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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=20; 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 | 834.17 | Gross profit | 1925.90 | Gross loss | -1091.72 |
| Profit factor | 1.76 | Expected payoff | 18.96 | ||
| Absolute drawdown | 95.33 | Maximal drawdown | 288.86 (22.00%) | Relative drawdown | 22.00% (288.86) |
| Total trades | 44 | Short positions (won %) | 27 (37.04%) | Long positions (won %) | 17 (47.06%) |
| Profit trades (% of total) | 18 (40.91%) | Loss trades (% of total) | 26 (59.09%) | ||
| Largest | profit trade | 149.72 | loss trade | -56.27 | |
| Average | profit trade | 106.99 | loss trade | -41.99 | |
| Maximum | consecutive wins (profit in money) | 3 (341.82) | consecutive losses (loss in money) | 5 (-201.04) | |
| Maximal | consecutive profit (count of wins) | 341.82 (3) | consecutive loss (count of losses) | -201.04 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.19 00:00 | buy | 1 | 0.10 | 1.29518 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.19 00:00 | modify | 1 | 0.10 | 1.29518 | 1.29118 | 1.31018 | ||
| 3 | 2024.07.19 12:00 | s/l | 1 | 0.10 | 1.29118 | 1.29118 | 1.31018 | -40.00 | 960.00 |
| 4 | 2024.08.01 12:00 | buy | 2 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.01 12:00 | modify | 2 | 0.10 | 1.27960 | 1.27560 | 1.29460 | ||
| 6 | 2024.08.01 20:00 | s/l | 2 | 0.10 | 1.27560 | 1.27560 | 1.29460 | -40.00 | 920.00 |
| 7 | 2024.08.06 16:00 | buy | 3 | 0.10 | 1.26969 | 0.00000 | 0.00000 | ||
| 8 | 2024.08.06 16:00 | modify | 3 | 0.10 | 1.26969 | 1.26569 | 1.28469 | ||
| 9 | 2024.08.09 08:00 | buy | 4 | 0.10 | 1.27661 | 0.00000 | 0.00000 | ||
| 10 | 2024.08.09 08:00 | modify | 4 | 0.10 | 1.27661 | 1.27119 | 1.28469 | ||
| 11 | 2024.08.09 08:00 | modify | 3 | 0.10 | 1.26969 | 1.27119 | 1.28469 | ||
| 12 | 2024.08.13 20:00 | t/p | 3 | 0.10 | 1.28469 | 1.27119 | 1.28469 | 148.02 | 1068.02 |
| 13 | 2024.08.13 20:00 | t/p | 4 | 0.10 | 1.28469 | 1.27119 | 1.28469 | 80.23 | 1148.26 |
| 14 | 2024.08.14 00:00 | sell | 5 | 0.10 | 1.28653 | 0.00000 | 0.00000 | ||
| 15 | 2024.08.14 00:00 | modify | 5 | 0.10 | 1.28653 | 1.29053 | 1.27153 | ||
| 16 | 2024.08.16 12:00 | s/l | 5 | 0.10 | 1.29053 | 1.29053 | 1.27153 | -41.01 | 1107.24 |
| 17 | 2024.08.16 16:00 | sell | 6 | 0.10 | 1.29050 | 0.00000 | 0.00000 | ||
| 18 | 2024.08.16 16:00 | modify | 6 | 0.10 | 1.29050 | 1.29450 | 1.27550 | ||
| 19 | 2024.08.16 20:00 | s/l | 6 | 0.10 | 1.29450 | 1.29450 | 1.27550 | -40.00 | 1067.24 |
| 20 | 2024.08.20 00:00 | sell | 7 | 0.10 | 1.29890 | 0.00000 | 0.00000 | ||
| 21 | 2024.08.20 00:00 | modify | 7 | 0.10 | 1.29890 | 1.30290 | 1.28390 | ||
| 22 | 2024.08.20 16:00 | s/l | 7 | 0.10 | 1.30290 | 1.30290 | 1.28390 | -40.00 | 1027.24 |
| 23 | 2024.08.28 00:00 | sell | 8 | 0.10 | 1.32550 | 0.00000 | 0.00000 | ||
| 24 | 2024.08.28 00:00 | modify | 8 | 0.10 | 1.32550 | 1.32950 | 1.31050 | ||
| 25 | 2024.08.29 12:00 | sell | 9 | 0.10 | 1.31847 | 0.00000 | 0.00000 | ||
| 26 | 2024.08.29 12:00 | modify | 9 | 0.10 | 1.31847 | 1.32400 | 1.31050 | ||
| 27 | 2024.08.29 12:00 | modify | 8 | 0.10 | 1.32550 | 1.32400 | 1.31050 | ||
| 28 | 2024.08.30 04:00 | sell | 10 | 0.10 | 1.31636 | 0.00000 | 0.00000 | ||
| 29 | 2024.08.30 04:00 | modify | 10 | 0.10 | 1.31636 | 1.32100 | 1.31050 | ||
| 30 | 2024.08.30 04:00 | modify | 9 | 0.10 | 1.31847 | 1.32100 | 1.31050 | ||
| 31 | 2024.08.30 04:00 | modify | 8 | 0.10 | 1.32550 | 1.32100 | 1.31050 | ||
| 32 | 2024.09.03 16:00 | t/p | 8 | 0.10 | 1.31050 | 1.32100 | 1.31050 | 148.48 | 1175.72 |
| 33 | 2024.09.03 16:00 | t/p | 9 | 0.10 | 1.31050 | 1.32100 | 1.31050 | 78.94 | 1254.66 |
| 34 | 2024.09.03 16:00 | t/p | 10 | 0.10 | 1.31050 | 1.32100 | 1.31050 | 58.09 | 1312.76 |
| 35 | 2024.09.05 00:00 | sell | 11 | 0.10 | 1.31435 | 0.00000 | 0.00000 | ||
| 36 | 2024.09.05 00:00 | modify | 11 | 0.10 | 1.31435 | 1.31835 | 1.29935 | ||
| 37 | 2024.09.05 20:00 | s/l | 11 | 0.10 | 1.31835 | 1.31835 | 1.29935 | -40.00 | 1272.76 |
| 38 | 2024.09.10 04:00 | buy | 12 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 39 | 2024.09.10 04:00 | modify | 12 | 0.10 | 1.30754 | 1.30354 | 1.32254 | ||
| 40 | 2024.09.11 16:00 | s/l | 12 | 0.10 | 1.30354 | 1.30354 | 1.32254 | -40.28 | 1232.48 |
| 41 | 2024.09.13 08:00 | sell | 13 | 0.10 | 1.31456 | 0.00000 | 0.00000 | ||
| 42 | 2024.09.13 08:00 | modify | 13 | 0.10 | 1.31456 | 1.31856 | 1.29956 | ||
| 43 | 2024.09.16 12:00 | s/l | 13 | 0.10 | 1.31856 | 1.31856 | 1.29956 | -40.25 | 1192.22 |
| 44 | 2024.09.17 00:00 | sell | 14 | 0.10 | 1.32101 | 0.00000 | 0.00000 | ||
| 45 | 2024.09.17 00:00 | modify | 14 | 0.10 | 1.32101 | 1.32501 | 1.30601 | ||
| 46 | 2024.09.18 16:00 | s/l | 14 | 0.10 | 1.32501 | 1.32501 | 1.30601 | -40.25 | 1151.97 |
| 47 | 2024.09.19 16:00 | sell | 15 | 0.10 | 1.32790 | 0.00000 | 0.00000 | ||
| 48 | 2024.09.19 16:00 | modify | 15 | 0.10 | 1.32790 | 1.33190 | 1.31290 | ||
| 49 | 2024.09.20 08:00 | s/l | 15 | 0.10 | 1.33190 | 1.33190 | 1.31290 | -40.25 | 1111.72 |
| 50 | 2024.09.25 04:00 | sell | 16 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 51 | 2024.09.25 04:00 | modify | 16 | 0.10 | 1.34229 | 1.34629 | 1.32729 | ||
| 52 | 2024.09.25 20:00 | sell | 17 | 0.10 | 1.33158 | 0.00000 | 0.00000 | ||
| 53 | 2024.09.25 20:00 | modify | 17 | 0.10 | 1.33158 | 1.33704 | 1.32729 | ||
| 54 | 2024.09.25 20:00 | modify | 16 | 0.10 | 1.34229 | 1.33704 | 1.32729 | ||
| 55 | 2024.09.26 12:00 | s/l | 16 | 0.10 | 1.33704 | 1.33704 | 1.32729 | 51.74 | 1163.46 |
| 56 | 2024.09.26 12:00 | s/l | 17 | 0.10 | 1.33704 | 1.33704 | 1.32729 | -55.36 | 1108.10 |
| 57 | 2024.11.13 00:00 | buy | 18 | 0.10 | 1.27392 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.13 00:00 | modify | 18 | 0.10 | 1.27392 | 1.26992 | 1.28892 | ||
| 59 | 2024.11.13 16:00 | s/l | 18 | 0.10 | 1.26992 | 1.26992 | 1.28892 | -40.00 | 1068.10 |
| 60 | 2024.11.14 08:00 | buy | 19 | 0.10 | 1.26896 | 0.00000 | 0.00000 | ||
| 61 | 2024.11.14 08:00 | modify | 19 | 0.10 | 1.26896 | 1.26496 | 1.28396 | ||
| 62 | 2024.11.14 12:00 | s/l | 19 | 0.10 | 1.26496 | 1.26496 | 1.28396 | -40.00 | 1028.10 |
| 63 | 2024.11.22 16:00 | buy | 20 | 0.10 | 1.25293 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.22 16:00 | modify | 20 | 0.10 | 1.25293 | 1.24893 | 1.26793 | ||
| 65 | 2024.11.27 16:00 | t/p | 20 | 0.10 | 1.26793 | 1.24893 | 1.26793 | 149.15 | 1177.25 |
| 66 | 2024.12.13 00:00 | buy | 21 | 0.10 | 1.26792 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.13 00:00 | modify | 21 | 0.10 | 1.26792 | 1.26392 | 1.28292 | ||
| 68 | 2024.12.13 08:00 | s/l | 21 | 0.10 | 1.26392 | 1.26392 | 1.28292 | -40.00 | 1137.25 |
| 69 | 2024.12.18 00:00 | sell | 22 | 0.10 | 1.27099 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.18 00:00 | modify | 22 | 0.10 | 1.27099 | 1.27499 | 1.25599 | ||
| 71 | 2024.12.19 16:00 | t/p | 22 | 0.10 | 1.25599 | 1.27499 | 1.25599 | 149.24 | 1286.49 |
| 72 | 2025.01.03 00:00 | buy | 23 | 0.10 | 1.23822 | 0.00000 | 0.00000 | ||
| 73 | 2025.01.03 00:00 | modify | 23 | 0.10 | 1.23822 | 1.23422 | 1.25322 | ||
| 74 | 2025.01.06 12:00 | t/p | 23 | 0.10 | 1.25322 | 1.23422 | 1.25322 | 149.72 | 1436.21 |
| 75 | 2025.01.09 00:00 | buy | 24 | 0.10 | 1.23612 | 0.00000 | 0.00000 | ||
| 76 | 2025.01.09 00:00 | modify | 24 | 0.10 | 1.23612 | 1.23212 | 1.25112 | ||
| 77 | 2025.01.09 08:00 | s/l | 24 | 0.10 | 1.23212 | 1.23212 | 1.25112 | -40.00 | 1396.21 |
| 78 | 2025.01.21 00:00 | sell | 25 | 0.10 | 1.23319 | 0.00000 | 0.00000 | ||
| 79 | 2025.01.21 00:00 | modify | 25 | 0.10 | 1.23319 | 1.23719 | 1.21819 | ||
| 80 | 2025.01.22 12:00 | s/l | 25 | 0.10 | 1.23719 | 1.23719 | 1.21819 | -40.25 | 1355.95 |
| 81 | 2025.02.12 04:00 | sell | 26 | 0.10 | 1.24501 | 0.00000 | 0.00000 | ||
| 82 | 2025.02.12 04:00 | modify | 26 | 0.10 | 1.24501 | 1.24901 | 1.23001 | ||
| 83 | 2025.02.13 08:00 | s/l | 26 | 0.10 | 1.24901 | 1.24901 | 1.23001 | -40.76 | 1315.19 |
| 84 | 2025.02.21 00:00 | sell | 27 | 0.10 | 1.26691 | 0.00000 | 0.00000 | ||
| 85 | 2025.02.21 00:00 | modify | 27 | 0.10 | 1.26691 | 1.27091 | 1.25191 | ||
| 86 | 2025.02.26 20:00 | s/l | 27 | 0.10 | 1.27091 | 1.27091 | 1.25191 | -40.76 | 1274.43 |
| 87 | 2025.02.28 08:00 | buy | 28 | 0.10 | 1.25909 | 0.00000 | 0.00000 | ||
| 88 | 2025.02.28 08:00 | modify | 28 | 0.10 | 1.25909 | 1.25509 | 1.27409 | ||
| 89 | 2025.03.04 12:00 | t/p | 28 | 0.10 | 1.27409 | 1.25509 | 1.27409 | 149.44 | 1423.87 |
| 90 | 2025.03.06 00:00 | sell | 29 | 0.10 | 1.28893 | 0.00000 | 0.00000 | ||
| 91 | 2025.03.06 00:00 | modify | 29 | 0.10 | 1.28893 | 1.29293 | 1.27393 | ||
| 92 | 2025.03.07 12:00 | s/l | 29 | 0.10 | 1.29293 | 1.29293 | 1.27393 | -40.25 | 1383.61 |
| 93 | 2025.04.08 00:00 | buy | 30 | 0.10 | 1.27357 | 0.00000 | 0.00000 | ||
| 94 | 2025.04.08 00:00 | modify | 30 | 0.10 | 1.27357 | 1.26957 | 1.28857 | ||
| 95 | 2025.04.10 00:00 | buy | 31 | 0.10 | 1.28277 | 0.00000 | 0.00000 | ||
| 96 | 2025.04.10 00:00 | modify | 31 | 0.10 | 1.28277 | 1.27807 | 1.28857 | ||
| 97 | 2025.04.10 00:00 | modify | 30 | 0.10 | 1.27357 | 1.27807 | 1.28857 | ||
| 98 | 2025.04.10 12:00 | t/p | 30 | 0.10 | 1.28857 | 1.27807 | 1.28857 | 148.87 | 1532.48 |
| 99 | 2025.04.10 12:00 | t/p | 31 | 0.10 | 1.28857 | 1.27807 | 1.28857 | 58.00 | 1590.48 |
| 100 | 2025.04.14 16:00 | sell | 32 | 0.10 | 1.31734 | 0.00000 | 0.00000 | ||
| 101 | 2025.04.14 16:00 | modify | 32 | 0.10 | 1.31734 | 1.32134 | 1.30234 | ||
| 102 | 2025.04.15 08:00 | s/l | 32 | 0.10 | 1.32134 | 1.32134 | 1.30234 | -40.25 | 1550.23 |
| 103 | 2025.04.21 12:00 | sell | 33 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.21 12:00 | modify | 33 | 0.10 | 1.33963 | 1.34363 | 1.32463 | ||
| 105 | 2025.04.23 00:00 | t/p | 33 | 0.10 | 1.32463 | 1.34363 | 1.32463 | 149.49 | 1699.72 |
| 106 | 2025.04.29 00:00 | sell | 34 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 107 | 2025.04.29 00:00 | modify | 34 | 0.10 | 1.34346 | 1.34746 | 1.32846 | ||
| 108 | 2025.04.30 20:00 | sell | 35 | 0.10 | 1.33287 | 0.00000 | 0.00000 | ||
| 109 | 2025.04.30 20:00 | modify | 35 | 0.10 | 1.33287 | 1.33821 | 1.32846 | ||
| 110 | 2025.04.30 20:00 | modify | 34 | 0.10 | 1.34346 | 1.33821 | 1.32846 | ||
| 111 | 2025.05.01 08:00 | t/p | 34 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 148.99 | 1848.71 |
| 112 | 2025.05.01 08:00 | t/p | 35 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 43.34 | 1892.05 |
| 113 | 2025.05.01 08:00 | buy | 36 | 0.10 | 1.33085 | 0.00000 | 0.00000 | ||
| 114 | 2025.05.01 08:00 | modify | 36 | 0.10 | 1.33085 | 1.32685 | 1.34585 | ||
| 115 | 2025.05.01 16:00 | s/l | 36 | 0.10 | 1.32685 | 1.32685 | 1.34585 | -40.00 | 1852.05 |
| 116 | 2025.05.06 16:00 | sell | 37 | 0.10 | 1.33667 | 0.00000 | 0.00000 | ||
| 117 | 2025.05.06 16:00 | modify | 37 | 0.10 | 1.33667 | 1.34067 | 1.32167 | ||
| 118 | 2025.05.07 20:00 | sell | 38 | 0.10 | 1.32967 | 0.00000 | 0.00000 | ||
| 119 | 2025.05.07 20:00 | modify | 38 | 0.10 | 1.32967 | 1.33517 | 1.32167 | ||
| 120 | 2025.05.07 20:00 | modify | 37 | 0.10 | 1.33667 | 1.33517 | 1.32167 | ||
| 121 | 2025.05.08 04:00 | s/l | 37 | 0.10 | 1.33517 | 1.33517 | 1.32167 | 13.99 | 1866.04 |
| 122 | 2025.05.08 04:00 | s/l | 38 | 0.10 | 1.33517 | 1.33517 | 1.32167 | -55.76 | 1810.28 |
| 123 | 2025.05.12 12:00 | buy | 39 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 124 | 2025.05.12 12:00 | modify | 39 | 0.10 | 1.31796 | 1.31396 | 1.33296 | ||
| 125 | 2025.05.14 08:00 | t/p | 39 | 0.10 | 1.33296 | 1.31396 | 1.33296 | 149.44 | 1959.71 |
| 126 | 2025.05.26 08:00 | sell | 40 | 0.10 | 1.35666 | 0.00000 | 0.00000 | ||
| 127 | 2025.05.26 08:00 | modify | 40 | 0.10 | 1.35666 | 1.36066 | 1.34166 | ||
| 128 | 2025.05.28 16:00 | sell | 41 | 0.10 | 1.34591 | 0.00000 | 0.00000 | ||
| 129 | 2025.05.28 16:00 | modify | 41 | 0.10 | 1.34591 | 1.35141 | 1.34166 | ||
| 130 | 2025.05.28 16:00 | modify | 40 | 0.10 | 1.35666 | 1.35141 | 1.34166 | ||
| 131 | 2025.05.30 12:00 | sell | 42 | 0.10 | 1.34752 | 0.00000 | 0.00000 | ||
| 132 | 2025.05.30 12:00 | modify | 42 | 0.10 | 1.34752 | 1.35216 | 1.34166 | ||
| 133 | 2025.05.30 16:00 | modify | 42 | 0.10 | 1.34752 | 1.35141 | 1.34166 | ||
| 134 | 2025.06.02 08:00 | s/l | 40 | 0.10 | 1.35141 | 1.35141 | 1.34166 | 50.73 | 2010.44 |
| 135 | 2025.06.02 08:00 | s/l | 41 | 0.10 | 1.35141 | 1.35141 | 1.34166 | -56.27 | 1954.17 |
| 136 | 2025.06.02 08:00 | s/l | 42 | 0.10 | 1.35141 | 1.35141 | 1.34166 | -39.15 | 1915.02 |
| 137 | 2025.06.18 00:00 | buy | 43 | 0.10 | 1.34315 | 0.00000 | 0.00000 | ||
| 138 | 2025.06.18 00:00 | modify | 43 | 0.10 | 1.34315 | 1.33915 | 1.35815 | ||
| 139 | 2025.06.19 04:00 | s/l | 43 | 0.10 | 1.33915 | 1.33915 | 1.35815 | -40.85 | 1874.17 |
| 140 | 2025.06.25 00:00 | sell | 44 | 0.10 | 1.36146 | 0.00000 | 0.00000 | ||
| 141 | 2025.06.25 00:00 | modify | 44 | 0.10 | 1.36146 | 1.36546 | 1.34646 | ||
| 142 | 2025.06.25 20:00 | s/l | 44 | 0.10 | 1.36546 | 1.36546 | 1.34646 | -40.00 | 1834.17 |