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=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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1357.53 | Gross profit | 2384.15 | Gross loss | -1026.62 |
| Profit factor | 2.32 | Expected payoff | 36.69 | ||
| Absolute drawdown | 74.93 | Maximal drawdown | 261.58 (19.65%) | Relative drawdown | 19.65% (261.58) |
| Total trades | 37 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 149.81 | loss trade | -71.71 | |
| Average | profit trade | 113.53 | loss trade | -64.16 | |
| Maximum | consecutive wins (profit in money) | 7 (757.03) | consecutive losses (loss in money) | 3 (-212.94) | |
| Maximal | consecutive profit (count of wins) | 757.03 (7) | consecutive loss (count of losses) | -212.94 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.13 00:00 | buy | 1 | 0.10 | 1.27392 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.13 00:00 | modify | 1 | 0.10 | 1.27392 | 1.26692 | 1.28892 | ||
| 3 | 2024.11.14 12:00 | s/l | 1 | 0.10 | 1.26692 | 1.26692 | 1.28892 | -70.73 | 929.27 |
| 4 | 2024.11.22 16:00 | buy | 2 | 0.10 | 1.25293 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 16:00 | modify | 2 | 0.10 | 1.25293 | 1.24593 | 1.26793 | ||
| 6 | 2024.11.27 16:00 | t/p | 2 | 0.10 | 1.26793 | 1.24593 | 1.26793 | 149.27 | 1078.53 |
| 7 | 2024.12.13 00:00 | buy | 3 | 0.10 | 1.26792 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.13 00:00 | modify | 3 | 0.10 | 1.26792 | 1.26092 | 1.28292 | ||
| 9 | 2024.12.13 16:00 | s/l | 3 | 0.10 | 1.26092 | 1.26092 | 1.28292 | -70.00 | 1008.53 |
| 10 | 2024.12.18 00:00 | sell | 4 | 0.10 | 1.27099 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.18 00:00 | modify | 4 | 0.10 | 1.27099 | 1.27799 | 1.25599 | ||
| 12 | 2024.12.19 16:00 | t/p | 4 | 0.10 | 1.25599 | 1.27799 | 1.25599 | 149.44 | 1157.97 |
| 13 | 2025.01.03 00:00 | buy | 5 | 0.10 | 1.23822 | 0.00000 | 0.00000 | ||
| 14 | 2025.01.03 00:00 | modify | 5 | 0.10 | 1.23822 | 1.23122 | 1.25322 | ||
| 15 | 2025.01.06 12:00 | t/p | 5 | 0.10 | 1.25322 | 1.23122 | 1.25322 | 149.76 | 1307.72 |
| 16 | 2025.01.09 00:00 | buy | 6 | 0.10 | 1.23612 | 0.00000 | 0.00000 | ||
| 17 | 2025.01.09 00:00 | modify | 6 | 0.10 | 1.23612 | 1.22912 | 1.25112 | ||
| 18 | 2025.01.09 08:00 | s/l | 6 | 0.10 | 1.22912 | 1.22912 | 1.25112 | -70.00 | 1237.72 |
| 19 | 2025.01.21 00:00 | sell | 7 | 0.10 | 1.23319 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.21 00:00 | modify | 7 | 0.10 | 1.23319 | 1.24019 | 1.21819 | ||
| 21 | 2025.01.24 04:00 | s/l | 7 | 0.10 | 1.24019 | 1.24019 | 1.21819 | -70.94 | 1166.79 |
| 22 | 2025.02.12 04:00 | sell | 8 | 0.10 | 1.24501 | 0.00000 | 0.00000 | ||
| 23 | 2025.02.12 04:00 | modify | 8 | 0.10 | 1.24501 | 1.25201 | 1.23001 | ||
| 24 | 2025.02.13 16:00 | s/l | 8 | 0.10 | 1.25201 | 1.25201 | 1.23001 | -70.56 | 1096.22 |
| 25 | 2025.02.21 00:00 | sell | 9 | 0.10 | 1.26691 | 0.00000 | 0.00000 | ||
| 26 | 2025.02.21 00:00 | modify | 9 | 0.10 | 1.26691 | 1.27391 | 1.25191 | ||
| 27 | 2025.02.25 00:00 | sell | 10 | 0.10 | 1.26166 | 0.00000 | 0.00000 | ||
| 28 | 2025.02.25 00:00 | modify | 10 | 0.10 | 1.26166 | 1.26466 | 1.25191 | ||
| 29 | 2025.02.25 00:00 | modify | 9 | 0.10 | 1.26691 | 1.26466 | 1.25191 | ||
| 30 | 2025.02.25 12:00 | s/l | 9 | 0.10 | 1.26466 | 1.26466 | 1.25191 | 22.12 | 1118.35 |
| 31 | 2025.02.25 12:00 | s/l | 10 | 0.10 | 1.26466 | 1.26466 | 1.25191 | -30.00 | 1088.35 |
| 32 | 2025.02.28 08:00 | buy | 11 | 0.10 | 1.25909 | 0.00000 | 0.00000 | ||
| 33 | 2025.02.28 08:00 | modify | 11 | 0.10 | 1.25909 | 1.25209 | 1.27409 | ||
| 34 | 2025.03.04 12:00 | t/p | 11 | 0.10 | 1.27409 | 1.25209 | 1.27409 | 149.51 | 1237.86 |
| 35 | 2025.03.06 00:00 | sell | 12 | 0.10 | 1.28893 | 0.00000 | 0.00000 | ||
| 36 | 2025.03.06 00:00 | modify | 12 | 0.10 | 1.28893 | 1.29593 | 1.27393 | ||
| 37 | 2025.03.11 20:00 | s/l | 12 | 0.10 | 1.29593 | 1.29593 | 1.27393 | -70.56 | 1167.29 |
| 38 | 2025.04.14 16:00 | sell | 13 | 0.10 | 1.31734 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.14 16:00 | modify | 13 | 0.10 | 1.31734 | 1.32434 | 1.30234 | ||
| 40 | 2025.04.15 12:00 | s/l | 13 | 0.10 | 1.32434 | 1.32434 | 1.30234 | -70.19 | 1097.11 |
| 41 | 2025.04.21 12:00 | sell | 14 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 42 | 2025.04.21 12:00 | modify | 14 | 0.10 | 1.33963 | 1.34663 | 1.32463 | ||
| 43 | 2025.04.23 00:00 | t/p | 14 | 0.10 | 1.32463 | 1.34663 | 1.32463 | 149.62 | 1246.73 |
| 44 | 2025.05.01 08:00 | buy | 15 | 0.10 | 1.33085 | 0.00000 | 0.00000 | ||
| 45 | 2025.05.01 08:00 | modify | 15 | 0.10 | 1.33085 | 1.32385 | 1.34585 | ||
| 46 | 2025.05.08 20:00 | s/l | 15 | 0.10 | 1.32385 | 1.32385 | 1.34585 | -71.71 | 1175.02 |
| 47 | 2025.05.12 12:00 | buy | 16 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 48 | 2025.05.12 12:00 | modify | 16 | 0.10 | 1.31796 | 1.31096 | 1.33296 | ||
| 49 | 2025.05.14 08:00 | t/p | 16 | 0.10 | 1.33296 | 1.31096 | 1.33296 | 149.51 | 1324.53 |
| 50 | 2025.05.26 08:00 | sell | 17 | 0.10 | 1.35666 | 0.00000 | 0.00000 | ||
| 51 | 2025.05.26 08:00 | modify | 17 | 0.10 | 1.35666 | 1.36366 | 1.34166 | ||
| 52 | 2025.05.30 12:00 | sell | 18 | 0.10 | 1.34752 | 0.00000 | 0.00000 | ||
| 53 | 2025.05.30 12:00 | modify | 18 | 0.10 | 1.34752 | 1.35141 | 1.34166 | ||
| 54 | 2025.05.30 12:00 | sell | 19 | 0.10 | 1.34752 | 0.00000 | 0.00000 | ||
| 55 | 2025.05.30 12:00 | modify | 19 | 0.10 | 1.34752 | 1.35141 | 1.34166 | ||
| 56 | 2025.05.30 12:00 | modify | 17 | 0.10 | 1.35666 | 1.35141 | 1.34166 | ||
| 57 | 2025.06.02 08:00 | s/l | 17 | 0.10 | 1.35141 | 1.35141 | 1.34166 | 51.19 | 1375.71 |
| 58 | 2025.06.02 08:00 | s/l | 18 | 0.10 | 1.35141 | 1.35141 | 1.34166 | -39.09 | 1336.63 |
| 59 | 2025.06.02 08:00 | s/l | 19 | 0.10 | 1.35141 | 1.35141 | 1.34166 | -39.09 | 1297.54 |
| 60 | 2025.06.18 00:00 | buy | 20 | 0.10 | 1.34315 | 0.00000 | 0.00000 | ||
| 61 | 2025.06.18 00:00 | modify | 20 | 0.10 | 1.34315 | 1.33615 | 1.35815 | ||
| 62 | 2025.06.24 08:00 | t/p | 20 | 0.10 | 1.35815 | 1.33615 | 1.35815 | 148.53 | 1446.07 |
| 63 | 2025.06.25 00:00 | sell | 21 | 0.10 | 1.36146 | 0.00000 | 0.00000 | ||
| 64 | 2025.06.25 00:00 | modify | 21 | 0.10 | 1.36146 | 1.36846 | 1.34646 | ||
| 65 | 2025.06.26 00:00 | s/l | 21 | 0.10 | 1.36846 | 1.36846 | 1.34646 | -70.56 | 1375.51 |
| 66 | 2025.07.15 00:00 | buy | 22 | 0.10 | 1.34303 | 0.00000 | 0.00000 | ||
| 67 | 2025.07.15 00:00 | modify | 22 | 0.10 | 1.34303 | 1.33603 | 1.35803 | ||
| 68 | 2025.07.22 16:00 | buy | 23 | 0.10 | 1.35222 | 0.00000 | 0.00000 | ||
| 69 | 2025.07.22 16:00 | modify | 23 | 0.10 | 1.35222 | 1.34828 | 1.35803 | ||
| 70 | 2025.07.22 16:00 | buy | 24 | 0.10 | 1.35222 | 0.00000 | 0.00000 | ||
| 71 | 2025.07.22 16:00 | modify | 24 | 0.10 | 1.35222 | 1.34828 | 1.35803 | ||
| 72 | 2025.07.22 16:00 | modify | 22 | 0.10 | 1.34303 | 1.34828 | 1.35803 | ||
| 73 | 2025.07.23 20:00 | t/p | 22 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 148.04 | 1523.55 |
| 74 | 2025.07.23 20:00 | t/p | 23 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 57.86 | 1581.40 |
| 75 | 2025.07.23 20:00 | t/p | 24 | 0.10 | 1.35803 | 1.34828 | 1.35803 | 57.86 | 1639.26 |
| 76 | 2025.07.24 00:00 | sell | 25 | 0.10 | 1.35786 | 0.00000 | 0.00000 | ||
| 77 | 2025.07.24 00:00 | modify | 25 | 0.10 | 1.35786 | 1.36486 | 1.34286 | ||
| 78 | 2025.07.24 16:00 | sell | 26 | 0.10 | 1.35234 | 0.00000 | 0.00000 | ||
| 79 | 2025.07.24 16:00 | modify | 26 | 0.10 | 1.35234 | 1.35561 | 1.34286 | ||
| 80 | 2025.07.24 16:00 | modify | 25 | 0.10 | 1.35786 | 1.35561 | 1.34286 | ||
| 81 | 2025.07.25 16:00 | t/p | 25 | 0.10 | 1.34286 | 1.35561 | 1.34286 | 149.81 | 1789.07 |
| 82 | 2025.07.25 16:00 | t/p | 26 | 0.10 | 1.34286 | 1.35561 | 1.34286 | 94.61 | 1883.68 |
| 83 | 2025.07.29 00:00 | buy | 27 | 0.10 | 1.33622 | 0.00000 | 0.00000 | ||
| 84 | 2025.07.29 00:00 | modify | 27 | 0.10 | 1.33622 | 1.32922 | 1.35122 | ||
| 85 | 2025.07.30 16:00 | s/l | 27 | 0.10 | 1.32922 | 1.32922 | 1.35122 | -70.24 | 1813.44 |
| 86 | 2025.08.01 00:00 | buy | 28 | 0.10 | 1.32106 | 0.00000 | 0.00000 | ||
| 87 | 2025.08.01 00:00 | modify | 28 | 0.10 | 1.32106 | 1.31406 | 1.33606 | ||
| 88 | 2025.08.01 20:00 | buy | 29 | 0.10 | 1.32642 | 0.00000 | 0.00000 | ||
| 89 | 2025.08.01 20:00 | modify | 29 | 0.10 | 1.32642 | 1.32331 | 1.33606 | ||
| 90 | 2025.08.01 20:00 | modify | 28 | 0.10 | 1.32106 | 1.32331 | 1.33606 | ||
| 91 | 2025.08.06 00:00 | buy | 30 | 0.10 | 1.33009 | 0.00000 | 0.00000 | ||
| 92 | 2025.08.06 00:00 | modify | 30 | 0.10 | 1.33009 | 1.32631 | 1.33606 | ||
| 93 | 2025.08.06 00:00 | buy | 31 | 0.10 | 1.33009 | 0.00000 | 0.00000 | ||
| 94 | 2025.08.06 00:00 | modify | 31 | 0.10 | 1.33009 | 1.32631 | 1.33606 | ||
| 95 | 2025.08.06 00:00 | modify | 29 | 0.10 | 1.32642 | 1.32631 | 1.33606 | ||
| 96 | 2025.08.06 00:00 | modify | 28 | 0.10 | 1.32106 | 1.32631 | 1.33606 | ||
| 97 | 2025.08.06 20:00 | t/p | 28 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 149.27 | 1962.70 |
| 98 | 2025.08.06 20:00 | t/p | 29 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 95.67 | 2058.37 |
| 99 | 2025.08.06 20:00 | t/p | 30 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 59.70 | 2118.07 |
| 100 | 2025.08.06 20:00 | t/p | 31 | 0.10 | 1.33606 | 1.32631 | 1.33606 | 59.70 | 2177.77 |
| 101 | 2025.08.13 16:00 | sell | 32 | 0.10 | 1.35705 | 0.00000 | 0.00000 | ||
| 102 | 2025.08.13 16:00 | modify | 32 | 0.10 | 1.35705 | 1.36405 | 1.34205 | ||
| 103 | 2025.08.21 16:00 | t/p | 32 | 0.10 | 1.34205 | 1.36405 | 1.34205 | 148.12 | 2325.89 |
| 104 | 2025.09.02 16:00 | buy | 33 | 0.10 | 1.33925 | 0.00000 | 0.00000 | ||
| 105 | 2025.09.02 16:00 | modify | 33 | 0.10 | 1.33925 | 1.33225 | 1.35425 | ||
| 106 | 2025.09.05 00:00 | buy | 34 | 0.10 | 1.34467 | 0.00000 | 0.00000 | ||
| 107 | 2025.09.05 00:00 | modify | 34 | 0.10 | 1.34467 | 1.34150 | 1.35425 | ||
| 108 | 2025.09.05 00:00 | modify | 33 | 0.10 | 1.33925 | 1.34150 | 1.35425 | ||
| 109 | 2025.09.05 16:00 | t/p | 33 | 0.10 | 1.35425 | 1.34150 | 1.35425 | 148.78 | 2474.67 |
| 110 | 2025.09.05 16:00 | t/p | 34 | 0.10 | 1.35425 | 1.34150 | 1.35425 | 95.80 | 2570.47 |
| 111 | 2025.09.19 00:00 | buy | 35 | 0.10 | 1.35576 | 0.00000 | 0.00000 | ||
| 112 | 2025.09.19 00:00 | modify | 35 | 0.10 | 1.35576 | 1.34876 | 1.37076 | ||
| 113 | 2025.09.19 08:00 | s/l | 35 | 0.10 | 1.34876 | 1.34876 | 1.37076 | -70.00 | 2500.47 |
| 114 | 2025.09.19 16:00 | buy | 36 | 0.10 | 1.34852 | 0.00000 | 0.00000 | ||
| 115 | 2025.09.19 16:00 | modify | 36 | 0.10 | 1.34852 | 1.34152 | 1.36352 | ||
| 116 | 2025.09.25 16:00 | s/l | 36 | 0.10 | 1.34152 | 1.34152 | 1.36352 | -71.47 | 2429.00 |
| 117 | 2025.10.22 12:00 | buy | 37 | 0.10 | 1.33306 | 0.00000 | 0.00000 | ||
| 118 | 2025.10.22 12:00 | modify | 37 | 0.10 | 1.33306 | 1.32606 | 1.34806 | ||
| 119 | 2025.10.28 16:00 | s/l | 37 | 0.10 | 1.32606 | 1.32606 | 1.34806 | -71.47 | 2357.53 |