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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 968.38 | Gross profit | 1142.60 | Gross loss | -174.22 |
| Profit factor | 6.56 | Expected payoff | 48.42 | ||
| Absolute drawdown | 10.83 | Maximal drawdown | 173.51 (10.92%) | Relative drawdown | 10.92% (173.51) |
| Total trades | 20 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 104.01 | loss trade | -84.72 | |
| Average | profit trade | 71.41 | loss trade | -43.56 | |
| Maximum | consecutive wins (profit in money) | 5 (405.94) | consecutive losses (loss in money) | 1 (-84.72) | |
| Maximal | consecutive profit (count of wins) | 405.94 (5) | consecutive loss (count of losses) | -84.72 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.06 16:00 | buy | 1 | 0.10 | 186.687 | 0.000 | 0.000 | ||
| 2 | 2024.09.06 16:00 | modify | 1 | 0.10 | 186.687 | 185.387 | 188.187 | ||
| 3 | 2024.09.09 05:00 | buy | 2 | 0.10 | 187.607 | 0.000 | 0.000 | ||
| 4 | 2024.09.09 05:00 | modify | 2 | 0.10 | 187.607 | 187.062 | 188.187 | ||
| 5 | 2024.09.09 05:00 | modify | 1 | 0.10 | 186.687 | 187.062 | 188.187 | ||
| 6 | 2024.09.09 14:00 | s/l | 1 | 0.10 | 187.062 | 187.062 | 188.187 | 26.18 | 1026.18 |
| 7 | 2024.09.09 14:00 | s/l | 2 | 0.10 | 187.062 | 187.062 | 188.187 | -37.01 | 989.17 |
| 8 | 2024.09.11 15:00 | buy | 3 | 0.10 | 184.094 | 0.000 | 0.000 | ||
| 9 | 2024.09.11 15:00 | modify | 3 | 0.10 | 184.094 | 182.794 | 185.594 | ||
| 10 | 2024.09.11 18:00 | t/p | 3 | 0.10 | 185.594 | 182.794 | 185.594 | 101.87 | 1091.04 |
| 11 | 2024.10.04 13:00 | sell | 4 | 0.10 | 194.415 | 0.000 | 0.000 | ||
| 12 | 2024.10.04 13:00 | modify | 4 | 0.10 | 194.415 | 195.715 | 192.915 | ||
| 13 | 2024.10.07 14:00 | sell | 5 | 0.10 | 193.363 | 0.000 | 0.000 | ||
| 14 | 2024.10.07 14:00 | modify | 5 | 0.10 | 193.363 | 193.590 | 192.915 | ||
| 15 | 2024.10.07 14:00 | modify | 4 | 0.10 | 194.415 | 193.590 | 192.915 | ||
| 16 | 2024.10.07 15:00 | s/l | 4 | 0.10 | 193.590 | 193.590 | 192.915 | 54.21 | 1145.25 |
| 17 | 2024.10.07 15:00 | s/l | 5 | 0.10 | 193.590 | 193.590 | 192.915 | -15.41 | 1129.84 |
| 18 | 2024.10.31 16:00 | buy | 6 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 19 | 2024.10.31 16:00 | modify | 6 | 0.10 | 195.893 | 194.593 | 197.393 | ||
| 20 | 2024.11.01 13:00 | t/p | 6 | 0.10 | 197.393 | 194.593 | 197.393 | 102.58 | 1232.43 |
| 21 | 2024.11.19 09:00 | buy | 7 | 0.10 | 194.608 | 0.000 | 0.000 | ||
| 22 | 2024.11.19 09:00 | modify | 7 | 0.10 | 194.608 | 193.308 | 196.108 | ||
| 23 | 2024.11.19 17:00 | buy | 8 | 0.10 | 195.536 | 0.000 | 0.000 | ||
| 24 | 2024.11.19 17:00 | modify | 8 | 0.10 | 195.536 | 194.983 | 196.108 | ||
| 25 | 2024.11.19 17:00 | modify | 7 | 0.10 | 194.608 | 194.983 | 196.108 | ||
| 26 | 2024.11.19 18:00 | t/p | 7 | 0.10 | 196.108 | 194.983 | 196.108 | 101.87 | 1334.30 |
| 27 | 2024.11.19 18:00 | t/p | 8 | 0.10 | 196.108 | 194.983 | 196.108 | 38.84 | 1373.14 |
| 28 | 2024.12.02 17:00 | buy | 9 | 0.10 | 188.640 | 0.000 | 0.000 | ||
| 29 | 2024.12.02 17:00 | modify | 9 | 0.10 | 188.640 | 187.340 | 190.140 | ||
| 30 | 2024.12.02 21:00 | buy | 10 | 0.10 | 189.266 | 0.000 | 0.000 | ||
| 31 | 2024.12.02 21:00 | modify | 10 | 0.10 | 189.266 | 188.715 | 190.140 | ||
| 32 | 2024.12.02 21:00 | modify | 9 | 0.10 | 188.640 | 188.715 | 190.140 | ||
| 33 | 2024.12.03 09:00 | t/p | 9 | 0.10 | 190.140 | 188.715 | 190.140 | 102.58 | 1475.72 |
| 34 | 2024.12.03 09:00 | t/p | 10 | 0.10 | 190.140 | 188.715 | 190.140 | 60.06 | 1535.78 |
| 35 | 2024.12.30 16:00 | buy | 11 | 0.10 | 196.685 | 0.000 | 0.000 | ||
| 36 | 2024.12.30 16:00 | modify | 11 | 0.10 | 196.685 | 195.385 | 198.185 | ||
| 37 | 2025.01.02 13:00 | s/l | 11 | 0.10 | 195.385 | 195.385 | 198.185 | -84.72 | 1451.06 |
| 38 | 2025.02.07 17:00 | buy | 12 | 0.10 | 187.538 | 0.000 | 0.000 | ||
| 39 | 2025.02.07 17:00 | modify | 12 | 0.10 | 187.538 | 186.238 | 189.038 | ||
| 40 | 2025.02.10 06:00 | buy | 13 | 0.10 | 188.464 | 0.000 | 0.000 | ||
| 41 | 2025.02.10 06:00 | modify | 13 | 0.10 | 188.464 | 187.913 | 189.038 | ||
| 42 | 2025.02.10 06:00 | modify | 12 | 0.10 | 187.538 | 187.913 | 189.038 | ||
| 43 | 2025.02.10 09:00 | t/p | 12 | 0.10 | 189.038 | 187.913 | 189.038 | 102.58 | 1553.64 |
| 44 | 2025.02.10 09:00 | t/p | 13 | 0.10 | 189.038 | 187.913 | 189.038 | 38.98 | 1592.62 |
| 45 | 2025.03.03 12:00 | sell | 14 | 0.10 | 191.433 | 0.000 | 0.000 | ||
| 46 | 2025.03.03 12:00 | modify | 14 | 0.10 | 191.433 | 192.733 | 189.933 | ||
| 47 | 2025.03.03 19:00 | sell | 15 | 0.10 | 190.811 | 0.000 | 0.000 | ||
| 48 | 2025.03.03 19:00 | modify | 15 | 0.10 | 190.811 | 191.358 | 189.933 | ||
| 49 | 2025.03.03 19:00 | modify | 14 | 0.10 | 191.433 | 191.358 | 189.933 | ||
| 50 | 2025.03.03 21:00 | t/p | 14 | 0.10 | 189.933 | 191.358 | 189.933 | 101.87 | 1694.49 |
| 51 | 2025.03.03 21:00 | t/p | 15 | 0.10 | 189.933 | 191.358 | 189.933 | 59.63 | 1754.12 |
| 52 | 2025.04.04 11:00 | buy | 16 | 0.10 | 188.722 | 0.000 | 0.000 | ||
| 53 | 2025.04.04 11:00 | modify | 16 | 0.10 | 188.722 | 187.422 | 190.222 | ||
| 54 | 2025.04.04 12:00 | buy | 17 | 0.10 | 189.343 | 0.000 | 0.000 | ||
| 55 | 2025.04.04 12:00 | modify | 17 | 0.10 | 189.343 | 188.797 | 190.222 | ||
| 56 | 2025.04.04 12:00 | modify | 16 | 0.10 | 188.722 | 188.797 | 190.222 | ||
| 57 | 2025.04.04 14:00 | s/l | 16 | 0.10 | 188.797 | 188.797 | 190.222 | 5.10 | 1759.22 |
| 58 | 2025.04.04 14:00 | s/l | 17 | 0.10 | 188.797 | 188.797 | 190.222 | -37.08 | 1722.14 |
| 59 | 2025.04.04 15:00 | buy | 18 | 0.10 | 188.323 | 0.000 | 0.000 | ||
| 60 | 2025.04.04 15:00 | modify | 18 | 0.10 | 188.323 | 187.023 | 189.823 | ||
| 61 | 2025.04.04 17:00 | buy | 19 | 0.10 | 189.229 | 0.000 | 0.000 | ||
| 62 | 2025.04.04 17:00 | modify | 19 | 0.10 | 189.229 | 188.698 | 189.823 | ||
| 63 | 2025.04.04 17:00 | modify | 18 | 0.10 | 188.323 | 188.698 | 189.823 | ||
| 64 | 2025.04.04 18:00 | t/p | 18 | 0.10 | 189.823 | 188.698 | 189.823 | 101.87 | 1824.01 |
| 65 | 2025.04.04 18:00 | t/p | 19 | 0.10 | 189.823 | 188.698 | 189.823 | 40.35 | 1864.36 |
| 66 | 2025.07.02 13:00 | buy | 20 | 0.10 | 195.811 | 0.000 | 0.000 | ||
| 67 | 2025.07.02 13:00 | modify | 20 | 0.10 | 195.811 | 194.511 | 197.311 | ||
| 68 | 2025.07.03 13:00 | t/p | 20 | 0.10 | 197.311 | 194.511 | 197.311 | 104.01 | 1968.38 |