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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=90; 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=35; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 771.46 | Gross profit | 1522.66 | Gross loss | -751.20 |
| Profit factor | 2.03 | Expected payoff | 28.57 | ||
| Absolute drawdown | 4.90 | Maximal drawdown | 445.16 (22.67%) | Relative drawdown | 22.67% (445.16) |
| Total trades | 27 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 17 (62.96%) | Loss trades (% of total) | 10 (37.04%) | ||
| Largest | profit trade | 150.00 | loss trade | -91.44 | |
| Average | profit trade | 89.57 | loss trade | -75.12 | |
| Maximum | consecutive wins (profit in money) | 6 (553.67) | consecutive losses (loss in money) | 3 (-219.03) | |
| Maximal | consecutive profit (count of wins) | 553.67 (6) | consecutive loss (count of losses) | -219.03 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.21 01:00 | sell | 1 | 0.10 | 1.27941 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.21 01:00 | modify | 1 | 0.10 | 1.27941 | 1.28841 | 1.26441 | ||
| 3 | 2024.03.21 12:00 | sell | 2 | 0.10 | 1.27464 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.21 12:00 | modify | 2 | 0.10 | 1.27464 | 1.27866 | 1.26441 | ||
| 5 | 2024.03.21 12:00 | modify | 1 | 0.10 | 1.27941 | 1.27866 | 1.26441 | ||
| 6 | 2024.03.21 15:00 | sell | 3 | 0.10 | 1.27019 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.21 15:00 | modify | 3 | 0.10 | 1.27019 | 1.27416 | 1.26441 | ||
| 8 | 2024.03.21 15:00 | modify | 2 | 0.10 | 1.27464 | 1.27416 | 1.26441 | ||
| 9 | 2024.03.21 15:00 | modify | 1 | 0.10 | 1.27941 | 1.27416 | 1.26441 | ||
| 10 | 2024.03.22 03:00 | t/p | 1 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 149.67 | 1149.67 |
| 11 | 2024.03.22 03:00 | t/p | 2 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 101.97 | 1251.63 |
| 12 | 2024.03.22 03:00 | t/p | 3 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 57.47 | 1309.10 |
| 13 | 2024.04.12 12:00 | buy | 4 | 0.10 | 1.24739 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.12 12:00 | modify | 4 | 0.10 | 1.24739 | 1.23839 | 1.26239 | ||
| 15 | 2024.04.19 17:00 | s/l | 4 | 0.10 | 1.23839 | 1.23839 | 1.26239 | -91.44 | 1217.66 |
| 16 | 2024.04.25 10:00 | sell | 5 | 0.10 | 1.25134 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.25 10:00 | modify | 5 | 0.10 | 1.25134 | 1.26034 | 1.23634 | ||
| 18 | 2024.05.01 07:00 | sell | 6 | 0.10 | 1.24676 | 0.00000 | 0.00000 | ||
| 19 | 2024.05.01 07:00 | modify | 6 | 0.10 | 1.24676 | 1.25059 | 1.23634 | ||
| 20 | 2024.05.01 07:00 | modify | 5 | 0.10 | 1.25134 | 1.25059 | 1.23634 | ||
| 21 | 2024.05.01 19:00 | s/l | 5 | 0.10 | 1.25059 | 1.25059 | 1.23634 | 6.17 | 1223.83 |
| 22 | 2024.05.01 19:00 | s/l | 6 | 0.10 | 1.25059 | 1.25059 | 1.23634 | -38.30 | 1185.53 |
| 23 | 2024.05.08 03:00 | buy | 7 | 0.10 | 1.24915 | 0.00000 | 0.00000 | ||
| 24 | 2024.05.08 03:00 | modify | 7 | 0.10 | 1.24915 | 1.24015 | 1.26415 | ||
| 25 | 2024.05.10 14:00 | buy | 8 | 0.10 | 1.25383 | 0.00000 | 0.00000 | ||
| 26 | 2024.05.10 14:00 | modify | 8 | 0.10 | 1.25383 | 1.24990 | 1.26415 | ||
| 27 | 2024.05.10 14:00 | modify | 7 | 0.10 | 1.24915 | 1.24990 | 1.26415 | ||
| 28 | 2024.05.15 03:00 | buy | 9 | 0.10 | 1.25979 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.15 03:00 | modify | 9 | 0.10 | 1.25979 | 1.25440 | 1.26415 | ||
| 30 | 2024.05.15 03:00 | modify | 8 | 0.10 | 1.25383 | 1.25440 | 1.26415 | ||
| 31 | 2024.05.15 03:00 | modify | 7 | 0.10 | 1.24915 | 1.25440 | 1.26415 | ||
| 32 | 2024.05.15 13:00 | t/p | 7 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 148.56 | 1334.09 |
| 33 | 2024.05.15 13:00 | t/p | 8 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 102.58 | 1436.68 |
| 34 | 2024.05.15 13:00 | t/p | 9 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 43.60 | 1480.28 |
| 35 | 2024.07.11 04:00 | sell | 10 | 0.10 | 1.28603 | 0.00000 | 0.00000 | ||
| 36 | 2024.07.11 04:00 | modify | 10 | 0.10 | 1.28603 | 1.29503 | 1.27103 | ||
| 37 | 2024.07.11 13:00 | s/l | 10 | 0.10 | 1.29503 | 1.29503 | 1.27103 | -90.00 | 1390.28 |
| 38 | 2024.07.12 12:00 | sell | 11 | 0.10 | 1.29605 | 0.00000 | 0.00000 | ||
| 39 | 2024.07.12 12:00 | modify | 11 | 0.10 | 1.29605 | 1.30505 | 1.28105 | ||
| 40 | 2024.07.19 17:00 | sell | 12 | 0.10 | 1.29141 | 0.00000 | 0.00000 | ||
| 41 | 2024.07.19 17:00 | modify | 12 | 0.10 | 1.29141 | 1.29530 | 1.28105 | ||
| 42 | 2024.07.19 17:00 | modify | 11 | 0.10 | 1.29605 | 1.29530 | 1.28105 | ||
| 43 | 2024.07.25 18:00 | sell | 13 | 0.10 | 1.28701 | 0.00000 | 0.00000 | ||
| 44 | 2024.07.25 18:00 | modify | 13 | 0.10 | 1.28701 | 1.29080 | 1.28105 | ||
| 45 | 2024.07.25 18:00 | modify | 12 | 0.10 | 1.29141 | 1.29080 | 1.28105 | ||
| 46 | 2024.07.25 18:00 | modify | 11 | 0.10 | 1.29605 | 1.29080 | 1.28105 | ||
| 47 | 2024.07.25 20:00 | sell | 14 | 0.10 | 1.28526 | 0.00000 | 0.00000 | ||
| 48 | 2024.07.25 20:00 | modify | 14 | 0.10 | 1.28526 | 1.29080 | 1.28105 | ||
| 49 | 2024.07.29 10:00 | t/p | 11 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 145.01 | 1535.28 |
| 50 | 2024.07.29 10:00 | t/p | 12 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 100.94 | 1636.22 |
| 51 | 2024.07.29 10:00 | t/p | 13 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 58.93 | 1695.16 |
| 52 | 2024.07.29 10:00 | t/p | 14 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 41.43 | 1736.59 |
| 53 | 2024.08.06 12:00 | buy | 15 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 54 | 2024.08.06 12:00 | modify | 15 | 0.10 | 1.26957 | 1.26057 | 1.28457 | ||
| 55 | 2024.08.12 15:00 | buy | 16 | 0.10 | 1.27867 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.12 15:00 | modify | 16 | 0.10 | 1.27867 | 1.27482 | 1.28457 | ||
| 57 | 2024.08.12 15:00 | modify | 15 | 0.10 | 1.26957 | 1.27482 | 1.28457 | ||
| 58 | 2024.08.13 17:00 | t/p | 15 | 0.10 | 1.28457 | 1.27482 | 1.28457 | 148.56 | 1885.15 |
| 59 | 2024.08.13 17:00 | t/p | 16 | 0.10 | 1.28457 | 1.27482 | 1.28457 | 58.79 | 1943.94 |
| 60 | 2024.09.13 02:00 | sell | 17 | 0.10 | 1.31400 | 0.00000 | 0.00000 | ||
| 61 | 2024.09.13 02:00 | modify | 17 | 0.10 | 1.31400 | 1.32300 | 1.29900 | ||
| 62 | 2024.09.17 09:00 | s/l | 17 | 0.10 | 1.32300 | 1.32300 | 1.29900 | -90.67 | 1853.28 |
| 63 | 2024.10.03 11:00 | buy | 18 | 0.10 | 1.31206 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.03 11:00 | modify | 18 | 0.10 | 1.31206 | 1.30306 | 1.32706 | ||
| 65 | 2024.10.10 13:00 | s/l | 18 | 0.10 | 1.30306 | 1.30306 | 1.32706 | -91.44 | 1761.84 |
| 66 | 2024.12.13 09:00 | buy | 19 | 0.10 | 1.26303 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.13 09:00 | modify | 19 | 0.10 | 1.26303 | 1.25403 | 1.27803 | ||
| 68 | 2024.12.17 18:00 | buy | 20 | 0.10 | 1.27223 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.17 18:00 | modify | 20 | 0.10 | 1.27223 | 1.26828 | 1.27803 | ||
| 70 | 2024.12.17 18:00 | modify | 19 | 0.10 | 1.26303 | 1.26828 | 1.27803 | ||
| 71 | 2024.12.18 09:00 | s/l | 19 | 0.10 | 1.26828 | 1.26828 | 1.27803 | 51.88 | 1813.72 |
| 72 | 2024.12.18 09:00 | s/l | 20 | 0.10 | 1.26828 | 1.26828 | 1.27803 | -39.71 | 1774.02 |
| 73 | 2024.12.19 00:00 | buy | 21 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.19 00:00 | modify | 21 | 0.10 | 1.25698 | 1.24798 | 1.27198 | ||
| 75 | 2024.12.19 08:00 | buy | 22 | 0.10 | 1.26160 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.19 08:00 | modify | 22 | 0.10 | 1.26160 | 1.25773 | 1.27198 | ||
| 77 | 2024.12.19 08:00 | modify | 21 | 0.10 | 1.25698 | 1.25773 | 1.27198 | ||
| 78 | 2024.12.19 15:00 | s/l | 21 | 0.10 | 1.25773 | 1.25773 | 1.27198 | 7.50 | 1781.52 |
| 79 | 2024.12.19 15:00 | s/l | 22 | 0.10 | 1.25773 | 1.25773 | 1.27198 | -38.70 | 1742.82 |
| 80 | 2025.01.02 12:00 | buy | 23 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
| 81 | 2025.01.02 12:00 | modify | 23 | 0.10 | 1.24563 | 1.23663 | 1.26063 | ||
| 82 | 2025.01.02 17:00 | s/l | 23 | 0.10 | 1.23663 | 1.23663 | 1.26063 | -90.00 | 1652.82 |
| 83 | 2025.01.06 10:00 | sell | 24 | 0.10 | 1.24753 | 0.00000 | 0.00000 | ||
| 84 | 2025.01.06 10:00 | modify | 24 | 0.10 | 1.24753 | 1.25653 | 1.23253 | ||
| 85 | 2025.01.07 08:00 | s/l | 24 | 0.10 | 1.25653 | 1.25653 | 1.23253 | -90.33 | 1562.48 |
| 86 | 2025.01.13 06:00 | buy | 25 | 0.10 | 1.21496 | 0.00000 | 0.00000 | ||
| 87 | 2025.01.13 06:00 | modify | 25 | 0.10 | 1.21496 | 1.20596 | 1.22996 | ||
| 88 | 2025.01.15 14:00 | t/p | 25 | 0.10 | 1.22996 | 1.20596 | 1.22996 | 149.59 | 1712.07 |
| 89 | 2025.02.03 04:00 | buy | 26 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 90 | 2025.02.03 04:00 | modify | 26 | 0.10 | 1.22653 | 1.21753 | 1.24153 | ||
| 91 | 2025.02.03 16:00 | t/p | 26 | 0.10 | 1.24153 | 1.21753 | 1.24153 | 150.00 | 1862.07 |
| 92 | 2025.02.06 12:00 | buy | 27 | 0.10 | 1.24241 | 0.00000 | 0.00000 | ||
| 93 | 2025.02.06 12:00 | modify | 27 | 0.10 | 1.24241 | 1.23341 | 1.25741 | ||
| 94 | 2025.02.11 09:00 | s/l | 27 | 0.10 | 1.23341 | 1.23341 | 1.25741 | -90.62 | 1771.46 |