Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| 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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 274.67 | Gross profit | 477.66 | Gross loss | -202.99 |
| Profit factor | 2.35 | Expected payoff | 34.33 | ||
| Absolute drawdown | 170.01 | Maximal drawdown | 170.01 (17.00%) | Relative drawdown | 17.00% (170.01) |
| Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 119.72 | loss trade | -51.98 | |
| Average | profit trade | 119.42 | loss trade | -50.75 | |
| Maximum | consecutive wins (profit in money) | 2 (239.21) | consecutive losses (loss in money) | 3 (-151.01) | |
| Maximal | consecutive profit (count of wins) | 239.21 (2) | consecutive loss (count of losses) | -151.01 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.01 12:00 | buy | 1 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.01 12:00 | modify | 1 | 0.10 | 1.27960 | 1.27460 | 1.29160 | ||
| 3 | 2024.08.01 20:00 | s/l | 1 | 0.10 | 1.27460 | 1.27460 | 1.29160 | -50.00 | 950.00 |
| 4 | 2024.09.13 08:00 | sell | 2 | 0.10 | 1.31456 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.13 08:00 | modify | 2 | 0.10 | 1.31456 | 1.31956 | 1.30256 | ||
| 6 | 2024.09.16 12:00 | s/l | 2 | 0.10 | 1.31956 | 1.31956 | 1.30256 | -50.25 | 899.75 |
| 7 | 2025.02.12 12:00 | sell | 3 | 0.10 | 1.24561 | 0.00000 | 0.00000 | ||
| 8 | 2025.02.12 12:00 | modify | 3 | 0.10 | 1.24561 | 1.25061 | 1.23361 | ||
| 9 | 2025.02.13 08:00 | s/l | 3 | 0.10 | 1.25061 | 1.25061 | 1.23361 | -50.76 | 848.99 |
| 10 | 2025.02.28 08:00 | buy | 4 | 0.10 | 1.25909 | 0.00000 | 0.00000 | ||
| 11 | 2025.02.28 08:00 | modify | 4 | 0.10 | 1.25909 | 1.25409 | 1.27109 | ||
| 12 | 2025.03.03 16:00 | t/p | 4 | 0.10 | 1.27109 | 1.25409 | 1.27109 | 119.72 | 968.70 |
| 13 | 2025.04.21 12:00 | sell | 5 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 14 | 2025.04.21 12:00 | modify | 5 | 0.10 | 1.33963 | 1.34463 | 1.32763 | ||
| 15 | 2025.04.23 00:00 | t/p | 5 | 0.10 | 1.32763 | 1.34463 | 1.32763 | 119.49 | 1088.20 |
| 16 | 2025.05.01 08:00 | buy | 6 | 0.10 | 1.33085 | 0.00000 | 0.00000 | ||
| 17 | 2025.05.01 08:00 | modify | 6 | 0.10 | 1.33085 | 1.32585 | 1.34285 | ||
| 18 | 2025.05.08 12:00 | s/l | 6 | 0.10 | 1.32585 | 1.32585 | 1.34285 | -51.98 | 1036.22 |
| 19 | 2025.05.12 12:00 | buy | 7 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 20 | 2025.05.12 12:00 | modify | 7 | 0.10 | 1.31796 | 1.31296 | 1.32996 | ||
| 21 | 2025.05.13 20:00 | t/p | 7 | 0.10 | 1.32996 | 1.31296 | 1.32996 | 119.72 | 1155.94 |
| 22 | 2025.05.26 08:00 | sell | 8 | 0.10 | 1.35666 | 0.00000 | 0.00000 | ||
| 23 | 2025.05.26 08:00 | modify | 8 | 0.10 | 1.35666 | 1.36166 | 1.34466 | ||
| 24 | 2025.05.29 00:00 | t/p | 8 | 0.10 | 1.34466 | 1.36166 | 1.34466 | 118.73 | 1274.67 |