Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.11.01 00:00 - 2025.10.31 20:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7220 | Ticks modelled | 13440 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1079.33 | Gross profit | 1503.38 | Gross loss | -424.05 |
| Profit factor | 3.55 | Expected payoff | 28.40 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 171.83 (14.02%) | Relative drawdown | 14.02% (171.83) |
| Total trades | 38 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 17 (70.59%) |
| Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
| Largest | profit trade | 94.87 | loss trade | -94.55 | |
| Average | profit trade | 57.82 | loss trade | -35.34 | |
| Maximum | consecutive wins (profit in money) | 5 (351.72) | consecutive losses (loss in money) | 1 (-94.55) | |
| Maximal | consecutive profit (count of wins) | 351.72 (5) | consecutive loss (count of losses) | -94.55 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.01 16:00 | sell | 1 | 0.10 | 198.198 | 0.000 | 0.000 | ||
| 2 | 2024.11.01 16:00 | modify | 1 | 0.10 | 198.198 | 199.598 | 196.798 | ||
| 3 | 2024.11.04 11:00 | t/p | 1 | 0.10 | 196.798 | 199.598 | 196.798 | 89.10 | 1089.10 |
| 4 | 2024.12.05 15:00 | sell | 2 | 0.10 | 192.000 | 0.000 | 0.000 | ||
| 5 | 2024.12.05 15:00 | modify | 2 | 0.10 | 192.000 | 193.400 | 190.600 | ||
| 6 | 2024.12.05 18:00 | sell | 3 | 0.10 | 191.357 | 0.000 | 0.000 | ||
| 7 | 2024.12.05 18:00 | modify | 3 | 0.10 | 191.357 | 191.650 | 190.600 | ||
| 8 | 2024.12.05 18:00 | modify | 2 | 0.10 | 192.000 | 191.650 | 190.600 | ||
| 9 | 2024.12.06 00:00 | s/l | 2 | 0.10 | 191.650 | 191.650 | 190.600 | 20.92 | 1110.01 |
| 10 | 2024.12.06 00:00 | s/l | 3 | 0.10 | 191.650 | 191.650 | 190.600 | -20.84 | 1089.17 |
| 11 | 2024.12.06 16:00 | buy | 4 | 0.10 | 191.024 | 0.000 | 0.000 | ||
| 12 | 2024.12.06 16:00 | modify | 4 | 0.10 | 191.024 | 189.624 | 192.424 | ||
| 13 | 2024.12.09 14:00 | t/p | 4 | 0.10 | 192.424 | 189.624 | 192.424 | 91.58 | 1180.75 |
| 14 | 2024.12.09 18:00 | sell | 5 | 0.10 | 193.251 | 0.000 | 0.000 | ||
| 15 | 2024.12.09 18:00 | modify | 5 | 0.10 | 193.251 | 194.651 | 191.851 | ||
| 16 | 2024.12.11 14:00 | s/l | 5 | 0.10 | 194.651 | 194.651 | 191.851 | -94.55 | 1086.20 |
| 17 | 2024.12.16 17:00 | sell | 6 | 0.10 | 195.607 | 0.000 | 0.000 | ||
| 18 | 2024.12.16 17:00 | modify | 6 | 0.10 | 195.607 | 197.007 | 194.207 | ||
| 19 | 2024.12.17 10:00 | sell | 7 | 0.10 | 195.110 | 0.000 | 0.000 | ||
| 20 | 2024.12.17 10:00 | modify | 7 | 0.10 | 195.110 | 195.327 | 194.207 | ||
| 21 | 2024.12.17 10:00 | modify | 6 | 0.10 | 195.607 | 195.327 | 194.207 | ||
| 22 | 2024.12.17 11:00 | s/l | 6 | 0.10 | 195.327 | 195.327 | 194.207 | 16.38 | 1102.57 |
| 23 | 2024.12.17 11:00 | s/l | 7 | 0.10 | 195.327 | 195.327 | 194.207 | -14.09 | 1088.48 |
| 24 | 2024.12.27 15:00 | sell | 8 | 0.10 | 198.366 | 0.000 | 0.000 | ||
| 25 | 2024.12.27 15:00 | modify | 8 | 0.10 | 198.366 | 199.766 | 196.966 | ||
| 26 | 2024.12.30 16:00 | t/p | 8 | 0.10 | 196.966 | 199.766 | 196.966 | 89.10 | 1177.58 |
| 27 | 2024.12.30 17:00 | buy | 9 | 0.10 | 196.898 | 0.000 | 0.000 | ||
| 28 | 2024.12.30 17:00 | modify | 9 | 0.10 | 196.898 | 195.498 | 198.298 | ||
| 29 | 2025.01.02 12:00 | s/l | 9 | 0.10 | 195.498 | 195.498 | 198.298 | -87.63 | 1089.95 |
| 30 | 2025.01.22 18:00 | sell | 10 | 0.10 | 192.969 | 0.000 | 0.000 | ||
| 31 | 2025.01.22 18:00 | modify | 10 | 0.10 | 192.969 | 194.369 | 191.569 | ||
| 32 | 2025.01.24 08:00 | sell | 11 | 0.10 | 192.468 | 0.000 | 0.000 | ||
| 33 | 2025.01.24 08:00 | modify | 11 | 0.10 | 192.468 | 192.689 | 191.569 | ||
| 34 | 2025.01.24 08:00 | modify | 10 | 0.10 | 192.969 | 192.689 | 191.569 | ||
| 35 | 2025.01.24 09:00 | s/l | 10 | 0.10 | 192.689 | 192.689 | 191.569 | 10.92 | 1100.87 |
| 36 | 2025.01.24 09:00 | s/l | 11 | 0.10 | 192.689 | 192.689 | 191.569 | -14.35 | 1086.52 |
| 37 | 2025.01.24 16:00 | sell | 12 | 0.10 | 194.397 | 0.000 | 0.000 | ||
| 38 | 2025.01.24 16:00 | modify | 12 | 0.10 | 194.397 | 195.797 | 192.997 | ||
| 39 | 2025.01.27 08:00 | sell | 13 | 0.10 | 193.742 | 0.000 | 0.000 | ||
| 40 | 2025.01.27 08:00 | modify | 13 | 0.10 | 193.742 | 194.047 | 192.997 | ||
| 41 | 2025.01.27 08:00 | modify | 12 | 0.10 | 194.397 | 194.047 | 192.997 | ||
| 42 | 2025.01.27 10:00 | t/p | 12 | 0.10 | 192.997 | 194.047 | 192.997 | 89.10 | 1175.62 |
| 43 | 2025.01.27 10:00 | t/p | 13 | 0.10 | 192.997 | 194.047 | 192.997 | 48.38 | 1224.00 |
| 44 | 2025.02.06 15:00 | buy | 14 | 0.10 | 188.532 | 0.000 | 0.000 | ||
| 45 | 2025.02.06 15:00 | modify | 14 | 0.10 | 188.532 | 187.132 | 189.932 | ||
| 46 | 2025.02.06 17:00 | buy | 15 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 47 | 2025.02.06 17:00 | modify | 15 | 0.10 | 189.048 | 188.812 | 189.932 | ||
| 48 | 2025.02.06 17:00 | modify | 14 | 0.10 | 188.532 | 188.812 | 189.932 | ||
| 49 | 2025.02.06 19:00 | s/l | 14 | 0.10 | 188.812 | 188.812 | 189.932 | 18.18 | 1242.18 |
| 50 | 2025.02.06 19:00 | s/l | 15 | 0.10 | 188.812 | 188.812 | 189.932 | -15.33 | 1226.85 |
| 51 | 2025.02.21 17:00 | buy | 16 | 0.10 | 189.060 | 0.000 | 0.000 | ||
| 52 | 2025.02.21 17:00 | modify | 16 | 0.10 | 189.060 | 187.660 | 190.460 | ||
| 53 | 2025.02.26 15:00 | buy | 17 | 0.10 | 189.574 | 0.000 | 0.000 | ||
| 54 | 2025.02.26 15:00 | modify | 17 | 0.10 | 189.574 | 189.340 | 190.460 | ||
| 55 | 2025.02.26 15:00 | modify | 16 | 0.10 | 189.060 | 189.340 | 190.460 | ||
| 56 | 2025.02.26 17:00 | s/l | 16 | 0.10 | 189.340 | 189.340 | 190.460 | 20.15 | 1247.01 |
| 57 | 2025.02.26 17:00 | s/l | 17 | 0.10 | 189.340 | 189.340 | 190.460 | -15.20 | 1231.81 |
| 58 | 2025.03.25 16:00 | buy | 18 | 0.10 | 193.946 | 0.000 | 0.000 | ||
| 59 | 2025.03.25 16:00 | modify | 18 | 0.10 | 193.946 | 192.546 | 195.346 | ||
| 60 | 2025.03.27 13:00 | t/p | 18 | 0.10 | 195.346 | 192.546 | 195.346 | 93.55 | 1325.36 |
| 61 | 2025.03.27 17:00 | sell | 19 | 0.10 | 195.657 | 0.000 | 0.000 | ||
| 62 | 2025.03.27 17:00 | modify | 19 | 0.10 | 195.657 | 197.057 | 194.257 | ||
| 63 | 2025.03.28 17:00 | t/p | 19 | 0.10 | 194.257 | 197.057 | 194.257 | 89.10 | 1414.45 |
| 64 | 2025.04.02 18:00 | sell | 20 | 0.10 | 194.730 | 0.000 | 0.000 | ||
| 65 | 2025.04.02 18:00 | modify | 20 | 0.10 | 194.730 | 196.130 | 193.330 | ||
| 66 | 2025.04.02 22:00 | t/p | 20 | 0.10 | 193.330 | 196.130 | 193.330 | 90.92 | 1505.37 |
| 67 | 2025.04.03 15:00 | buy | 21 | 0.10 | 191.538 | 0.000 | 0.000 | ||
| 68 | 2025.04.03 15:00 | modify | 21 | 0.10 | 191.538 | 190.138 | 192.938 | ||
| 69 | 2025.04.04 08:00 | s/l | 21 | 0.10 | 190.138 | 190.138 | 192.938 | -90.25 | 1415.12 |
| 70 | 2025.04.25 16:00 | sell | 22 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 71 | 2025.04.25 16:00 | modify | 22 | 0.10 | 191.598 | 192.998 | 190.198 | ||
| 72 | 2025.04.28 08:00 | sell | 23 | 0.10 | 191.101 | 0.000 | 0.000 | ||
| 73 | 2025.04.28 08:00 | modify | 23 | 0.10 | 191.101 | 191.318 | 190.198 | ||
| 74 | 2025.04.28 08:00 | modify | 22 | 0.10 | 191.598 | 191.318 | 190.198 | ||
| 75 | 2025.04.28 09:00 | s/l | 22 | 0.10 | 191.318 | 191.318 | 190.198 | 16.37 | 1431.49 |
| 76 | 2025.04.28 09:00 | s/l | 23 | 0.10 | 191.318 | 191.318 | 190.198 | -14.09 | 1417.40 |
| 77 | 2025.06.03 18:00 | sell | 24 | 0.10 | 194.587 | 0.000 | 0.000 | ||
| 78 | 2025.06.03 18:00 | modify | 24 | 0.10 | 194.587 | 195.987 | 193.187 | ||
| 79 | 2025.06.05 03:00 | sell | 25 | 0.10 | 193.578 | 0.000 | 0.000 | ||
| 80 | 2025.06.05 03:00 | modify | 25 | 0.10 | 193.578 | 193.887 | 193.187 | ||
| 81 | 2025.06.05 03:00 | modify | 24 | 0.10 | 194.587 | 193.887 | 193.187 | ||
| 82 | 2025.06.05 06:00 | s/l | 24 | 0.10 | 193.887 | 193.887 | 193.187 | 38.20 | 1455.60 |
| 83 | 2025.06.05 06:00 | s/l | 25 | 0.10 | 193.887 | 193.887 | 193.187 | -20.06 | 1435.54 |
| 84 | 2025.07.02 15:00 | buy | 26 | 0.10 | 195.819 | 0.000 | 0.000 | ||
| 85 | 2025.07.02 15:00 | modify | 26 | 0.10 | 195.819 | 194.419 | 197.219 | ||
| 86 | 2025.07.03 08:00 | buy | 27 | 0.10 | 196.479 | 0.000 | 0.000 | ||
| 87 | 2025.07.03 08:00 | modify | 27 | 0.10 | 196.479 | 196.169 | 197.219 | ||
| 88 | 2025.07.03 08:00 | modify | 26 | 0.10 | 195.819 | 196.169 | 197.219 | ||
| 89 | 2025.07.03 13:00 | t/p | 26 | 0.10 | 197.219 | 196.169 | 197.219 | 92.89 | 1528.44 |
| 90 | 2025.07.03 13:00 | t/p | 27 | 0.10 | 197.219 | 196.169 | 197.219 | 48.06 | 1576.50 |
| 91 | 2025.07.03 16:00 | sell | 28 | 0.10 | 197.917 | 0.000 | 0.000 | ||
| 92 | 2025.07.03 16:00 | modify | 28 | 0.10 | 197.917 | 199.317 | 196.517 | ||
| 93 | 2025.07.04 07:00 | sell | 29 | 0.10 | 197.262 | 0.000 | 0.000 | ||
| 94 | 2025.07.04 07:00 | modify | 29 | 0.10 | 197.262 | 197.567 | 196.517 | ||
| 95 | 2025.07.04 07:00 | modify | 28 | 0.10 | 197.917 | 197.567 | 196.517 | ||
| 96 | 2025.07.04 13:00 | sell | 30 | 0.10 | 196.922 | 0.000 | 0.000 | ||
| 97 | 2025.07.04 13:00 | modify | 30 | 0.10 | 196.922 | 197.217 | 196.517 | ||
| 98 | 2025.07.04 13:00 | modify | 29 | 0.10 | 197.262 | 197.217 | 196.517 | ||
| 99 | 2025.07.04 13:00 | modify | 28 | 0.10 | 197.917 | 197.217 | 196.517 | ||
| 100 | 2025.07.04 14:00 | s/l | 28 | 0.10 | 197.217 | 197.217 | 196.517 | 43.65 | 1620.14 |
| 101 | 2025.07.04 14:00 | s/l | 29 | 0.10 | 197.217 | 197.217 | 196.517 | 2.93 | 1623.07 |
| 102 | 2025.07.04 14:00 | s/l | 30 | 0.10 | 197.217 | 197.217 | 196.517 | -19.15 | 1603.92 |
| 103 | 2025.07.22 15:00 | buy | 31 | 0.10 | 197.765 | 0.000 | 0.000 | ||
| 104 | 2025.07.22 15:00 | modify | 31 | 0.10 | 197.765 | 196.365 | 199.165 | ||
| 105 | 2025.07.24 07:00 | buy | 32 | 0.10 | 198.423 | 0.000 | 0.000 | ||
| 106 | 2025.07.24 07:00 | modify | 32 | 0.10 | 198.423 | 198.115 | 199.165 | ||
| 107 | 2025.07.24 07:00 | modify | 31 | 0.10 | 197.765 | 198.115 | 199.165 | ||
| 108 | 2025.07.28 12:00 | t/p | 31 | 0.10 | 199.165 | 198.115 | 199.165 | 94.87 | 1698.79 |
| 109 | 2025.07.28 12:00 | t/p | 32 | 0.10 | 199.165 | 198.115 | 199.165 | 49.51 | 1748.30 |
| 110 | 2025.07.31 16:00 | sell | 33 | 0.10 | 199.088 | 0.000 | 0.000 | ||
| 111 | 2025.07.31 16:00 | modify | 33 | 0.10 | 199.088 | 200.488 | 197.688 | ||
| 112 | 2025.08.01 13:00 | t/p | 33 | 0.10 | 197.688 | 200.488 | 197.688 | 89.10 | 1837.40 |
| 113 | 2025.08.20 17:00 | buy | 34 | 0.10 | 198.060 | 0.000 | 0.000 | ||
| 114 | 2025.08.20 17:00 | modify | 34 | 0.10 | 198.060 | 196.660 | 199.460 | ||
| 115 | 2025.08.22 10:00 | t/p | 34 | 0.10 | 199.460 | 196.660 | 199.460 | 93.54 | 1930.94 |
| 116 | 2025.10.16 18:00 | buy | 35 | 0.10 | 202.051 | 0.000 | 0.000 | ||
| 117 | 2025.10.16 18:00 | modify | 35 | 0.10 | 202.051 | 200.651 | 203.451 | ||
| 118 | 2025.10.21 06:00 | buy | 36 | 0.10 | 202.686 | 0.000 | 0.000 | ||
| 119 | 2025.10.21 06:00 | modify | 36 | 0.10 | 202.686 | 202.401 | 203.451 | ||
| 120 | 2025.10.21 06:00 | modify | 35 | 0.10 | 202.051 | 202.401 | 203.451 | ||
| 121 | 2025.10.21 08:00 | s/l | 35 | 0.10 | 202.401 | 202.401 | 203.451 | 24.70 | 1955.64 |
| 122 | 2025.10.21 08:00 | s/l | 36 | 0.10 | 202.401 | 202.401 | 203.451 | -18.51 | 1937.13 |
| 123 | 2025.10.28 15:00 | buy | 37 | 0.10 | 201.821 | 0.000 | 0.000 | ||
| 124 | 2025.10.28 15:00 | modify | 37 | 0.10 | 201.821 | 200.421 | 203.221 | ||
| 125 | 2025.10.30 07:00 | buy | 38 | 0.10 | 202.472 | 0.000 | 0.000 | ||
| 126 | 2025.10.30 07:00 | modify | 38 | 0.10 | 202.472 | 202.171 | 203.221 | ||
| 127 | 2025.10.30 07:00 | modify | 37 | 0.10 | 201.821 | 202.171 | 203.221 | ||
| 128 | 2025.10.30 13:00 | t/p | 37 | 0.10 | 203.221 | 202.171 | 203.221 | 93.55 | 2030.69 |
| 129 | 2025.10.30 13:00 | t/p | 38 | 0.10 | 203.221 | 202.171 | 203.221 | 48.64 | 2079.33 |