Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1323.71 | Gross profit | 1526.89 | Gross loss | -203.18 |
| Profit factor | 7.51 | Expected payoff | 66.19 | ||
| Absolute drawdown | 275.71 | Maximal drawdown | 363.98 (33.45%) | Relative drawdown | 33.45% (363.98) |
| Total trades | 20 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
| Largest | profit trade | 106.04 | loss trade | -103.55 | |
| Average | profit trade | 84.83 | loss trade | -101.59 | |
| Maximum | consecutive wins (profit in money) | 18 (1526.89) | consecutive losses (loss in money) | 2 (-203.18) | |
| Maximal | consecutive profit (count of wins) | 1526.89 (18) | consecutive loss (count of losses) | -203.18 (2) | |
| Average | consecutive wins | 18 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.06 16:00 | buy | 1 | 0.10 | 186.687 | 0.000 | 0.000 | ||
| 2 | 2024.09.06 16:00 | modify | 1 | 0.10 | 186.687 | 185.187 | 188.187 | ||
| 3 | 2024.09.11 04:00 | s/l | 1 | 0.10 | 185.187 | 185.187 | 188.187 | -99.63 | 900.37 |
| 4 | 2024.09.19 12:00 | sell | 2 | 0.10 | 189.860 | 0.000 | 0.000 | ||
| 5 | 2024.09.19 12:00 | modify | 2 | 0.10 | 189.860 | 191.360 | 188.360 | ||
| 6 | 2024.09.20 12:00 | s/l | 2 | 0.10 | 191.360 | 191.360 | 188.360 | -103.55 | 796.82 |
| 7 | 2024.09.27 16:00 | buy | 3 | 0.10 | 191.026 | 0.000 | 0.000 | ||
| 8 | 2024.09.27 16:00 | modify | 3 | 0.10 | 191.026 | 189.526 | 192.526 | ||
| 9 | 2024.10.01 04:00 | t/p | 3 | 0.10 | 192.526 | 189.526 | 192.526 | 103.19 | 900.01 |
| 10 | 2024.10.02 16:00 | sell | 4 | 0.10 | 193.803 | 0.000 | 0.000 | ||
| 11 | 2024.10.02 16:00 | modify | 4 | 0.10 | 193.803 | 195.303 | 192.303 | ||
| 12 | 2024.10.03 12:00 | t/p | 4 | 0.10 | 192.303 | 195.303 | 192.303 | 96.27 | 996.27 |
| 13 | 2024.10.04 20:00 | sell | 5 | 0.10 | 195.274 | 0.000 | 0.000 | ||
| 14 | 2024.10.04 20:00 | modify | 5 | 0.10 | 195.274 | 196.774 | 193.774 | ||
| 15 | 2024.10.07 12:00 | t/p | 5 | 0.10 | 193.774 | 196.774 | 193.774 | 99.91 | 1096.18 |
| 16 | 2024.10.31 16:00 | buy | 6 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 17 | 2024.10.31 16:00 | modify | 6 | 0.10 | 195.893 | 194.393 | 197.393 | ||
| 18 | 2024.11.01 16:00 | t/p | 6 | 0.10 | 197.393 | 194.393 | 197.393 | 102.48 | 1198.66 |
| 19 | 2024.11.15 20:00 | buy | 7 | 0.10 | 194.524 | 0.000 | 0.000 | ||
| 20 | 2024.11.15 20:00 | modify | 7 | 0.10 | 194.524 | 193.024 | 196.024 | ||
| 21 | 2024.11.18 04:00 | buy | 8 | 0.10 | 195.281 | 0.000 | 0.000 | ||
| 22 | 2024.11.18 04:00 | modify | 8 | 0.10 | 195.281 | 194.749 | 196.024 | ||
| 23 | 2024.11.18 04:00 | modify | 7 | 0.10 | 194.524 | 194.749 | 196.024 | ||
| 24 | 2024.11.18 16:00 | t/p | 7 | 0.10 | 196.024 | 194.749 | 196.024 | 102.48 | 1301.15 |
| 25 | 2024.11.18 16:00 | t/p | 8 | 0.10 | 196.024 | 194.749 | 196.024 | 50.41 | 1351.56 |
| 26 | 2024.11.22 12:00 | buy | 9 | 0.10 | 193.119 | 0.000 | 0.000 | ||
| 27 | 2024.11.22 12:00 | modify | 9 | 0.10 | 193.119 | 191.619 | 194.619 | ||
| 28 | 2024.11.25 08:00 | t/p | 9 | 0.10 | 194.619 | 191.619 | 194.619 | 102.48 | 1454.04 |
| 29 | 2025.01.02 16:00 | buy | 10 | 0.10 | 194.505 | 0.000 | 0.000 | ||
| 30 | 2025.01.02 16:00 | modify | 10 | 0.10 | 194.505 | 193.005 | 196.005 | ||
| 31 | 2025.01.03 16:00 | buy | 11 | 0.10 | 195.277 | 0.000 | 0.000 | ||
| 32 | 2025.01.03 16:00 | modify | 11 | 0.10 | 195.277 | 194.730 | 196.005 | ||
| 33 | 2025.01.03 16:00 | modify | 10 | 0.10 | 194.505 | 194.730 | 196.005 | ||
| 34 | 2025.01.06 00:00 | buy | 12 | 0.10 | 195.724 | 0.000 | 0.000 | ||
| 35 | 2025.01.06 00:00 | modify | 12 | 0.10 | 195.724 | 195.180 | 196.005 | ||
| 36 | 2025.01.06 00:00 | modify | 11 | 0.10 | 195.277 | 195.180 | 196.005 | ||
| 37 | 2025.01.06 00:00 | modify | 10 | 0.10 | 194.505 | 195.180 | 196.005 | ||
| 38 | 2025.01.06 04:00 | t/p | 10 | 0.10 | 196.005 | 195.180 | 196.005 | 103.20 | 1557.24 |
| 39 | 2025.01.06 04:00 | t/p | 11 | 0.10 | 196.005 | 195.180 | 196.005 | 50.10 | 1607.34 |
| 40 | 2025.01.06 04:00 | t/p | 12 | 0.10 | 196.005 | 195.180 | 196.005 | 19.06 | 1626.40 |
| 41 | 2025.02.06 16:00 | buy | 13 | 0.10 | 188.336 | 0.000 | 0.000 | ||
| 42 | 2025.02.06 16:00 | modify | 13 | 0.10 | 188.336 | 186.836 | 189.836 | ||
| 43 | 2025.02.12 00:00 | t/p | 13 | 0.10 | 189.836 | 186.836 | 189.836 | 104.62 | 1731.03 |
| 44 | 2025.03.03 12:00 | sell | 14 | 0.10 | 191.433 | 0.000 | 0.000 | ||
| 45 | 2025.03.03 12:00 | modify | 14 | 0.10 | 191.433 | 192.933 | 189.933 | ||
| 46 | 2025.03.03 20:00 | sell | 15 | 0.10 | 190.676 | 0.000 | 0.000 | ||
| 47 | 2025.03.03 20:00 | modify | 15 | 0.10 | 190.676 | 191.208 | 189.933 | ||
| 48 | 2025.03.03 20:00 | modify | 14 | 0.10 | 191.433 | 191.208 | 189.933 | ||
| 49 | 2025.03.04 00:00 | t/p | 14 | 0.10 | 189.933 | 191.208 | 189.933 | 99.92 | 1830.95 |
| 50 | 2025.03.04 00:00 | t/p | 15 | 0.10 | 189.933 | 191.208 | 189.933 | 48.58 | 1879.52 |
| 51 | 2025.04.09 12:00 | buy | 16 | 0.10 | 184.800 | 0.000 | 0.000 | ||
| 52 | 2025.04.09 12:00 | modify | 16 | 0.10 | 184.800 | 183.300 | 186.300 | ||
| 53 | 2025.04.09 20:00 | t/p | 16 | 0.10 | 186.300 | 183.300 | 186.300 | 101.76 | 1981.28 |
| 54 | 2025.04.09 20:00 | sell | 17 | 0.10 | 189.421 | 0.000 | 0.000 | ||
| 55 | 2025.04.09 20:00 | modify | 17 | 0.10 | 189.421 | 190.921 | 187.921 | ||
| 56 | 2025.04.10 12:00 | t/p | 17 | 0.10 | 187.921 | 190.921 | 187.921 | 96.27 | 2077.55 |
| 57 | 2025.05.01 16:00 | sell | 18 | 0.10 | 193.084 | 0.000 | 0.000 | ||
| 58 | 2025.05.01 16:00 | modify | 18 | 0.10 | 193.084 | 194.584 | 191.584 | ||
| 59 | 2025.05.02 12:00 | sell | 19 | 0.10 | 192.177 | 0.000 | 0.000 | ||
| 60 | 2025.05.02 12:00 | modify | 19 | 0.10 | 192.177 | 192.709 | 191.584 | ||
| 61 | 2025.05.02 12:00 | modify | 18 | 0.10 | 193.084 | 192.709 | 191.584 | ||
| 62 | 2025.05.02 16:00 | t/p | 18 | 0.10 | 191.584 | 192.709 | 191.584 | 99.91 | 2177.46 |
| 63 | 2025.05.02 16:00 | t/p | 19 | 0.10 | 191.584 | 192.709 | 191.584 | 40.21 | 2217.67 |
| 64 | 2025.08.01 16:00 | buy | 20 | 0.10 | 196.326 | 0.000 | 0.000 | ||
| 65 | 2025.08.01 16:00 | modify | 20 | 0.10 | 196.326 | 194.826 | 197.826 | ||
| 66 | 2025.08.07 12:00 | t/p | 20 | 0.10 | 197.826 | 194.826 | 197.826 | 106.04 | 2323.71 |