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 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157010 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1693.16 | Gross profit | 1828.14 | Gross loss | -134.98 |
| Profit factor | 13.54 | Expected payoff | 52.91 | ||
| Absolute drawdown | 11.49 | Maximal drawdown | 174.58 (6.94%) | Relative drawdown | 13.17% (149.99) |
| Total trades | 32 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 24 (75.00%) |
| Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
| Largest | profit trade | 150.00 | loss trade | -18.09 | |
| Average | profit trade | 76.17 | loss trade | -16.87 | |
| Maximum | consecutive wins (profit in money) | 10 (852.05) | consecutive losses (loss in money) | 2 (-36.18) | |
| Maximal | consecutive profit (count of wins) | 852.05 (10) | consecutive loss (count of losses) | -36.18 (2) | |
| Average | consecutive wins | 5 | 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 | 2024.12.19 08:27 | buy | 2 | 0.10 | 1.26249 | 0.00000 | 0.00000 | ||
| 4 | 2024.12.19 08:27 | modify | 2 | 0.10 | 1.26249 | 1.25848 | 1.27198 | ||
| 5 | 2024.12.19 08:27 | modify | 1 | 0.10 | 1.25698 | 1.25848 | 1.27198 | ||
| 6 | 2024.12.19 10:57 | buy | 3 | 0.10 | 1.26462 | 0.00000 | 0.00000 | ||
| 7 | 2024.12.19 10:57 | modify | 3 | 0.10 | 1.26462 | 1.26073 | 1.27198 | ||
| 8 | 2024.12.19 10:57 | buy | 4 | 0.10 | 1.26462 | 0.00000 | 0.00000 | ||
| 9 | 2024.12.19 10:57 | modify | 4 | 0.10 | 1.26462 | 1.26298 | 1.27198 | ||
| 10 | 2024.12.19 10:57 | modify | 2 | 0.10 | 1.26249 | 1.26298 | 1.27198 | ||
| 11 | 2024.12.19 10:57 | modify | 1 | 0.10 | 1.25698 | 1.26298 | 1.27198 | ||
| 12 | 2024.12.19 10:59 | modify | 3 | 0.10 | 1.26462 | 1.26298 | 1.27198 | ||
| 13 | 2024.12.19 11:45 | s/l | 1 | 0.10 | 1.26298 | 1.26298 | 1.27198 | 60.00 | 1060.00 |
| 14 | 2024.12.19 11:45 | s/l | 2 | 0.10 | 1.26298 | 1.26298 | 1.27198 | 4.90 | 1064.90 |
| 15 | 2024.12.19 11:45 | s/l | 3 | 0.10 | 1.26298 | 1.26298 | 1.27198 | -16.40 | 1048.50 |
| 16 | 2024.12.19 11:45 | s/l | 4 | 0.10 | 1.26298 | 1.26298 | 1.27198 | -16.40 | 1032.10 |
| 17 | 2025.01.06 13:00 | sell | 5 | 0.10 | 1.25352 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.06 13:00 | modify | 5 | 0.10 | 1.25352 | 1.26252 | 1.23852 | ||
| 19 | 2025.01.07 15:55 | sell | 6 | 0.10 | 1.24822 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.07 15:55 | modify | 6 | 0.10 | 1.24822 | 1.25202 | 1.23852 | ||
| 21 | 2025.01.07 15:55 | modify | 5 | 0.10 | 1.25352 | 1.25202 | 1.23852 | ||
| 22 | 2025.01.08 08:15 | sell | 7 | 0.10 | 1.24575 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.08 08:15 | modify | 7 | 0.10 | 1.24575 | 1.24977 | 1.23852 | ||
| 24 | 2025.01.08 08:15 | sell | 8 | 0.10 | 1.24575 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.08 08:15 | modify | 8 | 0.10 | 1.24575 | 1.24752 | 1.23852 | ||
| 26 | 2025.01.08 08:15 | modify | 6 | 0.10 | 1.24822 | 1.24752 | 1.23852 | ||
| 27 | 2025.01.08 08:15 | modify | 5 | 0.10 | 1.25352 | 1.24752 | 1.23852 | ||
| 28 | 2025.01.08 08:17 | modify | 7 | 0.10 | 1.24575 | 1.24752 | 1.23852 | ||
| 29 | 2025.01.08 11:16 | t/p | 5 | 0.10 | 1.23852 | 1.24752 | 1.23852 | 149.62 | 1181.72 |
| 30 | 2025.01.08 11:16 | t/p | 6 | 0.10 | 1.23852 | 1.24752 | 1.23852 | 96.81 | 1278.54 |
| 31 | 2025.01.08 11:16 | t/p | 7 | 0.10 | 1.23852 | 1.24752 | 1.23852 | 72.30 | 1350.84 |
| 32 | 2025.01.08 11:16 | t/p | 8 | 0.10 | 1.23852 | 1.24752 | 1.23852 | 72.30 | 1423.14 |
| 33 | 2025.02.03 04:00 | buy | 9 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.03 04:00 | modify | 9 | 0.10 | 1.22653 | 1.21753 | 1.24153 | ||
| 35 | 2025.02.03 08:25 | buy | 10 | 0.10 | 1.23187 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.03 08:25 | modify | 10 | 0.10 | 1.23187 | 1.22803 | 1.24153 | ||
| 37 | 2025.02.03 08:25 | modify | 9 | 0.10 | 1.22653 | 1.22803 | 1.24153 | ||
| 38 | 2025.02.03 12:15 | buy | 11 | 0.10 | 1.23414 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.03 12:15 | modify | 11 | 0.10 | 1.23414 | 1.23028 | 1.24153 | ||
| 40 | 2025.02.03 12:15 | buy | 12 | 0.10 | 1.23414 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.03 12:15 | modify | 12 | 0.10 | 1.23414 | 1.23253 | 1.24153 | ||
| 42 | 2025.02.03 12:15 | modify | 10 | 0.10 | 1.23187 | 1.23253 | 1.24153 | ||
| 43 | 2025.02.03 12:15 | modify | 9 | 0.10 | 1.22653 | 1.23253 | 1.24153 | ||
| 44 | 2025.02.03 12:17 | modify | 11 | 0.10 | 1.23414 | 1.23253 | 1.24153 | ||
| 45 | 2025.02.03 15:45 | t/p | 9 | 0.10 | 1.24153 | 1.23253 | 1.24153 | 150.00 | 1573.14 |
| 46 | 2025.02.03 15:45 | t/p | 10 | 0.10 | 1.24153 | 1.23253 | 1.24153 | 96.60 | 1669.74 |
| 47 | 2025.02.03 15:45 | t/p | 11 | 0.10 | 1.24153 | 1.23253 | 1.24153 | 73.90 | 1743.64 |
| 48 | 2025.02.03 15:45 | t/p | 12 | 0.10 | 1.24153 | 1.23253 | 1.24153 | 73.90 | 1817.54 |
| 49 | 2025.02.06 14:00 | buy | 13 | 0.10 | 1.23864 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.06 14:00 | modify | 13 | 0.10 | 1.23864 | 1.22964 | 1.25364 | ||
| 51 | 2025.02.06 16:15 | buy | 14 | 0.10 | 1.24393 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.06 16:15 | modify | 14 | 0.10 | 1.24393 | 1.24014 | 1.25364 | ||
| 53 | 2025.02.06 16:15 | modify | 13 | 0.10 | 1.23864 | 1.24014 | 1.25364 | ||
| 54 | 2025.02.07 09:52 | buy | 15 | 0.10 | 1.24616 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.07 09:52 | modify | 15 | 0.10 | 1.24616 | 1.24239 | 1.25364 | ||
| 56 | 2025.02.07 09:52 | buy | 16 | 0.10 | 1.24616 | 0.00000 | 0.00000 | ||
| 57 | 2025.02.07 09:52 | modify | 16 | 0.10 | 1.24616 | 1.24464 | 1.25364 | ||
| 58 | 2025.02.07 09:52 | modify | 14 | 0.10 | 1.24393 | 1.24464 | 1.25364 | ||
| 59 | 2025.02.07 09:52 | modify | 13 | 0.10 | 1.23864 | 1.24464 | 1.25364 | ||
| 60 | 2025.02.07 09:55 | modify | 15 | 0.10 | 1.24616 | 1.24464 | 1.25364 | ||
| 61 | 2025.02.07 10:50 | s/l | 13 | 0.10 | 1.24464 | 1.24464 | 1.25364 | 59.76 | 1877.29 |
| 62 | 2025.02.07 10:50 | s/l | 14 | 0.10 | 1.24464 | 1.24464 | 1.25364 | 6.86 | 1884.15 |
| 63 | 2025.02.07 10:50 | s/l | 15 | 0.10 | 1.24464 | 1.24464 | 1.25364 | -15.20 | 1868.95 |
| 64 | 2025.02.07 10:50 | s/l | 16 | 0.10 | 1.24464 | 1.24464 | 1.25364 | -15.20 | 1853.75 |
| 65 | 2025.07.02 15:00 | buy | 17 | 0.10 | 1.35962 | 0.00000 | 0.00000 | ||
| 66 | 2025.07.02 15:00 | modify | 17 | 0.10 | 1.35962 | 1.35062 | 1.37462 | ||
| 67 | 2025.07.02 21:20 | buy | 18 | 0.10 | 1.36488 | 0.00000 | 0.00000 | ||
| 68 | 2025.07.02 21:20 | modify | 18 | 0.10 | 1.36488 | 1.36112 | 1.37462 | ||
| 69 | 2025.07.02 21:20 | modify | 17 | 0.10 | 1.35962 | 1.36112 | 1.37462 | ||
| 70 | 2025.07.03 07:27 | buy | 19 | 0.10 | 1.36740 | 0.00000 | 0.00000 | ||
| 71 | 2025.07.03 07:27 | modify | 19 | 0.10 | 1.36740 | 1.36337 | 1.37462 | ||
| 72 | 2025.07.03 07:27 | buy | 20 | 0.10 | 1.36740 | 0.00000 | 0.00000 | ||
| 73 | 2025.07.03 07:27 | modify | 20 | 0.10 | 1.36740 | 1.36562 | 1.37462 | ||
| 74 | 2025.07.03 07:27 | modify | 18 | 0.10 | 1.36488 | 1.36562 | 1.37462 | ||
| 75 | 2025.07.03 07:27 | modify | 17 | 0.10 | 1.35962 | 1.36562 | 1.37462 | ||
| 76 | 2025.07.03 07:30 | modify | 19 | 0.10 | 1.36740 | 1.36562 | 1.37462 | ||
| 77 | 2025.07.03 07:50 | s/l | 17 | 0.10 | 1.36562 | 1.36562 | 1.37462 | 59.27 | 1913.01 |
| 78 | 2025.07.03 07:50 | s/l | 18 | 0.10 | 1.36562 | 1.36562 | 1.37462 | 6.67 | 1919.68 |
| 79 | 2025.07.03 07:50 | s/l | 19 | 0.10 | 1.36562 | 1.36562 | 1.37462 | -17.80 | 1901.88 |
| 80 | 2025.07.03 07:50 | s/l | 20 | 0.10 | 1.36562 | 1.36562 | 1.37462 | -17.80 | 1884.08 |
| 81 | 2025.08.22 17:00 | sell | 21 | 0.10 | 1.35255 | 0.00000 | 0.00000 | ||
| 82 | 2025.08.22 17:00 | modify | 21 | 0.10 | 1.35255 | 1.36155 | 1.33755 | ||
| 83 | 2025.08.25 18:20 | sell | 22 | 0.10 | 1.34711 | 0.00000 | 0.00000 | ||
| 84 | 2025.08.25 18:20 | modify | 22 | 0.10 | 1.34711 | 1.35105 | 1.33755 | ||
| 85 | 2025.08.25 18:20 | modify | 21 | 0.10 | 1.35255 | 1.35105 | 1.33755 | ||
| 86 | 2025.08.25 19:20 | sell | 23 | 0.10 | 1.34476 | 0.00000 | 0.00000 | ||
| 87 | 2025.08.25 19:20 | modify | 23 | 0.10 | 1.34476 | 1.34880 | 1.33755 | ||
| 88 | 2025.08.25 19:20 | sell | 24 | 0.10 | 1.34476 | 0.00000 | 0.00000 | ||
| 89 | 2025.08.25 19:20 | modify | 24 | 0.10 | 1.34476 | 1.34655 | 1.33755 | ||
| 90 | 2025.08.25 19:20 | modify | 22 | 0.10 | 1.34711 | 1.34655 | 1.33755 | ||
| 91 | 2025.08.25 19:20 | modify | 21 | 0.10 | 1.35255 | 1.34655 | 1.33755 | ||
| 92 | 2025.08.25 19:22 | modify | 23 | 0.10 | 1.34476 | 1.34655 | 1.33755 | ||
| 93 | 2025.08.26 00:15 | s/l | 21 | 0.10 | 1.34655 | 1.34655 | 1.33755 | 59.62 | 1943.70 |
| 94 | 2025.08.26 00:15 | s/l | 22 | 0.10 | 1.34655 | 1.34655 | 1.33755 | 5.41 | 1949.12 |
| 95 | 2025.08.26 00:15 | s/l | 23 | 0.10 | 1.34655 | 1.34655 | 1.33755 | -18.09 | 1931.03 |
| 96 | 2025.08.26 00:15 | s/l | 24 | 0.10 | 1.34655 | 1.34655 | 1.33755 | -18.09 | 1912.94 |
| 97 | 2025.09.02 09:00 | buy | 25 | 0.10 | 1.34160 | 0.00000 | 0.00000 | ||
| 98 | 2025.09.02 09:00 | modify | 25 | 0.10 | 1.34160 | 1.33260 | 1.35660 | ||
| 99 | 2025.09.05 06:27 | buy | 26 | 0.10 | 1.34700 | 0.00000 | 0.00000 | ||
| 100 | 2025.09.05 06:27 | modify | 26 | 0.10 | 1.34700 | 1.34310 | 1.35660 | ||
| 101 | 2025.09.05 06:27 | modify | 25 | 0.10 | 1.34160 | 1.34310 | 1.35660 | ||
| 102 | 2025.09.07 22:22 | buy | 27 | 0.10 | 1.34924 | 0.00000 | 0.00000 | ||
| 103 | 2025.09.07 22:22 | modify | 27 | 0.10 | 1.34924 | 1.34535 | 1.35660 | ||
| 104 | 2025.09.07 22:22 | buy | 28 | 0.10 | 1.34924 | 0.00000 | 0.00000 | ||
| 105 | 2025.09.07 22:22 | modify | 28 | 0.10 | 1.34924 | 1.34760 | 1.35660 | ||
| 106 | 2025.09.07 22:22 | modify | 26 | 0.10 | 1.34700 | 1.34760 | 1.35660 | ||
| 107 | 2025.09.07 22:22 | modify | 25 | 0.10 | 1.34160 | 1.34760 | 1.35660 | ||
| 108 | 2025.09.07 22:25 | modify | 27 | 0.10 | 1.34924 | 1.34760 | 1.35660 | ||
| 109 | 2025.09.09 01:50 | t/p | 25 | 0.10 | 1.35660 | 1.34760 | 1.35660 | 148.29 | 2061.23 |
| 110 | 2025.09.09 01:50 | t/p | 26 | 0.10 | 1.35660 | 1.34760 | 1.35660 | 95.51 | 2156.74 |
| 111 | 2025.09.09 01:50 | t/p | 27 | 0.10 | 1.35660 | 1.34760 | 1.35660 | 73.11 | 2229.85 |
| 112 | 2025.09.09 01:50 | t/p | 28 | 0.10 | 1.35660 | 1.34760 | 1.35660 | 73.11 | 2302.96 |
| 113 | 2025.09.25 16:00 | buy | 29 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 114 | 2025.09.25 16:00 | modify | 29 | 0.10 | 1.33510 | 1.32610 | 1.35010 | ||
| 115 | 2025.09.26 14:45 | buy | 30 | 0.10 | 1.34051 | 0.00000 | 0.00000 | ||
| 116 | 2025.09.26 14:45 | modify | 30 | 0.10 | 1.34051 | 1.33660 | 1.35010 | ||
| 117 | 2025.09.26 14:45 | modify | 29 | 0.10 | 1.33510 | 1.33660 | 1.35010 | ||
| 118 | 2025.09.29 00:46 | buy | 31 | 0.10 | 1.34275 | 0.00000 | 0.00000 | ||
| 119 | 2025.09.29 00:46 | modify | 31 | 0.10 | 1.34275 | 1.33885 | 1.35010 | ||
| 120 | 2025.09.29 00:46 | buy | 32 | 0.10 | 1.34275 | 0.00000 | 0.00000 | ||
| 121 | 2025.09.29 00:46 | modify | 32 | 0.10 | 1.34275 | 1.34110 | 1.35010 | ||
| 122 | 2025.09.29 00:46 | modify | 30 | 0.10 | 1.34051 | 1.34110 | 1.35010 | ||
| 123 | 2025.09.29 00:46 | modify | 29 | 0.10 | 1.33510 | 1.34110 | 1.35010 | ||
| 124 | 2025.09.29 00:50 | modify | 31 | 0.10 | 1.34275 | 1.34110 | 1.35010 | ||
| 125 | 2025.10.01 12:15 | t/p | 29 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 149.02 | 2451.98 |
| 126 | 2025.10.01 12:15 | t/p | 30 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 95.17 | 2547.14 |
| 127 | 2025.10.01 12:15 | t/p | 31 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 73.01 | 2620.15 |
| 128 | 2025.10.01 12:15 | t/p | 32 | 0.10 | 1.35010 | 1.34110 | 1.35010 | 73.01 | 2693.16 |