Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1245.15 | Gross profit | 1759.05 | Gross loss | -513.90 |
| Profit factor | 3.42 | Expected payoff | 34.59 | ||
| Absolute drawdown | 37.24 | Maximal drawdown | 198.24 (14.14%) | Relative drawdown | 14.14% (198.24) |
| Total trades | 36 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) | ||
| Largest | profit trade | 103.27 | loss trade | -90.08 | |
| Average | profit trade | 67.66 | loss trade | -51.39 | |
| Maximum | consecutive wins (profit in money) | 5 (379.96) | consecutive losses (loss in money) | 2 (-178.35) | |
| Maximal | consecutive profit (count of wins) | 379.96 (5) | consecutive loss (count of losses) | -178.35 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.13 11:00 | buy | 1 | 0.10 | 184.729 | 0.000 | 0.000 | ||
| 2 | 2024.09.13 11:00 | modify | 1 | 0.10 | 184.729 | 183.429 | 186.229 | ||
| 3 | 2024.09.16 20:00 | buy | 2 | 0.10 | 185.933 | 0.000 | 0.000 | ||
| 4 | 2024.09.16 20:00 | modify | 2 | 0.10 | 185.933 | 185.329 | 186.229 | ||
| 5 | 2024.09.16 20:00 | modify | 1 | 0.10 | 184.729 | 185.329 | 186.229 | ||
| 6 | 2024.09.17 00:00 | t/p | 1 | 0.10 | 186.229 | 185.329 | 186.229 | 103.27 | 1103.27 |
| 7 | 2024.09.17 00:00 | t/p | 2 | 0.10 | 186.229 | 185.329 | 186.229 | 20.80 | 1124.07 |
| 8 | 2024.09.23 09:00 | buy | 3 | 0.10 | 190.598 | 0.000 | 0.000 | ||
| 9 | 2024.09.23 09:00 | modify | 3 | 0.10 | 190.598 | 189.298 | 192.098 | ||
| 10 | 2024.09.23 14:00 | t/p | 3 | 0.10 | 192.098 | 189.298 | 192.098 | 101.84 | 1225.91 |
| 11 | 2024.10.03 07:00 | buy | 4 | 0.10 | 193.271 | 0.000 | 0.000 | ||
| 12 | 2024.10.03 07:00 | modify | 4 | 0.10 | 193.271 | 191.971 | 194.771 | ||
| 13 | 2024.10.04 05:00 | s/l | 4 | 0.10 | 191.971 | 191.971 | 194.771 | -87.56 | 1138.35 |
| 14 | 2024.10.04 14:00 | sell | 5 | 0.10 | 194.398 | 0.000 | 0.000 | ||
| 15 | 2024.10.04 14:00 | modify | 5 | 0.10 | 194.398 | 195.698 | 192.898 | ||
| 16 | 2024.10.08 06:00 | sell | 6 | 0.10 | 193.716 | 0.000 | 0.000 | ||
| 17 | 2024.10.08 06:00 | modify | 6 | 0.10 | 193.716 | 194.098 | 192.898 | ||
| 18 | 2024.10.08 06:00 | modify | 5 | 0.10 | 194.398 | 194.098 | 192.898 | ||
| 19 | 2024.10.08 13:00 | s/l | 5 | 0.10 | 194.098 | 194.098 | 192.898 | 16.73 | 1155.08 |
| 20 | 2024.10.08 13:00 | s/l | 6 | 0.10 | 194.098 | 194.098 | 192.898 | -25.93 | 1129.15 |
| 21 | 2024.10.10 15:00 | buy | 7 | 0.10 | 194.091 | 0.000 | 0.000 | ||
| 22 | 2024.10.10 15:00 | modify | 7 | 0.10 | 194.091 | 192.791 | 195.591 | ||
| 23 | 2024.10.11 13:00 | buy | 8 | 0.10 | 194.784 | 0.000 | 0.000 | ||
| 24 | 2024.10.11 13:00 | modify | 8 | 0.10 | 194.784 | 194.391 | 195.591 | ||
| 25 | 2024.10.11 13:00 | modify | 7 | 0.10 | 194.091 | 194.391 | 195.591 | ||
| 26 | 2024.10.14 15:00 | t/p | 7 | 0.10 | 195.591 | 194.391 | 195.591 | 103.27 | 1232.42 |
| 27 | 2024.10.14 15:00 | t/p | 8 | 0.10 | 195.591 | 194.391 | 195.591 | 55.50 | 1287.92 |
| 28 | 2024.10.29 10:00 | sell | 9 | 0.10 | 199.118 | 0.000 | 0.000 | ||
| 29 | 2024.10.29 10:00 | modify | 9 | 0.10 | 199.118 | 200.418 | 197.618 | ||
| 30 | 2024.10.31 07:00 | t/p | 9 | 0.10 | 197.618 | 200.418 | 197.618 | 94.54 | 1382.47 |
| 31 | 2024.11.05 07:00 | sell | 10 | 0.10 | 197.533 | 0.000 | 0.000 | ||
| 32 | 2024.11.05 07:00 | modify | 10 | 0.10 | 197.533 | 198.833 | 196.033 | ||
| 33 | 2024.11.06 03:00 | s/l | 10 | 0.10 | 198.833 | 198.833 | 196.033 | -90.08 | 1292.39 |
| 34 | 2024.11.21 04:00 | buy | 11 | 0.10 | 196.150 | 0.000 | 0.000 | ||
| 35 | 2024.11.21 04:00 | modify | 11 | 0.10 | 196.150 | 194.850 | 197.650 | ||
| 36 | 2024.11.21 10:00 | s/l | 11 | 0.10 | 194.850 | 194.850 | 197.650 | -88.27 | 1204.12 |
| 37 | 2024.11.28 12:00 | sell | 12 | 0.10 | 192.315 | 0.000 | 0.000 | ||
| 38 | 2024.11.28 12:00 | modify | 12 | 0.10 | 192.315 | 193.615 | 190.815 | ||
| 39 | 2024.11.29 02:00 | t/p | 12 | 0.10 | 190.815 | 193.615 | 190.815 | 100.01 | 1304.12 |
| 40 | 2024.12.05 15:00 | sell | 13 | 0.10 | 192.000 | 0.000 | 0.000 | ||
| 41 | 2024.12.05 15:00 | modify | 13 | 0.10 | 192.000 | 193.300 | 190.500 | ||
| 42 | 2024.12.05 19:00 | sell | 14 | 0.10 | 191.301 | 0.000 | 0.000 | ||
| 43 | 2024.12.05 19:00 | modify | 14 | 0.10 | 191.301 | 191.700 | 190.500 | ||
| 44 | 2024.12.05 19:00 | modify | 13 | 0.10 | 192.000 | 191.700 | 190.500 | ||
| 45 | 2024.12.06 00:00 | s/l | 13 | 0.10 | 191.700 | 191.700 | 190.500 | 18.54 | 1322.66 |
| 46 | 2024.12.06 00:00 | s/l | 14 | 0.10 | 191.700 | 191.700 | 190.500 | -28.91 | 1293.75 |
| 47 | 2024.12.06 16:00 | buy | 15 | 0.10 | 191.024 | 0.000 | 0.000 | ||
| 48 | 2024.12.06 16:00 | modify | 15 | 0.10 | 191.024 | 189.724 | 192.524 | ||
| 49 | 2024.12.09 14:00 | t/p | 15 | 0.10 | 192.524 | 189.724 | 192.524 | 102.55 | 1396.30 |
| 50 | 2024.12.27 15:00 | sell | 16 | 0.10 | 198.366 | 0.000 | 0.000 | ||
| 51 | 2024.12.27 15:00 | modify | 16 | 0.10 | 198.366 | 199.666 | 196.866 | ||
| 52 | 2024.12.30 14:00 | sell | 17 | 0.10 | 197.665 | 0.000 | 0.000 | ||
| 53 | 2024.12.30 14:00 | modify | 17 | 0.10 | 197.665 | 198.066 | 196.866 | ||
| 54 | 2024.12.30 14:00 | modify | 16 | 0.10 | 198.366 | 198.066 | 196.866 | ||
| 55 | 2024.12.30 16:00 | t/p | 16 | 0.10 | 196.866 | 198.066 | 196.866 | 100.01 | 1496.31 |
| 56 | 2024.12.30 16:00 | t/p | 17 | 0.10 | 196.866 | 198.066 | 196.866 | 54.24 | 1550.55 |
| 57 | 2025.01.15 08:00 | buy | 18 | 0.10 | 191.962 | 0.000 | 0.000 | ||
| 58 | 2025.01.15 08:00 | modify | 18 | 0.10 | 191.962 | 190.662 | 193.462 | ||
| 59 | 2025.01.16 02:00 | s/l | 18 | 0.10 | 190.662 | 190.662 | 193.462 | -86.12 | 1464.43 |
| 60 | 2025.01.16 03:00 | buy | 19 | 0.10 | 190.377 | 0.000 | 0.000 | ||
| 61 | 2025.01.16 03:00 | modify | 19 | 0.10 | 190.377 | 189.077 | 191.877 | ||
| 62 | 2025.01.20 20:00 | t/p | 19 | 0.10 | 191.877 | 189.077 | 191.877 | 103.27 | 1567.70 |
| 63 | 2025.03.13 08:00 | buy | 20 | 0.10 | 191.467 | 0.000 | 0.000 | ||
| 64 | 2025.03.13 08:00 | modify | 20 | 0.10 | 191.467 | 190.167 | 192.967 | ||
| 65 | 2025.03.17 13:00 | t/p | 20 | 0.10 | 192.967 | 190.167 | 192.967 | 103.27 | 1670.97 |
| 66 | 2025.03.25 16:00 | buy | 21 | 0.10 | 193.946 | 0.000 | 0.000 | ||
| 67 | 2025.03.25 16:00 | modify | 21 | 0.10 | 193.946 | 192.646 | 195.446 | ||
| 68 | 2025.03.26 04:00 | buy | 22 | 0.10 | 194.635 | 0.000 | 0.000 | ||
| 69 | 2025.03.26 04:00 | modify | 22 | 0.10 | 194.635 | 194.246 | 195.446 | ||
| 70 | 2025.03.26 04:00 | modify | 21 | 0.10 | 193.946 | 194.246 | 195.446 | ||
| 71 | 2025.03.26 08:00 | s/l | 21 | 0.10 | 194.246 | 194.246 | 195.446 | 21.08 | 1692.05 |
| 72 | 2025.03.26 08:00 | s/l | 22 | 0.10 | 194.246 | 194.246 | 195.446 | -26.41 | 1665.64 |
| 73 | 2025.04.09 13:00 | buy | 23 | 0.10 | 184.814 | 0.000 | 0.000 | ||
| 74 | 2025.04.09 13:00 | modify | 23 | 0.10 | 184.814 | 183.514 | 186.314 | ||
| 75 | 2025.04.09 18:00 | t/p | 23 | 0.10 | 186.314 | 183.514 | 186.314 | 101.84 | 1767.48 |
| 76 | 2025.04.25 16:00 | sell | 24 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 77 | 2025.04.25 16:00 | modify | 24 | 0.10 | 191.598 | 192.898 | 190.098 | ||
| 78 | 2025.04.28 17:00 | sell | 25 | 0.10 | 190.907 | 0.000 | 0.000 | ||
| 79 | 2025.04.28 17:00 | modify | 25 | 0.10 | 190.907 | 191.298 | 190.098 | ||
| 80 | 2025.04.28 17:00 | modify | 24 | 0.10 | 191.598 | 191.298 | 190.098 | ||
| 81 | 2025.04.29 09:00 | s/l | 24 | 0.10 | 191.298 | 191.298 | 190.098 | 16.72 | 1784.20 |
| 82 | 2025.04.29 09:00 | s/l | 25 | 0.10 | 191.298 | 191.298 | 190.098 | -28.37 | 1755.83 |
| 83 | 2025.05.09 03:00 | buy | 26 | 0.10 | 192.807 | 0.000 | 0.000 | ||
| 84 | 2025.05.09 03:00 | modify | 26 | 0.10 | 192.807 | 191.507 | 194.307 | ||
| 85 | 2025.05.12 02:00 | buy | 27 | 0.10 | 194.021 | 0.000 | 0.000 | ||
| 86 | 2025.05.12 02:00 | modify | 27 | 0.10 | 194.021 | 193.407 | 194.307 | ||
| 87 | 2025.05.12 02:00 | modify | 26 | 0.10 | 192.807 | 193.407 | 194.307 | ||
| 88 | 2025.05.12 08:00 | t/p | 26 | 0.10 | 194.307 | 193.407 | 194.307 | 102.56 | 1858.39 |
| 89 | 2025.05.12 08:00 | t/p | 27 | 0.10 | 194.307 | 193.407 | 194.307 | 19.42 | 1877.81 |
| 90 | 2025.05.26 09:00 | sell | 28 | 0.10 | 193.819 | 0.000 | 0.000 | ||
| 91 | 2025.05.26 09:00 | modify | 28 | 0.10 | 193.819 | 195.119 | 192.319 | ||
| 92 | 2025.05.27 02:00 | sell | 29 | 0.10 | 193.130 | 0.000 | 0.000 | ||
| 93 | 2025.05.27 02:00 | modify | 29 | 0.10 | 193.130 | 193.519 | 192.319 | ||
| 94 | 2025.05.27 02:00 | modify | 28 | 0.10 | 193.819 | 193.519 | 192.319 | ||
| 95 | 2025.05.27 05:00 | s/l | 28 | 0.10 | 193.519 | 193.519 | 192.319 | 18.54 | 1896.35 |
| 96 | 2025.05.27 05:00 | s/l | 29 | 0.10 | 193.519 | 193.519 | 192.319 | -26.41 | 1869.94 |
| 97 | 2025.06.10 08:00 | buy | 30 | 0.10 | 195.036 | 0.000 | 0.000 | ||
| 98 | 2025.06.10 08:00 | modify | 30 | 0.10 | 195.036 | 193.736 | 196.536 | ||
| 99 | 2025.06.10 15:00 | buy | 31 | 0.10 | 195.727 | 0.000 | 0.000 | ||
| 100 | 2025.06.10 15:00 | modify | 31 | 0.10 | 195.727 | 195.336 | 196.536 | ||
| 101 | 2025.06.10 15:00 | modify | 30 | 0.10 | 195.036 | 195.336 | 196.536 | ||
| 102 | 2025.06.11 03:00 | s/l | 30 | 0.10 | 195.336 | 195.336 | 196.536 | 21.08 | 1891.02 |
| 103 | 2025.06.11 03:00 | s/l | 31 | 0.10 | 195.336 | 195.336 | 196.536 | -25.84 | 1865.19 |
| 104 | 2025.06.13 02:00 | buy | 32 | 0.10 | 194.250 | 0.000 | 0.000 | ||
| 105 | 2025.06.13 02:00 | modify | 32 | 0.10 | 194.250 | 192.950 | 195.750 | ||
| 106 | 2025.06.13 16:00 | t/p | 32 | 0.10 | 195.750 | 192.950 | 195.750 | 101.84 | 1967.03 |
| 107 | 2025.07.04 05:00 | buy | 33 | 0.10 | 197.447 | 0.000 | 0.000 | ||
| 108 | 2025.07.04 05:00 | modify | 33 | 0.10 | 197.447 | 196.147 | 198.947 | ||
| 109 | 2025.07.07 12:00 | buy | 34 | 0.10 | 198.124 | 0.000 | 0.000 | ||
| 110 | 2025.07.07 12:00 | modify | 34 | 0.10 | 198.124 | 197.747 | 198.947 | ||
| 111 | 2025.07.07 12:00 | modify | 33 | 0.10 | 197.447 | 197.747 | 198.947 | ||
| 112 | 2025.07.07 16:00 | t/p | 33 | 0.10 | 198.947 | 197.747 | 198.947 | 102.55 | 2069.58 |
| 113 | 2025.07.07 16:00 | t/p | 34 | 0.10 | 198.947 | 197.747 | 198.947 | 55.88 | 2125.46 |
| 114 | 2025.07.31 16:00 | sell | 35 | 0.10 | 199.088 | 0.000 | 0.000 | ||
| 115 | 2025.07.31 16:00 | modify | 35 | 0.10 | 199.088 | 200.388 | 197.588 | ||
| 116 | 2025.08.01 10:00 | sell | 36 | 0.10 | 197.878 | 0.000 | 0.000 | ||
| 117 | 2025.08.01 10:00 | modify | 36 | 0.10 | 197.878 | 198.488 | 197.588 | ||
| 118 | 2025.08.01 10:00 | modify | 35 | 0.10 | 199.088 | 198.488 | 197.588 | ||
| 119 | 2025.08.01 13:00 | t/p | 35 | 0.10 | 197.588 | 198.488 | 197.588 | 100.01 | 2225.47 |
| 120 | 2025.08.01 13:00 | t/p | 36 | 0.10 | 197.588 | 198.488 | 197.588 | 19.68 | 2245.15 |