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 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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 | 1908 | Ticks modelled | 25639044 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 972.37 | Gross profit | 1022.27 | Gross loss | -49.90 |
| Profit factor | 20.49 | Expected payoff | 60.77 | ||
| Absolute drawdown | 4.30 | Maximal drawdown | 199.60 (9.88%) | Relative drawdown | 11.72% (145.20) |
| Total trades | 16 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 139.82 | loss trade | -21.50 | |
| Average | profit trade | 78.64 | loss trade | -16.63 | |
| Maximum | consecutive wins (profit in money) | 8 (609.65) | consecutive losses (loss in money) | 3 (-49.90) | |
| Maximal | consecutive profit (count of wins) | 609.65 (8) | consecutive loss (count of losses) | -49.90 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.03 00:00 | buy | 1 | 0.10 | 1.23822 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.03 00:00 | modify | 1 | 0.10 | 1.23822 | 1.22822 | 1.25222 | ||
| 3 | 2025.01.06 02:13 | buy | 2 | 0.10 | 1.24452 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.06 02:13 | modify | 2 | 0.10 | 1.24452 | 1.24102 | 1.25222 | ||
| 5 | 2025.01.06 02:13 | buy | 3 | 0.10 | 1.24452 | 0.00000 | 0.00000 | ||
| 6 | 2025.01.06 02:13 | modify | 3 | 0.10 | 1.24452 | 1.24242 | 1.25222 | ||
| 7 | 2025.01.06 02:13 | modify | 1 | 0.10 | 1.23822 | 1.24242 | 1.25222 | ||
| 8 | 2025.01.06 02:13 | modify | 2 | 0.10 | 1.24452 | 1.24242 | 1.25222 | ||
| 9 | 2025.01.06 07:29 | buy | 4 | 0.10 | 1.24523 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.06 07:29 | modify | 4 | 0.10 | 1.24523 | 1.24312 | 1.25222 | ||
| 11 | 2025.01.06 07:29 | modify | 3 | 0.10 | 1.24452 | 1.24312 | 1.25222 | ||
| 12 | 2025.01.06 07:29 | modify | 2 | 0.10 | 1.24452 | 1.24312 | 1.25222 | ||
| 13 | 2025.01.06 07:29 | modify | 1 | 0.10 | 1.23822 | 1.24312 | 1.25222 | ||
| 14 | 2025.01.06 11:20 | t/p | 1 | 0.10 | 1.25222 | 1.24312 | 1.25222 | 139.72 | 1139.72 |
| 15 | 2025.01.06 11:20 | t/p | 2 | 0.10 | 1.25222 | 1.24312 | 1.25222 | 77.00 | 1216.72 |
| 16 | 2025.01.06 11:20 | t/p | 3 | 0.10 | 1.25222 | 1.24312 | 1.25222 | 77.00 | 1293.72 |
| 17 | 2025.01.06 11:20 | t/p | 4 | 0.10 | 1.25222 | 1.24312 | 1.25222 | 69.90 | 1363.62 |
| 18 | 2025.01.21 00:00 | sell | 5 | 0.10 | 1.23319 | 0.00000 | 0.00000 | ||
| 19 | 2025.01.21 00:00 | modify | 5 | 0.10 | 1.23319 | 1.24319 | 1.21919 | ||
| 20 | 2025.01.21 00:53 | sell | 6 | 0.10 | 1.22687 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.21 00:53 | modify | 6 | 0.10 | 1.22687 | 1.23039 | 1.21919 | ||
| 22 | 2025.01.21 00:53 | sell | 7 | 0.10 | 1.22687 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.21 00:53 | modify | 7 | 0.10 | 1.22687 | 1.22899 | 1.21919 | ||
| 24 | 2025.01.21 00:53 | modify | 5 | 0.10 | 1.23319 | 1.22899 | 1.21919 | ||
| 25 | 2025.01.21 00:53 | modify | 6 | 0.10 | 1.22687 | 1.22899 | 1.21919 | ||
| 26 | 2025.01.21 00:53 | sell | 8 | 0.10 | 1.22614 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.21 00:53 | modify | 8 | 0.10 | 1.22614 | 1.22829 | 1.21919 | ||
| 28 | 2025.01.21 00:53 | modify | 7 | 0.10 | 1.22687 | 1.22829 | 1.21919 | ||
| 29 | 2025.01.21 00:53 | modify | 6 | 0.10 | 1.22687 | 1.22829 | 1.21919 | ||
| 30 | 2025.01.21 00:53 | modify | 5 | 0.10 | 1.23319 | 1.22829 | 1.21919 | ||
| 31 | 2025.01.21 01:11 | s/l | 5 | 0.10 | 1.22829 | 1.22829 | 1.21919 | 49.00 | 1412.62 |
| 32 | 2025.01.21 01:11 | s/l | 6 | 0.10 | 1.22829 | 1.22829 | 1.21919 | -14.20 | 1398.42 |
| 33 | 2025.01.21 01:11 | s/l | 7 | 0.10 | 1.22829 | 1.22829 | 1.21919 | -14.20 | 1384.22 |
| 34 | 2025.01.21 01:11 | s/l | 8 | 0.10 | 1.22829 | 1.22829 | 1.21919 | -21.50 | 1362.72 |
| 35 | 2025.04.21 12:00 | sell | 9 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 36 | 2025.04.21 12:00 | modify | 9 | 0.10 | 1.33963 | 1.34963 | 1.32563 | ||
| 37 | 2025.04.22 18:42 | sell | 10 | 0.10 | 1.33330 | 0.00000 | 0.00000 | ||
| 38 | 2025.04.22 18:42 | modify | 10 | 0.10 | 1.33330 | 1.33683 | 1.32563 | ||
| 39 | 2025.04.22 18:42 | sell | 11 | 0.10 | 1.33330 | 0.00000 | 0.00000 | ||
| 40 | 2025.04.22 18:42 | modify | 11 | 0.10 | 1.33330 | 1.33543 | 1.32563 | ||
| 41 | 2025.04.22 18:42 | modify | 9 | 0.10 | 1.33963 | 1.33543 | 1.32563 | ||
| 42 | 2025.04.22 18:42 | modify | 10 | 0.10 | 1.33330 | 1.33543 | 1.32563 | ||
| 43 | 2025.04.22 20:41 | sell | 12 | 0.10 | 1.33254 | 0.00000 | 0.00000 | ||
| 44 | 2025.04.22 20:41 | modify | 12 | 0.10 | 1.33254 | 1.33473 | 1.32563 | ||
| 45 | 2025.04.22 20:41 | modify | 11 | 0.10 | 1.33330 | 1.33473 | 1.32563 | ||
| 46 | 2025.04.22 20:41 | modify | 10 | 0.10 | 1.33330 | 1.33473 | 1.32563 | ||
| 47 | 2025.04.22 20:41 | modify | 9 | 0.10 | 1.33963 | 1.33473 | 1.32563 | ||
| 48 | 2025.04.22 22:27 | t/p | 9 | 0.10 | 1.32563 | 1.33473 | 1.32563 | 139.82 | 1502.55 |
| 49 | 2025.04.22 22:27 | t/p | 10 | 0.10 | 1.32563 | 1.33473 | 1.32563 | 76.70 | 1579.25 |
| 50 | 2025.04.22 22:27 | t/p | 11 | 0.10 | 1.32563 | 1.33473 | 1.32563 | 76.70 | 1655.95 |
| 51 | 2025.04.22 22:27 | t/p | 12 | 0.10 | 1.32563 | 1.33473 | 1.32563 | 69.10 | 1725.05 |
| 52 | 2025.04.29 00:00 | sell | 13 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.29 00:00 | modify | 13 | 0.10 | 1.34346 | 1.35346 | 1.32946 | ||
| 54 | 2025.04.30 08:23 | sell | 14 | 0.10 | 1.33716 | 0.00000 | 0.00000 | ||
| 55 | 2025.04.30 08:23 | modify | 14 | 0.10 | 1.33716 | 1.34066 | 1.32946 | ||
| 56 | 2025.04.30 08:23 | sell | 15 | 0.10 | 1.33716 | 0.00000 | 0.00000 | ||
| 57 | 2025.04.30 08:23 | modify | 15 | 0.10 | 1.33716 | 1.33926 | 1.32946 | ||
| 58 | 2025.04.30 08:23 | modify | 13 | 0.10 | 1.34346 | 1.33926 | 1.32946 | ||
| 59 | 2025.04.30 08:23 | modify | 14 | 0.10 | 1.33716 | 1.33926 | 1.32946 | ||
| 60 | 2025.04.30 08:41 | sell | 16 | 0.10 | 1.33645 | 0.00000 | 0.00000 | ||
| 61 | 2025.04.30 08:41 | modify | 16 | 0.10 | 1.33645 | 1.33856 | 1.32946 | ||
| 62 | 2025.04.30 08:41 | modify | 15 | 0.10 | 1.33716 | 1.33856 | 1.32946 | ||
| 63 | 2025.04.30 08:41 | modify | 14 | 0.10 | 1.33716 | 1.33856 | 1.32946 | ||
| 64 | 2025.04.30 08:41 | modify | 13 | 0.10 | 1.34346 | 1.33856 | 1.32946 | ||
| 65 | 2025.04.30 23:59 | close at stop | 16 | 0.10 | 1.33237 | 1.33856 | 1.32946 | 40.80 | 1765.85 |
| 66 | 2025.04.30 23:59 | close at stop | 15 | 0.10 | 1.33237 | 1.33856 | 1.32946 | 47.90 | 1813.75 |
| 67 | 2025.04.30 23:59 | close at stop | 14 | 0.10 | 1.33237 | 1.33856 | 1.32946 | 47.90 | 1861.65 |
| 68 | 2025.04.30 23:59 | close at stop | 13 | 0.10 | 1.33237 | 1.33856 | 1.32946 | 110.72 | 1972.37 |