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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; 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=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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1008.26 | Gross profit | 1973.33 | Gross loss | -965.07 |
| Profit factor | 2.04 | Expected payoff | 28.01 | ||
| Absolute drawdown | 118.44 | Maximal drawdown | 397.54 (25.02%) | Relative drawdown | 25.02% (397.54) |
| Total trades | 36 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 106.14 | loss trade | -112.78 | |
| Average | profit trade | 82.22 | loss trade | -80.42 | |
| Maximum | consecutive wins (profit in money) | 7 (636.81) | consecutive losses (loss in money) | 4 (-343.61) | |
| Maximal | consecutive profit (count of wins) | 636.81 (7) | consecutive loss (count of losses) | -343.61 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 185.187 | 188.187 | ||
| 3 | 2024.09.11 04:00 | s/l | 1 | 0.10 | 185.187 | 185.187 | 188.187 | -99.72 | 900.28 |
| 4 | 2024.09.17 20:00 | sell | 2 | 0.10 | 187.193 | 0.000 | 0.000 | ||
| 5 | 2024.09.17 20:00 | modify | 2 | 0.10 | 187.193 | 188.693 | 185.693 | ||
| 6 | 2024.09.18 04:00 | sell | 3 | 0.10 | 186.134 | 0.000 | 0.000 | ||
| 7 | 2024.09.18 04:00 | modify | 3 | 0.10 | 186.134 | 186.668 | 185.693 | ||
| 8 | 2024.09.18 04:00 | modify | 2 | 0.10 | 187.193 | 186.668 | 185.693 | ||
| 9 | 2024.09.18 08:00 | s/l | 2 | 0.10 | 186.668 | 186.668 | 185.693 | 33.83 | 934.11 |
| 10 | 2024.09.18 08:00 | s/l | 3 | 0.10 | 186.668 | 186.668 | 185.693 | -36.26 | 897.85 |
| 11 | 2024.09.27 20:00 | buy | 4 | 0.10 | 190.197 | 0.000 | 0.000 | ||
| 12 | 2024.09.27 20:00 | modify | 4 | 0.10 | 190.197 | 188.697 | 191.697 | ||
| 13 | 2024.09.30 16:00 | t/p | 4 | 0.10 | 191.697 | 188.697 | 191.697 | 102.58 | 1000.43 |
| 14 | 2024.10.02 16:00 | sell | 5 | 0.10 | 193.803 | 0.000 | 0.000 | ||
| 15 | 2024.10.02 16:00 | modify | 5 | 0.10 | 193.803 | 195.303 | 192.303 | ||
| 16 | 2024.10.03 12:00 | t/p | 5 | 0.10 | 192.303 | 195.303 | 192.303 | 96.39 | 1096.82 |
| 17 | 2024.10.04 20:00 | sell | 6 | 0.10 | 195.274 | 0.000 | 0.000 | ||
| 18 | 2024.10.04 20:00 | modify | 6 | 0.10 | 195.274 | 196.774 | 193.774 | ||
| 19 | 2024.10.07 12:00 | t/p | 6 | 0.10 | 193.774 | 196.774 | 193.774 | 100.03 | 1196.85 |
| 20 | 2024.10.09 16:00 | sell | 7 | 0.10 | 195.123 | 0.000 | 0.000 | ||
| 21 | 2024.10.09 16:00 | modify | 7 | 0.10 | 195.123 | 196.623 | 193.623 | ||
| 22 | 2024.10.10 16:00 | t/p | 7 | 0.10 | 193.623 | 196.623 | 193.623 | 96.39 | 1293.23 |
| 23 | 2024.10.14 16:00 | sell | 8 | 0.10 | 195.500 | 0.000 | 0.000 | ||
| 24 | 2024.10.14 16:00 | modify | 8 | 0.10 | 195.500 | 197.000 | 194.000 | ||
| 25 | 2024.10.16 08:00 | t/p | 8 | 0.10 | 194.000 | 197.000 | 194.000 | 98.21 | 1391.44 |
| 26 | 2024.10.31 16:00 | buy | 9 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 27 | 2024.10.31 16:00 | modify | 9 | 0.10 | 195.893 | 194.393 | 197.393 | ||
| 28 | 2024.11.01 16:00 | t/p | 9 | 0.10 | 197.393 | 194.393 | 197.393 | 102.57 | 1494.01 |
| 29 | 2024.11.08 20:00 | buy | 10 | 0.10 | 197.178 | 0.000 | 0.000 | ||
| 30 | 2024.11.08 20:00 | modify | 10 | 0.10 | 197.178 | 195.678 | 198.678 | ||
| 31 | 2024.11.15 00:00 | buy | 11 | 0.10 | 198.241 | 0.000 | 0.000 | ||
| 32 | 2024.11.15 00:00 | modify | 11 | 0.10 | 198.241 | 197.703 | 198.678 | ||
| 33 | 2024.11.15 00:00 | modify | 10 | 0.10 | 197.178 | 197.703 | 198.678 | ||
| 34 | 2024.11.15 08:00 | s/l | 10 | 0.10 | 197.703 | 197.703 | 198.678 | 40.65 | 1534.66 |
| 35 | 2024.11.15 08:00 | s/l | 11 | 0.10 | 197.703 | 197.703 | 198.678 | -36.53 | 1498.13 |
| 36 | 2024.11.15 16:00 | buy | 12 | 0.10 | 195.708 | 0.000 | 0.000 | ||
| 37 | 2024.11.15 16:00 | modify | 12 | 0.10 | 195.708 | 194.208 | 197.208 | ||
| 38 | 2024.11.19 12:00 | s/l | 12 | 0.10 | 194.208 | 194.208 | 197.208 | -100.43 | 1397.70 |
| 39 | 2024.11.21 16:00 | buy | 13 | 0.10 | 194.751 | 0.000 | 0.000 | ||
| 40 | 2024.11.21 16:00 | modify | 13 | 0.10 | 194.751 | 193.251 | 196.251 | ||
| 41 | 2024.11.22 12:00 | s/l | 13 | 0.10 | 193.251 | 193.251 | 196.251 | -101.16 | 1296.54 |
| 42 | 2024.12.09 16:00 | sell | 14 | 0.10 | 193.232 | 0.000 | 0.000 | ||
| 43 | 2024.12.09 16:00 | modify | 14 | 0.10 | 193.232 | 194.732 | 191.732 | ||
| 44 | 2024.12.11 16:00 | s/l | 14 | 0.10 | 194.732 | 194.732 | 191.732 | -105.49 | 1191.05 |
| 45 | 2024.12.16 16:00 | sell | 15 | 0.10 | 195.726 | 0.000 | 0.000 | ||
| 46 | 2024.12.16 16:00 | modify | 15 | 0.10 | 195.726 | 197.226 | 194.226 | ||
| 47 | 2024.12.19 00:00 | t/p | 15 | 0.10 | 194.226 | 197.226 | 194.226 | 92.74 | 1283.79 |
| 48 | 2024.12.27 20:00 | sell | 16 | 0.10 | 198.702 | 0.000 | 0.000 | ||
| 49 | 2024.12.27 20:00 | modify | 16 | 0.10 | 198.702 | 200.202 | 197.202 | ||
| 50 | 2024.12.30 16:00 | t/p | 16 | 0.10 | 197.202 | 200.202 | 197.202 | 100.04 | 1383.83 |
| 51 | 2024.12.30 16:00 | buy | 17 | 0.10 | 196.685 | 0.000 | 0.000 | ||
| 52 | 2024.12.30 16:00 | modify | 17 | 0.10 | 196.685 | 195.185 | 198.185 | ||
| 53 | 2025.01.02 16:00 | s/l | 17 | 0.10 | 195.185 | 195.185 | 198.185 | -98.29 | 1285.54 |
| 54 | 2025.01.02 16:00 | buy | 18 | 0.10 | 194.505 | 0.000 | 0.000 | ||
| 55 | 2025.01.02 16:00 | modify | 18 | 0.10 | 194.505 | 193.005 | 196.005 | ||
| 56 | 2025.01.03 16:00 | buy | 19 | 0.10 | 195.277 | 0.000 | 0.000 | ||
| 57 | 2025.01.03 16:00 | modify | 19 | 0.10 | 195.277 | 194.580 | 196.005 | ||
| 58 | 2025.01.03 16:00 | modify | 18 | 0.10 | 194.505 | 194.580 | 196.005 | ||
| 59 | 2025.01.06 04:00 | t/p | 18 | 0.10 | 196.005 | 194.580 | 196.005 | 103.29 | 1388.82 |
| 60 | 2025.01.06 04:00 | t/p | 19 | 0.10 | 196.005 | 194.580 | 196.005 | 50.14 | 1438.97 |
| 61 | 2025.01.08 16:00 | buy | 20 | 0.10 | 195.510 | 0.000 | 0.000 | ||
| 62 | 2025.01.08 16:00 | modify | 20 | 0.10 | 195.510 | 194.010 | 197.010 | ||
| 63 | 2025.01.09 08:00 | s/l | 20 | 0.10 | 194.010 | 194.010 | 197.010 | -99.72 | 1339.25 |
| 64 | 2025.01.10 16:00 | buy | 21 | 0.10 | 192.715 | 0.000 | 0.000 | ||
| 65 | 2025.01.10 16:00 | modify | 21 | 0.10 | 192.715 | 191.215 | 194.215 | ||
| 66 | 2025.01.13 04:00 | s/l | 21 | 0.10 | 191.215 | 191.215 | 194.215 | -101.16 | 1238.09 |
| 67 | 2025.01.16 20:00 | buy | 22 | 0.10 | 190.037 | 0.000 | 0.000 | ||
| 68 | 2025.01.16 20:00 | modify | 22 | 0.10 | 190.037 | 188.537 | 191.537 | ||
| 69 | 2025.01.20 16:00 | t/p | 22 | 0.10 | 191.537 | 188.537 | 191.537 | 103.29 | 1341.38 |
| 70 | 2025.01.20 20:00 | sell | 23 | 0.10 | 191.978 | 0.000 | 0.000 | ||
| 71 | 2025.01.20 20:00 | modify | 23 | 0.10 | 191.978 | 193.478 | 190.478 | ||
| 72 | 2025.01.24 04:00 | s/l | 23 | 0.10 | 193.478 | 193.478 | 190.478 | -112.78 | 1228.60 |
| 73 | 2025.01.24 16:00 | sell | 24 | 0.10 | 194.397 | 0.000 | 0.000 | ||
| 74 | 2025.01.24 16:00 | modify | 24 | 0.10 | 194.397 | 195.897 | 192.897 | ||
| 75 | 2025.01.27 12:00 | t/p | 24 | 0.10 | 192.897 | 195.897 | 192.897 | 100.03 | 1328.63 |
| 76 | 2025.02.20 16:00 | buy | 25 | 0.10 | 189.021 | 0.000 | 0.000 | ||
| 77 | 2025.02.20 16:00 | modify | 25 | 0.10 | 189.021 | 187.521 | 190.521 | ||
| 78 | 2025.02.20 20:00 | buy | 26 | 0.10 | 189.797 | 0.000 | 0.000 | ||
| 79 | 2025.02.20 20:00 | modify | 26 | 0.10 | 189.797 | 189.096 | 190.521 | ||
| 80 | 2025.02.20 20:00 | modify | 25 | 0.10 | 189.021 | 189.096 | 190.521 | ||
| 81 | 2025.02.21 04:00 | t/p | 25 | 0.10 | 190.521 | 189.096 | 190.521 | 102.57 | 1431.20 |
| 82 | 2025.02.21 04:00 | t/p | 26 | 0.10 | 190.521 | 189.096 | 190.521 | 49.88 | 1481.09 |
| 83 | 2025.03.17 20:00 | sell | 27 | 0.10 | 193.772 | 0.000 | 0.000 | ||
| 84 | 2025.03.17 20:00 | modify | 27 | 0.10 | 193.772 | 195.272 | 192.272 | ||
| 85 | 2025.03.20 12:00 | t/p | 27 | 0.10 | 192.272 | 195.272 | 192.272 | 92.74 | 1573.83 |
| 86 | 2025.03.24 16:00 | sell | 28 | 0.10 | 194.623 | 0.000 | 0.000 | ||
| 87 | 2025.03.24 16:00 | modify | 28 | 0.10 | 194.623 | 196.123 | 193.123 | ||
| 88 | 2025.03.26 12:00 | sell | 29 | 0.10 | 193.714 | 0.000 | 0.000 | ||
| 89 | 2025.03.26 12:00 | modify | 29 | 0.10 | 193.714 | 194.248 | 193.123 | ||
| 90 | 2025.03.26 12:00 | modify | 28 | 0.10 | 194.623 | 194.248 | 193.123 | ||
| 91 | 2025.03.26 16:00 | s/l | 28 | 0.10 | 194.248 | 194.248 | 193.123 | 21.83 | 1595.66 |
| 92 | 2025.03.26 16:00 | s/l | 29 | 0.10 | 194.248 | 194.248 | 193.123 | -36.25 | 1559.41 |
| 93 | 2025.03.27 16:00 | sell | 30 | 0.10 | 195.694 | 0.000 | 0.000 | ||
| 94 | 2025.03.27 16:00 | modify | 30 | 0.10 | 195.694 | 197.194 | 194.194 | ||
| 95 | 2025.03.28 08:00 | sell | 31 | 0.10 | 194.770 | 0.000 | 0.000 | ||
| 96 | 2025.03.28 08:00 | modify | 31 | 0.10 | 194.770 | 195.319 | 194.194 | ||
| 97 | 2025.03.28 08:00 | modify | 30 | 0.10 | 195.694 | 195.319 | 194.194 | ||
| 98 | 2025.03.28 16:00 | s/l | 30 | 0.10 | 195.319 | 195.319 | 194.194 | 23.64 | 1583.05 |
| 99 | 2025.03.28 16:00 | s/l | 31 | 0.10 | 195.319 | 195.319 | 194.194 | -37.28 | 1545.77 |
| 100 | 2025.04.25 16:00 | sell | 32 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 101 | 2025.04.25 16:00 | modify | 32 | 0.10 | 191.598 | 193.098 | 190.098 | ||
| 102 | 2025.04.30 16:00 | t/p | 32 | 0.10 | 190.098 | 193.098 | 190.098 | 96.40 | 1642.16 |
| 103 | 2025.05.05 20:00 | buy | 33 | 0.10 | 191.139 | 0.000 | 0.000 | ||
| 104 | 2025.05.05 20:00 | modify | 33 | 0.10 | 191.139 | 189.639 | 192.639 | ||
| 105 | 2025.05.08 12:00 | t/p | 33 | 0.10 | 192.639 | 189.639 | 192.639 | 105.44 | 1747.60 |
| 106 | 2025.05.13 16:00 | sell | 34 | 0.10 | 196.169 | 0.000 | 0.000 | ||
| 107 | 2025.05.13 16:00 | modify | 34 | 0.10 | 196.169 | 197.669 | 194.669 | ||
| 108 | 2025.05.14 12:00 | t/p | 34 | 0.10 | 194.669 | 197.669 | 194.669 | 100.03 | 1847.63 |
| 109 | 2025.07.07 16:00 | sell | 35 | 0.10 | 198.909 | 0.000 | 0.000 | ||
| 110 | 2025.07.07 16:00 | modify | 35 | 0.10 | 198.909 | 200.409 | 197.409 | ||
| 111 | 2025.07.31 04:00 | t/p | 35 | 0.10 | 197.409 | 200.409 | 197.409 | 54.49 | 1902.12 |
| 112 | 2025.08.01 16:00 | buy | 36 | 0.10 | 196.326 | 0.000 | 0.000 | ||
| 113 | 2025.08.01 16:00 | modify | 36 | 0.10 | 196.326 | 194.826 | 197.826 | ||
| 114 | 2025.08.07 12:00 | t/p | 36 | 0.10 | 197.826 | 194.826 | 197.826 | 106.14 | 2008.26 |