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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 412.01 | Gross profit | 2106.45 | Gross loss | -1694.44 |
| Profit factor | 1.24 | Expected payoff | 10.30 | ||
| Absolute drawdown | 221.38 | Maximal drawdown | 437.59 (27.38%) | Relative drawdown | 30.77% (346.06) |
| Total trades | 40 | Short positions (won %) | 18 (38.89%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 20 (50.00%) | Loss trades (% of total) | 20 (50.00%) | ||
| Largest | profit trade | 149.98 | loss trade | -117.49 | |
| Average | profit trade | 105.32 | loss trade | -84.72 | |
| Maximum | consecutive wins (profit in money) | 3 (290.15) | consecutive losses (loss in money) | 3 (-177.84) | |
| Maximal | consecutive profit (count of wins) | 299.65 (2) | consecutive loss (count of losses) | -230.58 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.03 16:00 | buy | 1 | 0.10 | 1.31056 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.03 16:00 | modify | 1 | 0.10 | 1.31056 | 1.29956 | 1.32556 | ||
| 3 | 2024.09.16 16:00 | buy | 2 | 0.10 | 1.32039 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.16 16:00 | modify | 2 | 0.10 | 1.32039 | 1.31581 | 1.32556 | ||
| 5 | 2024.09.16 16:00 | modify | 1 | 0.10 | 1.31056 | 1.31581 | 1.32556 | ||
| 6 | 2024.09.17 20:00 | s/l | 1 | 0.10 | 1.31581 | 1.31581 | 1.32556 | 46.33 | 1046.33 |
| 7 | 2024.09.17 20:00 | s/l | 2 | 0.10 | 1.31581 | 1.31581 | 1.32556 | -46.24 | 1000.09 |
| 8 | 2024.09.19 08:00 | sell | 3 | 0.10 | 1.32466 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.19 08:00 | modify | 3 | 0.10 | 1.32466 | 1.33566 | 1.30966 | ||
| 10 | 2024.09.23 16:00 | s/l | 3 | 0.10 | 1.33566 | 1.33566 | 1.30966 | -110.03 | 890.05 |
| 11 | 2024.09.26 16:00 | sell | 4 | 0.10 | 1.34281 | 0.00000 | 0.00000 | ||
| 12 | 2024.09.26 16:00 | modify | 4 | 0.10 | 1.34281 | 1.35381 | 1.32781 | ||
| 13 | 2024.10.01 16:00 | t/p | 4 | 0.10 | 1.32781 | 1.35381 | 1.32781 | 149.95 | 1040.00 |
| 14 | 2024.10.03 08:00 | buy | 5 | 0.10 | 1.31572 | 0.00000 | 0.00000 | ||
| 15 | 2024.10.03 08:00 | modify | 5 | 0.10 | 1.31572 | 1.30472 | 1.33072 | ||
| 16 | 2024.10.10 16:00 | s/l | 5 | 0.10 | 1.30472 | 1.30472 | 1.33072 | -113.09 | 926.92 |
| 17 | 2024.10.16 08:00 | buy | 6 | 0.10 | 1.30034 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.16 08:00 | modify | 6 | 0.10 | 1.30034 | 1.28934 | 1.31534 | ||
| 19 | 2024.10.31 16:00 | s/l | 6 | 0.10 | 1.28934 | 1.28934 | 1.31534 | -117.49 | 809.42 |
| 20 | 2024.10.31 16:00 | buy | 7 | 0.10 | 1.28580 | 0.00000 | 0.00000 | ||
| 21 | 2024.10.31 16:00 | modify | 7 | 0.10 | 1.28580 | 1.27480 | 1.30080 | ||
| 22 | 2024.11.05 16:00 | t/p | 7 | 0.10 | 1.30080 | 1.27480 | 1.30080 | 148.68 | 958.10 |
| 23 | 2024.11.11 12:00 | buy | 8 | 0.10 | 1.28885 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.11 12:00 | modify | 8 | 0.10 | 1.28885 | 1.27785 | 1.30385 | ||
| 25 | 2024.11.12 16:00 | s/l | 8 | 0.10 | 1.27785 | 1.27785 | 1.30385 | -110.44 | 847.66 |
| 26 | 2024.12.05 08:00 | sell | 9 | 0.10 | 1.27293 | 0.00000 | 0.00000 | ||
| 27 | 2024.12.05 08:00 | modify | 9 | 0.10 | 1.27293 | 1.28393 | 1.25793 | ||
| 28 | 2024.12.19 00:00 | t/p | 9 | 0.10 | 1.25793 | 1.28393 | 1.25793 | 149.76 | 997.41 |
| 29 | 2024.12.27 16:00 | sell | 10 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.27 16:00 | modify | 10 | 0.10 | 1.25767 | 1.26867 | 1.24267 | ||
| 31 | 2025.01.02 16:00 | t/p | 10 | 0.10 | 1.24267 | 1.26867 | 1.24267 | 149.90 | 1147.31 |
| 32 | 2025.01.10 16:00 | buy | 11 | 0.10 | 1.22324 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.10 16:00 | modify | 11 | 0.10 | 1.22324 | 1.21224 | 1.23824 | ||
| 34 | 2025.01.13 12:00 | s/l | 11 | 0.10 | 1.21224 | 1.21224 | 1.23824 | -110.44 | 1036.87 |
| 35 | 2025.01.17 08:00 | buy | 12 | 0.10 | 1.21772 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.17 08:00 | modify | 12 | 0.10 | 1.21772 | 1.20672 | 1.23272 | ||
| 37 | 2025.01.20 20:00 | t/p | 12 | 0.10 | 1.23272 | 1.20672 | 1.23272 | 149.56 | 1186.43 |
| 38 | 2025.02.06 12:00 | buy | 13 | 0.10 | 1.24241 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.06 12:00 | modify | 13 | 0.10 | 1.24241 | 1.23141 | 1.25741 | ||
| 40 | 2025.02.14 08:00 | t/p | 13 | 0.10 | 1.25741 | 1.23141 | 1.25741 | 146.47 | 1332.90 |
| 41 | 2025.02.20 16:00 | sell | 14 | 0.10 | 1.26400 | 0.00000 | 0.00000 | ||
| 42 | 2025.02.20 16:00 | modify | 14 | 0.10 | 1.26400 | 1.27500 | 1.24900 | ||
| 43 | 2025.03.04 16:00 | s/l | 14 | 0.10 | 1.27500 | 1.27500 | 1.24900 | -110.17 | 1222.73 |
| 44 | 2025.03.17 12:00 | sell | 15 | 0.10 | 1.29710 | 0.00000 | 0.00000 | ||
| 45 | 2025.03.17 12:00 | modify | 15 | 0.10 | 1.29710 | 1.30810 | 1.28210 | ||
| 46 | 2025.03.21 16:00 | sell | 16 | 0.10 | 1.28931 | 0.00000 | 0.00000 | ||
| 47 | 2025.03.21 16:00 | modify | 16 | 0.10 | 1.28931 | 1.29635 | 1.28210 | ||
| 48 | 2025.03.21 16:00 | sell | 17 | 0.10 | 1.28931 | 0.00000 | 0.00000 | ||
| 49 | 2025.03.21 16:00 | modify | 17 | 0.10 | 1.28931 | 1.29260 | 1.28210 | ||
| 50 | 2025.03.21 16:00 | modify | 15 | 0.10 | 1.29710 | 1.29260 | 1.28210 | ||
| 51 | 2025.03.21 20:00 | s/l | 15 | 0.10 | 1.29260 | 1.29260 | 1.28210 | 44.90 | 1267.62 |
| 52 | 2025.03.21 20:00 | s/l | 17 | 0.10 | 1.29260 | 1.29260 | 1.28210 | -32.90 | 1234.72 |
| 53 | 2025.03.21 20:00 | close | 16 | 0.10 | 1.29213 | 1.29635 | 1.28210 | -28.20 | 1206.52 |
| 54 | 2025.03.26 12:00 | buy | 18 | 0.10 | 1.28995 | 0.00000 | 0.00000 | ||
| 55 | 2025.03.26 12:00 | modify | 18 | 0.10 | 1.28995 | 1.27895 | 1.30495 | ||
| 56 | 2025.04.02 16:00 | buy | 19 | 0.10 | 1.29759 | 0.00000 | 0.00000 | ||
| 57 | 2025.04.02 16:00 | modify | 19 | 0.10 | 1.29759 | 1.29070 | 1.30495 | ||
| 58 | 2025.04.02 16:00 | buy | 20 | 0.10 | 1.29759 | 0.00000 | 0.00000 | ||
| 59 | 2025.04.02 16:00 | modify | 20 | 0.10 | 1.29759 | 1.29445 | 1.30495 | ||
| 60 | 2025.04.02 16:00 | modify | 18 | 0.10 | 1.28995 | 1.29445 | 1.30495 | ||
| 61 | 2025.04.02 20:00 | modify | 19 | 0.10 | 1.29759 | 1.29445 | 1.30495 | ||
| 62 | 2025.04.03 00:00 | t/p | 18 | 0.10 | 1.30495 | 1.29445 | 1.30495 | 145.59 | 1352.12 |
| 63 | 2025.04.03 00:00 | t/p | 19 | 0.10 | 1.30495 | 1.29445 | 1.30495 | 72.28 | 1424.39 |
| 64 | 2025.04.03 00:00 | t/p | 20 | 0.10 | 1.30495 | 1.29445 | 1.30495 | 72.28 | 1496.67 |
| 65 | 2025.05.01 16:00 | buy | 21 | 0.10 | 1.32753 | 0.00000 | 0.00000 | ||
| 66 | 2025.05.01 16:00 | modify | 21 | 0.10 | 1.32753 | 1.31653 | 1.34253 | ||
| 67 | 2025.05.12 08:00 | s/l | 21 | 0.10 | 1.31653 | 1.31653 | 1.34253 | -113.97 | 1382.70 |
| 68 | 2025.05.12 08:00 | buy | 22 | 0.10 | 1.31716 | 0.00000 | 0.00000 | ||
| 69 | 2025.05.12 08:00 | modify | 22 | 0.10 | 1.31716 | 1.30616 | 1.33216 | ||
| 70 | 2025.05.14 08:00 | t/p | 22 | 0.10 | 1.33216 | 1.30616 | 1.33216 | 149.12 | 1531.82 |
| 71 | 2025.05.19 08:00 | sell | 23 | 0.10 | 1.33673 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.19 08:00 | modify | 23 | 0.10 | 1.33673 | 1.34773 | 1.32173 | ||
| 73 | 2025.05.23 08:00 | s/l | 23 | 0.10 | 1.34773 | 1.34773 | 1.32173 | -110.10 | 1421.72 |
| 74 | 2025.05.23 08:00 | sell | 24 | 0.10 | 1.34795 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.23 08:00 | modify | 24 | 0.10 | 1.34795 | 1.35895 | 1.33295 | ||
| 76 | 2025.05.26 04:00 | s/l | 24 | 0.10 | 1.35895 | 1.35895 | 1.33295 | -110.02 | 1311.70 |
| 77 | 2025.06.02 08:00 | sell | 25 | 0.10 | 1.35479 | 0.00000 | 0.00000 | ||
| 78 | 2025.06.02 08:00 | modify | 25 | 0.10 | 1.35479 | 1.36579 | 1.33979 | ||
| 79 | 2025.06.10 08:00 | sell | 26 | 0.10 | 1.34719 | 0.00000 | 0.00000 | ||
| 80 | 2025.06.10 08:00 | modify | 26 | 0.10 | 1.34719 | 1.35404 | 1.33979 | ||
| 81 | 2025.06.10 08:00 | sell | 27 | 0.10 | 1.34719 | 0.00000 | 0.00000 | ||
| 82 | 2025.06.10 08:00 | modify | 27 | 0.10 | 1.34719 | 1.35029 | 1.33979 | ||
| 83 | 2025.06.10 08:00 | modify | 25 | 0.10 | 1.35479 | 1.35029 | 1.33979 | ||
| 84 | 2025.06.10 12:00 | s/l | 25 | 0.10 | 1.35029 | 1.35029 | 1.33979 | 44.86 | 1356.56 |
| 85 | 2025.06.10 12:00 | s/l | 27 | 0.10 | 1.35029 | 1.35029 | 1.33979 | -31.00 | 1325.56 |
| 86 | 2025.06.10 12:00 | close | 26 | 0.10 | 1.35083 | 1.35404 | 1.33979 | -36.40 | 1289.16 |
| 87 | 2025.06.17 16:00 | buy | 28 | 0.10 | 1.35172 | 0.00000 | 0.00000 | ||
| 88 | 2025.06.17 16:00 | modify | 28 | 0.10 | 1.35172 | 1.34072 | 1.36672 | ||
| 89 | 2025.06.18 20:00 | s/l | 28 | 0.10 | 1.34072 | 1.34072 | 1.36672 | -110.44 | 1178.72 |
| 90 | 2025.07.01 08:00 | sell | 29 | 0.10 | 1.37672 | 0.00000 | 0.00000 | ||
| 91 | 2025.07.01 08:00 | modify | 29 | 0.10 | 1.37672 | 1.38772 | 1.36172 | ||
| 92 | 2025.07.02 16:00 | t/p | 29 | 0.10 | 1.36172 | 1.38772 | 1.36172 | 149.98 | 1328.70 |
| 93 | 2025.07.07 08:00 | buy | 30 | 0.10 | 1.36070 | 0.00000 | 0.00000 | ||
| 94 | 2025.07.07 08:00 | modify | 30 | 0.10 | 1.36070 | 1.34970 | 1.37570 | ||
| 95 | 2025.07.11 16:00 | s/l | 30 | 0.10 | 1.34970 | 1.34970 | 1.37570 | -112.64 | 1216.06 |
| 96 | 2025.07.14 16:00 | buy | 31 | 0.10 | 1.34360 | 0.00000 | 0.00000 | ||
| 97 | 2025.07.14 16:00 | modify | 31 | 0.10 | 1.34360 | 1.33260 | 1.35860 | ||
| 98 | 2025.07.22 20:00 | buy | 32 | 0.10 | 1.35339 | 0.00000 | 0.00000 | ||
| 99 | 2025.07.22 20:00 | modify | 32 | 0.10 | 1.35339 | 1.34885 | 1.35860 | ||
| 100 | 2025.07.22 20:00 | modify | 31 | 0.10 | 1.34360 | 1.34885 | 1.35860 | ||
| 101 | 2025.07.24 00:00 | t/p | 31 | 0.10 | 1.35860 | 1.34885 | 1.35860 | 144.71 | 1360.77 |
| 102 | 2025.07.24 00:00 | t/p | 32 | 0.10 | 1.35860 | 1.34885 | 1.35860 | 50.34 | 1411.11 |
| 103 | 2025.07.30 16:00 | buy | 33 | 0.10 | 1.32753 | 0.00000 | 0.00000 | ||
| 104 | 2025.07.30 16:00 | modify | 33 | 0.10 | 1.32753 | 1.31653 | 1.34253 | ||
| 105 | 2025.08.01 12:00 | s/l | 33 | 0.10 | 1.31653 | 1.31653 | 1.34253 | -111.76 | 1299.34 |
| 106 | 2025.08.01 12:00 | buy | 34 | 0.10 | 1.31612 | 0.00000 | 0.00000 | ||
| 107 | 2025.08.01 12:00 | modify | 34 | 0.10 | 1.31612 | 1.30512 | 1.33112 | ||
| 108 | 2025.08.01 16:00 | buy | 35 | 0.10 | 1.32604 | 0.00000 | 0.00000 | ||
| 109 | 2025.08.01 16:00 | modify | 35 | 0.10 | 1.32604 | 1.32137 | 1.33112 | ||
| 110 | 2025.08.01 16:00 | modify | 34 | 0.10 | 1.31612 | 1.32137 | 1.33112 | ||
| 111 | 2025.08.04 12:00 | t/p | 34 | 0.10 | 1.33112 | 1.32137 | 1.33112 | 149.56 | 1448.90 |
| 112 | 2025.08.04 12:00 | t/p | 35 | 0.10 | 1.33112 | 1.32137 | 1.33112 | 50.36 | 1499.26 |
| 113 | 2025.08.06 16:00 | sell | 36 | 0.10 | 1.33582 | 0.00000 | 0.00000 | ||
| 114 | 2025.08.06 16:00 | modify | 36 | 0.10 | 1.33582 | 1.34682 | 1.32082 | ||
| 115 | 2025.08.11 04:00 | s/l | 36 | 0.10 | 1.34682 | 1.34682 | 1.32082 | -110.09 | 1389.17 |
| 116 | 2025.08.12 16:00 | sell | 37 | 0.10 | 1.35063 | 0.00000 | 0.00000 | ||
| 117 | 2025.08.12 16:00 | modify | 37 | 0.10 | 1.35063 | 1.36163 | 1.33563 | ||
| 118 | 2025.08.27 12:00 | sell | 38 | 0.10 | 1.34306 | 0.00000 | 0.00000 | ||
| 119 | 2025.08.27 12:00 | modify | 38 | 0.10 | 1.34306 | 1.34988 | 1.33563 | ||
| 120 | 2025.08.27 12:00 | sell | 39 | 0.10 | 1.34306 | 0.00000 | 0.00000 | ||
| 121 | 2025.08.27 12:00 | modify | 39 | 0.10 | 1.34306 | 1.34613 | 1.33563 | ||
| 122 | 2025.08.27 12:00 | modify | 37 | 0.10 | 1.35063 | 1.34613 | 1.33563 | ||
| 123 | 2025.08.27 16:00 | s/l | 37 | 0.10 | 1.34613 | 1.34613 | 1.33563 | 44.74 | 1433.91 |
| 124 | 2025.08.27 16:00 | s/l | 39 | 0.10 | 1.34613 | 1.34613 | 1.33563 | -30.70 | 1403.21 |
| 125 | 2025.08.27 16:00 | close | 38 | 0.10 | 1.34689 | 1.34988 | 1.33563 | -38.30 | 1364.91 |
| 126 | 2025.08.29 12:00 | buy | 40 | 0.10 | 1.34560 | 0.00000 | 0.00000 | ||
| 127 | 2025.08.29 12:00 | modify | 40 | 0.10 | 1.34560 | 1.33460 | 1.36060 | ||
| 128 | 2025.08.31 23:59 | close at stop | 40 | 0.10 | 1.35031 | 1.33460 | 1.36060 | 47.10 | 1412.01 |