Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 2025.08.31 23:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 6499 | Ticks modelled | 26604746 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1019.55 | Gross profit | 1117.50 | Gross loss | -97.96 |
| Profit factor | 11.41 | Expected payoff | 53.66 | ||
| Absolute drawdown | 64.28 | Maximal drawdown | 258.40 (21.63%) | Relative drawdown | 21.63% (258.40) |
| Total trades | 19 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 150.00 | loss trade | -50.44 | |
| Average | profit trade | 74.50 | loss trade | -24.49 | |
| Maximum | consecutive wins (profit in money) | 13 (1012.54) | consecutive losses (loss in money) | 1 (-50.44) | |
| Maximal | consecutive profit (count of wins) | 1012.54 (13) | consecutive loss (count of losses) | -50.44 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 11:00 | buy | 1 | 0.10 | 1.31206 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.03 11:00 | modify | 1 | 0.10 | 1.31206 | 1.30706 | 1.32706 | ||
| 3 | 2024.10.04 13:23 | s/l | 1 | 0.10 | 1.30706 | 1.30706 | 1.32706 | -50.44 | 949.56 |
| 4 | 2024.10.31 17:00 | buy | 2 | 0.10 | 1.28667 | 0.00000 | 0.00000 | ||
| 5 | 2024.10.31 17:00 | modify | 2 | 0.10 | 1.28667 | 1.28167 | 1.30167 | ||
| 6 | 2024.11.01 12:30 | buy | 3 | 0.10 | 1.29360 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.01 12:30 | modify | 3 | 0.10 | 1.29360 | 1.29192 | 1.30167 | ||
| 8 | 2024.11.01 12:30 | modify | 2 | 0.10 | 1.28667 | 1.29192 | 1.30167 | ||
| 9 | 2024.11.01 12:30 | buy | 4 | 0.10 | 1.29578 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.01 12:30 | modify | 4 | 0.10 | 1.29578 | 1.29117 | 1.30167 | ||
| 11 | 2024.11.01 12:30 | modify | 3 | 0.10 | 1.29360 | 1.29117 | 1.30167 | ||
| 12 | 2024.11.01 12:30 | modify | 2 | 0.10 | 1.28667 | 1.29117 | 1.30167 | ||
| 13 | 2024.11.04 03:00 | buy | 5 | 0.10 | 1.29868 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.04 03:00 | modify | 5 | 0.10 | 1.29868 | 1.29192 | 1.30167 | ||
| 15 | 2024.11.04 03:00 | modify | 4 | 0.10 | 1.29578 | 1.29192 | 1.30167 | ||
| 16 | 2024.11.04 03:00 | modify | 3 | 0.10 | 1.29360 | 1.29192 | 1.30167 | ||
| 17 | 2024.11.04 03:00 | modify | 2 | 0.10 | 1.28667 | 1.29192 | 1.30167 | ||
| 18 | 2024.11.05 14:29 | t/p | 2 | 0.10 | 1.30167 | 1.29192 | 1.30167 | 148.68 | 1098.24 |
| 19 | 2024.11.05 14:29 | t/p | 3 | 0.10 | 1.30167 | 1.29192 | 1.30167 | 79.82 | 1178.06 |
| 20 | 2024.11.05 14:29 | t/p | 4 | 0.10 | 1.30167 | 1.29192 | 1.30167 | 58.02 | 1236.07 |
| 21 | 2024.11.05 14:29 | t/p | 5 | 0.10 | 1.30167 | 1.29192 | 1.30167 | 29.46 | 1265.53 |
| 22 | 2025.01.06 13:00 | sell | 6 | 0.10 | 1.25352 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.06 13:00 | modify | 6 | 0.10 | 1.25352 | 1.25852 | 1.23852 | ||
| 24 | 2025.01.08 07:43 | sell | 7 | 0.10 | 1.24674 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.08 07:43 | modify | 7 | 0.10 | 1.24674 | 1.24827 | 1.23852 | ||
| 26 | 2025.01.08 07:43 | modify | 6 | 0.10 | 1.25352 | 1.24827 | 1.23852 | ||
| 27 | 2025.01.08 08:49 | sell | 8 | 0.10 | 1.24452 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.08 08:49 | modify | 8 | 0.10 | 1.24452 | 1.24902 | 1.23852 | ||
| 29 | 2025.01.08 08:49 | modify | 7 | 0.10 | 1.24674 | 1.24902 | 1.23852 | ||
| 30 | 2025.01.08 08:49 | modify | 6 | 0.10 | 1.25352 | 1.24902 | 1.23852 | ||
| 31 | 2025.01.08 11:11 | sell | 9 | 0.10 | 1.24151 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.08 11:11 | modify | 9 | 0.10 | 1.24151 | 1.24827 | 1.23852 | ||
| 33 | 2025.01.08 11:11 | modify | 8 | 0.10 | 1.24452 | 1.24827 | 1.23852 | ||
| 34 | 2025.01.08 11:11 | modify | 7 | 0.10 | 1.24674 | 1.24827 | 1.23852 | ||
| 35 | 2025.01.08 11:11 | modify | 6 | 0.10 | 1.25352 | 1.24827 | 1.23852 | ||
| 36 | 2025.01.08 11:25 | t/p | 6 | 0.10 | 1.23852 | 1.24827 | 1.23852 | 149.97 | 1415.50 |
| 37 | 2025.01.08 11:25 | t/p | 7 | 0.10 | 1.23852 | 1.24827 | 1.23852 | 82.20 | 1497.70 |
| 38 | 2025.01.08 11:25 | t/p | 8 | 0.10 | 1.23852 | 1.24827 | 1.23852 | 60.00 | 1557.70 |
| 39 | 2025.01.08 11:25 | t/p | 9 | 0.10 | 1.23852 | 1.24827 | 1.23852 | 29.90 | 1587.60 |
| 40 | 2025.02.03 04:00 | buy | 10 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.03 04:00 | modify | 10 | 0.10 | 1.22653 | 1.22153 | 1.24153 | ||
| 42 | 2025.02.03 12:22 | buy | 11 | 0.10 | 1.23332 | 0.00000 | 0.00000 | ||
| 43 | 2025.02.03 12:22 | modify | 11 | 0.10 | 1.23332 | 1.23178 | 1.24153 | ||
| 44 | 2025.02.03 12:22 | modify | 10 | 0.10 | 1.22653 | 1.23178 | 1.24153 | ||
| 45 | 2025.02.03 13:02 | buy | 12 | 0.10 | 1.23554 | 0.00000 | 0.00000 | ||
| 46 | 2025.02.03 13:02 | modify | 12 | 0.10 | 1.23554 | 1.23103 | 1.24153 | ||
| 47 | 2025.02.03 13:02 | modify | 11 | 0.10 | 1.23332 | 1.23103 | 1.24153 | ||
| 48 | 2025.02.03 13:02 | modify | 10 | 0.10 | 1.22653 | 1.23103 | 1.24153 | ||
| 49 | 2025.02.03 15:24 | buy | 13 | 0.10 | 1.23853 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.03 15:24 | modify | 13 | 0.10 | 1.23853 | 1.23178 | 1.24153 | ||
| 51 | 2025.02.03 15:24 | modify | 12 | 0.10 | 1.23554 | 1.23178 | 1.24153 | ||
| 52 | 2025.02.03 15:24 | modify | 11 | 0.10 | 1.23332 | 1.23178 | 1.24153 | ||
| 53 | 2025.02.03 15:24 | modify | 10 | 0.10 | 1.22653 | 1.23178 | 1.24153 | ||
| 54 | 2025.02.03 15:36 | t/p | 10 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 150.00 | 1737.60 |
| 55 | 2025.02.03 15:36 | t/p | 11 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 82.10 | 1819.70 |
| 56 | 2025.02.03 15:36 | t/p | 12 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 59.90 | 1879.60 |
| 57 | 2025.02.03 15:36 | t/p | 13 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 30.00 | 1909.60 |
| 58 | 2025.02.06 14:00 | buy | 14 | 0.10 | 1.23864 | 0.00000 | 0.00000 | ||
| 59 | 2025.02.06 14:00 | modify | 14 | 0.10 | 1.23864 | 1.23364 | 1.25364 | ||
| 60 | 2025.02.06 18:43 | buy | 15 | 0.10 | 1.24540 | 0.00000 | 0.00000 | ||
| 61 | 2025.02.06 18:43 | modify | 15 | 0.10 | 1.24540 | 1.24389 | 1.25364 | ||
| 62 | 2025.02.06 18:43 | modify | 14 | 0.10 | 1.23864 | 1.24389 | 1.25364 | ||
| 63 | 2025.02.06 19:16 | s/l | 14 | 0.10 | 1.24389 | 1.24389 | 1.25364 | 52.50 | 1962.10 |
| 64 | 2025.02.06 19:16 | s/l | 15 | 0.10 | 1.24389 | 1.24389 | 1.25364 | -15.10 | 1947.00 |
| 65 | 2025.07.02 15:00 | buy | 16 | 0.10 | 1.35962 | 0.00000 | 0.00000 | ||
| 66 | 2025.07.02 15:00 | modify | 16 | 0.10 | 1.35962 | 1.35462 | 1.37462 | ||
| 67 | 2025.07.02 21:44 | buy | 17 | 0.10 | 1.36660 | 0.00000 | 0.00000 | ||
| 68 | 2025.07.02 21:44 | modify | 17 | 0.10 | 1.36660 | 1.36487 | 1.37462 | ||
| 69 | 2025.07.02 21:44 | modify | 16 | 0.10 | 1.35962 | 1.36487 | 1.37462 | ||
| 70 | 2025.07.02 21:52 | s/l | 16 | 0.10 | 1.36487 | 1.36487 | 1.37462 | 52.50 | 1999.50 |
| 71 | 2025.07.02 21:52 | s/l | 17 | 0.10 | 1.36487 | 1.36487 | 1.37462 | -17.30 | 1982.20 |
| 72 | 2025.08.22 17:00 | sell | 18 | 0.10 | 1.35255 | 0.00000 | 0.00000 | ||
| 73 | 2025.08.22 17:00 | modify | 18 | 0.10 | 1.35255 | 1.35755 | 1.33755 | ||
| 74 | 2025.08.25 18:57 | sell | 19 | 0.10 | 1.34579 | 0.00000 | 0.00000 | ||
| 75 | 2025.08.25 18:57 | modify | 19 | 0.10 | 1.34579 | 1.34730 | 1.33755 | ||
| 76 | 2025.08.25 18:57 | modify | 18 | 0.10 | 1.35255 | 1.34730 | 1.33755 | ||
| 77 | 2025.08.26 00:05 | s/l | 18 | 0.10 | 1.34730 | 1.34730 | 1.33755 | 52.47 | 2034.66 |
| 78 | 2025.08.26 00:05 | s/l | 19 | 0.10 | 1.34730 | 1.34730 | 1.33755 | -15.12 | 2019.55 |