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 23:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=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 | 157938 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1498.70 | Gross profit | 1649.19 | Gross loss | -150.49 |
| Profit factor | 10.96 | Expected payoff | 40.51 | ||
| Absolute drawdown | 19.22 | Maximal drawdown | 143.89 (7.20%) | Relative drawdown | 7.24% (93.71) |
| Total trades | 37 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 30 (86.67%) |
| Profit trades (% of total) | 31 (83.78%) | Loss trades (% of total) | 6 (16.22%) | ||
| Largest | profit trade | 104.01 | loss trade | -37.62 | |
| Average | profit trade | 53.20 | loss trade | -25.08 | |
| Maximum | consecutive wins (profit in money) | 11 (632.18) | consecutive losses (loss in money) | 2 (-23.64) | |
| Maximal | consecutive profit (count of wins) | 632.18 (11) | consecutive loss (count of losses) | -37.62 (1) | |
| Average | consecutive wins | 5 | 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 00:10 | buy | 2 | 0.10 | 187.313 | 0.000 | 0.000 | ||
| 4 | 2024.09.09 00:10 | modify | 2 | 0.10 | 187.313 | 186.762 | 188.187 | ||
| 5 | 2024.09.09 00:10 | modify | 1 | 0.10 | 186.687 | 186.762 | 188.187 | ||
| 6 | 2024.09.09 01:45 | buy | 3 | 0.10 | 187.737 | 0.000 | 0.000 | ||
| 7 | 2024.09.09 01:45 | modify | 3 | 0.10 | 187.737 | 187.512 | 188.187 | ||
| 8 | 2024.09.09 01:45 | modify | 2 | 0.10 | 187.313 | 187.512 | 188.187 | ||
| 9 | 2024.09.09 01:45 | modify | 1 | 0.10 | 186.687 | 187.512 | 188.187 | ||
| 10 | 2024.09.09 02:20 | s/l | 1 | 0.10 | 187.512 | 187.512 | 188.187 | 56.74 | 1056.74 |
| 11 | 2024.09.09 02:20 | s/l | 2 | 0.10 | 187.512 | 187.512 | 188.187 | 13.52 | 1070.26 |
| 12 | 2024.09.09 02:20 | s/l | 3 | 0.10 | 187.512 | 187.512 | 188.187 | -15.28 | 1054.98 |
| 13 | 2024.09.11 15:00 | buy | 4 | 0.10 | 184.094 | 0.000 | 0.000 | ||
| 14 | 2024.09.11 15:00 | modify | 4 | 0.10 | 184.094 | 182.794 | 185.594 | ||
| 15 | 2024.09.11 15:55 | buy | 5 | 0.10 | 184.723 | 0.000 | 0.000 | ||
| 16 | 2024.09.11 15:55 | modify | 5 | 0.10 | 184.723 | 184.169 | 185.594 | ||
| 17 | 2024.09.11 15:55 | modify | 4 | 0.10 | 184.094 | 184.169 | 185.594 | ||
| 18 | 2024.09.11 16:15 | buy | 6 | 0.10 | 185.023 | 0.000 | 0.000 | ||
| 19 | 2024.09.11 16:15 | modify | 6 | 0.10 | 185.023 | 184.469 | 185.594 | ||
| 20 | 2024.09.11 16:15 | modify | 5 | 0.10 | 184.723 | 184.469 | 185.594 | ||
| 21 | 2024.09.11 16:15 | modify | 4 | 0.10 | 184.094 | 184.469 | 185.594 | ||
| 22 | 2024.09.11 16:50 | buy | 7 | 0.10 | 185.144 | 0.000 | 0.000 | ||
| 23 | 2024.09.11 16:50 | modify | 7 | 0.10 | 185.144 | 184.919 | 185.594 | ||
| 24 | 2024.09.11 16:50 | modify | 6 | 0.10 | 185.023 | 184.919 | 185.594 | ||
| 25 | 2024.09.11 16:50 | modify | 5 | 0.10 | 184.723 | 184.919 | 185.594 | ||
| 26 | 2024.09.11 16:50 | modify | 4 | 0.10 | 184.094 | 184.919 | 185.594 | ||
| 27 | 2024.09.11 17:50 | t/p | 4 | 0.10 | 185.594 | 184.919 | 185.594 | 101.87 | 1156.85 |
| 28 | 2024.09.11 17:50 | t/p | 5 | 0.10 | 185.594 | 184.919 | 185.594 | 59.15 | 1216.00 |
| 29 | 2024.09.11 17:50 | t/p | 6 | 0.10 | 185.594 | 184.919 | 185.594 | 38.78 | 1254.78 |
| 30 | 2024.09.11 17:50 | t/p | 7 | 0.10 | 185.594 | 184.919 | 185.594 | 30.56 | 1285.34 |
| 31 | 2024.10.04 13:00 | sell | 8 | 0.10 | 194.415 | 0.000 | 0.000 | ||
| 32 | 2024.10.04 13:00 | modify | 8 | 0.10 | 194.415 | 195.715 | 192.915 | ||
| 33 | 2024.10.07 09:42 | sell | 9 | 0.10 | 193.800 | 0.000 | 0.000 | ||
| 34 | 2024.10.07 09:42 | modify | 9 | 0.10 | 193.800 | 194.340 | 192.915 | ||
| 35 | 2024.10.07 09:42 | modify | 8 | 0.10 | 194.415 | 194.340 | 192.915 | ||
| 36 | 2024.10.07 13:25 | sell | 10 | 0.10 | 193.495 | 0.000 | 0.000 | ||
| 37 | 2024.10.07 13:25 | modify | 10 | 0.10 | 193.495 | 194.040 | 192.915 | ||
| 38 | 2024.10.07 13:25 | modify | 9 | 0.10 | 193.800 | 194.040 | 192.915 | ||
| 39 | 2024.10.07 13:25 | modify | 8 | 0.10 | 194.415 | 194.040 | 192.915 | ||
| 40 | 2024.10.07 13:50 | sell | 11 | 0.10 | 193.337 | 0.000 | 0.000 | ||
| 41 | 2024.10.07 13:50 | modify | 11 | 0.10 | 193.337 | 193.590 | 192.915 | ||
| 42 | 2024.10.07 13:50 | modify | 10 | 0.10 | 193.495 | 193.590 | 192.915 | ||
| 43 | 2024.10.07 13:50 | modify | 9 | 0.10 | 193.800 | 193.590 | 192.915 | ||
| 44 | 2024.10.07 13:50 | modify | 8 | 0.10 | 194.415 | 193.590 | 192.915 | ||
| 45 | 2024.10.07 14:15 | s/l | 8 | 0.10 | 193.590 | 193.590 | 192.915 | 54.20 | 1339.54 |
| 46 | 2024.10.07 14:15 | s/l | 9 | 0.10 | 193.590 | 193.590 | 192.915 | 14.26 | 1353.80 |
| 47 | 2024.10.07 14:15 | s/l | 10 | 0.10 | 193.590 | 193.590 | 192.915 | -6.46 | 1347.34 |
| 48 | 2024.10.07 14:15 | s/l | 11 | 0.10 | 193.590 | 193.590 | 192.915 | -17.18 | 1330.16 |
| 49 | 2024.10.31 16:00 | buy | 12 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 50 | 2024.10.31 16:00 | modify | 12 | 0.10 | 195.893 | 194.593 | 197.393 | ||
| 51 | 2024.11.01 03:20 | buy | 13 | 0.10 | 196.508 | 0.000 | 0.000 | ||
| 52 | 2024.11.01 03:20 | modify | 13 | 0.10 | 196.508 | 195.968 | 197.393 | ||
| 53 | 2024.11.01 03:20 | modify | 12 | 0.10 | 195.893 | 195.968 | 197.393 | ||
| 54 | 2024.11.01 04:20 | buy | 14 | 0.10 | 196.816 | 0.000 | 0.000 | ||
| 55 | 2024.11.01 04:20 | modify | 14 | 0.10 | 196.816 | 196.268 | 197.393 | ||
| 56 | 2024.11.01 04:20 | modify | 13 | 0.10 | 196.508 | 196.268 | 197.393 | ||
| 57 | 2024.11.01 04:20 | modify | 12 | 0.10 | 195.893 | 196.268 | 197.393 | ||
| 58 | 2024.11.01 08:10 | buy | 15 | 0.10 | 196.944 | 0.000 | 0.000 | ||
| 59 | 2024.11.01 08:10 | modify | 15 | 0.10 | 196.944 | 196.718 | 197.393 | ||
| 60 | 2024.11.01 08:10 | modify | 14 | 0.10 | 196.816 | 196.718 | 197.393 | ||
| 61 | 2024.11.01 08:10 | modify | 13 | 0.10 | 196.508 | 196.718 | 197.393 | ||
| 62 | 2024.11.01 08:10 | modify | 12 | 0.10 | 195.893 | 196.718 | 197.393 | ||
| 63 | 2024.11.01 12:03 | t/p | 12 | 0.10 | 197.393 | 196.718 | 197.393 | 102.58 | 1432.75 |
| 64 | 2024.11.01 12:03 | t/p | 13 | 0.10 | 197.393 | 196.718 | 197.393 | 60.10 | 1492.85 |
| 65 | 2024.11.01 12:03 | t/p | 14 | 0.10 | 197.393 | 196.718 | 197.393 | 39.19 | 1532.04 |
| 66 | 2024.11.01 12:03 | t/p | 15 | 0.10 | 197.393 | 196.718 | 197.393 | 30.49 | 1562.53 |
| 67 | 2024.11.19 09:00 | buy | 16 | 0.10 | 194.608 | 0.000 | 0.000 | ||
| 68 | 2024.11.19 09:00 | modify | 16 | 0.10 | 194.608 | 193.308 | 196.108 | ||
| 69 | 2024.11.19 15:50 | buy | 17 | 0.10 | 195.210 | 0.000 | 0.000 | ||
| 70 | 2024.11.19 15:50 | modify | 17 | 0.10 | 195.210 | 194.683 | 196.108 | ||
| 71 | 2024.11.19 15:50 | modify | 16 | 0.10 | 194.608 | 194.683 | 196.108 | ||
| 72 | 2024.11.19 16:27 | buy | 18 | 0.10 | 195.679 | 0.000 | 0.000 | ||
| 73 | 2024.11.19 16:27 | modify | 18 | 0.10 | 195.679 | 195.433 | 196.108 | ||
| 74 | 2024.11.19 16:27 | modify | 17 | 0.10 | 195.210 | 195.433 | 196.108 | ||
| 75 | 2024.11.19 16:27 | modify | 16 | 0.10 | 194.608 | 195.433 | 196.108 | ||
| 76 | 2024.11.19 17:50 | t/p | 16 | 0.10 | 196.108 | 195.433 | 196.108 | 101.87 | 1664.40 |
| 77 | 2024.11.19 17:50 | t/p | 17 | 0.10 | 196.108 | 195.433 | 196.108 | 60.98 | 1725.38 |
| 78 | 2024.11.19 17:50 | t/p | 18 | 0.10 | 196.108 | 195.433 | 196.108 | 29.13 | 1754.51 |
| 79 | 2024.12.02 17:00 | buy | 19 | 0.10 | 188.640 | 0.000 | 0.000 | ||
| 80 | 2024.12.02 17:00 | modify | 19 | 0.10 | 188.640 | 187.340 | 190.140 | ||
| 81 | 2024.12.02 18:56 | buy | 20 | 0.10 | 189.259 | 0.000 | 0.000 | ||
| 82 | 2024.12.02 18:56 | modify | 20 | 0.10 | 189.259 | 188.715 | 190.140 | ||
| 83 | 2024.12.02 18:56 | modify | 19 | 0.10 | 188.640 | 188.715 | 190.140 | ||
| 84 | 2024.12.02 23:30 | buy | 21 | 0.10 | 189.567 | 0.000 | 0.000 | ||
| 85 | 2024.12.02 23:30 | modify | 21 | 0.10 | 189.567 | 189.015 | 190.140 | ||
| 86 | 2024.12.02 23:30 | modify | 20 | 0.10 | 189.259 | 189.015 | 190.140 | ||
| 87 | 2024.12.02 23:30 | modify | 19 | 0.10 | 188.640 | 189.015 | 190.140 | ||
| 88 | 2024.12.03 08:15 | t/p | 19 | 0.10 | 190.140 | 189.015 | 190.140 | 102.58 | 1857.09 |
| 89 | 2024.12.03 08:15 | t/p | 20 | 0.10 | 190.140 | 189.015 | 190.140 | 60.54 | 1917.63 |
| 90 | 2024.12.03 08:15 | t/p | 21 | 0.10 | 190.140 | 189.015 | 190.140 | 39.62 | 1957.26 |
| 91 | 2024.12.30 16:00 | buy | 22 | 0.10 | 196.685 | 0.000 | 0.000 | ||
| 92 | 2024.12.30 16:00 | modify | 22 | 0.10 | 196.685 | 195.385 | 198.185 | ||
| 93 | 2024.12.30 18:25 | buy | 23 | 0.10 | 197.300 | 0.000 | 0.000 | ||
| 94 | 2024.12.30 18:25 | modify | 23 | 0.10 | 197.300 | 196.760 | 198.185 | ||
| 95 | 2024.12.30 18:25 | modify | 22 | 0.10 | 196.685 | 196.760 | 198.185 | ||
| 96 | 2024.12.30 20:50 | s/l | 22 | 0.10 | 196.760 | 196.760 | 198.185 | 5.09 | 1962.35 |
| 97 | 2024.12.30 20:50 | s/l | 23 | 0.10 | 196.760 | 196.760 | 198.185 | -36.67 | 1925.68 |
| 98 | 2025.02.07 17:00 | buy | 24 | 0.10 | 187.538 | 0.000 | 0.000 | ||
| 99 | 2025.02.07 17:00 | modify | 24 | 0.10 | 187.538 | 186.238 | 189.038 | ||
| 100 | 2025.02.07 17:50 | buy | 25 | 0.10 | 188.167 | 0.000 | 0.000 | ||
| 101 | 2025.02.07 17:50 | modify | 25 | 0.10 | 188.167 | 187.613 | 189.038 | ||
| 102 | 2025.02.07 17:50 | modify | 24 | 0.10 | 187.538 | 187.613 | 189.038 | ||
| 103 | 2025.02.09 22:00 | s/l | 24 | 0.10 | 187.613 | 187.613 | 189.038 | 5.10 | 1930.78 |
| 104 | 2025.02.09 22:00 | s/l | 25 | 0.10 | 187.613 | 187.613 | 189.038 | -37.62 | 1893.16 |
| 105 | 2025.03.03 12:00 | sell | 26 | 0.10 | 191.433 | 0.000 | 0.000 | ||
| 106 | 2025.03.03 12:00 | modify | 26 | 0.10 | 191.433 | 192.733 | 189.933 | ||
| 107 | 2025.03.03 16:40 | sell | 27 | 0.10 | 190.828 | 0.000 | 0.000 | ||
| 108 | 2025.03.03 16:40 | modify | 27 | 0.10 | 190.828 | 191.358 | 189.933 | ||
| 109 | 2025.03.03 16:40 | modify | 26 | 0.10 | 191.433 | 191.358 | 189.933 | ||
| 110 | 2025.03.03 19:50 | sell | 28 | 0.10 | 190.524 | 0.000 | 0.000 | ||
| 111 | 2025.03.03 19:50 | modify | 28 | 0.10 | 190.524 | 191.058 | 189.933 | ||
| 112 | 2025.03.03 19:50 | modify | 27 | 0.10 | 190.828 | 191.058 | 189.933 | ||
| 113 | 2025.03.03 19:50 | modify | 26 | 0.10 | 191.433 | 191.058 | 189.933 | ||
| 114 | 2025.03.03 20:20 | t/p | 26 | 0.10 | 189.933 | 191.058 | 189.933 | 101.86 | 1995.02 |
| 115 | 2025.03.03 20:20 | t/p | 27 | 0.10 | 189.933 | 191.058 | 189.933 | 60.78 | 2055.80 |
| 116 | 2025.03.03 20:20 | t/p | 28 | 0.10 | 189.933 | 191.058 | 189.933 | 40.13 | 2095.93 |
| 117 | 2025.04.04 11:00 | buy | 29 | 0.10 | 188.722 | 0.000 | 0.000 | ||
| 118 | 2025.04.04 11:00 | modify | 29 | 0.10 | 188.722 | 187.422 | 190.222 | ||
| 119 | 2025.04.04 11:59 | buy | 30 | 0.10 | 189.346 | 0.000 | 0.000 | ||
| 120 | 2025.04.04 11:59 | modify | 30 | 0.10 | 189.346 | 188.797 | 190.222 | ||
| 121 | 2025.04.04 11:59 | modify | 29 | 0.10 | 188.722 | 188.797 | 190.222 | ||
| 122 | 2025.04.04 13:37 | s/l | 29 | 0.10 | 188.797 | 188.797 | 190.222 | 5.10 | 2101.03 |
| 123 | 2025.04.04 13:37 | s/l | 30 | 0.10 | 188.797 | 188.797 | 190.222 | -37.28 | 2063.75 |
| 124 | 2025.04.04 15:00 | buy | 31 | 0.10 | 188.323 | 0.000 | 0.000 | ||
| 125 | 2025.04.04 15:00 | modify | 31 | 0.10 | 188.323 | 187.023 | 189.823 | ||
| 126 | 2025.04.04 16:55 | buy | 32 | 0.10 | 189.234 | 0.000 | 0.000 | ||
| 127 | 2025.04.04 16:55 | modify | 32 | 0.10 | 189.234 | 188.698 | 189.823 | ||
| 128 | 2025.04.04 16:55 | modify | 31 | 0.10 | 188.323 | 188.698 | 189.823 | ||
| 129 | 2025.04.04 17:22 | buy | 33 | 0.10 | 188.925 | 0.000 | 0.000 | ||
| 130 | 2025.04.04 17:22 | modify | 33 | 0.10 | 188.925 | 188.398 | 189.823 | ||
| 131 | 2025.04.04 17:25 | modify | 33 | 0.10 | 188.925 | 188.698 | 189.823 | ||
| 132 | 2025.04.04 17:50 | t/p | 31 | 0.10 | 189.823 | 188.698 | 189.823 | 101.87 | 2165.62 |
| 133 | 2025.04.04 17:50 | t/p | 32 | 0.10 | 189.823 | 188.698 | 189.823 | 40.00 | 2205.62 |
| 134 | 2025.04.04 17:50 | t/p | 33 | 0.10 | 189.823 | 188.698 | 189.823 | 60.98 | 2266.60 |
| 135 | 2025.07.02 13:00 | buy | 34 | 0.10 | 195.811 | 0.000 | 0.000 | ||
| 136 | 2025.07.02 13:00 | modify | 34 | 0.10 | 195.811 | 194.511 | 197.311 | ||
| 137 | 2025.07.03 08:16 | buy | 35 | 0.10 | 196.734 | 0.000 | 0.000 | ||
| 138 | 2025.07.03 08:16 | modify | 35 | 0.10 | 196.734 | 196.186 | 197.311 | ||
| 139 | 2025.07.03 08:16 | modify | 34 | 0.10 | 195.811 | 196.186 | 197.311 | ||
| 140 | 2025.07.03 10:12 | buy | 36 | 0.10 | 196.428 | 0.000 | 0.000 | ||
| 141 | 2025.07.03 10:12 | modify | 36 | 0.10 | 196.428 | 195.886 | 197.311 | ||
| 142 | 2025.07.03 10:15 | modify | 36 | 0.10 | 196.428 | 196.186 | 197.311 | ||
| 143 | 2025.07.03 12:40 | buy | 37 | 0.10 | 196.885 | 0.000 | 0.000 | ||
| 144 | 2025.07.03 12:40 | modify | 37 | 0.10 | 196.885 | 196.636 | 197.311 | ||
| 145 | 2025.07.03 12:40 | modify | 35 | 0.10 | 196.734 | 196.636 | 197.311 | ||
| 146 | 2025.07.03 12:40 | modify | 36 | 0.10 | 196.428 | 196.636 | 197.311 | ||
| 147 | 2025.07.03 12:40 | modify | 34 | 0.10 | 195.811 | 196.636 | 197.311 | ||
| 148 | 2025.07.03 12:50 | t/p | 34 | 0.10 | 197.311 | 196.636 | 197.311 | 104.01 | 2370.61 |
| 149 | 2025.07.03 12:50 | t/p | 35 | 0.10 | 197.311 | 196.636 | 197.311 | 39.19 | 2409.80 |
| 150 | 2025.07.03 12:50 | t/p | 36 | 0.10 | 197.311 | 196.636 | 197.311 | 59.97 | 2469.77 |
| 151 | 2025.07.03 12:50 | t/p | 37 | 0.10 | 197.311 | 196.636 | 197.311 | 28.93 | 2498.70 |