Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7220 | Ticks modelled | 13440 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 853.62 | Gross profit | 1074.60 | Gross loss | -220.98 |
| Profit factor | 4.86 | Expected payoff | 47.42 | ||
| Absolute drawdown | 120.93 | Maximal drawdown | 211.53 (19.40%) | Relative drawdown | 19.40% (211.53) |
| Total trades | 18 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 150.00 | loss trade | -90.24 | |
| Average | profit trade | 89.55 | loss trade | -36.83 | |
| Maximum | consecutive wins (profit in money) | 5 (541.19) | consecutive losses (loss in money) | 2 (-54.70) | |
| Maximal | consecutive profit (count of wins) | 541.19 (5) | consecutive loss (count of losses) | -90.24 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.12.19 00:00 | buy | 1 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
| 2 | 2024.12.19 00:00 | modify | 1 | 0.10 | 1.25698 | 1.24798 | 1.27198 | ||
| 3 | 2024.12.20 04:00 | s/l | 1 | 0.10 | 1.24798 | 1.24798 | 1.27198 | -90.24 | 909.76 |
| 4 | 2025.01.06 13:00 | sell | 2 | 0.10 | 1.25352 | 0.00000 | 0.00000 | ||
| 5 | 2025.01.06 13:00 | modify | 2 | 0.10 | 1.25352 | 1.26252 | 1.23852 | ||
| 6 | 2025.01.07 21:00 | sell | 3 | 0.10 | 1.24800 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.07 21:00 | modify | 3 | 0.10 | 1.24800 | 1.25202 | 1.23852 | ||
| 8 | 2025.01.07 21:00 | modify | 2 | 0.10 | 1.25352 | 1.25202 | 1.23852 | ||
| 9 | 2025.01.08 12:00 | t/p | 2 | 0.10 | 1.23852 | 1.25202 | 1.23852 | 149.62 | 1059.38 |
| 10 | 2025.01.08 12:00 | t/p | 3 | 0.10 | 1.23852 | 1.25202 | 1.23852 | 94.61 | 1153.99 |
| 11 | 2025.02.03 04:00 | buy | 4 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 12 | 2025.02.03 04:00 | modify | 4 | 0.10 | 1.22653 | 1.21753 | 1.24153 | ||
| 13 | 2025.02.03 16:00 | t/p | 4 | 0.10 | 1.24153 | 1.21753 | 1.24153 | 150.00 | 1303.99 |
| 14 | 2025.02.06 14:00 | buy | 5 | 0.10 | 1.23864 | 0.00000 | 0.00000 | ||
| 15 | 2025.02.06 14:00 | modify | 5 | 0.10 | 1.23864 | 1.22964 | 1.25364 | ||
| 16 | 2025.02.07 15:00 | buy | 6 | 0.10 | 1.24625 | 0.00000 | 0.00000 | ||
| 17 | 2025.02.07 15:00 | modify | 6 | 0.10 | 1.24625 | 1.24239 | 1.25364 | ||
| 18 | 2025.02.07 15:00 | buy | 7 | 0.10 | 1.24625 | 0.00000 | 0.00000 | ||
| 19 | 2025.02.07 15:00 | modify | 7 | 0.10 | 1.24625 | 1.24464 | 1.25364 | ||
| 20 | 2025.02.07 15:00 | modify | 5 | 0.10 | 1.23864 | 1.24464 | 1.25364 | ||
| 21 | 2025.02.07 16:00 | s/l | 5 | 0.10 | 1.24464 | 1.24464 | 1.25364 | 59.76 | 1363.75 |
| 22 | 2025.02.07 16:00 | s/l | 6 | 0.10 | 1.24239 | 1.24239 | 1.25364 | -38.60 | 1325.15 |
| 23 | 2025.02.07 16:00 | s/l | 7 | 0.10 | 1.24464 | 1.24464 | 1.25364 | -16.10 | 1309.05 |
| 24 | 2025.07.02 15:00 | buy | 8 | 0.10 | 1.35962 | 0.00000 | 0.00000 | ||
| 25 | 2025.07.02 15:00 | modify | 8 | 0.10 | 1.35962 | 1.35062 | 1.37462 | ||
| 26 | 2025.07.02 22:00 | buy | 9 | 0.10 | 1.36517 | 0.00000 | 0.00000 | ||
| 27 | 2025.07.02 22:00 | modify | 9 | 0.10 | 1.36517 | 1.36112 | 1.37462 | ||
| 28 | 2025.07.02 22:00 | modify | 8 | 0.10 | 1.35962 | 1.36112 | 1.37462 | ||
| 29 | 2025.07.03 13:00 | s/l | 8 | 0.10 | 1.36112 | 1.36112 | 1.37462 | 14.27 | 1323.31 |
| 30 | 2025.07.03 13:00 | s/l | 9 | 0.10 | 1.36112 | 1.36112 | 1.37462 | -41.23 | 1282.08 |
| 31 | 2025.08.22 17:00 | sell | 10 | 0.10 | 1.35255 | 0.00000 | 0.00000 | ||
| 32 | 2025.08.22 17:00 | modify | 10 | 0.10 | 1.35255 | 1.36155 | 1.33755 | ||
| 33 | 2025.08.26 02:00 | sell | 11 | 0.10 | 1.34714 | 0.00000 | 0.00000 | ||
| 34 | 2025.08.26 02:00 | modify | 11 | 0.10 | 1.34714 | 1.35105 | 1.33755 | ||
| 35 | 2025.08.26 02:00 | modify | 10 | 0.10 | 1.35255 | 1.35105 | 1.33755 | ||
| 36 | 2025.08.27 05:00 | sell | 12 | 0.10 | 1.34481 | 0.00000 | 0.00000 | ||
| 37 | 2025.08.27 05:00 | modify | 12 | 0.10 | 1.34481 | 1.34880 | 1.33755 | ||
| 38 | 2025.08.27 05:00 | sell | 13 | 0.10 | 1.34481 | 0.00000 | 0.00000 | ||
| 39 | 2025.08.27 05:00 | modify | 13 | 0.10 | 1.34481 | 1.34655 | 1.33755 | ||
| 40 | 2025.08.27 05:00 | modify | 11 | 0.10 | 1.34714 | 1.34655 | 1.33755 | ||
| 41 | 2025.08.27 05:00 | modify | 10 | 0.10 | 1.35255 | 1.34655 | 1.33755 | ||
| 42 | 2025.08.27 06:00 | modify | 12 | 0.10 | 1.34481 | 1.34655 | 1.33755 | ||
| 43 | 2025.08.27 07:00 | s/l | 10 | 0.10 | 1.34655 | 1.34655 | 1.33755 | 59.44 | 1341.52 |
| 44 | 2025.08.27 07:00 | s/l | 11 | 0.10 | 1.34655 | 1.34655 | 1.33755 | 5.71 | 1347.23 |
| 45 | 2025.08.27 07:00 | s/l | 12 | 0.10 | 1.34655 | 1.34655 | 1.33755 | -17.40 | 1329.83 |
| 46 | 2025.08.27 07:00 | s/l | 13 | 0.10 | 1.34655 | 1.34655 | 1.33755 | -17.40 | 1312.43 |
| 47 | 2025.09.02 09:00 | buy | 14 | 0.10 | 1.34160 | 0.00000 | 0.00000 | ||
| 48 | 2025.09.02 09:00 | modify | 14 | 0.10 | 1.34160 | 1.33260 | 1.35660 | ||
| 49 | 2025.09.09 02:00 | t/p | 14 | 0.10 | 1.35660 | 1.33260 | 1.35660 | 148.29 | 1460.71 |
| 50 | 2025.09.25 16:00 | buy | 15 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 51 | 2025.09.25 16:00 | modify | 15 | 0.10 | 1.33510 | 1.32610 | 1.35010 | ||
| 52 | 2025.09.26 15:00 | buy | 16 | 0.10 | 1.34044 | 0.00000 | 0.00000 | ||
| 53 | 2025.09.26 15:00 | modify | 16 | 0.10 | 1.34044 | 1.33660 | 1.35010 | ||
| 54 | 2025.09.26 15:00 | modify | 15 | 0.10 | 1.33510 | 1.33660 | 1.35010 | ||
| 55 | 2025.09.29 01:00 | buy | 17 | 0.10 | 1.34265 | 0.00000 | 0.00000 | ||
| 56 | 2025.09.29 01:00 | modify | 17 | 0.10 | 1.34265 | 1.33885 | 1.35010 | ||
| 57 | 2025.09.29 01:00 | buy | 18 | 0.10 | 1.34265 | 0.00000 | 0.00000 | ||
| 58 | 2025.09.29 01:00 | modify | 18 | 0.10 | 1.34265 | 1.34110 | 1.35010 | ||
| 59 | 2025.09.29 01:00 | modify | 16 | 0.10 | 1.34044 | 1.34110 | 1.35010 | ||
| 60 | 2025.09.29 01:00 | modify | 15 | 0.10 | 1.33510 | 1.34110 | 1.35010 | ||
| 61 | 2025.09.29 02:00 | modify | 17 | 0.10 | 1.34265 | 1.34110 | 1.35010 | ||
| 62 | 2025.10.01 13:00 | t/p | 15 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 149.02 | 1609.73 |
| 63 | 2025.10.01 13:00 | t/p | 16 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 95.87 | 1705.60 |
| 64 | 2025.10.01 13:00 | t/p | 17 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 74.01 | 1779.61 |
| 65 | 2025.10.01 13:00 | t/p | 18 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 74.01 | 1853.62 |