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 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=50; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=7; 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 | 26742604 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 430.32 | Gross profit | 587.67 | Gross loss | -157.35 |
| Profit factor | 3.73 | Expected payoff | 23.91 | ||
| Absolute drawdown | 97.75 | Maximal drawdown | 178.75 (16.54%) | Relative drawdown | 16.54% (178.75) |
| Total trades | 18 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 100.00 | loss trade | -50.25 | |
| Average | profit trade | 48.97 | loss trade | -26.23 | |
| Maximum | consecutive wins (profit in money) | 6 (297.38) | consecutive losses (loss in money) | 3 (-90.85) | |
| Maximal | consecutive profit (count of wins) | 297.38 (6) | consecutive loss (count of losses) | -90.85 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.02 00:00 | buy | 1 | 0.10 | 1.27303 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.02 00:00 | modify | 1 | 0.10 | 1.27303 | 1.26803 | 1.28303 | ||
| 3 | 2024.08.02 12:30 | buy | 2 | 0.10 | 1.27906 | 0.00000 | 0.00000 | ||
| 4 | 2024.08.02 12:30 | modify | 2 | 0.10 | 1.27906 | 1.27553 | 1.28303 | ||
| 5 | 2024.08.02 12:30 | buy | 3 | 0.10 | 1.27906 | 0.00000 | 0.00000 | ||
| 6 | 2024.08.02 12:30 | modify | 3 | 0.10 | 1.27906 | 1.27703 | 1.28303 | ||
| 7 | 2024.08.02 12:30 | modify | 1 | 0.10 | 1.27303 | 1.27703 | 1.28303 | ||
| 8 | 2024.08.02 12:30 | modify | 2 | 0.10 | 1.27906 | 1.27703 | 1.28303 | ||
| 9 | 2024.08.02 12:31 | s/l | 1 | 0.10 | 1.27703 | 1.27703 | 1.28303 | 40.00 | 1040.00 |
| 10 | 2024.08.02 12:31 | s/l | 2 | 0.10 | 1.27703 | 1.27703 | 1.28303 | -20.30 | 1019.70 |
| 11 | 2024.08.02 12:31 | s/l | 3 | 0.10 | 1.27703 | 1.27703 | 1.28303 | -20.30 | 999.40 |
| 12 | 2024.08.19 04:00 | sell | 4 | 0.10 | 1.29538 | 0.00000 | 0.00000 | ||
| 13 | 2024.08.19 04:00 | modify | 4 | 0.10 | 1.29538 | 1.30038 | 1.28538 | ||
| 14 | 2024.08.20 06:41 | s/l | 4 | 0.10 | 1.30038 | 1.30038 | 1.28538 | -50.25 | 949.15 |
| 15 | 2025.01.13 04:00 | buy | 5 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 16 | 2025.01.13 04:00 | modify | 5 | 0.10 | 1.21461 | 1.20961 | 1.22461 | ||
| 17 | 2025.01.13 17:57 | buy | 6 | 0.10 | 1.21763 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.13 17:57 | modify | 6 | 0.10 | 1.21763 | 1.21511 | 1.22461 | ||
| 19 | 2025.01.13 17:57 | modify | 5 | 0.10 | 1.21461 | 1.21511 | 1.22461 | ||
| 20 | 2025.01.13 21:56 | buy | 7 | 0.10 | 1.22064 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.13 21:56 | modify | 7 | 0.10 | 1.22064 | 1.21711 | 1.22461 | ||
| 22 | 2025.01.13 21:56 | buy | 8 | 0.10 | 1.22064 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.13 21:56 | modify | 8 | 0.10 | 1.22064 | 1.21861 | 1.22461 | ||
| 24 | 2025.01.13 21:56 | modify | 6 | 0.10 | 1.21763 | 1.21861 | 1.22461 | ||
| 25 | 2025.01.13 21:56 | modify | 5 | 0.10 | 1.21461 | 1.21861 | 1.22461 | ||
| 26 | 2025.01.13 21:56 | modify | 7 | 0.10 | 1.22064 | 1.21861 | 1.22461 | ||
| 27 | 2025.01.13 22:51 | t/p | 5 | 0.10 | 1.22461 | 1.21861 | 1.22461 | 100.00 | 1049.15 |
| 28 | 2025.01.13 22:51 | t/p | 6 | 0.10 | 1.22461 | 1.21861 | 1.22461 | 69.80 | 1118.95 |
| 29 | 2025.01.13 22:51 | t/p | 7 | 0.10 | 1.22461 | 1.21861 | 1.22461 | 39.70 | 1158.65 |
| 30 | 2025.01.13 22:51 | t/p | 8 | 0.10 | 1.22461 | 1.21861 | 1.22461 | 39.70 | 1198.35 |
| 31 | 2025.04.16 04:00 | sell | 9 | 0.10 | 1.32638 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.16 04:00 | modify | 9 | 0.10 | 1.32638 | 1.33138 | 1.31638 | ||
| 33 | 2025.04.16 15:24 | sell | 10 | 0.10 | 1.32335 | 0.00000 | 0.00000 | ||
| 34 | 2025.04.16 15:24 | modify | 10 | 0.10 | 1.32335 | 1.32588 | 1.31638 | ||
| 35 | 2025.04.16 15:24 | modify | 9 | 0.10 | 1.32638 | 1.32588 | 1.31638 | ||
| 36 | 2025.04.17 01:34 | sell | 11 | 0.10 | 1.32033 | 0.00000 | 0.00000 | ||
| 37 | 2025.04.17 01:34 | modify | 11 | 0.10 | 1.32033 | 1.32388 | 1.31638 | ||
| 38 | 2025.04.17 01:34 | sell | 12 | 0.10 | 1.32033 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.17 01:34 | modify | 12 | 0.10 | 1.32033 | 1.32238 | 1.31638 | ||
| 40 | 2025.04.17 01:34 | modify | 10 | 0.10 | 1.32335 | 1.32238 | 1.31638 | ||
| 41 | 2025.04.17 01:34 | modify | 9 | 0.10 | 1.32638 | 1.32238 | 1.31638 | ||
| 42 | 2025.04.17 01:34 | modify | 11 | 0.10 | 1.32033 | 1.32238 | 1.31638 | ||
| 43 | 2025.04.17 02:05 | s/l | 9 | 0.10 | 1.32238 | 1.32238 | 1.31638 | 39.24 | 1237.59 |
| 44 | 2025.04.17 02:05 | s/l | 10 | 0.10 | 1.32238 | 1.32238 | 1.31638 | 8.94 | 1246.53 |
| 45 | 2025.04.17 02:05 | s/l | 11 | 0.10 | 1.32238 | 1.32238 | 1.31638 | -20.50 | 1226.03 |
| 46 | 2025.04.17 02:05 | s/l | 12 | 0.10 | 1.32238 | 1.32238 | 1.31638 | -20.50 | 1205.53 |
| 47 | 2025.04.21 04:00 | sell | 13 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.21 04:00 | modify | 13 | 0.10 | 1.33811 | 1.34311 | 1.32811 | ||
| 49 | 2025.04.22 16:56 | sell | 14 | 0.10 | 1.33511 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.22 16:56 | modify | 14 | 0.10 | 1.33511 | 1.33761 | 1.32811 | ||
| 51 | 2025.04.22 16:56 | modify | 13 | 0.10 | 1.33811 | 1.33761 | 1.32811 | ||
| 52 | 2025.04.22 21:36 | sell | 15 | 0.10 | 1.33190 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.22 21:36 | modify | 15 | 0.10 | 1.33190 | 1.33561 | 1.32811 | ||
| 54 | 2025.04.22 21:36 | sell | 16 | 0.10 | 1.33190 | 0.00000 | 0.00000 | ||
| 55 | 2025.04.22 21:36 | modify | 16 | 0.10 | 1.33190 | 1.33411 | 1.32811 | ||
| 56 | 2025.04.22 21:36 | modify | 14 | 0.10 | 1.33511 | 1.33411 | 1.32811 | ||
| 57 | 2025.04.22 21:36 | modify | 13 | 0.10 | 1.33811 | 1.33411 | 1.32811 | ||
| 58 | 2025.04.22 21:36 | modify | 15 | 0.10 | 1.33190 | 1.33411 | 1.32811 | ||
| 59 | 2025.04.22 22:00 | t/p | 13 | 0.10 | 1.32811 | 1.33411 | 1.32811 | 99.75 | 1305.27 |
| 60 | 2025.04.22 22:00 | t/p | 14 | 0.10 | 1.32811 | 1.33411 | 1.32811 | 70.00 | 1375.27 |
| 61 | 2025.04.22 22:00 | t/p | 15 | 0.10 | 1.32811 | 1.33411 | 1.32811 | 37.90 | 1413.17 |
| 62 | 2025.04.22 22:00 | t/p | 16 | 0.10 | 1.32811 | 1.33411 | 1.32811 | 37.90 | 1451.07 |
| 63 | 2025.05.26 04:00 | sell | 17 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.26 04:00 | modify | 17 | 0.10 | 1.35785 | 1.36285 | 1.34785 | ||
| 65 | 2025.05.27 05:06 | sell | 18 | 0.10 | 1.35480 | 0.00000 | 0.00000 | ||
| 66 | 2025.05.27 05:06 | modify | 18 | 0.10 | 1.35480 | 1.35735 | 1.34785 | ||
| 67 | 2025.05.27 05:06 | modify | 17 | 0.10 | 1.35785 | 1.35735 | 1.34785 | ||
| 68 | 2025.05.27 06:19 | s/l | 17 | 0.10 | 1.35735 | 1.35735 | 1.34785 | 4.75 | 1455.82 |
| 69 | 2025.05.27 06:19 | s/l | 18 | 0.10 | 1.35735 | 1.35735 | 1.34785 | -25.50 | 1430.32 |