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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 619.40 | Gross profit | 1216.54 | Gross loss | -597.14 |
| Profit factor | 2.04 | Expected payoff | 23.82 | ||
| Absolute drawdown | 42.87 | Maximal drawdown | 402.16 (24.02%) | Relative drawdown | 24.02% (402.16) |
| Total trades | 26 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
| Largest | profit trade | 94.99 | loss trade | -88.20 | |
| Average | profit trade | 71.56 | loss trade | -66.35 | |
| Maximum | consecutive wins (profit in money) | 7 (621.54) | consecutive losses (loss in money) | 4 (-352.77) | |
| Maximal | consecutive profit (count of wins) | 621.54 (7) | consecutive loss (count of losses) | -352.77 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.13 16:00 | buy | 1 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 2 | 2024.09.13 16:00 | modify | 1 | 0.10 | 184.858 | 183.558 | 186.258 | ||
| 3 | 2024.09.17 00:00 | t/p | 1 | 0.10 | 186.258 | 183.558 | 186.258 | 94.99 | 1094.99 |
| 4 | 2024.10.06 20:00 | sell | 2 | 0.10 | 194.784 | 0.000 | 0.000 | ||
| 5 | 2024.10.06 20:00 | modify | 2 | 0.10 | 194.784 | 196.084 | 193.384 | ||
| 6 | 2024.10.07 16:00 | t/p | 2 | 0.10 | 193.384 | 196.084 | 193.384 | 94.95 | 1189.94 |
| 7 | 2024.10.09 20:00 | sell | 3 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 8 | 2024.10.09 20:00 | modify | 3 | 0.10 | 195.073 | 196.373 | 193.673 | ||
| 9 | 2024.10.10 16:00 | t/p | 3 | 0.10 | 193.673 | 196.373 | 193.673 | 94.95 | 1284.89 |
| 10 | 2024.10.31 20:00 | buy | 4 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 11 | 2024.10.31 20:00 | modify | 4 | 0.10 | 195.909 | 194.609 | 197.309 | ||
| 12 | 2024.11.01 12:00 | t/p | 4 | 0.10 | 197.309 | 194.609 | 197.309 | 94.98 | 1379.87 |
| 13 | 2024.11.10 20:00 | buy | 5 | 0.10 | 196.889 | 0.000 | 0.000 | ||
| 14 | 2024.11.10 20:00 | modify | 5 | 0.10 | 196.889 | 195.589 | 198.289 | ||
| 15 | 2024.11.11 00:00 | buy | 6 | 0.10 | 197.527 | 0.000 | 0.000 | ||
| 16 | 2024.11.11 00:00 | modify | 6 | 0.10 | 197.527 | 197.239 | 198.289 | ||
| 17 | 2024.11.11 00:00 | modify | 5 | 0.10 | 196.889 | 197.239 | 198.289 | ||
| 18 | 2024.11.11 08:00 | t/p | 5 | 0.10 | 198.289 | 197.239 | 198.289 | 94.99 | 1474.86 |
| 19 | 2024.11.11 08:00 | t/p | 6 | 0.10 | 198.289 | 197.239 | 198.289 | 51.70 | 1526.56 |
| 20 | 2024.11.17 20:00 | buy | 7 | 0.10 | 194.843 | 0.000 | 0.000 | ||
| 21 | 2024.11.17 20:00 | modify | 7 | 0.10 | 194.843 | 193.543 | 196.243 | ||
| 22 | 2024.11.20 00:00 | t/p | 7 | 0.10 | 196.243 | 193.543 | 196.243 | 94.98 | 1621.54 |
| 23 | 2024.11.22 04:00 | buy | 8 | 0.10 | 194.159 | 0.000 | 0.000 | ||
| 24 | 2024.11.22 04:00 | modify | 8 | 0.10 | 194.159 | 192.859 | 195.559 | ||
| 25 | 2024.11.22 12:00 | s/l | 8 | 0.10 | 192.859 | 192.859 | 195.559 | -88.20 | 1533.34 |
| 26 | 2024.11.29 08:00 | buy | 9 | 0.10 | 190.863 | 0.000 | 0.000 | ||
| 27 | 2024.11.29 08:00 | modify | 9 | 0.10 | 190.863 | 189.563 | 192.263 | ||
| 28 | 2024.12.02 16:00 | s/l | 9 | 0.10 | 189.563 | 189.563 | 192.263 | -88.20 | 1445.14 |
| 29 | 2024.12.11 00:00 | sell | 10 | 0.10 | 194.035 | 0.000 | 0.000 | ||
| 30 | 2024.12.11 00:00 | modify | 10 | 0.10 | 194.035 | 195.335 | 192.635 | ||
| 31 | 2024.12.11 12:00 | t/p | 10 | 0.10 | 192.635 | 195.335 | 192.635 | 94.94 | 1540.08 |
| 32 | 2025.01.06 16:00 | sell | 11 | 0.10 | 197.037 | 0.000 | 0.000 | ||
| 33 | 2025.01.06 16:00 | modify | 11 | 0.10 | 197.037 | 198.337 | 195.637 | ||
| 34 | 2025.01.08 12:00 | t/p | 11 | 0.10 | 195.637 | 198.337 | 195.637 | 94.95 | 1635.03 |
| 35 | 2025.01.09 12:00 | buy | 12 | 0.10 | 194.080 | 0.000 | 0.000 | ||
| 36 | 2025.01.09 12:00 | modify | 12 | 0.10 | 194.080 | 192.780 | 195.480 | ||
| 37 | 2025.01.10 16:00 | s/l | 12 | 0.10 | 192.780 | 192.780 | 195.480 | -88.20 | 1546.83 |
| 38 | 2025.01.10 20:00 | buy | 13 | 0.10 | 192.796 | 0.000 | 0.000 | ||
| 39 | 2025.01.10 20:00 | modify | 13 | 0.10 | 192.796 | 191.496 | 194.196 | ||
| 40 | 2025.01.13 04:00 | s/l | 13 | 0.10 | 191.496 | 191.496 | 194.196 | -88.20 | 1458.63 |
| 41 | 2025.02.12 12:00 | sell | 14 | 0.10 | 191.265 | 0.000 | 0.000 | ||
| 42 | 2025.02.12 12:00 | modify | 14 | 0.10 | 191.265 | 192.565 | 189.865 | ||
| 43 | 2025.02.12 20:00 | s/l | 14 | 0.10 | 192.565 | 192.565 | 189.865 | -88.17 | 1370.46 |
| 44 | 2025.04.04 20:00 | buy | 15 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 45 | 2025.04.04 20:00 | modify | 15 | 0.10 | 189.048 | 187.748 | 190.448 | ||
| 46 | 2025.04.06 20:00 | s/l | 15 | 0.10 | 187.748 | 187.748 | 190.448 | -88.20 | 1282.26 |
| 47 | 2025.05.02 00:00 | sell | 16 | 0.10 | 193.177 | 0.000 | 0.000 | ||
| 48 | 2025.05.02 00:00 | modify | 16 | 0.10 | 193.177 | 194.477 | 191.777 | ||
| 49 | 2025.05.02 12:00 | sell | 17 | 0.10 | 192.177 | 0.000 | 0.000 | ||
| 50 | 2025.05.02 12:00 | modify | 17 | 0.10 | 192.177 | 192.477 | 191.777 | ||
| 51 | 2025.05.02 12:00 | modify | 16 | 0.10 | 193.177 | 192.477 | 191.777 | ||
| 52 | 2025.05.02 16:00 | t/p | 16 | 0.10 | 191.777 | 192.477 | 191.777 | 94.94 | 1377.20 |
| 53 | 2025.05.02 16:00 | t/p | 17 | 0.10 | 191.777 | 192.477 | 191.777 | 27.12 | 1404.32 |
| 54 | 2025.05.09 00:00 | sell | 18 | 0.10 | 193.219 | 0.000 | 0.000 | ||
| 55 | 2025.05.09 00:00 | modify | 18 | 0.10 | 193.219 | 194.519 | 191.819 | ||
| 56 | 2025.05.09 04:00 | sell | 19 | 0.10 | 192.727 | 0.000 | 0.000 | ||
| 57 | 2025.05.09 04:00 | modify | 19 | 0.10 | 192.727 | 193.079 | 191.819 | ||
| 58 | 2025.05.09 04:00 | modify | 18 | 0.10 | 193.219 | 193.079 | 191.819 | ||
| 59 | 2025.05.09 16:00 | s/l | 18 | 0.10 | 193.079 | 193.079 | 191.819 | 9.49 | 1413.81 |
| 60 | 2025.05.09 16:00 | s/l | 19 | 0.10 | 193.079 | 193.079 | 191.819 | -23.87 | 1389.94 |
| 61 | 2025.05.13 00:00 | sell | 20 | 0.10 | 195.357 | 0.000 | 0.000 | ||
| 62 | 2025.05.13 00:00 | modify | 20 | 0.10 | 195.357 | 196.657 | 193.957 | ||
| 63 | 2025.05.15 04:00 | t/p | 20 | 0.10 | 193.957 | 196.657 | 193.957 | 94.95 | 1484.89 |
| 64 | 2025.07.02 20:00 | buy | 21 | 0.10 | 195.856 | 0.000 | 0.000 | ||
| 65 | 2025.07.02 20:00 | modify | 21 | 0.10 | 195.856 | 194.556 | 197.256 | ||
| 66 | 2025.07.03 12:00 | buy | 22 | 0.10 | 196.513 | 0.000 | 0.000 | ||
| 67 | 2025.07.03 12:00 | modify | 22 | 0.10 | 196.513 | 196.206 | 197.256 | ||
| 68 | 2025.07.03 12:00 | modify | 21 | 0.10 | 195.856 | 196.206 | 197.256 | ||
| 69 | 2025.07.03 16:00 | t/p | 21 | 0.10 | 197.256 | 196.206 | 197.256 | 94.98 | 1579.87 |
| 70 | 2025.07.03 16:00 | t/p | 22 | 0.10 | 197.256 | 196.206 | 197.256 | 50.40 | 1630.27 |
| 71 | 2025.07.07 20:00 | sell | 23 | 0.10 | 198.772 | 0.000 | 0.000 | ||
| 72 | 2025.07.07 20:00 | modify | 23 | 0.10 | 198.772 | 200.072 | 197.372 | ||
| 73 | 2025.07.27 20:00 | sell | 24 | 0.10 | 198.275 | 0.000 | 0.000 | ||
| 74 | 2025.07.27 20:00 | modify | 24 | 0.10 | 198.275 | 198.632 | 197.372 | ||
| 75 | 2025.07.27 20:00 | modify | 23 | 0.10 | 198.772 | 198.632 | 197.372 | ||
| 76 | 2025.07.28 00:00 | s/l | 23 | 0.10 | 198.632 | 198.632 | 197.372 | 9.49 | 1639.76 |
| 77 | 2025.07.28 00:00 | s/l | 24 | 0.10 | 198.632 | 198.632 | 197.372 | -24.22 | 1615.54 |
| 78 | 2025.08.03 20:00 | buy | 25 | 0.10 | 195.454 | 0.000 | 0.000 | ||
| 79 | 2025.08.03 20:00 | modify | 25 | 0.10 | 195.454 | 194.154 | 196.854 | ||
| 80 | 2025.08.05 12:00 | buy | 26 | 0.10 | 196.097 | 0.000 | 0.000 | ||
| 81 | 2025.08.05 12:00 | modify | 26 | 0.10 | 196.097 | 195.804 | 196.854 | ||
| 82 | 2025.08.05 12:00 | modify | 25 | 0.10 | 195.454 | 195.804 | 196.854 | ||
| 83 | 2025.08.05 16:00 | s/l | 25 | 0.10 | 195.804 | 195.804 | 196.854 | 23.74 | 1639.28 |
| 84 | 2025.08.05 16:00 | s/l | 26 | 0.10 | 195.804 | 195.804 | 196.854 | -19.88 | 1619.40 |