Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2608 | Ticks modelled | 79767 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 621.89 | Gross profit | 1112.95 | Gross loss | -491.05 |
| Profit factor | 2.27 | Expected payoff | 18.85 | ||
| Absolute drawdown | 91.26 | Maximal drawdown | 241.83 (21.02%) | Relative drawdown | 21.02% (241.83) |
| Total trades | 33 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
| Largest | profit trade | 97.70 | loss trade | -103.10 | |
| Average | profit trade | 50.59 | loss trade | -44.64 | |
| Maximum | consecutive wins (profit in money) | 10 (597.05) | consecutive losses (loss in money) | 2 (-138.42) | |
| Maximal | consecutive profit (count of wins) | 597.05 (10) | consecutive loss (count of losses) | -138.42 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.03 20:00 | sell | 1 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 2 | 2024.07.03 20:00 | modify | 1 | 0.10 | 206.003 | 207.503 | 204.603 | ||
| 3 | 2024.07.04 01:40 | sell | 2 | 0.10 | 205.494 | 0.000 | 0.000 | ||
| 4 | 2024.07.04 01:40 | modify | 2 | 0.10 | 205.494 | 205.723 | 204.603 | ||
| 5 | 2024.07.04 01:40 | modify | 1 | 0.10 | 206.003 | 205.723 | 204.603 | ||
| 6 | 2024.07.04 01:55 | s/l | 1 | 0.10 | 205.723 | 205.723 | 204.603 | 12.80 | 1012.80 |
| 7 | 2024.07.04 01:55 | s/l | 2 | 0.10 | 205.723 | 205.723 | 204.603 | -15.84 | 996.96 |
| 8 | 2024.07.11 00:00 | sell | 3 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 9 | 2024.07.11 00:00 | modify | 3 | 0.10 | 207.703 | 209.203 | 206.303 | ||
| 10 | 2024.07.11 12:30 | t/p | 3 | 0.10 | 206.303 | 209.203 | 206.303 | 96.83 | 1093.79 |
| 11 | 2024.07.11 20:00 | buy | 4 | 0.10 | 205.103 | 0.000 | 0.000 | ||
| 12 | 2024.07.11 20:00 | modify | 4 | 0.10 | 205.103 | 203.603 | 206.503 | ||
| 13 | 2024.07.11 23:15 | buy | 5 | 0.10 | 205.963 | 0.000 | 0.000 | ||
| 14 | 2024.07.11 23:15 | modify | 5 | 0.10 | 205.963 | 205.453 | 206.503 | ||
| 15 | 2024.07.11 23:15 | modify | 4 | 0.10 | 205.103 | 205.453 | 206.503 | ||
| 16 | 2024.07.11 23:20 | s/l | 4 | 0.10 | 205.453 | 205.453 | 206.503 | 24.23 | 1118.02 |
| 17 | 2024.07.11 23:20 | s/l | 5 | 0.10 | 205.453 | 205.453 | 206.503 | -35.32 | 1082.70 |
| 18 | 2024.07.23 12:00 | buy | 6 | 0.10 | 201.665 | 0.000 | 0.000 | ||
| 19 | 2024.07.23 12:00 | modify | 6 | 0.10 | 201.665 | 200.165 | 203.065 | ||
| 20 | 2024.07.24 01:40 | s/l | 6 | 0.10 | 200.165 | 200.165 | 203.065 | -103.10 | 979.60 |
| 21 | 2024.08.12 16:00 | sell | 7 | 0.10 | 188.442 | 0.000 | 0.000 | ||
| 22 | 2024.08.12 16:00 | modify | 7 | 0.10 | 188.442 | 189.942 | 187.042 | ||
| 23 | 2024.08.12 17:20 | sell | 8 | 0.10 | 187.951 | 0.000 | 0.000 | ||
| 24 | 2024.08.12 17:20 | modify | 8 | 0.10 | 187.951 | 188.162 | 187.042 | ||
| 25 | 2024.08.12 17:20 | modify | 7 | 0.10 | 188.442 | 188.162 | 187.042 | ||
| 26 | 2024.08.12 19:15 | s/l | 7 | 0.10 | 188.162 | 188.162 | 187.042 | 19.36 | 998.96 |
| 27 | 2024.08.12 19:15 | s/l | 8 | 0.10 | 188.162 | 188.162 | 187.042 | -14.60 | 984.36 |
| 28 | 2024.09.13 16:00 | buy | 9 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 29 | 2024.09.13 16:00 | modify | 9 | 0.10 | 184.858 | 183.358 | 186.258 | ||
| 30 | 2024.09.16 14:45 | buy | 10 | 0.10 | 185.361 | 0.000 | 0.000 | ||
| 31 | 2024.09.16 14:45 | modify | 10 | 0.10 | 185.361 | 185.138 | 186.258 | ||
| 32 | 2024.09.16 14:45 | modify | 9 | 0.10 | 184.858 | 185.138 | 186.258 | ||
| 33 | 2024.09.16 18:30 | buy | 11 | 0.10 | 185.851 | 0.000 | 0.000 | ||
| 34 | 2024.09.16 18:30 | modify | 11 | 0.10 | 185.851 | 185.418 | 186.258 | ||
| 35 | 2024.09.16 18:30 | modify | 10 | 0.10 | 185.361 | 185.418 | 186.258 | ||
| 36 | 2024.09.16 18:30 | modify | 9 | 0.10 | 184.858 | 185.418 | 186.258 | ||
| 37 | 2024.09.16 23:05 | t/p | 9 | 0.10 | 186.258 | 185.418 | 186.258 | 97.70 | 1082.05 |
| 38 | 2024.09.16 23:05 | t/p | 10 | 0.10 | 186.258 | 185.418 | 186.258 | 62.11 | 1144.16 |
| 39 | 2024.09.16 23:05 | t/p | 11 | 0.10 | 186.258 | 185.418 | 186.258 | 28.18 | 1172.34 |
| 40 | 2024.10.09 20:00 | sell | 12 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 41 | 2024.10.09 20:00 | modify | 12 | 0.10 | 195.073 | 196.573 | 193.673 | ||
| 42 | 2024.10.10 12:10 | sell | 13 | 0.10 | 194.579 | 0.000 | 0.000 | ||
| 43 | 2024.10.10 12:10 | modify | 13 | 0.10 | 194.579 | 194.793 | 193.673 | ||
| 44 | 2024.10.10 12:10 | modify | 12 | 0.10 | 195.073 | 194.793 | 193.673 | ||
| 45 | 2024.10.10 12:30 | sell | 14 | 0.10 | 194.220 | 0.000 | 0.000 | ||
| 46 | 2024.10.10 12:30 | modify | 14 | 0.10 | 194.220 | 194.723 | 193.673 | ||
| 47 | 2024.10.10 12:30 | modify | 13 | 0.10 | 194.579 | 194.723 | 193.673 | ||
| 48 | 2024.10.10 12:30 | modify | 12 | 0.10 | 195.073 | 194.723 | 193.673 | ||
| 49 | 2024.10.10 14:05 | t/p | 12 | 0.10 | 193.673 | 194.723 | 193.673 | 90.27 | 1262.61 |
| 50 | 2024.10.10 14:05 | t/p | 13 | 0.10 | 193.673 | 194.723 | 193.673 | 62.67 | 1325.28 |
| 51 | 2024.10.10 14:05 | t/p | 14 | 0.10 | 193.673 | 194.723 | 193.673 | 37.84 | 1363.12 |
| 52 | 2024.10.31 20:00 | buy | 15 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 53 | 2024.10.31 20:00 | modify | 15 | 0.10 | 195.909 | 194.409 | 197.309 | ||
| 54 | 2024.11.01 02:50 | buy | 16 | 0.10 | 196.403 | 0.000 | 0.000 | ||
| 55 | 2024.11.01 02:50 | modify | 16 | 0.10 | 196.403 | 196.189 | 197.309 | ||
| 56 | 2024.11.01 02:50 | modify | 15 | 0.10 | 195.909 | 196.189 | 197.309 | ||
| 57 | 2024.11.01 04:30 | buy | 17 | 0.10 | 196.764 | 0.000 | 0.000 | ||
| 58 | 2024.11.01 04:30 | modify | 17 | 0.10 | 196.764 | 196.259 | 197.309 | ||
| 59 | 2024.11.01 04:30 | modify | 16 | 0.10 | 196.403 | 196.259 | 197.309 | ||
| 60 | 2024.11.01 04:30 | modify | 15 | 0.10 | 195.909 | 196.259 | 197.309 | ||
| 61 | 2024.11.01 09:40 | t/p | 15 | 0.10 | 197.309 | 196.259 | 197.309 | 97.69 | 1460.81 |
| 62 | 2024.11.01 09:40 | t/p | 16 | 0.10 | 197.309 | 196.259 | 197.309 | 62.73 | 1523.54 |
| 63 | 2024.11.01 09:40 | t/p | 17 | 0.10 | 197.309 | 196.259 | 197.309 | 37.73 | 1561.27 |
| 64 | 2024.11.22 04:00 | buy | 18 | 0.10 | 194.159 | 0.000 | 0.000 | ||
| 65 | 2024.11.22 04:00 | modify | 18 | 0.10 | 194.159 | 192.659 | 195.559 | ||
| 66 | 2024.11.25 06:40 | buy | 19 | 0.10 | 194.659 | 0.000 | 0.000 | ||
| 67 | 2024.11.25 06:40 | modify | 19 | 0.10 | 194.659 | 194.439 | 195.559 | ||
| 68 | 2024.11.25 06:40 | modify | 18 | 0.10 | 194.159 | 194.439 | 195.559 | ||
| 69 | 2024.11.25 06:55 | s/l | 18 | 0.10 | 194.439 | 194.439 | 195.559 | 20.14 | 1581.40 |
| 70 | 2024.11.25 06:55 | s/l | 19 | 0.10 | 194.439 | 194.439 | 195.559 | -15.24 | 1566.16 |
| 71 | 2024.11.29 08:00 | buy | 20 | 0.10 | 190.863 | 0.000 | 0.000 | ||
| 72 | 2024.11.29 08:00 | modify | 20 | 0.10 | 190.863 | 189.363 | 192.263 | ||
| 73 | 2024.12.02 15:30 | s/l | 20 | 0.10 | 189.363 | 189.363 | 192.263 | -103.10 | 1463.06 |
| 74 | 2025.01.06 16:00 | sell | 21 | 0.10 | 197.037 | 0.000 | 0.000 | ||
| 75 | 2025.01.06 16:00 | modify | 21 | 0.10 | 197.037 | 198.537 | 195.637 | ||
| 76 | 2025.01.08 11:40 | t/p | 21 | 0.10 | 195.637 | 198.537 | 195.637 | 92.45 | 1555.51 |
| 77 | 2025.01.09 12:00 | buy | 22 | 0.10 | 194.080 | 0.000 | 0.000 | ||
| 78 | 2025.01.09 12:00 | modify | 22 | 0.10 | 194.080 | 192.580 | 195.480 | ||
| 79 | 2025.01.09 17:30 | buy | 23 | 0.10 | 194.571 | 0.000 | 0.000 | ||
| 80 | 2025.01.09 17:30 | modify | 23 | 0.10 | 194.571 | 194.360 | 195.480 | ||
| 81 | 2025.01.09 17:30 | modify | 22 | 0.10 | 194.080 | 194.360 | 195.480 | ||
| 82 | 2025.01.09 23:33 | s/l | 22 | 0.10 | 194.360 | 194.360 | 195.480 | 19.38 | 1574.89 |
| 83 | 2025.01.09 23:33 | s/l | 23 | 0.10 | 194.360 | 194.360 | 195.480 | -14.61 | 1560.28 |
| 84 | 2025.01.10 20:00 | buy | 24 | 0.10 | 192.796 | 0.000 | 0.000 | ||
| 85 | 2025.01.10 20:00 | modify | 24 | 0.10 | 192.796 | 191.296 | 194.196 | ||
| 86 | 2025.01.13 03:40 | s/l | 24 | 0.10 | 191.296 | 191.296 | 194.196 | -103.10 | 1457.17 |
| 87 | 2025.04.04 20:00 | buy | 25 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 88 | 2025.04.04 20:00 | modify | 25 | 0.10 | 189.048 | 187.548 | 190.448 | ||
| 89 | 2025.04.04 23:59 | buy | 26 | 0.10 | 189.566 | 0.000 | 0.000 | ||
| 90 | 2025.04.04 23:59 | modify | 26 | 0.10 | 189.566 | 189.328 | 190.448 | ||
| 91 | 2025.04.04 23:59 | modify | 25 | 0.10 | 189.048 | 189.328 | 190.448 | ||
| 92 | 2025.04.06 21:00 | s/l | 25 | 0.10 | 189.328 | 189.328 | 190.448 | 19.39 | 1476.56 |
| 93 | 2025.04.06 21:00 | s/l | 26 | 0.10 | 189.328 | 189.328 | 190.448 | -16.48 | 1460.08 |
| 94 | 2025.05.02 00:00 | sell | 27 | 0.10 | 193.177 | 0.000 | 0.000 | ||
| 95 | 2025.05.02 00:00 | modify | 27 | 0.10 | 193.177 | 194.677 | 191.777 | ||
| 96 | 2025.05.02 08:30 | sell | 28 | 0.10 | 192.662 | 0.000 | 0.000 | ||
| 97 | 2025.05.02 08:30 | modify | 28 | 0.10 | 192.662 | 192.897 | 191.777 | ||
| 98 | 2025.05.02 08:30 | modify | 27 | 0.10 | 193.177 | 192.897 | 191.777 | ||
| 99 | 2025.05.02 13:05 | sell | 29 | 0.10 | 192.170 | 0.000 | 0.000 | ||
| 100 | 2025.05.02 13:05 | modify | 29 | 0.10 | 192.170 | 192.617 | 191.777 | ||
| 101 | 2025.05.02 13:05 | modify | 28 | 0.10 | 192.662 | 192.617 | 191.777 | ||
| 102 | 2025.05.02 13:05 | modify | 27 | 0.10 | 193.177 | 192.617 | 191.777 | ||
| 103 | 2025.05.02 13:40 | t/p | 27 | 0.10 | 191.777 | 192.617 | 191.777 | 96.84 | 1556.92 |
| 104 | 2025.05.02 13:40 | t/p | 28 | 0.10 | 191.777 | 192.617 | 191.777 | 61.21 | 1618.13 |
| 105 | 2025.05.02 13:40 | t/p | 29 | 0.10 | 191.777 | 192.617 | 191.777 | 27.18 | 1645.31 |
| 106 | 2025.05.09 00:00 | sell | 30 | 0.10 | 193.219 | 0.000 | 0.000 | ||
| 107 | 2025.05.09 00:00 | modify | 30 | 0.10 | 193.219 | 194.719 | 191.819 | ||
| 108 | 2025.05.09 06:40 | sell | 31 | 0.10 | 192.360 | 0.000 | 0.000 | ||
| 109 | 2025.05.09 06:40 | modify | 31 | 0.10 | 192.360 | 192.869 | 191.819 | ||
| 110 | 2025.05.09 06:40 | modify | 30 | 0.10 | 193.219 | 192.869 | 191.819 | ||
| 111 | 2025.05.09 10:05 | s/l | 30 | 0.10 | 192.869 | 192.869 | 191.819 | 24.21 | 1669.52 |
| 112 | 2025.05.09 10:05 | s/l | 31 | 0.10 | 192.869 | 192.869 | 191.819 | -35.21 | 1634.31 |
| 113 | 2025.05.13 00:00 | sell | 32 | 0.10 | 195.357 | 0.000 | 0.000 | ||
| 114 | 2025.05.13 00:00 | modify | 32 | 0.10 | 195.357 | 196.857 | 193.957 | ||
| 115 | 2025.05.14 09:50 | sell | 33 | 0.10 | 194.509 | 0.000 | 0.000 | ||
| 116 | 2025.05.14 09:50 | modify | 33 | 0.10 | 194.509 | 195.007 | 193.957 | ||
| 117 | 2025.05.14 09:50 | modify | 32 | 0.10 | 195.357 | 195.007 | 193.957 | ||
| 118 | 2025.05.14 12:15 | s/l | 32 | 0.10 | 195.007 | 195.007 | 193.957 | 22.02 | 1656.33 |
| 119 | 2025.05.14 12:15 | s/l | 33 | 0.10 | 195.007 | 195.007 | 193.957 | -34.44 | 1621.89 |