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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1099.48 | Gross profit | 1396.02 | Gross loss | -296.53 |
| Profit factor | 4.71 | Expected payoff | 64.68 | ||
| Absolute drawdown | 111.96 | Maximal drawdown | 160.46 (13.38%) | Relative drawdown | 15.09% (157.86) |
| Total trades | 17 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 149.51 | loss trade | -111.96 | |
| Average | profit trade | 107.39 | loss trade | -74.13 | |
| Maximum | consecutive wins (profit in money) | 10 (1060.68) | consecutive losses (loss in money) | 2 (-74.20) | |
| Maximal | consecutive profit (count of wins) | 1060.68 (10) | consecutive loss (count of losses) | -111.96 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.14 12:00 | buy | 1 | 0.10 | 1.26615 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.14 12:00 | modify | 1 | 0.10 | 1.26615 | 1.25515 | 1.28115 | ||
| 3 | 2024.11.22 08:00 | s/l | 1 | 0.10 | 1.25515 | 1.25515 | 1.28115 | -111.96 | 888.04 |
| 4 | 2024.11.22 12:00 | buy | 2 | 0.10 | 1.25155 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 12:00 | modify | 2 | 0.10 | 1.25155 | 1.24055 | 1.26655 | ||
| 6 | 2024.11.27 16:00 | t/p | 2 | 0.10 | 1.26655 | 1.24055 | 1.26655 | 149.27 | 1037.31 |
| 7 | 2025.01.13 04:00 | buy | 3 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 8 | 2025.01.13 04:00 | modify | 3 | 0.10 | 1.21461 | 1.20361 | 1.22961 | ||
| 9 | 2025.01.15 16:00 | t/p | 3 | 0.10 | 1.22961 | 1.20361 | 1.22961 | 149.51 | 1186.82 |
| 10 | 2025.04.14 08:00 | sell | 4 | 0.10 | 1.31658 | 0.00000 | 0.00000 | ||
| 11 | 2025.04.14 08:00 | modify | 4 | 0.10 | 1.31658 | 1.32758 | 1.30158 | ||
| 12 | 2025.04.16 08:00 | s/l | 4 | 0.10 | 1.32758 | 1.32758 | 1.30158 | -110.38 | 1076.44 |
| 13 | 2025.04.21 04:00 | sell | 5 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 14 | 2025.04.21 04:00 | modify | 5 | 0.10 | 1.33811 | 1.34911 | 1.32311 | ||
| 15 | 2025.04.24 16:00 | sell | 6 | 0.10 | 1.33048 | 0.00000 | 0.00000 | ||
| 16 | 2025.04.24 16:00 | modify | 6 | 0.10 | 1.33048 | 1.33661 | 1.32311 | ||
| 17 | 2025.04.24 16:00 | sell | 7 | 0.10 | 1.33048 | 0.00000 | 0.00000 | ||
| 18 | 2025.04.24 16:00 | modify | 7 | 0.10 | 1.33048 | 1.33436 | 1.32311 | ||
| 19 | 2025.04.24 16:00 | modify | 5 | 0.10 | 1.33811 | 1.33436 | 1.32311 | ||
| 20 | 2025.04.24 20:00 | s/l | 5 | 0.10 | 1.33436 | 1.33436 | 1.32311 | 36.56 | 1113.00 |
| 21 | 2025.04.24 20:00 | s/l | 7 | 0.10 | 1.33436 | 1.33436 | 1.32311 | -38.80 | 1074.20 |
| 22 | 2025.04.24 20:00 | close | 6 | 0.10 | 1.33402 | 1.33661 | 1.32311 | -35.40 | 1038.80 |
| 23 | 2025.05.26 04:00 | sell | 8 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 24 | 2025.05.26 04:00 | modify | 8 | 0.10 | 1.35785 | 1.36885 | 1.34285 | ||
| 25 | 2025.05.27 16:00 | sell | 9 | 0.10 | 1.35020 | 0.00000 | 0.00000 | ||
| 26 | 2025.05.27 16:00 | modify | 9 | 0.10 | 1.35020 | 1.35635 | 1.34285 | ||
| 27 | 2025.05.27 16:00 | sell | 10 | 0.10 | 1.35020 | 0.00000 | 0.00000 | ||
| 28 | 2025.05.27 16:00 | modify | 10 | 0.10 | 1.35020 | 1.35410 | 1.34285 | ||
| 29 | 2025.05.27 16:00 | modify | 8 | 0.10 | 1.35785 | 1.35410 | 1.34285 | ||
| 30 | 2025.05.27 20:00 | modify | 9 | 0.10 | 1.35020 | 1.35410 | 1.34285 | ||
| 31 | 2025.05.29 00:00 | t/p | 8 | 0.10 | 1.34285 | 1.35410 | 1.34285 | 149.06 | 1187.87 |
| 32 | 2025.05.29 00:00 | t/p | 9 | 0.10 | 1.34285 | 1.35410 | 1.34285 | 72.75 | 1260.62 |
| 33 | 2025.05.29 00:00 | t/p | 10 | 0.10 | 1.34285 | 1.35410 | 1.34285 | 72.75 | 1333.36 |
| 34 | 2025.06.26 04:00 | sell | 11 | 0.10 | 1.37106 | 0.00000 | 0.00000 | ||
| 35 | 2025.06.26 04:00 | modify | 11 | 0.10 | 1.37106 | 1.38206 | 1.35606 | ||
| 36 | 2025.07.08 16:00 | t/p | 11 | 0.10 | 1.35606 | 1.38206 | 1.35606 | 148.12 | 1481.49 |
| 37 | 2025.07.30 20:00 | buy | 12 | 0.10 | 1.32478 | 0.00000 | 0.00000 | ||
| 38 | 2025.07.30 20:00 | modify | 12 | 0.10 | 1.32478 | 1.31378 | 1.33978 | ||
| 39 | 2025.08.07 12:00 | t/p | 12 | 0.10 | 1.33978 | 1.31378 | 1.33978 | 147.55 | 1629.04 |
| 40 | 2025.08.13 12:00 | sell | 13 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 41 | 2025.08.13 12:00 | modify | 13 | 0.10 | 1.35763 | 1.36863 | 1.34263 | ||
| 42 | 2025.08.19 04:00 | sell | 14 | 0.10 | 1.35001 | 0.00000 | 0.00000 | ||
| 43 | 2025.08.19 04:00 | modify | 14 | 0.10 | 1.35001 | 1.35613 | 1.34263 | ||
| 44 | 2025.08.19 04:00 | sell | 15 | 0.10 | 1.35001 | 0.00000 | 0.00000 | ||
| 45 | 2025.08.19 04:00 | modify | 15 | 0.10 | 1.35001 | 1.35388 | 1.34263 | ||
| 46 | 2025.08.19 04:00 | modify | 13 | 0.10 | 1.35763 | 1.35388 | 1.34263 | ||
| 47 | 2025.08.19 08:00 | modify | 14 | 0.10 | 1.35001 | 1.35388 | 1.34263 | ||
| 48 | 2025.08.21 04:00 | sell | 16 | 0.10 | 1.34535 | 0.00000 | 0.00000 | ||
| 49 | 2025.08.21 04:00 | modify | 16 | 0.10 | 1.34535 | 1.34938 | 1.34263 | ||
| 50 | 2025.08.21 04:00 | modify | 15 | 0.10 | 1.35001 | 1.34938 | 1.34263 | ||
| 51 | 2025.08.21 04:00 | modify | 14 | 0.10 | 1.35001 | 1.34938 | 1.34263 | ||
| 52 | 2025.08.21 04:00 | modify | 13 | 0.10 | 1.35763 | 1.34938 | 1.34263 | ||
| 53 | 2025.08.21 16:00 | t/p | 13 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 148.12 | 1777.16 |
| 54 | 2025.08.21 16:00 | t/p | 14 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 73.05 | 1850.21 |
| 55 | 2025.08.21 16:00 | t/p | 15 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 73.05 | 1923.26 |
| 56 | 2025.08.21 16:00 | t/p | 16 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 27.20 | 1950.46 |
| 57 | 2025.09.25 16:00 | buy | 17 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 58 | 2025.09.25 16:00 | modify | 17 | 0.10 | 1.33510 | 1.32410 | 1.35010 | ||
| 59 | 2025.10.01 16:00 | t/p | 17 | 0.10 | 1.35010 | 1.32410 | 1.35010 | 149.02 | 2099.48 |