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 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1910 | Ticks modelled | 25962262 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 756.76 | Gross profit | 1284.66 | Gross loss | -527.90 |
| Profit factor | 2.43 | Expected payoff | 24.41 | ||
| Absolute drawdown | 348.59 | Maximal drawdown | 407.09 (38.46%) | Relative drawdown | 38.46% (407.09) |
| Total trades | 31 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
| Largest | profit trade | 149.62 | loss trade | -111.96 | |
| Average | profit trade | 61.17 | loss trade | -52.79 | |
| Maximum | consecutive wins (profit in money) | 8 (651.73) | consecutive losses (loss in money) | 3 (-189.06) | |
| Maximal | consecutive profit (count of wins) | 651.73 (8) | consecutive loss (count of losses) | -189.06 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 07:03 | 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 | 2024.11.24 22:06 | buy | 3 | 0.10 | 1.25910 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.24 22:06 | modify | 3 | 0.10 | 1.25910 | 1.25305 | 1.26655 | ||
| 8 | 2024.11.24 22:06 | buy | 4 | 0.10 | 1.25910 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.24 22:06 | modify | 4 | 0.10 | 1.25910 | 1.25530 | 1.26655 | ||
| 10 | 2024.11.24 22:06 | modify | 2 | 0.10 | 1.25155 | 1.25530 | 1.26655 | ||
| 11 | 2024.11.24 22:06 | modify | 3 | 0.10 | 1.25910 | 1.25530 | 1.26655 | ||
| 12 | 2024.11.25 08:42 | s/l | 2 | 0.10 | 1.25530 | 1.25530 | 1.26655 | 37.26 | 925.30 |
| 13 | 2024.11.25 08:42 | s/l | 3 | 0.10 | 1.25530 | 1.25530 | 1.26655 | -38.24 | 887.05 |
| 14 | 2024.11.25 08:42 | s/l | 4 | 0.10 | 1.25530 | 1.25530 | 1.26655 | -38.24 | 848.81 |
| 15 | 2025.01.13 04:00 | buy | 5 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 16 | 2025.01.13 04:00 | modify | 5 | 0.10 | 1.21461 | 1.20361 | 1.22961 | ||
| 17 | 2025.01.13 22:45 | buy | 6 | 0.10 | 1.22227 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.13 22:45 | modify | 6 | 0.10 | 1.22227 | 1.21611 | 1.22961 | ||
| 19 | 2025.01.13 22:45 | buy | 7 | 0.10 | 1.22227 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.13 22:45 | modify | 7 | 0.10 | 1.22227 | 1.21836 | 1.22961 | ||
| 21 | 2025.01.13 22:45 | modify | 5 | 0.10 | 1.21461 | 1.21836 | 1.22961 | ||
| 22 | 2025.01.13 22:45 | modify | 6 | 0.10 | 1.22227 | 1.21836 | 1.22961 | ||
| 23 | 2025.01.14 09:40 | s/l | 5 | 0.10 | 1.21836 | 1.21836 | 1.22961 | 37.26 | 886.06 |
| 24 | 2025.01.14 09:40 | s/l | 6 | 0.10 | 1.21836 | 1.21836 | 1.22961 | -39.34 | 846.72 |
| 25 | 2025.01.14 09:40 | s/l | 7 | 0.10 | 1.21836 | 1.21836 | 1.22961 | -39.34 | 807.37 |
| 26 | 2025.04.14 08:00 | sell | 8 | 0.10 | 1.31658 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.14 08:00 | modify | 8 | 0.10 | 1.31658 | 1.32758 | 1.30158 | ||
| 28 | 2025.04.16 05:55 | s/l | 8 | 0.10 | 1.32758 | 1.32758 | 1.30158 | -110.38 | 697.00 |
| 29 | 2025.04.21 04:00 | sell | 9 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 30 | 2025.04.21 04:00 | modify | 9 | 0.10 | 1.33811 | 1.34911 | 1.32311 | ||
| 31 | 2025.04.22 21:41 | sell | 10 | 0.10 | 1.33060 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.22 21:41 | modify | 10 | 0.10 | 1.33060 | 1.33661 | 1.32311 | ||
| 33 | 2025.04.22 21:41 | sell | 11 | 0.10 | 1.33060 | 0.00000 | 0.00000 | ||
| 34 | 2025.04.22 21:41 | modify | 11 | 0.10 | 1.33060 | 1.33436 | 1.32311 | ||
| 35 | 2025.04.22 21:41 | modify | 9 | 0.10 | 1.33811 | 1.33436 | 1.32311 | ||
| 36 | 2025.04.22 21:41 | modify | 10 | 0.10 | 1.33060 | 1.33436 | 1.32311 | ||
| 37 | 2025.04.22 22:05 | sell | 12 | 0.10 | 1.32609 | 0.00000 | 0.00000 | ||
| 38 | 2025.04.22 22:05 | modify | 12 | 0.10 | 1.32609 | 1.32986 | 1.32311 | ||
| 39 | 2025.04.22 22:05 | modify | 11 | 0.10 | 1.33060 | 1.32986 | 1.32311 | ||
| 40 | 2025.04.22 22:05 | modify | 10 | 0.10 | 1.33060 | 1.32986 | 1.32311 | ||
| 41 | 2025.04.22 22:05 | modify | 9 | 0.10 | 1.33811 | 1.32986 | 1.32311 | ||
| 42 | 2025.04.23 00:39 | s/l | 9 | 0.10 | 1.32986 | 1.32986 | 1.32311 | 82.12 | 779.12 |
| 43 | 2025.04.23 00:39 | s/l | 10 | 0.10 | 1.32986 | 1.32986 | 1.32311 | 7.21 | 786.33 |
| 44 | 2025.04.23 00:39 | s/l | 11 | 0.10 | 1.32986 | 1.32986 | 1.32311 | 7.21 | 793.55 |
| 45 | 2025.04.23 00:39 | s/l | 12 | 0.10 | 1.32986 | 1.32986 | 1.32311 | -37.89 | 755.66 |
| 46 | 2025.05.26 04:00 | sell | 13 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 47 | 2025.05.26 04:00 | modify | 13 | 0.10 | 1.35785 | 1.36885 | 1.34285 | ||
| 48 | 2025.05.27 15:39 | sell | 14 | 0.10 | 1.35034 | 0.00000 | 0.00000 | ||
| 49 | 2025.05.27 15:39 | modify | 14 | 0.10 | 1.35034 | 1.35635 | 1.34285 | ||
| 50 | 2025.05.27 15:39 | sell | 15 | 0.10 | 1.35034 | 0.00000 | 0.00000 | ||
| 51 | 2025.05.27 15:39 | modify | 15 | 0.10 | 1.35034 | 1.35410 | 1.34285 | ||
| 52 | 2025.05.27 15:39 | modify | 13 | 0.10 | 1.35785 | 1.35410 | 1.34285 | ||
| 53 | 2025.05.27 15:39 | modify | 14 | 0.10 | 1.35034 | 1.35410 | 1.34285 | ||
| 54 | 2025.05.28 13:29 | sell | 16 | 0.10 | 1.34585 | 0.00000 | 0.00000 | ||
| 55 | 2025.05.28 13:29 | modify | 16 | 0.10 | 1.34585 | 1.34960 | 1.34285 | ||
| 56 | 2025.05.28 13:29 | modify | 15 | 0.10 | 1.35034 | 1.34960 | 1.34285 | ||
| 57 | 2025.05.28 13:29 | modify | 14 | 0.10 | 1.35034 | 1.34960 | 1.34285 | ||
| 58 | 2025.05.28 13:29 | modify | 13 | 0.10 | 1.35785 | 1.34960 | 1.34285 | ||
| 59 | 2025.05.28 23:37 | t/p | 13 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 149.62 | 905.28 |
| 60 | 2025.05.28 23:37 | t/p | 14 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 74.71 | 980.00 |
| 61 | 2025.05.28 23:37 | t/p | 15 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 74.71 | 1054.71 |
| 62 | 2025.05.28 23:37 | t/p | 16 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 30.00 | 1084.71 |
| 63 | 2025.06.26 04:00 | sell | 17 | 0.10 | 1.37106 | 0.00000 | 0.00000 | ||
| 64 | 2025.06.26 04:00 | modify | 17 | 0.10 | 1.37106 | 1.38206 | 1.35606 | ||
| 65 | 2025.07.02 12:14 | sell | 18 | 0.10 | 1.36355 | 0.00000 | 0.00000 | ||
| 66 | 2025.07.02 12:14 | modify | 18 | 0.10 | 1.36355 | 1.36956 | 1.35606 | ||
| 67 | 2025.07.02 12:14 | sell | 19 | 0.10 | 1.36355 | 0.00000 | 0.00000 | ||
| 68 | 2025.07.02 12:14 | modify | 19 | 0.10 | 1.36355 | 1.36731 | 1.35606 | ||
| 69 | 2025.07.02 12:14 | modify | 17 | 0.10 | 1.37106 | 1.36731 | 1.35606 | ||
| 70 | 2025.07.02 12:14 | modify | 18 | 0.10 | 1.36355 | 1.36731 | 1.35606 | ||
| 71 | 2025.07.02 12:42 | sell | 20 | 0.10 | 1.35906 | 0.00000 | 0.00000 | ||
| 72 | 2025.07.02 12:42 | modify | 20 | 0.10 | 1.35906 | 1.36281 | 1.35606 | ||
| 73 | 2025.07.02 12:42 | modify | 19 | 0.10 | 1.36355 | 1.36281 | 1.35606 | ||
| 74 | 2025.07.02 12:42 | modify | 18 | 0.10 | 1.36355 | 1.36281 | 1.35606 | ||
| 75 | 2025.07.02 12:42 | modify | 17 | 0.10 | 1.37106 | 1.36281 | 1.35606 | ||
| 76 | 2025.07.02 16:31 | s/l | 17 | 0.10 | 1.36281 | 1.36281 | 1.35606 | 81.75 | 1166.46 |
| 77 | 2025.07.02 16:31 | s/l | 18 | 0.10 | 1.36281 | 1.36281 | 1.35606 | 7.40 | 1173.86 |
| 78 | 2025.07.02 16:31 | s/l | 19 | 0.10 | 1.36281 | 1.36281 | 1.35606 | 7.40 | 1181.26 |
| 79 | 2025.07.02 16:31 | s/l | 20 | 0.10 | 1.36281 | 1.36281 | 1.35606 | -37.50 | 1143.76 |
| 80 | 2025.07.30 20:00 | buy | 21 | 0.10 | 1.32478 | 0.00000 | 0.00000 | ||
| 81 | 2025.07.30 20:00 | modify | 21 | 0.10 | 1.32478 | 1.31378 | 1.33978 | ||
| 82 | 2025.08.04 14:24 | buy | 22 | 0.10 | 1.33228 | 0.00000 | 0.00000 | ||
| 83 | 2025.08.04 14:24 | modify | 22 | 0.10 | 1.33228 | 1.32628 | 1.33978 | ||
| 84 | 2025.08.04 14:24 | buy | 23 | 0.10 | 1.33228 | 0.00000 | 0.00000 | ||
| 85 | 2025.08.04 14:24 | modify | 23 | 0.10 | 1.33228 | 1.32853 | 1.33978 | ||
| 86 | 2025.08.04 14:24 | modify | 21 | 0.10 | 1.32478 | 1.32853 | 1.33978 | ||
| 87 | 2025.08.04 14:24 | modify | 22 | 0.10 | 1.33228 | 1.32853 | 1.33978 | ||
| 88 | 2025.08.04 15:02 | s/l | 21 | 0.10 | 1.32853 | 1.32853 | 1.33978 | 36.28 | 1180.03 |
| 89 | 2025.08.04 15:02 | s/l | 22 | 0.10 | 1.32853 | 1.32853 | 1.33978 | -37.50 | 1142.53 |
| 90 | 2025.08.04 15:02 | s/l | 23 | 0.10 | 1.32853 | 1.32853 | 1.33978 | -37.50 | 1105.03 |
| 91 | 2025.08.13 12:00 | sell | 24 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 92 | 2025.08.13 12:00 | modify | 24 | 0.10 | 1.35763 | 1.36863 | 1.34263 | ||
| 93 | 2025.08.18 21:00 | sell | 25 | 0.10 | 1.35004 | 0.00000 | 0.00000 | ||
| 94 | 2025.08.18 21:00 | modify | 25 | 0.10 | 1.35004 | 1.35613 | 1.34263 | ||
| 95 | 2025.08.18 21:00 | sell | 26 | 0.10 | 1.35004 | 0.00000 | 0.00000 | ||
| 96 | 2025.08.18 21:00 | modify | 26 | 0.10 | 1.35004 | 1.35388 | 1.34263 | ||
| 97 | 2025.08.18 21:00 | modify | 24 | 0.10 | 1.35763 | 1.35388 | 1.34263 | ||
| 98 | 2025.08.18 21:00 | modify | 25 | 0.10 | 1.35004 | 1.35388 | 1.34263 | ||
| 99 | 2025.08.20 15:47 | sell | 27 | 0.10 | 1.34561 | 0.00000 | 0.00000 | ||
| 100 | 2025.08.20 15:47 | modify | 27 | 0.10 | 1.34561 | 1.34938 | 1.34263 | ||
| 101 | 2025.08.20 15:47 | modify | 26 | 0.10 | 1.35004 | 1.34938 | 1.34263 | ||
| 102 | 2025.08.20 15:47 | modify | 25 | 0.10 | 1.35004 | 1.34938 | 1.34263 | ||
| 103 | 2025.08.20 15:47 | modify | 24 | 0.10 | 1.35763 | 1.34938 | 1.34263 | ||
| 104 | 2025.08.21 14:01 | t/p | 24 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 148.12 | 1253.16 |
| 105 | 2025.08.21 14:01 | t/p | 25 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 73.16 | 1326.32 |
| 106 | 2025.08.21 14:01 | t/p | 26 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 73.16 | 1399.48 |
| 107 | 2025.08.21 14:01 | t/p | 27 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 29.24 | 1428.72 |
| 108 | 2025.09.25 16:00 | buy | 28 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 109 | 2025.09.25 16:00 | modify | 28 | 0.10 | 1.33510 | 1.32410 | 1.35010 | ||
| 110 | 2025.09.29 00:46 | buy | 29 | 0.10 | 1.34260 | 0.00000 | 0.00000 | ||
| 111 | 2025.09.29 00:46 | modify | 29 | 0.10 | 1.34260 | 1.33660 | 1.35010 | ||
| 112 | 2025.09.29 00:46 | buy | 30 | 0.10 | 1.34260 | 0.00000 | 0.00000 | ||
| 113 | 2025.09.29 00:46 | modify | 30 | 0.10 | 1.34260 | 1.33885 | 1.35010 | ||
| 114 | 2025.09.29 00:46 | modify | 28 | 0.10 | 1.33510 | 1.33885 | 1.35010 | ||
| 115 | 2025.09.29 00:46 | modify | 29 | 0.10 | 1.34260 | 1.33885 | 1.35010 | ||
| 116 | 2025.10.01 05:00 | buy | 31 | 0.10 | 1.34710 | 0.00000 | 0.00000 | ||
| 117 | 2025.10.01 05:00 | modify | 31 | 0.10 | 1.34710 | 1.34335 | 1.35010 | ||
| 118 | 2025.10.01 05:00 | modify | 30 | 0.10 | 1.34260 | 1.34335 | 1.35010 | ||
| 119 | 2025.10.01 05:00 | modify | 29 | 0.10 | 1.34260 | 1.34335 | 1.35010 | ||
| 120 | 2025.10.01 05:00 | modify | 28 | 0.10 | 1.33510 | 1.34335 | 1.35010 | ||
| 121 | 2025.10.01 12:17 | t/p | 28 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 149.02 | 1577.74 |
| 122 | 2025.10.01 12:17 | t/p | 29 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 74.51 | 1652.25 |
| 123 | 2025.10.01 12:17 | t/p | 30 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 74.51 | 1726.76 |
| 124 | 2025.10.01 12:17 | t/p | 31 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 30.00 | 1756.76 |