Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1042.07 | Gross profit | 1691.40 | Gross loss | -649.33 |
| Profit factor | 2.60 | Expected payoff | 31.58 | ||
| Absolute drawdown | 35.30 | Maximal drawdown | 340.90 (18.84%) | Relative drawdown | 18.84% (340.90) |
| Total trades | 33 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
| Largest | profit trade | 105.83 | loss trade | -102.66 | |
| Average | profit trade | 76.88 | loss trade | -59.03 | |
| Maximum | consecutive wins (profit in money) | 6 (449.96) | consecutive losses (loss in money) | 3 (-23.39) | |
| Maximal | consecutive profit (count of wins) | 449.96 (6) | consecutive loss (count of losses) | -203.20 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.01 21:00 | buy | 1 | 0.10 | 193.629 | 0.000 | 0.000 | ||
| 2 | 2024.05.01 21:00 | modify | 1 | 0.10 | 193.629 | 192.229 | 195.129 | ||
| 3 | 2024.05.02 00:00 | t/p | 1 | 0.10 | 195.129 | 192.229 | 195.129 | 105.83 | 1105.83 |
| 4 | 2024.05.02 15:00 | buy | 2 | 0.10 | 192.375 | 0.000 | 0.000 | ||
| 5 | 2024.05.02 15:00 | modify | 2 | 0.10 | 192.375 | 190.975 | 193.875 | ||
| 6 | 2024.05.06 06:00 | buy | 3 | 0.10 | 193.134 | 0.000 | 0.000 | ||
| 7 | 2024.05.06 06:00 | modify | 3 | 0.10 | 193.134 | 192.750 | 193.875 | ||
| 8 | 2024.05.06 06:00 | buy | 4 | 0.10 | 193.134 | 0.000 | 0.000 | ||
| 9 | 2024.05.06 06:00 | modify | 4 | 0.10 | 193.134 | 192.750 | 193.875 | ||
| 10 | 2024.05.06 06:00 | modify | 2 | 0.10 | 192.375 | 192.750 | 193.875 | ||
| 11 | 2024.05.06 09:00 | buy | 5 | 0.10 | 193.444 | 0.000 | 0.000 | ||
| 12 | 2024.05.06 09:00 | modify | 5 | 0.10 | 193.444 | 193.125 | 193.875 | ||
| 13 | 2024.05.06 09:00 | modify | 4 | 0.10 | 193.134 | 193.125 | 193.875 | ||
| 14 | 2024.05.06 09:00 | modify | 3 | 0.10 | 193.134 | 193.125 | 193.875 | ||
| 15 | 2024.05.06 09:00 | modify | 2 | 0.10 | 192.375 | 193.125 | 193.875 | ||
| 16 | 2024.05.07 02:00 | t/p | 2 | 0.10 | 193.875 | 193.125 | 193.875 | 105.83 | 1211.65 |
| 17 | 2024.05.07 02:00 | t/p | 3 | 0.10 | 193.875 | 193.125 | 193.875 | 51.85 | 1263.51 |
| 18 | 2024.05.07 02:00 | t/p | 4 | 0.10 | 193.875 | 193.125 | 193.875 | 51.85 | 1315.36 |
| 19 | 2024.05.07 02:00 | t/p | 5 | 0.10 | 193.875 | 193.125 | 193.875 | 30.52 | 1345.88 |
| 20 | 2024.06.04 11:00 | buy | 6 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 21 | 2024.06.04 11:00 | modify | 6 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 22 | 2024.06.05 08:00 | t/p | 6 | 0.10 | 199.153 | 196.253 | 199.153 | 104.08 | 1449.96 |
| 23 | 2024.07.11 13:00 | buy | 7 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 24 | 2024.07.11 13:00 | modify | 7 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 25 | 2024.07.17 09:00 | s/l | 7 | 0.10 | 203.789 | 203.789 | 206.689 | -92.84 | 1357.12 |
| 26 | 2024.07.30 17:00 | buy | 8 | 0.10 | 196.690 | 0.000 | 0.000 | ||
| 27 | 2024.07.30 17:00 | modify | 8 | 0.10 | 196.690 | 195.290 | 198.190 | ||
| 28 | 2024.07.31 04:00 | s/l | 8 | 0.10 | 195.290 | 195.290 | 198.190 | -95.46 | 1261.66 |
| 29 | 2024.07.31 14:00 | buy | 9 | 0.10 | 192.405 | 0.000 | 0.000 | ||
| 30 | 2024.07.31 14:00 | modify | 9 | 0.10 | 192.405 | 191.005 | 193.905 | ||
| 31 | 2024.07.31 18:00 | buy | 10 | 0.10 | 193.456 | 0.000 | 0.000 | ||
| 32 | 2024.07.31 18:00 | modify | 10 | 0.10 | 193.456 | 193.155 | 193.905 | ||
| 33 | 2024.07.31 18:00 | modify | 9 | 0.10 | 192.405 | 193.155 | 193.905 | ||
| 34 | 2024.07.31 19:00 | t/p | 9 | 0.10 | 193.905 | 193.155 | 193.905 | 103.21 | 1364.87 |
| 35 | 2024.07.31 19:00 | t/p | 10 | 0.10 | 193.905 | 193.155 | 193.905 | 30.90 | 1395.77 |
| 36 | 2024.08.02 15:00 | buy | 11 | 0.10 | 187.864 | 0.000 | 0.000 | ||
| 37 | 2024.08.02 15:00 | modify | 11 | 0.10 | 187.864 | 186.464 | 189.364 | ||
| 38 | 2024.08.05 00:00 | s/l | 11 | 0.10 | 186.464 | 186.464 | 189.364 | -95.46 | 1300.32 |
| 39 | 2024.08.05 09:00 | buy | 12 | 0.10 | 181.763 | 0.000 | 0.000 | ||
| 40 | 2024.08.05 09:00 | modify | 12 | 0.10 | 181.763 | 180.363 | 183.263 | ||
| 41 | 2024.08.05 15:00 | t/p | 12 | 0.10 | 183.263 | 180.363 | 183.263 | 103.21 | 1403.53 |
| 42 | 2024.08.05 17:00 | sell | 13 | 0.10 | 184.060 | 0.000 | 0.000 | ||
| 43 | 2024.08.05 17:00 | modify | 13 | 0.10 | 184.060 | 185.460 | 182.560 | ||
| 44 | 2024.08.05 19:00 | sell | 14 | 0.10 | 182.991 | 0.000 | 0.000 | ||
| 45 | 2024.08.05 19:00 | modify | 14 | 0.10 | 182.991 | 183.310 | 182.560 | ||
| 46 | 2024.08.05 19:00 | modify | 13 | 0.10 | 184.060 | 183.310 | 182.560 | ||
| 47 | 2024.08.05 20:00 | s/l | 13 | 0.10 | 183.310 | 183.310 | 182.560 | 51.58 | 1455.11 |
| 48 | 2024.08.05 20:00 | s/l | 14 | 0.10 | 183.310 | 183.310 | 182.560 | -21.94 | 1433.17 |
| 49 | 2024.08.06 13:00 | buy | 15 | 0.10 | 183.371 | 0.000 | 0.000 | ||
| 50 | 2024.08.06 13:00 | modify | 15 | 0.10 | 183.371 | 181.971 | 184.871 | ||
| 51 | 2024.08.07 02:00 | t/p | 15 | 0.10 | 184.871 | 181.971 | 184.871 | 104.08 | 1537.25 |
| 52 | 2024.08.07 10:00 | sell | 16 | 0.10 | 187.546 | 0.000 | 0.000 | ||
| 53 | 2024.08.07 10:00 | modify | 16 | 0.10 | 187.546 | 188.946 | 186.046 | ||
| 54 | 2024.08.07 22:00 | t/p | 16 | 0.10 | 186.046 | 188.946 | 186.046 | 103.17 | 1640.42 |
| 55 | 2024.08.15 14:00 | sell | 17 | 0.10 | 191.346 | 0.000 | 0.000 | ||
| 56 | 2024.08.15 14:00 | modify | 17 | 0.10 | 191.346 | 192.746 | 189.846 | ||
| 57 | 2024.08.19 04:00 | t/p | 17 | 0.10 | 189.846 | 192.746 | 189.846 | 98.91 | 1739.33 |
| 58 | 2024.09.20 11:00 | sell | 18 | 0.10 | 191.627 | 0.000 | 0.000 | ||
| 59 | 2024.09.20 11:00 | modify | 18 | 0.10 | 191.627 | 193.027 | 190.127 | ||
| 60 | 2024.09.24 07:00 | s/l | 18 | 0.10 | 193.027 | 193.027 | 190.127 | -100.54 | 1638.79 |
| 61 | 2024.10.02 15:00 | sell | 19 | 0.10 | 193.706 | 0.000 | 0.000 | ||
| 62 | 2024.10.02 15:00 | modify | 19 | 0.10 | 193.706 | 195.106 | 192.206 | ||
| 63 | 2024.10.03 02:00 | s/l | 19 | 0.10 | 195.106 | 195.106 | 192.206 | -102.66 | 1536.13 |
| 64 | 2024.10.04 13:00 | sell | 20 | 0.10 | 194.415 | 0.000 | 0.000 | ||
| 65 | 2024.10.04 13:00 | modify | 20 | 0.10 | 194.415 | 195.815 | 192.915 | ||
| 66 | 2024.10.07 14:00 | sell | 21 | 0.10 | 193.363 | 0.000 | 0.000 | ||
| 67 | 2024.10.07 14:00 | modify | 21 | 0.10 | 193.363 | 193.665 | 192.915 | ||
| 68 | 2024.10.07 14:00 | modify | 20 | 0.10 | 194.415 | 193.665 | 192.915 | ||
| 69 | 2024.10.07 15:00 | s/l | 20 | 0.10 | 193.665 | 193.665 | 192.915 | 49.46 | 1585.59 |
| 70 | 2024.10.07 15:00 | s/l | 21 | 0.10 | 193.665 | 193.665 | 192.915 | -20.77 | 1564.82 |
| 71 | 2024.10.31 16:00 | buy | 22 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 72 | 2024.10.31 16:00 | modify | 22 | 0.10 | 195.893 | 194.493 | 197.393 | ||
| 73 | 2024.11.01 13:00 | t/p | 22 | 0.10 | 197.393 | 194.493 | 197.393 | 104.08 | 1668.90 |
| 74 | 2024.11.15 18:00 | buy | 23 | 0.10 | 194.846 | 0.000 | 0.000 | ||
| 75 | 2024.11.15 18:00 | modify | 23 | 0.10 | 194.846 | 193.446 | 196.346 | ||
| 76 | 2024.11.19 04:00 | buy | 24 | 0.10 | 195.610 | 0.000 | 0.000 | ||
| 77 | 2024.11.19 04:00 | modify | 24 | 0.10 | 195.610 | 195.221 | 196.346 | ||
| 78 | 2024.11.19 04:00 | buy | 25 | 0.10 | 195.610 | 0.000 | 0.000 | ||
| 79 | 2024.11.19 04:00 | modify | 25 | 0.10 | 195.610 | 195.221 | 196.346 | ||
| 80 | 2024.11.19 04:00 | modify | 23 | 0.10 | 194.846 | 195.221 | 196.346 | ||
| 81 | 2024.11.19 07:00 | buy | 26 | 0.10 | 195.908 | 0.000 | 0.000 | ||
| 82 | 2024.11.19 07:00 | modify | 26 | 0.10 | 195.908 | 195.596 | 196.346 | ||
| 83 | 2024.11.19 07:00 | modify | 25 | 0.10 | 195.610 | 195.596 | 196.346 | ||
| 84 | 2024.11.19 07:00 | modify | 24 | 0.10 | 195.610 | 195.596 | 196.346 | ||
| 85 | 2024.11.19 07:00 | modify | 23 | 0.10 | 194.846 | 195.596 | 196.346 | ||
| 86 | 2024.11.19 09:00 | s/l | 23 | 0.10 | 195.596 | 195.596 | 196.346 | 53.34 | 1722.25 |
| 87 | 2024.11.19 09:00 | s/l | 24 | 0.10 | 195.596 | 195.596 | 196.346 | -0.96 | 1721.29 |
| 88 | 2024.11.19 09:00 | s/l | 25 | 0.10 | 195.596 | 195.596 | 196.346 | -0.96 | 1720.33 |
| 89 | 2024.11.19 09:00 | s/l | 26 | 0.10 | 195.596 | 195.596 | 196.346 | -21.47 | 1698.86 |
| 90 | 2024.12.02 17:00 | buy | 27 | 0.10 | 188.640 | 0.000 | 0.000 | ||
| 91 | 2024.12.02 17:00 | modify | 27 | 0.10 | 188.640 | 187.240 | 190.140 | ||
| 92 | 2024.12.03 09:00 | t/p | 27 | 0.10 | 190.140 | 187.240 | 190.140 | 104.08 | 1802.94 |
| 93 | 2025.03.03 13:00 | sell | 28 | 0.10 | 191.877 | 0.000 | 0.000 | ||
| 94 | 2025.03.03 13:00 | modify | 28 | 0.10 | 191.877 | 193.277 | 190.377 | ||
| 95 | 2025.03.03 15:00 | sell | 29 | 0.10 | 191.098 | 0.000 | 0.000 | ||
| 96 | 2025.03.03 15:00 | modify | 29 | 0.10 | 191.098 | 191.502 | 190.377 | ||
| 97 | 2025.03.03 15:00 | sell | 30 | 0.10 | 191.098 | 0.000 | 0.000 | ||
| 98 | 2025.03.03 15:00 | modify | 30 | 0.10 | 191.098 | 191.502 | 190.377 | ||
| 99 | 2025.03.03 15:00 | modify | 28 | 0.10 | 191.877 | 191.502 | 190.377 | ||
| 100 | 2025.03.03 19:00 | sell | 31 | 0.10 | 190.811 | 0.000 | 0.000 | ||
| 101 | 2025.03.03 19:00 | modify | 31 | 0.10 | 190.811 | 191.127 | 190.377 | ||
| 102 | 2025.03.03 19:00 | modify | 30 | 0.10 | 191.098 | 191.127 | 190.377 | ||
| 103 | 2025.03.03 19:00 | modify | 29 | 0.10 | 191.098 | 191.127 | 190.377 | ||
| 104 | 2025.03.03 19:00 | modify | 28 | 0.10 | 191.877 | 191.127 | 190.377 | ||
| 105 | 2025.03.03 21:00 | t/p | 28 | 0.10 | 190.377 | 191.127 | 190.377 | 103.17 | 1906.11 |
| 106 | 2025.03.03 21:00 | t/p | 29 | 0.10 | 190.377 | 191.127 | 190.377 | 49.59 | 1955.70 |
| 107 | 2025.03.03 21:00 | t/p | 30 | 0.10 | 190.377 | 191.127 | 190.377 | 49.59 | 2005.29 |
| 108 | 2025.03.03 21:00 | t/p | 31 | 0.10 | 190.377 | 191.127 | 190.377 | 29.85 | 2035.14 |
| 109 | 2025.04.04 11:00 | buy | 32 | 0.10 | 188.722 | 0.000 | 0.000 | ||
| 110 | 2025.04.04 11:00 | modify | 32 | 0.10 | 188.722 | 187.322 | 190.222 | ||
| 111 | 2025.04.04 19:00 | t/p | 32 | 0.10 | 190.222 | 187.322 | 190.222 | 103.21 | 2138.35 |
| 112 | 2025.04.09 18:00 | sell | 33 | 0.10 | 188.064 | 0.000 | 0.000 | ||
| 113 | 2025.04.09 18:00 | modify | 33 | 0.10 | 188.064 | 189.464 | 186.564 | ||
| 114 | 2025.04.09 19:00 | s/l | 33 | 0.10 | 189.464 | 189.464 | 186.564 | -96.28 | 2042.07 |