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=0; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | -876.92 | Gross profit | 715.27 | Gross loss | -1592.19 |
| Profit factor | 0.45 | Expected payoff | -36.54 | ||
| Absolute drawdown | 904.28 | Maximal drawdown | 1116.42 (92.10%) | Relative drawdown | 92.10% (1116.42) |
| Total trades | 24 | Short positions (won %) | 14 (35.71%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 8 (33.33%) | Loss trades (% of total) | 16 (66.67%) | ||
| Largest | profit trade | 149.81 | loss trade | -143.00 | |
| Average | profit trade | 89.41 | loss trade | -99.51 | |
| Maximum | consecutive wins (profit in money) | 3 (336.20) | consecutive losses (loss in money) | 8 (-900.56) | |
| Maximal | consecutive profit (count of wins) | 336.20 (3) | consecutive loss (count of losses) | -900.56 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.01 14:00 | sell | 1 | 0.10 | 1.29690 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.01 14:00 | modify | 1 | 0.10 | 1.29690 | 1.31090 | 1.28190 | ||
| 3 | 2024.11.06 03:00 | sell | 2 | 0.10 | 1.29060 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.06 03:00 | modify | 2 | 0.10 | 1.29060 | 1.29465 | 1.28190 | ||
| 5 | 2024.11.06 03:00 | sell | 3 | 0.10 | 1.29060 | 0.00000 | 0.00000 | ||
| 6 | 2024.11.06 03:00 | modify | 3 | 0.10 | 1.29060 | 1.29315 | 1.28190 | ||
| 7 | 2024.11.06 03:00 | modify | 1 | 0.10 | 1.29690 | 1.29315 | 1.28190 | ||
| 8 | 2024.11.06 04:00 | modify | 2 | 0.10 | 1.29060 | 1.29315 | 1.28190 | ||
| 9 | 2024.11.07 06:00 | s/l | 1 | 0.10 | 1.29315 | 1.29315 | 1.28190 | 36.37 | 1036.37 |
| 10 | 2024.11.07 06:00 | s/l | 2 | 0.10 | 1.29315 | 1.29315 | 1.28190 | -26.06 | 1010.31 |
| 11 | 2024.11.07 06:00 | s/l | 3 | 0.10 | 1.29315 | 1.29315 | 1.28190 | -26.06 | 984.25 |
| 12 | 2024.11.08 17:00 | buy | 4 | 0.10 | 1.29050 | 0.00000 | 0.00000 | ||
| 13 | 2024.11.08 17:00 | modify | 4 | 0.10 | 1.29050 | 1.27650 | 1.30550 | ||
| 14 | 2024.11.12 16:00 | s/l | 4 | 0.10 | 1.27650 | 1.27650 | 1.30550 | -140.49 | 843.76 |
| 15 | 2024.11.14 10:00 | buy | 5 | 0.10 | 1.26596 | 0.00000 | 0.00000 | ||
| 16 | 2024.11.14 10:00 | modify | 5 | 0.10 | 1.26596 | 1.25196 | 1.28096 | ||
| 17 | 2024.11.22 10:00 | s/l | 5 | 0.10 | 1.25196 | 1.25196 | 1.28096 | -141.96 | 701.80 |
| 18 | 2024.11.27 14:00 | sell | 6 | 0.10 | 1.26622 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.27 14:00 | modify | 6 | 0.10 | 1.26622 | 1.28022 | 1.25122 | ||
| 20 | 2024.12.06 14:00 | s/l | 6 | 0.10 | 1.28022 | 1.28022 | 1.25122 | -142.06 | 559.74 |
| 21 | 2024.12.12 16:00 | buy | 7 | 0.10 | 1.26921 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.12 16:00 | modify | 7 | 0.10 | 1.26921 | 1.25521 | 1.28421 | ||
| 23 | 2024.12.19 16:00 | s/l | 7 | 0.10 | 1.25521 | 1.25521 | 1.28421 | -141.71 | 418.02 |
| 24 | 2025.01.02 11:00 | buy | 8 | 0.10 | 1.24492 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.02 11:00 | modify | 8 | 0.10 | 1.24492 | 1.23092 | 1.25992 | ||
| 26 | 2025.01.09 07:00 | s/l | 8 | 0.10 | 1.23092 | 1.23092 | 1.25992 | -141.71 | 276.31 |
| 27 | 2025.01.09 07:00 | buy | 9 | 0.10 | 1.22972 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.09 07:00 | modify | 9 | 0.10 | 1.22972 | 1.21572 | 1.24472 | ||
| 29 | 2025.01.13 04:00 | s/l | 9 | 0.10 | 1.21572 | 1.21572 | 1.24472 | -140.49 | 135.82 |
| 30 | 2025.01.13 04:00 | buy | 10 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 31 | 2025.01.13 04:00 | modify | 10 | 0.10 | 1.21461 | 1.20061 | 1.22961 | ||
| 32 | 2025.01.15 14:00 | t/p | 10 | 0.10 | 1.22961 | 1.20061 | 1.22961 | 149.51 | 285.33 |
| 33 | 2025.01.17 08:00 | buy | 11 | 0.10 | 1.21772 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.17 08:00 | modify | 11 | 0.10 | 1.21772 | 1.20372 | 1.23272 | ||
| 35 | 2025.01.20 20:00 | t/p | 11 | 0.10 | 1.23272 | 1.20372 | 1.23272 | 149.76 | 435.08 |
| 36 | 2025.01.24 16:00 | sell | 12 | 0.10 | 1.24830 | 0.00000 | 0.00000 | ||
| 37 | 2025.01.24 16:00 | modify | 12 | 0.10 | 1.24830 | 1.26230 | 1.23330 | ||
| 38 | 2025.01.29 10:00 | sell | 13 | 0.10 | 1.24204 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.29 10:00 | modify | 13 | 0.10 | 1.24204 | 1.24605 | 1.23330 | ||
| 40 | 2025.01.29 10:00 | sell | 14 | 0.10 | 1.24204 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.29 10:00 | modify | 14 | 0.10 | 1.24204 | 1.24455 | 1.23330 | ||
| 42 | 2025.01.29 10:00 | modify | 12 | 0.10 | 1.24830 | 1.24455 | 1.23330 | ||
| 43 | 2025.01.29 11:00 | modify | 13 | 0.10 | 1.24204 | 1.24455 | 1.23330 | ||
| 44 | 2025.01.29 16:00 | s/l | 12 | 0.10 | 1.24455 | 1.24455 | 1.23330 | 36.94 | 472.02 |
| 45 | 2025.01.29 16:00 | s/l | 13 | 0.10 | 1.24455 | 1.24455 | 1.23330 | -25.10 | 446.92 |
| 46 | 2025.01.29 16:00 | s/l | 14 | 0.10 | 1.24455 | 1.24455 | 1.23330 | -25.10 | 421.82 |
| 47 | 2025.02.05 11:00 | sell | 15 | 0.10 | 1.25403 | 0.00000 | 0.00000 | ||
| 48 | 2025.02.05 11:00 | modify | 15 | 0.10 | 1.25403 | 1.26803 | 1.23903 | ||
| 49 | 2025.02.06 13:00 | t/p | 15 | 0.10 | 1.23903 | 1.26803 | 1.23903 | 149.44 | 571.26 |
| 50 | 2025.02.14 15:00 | sell | 16 | 0.10 | 1.26265 | 0.00000 | 0.00000 | ||
| 51 | 2025.02.14 15:00 | modify | 16 | 0.10 | 1.26265 | 1.27665 | 1.24765 | ||
| 52 | 2025.03.04 19:00 | s/l | 16 | 0.10 | 1.27665 | 1.27665 | 1.24765 | -143.00 | 428.26 |
| 53 | 2025.03.05 09:00 | sell | 17 | 0.10 | 1.28430 | 0.00000 | 0.00000 | ||
| 54 | 2025.03.05 09:00 | modify | 17 | 0.10 | 1.28430 | 1.29830 | 1.26930 | ||
| 55 | 2025.03.12 13:00 | s/l | 17 | 0.10 | 1.29830 | 1.29830 | 1.26930 | -141.31 | 286.94 |
| 56 | 2025.03.17 14:00 | sell | 18 | 0.10 | 1.29795 | 0.00000 | 0.00000 | ||
| 57 | 2025.03.17 14:00 | modify | 18 | 0.10 | 1.29795 | 1.31195 | 1.28295 | ||
| 58 | 2025.03.21 20:00 | sell | 19 | 0.10 | 1.29183 | 0.00000 | 0.00000 | ||
| 59 | 2025.03.21 20:00 | modify | 19 | 0.10 | 1.29183 | 1.29570 | 1.28295 | ||
| 60 | 2025.03.23 21:00 | modify | 18 | 0.10 | 1.29795 | 1.29570 | 1.28295 | ||
| 61 | 2025.03.24 09:00 | s/l | 18 | 0.10 | 1.29570 | 1.29570 | 1.28295 | 21.19 | 308.13 |
| 62 | 2025.03.24 09:00 | s/l | 19 | 0.10 | 1.29570 | 1.29570 | 1.28295 | -38.89 | 269.24 |
| 63 | 2025.04.03 06:00 | sell | 20 | 0.10 | 1.30901 | 0.00000 | 0.00000 | ||
| 64 | 2025.04.03 06:00 | modify | 20 | 0.10 | 1.30901 | 1.32301 | 1.29401 | ||
| 65 | 2025.04.04 15:00 | t/p | 20 | 0.10 | 1.29401 | 1.32301 | 1.29401 | 149.81 | 419.06 |
| 66 | 2025.04.04 17:00 | buy | 21 | 0.10 | 1.28982 | 0.00000 | 0.00000 | ||
| 67 | 2025.04.04 17:00 | modify | 21 | 0.10 | 1.28982 | 1.27582 | 1.30482 | ||
| 68 | 2025.04.07 15:00 | s/l | 21 | 0.10 | 1.27582 | 1.27582 | 1.30482 | -140.24 | 278.81 |
| 69 | 2025.04.07 16:00 | buy | 22 | 0.10 | 1.27281 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.07 16:00 | modify | 22 | 0.10 | 1.27281 | 1.25881 | 1.28781 | ||
| 71 | 2025.04.08 05:00 | buy | 23 | 0.10 | 1.27884 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.08 05:00 | modify | 23 | 0.10 | 1.27884 | 1.27506 | 1.28781 | ||
| 73 | 2025.04.08 06:00 | modify | 22 | 0.10 | 1.27281 | 1.27506 | 1.28781 | ||
| 74 | 2025.04.08 08:00 | s/l | 22 | 0.10 | 1.27506 | 1.27506 | 1.28781 | 22.26 | 301.07 |
| 75 | 2025.04.08 08:00 | s/l | 23 | 0.10 | 1.27506 | 1.27506 | 1.28781 | -37.80 | 263.27 |
| 76 | 2025.04.10 12:00 | sell | 24 | 0.10 | 1.29315 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.10 12:00 | modify | 24 | 0.10 | 1.29315 | 1.30715 | 1.27815 | ||
| 78 | 2025.04.11 08:00 | s/l | 24 | 0.10 | 1.30715 | 1.30715 | 1.27815 | -140.19 | 123.08 |