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 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1641.31 | Gross profit | 2717.63 | Gross loss | -1076.31 |
| Profit factor | 2.52 | Expected payoff | 41.03 | ||
| Absolute drawdown | 132.66 | Maximal drawdown | 335.08 (24.41%) | Relative drawdown | 24.41% (335.08) |
| Total trades | 40 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 23 (78.26%) |
| Profit trades (% of total) | 25 (62.50%) | Loss trades (% of total) | 15 (37.50%) | ||
| Largest | profit trade | 149.98 | loss trade | -83.53 | |
| Average | profit trade | 108.71 | loss trade | -71.75 | |
| Maximum | consecutive wins (profit in money) | 5 (504.18) | consecutive losses (loss in money) | 3 (-240.14) | |
| Maximal | consecutive profit (count of wins) | 504.18 (5) | consecutive loss (count of losses) | -240.14 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.05 00:00 | sell | 1 | 0.10 | 1.31435 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.05 00:00 | modify | 1 | 0.10 | 1.31435 | 1.32235 | 1.29935 | ||
| 3 | 2024.09.06 16:00 | s/l | 1 | 0.10 | 1.32235 | 1.32235 | 1.29935 | -80.02 | 919.98 |
| 4 | 2024.09.10 04:00 | buy | 2 | 0.10 | 1.30754 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.10 04:00 | modify | 2 | 0.10 | 1.30754 | 1.29954 | 1.32254 | ||
| 6 | 2024.09.16 00:00 | buy | 3 | 0.10 | 1.31379 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.16 00:00 | modify | 3 | 0.10 | 1.31379 | 1.31054 | 1.32254 | ||
| 8 | 2024.09.16 00:00 | modify | 2 | 0.10 | 1.30754 | 1.31054 | 1.32254 | ||
| 9 | 2024.09.17 12:00 | t/p | 2 | 0.10 | 1.32254 | 1.31054 | 1.32254 | 146.91 | 1066.90 |
| 10 | 2024.09.17 12:00 | t/p | 3 | 0.10 | 1.32254 | 1.31054 | 1.32254 | 87.06 | 1153.96 |
| 11 | 2024.09.19 16:00 | sell | 4 | 0.10 | 1.32790 | 0.00000 | 0.00000 | ||
| 12 | 2024.09.19 16:00 | modify | 4 | 0.10 | 1.32790 | 1.33590 | 1.31290 | ||
| 13 | 2024.09.23 16:00 | s/l | 4 | 0.10 | 1.33590 | 1.33590 | 1.31290 | -80.03 | 1073.92 |
| 14 | 2024.09.25 04:00 | sell | 5 | 0.10 | 1.34229 | 0.00000 | 0.00000 | ||
| 15 | 2024.09.25 04:00 | modify | 5 | 0.10 | 1.34229 | 1.35029 | 1.32729 | ||
| 16 | 2024.10.01 16:00 | t/p | 5 | 0.10 | 1.32729 | 1.35029 | 1.32729 | 149.90 | 1223.82 |
| 17 | 2024.11.13 00:00 | buy | 6 | 0.10 | 1.27392 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.13 00:00 | modify | 6 | 0.10 | 1.27392 | 1.26592 | 1.28892 | ||
| 19 | 2024.11.14 12:00 | s/l | 6 | 0.10 | 1.26592 | 1.26592 | 1.28892 | -81.32 | 1142.49 |
| 20 | 2024.11.22 16:00 | buy | 7 | 0.10 | 1.25293 | 0.00000 | 0.00000 | ||
| 21 | 2024.11.22 16:00 | modify | 7 | 0.10 | 1.25293 | 1.24493 | 1.26793 | ||
| 22 | 2024.11.27 16:00 | t/p | 7 | 0.10 | 1.26793 | 1.24493 | 1.26793 | 148.68 | 1291.17 |
| 23 | 2024.12.13 00:00 | buy | 8 | 0.10 | 1.26792 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.13 00:00 | modify | 8 | 0.10 | 1.26792 | 1.25992 | 1.28292 | ||
| 25 | 2024.12.18 20:00 | s/l | 8 | 0.10 | 1.25992 | 1.25992 | 1.28292 | -81.32 | 1209.85 |
| 26 | 2025.01.03 00:00 | buy | 9 | 0.10 | 1.23822 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.03 00:00 | modify | 9 | 0.10 | 1.23822 | 1.23022 | 1.25322 | ||
| 28 | 2025.01.06 12:00 | t/p | 9 | 0.10 | 1.25322 | 1.23022 | 1.25322 | 149.56 | 1359.41 |
| 29 | 2025.01.09 00:00 | buy | 10 | 0.10 | 1.23612 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.09 00:00 | modify | 10 | 0.10 | 1.23612 | 1.22812 | 1.25112 | ||
| 31 | 2025.01.09 08:00 | s/l | 10 | 0.10 | 1.22812 | 1.22812 | 1.25112 | -80.00 | 1279.41 |
| 32 | 2025.01.21 00:00 | sell | 11 | 0.10 | 1.23319 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.21 00:00 | modify | 11 | 0.10 | 1.23319 | 1.24119 | 1.21819 | ||
| 34 | 2025.01.24 08:00 | s/l | 11 | 0.10 | 1.24119 | 1.24119 | 1.21819 | -80.09 | 1199.32 |
| 35 | 2025.02.12 04:00 | sell | 12 | 0.10 | 1.24501 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.12 04:00 | modify | 12 | 0.10 | 1.24501 | 1.25301 | 1.23001 | ||
| 37 | 2025.02.13 20:00 | s/l | 12 | 0.10 | 1.25301 | 1.25301 | 1.23001 | -80.05 | 1119.27 |
| 38 | 2025.02.21 00:00 | sell | 13 | 0.10 | 1.26691 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.21 00:00 | modify | 13 | 0.10 | 1.26691 | 1.27491 | 1.25191 | ||
| 40 | 2025.02.27 20:00 | sell | 14 | 0.10 | 1.26076 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.27 20:00 | modify | 14 | 0.10 | 1.26076 | 1.26391 | 1.25191 | ||
| 42 | 2025.02.27 20:00 | modify | 13 | 0.10 | 1.26691 | 1.26391 | 1.25191 | ||
| 43 | 2025.03.03 12:00 | s/l | 13 | 0.10 | 1.26391 | 1.26391 | 1.25191 | 29.86 | 1149.13 |
| 44 | 2025.03.03 12:00 | s/l | 14 | 0.10 | 1.26391 | 1.26391 | 1.25191 | -31.53 | 1117.60 |
| 45 | 2025.03.06 00:00 | sell | 15 | 0.10 | 1.28893 | 0.00000 | 0.00000 | ||
| 46 | 2025.03.06 00:00 | modify | 15 | 0.10 | 1.28893 | 1.29693 | 1.27393 | ||
| 47 | 2025.03.12 16:00 | s/l | 15 | 0.10 | 1.29693 | 1.29693 | 1.27393 | -80.07 | 1037.53 |
| 48 | 2025.04.08 00:00 | buy | 16 | 0.10 | 1.27357 | 0.00000 | 0.00000 | ||
| 49 | 2025.04.08 00:00 | modify | 16 | 0.10 | 1.27357 | 1.26557 | 1.28857 | ||
| 50 | 2025.04.10 00:00 | buy | 17 | 0.10 | 1.28277 | 0.00000 | 0.00000 | ||
| 51 | 2025.04.10 00:00 | modify | 17 | 0.10 | 1.28277 | 1.27732 | 1.28857 | ||
| 52 | 2025.04.10 00:00 | buy | 18 | 0.10 | 1.28277 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.10 00:00 | modify | 18 | 0.10 | 1.28277 | 1.27882 | 1.28857 | ||
| 54 | 2025.04.10 00:00 | modify | 16 | 0.10 | 1.27357 | 1.27882 | 1.28857 | ||
| 55 | 2025.04.10 04:00 | modify | 17 | 0.10 | 1.28277 | 1.27882 | 1.28857 | ||
| 56 | 2025.04.10 12:00 | t/p | 16 | 0.10 | 1.28857 | 1.27882 | 1.28857 | 148.24 | 1185.76 |
| 57 | 2025.04.10 12:00 | t/p | 17 | 0.10 | 1.28857 | 1.27882 | 1.28857 | 58.00 | 1243.76 |
| 58 | 2025.04.10 12:00 | t/p | 18 | 0.10 | 1.28857 | 1.27882 | 1.28857 | 58.00 | 1301.76 |
| 59 | 2025.04.14 16:00 | sell | 19 | 0.10 | 1.31734 | 0.00000 | 0.00000 | ||
| 60 | 2025.04.14 16:00 | modify | 19 | 0.10 | 1.31734 | 1.32534 | 1.30234 | ||
| 61 | 2025.04.15 12:00 | s/l | 19 | 0.10 | 1.32534 | 1.32534 | 1.30234 | -80.02 | 1221.75 |
| 62 | 2025.04.21 12:00 | sell | 20 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 63 | 2025.04.21 12:00 | modify | 20 | 0.10 | 1.33963 | 1.34763 | 1.32463 | ||
| 64 | 2025.04.23 00:00 | t/p | 20 | 0.10 | 1.32463 | 1.34763 | 1.32463 | 149.97 | 1371.71 |
| 65 | 2025.04.29 00:00 | sell | 21 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 66 | 2025.04.29 00:00 | modify | 21 | 0.10 | 1.34346 | 1.35146 | 1.32846 | ||
| 67 | 2025.05.01 08:00 | t/p | 21 | 0.10 | 1.32846 | 1.35146 | 1.32846 | 149.93 | 1521.64 |
| 68 | 2025.05.01 08:00 | buy | 22 | 0.10 | 1.33085 | 0.00000 | 0.00000 | ||
| 69 | 2025.05.01 08:00 | modify | 22 | 0.10 | 1.33085 | 1.32285 | 1.34585 | ||
| 70 | 2025.05.09 04:00 | s/l | 22 | 0.10 | 1.32285 | 1.32285 | 1.34585 | -83.53 | 1438.11 |
| 71 | 2025.05.12 12:00 | buy | 23 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.12 12:00 | modify | 23 | 0.10 | 1.31796 | 1.30996 | 1.33296 | ||
| 73 | 2025.05.14 08:00 | t/p | 23 | 0.10 | 1.33296 | 1.30996 | 1.33296 | 149.12 | 1587.23 |
| 74 | 2025.05.26 08:00 | sell | 24 | 0.10 | 1.35666 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.26 08:00 | modify | 24 | 0.10 | 1.35666 | 1.36466 | 1.34166 | ||
| 76 | 2025.05.30 12:00 | sell | 25 | 0.10 | 1.34752 | 0.00000 | 0.00000 | ||
| 77 | 2025.05.30 12:00 | modify | 25 | 0.10 | 1.34752 | 1.35291 | 1.34166 | ||
| 78 | 2025.05.30 12:00 | sell | 26 | 0.10 | 1.34752 | 0.00000 | 0.00000 | ||
| 79 | 2025.05.30 12:00 | modify | 26 | 0.10 | 1.34752 | 1.35141 | 1.34166 | ||
| 80 | 2025.05.30 12:00 | modify | 24 | 0.10 | 1.35666 | 1.35141 | 1.34166 | ||
| 81 | 2025.05.30 16:00 | modify | 25 | 0.10 | 1.34752 | 1.35141 | 1.34166 | ||
| 82 | 2025.06.02 08:00 | s/l | 24 | 0.10 | 1.35141 | 1.35141 | 1.34166 | 52.38 | 1639.61 |
| 83 | 2025.06.02 08:00 | s/l | 25 | 0.10 | 1.35141 | 1.35141 | 1.34166 | -38.92 | 1600.69 |
| 84 | 2025.06.02 08:00 | s/l | 26 | 0.10 | 1.35141 | 1.35141 | 1.34166 | -38.92 | 1561.78 |
| 85 | 2025.06.18 00:00 | buy | 27 | 0.10 | 1.34315 | 0.00000 | 0.00000 | ||
| 86 | 2025.06.18 00:00 | modify | 27 | 0.10 | 1.34315 | 1.33515 | 1.35815 | ||
| 87 | 2025.06.23 16:00 | buy | 28 | 0.10 | 1.34920 | 0.00000 | 0.00000 | ||
| 88 | 2025.06.23 16:00 | modify | 28 | 0.10 | 1.34920 | 1.34615 | 1.35815 | ||
| 89 | 2025.06.23 16:00 | modify | 27 | 0.10 | 1.34315 | 1.34615 | 1.35815 | ||
| 90 | 2025.06.24 08:00 | t/p | 27 | 0.10 | 1.35815 | 1.34615 | 1.35815 | 147.36 | 1709.13 |
| 91 | 2025.06.24 08:00 | t/p | 28 | 0.10 | 1.35815 | 1.34615 | 1.35815 | 89.06 | 1798.19 |
| 92 | 2025.06.25 00:00 | sell | 29 | 0.10 | 1.36146 | 0.00000 | 0.00000 | ||
| 93 | 2025.06.25 00:00 | modify | 29 | 0.10 | 1.36146 | 1.36946 | 1.34646 | ||
| 94 | 2025.06.26 04:00 | s/l | 29 | 0.10 | 1.36946 | 1.36946 | 1.34646 | -80.05 | 1718.14 |
| 95 | 2025.07.15 00:00 | buy | 30 | 0.10 | 1.34303 | 0.00000 | 0.00000 | ||
| 96 | 2025.07.15 00:00 | modify | 30 | 0.10 | 1.34303 | 1.33503 | 1.35803 | ||
| 97 | 2025.07.22 00:00 | buy | 31 | 0.10 | 1.34922 | 0.00000 | 0.00000 | ||
| 98 | 2025.07.22 00:00 | modify | 31 | 0.10 | 1.34922 | 1.34603 | 1.35803 | ||
| 99 | 2025.07.22 00:00 | modify | 30 | 0.10 | 1.34303 | 1.34603 | 1.35803 | ||
| 100 | 2025.07.22 16:00 | buy | 32 | 0.10 | 1.35222 | 0.00000 | 0.00000 | ||
| 101 | 2025.07.22 16:00 | modify | 32 | 0.10 | 1.35222 | 1.34678 | 1.35803 | ||
| 102 | 2025.07.22 16:00 | buy | 33 | 0.10 | 1.35222 | 0.00000 | 0.00000 | ||
| 103 | 2025.07.22 16:00 | modify | 33 | 0.10 | 1.35222 | 1.34828 | 1.35803 | ||
| 104 | 2025.07.22 16:00 | modify | 31 | 0.10 | 1.34922 | 1.34828 | 1.35803 | ||
| 105 | 2025.07.22 16:00 | modify | 30 | 0.10 | 1.34303 | 1.34828 | 1.35803 | ||
| 106 | 2025.07.22 20:00 | modify | 32 | 0.10 | 1.35222 | 1.34828 | 1.35803 | ||
| 107 | 2025.07.23 20:00 | t/p | 30 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 146.47 | 1864.61 |
| 108 | 2025.07.23 20:00 | t/p | 31 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 87.66 | 1952.27 |
| 109 | 2025.07.23 20:00 | t/p | 32 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 57.66 | 2009.93 |
| 110 | 2025.07.23 20:00 | t/p | 33 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 57.66 | 2067.59 |
| 111 | 2025.07.24 00:00 | sell | 34 | 0.10 | 1.35786 | 0.00000 | 0.00000 | ||
| 112 | 2025.07.24 00:00 | modify | 34 | 0.10 | 1.35786 | 1.36586 | 1.34286 | ||
| 113 | 2025.07.25 16:00 | t/p | 34 | 0.10 | 1.34286 | 1.36586 | 1.34286 | 149.98 | 2217.57 |
| 114 | 2025.07.29 00:00 | buy | 35 | 0.10 | 1.33622 | 0.00000 | 0.00000 | ||
| 115 | 2025.07.29 00:00 | modify | 35 | 0.10 | 1.33622 | 1.32822 | 1.35122 | ||
| 116 | 2025.07.30 16:00 | s/l | 35 | 0.10 | 1.32822 | 1.32822 | 1.35122 | -80.44 | 2137.13 |
| 117 | 2025.08.01 00:00 | buy | 36 | 0.10 | 1.32106 | 0.00000 | 0.00000 | ||
| 118 | 2025.08.01 00:00 | modify | 36 | 0.10 | 1.32106 | 1.31306 | 1.33606 | ||
| 119 | 2025.08.03 20:00 | buy | 37 | 0.10 | 1.32730 | 0.00000 | 0.00000 | ||
| 120 | 2025.08.03 20:00 | modify | 37 | 0.10 | 1.32730 | 1.32406 | 1.33606 | ||
| 121 | 2025.08.03 20:00 | modify | 36 | 0.10 | 1.32106 | 1.32406 | 1.33606 | ||
| 122 | 2025.08.06 00:00 | buy | 38 | 0.10 | 1.33009 | 0.00000 | 0.00000 | ||
| 123 | 2025.08.06 00:00 | modify | 38 | 0.10 | 1.33009 | 1.32481 | 1.33606 | ||
| 124 | 2025.08.06 00:00 | buy | 39 | 0.10 | 1.33009 | 0.00000 | 0.00000 | ||
| 125 | 2025.08.06 00:00 | modify | 39 | 0.10 | 1.33009 | 1.32631 | 1.33606 | ||
| 126 | 2025.08.06 00:00 | modify | 37 | 0.10 | 1.32730 | 1.32631 | 1.33606 | ||
| 127 | 2025.08.06 00:00 | modify | 36 | 0.10 | 1.32106 | 1.32631 | 1.33606 | ||
| 128 | 2025.08.06 04:00 | modify | 38 | 0.10 | 1.33009 | 1.32631 | 1.33606 | ||
| 129 | 2025.08.06 20:00 | t/p | 36 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 148.68 | 2285.81 |
| 130 | 2025.08.06 20:00 | t/p | 37 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 86.28 | 2372.09 |
| 131 | 2025.08.06 20:00 | t/p | 38 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 59.70 | 2431.79 |
| 132 | 2025.08.06 20:00 | t/p | 39 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 59.70 | 2491.49 |
| 133 | 2025.08.13 16:00 | sell | 40 | 0.10 | 1.35705 | 0.00000 | 0.00000 | ||
| 134 | 2025.08.13 16:00 | modify | 40 | 0.10 | 1.35705 | 1.36505 | 1.34205 | ||
| 135 | 2025.08.21 16:00 | t/p | 40 | 0.10 | 1.34205 | 1.36505 | 1.34205 | 149.83 | 2641.31 |