Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 929.97 | Gross profit | 1812.73 | Gross loss | -882.76 |
| Profit factor | 2.05 | Expected payoff | 28.18 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 308.50 (19.19%) | Relative drawdown | 19.19% (308.50) |
| Total trades | 33 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 19 (42.11%) |
| Profit trades (% of total) | 15 (45.45%) | Loss trades (% of total) | 18 (54.55%) | ||
| Largest | profit trade | 149.79 | loss trade | -52.00 | |
| Average | profit trade | 120.85 | loss trade | -49.04 | |
| Maximum | consecutive wins (profit in money) | 3 (448.38) | consecutive losses (loss in money) | 6 (-302.23) | |
| Maximal | consecutive profit (count of wins) | 448.38 (3) | consecutive loss (count of losses) | -302.23 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 16:00 | sell | 1 | 0.10 | 1.28804 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.08 16:00 | modify | 1 | 0.10 | 1.28804 | 1.29304 | 1.27304 | ||
| 3 | 2024.03.13 16:00 | sell | 2 | 0.10 | 1.27967 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.13 16:00 | modify | 2 | 0.10 | 1.27967 | 1.28429 | 1.27304 | ||
| 5 | 2024.03.13 16:00 | modify | 1 | 0.10 | 1.28804 | 1.28429 | 1.27304 | ||
| 6 | 2024.03.15 20:00 | t/p | 1 | 0.10 | 1.27304 | 1.28429 | 1.27304 | 147.67 | 1147.67 |
| 7 | 2024.03.15 20:00 | t/p | 2 | 0.10 | 1.27304 | 1.28429 | 1.27304 | 64.97 | 1212.64 |
| 8 | 2024.04.01 16:00 | buy | 3 | 0.10 | 1.25449 | 0.00000 | 0.00000 | ||
| 9 | 2024.04.01 16:00 | modify | 3 | 0.10 | 1.25449 | 1.24949 | 1.26949 | ||
| 10 | 2024.04.03 20:00 | buy | 4 | 0.10 | 1.26519 | 0.00000 | 0.00000 | ||
| 11 | 2024.04.03 20:00 | modify | 4 | 0.10 | 1.26519 | 1.26274 | 1.26949 | ||
| 12 | 2024.04.03 20:00 | modify | 3 | 0.10 | 1.25449 | 1.26274 | 1.26949 | ||
| 13 | 2024.04.05 04:00 | s/l | 3 | 0.10 | 1.26274 | 1.26274 | 1.26949 | 81.27 | 1293.91 |
| 14 | 2024.04.05 04:00 | s/l | 4 | 0.10 | 1.26274 | 1.26274 | 1.26949 | -25.32 | 1268.58 |
| 15 | 2024.04.10 16:00 | buy | 5 | 0.10 | 1.25448 | 0.00000 | 0.00000 | ||
| 16 | 2024.04.10 16:00 | modify | 5 | 0.10 | 1.25448 | 1.24948 | 1.26948 | ||
| 17 | 2024.04.12 12:00 | s/l | 5 | 0.10 | 1.24948 | 1.24948 | 1.26948 | -50.82 | 1217.76 |
| 18 | 2024.04.12 12:00 | buy | 6 | 0.10 | 1.24739 | 0.00000 | 0.00000 | ||
| 19 | 2024.04.12 12:00 | modify | 6 | 0.10 | 1.24739 | 1.24239 | 1.26239 | ||
| 20 | 2024.04.16 04:00 | s/l | 6 | 0.10 | 1.24239 | 1.24239 | 1.26239 | -50.41 | 1167.35 |
| 21 | 2024.04.22 12:00 | buy | 7 | 0.10 | 1.23175 | 0.00000 | 0.00000 | ||
| 22 | 2024.04.22 12:00 | modify | 7 | 0.10 | 1.23175 | 1.22675 | 1.24675 | ||
| 23 | 2024.04.24 20:00 | t/p | 7 | 0.10 | 1.24675 | 1.22675 | 1.24675 | 149.59 | 1316.94 |
| 24 | 2024.05.15 16:00 | sell | 8 | 0.10 | 1.26555 | 0.00000 | 0.00000 | ||
| 25 | 2024.05.15 16:00 | modify | 8 | 0.10 | 1.26555 | 1.27055 | 1.25055 | ||
| 26 | 2024.05.17 16:00 | s/l | 8 | 0.10 | 1.27055 | 1.27055 | 1.25055 | -51.33 | 1265.61 |
| 27 | 2024.06.12 16:00 | sell | 9 | 0.10 | 1.28398 | 0.00000 | 0.00000 | ||
| 28 | 2024.06.12 16:00 | modify | 9 | 0.10 | 1.28398 | 1.28898 | 1.26898 | ||
| 29 | 2024.06.13 04:00 | sell | 10 | 0.10 | 1.27845 | 0.00000 | 0.00000 | ||
| 30 | 2024.06.13 04:00 | modify | 10 | 0.10 | 1.27845 | 1.28173 | 1.26898 | ||
| 31 | 2024.06.13 04:00 | modify | 9 | 0.10 | 1.28398 | 1.28173 | 1.26898 | ||
| 32 | 2024.06.14 16:00 | t/p | 9 | 0.10 | 1.26898 | 1.28173 | 1.26898 | 148.67 | 1414.28 |
| 33 | 2024.06.14 16:00 | t/p | 10 | 0.10 | 1.26898 | 1.28173 | 1.26898 | 94.37 | 1508.64 |
| 34 | 2024.06.14 16:00 | buy | 11 | 0.10 | 1.26857 | 0.00000 | 0.00000 | ||
| 35 | 2024.06.14 16:00 | modify | 11 | 0.10 | 1.26857 | 1.26357 | 1.28357 | ||
| 36 | 2024.06.21 12:00 | s/l | 11 | 0.10 | 1.26357 | 1.26357 | 1.28357 | -51.44 | 1457.20 |
| 37 | 2024.07.03 16:00 | sell | 12 | 0.10 | 1.27636 | 0.00000 | 0.00000 | ||
| 38 | 2024.07.03 16:00 | modify | 12 | 0.10 | 1.27636 | 1.28136 | 1.26136 | ||
| 39 | 2024.07.05 16:00 | s/l | 12 | 0.10 | 1.28136 | 1.28136 | 1.26136 | -51.33 | 1405.87 |
| 40 | 2024.07.11 16:00 | sell | 13 | 0.10 | 1.29160 | 0.00000 | 0.00000 | ||
| 41 | 2024.07.11 16:00 | modify | 13 | 0.10 | 1.29160 | 1.29660 | 1.27660 | ||
| 42 | 2024.07.12 12:00 | s/l | 13 | 0.10 | 1.29660 | 1.29660 | 1.27660 | -50.33 | 1355.54 |
| 43 | 2024.08.06 12:00 | buy | 14 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 44 | 2024.08.06 12:00 | modify | 14 | 0.10 | 1.26957 | 1.26457 | 1.28457 | ||
| 45 | 2024.08.09 00:00 | buy | 15 | 0.10 | 1.27482 | 0.00000 | 0.00000 | ||
| 46 | 2024.08.09 00:00 | modify | 15 | 0.10 | 1.27482 | 1.27182 | 1.28457 | ||
| 47 | 2024.08.09 00:00 | modify | 14 | 0.10 | 1.26957 | 1.27182 | 1.28457 | ||
| 48 | 2024.08.13 20:00 | t/p | 14 | 0.10 | 1.28457 | 1.27182 | 1.28457 | 148.56 | 1504.10 |
| 49 | 2024.08.13 20:00 | t/p | 15 | 0.10 | 1.28457 | 1.27182 | 1.28457 | 97.09 | 1601.19 |
| 50 | 2024.08.23 16:00 | sell | 16 | 0.10 | 1.31939 | 0.00000 | 0.00000 | ||
| 51 | 2024.08.23 16:00 | modify | 16 | 0.10 | 1.31939 | 1.32439 | 1.30439 | ||
| 52 | 2024.08.27 12:00 | s/l | 16 | 0.10 | 1.32439 | 1.32439 | 1.30439 | -50.67 | 1550.52 |
| 53 | 2024.09.19 12:00 | sell | 17 | 0.10 | 1.32851 | 0.00000 | 0.00000 | ||
| 54 | 2024.09.19 12:00 | modify | 17 | 0.10 | 1.32851 | 1.33351 | 1.31351 | ||
| 55 | 2024.09.20 08:00 | s/l | 17 | 0.10 | 1.33351 | 1.33351 | 1.31351 | -50.33 | 1500.19 |
| 56 | 2024.10.01 16:00 | buy | 18 | 0.10 | 1.32819 | 0.00000 | 0.00000 | ||
| 57 | 2024.10.01 16:00 | modify | 18 | 0.10 | 1.32819 | 1.32319 | 1.34319 | ||
| 58 | 2024.10.03 08:00 | s/l | 18 | 0.10 | 1.32319 | 1.32319 | 1.34319 | -50.82 | 1449.37 |
| 59 | 2024.10.03 08:00 | buy | 19 | 0.10 | 1.31572 | 0.00000 | 0.00000 | ||
| 60 | 2024.10.03 08:00 | modify | 19 | 0.10 | 1.31572 | 1.31072 | 1.33072 | ||
| 61 | 2024.10.03 12:00 | s/l | 19 | 0.10 | 1.31072 | 1.31072 | 1.33072 | -50.00 | 1399.37 |
| 62 | 2024.11.12 16:00 | buy | 20 | 0.10 | 1.27658 | 0.00000 | 0.00000 | ||
| 63 | 2024.11.12 16:00 | modify | 20 | 0.10 | 1.27658 | 1.27158 | 1.29158 | ||
| 64 | 2024.11.13 16:00 | s/l | 20 | 0.10 | 1.27158 | 1.27158 | 1.29158 | -50.21 | 1349.16 |
| 65 | 2024.11.14 12:00 | buy | 21 | 0.10 | 1.26615 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.14 12:00 | modify | 21 | 0.10 | 1.26615 | 1.26115 | 1.28115 | ||
| 67 | 2024.11.15 20:00 | s/l | 21 | 0.10 | 1.26115 | 1.26115 | 1.28115 | -50.21 | 1298.96 |
| 68 | 2024.11.22 12:00 | buy | 22 | 0.10 | 1.25155 | 0.00000 | 0.00000 | ||
| 69 | 2024.11.22 12:00 | modify | 22 | 0.10 | 1.25155 | 1.24655 | 1.26655 | ||
| 70 | 2024.11.27 16:00 | t/p | 22 | 0.10 | 1.26655 | 1.24655 | 1.26655 | 149.38 | 1448.34 |
| 71 | 2024.11.27 16:00 | sell | 23 | 0.10 | 1.26767 | 0.00000 | 0.00000 | ||
| 72 | 2024.11.27 16:00 | modify | 23 | 0.10 | 1.26767 | 1.27267 | 1.25267 | ||
| 73 | 2024.11.29 08:00 | s/l | 23 | 0.10 | 1.27267 | 1.27267 | 1.25267 | -51.33 | 1397.01 |
| 74 | 2024.12.13 08:00 | buy | 24 | 0.10 | 1.26292 | 0.00000 | 0.00000 | ||
| 75 | 2024.12.13 08:00 | modify | 24 | 0.10 | 1.26292 | 1.25792 | 1.27792 | ||
| 76 | 2024.12.17 16:00 | buy | 25 | 0.10 | 1.27125 | 0.00000 | 0.00000 | ||
| 77 | 2024.12.17 16:00 | modify | 25 | 0.10 | 1.27125 | 1.26667 | 1.27792 | ||
| 78 | 2024.12.17 16:00 | modify | 24 | 0.10 | 1.26292 | 1.26667 | 1.27792 | ||
| 79 | 2024.12.18 20:00 | s/l | 24 | 0.10 | 1.26667 | 1.26667 | 1.27792 | 36.88 | 1433.89 |
| 80 | 2024.12.18 20:00 | s/l | 25 | 0.10 | 1.26667 | 1.26667 | 1.27792 | -46.01 | 1387.89 |
| 81 | 2025.01.06 12:00 | sell | 26 | 0.10 | 1.25431 | 0.00000 | 0.00000 | ||
| 82 | 2025.01.06 12:00 | modify | 26 | 0.10 | 1.25431 | 1.25931 | 1.23931 | ||
| 83 | 2025.01.07 20:00 | sell | 27 | 0.10 | 1.24900 | 0.00000 | 0.00000 | ||
| 84 | 2025.01.07 20:00 | modify | 27 | 0.10 | 1.24900 | 1.25206 | 1.23931 | ||
| 85 | 2025.01.07 20:00 | modify | 26 | 0.10 | 1.25431 | 1.25206 | 1.23931 | ||
| 86 | 2025.01.08 12:00 | t/p | 26 | 0.10 | 1.23931 | 1.25206 | 1.23931 | 149.33 | 1537.22 |
| 87 | 2025.01.08 12:00 | t/p | 27 | 0.10 | 1.23931 | 1.25206 | 1.23931 | 96.57 | 1633.79 |
| 88 | 2025.01.08 12:00 | buy | 28 | 0.10 | 1.23750 | 0.00000 | 0.00000 | ||
| 89 | 2025.01.08 12:00 | modify | 28 | 0.10 | 1.23750 | 1.23250 | 1.25250 | ||
| 90 | 2025.01.08 16:00 | s/l | 28 | 0.10 | 1.23250 | 1.23250 | 1.25250 | -50.00 | 1583.79 |
| 91 | 2025.01.09 08:00 | buy | 29 | 0.10 | 1.22615 | 0.00000 | 0.00000 | ||
| 92 | 2025.01.09 08:00 | modify | 29 | 0.10 | 1.22615 | 1.22115 | 1.24115 | ||
| 93 | 2025.01.10 16:00 | s/l | 29 | 0.10 | 1.22115 | 1.22115 | 1.24115 | -50.21 | 1533.58 |
| 94 | 2025.01.13 04:00 | buy | 30 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 95 | 2025.01.13 04:00 | modify | 30 | 0.10 | 1.21461 | 1.20961 | 1.22961 | ||
| 96 | 2025.01.15 16:00 | t/p | 30 | 0.10 | 1.22961 | 1.20961 | 1.22961 | 149.59 | 1683.17 |
| 97 | 2025.02.03 00:00 | buy | 31 | 0.10 | 1.22926 | 0.00000 | 0.00000 | ||
| 98 | 2025.02.03 00:00 | modify | 31 | 0.10 | 1.22926 | 1.22426 | 1.24426 | ||
| 99 | 2025.02.04 00:00 | t/p | 31 | 0.10 | 1.24426 | 1.22426 | 1.24426 | 149.79 | 1832.97 |
| 100 | 2025.02.05 12:00 | sell | 32 | 0.10 | 1.25312 | 0.00000 | 0.00000 | ||
| 101 | 2025.02.05 12:00 | modify | 32 | 0.10 | 1.25312 | 1.25812 | 1.23812 | ||
| 102 | 2025.02.06 16:00 | t/p | 32 | 0.10 | 1.23812 | 1.25812 | 1.23812 | 149.00 | 1981.97 |
| 103 | 2025.02.14 16:00 | sell | 33 | 0.10 | 1.26172 | 0.00000 | 0.00000 | ||
| 104 | 2025.02.14 16:00 | modify | 33 | 0.10 | 1.26172 | 1.26672 | 1.24672 | ||
| 105 | 2025.02.20 20:00 | s/l | 33 | 0.10 | 1.26672 | 1.26672 | 1.24672 | -52.00 | 1929.97 |