Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=19; 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 | 30 | ||
| Total net profit | 837.63 | Gross profit | 1072.02 | Gross loss | -234.39 |
| Profit factor | 4.57 | Expected payoff | 55.84 | ||
| Absolute drawdown | 119.81 | Maximal drawdown | 282.37 (16.87%) | Relative drawdown | 16.87% (282.37) |
| Total trades | 15 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
| Largest | profit trade | 150.00 | loss trade | -133.03 | |
| Average | profit trade | 97.46 | loss trade | -58.60 | |
| Maximum | consecutive wins (profit in money) | 7 (593.48) | consecutive losses (loss in money) | 3 (-194.69) | |
| Maximal | consecutive profit (count of wins) | 593.48 (7) | consecutive loss (count of losses) | -194.69 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.11 14:00 | sell | 1 | 0.10 | 1.29269 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.11 14:00 | modify | 1 | 0.10 | 1.29269 | 1.30569 | 1.27769 | ||
| 3 | 2024.07.25 19:00 | sell | 2 | 0.10 | 1.28589 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.25 19:00 | modify | 2 | 0.10 | 1.28589 | 1.28969 | 1.27769 | ||
| 5 | 2024.07.25 19:00 | modify | 1 | 0.10 | 1.29269 | 1.28969 | 1.27769 | ||
| 6 | 2024.07.30 12:00 | sell | 3 | 0.10 | 1.28444 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.30 12:00 | modify | 3 | 0.10 | 1.28444 | 1.28819 | 1.27769 | ||
| 8 | 2024.07.30 12:00 | modify | 2 | 0.10 | 1.28589 | 1.28819 | 1.27769 | ||
| 9 | 2024.07.30 12:00 | modify | 1 | 0.10 | 1.29269 | 1.28819 | 1.27769 | ||
| 10 | 2024.08.01 07:00 | sell | 4 | 0.10 | 1.28060 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.01 07:00 | modify | 4 | 0.10 | 1.28060 | 1.28744 | 1.27769 | ||
| 12 | 2024.08.01 07:00 | modify | 3 | 0.10 | 1.28444 | 1.28744 | 1.27769 | ||
| 13 | 2024.08.01 07:00 | modify | 2 | 0.10 | 1.28589 | 1.28744 | 1.27769 | ||
| 14 | 2024.08.01 07:00 | modify | 1 | 0.10 | 1.29269 | 1.28744 | 1.27769 | ||
| 15 | 2024.08.01 10:00 | t/p | 1 | 0.10 | 1.27769 | 1.28744 | 1.27769 | 146.28 | 1146.28 |
| 16 | 2024.08.01 10:00 | t/p | 2 | 0.10 | 1.27769 | 1.28744 | 1.27769 | 80.76 | 1227.04 |
| 17 | 2024.08.01 10:00 | t/p | 3 | 0.10 | 1.27769 | 1.28744 | 1.27769 | 66.79 | 1293.83 |
| 18 | 2024.08.01 10:00 | t/p | 4 | 0.10 | 1.27769 | 1.28744 | 1.27769 | 29.10 | 1322.93 |
| 19 | 2024.08.06 12:00 | buy | 5 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.06 12:00 | modify | 5 | 0.10 | 1.26957 | 1.25657 | 1.28457 | ||
| 21 | 2024.08.09 15:00 | buy | 6 | 0.10 | 1.27659 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.09 15:00 | modify | 6 | 0.10 | 1.27659 | 1.27257 | 1.28457 | ||
| 23 | 2024.08.09 15:00 | modify | 5 | 0.10 | 1.26957 | 1.27257 | 1.28457 | ||
| 24 | 2024.08.13 17:00 | t/p | 5 | 0.10 | 1.28457 | 1.27257 | 1.28457 | 148.07 | 1471.00 |
| 25 | 2024.08.13 17:00 | t/p | 6 | 0.10 | 1.28457 | 1.27257 | 1.28457 | 79.25 | 1550.25 |
| 26 | 2024.08.23 17:00 | sell | 7 | 0.10 | 1.31905 | 0.00000 | 0.00000 | ||
| 27 | 2024.08.23 17:00 | modify | 7 | 0.10 | 1.31905 | 1.33205 | 1.30405 | ||
| 28 | 2024.09.03 06:00 | sell | 8 | 0.10 | 1.31230 | 0.00000 | 0.00000 | ||
| 29 | 2024.09.03 06:00 | modify | 8 | 0.10 | 1.31230 | 1.31605 | 1.30405 | ||
| 30 | 2024.09.03 06:00 | modify | 7 | 0.10 | 1.31905 | 1.31605 | 1.30405 | ||
| 31 | 2024.09.03 22:00 | sell | 9 | 0.10 | 1.31067 | 0.00000 | 0.00000 | ||
| 32 | 2024.09.03 22:00 | modify | 9 | 0.10 | 1.31067 | 1.31455 | 1.30405 | ||
| 33 | 2024.09.03 22:00 | modify | 8 | 0.10 | 1.31230 | 1.31455 | 1.30405 | ||
| 34 | 2024.09.03 22:00 | modify | 7 | 0.10 | 1.31905 | 1.31455 | 1.30405 | ||
| 35 | 2024.09.04 15:00 | s/l | 7 | 0.10 | 1.31455 | 1.31455 | 1.30405 | 43.23 | 1593.48 |
| 36 | 2024.09.04 15:00 | s/l | 8 | 0.10 | 1.31455 | 1.31455 | 1.30405 | -22.68 | 1570.80 |
| 37 | 2024.09.04 15:00 | s/l | 9 | 0.10 | 1.31455 | 1.31455 | 1.30405 | -38.98 | 1531.82 |
| 38 | 2024.10.03 11:00 | buy | 10 | 0.10 | 1.31206 | 0.00000 | 0.00000 | ||
| 39 | 2024.10.03 11:00 | modify | 10 | 0.10 | 1.31206 | 1.29906 | 1.32706 | ||
| 40 | 2024.10.16 07:00 | s/l | 10 | 0.10 | 1.29906 | 1.29906 | 1.32706 | -133.03 | 1398.79 |
| 41 | 2024.10.31 17:00 | buy | 11 | 0.10 | 1.28667 | 0.00000 | 0.00000 | ||
| 42 | 2024.10.31 17:00 | modify | 11 | 0.10 | 1.28667 | 1.27367 | 1.30167 | ||
| 43 | 2024.11.05 15:00 | t/p | 11 | 0.10 | 1.30167 | 1.27367 | 1.30167 | 149.17 | 1547.96 |
| 44 | 2025.01.06 13:00 | sell | 12 | 0.10 | 1.25352 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.06 13:00 | modify | 12 | 0.10 | 1.25352 | 1.26652 | 1.23852 | ||
| 46 | 2025.01.08 12:00 | t/p | 12 | 0.10 | 1.23852 | 1.26652 | 1.23852 | 149.65 | 1697.61 |
| 47 | 2025.02.03 04:00 | buy | 13 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 48 | 2025.02.03 04:00 | modify | 13 | 0.10 | 1.22653 | 1.21353 | 1.24153 | ||
| 49 | 2025.02.03 16:00 | t/p | 13 | 0.10 | 1.24153 | 1.21353 | 1.24153 | 150.00 | 1847.61 |
| 50 | 2025.02.06 14:00 | buy | 14 | 0.10 | 1.23864 | 0.00000 | 0.00000 | ||
| 51 | 2025.02.06 14:00 | modify | 14 | 0.10 | 1.23864 | 1.22564 | 1.25364 | ||
| 52 | 2025.02.07 12:00 | buy | 15 | 0.10 | 1.24561 | 0.00000 | 0.00000 | ||
| 53 | 2025.02.07 12:00 | modify | 15 | 0.10 | 1.24561 | 1.24164 | 1.25364 | ||
| 54 | 2025.02.07 12:00 | modify | 14 | 0.10 | 1.23864 | 1.24164 | 1.25364 | ||
| 55 | 2025.02.07 16:00 | s/l | 14 | 0.10 | 1.24164 | 1.24164 | 1.25364 | 29.72 | 1877.33 |
| 56 | 2025.02.07 16:00 | s/l | 15 | 0.10 | 1.24164 | 1.24164 | 1.25364 | -39.70 | 1837.63 |