04 01:00 | modify | 20 | 0.10 | 1.31038 | 1.31485 | 1.30705 | ||
| 75 | 2024.09.04 01:00 | modify | 19 | 0.10 | 1.31181 | 1.31485 | 1.30705 | ||
| 76 | 2024.09.04 01:00 | modify | 18 | 0.10 | 1.31342 | 1.31485 | 1.30705 | ||
| 77 | 2024.09.04 01:00 | modify | 17 | 0.10 | 1.31905 | 1.31485 | 1.30705 | ||
| 78 | 2024.09.04 15:00 | s/l | 17 | 0.10 | 1.31485 | 1.31485 | 1.30705 | 38.67 | 1690.50 |
| 79 | 2024.09.04 15:00 | s/l | 18 | 0.10 | 1.31485 | 1.31485 | 1.30705 | -14.97 | 1675.54 |
| 80 | 2024.09.04 15:00 | s/l | 19 | 0.10 | 1.31485 | 1.31485 | 1.30705 | -30.73 | 1644.80 |
| 81 | 2024.09.04 15:00 | s/l | 20 | 0.10 | 1.31485 | 1.31485 | 1.30705 | -44.70 | 1600.10 |
| 82 | 2024.10.16 08:00 | buy | 21 | 0.10 | 1.30034 | 0.00000 | 0.00000 | ||
| 83 | 2024.10.16 08:00 | modify | 21 | 0.10 | 1.30034 | 1.28634 | 1.31234 | ||
| 84 | 2024.10.31 16:00 | s/l | 21 | 0.10 | 1.28634 | 1.28634 | 1.31234 | -143.50 | 1456.61 |
| 85 | 2024.10.31 17:00 | buy | 22 | 0.10 | 1.28667 | 0.00000 | 0.00000 | ||
| 86 | 2024.10.31 17:00 | modify | 22 | 0.10 | 1.28667 | 1.27267 | 1.29867 | ||
| 87 | 2024.11.01 12:00 | buy | 23 | 0.10 | 1.29226 | 0.00000 | 0.00000 | ||
| 88 | 2024.11.01 12:00 | modify | 23 | 0.10 | 1.29226 | 1.28907 | 1.29867 | ||
| 89 | 2024.11.01 12:00 | modify | 22 | 0.10 | 1.28667 | 1.28907 | 1.29867 | ||
| 90 | 2024.11.04 04:00 | t/p | 22 | 0.10 | 1.29867 | 1.28907 | 1.29867 | 119.59 | 1576.20 |
| 91 | 2024.11.04 04:00 | t/p | 23 | 0.10 | 1.29867 | 1.28907 | 1.29867 | 63.89 | 1640.09 |
| 92 | 2024.11.27 17:00 | sell | 24 | 0.10 | 1.26754 | 0.00000 | 0.00000 | ||
| 93 | 2024.11.27 17:00 | modify | 24 | 0.10 | 1.26754 | 1.28154 | 1.25554 | ||
| 94 | 2024.12.13 18:00 | sell | 25 | 0.10 | 1.26207 | 0.00000 | 0.00000 | ||
| 95 | 2024.12.13 18:00 | modify | 25 | 0.10 | 1.26207 | 1.26514 | 1.25554 | ||
| 96 | 2024.12.13 18:00 | modify | 24 | 0.10 | 1.26754 | 1.26514 | 1.25554 | ||
| 97 | 2024.12.16 09:00 | s/l | 24 | 0.10 | 1.26514 | 1.26514 | 1.25554 | 17.68 | 1657.77 |
| 98 | 2024.12.16 09:00 | s/l | 25 | 0.10 | 1.26514 | 1.26514 | 1.25554 | -31.03 | 1626.74 |
| 99 | 2025.01.02 12:00 | buy | 26 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
| 100 | 2025.01.02 12:00 | modify | 26 | 0.10 | 1.24563 | 1.23163 | 1.25763 | ||
| 101 | 2025.01.06 17:00 | buy | 27 | 0.10 | 1.25290 | 0.00000 | 0.00000 | ||
| 102 | 2025.01.06 17:00 | modify | 27 | 0.10 | 1.25290 | 1.24863 | 1.25763 | ||
| 103 | 2025.01.06 17:00 | modify | 26 | 0.10 | 1.24563 | 1.24863 | 1.25763 | ||
| 104 | 2025.01.07 16:00 | s/l | 26 | 0.10 | 1.24863 | 1.24863 | 1.25763 | 29.38 | 1656.12 |
| 105 | 2025.01.07 16:00 | s/l | 27 | 0.10 | 1.24863 | 1.24863 | 1.25763 | -42.91 | 1613.21 |
| 106 | 2025.01.24 04:00 | sell | 28 | 0.10 | 1.23930 | 0.00000 | 0.00000 | ||
| 107 | 2025.01.24 04:00 | modify | 28 | 0.10 | 1.23930 | 1.25330 | 1.22730 | ||
| 108 | 2025.02.03 01:00 | t/p | 28 | 0.10 | 1.22730 | 1.25330 | 1.22730 | 117.34 | 1730.55 |
| 109 | 2025.02.03 02:00 | buy | 29 | 0.10 | 1.22906 | 0.00000 | 0.00000 | ||
| 110 | 2025.02.03 02:00 | modify | 29 | 0.10 | 1.22906 | 1.21506 | 1.24106 | ||
| 111 | 2025.02.03 13:00 | buy | 30 | 0.10 | 1.23473 | 0.00000 | 0.00000 | ||
| 112 | 2025.02.03 13:00 | modify | 30 | 0.10 | 1.23473 | 1.23146 | 1.24106 | ||
| 113 | 2025.02.03 13:00 | modify | 29 | 0.10 | 1.22906 | 1.23146 | 1.24106 | ||
| 114 | 2025.02.03 16:00 | t/p | 29 | 0.10 | 1.24106 | 1.23146 | 1.24106 | 120.00 | 1850.55 |
| 115 | 2025.02.03 16:00 | t/p | 30 | 0.10 | 1.24106 | 1.23146 | 1.24106 | 63.30 | 1913.85 |
| 116 | 2025.02.06 12:00 | buy | 31 | 0.10 | 1.24241 | 0.00000 | 0.00000 | ||
| 117 | 2025.02.06 12:00 | modify | 31 | 0.10 | 1.24241 | 1.22841 | 1.25441 | ||
| 118 | 2025.02.12 18:00 | buy | 32 | 0.10 | 1.24801 | 0.00000 | 0.00000 | ||
| 119 | 2025.02.12 18:00 | modify | 32 | 0.10 | 1.24801 | 1.24481 | 1.25441 | ||
| 120 | 2025.02.12 18:00 | modify | 31 | 0.10 | 1.24241 | 1.24481 | 1.25441 | ||
| 121 | 2025.02.12 19:00 | s/l | 31 | 0.10 | 1.24481 | 1.24481 | 1.25441 | 23.18 | 1937.03 |
| 122 | 2025.02.12 19:00 | s/l | 32 | 0.10 | 1.24481 | 1.24481 | 1.25441 | -32.00 | 1905.03 |
| 123 | 2025.02.26 17:00 | sell | 33 | 0.10 | 1.26933 | 0.00000 | 0.00000 | ||
| 124 | 2025.02.26 17:00 | modify | 33 | 0.10 | 1.26933 | 1.28333 | 1.25733 | ||
| 125 | 2025.02.27 20:00 | sell | 34 | 0.10 | 1.26076 | 0.00000 | 0.00000 | ||
| 126 | 2025.02.27 20:00 | modify | 34 | 0.10 | 1.26076 | 1.26513 | 1.25733 | ||
| 127 | 2025.02.27 20:00 | modify | 33 | 0.10 | 1.26933 | 1.26513 | 1.25733 | ||
| 128 | 2025.02.28 19:00 | t/p | 33 | 0.10 | 1.25733 | 1.26513 | 1.25733 | 118.67 | 2023.70 |
| 129 | 2025.02.28 19:00 | t/p | 34 | 0.10 | 1.25733 | 1.26513 | 1.25733 | 33.97 | 2057.66 |