Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 744.04 | Gross profit | 1817.27 | Gross loss | -1073.23 |
| Profit factor | 1.69 | Expected payoff | 16.53 | ||
| Absolute drawdown | 20.18 | Maximal drawdown | 273.07 (13.54%) | Relative drawdown | 14.78% (245.06) |
| Total trades | 45 | Short positions (won %) | 22 (36.36%) | Long positions (won %) | 23 (43.48%) |
| Profit trades (% of total) | 18 (40.00%) | Loss trades (% of total) | 27 (60.00%) | ||
| Largest | profit trade | 149.65 | loss trade | -53.28 | |
| Average | profit trade | 100.96 | loss trade | -39.75 | |
| Maximum | consecutive wins (profit in money) | 3 (364.39) | consecutive losses (loss in money) | 6 (-232.79) | |
| Maximal | consecutive profit (count of wins) | 364.39 (3) | consecutive loss (count of losses) | -232.79 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.03 16:00 | sell | 1 | 0.10 | 1.27926 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.03 16:00 | modify | 1 | 0.10 | 1.27926 | 1.28326 | 1.26426 | ||
| 3 | 2024.06.12 00:00 | sell | 2 | 0.10 | 1.27391 | 0.00000 | 0.00000 | ||
| 4 | 2024.06.12 00:00 | modify | 2 | 0.10 | 1.27391 | 1.27701 | 1.26426 | ||
| 5 | 2024.06.12 00:00 | modify | 1 | 0.10 | 1.27926 | 1.27701 | 1.26426 | ||
| 6 | 2024.06.12 12:00 | s/l | 1 | 0.10 | 1.27701 | 1.27701 | 1.26426 | 20.91 | 1020.91 |
| 7 | 2024.06.12 12:00 | s/l | 2 | 0.10 | 1.27701 | 1.27701 | 1.26426 | -31.00 | 989.91 |
| 8 | 2024.06.12 16:00 | sell | 3 | 0.10 | 1.28398 | 0.00000 | 0.00000 | ||
| 9 | 2024.06.12 16:00 | modify | 3 | 0.10 | 1.28398 | 1.28798 | 1.26898 | ||
| 10 | 2024.06.13 04:00 | sell | 4 | 0.10 | 1.27845 | 0.00000 | 0.00000 | ||
| 11 | 2024.06.13 04:00 | modify | 4 | 0.10 | 1.27845 | 1.28173 | 1.26898 | ||
| 12 | 2024.06.13 04:00 | modify | 3 | 0.10 | 1.28398 | 1.28173 | 1.26898 | ||
| 13 | 2024.06.14 16:00 | t/p | 3 | 0.10 | 1.26898 | 1.28173 | 1.26898 | 149.29 | 1139.20 |
| 14 | 2024.06.14 16:00 | t/p | 4 | 0.10 | 1.26898 | 1.28173 | 1.26898 | 94.52 | 1233.72 |
| 15 | 2024.07.03 16:00 | sell | 5 | 0.10 | 1.27636 | 0.00000 | 0.00000 | ||
| 16 | 2024.07.03 16:00 | modify | 5 | 0.10 | 1.27636 | 1.28036 | 1.26136 | ||
| 17 | 2024.07.05 16:00 | s/l | 5 | 0.10 | 1.28036 | 1.28036 | 1.26136 | -40.71 | 1193.01 |
| 18 | 2024.08.02 16:00 | sell | 6 | 0.10 | 1.27967 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.02 16:00 | modify | 6 | 0.10 | 1.27967 | 1.28367 | 1.26467 | ||
| 20 | 2024.08.13 16:00 | s/l | 6 | 0.10 | 1.28367 | 1.28367 | 1.26467 | -41.59 | 1151.42 |
| 21 | 2024.08.23 16:00 | sell | 7 | 0.10 | 1.31939 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.23 16:00 | modify | 7 | 0.10 | 1.31939 | 1.32339 | 1.30439 | ||
| 23 | 2024.08.27 12:00 | s/l | 7 | 0.10 | 1.32339 | 1.32339 | 1.30439 | -40.35 | 1111.06 |
| 24 | 2024.09.11 16:00 | buy | 8 | 0.10 | 1.30262 | 0.00000 | 0.00000 | ||
| 25 | 2024.09.11 16:00 | modify | 8 | 0.10 | 1.30262 | 1.29862 | 1.31762 | ||
| 26 | 2024.09.16 12:00 | t/p | 8 | 0.10 | 1.31762 | 1.29862 | 1.31762 | 148.62 | 1259.68 |
| 27 | 2024.09.19 12:00 | sell | 9 | 0.10 | 1.32851 | 0.00000 | 0.00000 | ||
| 28 | 2024.09.19 12:00 | modify | 9 | 0.10 | 1.32851 | 1.33251 | 1.31351 | ||
| 29 | 2024.09.20 08:00 | s/l | 9 | 0.10 | 1.33251 | 1.33251 | 1.31351 | -40.18 | 1219.51 |
| 30 | 2024.09.25 16:00 | buy | 10 | 0.10 | 1.33406 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.25 16:00 | modify | 10 | 0.10 | 1.33406 | 1.33006 | 1.34906 | ||
| 32 | 2024.09.26 16:00 | buy | 11 | 0.10 | 1.34311 | 0.00000 | 0.00000 | ||
| 33 | 2024.09.26 16:00 | modify | 11 | 0.10 | 1.34311 | 1.33781 | 1.34906 | ||
| 34 | 2024.09.26 16:00 | modify | 10 | 0.10 | 1.33406 | 1.33781 | 1.34906 | ||
| 35 | 2024.09.27 08:00 | s/l | 10 | 0.10 | 1.33781 | 1.33781 | 1.34906 | 36.40 | 1255.90 |
| 36 | 2024.09.27 08:00 | s/l | 11 | 0.10 | 1.33781 | 1.33781 | 1.34906 | -53.28 | 1202.63 |
| 37 | 2024.10.01 16:00 | buy | 12 | 0.10 | 1.32819 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.01 16:00 | modify | 12 | 0.10 | 1.32819 | 1.32419 | 1.34319 | ||
| 39 | 2024.10.01 20:00 | s/l | 12 | 0.10 | 1.32419 | 1.32419 | 1.34319 | -40.00 | 1162.63 |
| 40 | 2024.10.31 16:00 | buy | 13 | 0.10 | 1.28580 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.31 16:00 | modify | 13 | 0.10 | 1.28580 | 1.28180 | 1.30080 | ||
| 42 | 2024.11.05 16:00 | t/p | 13 | 0.10 | 1.30080 | 1.28180 | 1.30080 | 149.17 | 1311.80 |
| 43 | 2024.11.07 16:00 | sell | 14 | 0.10 | 1.29960 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.07 16:00 | modify | 14 | 0.10 | 1.29960 | 1.30360 | 1.28460 | ||
| 45 | 2024.11.08 20:00 | sell | 15 | 0.10 | 1.29121 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.08 20:00 | modify | 15 | 0.10 | 1.29121 | 1.29435 | 1.28460 | ||
| 47 | 2024.11.08 20:00 | modify | 14 | 0.10 | 1.29960 | 1.29435 | 1.28460 | ||
| 48 | 2024.11.12 04:00 | t/p | 14 | 0.10 | 1.28460 | 1.29435 | 1.28460 | 149.47 | 1461.27 |
| 49 | 2024.11.12 04:00 | t/p | 15 | 0.10 | 1.28460 | 1.29435 | 1.28460 | 65.75 | 1527.01 |
| 50 | 2024.11.12 16:00 | buy | 16 | 0.10 | 1.27658 | 0.00000 | 0.00000 | ||
| 51 | 2024.11.12 16:00 | modify | 16 | 0.10 | 1.27658 | 1.27258 | 1.29158 | ||
| 52 | 2024.11.12 20:00 | s/l | 16 | 0.10 | 1.27258 | 1.27258 | 1.29158 | -40.00 | 1487.01 |
| 53 | 2024.11.22 12:00 | buy | 17 | 0.10 | 1.25155 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.22 12:00 | modify | 17 | 0.10 | 1.25155 | 1.24755 | 1.26655 | ||
| 55 | 2024.11.27 16:00 | t/p | 17 | 0.10 | 1.26655 | 1.24755 | 1.26655 | 149.17 | 1636.19 |
| 56 | 2024.11.27 16:00 | sell | 18 | 0.10 | 1.26767 | 0.00000 | 0.00000 | ||
| 57 | 2024.11.27 16:00 | modify | 18 | 0.10 | 1.26767 | 1.27167 | 1.25267 | ||
| 58 | 2024.11.29 04:00 | s/l | 18 | 0.10 | 1.27167 | 1.27167 | 1.25267 | -40.71 | 1595.48 |
| 59 | 2024.12.02 16:00 | buy | 19 | 0.10 | 1.26308 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.02 16:00 | modify | 19 | 0.10 | 1.26308 | 1.25908 | 1.27808 | ||
| 61 | 2024.12.04 08:00 | buy | 20 | 0.10 | 1.26840 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.04 08:00 | modify | 20 | 0.10 | 1.26840 | 1.26533 | 1.27808 | ||
| 63 | 2024.12.04 08:00 | modify | 19 | 0.10 | 1.26308 | 1.26533 | 1.27808 | ||
| 64 | 2024.12.04 12:00 | s/l | 19 | 0.10 | 1.26533 | 1.26533 | 1.27808 | 21.95 | 1617.43 |
| 65 | 2024.12.04 12:00 | s/l | 20 | 0.10 | 1.26533 | 1.26533 | 1.27808 | -30.70 | 1586.73 |
| 66 | 2024.12.12 16:00 | buy | 21 | 0.10 | 1.26921 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.12 16:00 | modify | 21 | 0.10 | 1.26921 | 1.26521 | 1.28421 | ||
| 68 | 2024.12.13 08:00 | s/l | 21 | 0.10 | 1.26521 | 1.26521 | 1.28421 | -40.28 | 1546.45 |
| 69 | 2024.12.19 16:00 | buy | 22 | 0.10 | 1.25530 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.19 16:00 | modify | 22 | 0.10 | 1.25530 | 1.25130 | 1.27030 | ||
| 71 | 2024.12.19 20:00 | s/l | 22 | 0.10 | 1.25130 | 1.25130 | 1.27030 | -40.00 | 1506.45 |
| 72 | 2024.12.30 16:00 | buy | 23 | 0.10 | 1.25151 | 0.00000 | 0.00000 | ||
| 73 | 2024.12.30 16:00 | modify | 23 | 0.10 | 1.25151 | 1.24751 | 1.26651 | ||
| 74 | 2025.01.02 12:00 | s/l | 23 | 0.10 | 1.24751 | 1.24751 | 1.26651 | -41.38 | 1465.07 |
| 75 | 2025.01.02 12:00 | buy | 24 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
| 76 | 2025.01.02 12:00 | modify | 24 | 0.10 | 1.24563 | 1.24163 | 1.26063 | ||
| 77 | 2025.01.02 16:00 | s/l | 24 | 0.10 | 1.24163 | 1.24163 | 1.26063 | -40.00 | 1425.07 |
| 78 | 2025.01.06 12:00 | sell | 25 | 0.10 | 1.25431 | 0.00000 | 0.00000 | ||
| 79 | 2025.01.06 12:00 | modify | 25 | 0.10 | 1.25431 | 1.25831 | 1.23931 | ||
| 80 | 2025.01.07 20:00 | sell | 26 | 0.10 | 1.24900 | 0.00000 | 0.00000 | ||
| 81 | 2025.01.07 20:00 | modify | 26 | 0.10 | 1.24900 | 1.25206 | 1.23931 | ||
| 82 | 2025.01.07 20:00 | modify | 25 | 0.10 | 1.25431 | 1.25206 | 1.23931 | ||
| 83 | 2025.01.08 12:00 | t/p | 25 | 0.10 | 1.23931 | 1.25206 | 1.23931 | 149.65 | 1574.72 |
| 84 | 2025.01.08 12:00 | t/p | 26 | 0.10 | 1.23931 | 1.25206 | 1.23931 | 96.72 | 1671.44 |
| 85 | 2025.01.08 12:00 | buy | 27 | 0.10 | 1.23750 | 0.00000 | 0.00000 | ||
| 86 | 2025.01.08 12:00 | modify | 27 | 0.10 | 1.23750 | 1.23350 | 1.25250 | ||
| 87 | 2025.01.08 16:00 | s/l | 27 | 0.10 | 1.23350 | 1.23350 | 1.25250 | -40.00 | 1631.44 |
| 88 | 2025.01.10 16:00 | buy | 28 | 0.10 | 1.22324 | 0.00000 | 0.00000 | ||
| 89 | 2025.01.10 16:00 | modify | 28 | 0.10 | 1.22324 | 1.21924 | 1.23824 | ||
| 90 | 2025.01.13 04:00 | s/l | 28 | 0.10 | 1.21924 | 1.21924 | 1.23824 | -40.28 | 1591.16 |
| 91 | 2025.01.13 12:00 | buy | 29 | 0.10 | 1.21127 | 0.00000 | 0.00000 | ||
| 92 | 2025.01.13 12:00 | modify | 29 | 0.10 | 1.21127 | 1.20727 | 1.22627 | ||
| 93 | 2025.01.14 16:00 | buy | 30 | 0.10 | 1.22028 | 0.00000 | 0.00000 | ||
| 94 | 2025.01.14 16:00 | modify | 30 | 0.10 | 1.22028 | 1.21502 | 1.22627 | ||
| 95 | 2025.01.14 16:00 | modify | 29 | 0.10 | 1.21127 | 1.21502 | 1.22627 | ||
| 96 | 2025.01.15 16:00 | t/p | 29 | 0.10 | 1.22627 | 1.21502 | 1.22627 | 149.45 | 1740.61 |
| 97 | 2025.01.15 16:00 | t/p | 30 | 0.10 | 1.22627 | 1.21502 | 1.22627 | 59.62 | 1800.24 |
| 98 | 2025.01.20 16:00 | sell | 31 | 0.10 | 1.22923 | 0.00000 | 0.00000 | ||
| 99 | 2025.01.20 16:00 | modify | 31 | 0.10 | 1.22923 | 1.23323 | 1.21423 | ||
| 100 | 2025.01.20 20:00 | s/l | 31 | 0.10 | 1.23323 | 1.23323 | 1.21423 | -40.00 | 1760.24 |
| 101 | 2025.01.21 12:00 | buy | 32 | 0.10 | 1.22387 | 0.00000 | 0.00000 | ||
| 102 | 2025.01.21 12:00 | modify | 32 | 0.10 | 1.22387 | 1.21987 | 1.23887 | ||
| 103 | 2025.01.21 20:00 | buy | 33 | 0.10 | 1.23303 | 0.00000 | 0.00000 | ||
| 104 | 2025.01.21 20:00 | modify | 33 | 0.10 | 1.23303 | 1.22762 | 1.23887 | ||
| 105 | 2025.01.21 20:00 | modify | 32 | 0.10 | 1.22387 | 1.22762 | 1.23887 | ||
| 106 | 2025.01.24 04:00 | t/p | 32 | 0.10 | 1.23887 | 1.22762 | 1.23887 | 148.62 | 1908.86 |
| 107 | 2025.01.24 04:00 | t/p | 33 | 0.10 | 1.23887 | 1.22762 | 1.23887 | 57.02 | 1965.88 |
| 108 | 2025.01.24 16:00 | sell | 34 | 0.10 | 1.24830 | 0.00000 | 0.00000 | ||
| 109 | 2025.01.24 16:00 | modify | 34 | 0.10 | 1.24830 | 1.25230 | 1.23330 | ||
| 110 | 2025.01.27 08:00 | sell | 35 | 0.10 | 1.24286 | 0.00000 | 0.00000 | ||
| 111 | 2025.01.27 08:00 | modify | 35 | 0.10 | 1.24286 | 1.24605 | 1.23330 | ||
| 112 | 2025.01.27 08:00 | modify | 34 | 0.10 | 1.24830 | 1.24605 | 1.23330 | ||
| 113 | 2025.01.27 12:00 | s/l | 34 | 0.10 | 1.24605 | 1.24605 | 1.23330 | 22.32 | 1988.20 |
| 114 | 2025.01.27 12:00 | s/l | 35 | 0.10 | 1.24605 | 1.24605 | 1.23330 | -31.90 | 1956.30 |
| 115 | 2025.02.03 16:00 | sell | 36 | 0.10 | 1.24121 | 0.00000 | 0.00000 | ||
| 116 | 2025.02.03 16:00 | modify | 36 | 0.10 | 1.24121 | 1.24521 | 1.22621 | ||
| 117 | 2025.02.04 00:00 | s/l | 36 | 0.10 | 1.24521 | 1.24521 | 1.22621 | -40.18 | 1916.12 |
| 118 | 2025.02.04 16:00 | sell | 37 | 0.10 | 1.24760 | 0.00000 | 0.00000 | ||
| 119 | 2025.02.04 16:00 | modify | 37 | 0.10 | 1.24760 | 1.25160 | 1.23260 | ||
| 120 | 2025.02.05 12:00 | s/l | 37 | 0.10 | 1.25160 | 1.25160 | 1.23260 | -40.18 | 1875.95 |
| 121 | 2025.02.06 12:00 | buy | 38 | 0.10 | 1.24241 | 0.00000 | 0.00000 | ||
| 122 | 2025.02.06 12:00 | modify | 38 | 0.10 | 1.24241 | 1.23841 | 1.25741 | ||
| 123 | 2025.02.06 16:00 | s/l | 38 | 0.10 | 1.23841 | 1.23841 | 1.25741 | -40.00 | 1835.95 |
| 124 | 2025.03.03 12:00 | sell | 39 | 0.10 | 1.26602 | 0.00000 | 0.00000 | ||
| 125 | 2025.03.03 12:00 | modify | 39 | 0.10 | 1.26602 | 1.27002 | 1.25102 | ||
| 126 | 2025.03.03 16:00 | s/l | 39 | 0.10 | 1.27002 | 1.27002 | 1.25102 | -40.00 | 1795.95 |
| 127 | 2025.03.05 16:00 | sell | 40 | 0.10 | 1.28666 | 0.00000 | 0.00000 | ||
| 128 | 2025.03.05 16:00 | modify | 40 | 0.10 | 1.28666 | 1.29066 | 1.27166 | ||
| 129 | 2025.03.06 04:00 | s/l | 40 | 0.10 | 1.29066 | 1.29066 | 1.27166 | -40.53 | 1755.41 |
| 130 | 2025.03.31 16:00 | buy | 41 | 0.10 | 1.28942 | 0.00000 | 0.00000 | ||
| 131 | 2025.03.31 16:00 | modify | 41 | 0.10 | 1.28942 | 1.28542 | 1.30442 | ||
| 132 | 2025.04.03 00:00 | t/p | 41 | 0.10 | 1.30442 | 1.28542 | 1.30442 | 148.62 | 1904.04 |
| 133 | 2025.04.04 16:00 | buy | 42 | 0.10 | 1.29289 | 0.00000 | 0.00000 | ||
| 134 | 2025.04.04 16:00 | modify | 42 | 0.10 | 1.29289 | 1.28889 | 1.30789 | ||
| 135 | 2025.04.04 20:00 | s/l | 42 | 0.10 | 1.28889 | 1.28889 | 1.30789 | -40.00 | 1864.04 |
| 136 | 2025.04.07 12:00 | buy | 43 | 0.10 | 1.28272 | 0.00000 | 0.00000 | ||
| 137 | 2025.04.07 12:00 | modify | 43 | 0.10 | 1.28272 | 1.27872 | 1.29772 | ||
| 138 | 2025.04.07 16:00 | s/l | 43 | 0.10 | 1.27872 | 1.27872 | 1.29772 | -40.00 | 1824.04 |
| 139 | 2025.04.10 12:00 | sell | 44 | 0.10 | 1.29315 | 0.00000 | 0.00000 | ||
| 140 | 2025.04.10 12:00 | modify | 44 | 0.10 | 1.29315 | 1.29715 | 1.27815 | ||
| 141 | 2025.04.10 16:00 | s/l | 44 | 0.10 | 1.29715 | 1.29715 | 1.27815 | -40.00 | 1784.04 |
| 142 | 2025.04.28 16:00 | sell | 45 | 0.10 | 1.33927 | 0.00000 | 0.00000 | ||
| 143 | 2025.04.28 16:00 | modify | 45 | 0.10 | 1.33927 | 1.34327 | 1.32427 | ||
| 144 | 2025.04.28 20:00 | s/l | 45 | 0.10 | 1.34327 | 1.34327 | 1.32427 | -40.00 | 1744.04 |