Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=15; 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 | 78904 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1283.77 | Gross profit | 1403.27 | Gross loss | -119.50 |
| Profit factor | 11.74 | Expected payoff | 64.19 | ||
| Absolute drawdown | 4.30 | Maximal drawdown | 199.60 (9.79%) | Relative drawdown | 11.74% (145.20) |
| Total trades | 20 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
| Largest | profit trade | 149.98 | loss trade | -24.10 | |
| Average | profit trade | 93.55 | loss trade | -23.90 | |
| Maximum | consecutive wins (profit in money) | 9 (911.81) | consecutive losses (loss in money) | 2 (-48.20) | |
| Maximal | consecutive profit (count of wins) | 911.81 (9) | consecutive loss (count of losses) | -48.20 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.03 00:00 | buy | 1 | 0.10 | 1.23822 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.03 00:00 | modify | 1 | 0.10 | 1.23822 | 1.22822 | 1.25322 | ||
| 3 | 2025.01.06 02:30 | buy | 2 | 0.10 | 1.24426 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.06 02:30 | modify | 2 | 0.10 | 1.24426 | 1.23897 | 1.25322 | ||
| 5 | 2025.01.06 02:30 | buy | 3 | 0.10 | 1.24426 | 0.00000 | 0.00000 | ||
| 6 | 2025.01.06 02:30 | modify | 3 | 0.10 | 1.24426 | 1.24197 | 1.25322 | ||
| 7 | 2025.01.06 02:30 | modify | 1 | 0.10 | 1.23822 | 1.24197 | 1.25322 | ||
| 8 | 2025.01.06 02:35 | modify | 2 | 0.10 | 1.24426 | 1.24197 | 1.25322 | ||
| 9 | 2025.01.06 07:40 | buy | 4 | 0.10 | 1.24595 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.06 07:40 | modify | 4 | 0.10 | 1.24595 | 1.24347 | 1.25322 | ||
| 11 | 2025.01.06 07:40 | modify | 3 | 0.10 | 1.24426 | 1.24347 | 1.25322 | ||
| 12 | 2025.01.06 07:40 | modify | 2 | 0.10 | 1.24426 | 1.24347 | 1.25322 | ||
| 13 | 2025.01.06 07:40 | modify | 1 | 0.10 | 1.23822 | 1.24347 | 1.25322 | ||
| 14 | 2025.01.06 11:40 | t/p | 1 | 0.10 | 1.25322 | 1.24347 | 1.25322 | 149.56 | 1149.56 |
| 15 | 2025.01.06 11:40 | t/p | 2 | 0.10 | 1.25322 | 1.24347 | 1.25322 | 89.60 | 1239.16 |
| 16 | 2025.01.06 11:40 | t/p | 3 | 0.10 | 1.25322 | 1.24347 | 1.25322 | 89.60 | 1328.76 |
| 17 | 2025.01.06 11:40 | t/p | 4 | 0.10 | 1.25322 | 1.24347 | 1.25322 | 72.70 | 1401.46 |
| 18 | 2025.01.21 00:00 | sell | 5 | 0.10 | 1.23319 | 0.00000 | 0.00000 | ||
| 19 | 2025.01.21 00:00 | modify | 5 | 0.10 | 1.23319 | 1.24319 | 1.21819 | ||
| 20 | 2025.01.21 00:50 | sell | 6 | 0.10 | 1.22561 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.21 00:50 | modify | 6 | 0.10 | 1.22561 | 1.22794 | 1.21819 | ||
| 22 | 2025.01.21 00:50 | modify | 5 | 0.10 | 1.23319 | 1.22794 | 1.21819 | ||
| 23 | 2025.01.21 00:55 | s/l | 5 | 0.10 | 1.22794 | 1.22794 | 1.21819 | 52.50 | 1453.96 |
| 24 | 2025.01.21 00:55 | s/l | 6 | 0.10 | 1.22794 | 1.22794 | 1.21819 | -23.30 | 1430.66 |
| 25 | 2025.04.08 00:00 | buy | 7 | 0.10 | 1.27357 | 0.00000 | 0.00000 | ||
| 26 | 2025.04.08 00:00 | modify | 7 | 0.10 | 1.27357 | 1.26357 | 1.28857 | ||
| 27 | 2025.04.08 06:50 | buy | 8 | 0.10 | 1.27973 | 0.00000 | 0.00000 | ||
| 28 | 2025.04.08 06:50 | modify | 8 | 0.10 | 1.27973 | 1.27432 | 1.28857 | ||
| 29 | 2025.04.08 06:50 | buy | 9 | 0.10 | 1.27973 | 0.00000 | 0.00000 | ||
| 30 | 2025.04.08 06:50 | modify | 9 | 0.10 | 1.27973 | 1.27732 | 1.28857 | ||
| 31 | 2025.04.08 06:50 | modify | 7 | 0.10 | 1.27357 | 1.27732 | 1.28857 | ||
| 32 | 2025.04.08 06:55 | modify | 8 | 0.10 | 1.27973 | 1.27732 | 1.28857 | ||
| 33 | 2025.04.08 07:06 | s/l | 7 | 0.10 | 1.27732 | 1.27732 | 1.28857 | 37.50 | 1468.16 |
| 34 | 2025.04.08 07:06 | s/l | 8 | 0.10 | 1.27732 | 1.27732 | 1.28857 | -24.10 | 1444.06 |
| 35 | 2025.04.08 07:06 | s/l | 9 | 0.10 | 1.27732 | 1.27732 | 1.28857 | -24.10 | 1419.96 |
| 36 | 2025.04.21 12:00 | sell | 10 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 37 | 2025.04.21 12:00 | modify | 10 | 0.10 | 1.33963 | 1.34963 | 1.32463 | ||
| 38 | 2025.04.22 19:00 | sell | 11 | 0.10 | 1.33363 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.22 19:00 | modify | 11 | 0.10 | 1.33363 | 1.33888 | 1.32463 | ||
| 40 | 2025.04.22 19:00 | sell | 12 | 0.10 | 1.33363 | 0.00000 | 0.00000 | ||
| 41 | 2025.04.22 19:00 | modify | 12 | 0.10 | 1.33363 | 1.33588 | 1.32463 | ||
| 42 | 2025.04.22 19:00 | modify | 10 | 0.10 | 1.33963 | 1.33588 | 1.32463 | ||
| 43 | 2025.04.22 19:05 | modify | 11 | 0.10 | 1.33363 | 1.33588 | 1.32463 | ||
| 44 | 2025.04.22 22:40 | t/p | 10 | 0.10 | 1.32463 | 1.33588 | 1.32463 | 149.98 | 1569.94 |
| 45 | 2025.04.22 22:40 | t/p | 11 | 0.10 | 1.32463 | 1.33588 | 1.32463 | 90.00 | 1659.94 |
| 46 | 2025.04.22 22:40 | t/p | 12 | 0.10 | 1.32463 | 1.33588 | 1.32463 | 90.00 | 1749.94 |
| 47 | 2025.04.29 00:00 | sell | 13 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.29 00:00 | modify | 13 | 0.10 | 1.34346 | 1.35346 | 1.32846 | ||
| 49 | 2025.04.30 08:30 | sell | 14 | 0.10 | 1.33718 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.30 08:30 | modify | 14 | 0.10 | 1.33718 | 1.34271 | 1.32846 | ||
| 51 | 2025.04.30 08:30 | sell | 15 | 0.10 | 1.33718 | 0.00000 | 0.00000 | ||
| 52 | 2025.04.30 08:30 | modify | 15 | 0.10 | 1.33718 | 1.33971 | 1.32846 | ||
| 53 | 2025.04.30 08:30 | modify | 13 | 0.10 | 1.34346 | 1.33971 | 1.32846 | ||
| 54 | 2025.04.30 08:35 | modify | 14 | 0.10 | 1.33718 | 1.33971 | 1.32846 | ||
| 55 | 2025.04.30 09:40 | sell | 16 | 0.10 | 1.33574 | 0.00000 | 0.00000 | ||
| 56 | 2025.04.30 09:40 | modify | 16 | 0.10 | 1.33574 | 1.33821 | 1.32846 | ||
| 57 | 2025.04.30 09:40 | modify | 15 | 0.10 | 1.33718 | 1.33821 | 1.32846 | ||
| 58 | 2025.04.30 09:40 | modify | 14 | 0.10 | 1.33718 | 1.33821 | 1.32846 | ||
| 59 | 2025.04.30 09:40 | modify | 13 | 0.10 | 1.34346 | 1.33821 | 1.32846 | ||
| 60 | 2025.05.01 05:40 | t/p | 13 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 149.93 | 1899.87 |
| 61 | 2025.05.01 05:40 | t/p | 14 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 87.15 | 1987.02 |
| 62 | 2025.05.01 05:40 | t/p | 15 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 87.15 | 2074.17 |
| 63 | 2025.05.01 05:40 | t/p | 16 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 72.75 | 2146.92 |
| 64 | 2025.05.12 12:00 | buy | 17 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 65 | 2025.05.12 12:00 | modify | 17 | 0.10 | 1.31796 | 1.30796 | 1.33296 | ||
| 66 | 2025.05.14 07:40 | t/p | 17 | 0.10 | 1.33296 | 1.30796 | 1.33296 | 149.12 | 2296.03 |
| 67 | 2025.06.18 00:00 | buy | 18 | 0.10 | 1.34315 | 0.00000 | 0.00000 | ||
| 68 | 2025.06.18 00:00 | modify | 18 | 0.10 | 1.34315 | 1.33315 | 1.35815 | ||
| 69 | 2025.06.20 00:40 | buy | 19 | 0.10 | 1.34930 | 0.00000 | 0.00000 | ||
| 70 | 2025.06.20 00:40 | modify | 19 | 0.10 | 1.34930 | 1.34390 | 1.35815 | ||
| 71 | 2025.06.20 00:40 | buy | 20 | 0.10 | 1.34930 | 0.00000 | 0.00000 | ||
| 72 | 2025.06.20 00:40 | modify | 20 | 0.10 | 1.34930 | 1.34690 | 1.35815 | ||
| 73 | 2025.06.20 00:40 | modify | 18 | 0.10 | 1.34315 | 1.34690 | 1.35815 | ||
| 74 | 2025.06.20 00:45 | modify | 19 | 0.10 | 1.34930 | 1.34690 | 1.35815 | ||
| 75 | 2025.06.20 06:33 | s/l | 18 | 0.10 | 1.34690 | 1.34690 | 1.35815 | 35.74 | 2331.77 |
| 76 | 2025.06.20 06:33 | s/l | 19 | 0.10 | 1.34690 | 1.34690 | 1.35815 | -24.00 | 2307.77 |
| 77 | 2025.06.20 06:33 | s/l | 20 | 0.10 | 1.34690 | 1.34690 | 1.35815 | -24.00 | 2283.77 |