Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; 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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 539.57 | Gross profit | 1731.99 | Gross loss | -1192.42 |
| Profit factor | 1.45 | Expected payoff | 15.87 | ||
| Absolute drawdown | 338.49 | Maximal drawdown | 582.84 (46.84%) | Relative drawdown | 46.84% (582.84) |
| Total trades | 34 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 21 (47.62%) |
| Profit trades (% of total) | 17 (50.00%) | Loss trades (% of total) | 17 (50.00%) | ||
| Largest | profit trade | 149.62 | loss trade | -83.43 | |
| Average | profit trade | 101.88 | loss trade | -70.14 | |
| Maximum | consecutive wins (profit in money) | 4 (596.48) | consecutive losses (loss in money) | 5 (-367.70) | |
| Maximal | consecutive profit (count of wins) | 596.48 (4) | consecutive loss (count of losses) | -367.70 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.07 16:00 | sell | 1 | 0.10 | 1.29960 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.07 16:00 | modify | 1 | 0.10 | 1.29960 | 1.30760 | 1.28460 | ||
| 3 | 2024.11.08 20:00 | sell | 2 | 0.10 | 1.29121 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.08 20:00 | modify | 2 | 0.10 | 1.29121 | 1.29360 | 1.28460 | ||
| 5 | 2024.11.08 20:00 | modify | 1 | 0.10 | 1.29960 | 1.29360 | 1.28460 | ||
| 6 | 2024.11.12 04:00 | t/p | 1 | 0.10 | 1.28460 | 1.29360 | 1.28460 | 149.44 | 1149.44 |
| 7 | 2024.11.12 04:00 | t/p | 2 | 0.10 | 1.28460 | 1.29360 | 1.28460 | 65.72 | 1215.16 |
| 8 | 2024.11.12 20:00 | buy | 3 | 0.10 | 1.27389 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.12 20:00 | modify | 3 | 0.10 | 1.27389 | 1.26589 | 1.28889 | ||
| 10 | 2024.11.14 12:00 | s/l | 3 | 0.10 | 1.26589 | 1.26589 | 1.28889 | -80.98 | 1134.18 |
| 11 | 2024.11.22 12:00 | buy | 4 | 0.10 | 1.25155 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.22 12:00 | modify | 4 | 0.10 | 1.25155 | 1.24355 | 1.26655 | ||
| 13 | 2024.11.25 20:00 | buy | 5 | 0.10 | 1.25771 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.25 20:00 | modify | 5 | 0.10 | 1.25771 | 1.25305 | 1.26655 | ||
| 15 | 2024.11.25 20:00 | modify | 4 | 0.10 | 1.25155 | 1.25305 | 1.26655 | ||
| 16 | 2024.11.26 00:00 | s/l | 4 | 0.10 | 1.25305 | 1.25305 | 1.26655 | 14.51 | 1148.69 |
| 17 | 2024.11.26 00:00 | s/l | 5 | 0.10 | 1.25305 | 1.25305 | 1.26655 | -46.84 | 1101.85 |
| 18 | 2024.11.27 16:00 | sell | 6 | 0.10 | 1.26767 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.27 16:00 | modify | 6 | 0.10 | 1.26767 | 1.27567 | 1.25267 | ||
| 20 | 2024.12.05 16:00 | s/l | 6 | 0.10 | 1.27567 | 1.27567 | 1.25267 | -81.88 | 1019.97 |
| 21 | 2024.12.18 20:00 | buy | 7 | 0.10 | 1.25968 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.18 20:00 | modify | 7 | 0.10 | 1.25968 | 1.25168 | 1.27468 | ||
| 23 | 2024.12.19 20:00 | s/l | 7 | 0.10 | 1.25168 | 1.25168 | 1.27468 | -80.73 | 939.24 |
| 24 | 2024.12.19 20:00 | buy | 8 | 0.10 | 1.25071 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.19 20:00 | modify | 8 | 0.10 | 1.25071 | 1.24271 | 1.26571 | ||
| 26 | 2025.01.02 16:00 | s/l | 8 | 0.10 | 1.24271 | 1.24271 | 1.26571 | -83.43 | 855.81 |
| 27 | 2025.01.02 16:00 | buy | 9 | 0.10 | 1.23777 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.02 16:00 | modify | 9 | 0.10 | 1.23777 | 1.22977 | 1.25277 | ||
| 29 | 2025.01.06 04:00 | buy | 10 | 0.10 | 1.24383 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.06 04:00 | modify | 10 | 0.10 | 1.24383 | 1.23927 | 1.25277 | ||
| 31 | 2025.01.06 04:00 | modify | 9 | 0.10 | 1.23777 | 1.23927 | 1.25277 | ||
| 32 | 2025.01.06 12:00 | t/p | 9 | 0.10 | 1.25277 | 1.23927 | 1.25277 | 149.51 | 1005.32 |
| 33 | 2025.01.06 12:00 | t/p | 10 | 0.10 | 1.25277 | 1.23927 | 1.25277 | 89.40 | 1094.72 |
| 34 | 2025.01.06 12:00 | sell | 11 | 0.10 | 1.25431 | 0.00000 | 0.00000 | ||
| 35 | 2025.01.06 12:00 | modify | 11 | 0.10 | 1.25431 | 1.26231 | 1.23931 | ||
| 36 | 2025.01.08 12:00 | t/p | 11 | 0.10 | 1.23931 | 1.26231 | 1.23931 | 149.62 | 1244.34 |
| 37 | 2025.01.08 12:00 | buy | 12 | 0.10 | 1.23750 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.08 12:00 | modify | 12 | 0.10 | 1.23750 | 1.22950 | 1.25250 | ||
| 39 | 2025.01.09 08:00 | s/l | 12 | 0.10 | 1.22950 | 1.22950 | 1.25250 | -80.73 | 1163.61 |
| 40 | 2025.01.09 08:00 | buy | 13 | 0.10 | 1.22615 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.09 08:00 | modify | 13 | 0.10 | 1.22615 | 1.21815 | 1.24115 | ||
| 42 | 2025.01.13 04:00 | s/l | 13 | 0.10 | 1.21815 | 1.21815 | 1.24115 | -80.49 | 1083.12 |
| 43 | 2025.01.13 12:00 | buy | 14 | 0.10 | 1.21127 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.13 12:00 | modify | 14 | 0.10 | 1.21127 | 1.20327 | 1.22627 | ||
| 45 | 2025.01.14 16:00 | buy | 15 | 0.10 | 1.22028 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.14 16:00 | modify | 15 | 0.10 | 1.22028 | 1.21802 | 1.22627 | ||
| 47 | 2025.01.14 16:00 | modify | 14 | 0.10 | 1.21127 | 1.21802 | 1.22627 | ||
| 48 | 2025.01.14 20:00 | s/l | 14 | 0.10 | 1.21802 | 1.21802 | 1.22627 | 67.26 | 1150.38 |
| 49 | 2025.01.14 20:00 | s/l | 15 | 0.10 | 1.21802 | 1.21802 | 1.22627 | -22.60 | 1127.78 |
| 50 | 2025.01.20 16:00 | sell | 16 | 0.10 | 1.22923 | 0.00000 | 0.00000 | ||
| 51 | 2025.01.20 16:00 | modify | 16 | 0.10 | 1.22923 | 1.23723 | 1.21423 | ||
| 52 | 2025.01.22 12:00 | s/l | 16 | 0.10 | 1.23723 | 1.23723 | 1.21423 | -80.38 | 1047.40 |
| 53 | 2025.01.24 16:00 | sell | 17 | 0.10 | 1.24830 | 0.00000 | 0.00000 | ||
| 54 | 2025.01.24 16:00 | modify | 17 | 0.10 | 1.24830 | 1.25630 | 1.23330 | ||
| 55 | 2025.01.31 00:00 | sell | 18 | 0.10 | 1.24218 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.31 00:00 | modify | 18 | 0.10 | 1.24218 | 1.24680 | 1.23330 | ||
| 57 | 2025.01.31 00:00 | modify | 17 | 0.10 | 1.24830 | 1.24680 | 1.23330 | ||
| 58 | 2025.01.31 20:00 | s/l | 17 | 0.10 | 1.24680 | 1.24680 | 1.23330 | 13.69 | 1061.09 |
| 59 | 2025.01.31 20:00 | s/l | 18 | 0.10 | 1.24680 | 1.24680 | 1.23330 | -46.20 | 1014.89 |
| 60 | 2025.03.03 16:00 | sell | 19 | 0.10 | 1.26988 | 0.00000 | 0.00000 | ||
| 61 | 2025.03.03 16:00 | modify | 19 | 0.10 | 1.26988 | 1.27788 | 1.25488 | ||
| 62 | 2025.03.04 20:00 | s/l | 19 | 0.10 | 1.27788 | 1.27788 | 1.25488 | -80.19 | 934.70 |
| 63 | 2025.03.05 20:00 | sell | 20 | 0.10 | 1.28966 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.05 20:00 | modify | 20 | 0.10 | 1.28966 | 1.29766 | 1.27466 | ||
| 65 | 2025.03.12 16:00 | s/l | 20 | 0.10 | 1.29766 | 1.29766 | 1.27466 | -81.31 | 853.39 |
| 66 | 2025.04.04 08:00 | buy | 21 | 0.10 | 1.30103 | 0.00000 | 0.00000 | ||
| 67 | 2025.04.04 08:00 | modify | 21 | 0.10 | 1.30103 | 1.29303 | 1.31603 | ||
| 68 | 2025.04.04 16:00 | s/l | 21 | 0.10 | 1.29303 | 1.29303 | 1.31603 | -80.00 | 773.39 |
| 69 | 2025.04.04 16:00 | buy | 22 | 0.10 | 1.29289 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.04 16:00 | modify | 22 | 0.10 | 1.29289 | 1.28489 | 1.30789 | ||
| 71 | 2025.04.06 20:00 | s/l | 22 | 0.10 | 1.28489 | 1.28489 | 1.30789 | -80.00 | 693.39 |
| 72 | 2025.04.07 16:00 | buy | 23 | 0.10 | 1.27281 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.07 16:00 | modify | 23 | 0.10 | 1.27281 | 1.26481 | 1.28781 | ||
| 74 | 2025.04.09 00:00 | buy | 24 | 0.10 | 1.27893 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.09 00:00 | modify | 24 | 0.10 | 1.27893 | 1.27431 | 1.28781 | ||
| 76 | 2025.04.09 00:00 | modify | 23 | 0.10 | 1.27281 | 1.27431 | 1.28781 | ||
| 77 | 2025.04.09 04:00 | buy | 25 | 0.10 | 1.28206 | 0.00000 | 0.00000 | ||
| 78 | 2025.04.09 04:00 | modify | 25 | 0.10 | 1.28206 | 1.27956 | 1.28781 | ||
| 79 | 2025.04.09 04:00 | modify | 24 | 0.10 | 1.27893 | 1.27956 | 1.28781 | ||
| 80 | 2025.04.09 04:00 | modify | 23 | 0.10 | 1.27281 | 1.27956 | 1.28781 | ||
| 81 | 2025.04.09 08:00 | s/l | 23 | 0.10 | 1.27956 | 1.27956 | 1.28781 | 67.01 | 760.40 |
| 82 | 2025.04.09 08:00 | s/l | 24 | 0.10 | 1.27956 | 1.27956 | 1.28781 | 6.30 | 766.70 |
| 83 | 2025.04.09 08:00 | s/l | 25 | 0.10 | 1.27956 | 1.27956 | 1.28781 | -25.00 | 741.70 |
| 84 | 2025.04.10 12:00 | sell | 26 | 0.10 | 1.29315 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.10 12:00 | modify | 26 | 0.10 | 1.29315 | 1.30115 | 1.27815 | ||
| 86 | 2025.04.11 04:00 | s/l | 26 | 0.10 | 1.30115 | 1.30115 | 1.27815 | -80.19 | 661.51 |
| 87 | 2025.04.21 08:00 | sell | 27 | 0.10 | 1.34106 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.21 08:00 | modify | 27 | 0.10 | 1.34106 | 1.34906 | 1.32606 | ||
| 89 | 2025.04.23 00:00 | t/p | 27 | 0.10 | 1.32606 | 1.34906 | 1.32606 | 149.62 | 811.13 |
| 90 | 2025.04.28 20:00 | sell | 28 | 0.10 | 1.34386 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.28 20:00 | modify | 28 | 0.10 | 1.34386 | 1.35186 | 1.32886 | ||
| 92 | 2025.05.01 08:00 | t/p | 28 | 0.10 | 1.32886 | 1.35186 | 1.32886 | 149.06 | 960.20 |
| 93 | 2025.05.12 08:00 | buy | 29 | 0.10 | 1.31716 | 0.00000 | 0.00000 | ||
| 94 | 2025.05.12 08:00 | modify | 29 | 0.10 | 1.31716 | 1.30916 | 1.33216 | ||
| 95 | 2025.05.14 08:00 | t/p | 29 | 0.10 | 1.33216 | 1.30916 | 1.33216 | 149.51 | 1109.71 |
| 96 | 2025.06.17 20:00 | buy | 30 | 0.10 | 1.34287 | 0.00000 | 0.00000 | ||
| 97 | 2025.06.17 20:00 | modify | 30 | 0.10 | 1.34287 | 1.33487 | 1.35787 | ||
| 98 | 2025.06.24 08:00 | t/p | 30 | 0.10 | 1.35787 | 1.33487 | 1.35787 | 148.29 | 1257.99 |
| 99 | 2025.07.02 16:00 | buy | 31 | 0.10 | 1.36235 | 0.00000 | 0.00000 | ||
| 100 | 2025.07.02 16:00 | modify | 31 | 0.10 | 1.36235 | 1.35435 | 1.37735 | ||
| 101 | 2025.07.08 16:00 | s/l | 31 | 0.10 | 1.35435 | 1.35435 | 1.37735 | -81.47 | 1176.52 |
| 102 | 2025.08.22 16:00 | sell | 32 | 0.10 | 1.35253 | 0.00000 | 0.00000 | ||
| 103 | 2025.08.22 16:00 | modify | 32 | 0.10 | 1.35253 | 1.36053 | 1.33753 | ||
| 104 | 2025.09.02 12:00 | t/p | 32 | 0.10 | 1.33753 | 1.36053 | 1.33753 | 148.31 | 1324.83 |
| 105 | 2025.09.25 16:00 | buy | 33 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.25 16:00 | modify | 33 | 0.10 | 1.33510 | 1.32710 | 1.35010 | ||
| 107 | 2025.09.29 04:00 | buy | 34 | 0.10 | 1.34348 | 0.00000 | 0.00000 | ||
| 108 | 2025.09.29 04:00 | modify | 34 | 0.10 | 1.34348 | 1.34110 | 1.35010 | ||
| 109 | 2025.09.29 04:00 | modify | 33 | 0.10 | 1.33510 | 1.34110 | 1.35010 | ||
| 110 | 2025.10.01 16:00 | t/p | 33 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 149.02 | 1473.85 |
| 111 | 2025.10.01 16:00 | t/p | 34 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 65.71 | 1539.57 |