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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 708.04 | Gross profit | 2703.89 | Gross loss | -1995.85 |
| Profit factor | 1.35 | Expected payoff | 17.27 | ||
| Absolute drawdown | 334.50 | Maximal drawdown | 571.95 (44.26%) | Relative drawdown | 44.26% (571.95) |
| Total trades | 41 | Short positions (won %) | 25 (52.00%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 23 (56.10%) | Loss trades (% of total) | 18 (43.90%) | ||
| Largest | profit trade | 149.81 | loss trade | -113.18 | |
| Average | profit trade | 117.56 | loss trade | -110.88 | |
| Maximum | consecutive wins (profit in money) | 7 (821.15) | consecutive losses (loss in money) | 5 (-552.25) | |
| Maximal | consecutive profit (count of wins) | 821.15 (7) | consecutive loss (count of losses) | -552.25 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 08:00 | buy | 1 | 0.10 | 1.28688 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.06 08:00 | modify | 1 | 0.10 | 1.28688 | 1.27588 | 1.30188 | ||
| 3 | 2024.11.12 16:00 | s/l | 1 | 0.10 | 1.27588 | 1.27588 | 1.30188 | -111.47 | 888.53 |
| 4 | 2024.11.14 04:00 | buy | 2 | 0.10 | 1.26861 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.14 04:00 | modify | 2 | 0.10 | 1.26861 | 1.25761 | 1.28361 | ||
| 6 | 2024.11.21 20:00 | s/l | 2 | 0.10 | 1.25761 | 1.25761 | 1.28361 | -111.71 | 776.82 |
| 7 | 2024.11.29 00:00 | sell | 3 | 0.10 | 1.26950 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.29 00:00 | modify | 3 | 0.10 | 1.26950 | 1.28050 | 1.25450 | ||
| 9 | 2024.12.06 16:00 | s/l | 3 | 0.10 | 1.28050 | 1.28050 | 1.25450 | -111.31 | 665.50 |
| 10 | 2025.01.07 08:00 | sell | 4 | 0.10 | 1.25522 | 0.00000 | 0.00000 | ||
| 11 | 2025.01.07 08:00 | modify | 4 | 0.10 | 1.25522 | 1.26622 | 1.24022 | ||
| 12 | 2025.01.07 20:00 | sell | 5 | 0.10 | 1.24900 | 0.00000 | 0.00000 | ||
| 13 | 2025.01.07 20:00 | modify | 5 | 0.10 | 1.24900 | 1.25447 | 1.24022 | ||
| 14 | 2025.01.07 20:00 | modify | 4 | 0.10 | 1.25522 | 1.25447 | 1.24022 | ||
| 15 | 2025.01.08 12:00 | t/p | 4 | 0.10 | 1.24022 | 1.25447 | 1.24022 | 149.81 | 815.32 |
| 16 | 2025.01.08 12:00 | t/p | 5 | 0.10 | 1.24022 | 1.25447 | 1.24022 | 87.61 | 902.93 |
| 17 | 2025.01.17 08:00 | buy | 6 | 0.10 | 1.21772 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.17 08:00 | modify | 6 | 0.10 | 1.21772 | 1.20672 | 1.23272 | ||
| 19 | 2025.01.20 20:00 | t/p | 6 | 0.10 | 1.23272 | 1.20672 | 1.23272 | 149.76 | 1052.68 |
| 20 | 2025.01.24 04:00 | sell | 7 | 0.10 | 1.23930 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.24 04:00 | modify | 7 | 0.10 | 1.23930 | 1.25030 | 1.22430 | ||
| 22 | 2025.01.24 20:00 | s/l | 7 | 0.10 | 1.25030 | 1.25030 | 1.22430 | -110.00 | 942.68 |
| 23 | 2025.02.03 00:00 | buy | 8 | 0.10 | 1.22926 | 0.00000 | 0.00000 | ||
| 24 | 2025.02.03 00:00 | modify | 8 | 0.10 | 1.22926 | 1.21826 | 1.24426 | ||
| 25 | 2025.02.04 00:00 | t/p | 8 | 0.10 | 1.24426 | 1.21826 | 1.24426 | 149.76 | 1092.44 |
| 26 | 2025.02.05 08:00 | sell | 9 | 0.10 | 1.25007 | 0.00000 | 0.00000 | ||
| 27 | 2025.02.05 08:00 | modify | 9 | 0.10 | 1.25007 | 1.26107 | 1.23507 | ||
| 28 | 2025.02.10 12:00 | sell | 10 | 0.10 | 1.24017 | 0.00000 | 0.00000 | ||
| 29 | 2025.02.10 12:00 | modify | 10 | 0.10 | 1.24017 | 1.24482 | 1.23507 | ||
| 30 | 2025.02.10 12:00 | modify | 9 | 0.10 | 1.25007 | 1.24482 | 1.23507 | ||
| 31 | 2025.02.11 04:00 | t/p | 9 | 0.10 | 1.23507 | 1.24482 | 1.23507 | 148.87 | 1241.31 |
| 32 | 2025.02.11 04:00 | t/p | 10 | 0.10 | 1.23507 | 1.24482 | 1.23507 | 50.81 | 1292.13 |
| 33 | 2025.02.13 04:00 | sell | 11 | 0.10 | 1.24767 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.13 04:00 | modify | 11 | 0.10 | 1.24767 | 1.25867 | 1.23267 | ||
| 35 | 2025.02.14 12:00 | s/l | 11 | 0.10 | 1.25867 | 1.25867 | 1.23267 | -110.19 | 1181.94 |
| 36 | 2025.03.05 08:00 | sell | 12 | 0.10 | 1.28203 | 0.00000 | 0.00000 | ||
| 37 | 2025.03.05 08:00 | modify | 12 | 0.10 | 1.28203 | 1.29303 | 1.26703 | ||
| 38 | 2025.03.07 12:00 | s/l | 12 | 0.10 | 1.29303 | 1.29303 | 1.26703 | -110.75 | 1071.19 |
| 39 | 2025.04.10 08:00 | sell | 13 | 0.10 | 1.28765 | 0.00000 | 0.00000 | ||
| 40 | 2025.04.10 08:00 | modify | 13 | 0.10 | 1.28765 | 1.29865 | 1.27265 | ||
| 41 | 2025.04.10 20:00 | s/l | 13 | 0.10 | 1.29865 | 1.29865 | 1.27265 | -110.00 | 961.19 |
| 42 | 2025.04.14 04:00 | sell | 14 | 0.10 | 1.31065 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.14 04:00 | modify | 14 | 0.10 | 1.31065 | 1.32165 | 1.29565 | ||
| 44 | 2025.04.15 08:00 | s/l | 14 | 0.10 | 1.32165 | 1.32165 | 1.29565 | -110.19 | 851.00 |
| 45 | 2025.04.15 08:00 | sell | 15 | 0.10 | 1.32235 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.15 08:00 | modify | 15 | 0.10 | 1.32235 | 1.33335 | 1.30735 | ||
| 47 | 2025.04.21 04:00 | s/l | 15 | 0.10 | 1.33335 | 1.33335 | 1.30735 | -111.13 | 739.87 |
| 48 | 2025.04.23 00:00 | buy | 16 | 0.10 | 1.32746 | 0.00000 | 0.00000 | ||
| 49 | 2025.04.23 00:00 | modify | 16 | 0.10 | 1.32746 | 1.31646 | 1.34246 | ||
| 50 | 2025.04.28 20:00 | t/p | 16 | 0.10 | 1.34246 | 1.31646 | 1.34246 | 148.78 | 888.65 |
| 51 | 2025.05.12 08:00 | buy | 17 | 0.10 | 1.31716 | 0.00000 | 0.00000 | ||
| 52 | 2025.05.12 08:00 | modify | 17 | 0.10 | 1.31716 | 1.30616 | 1.33216 | ||
| 53 | 2025.05.14 08:00 | t/p | 17 | 0.10 | 1.33216 | 1.30616 | 1.33216 | 149.51 | 1038.16 |
| 54 | 2025.05.19 08:00 | sell | 18 | 0.10 | 1.33673 | 0.00000 | 0.00000 | ||
| 55 | 2025.05.19 08:00 | modify | 18 | 0.10 | 1.33673 | 1.34773 | 1.32173 | ||
| 56 | 2025.05.23 08:00 | s/l | 18 | 0.10 | 1.34773 | 1.34773 | 1.32173 | -111.13 | 927.03 |
| 57 | 2025.05.23 08:00 | sell | 19 | 0.10 | 1.34795 | 0.00000 | 0.00000 | ||
| 58 | 2025.05.23 08:00 | modify | 19 | 0.10 | 1.34795 | 1.35895 | 1.33295 | ||
| 59 | 2025.05.26 04:00 | s/l | 19 | 0.10 | 1.35895 | 1.35895 | 1.33295 | -110.19 | 816.85 |
| 60 | 2025.05.29 00:00 | buy | 20 | 0.10 | 1.34311 | 0.00000 | 0.00000 | ||
| 61 | 2025.05.29 00:00 | modify | 20 | 0.10 | 1.34311 | 1.33211 | 1.35811 | ||
| 62 | 2025.06.03 08:00 | buy | 21 | 0.10 | 1.35220 | 0.00000 | 0.00000 | ||
| 63 | 2025.06.03 08:00 | modify | 21 | 0.10 | 1.35220 | 1.34686 | 1.35811 | ||
| 64 | 2025.06.03 08:00 | modify | 20 | 0.10 | 1.34311 | 1.34686 | 1.35811 | ||
| 65 | 2025.06.04 08:00 | buy | 22 | 0.10 | 1.35314 | 0.00000 | 0.00000 | ||
| 66 | 2025.06.04 08:00 | modify | 22 | 0.10 | 1.35314 | 1.34836 | 1.35811 | ||
| 67 | 2025.06.04 08:00 | modify | 21 | 0.10 | 1.35220 | 1.34836 | 1.35811 | ||
| 68 | 2025.06.04 08:00 | modify | 20 | 0.10 | 1.34311 | 1.34836 | 1.35811 | ||
| 69 | 2025.06.05 12:00 | t/p | 20 | 0.10 | 1.35811 | 1.34836 | 1.35811 | 148.29 | 965.13 |
| 70 | 2025.06.05 12:00 | t/p | 21 | 0.10 | 1.35811 | 1.34836 | 1.35811 | 58.12 | 1023.25 |
| 71 | 2025.06.05 12:00 | t/p | 22 | 0.10 | 1.35811 | 1.34836 | 1.35811 | 48.97 | 1072.22 |
| 72 | 2025.06.10 08:00 | buy | 23 | 0.10 | 1.34749 | 0.00000 | 0.00000 | ||
| 73 | 2025.06.10 08:00 | modify | 23 | 0.10 | 1.34749 | 1.33649 | 1.36249 | ||
| 74 | 2025.06.13 00:00 | t/p | 23 | 0.10 | 1.36249 | 1.33649 | 1.36249 | 148.78 | 1220.99 |
| 75 | 2025.06.24 04:00 | sell | 24 | 0.10 | 1.35637 | 0.00000 | 0.00000 | ||
| 76 | 2025.06.24 04:00 | modify | 24 | 0.10 | 1.35637 | 1.36737 | 1.34137 | ||
| 77 | 2025.06.25 20:00 | s/l | 24 | 0.10 | 1.36737 | 1.36737 | 1.34137 | -110.19 | 1110.81 |
| 78 | 2025.07.01 08:00 | sell | 25 | 0.10 | 1.37672 | 0.00000 | 0.00000 | ||
| 79 | 2025.07.01 08:00 | modify | 25 | 0.10 | 1.37672 | 1.38772 | 1.36172 | ||
| 80 | 2025.07.02 08:00 | sell | 26 | 0.10 | 1.37052 | 0.00000 | 0.00000 | ||
| 81 | 2025.07.02 08:00 | modify | 26 | 0.10 | 1.37052 | 1.37597 | 1.36172 | ||
| 82 | 2025.07.02 08:00 | modify | 25 | 0.10 | 1.37672 | 1.37597 | 1.36172 | ||
| 83 | 2025.07.02 16:00 | t/p | 25 | 0.10 | 1.36172 | 1.37597 | 1.36172 | 149.81 | 1260.62 |
| 84 | 2025.07.02 16:00 | t/p | 26 | 0.10 | 1.36172 | 1.37597 | 1.36172 | 88.00 | 1348.62 |
| 85 | 2025.07.07 08:00 | buy | 27 | 0.10 | 1.36070 | 0.00000 | 0.00000 | ||
| 86 | 2025.07.07 08:00 | modify | 27 | 0.10 | 1.36070 | 1.34970 | 1.37570 | ||
| 87 | 2025.07.11 16:00 | s/l | 27 | 0.10 | 1.34970 | 1.34970 | 1.37570 | -111.47 | 1237.15 |
| 88 | 2025.07.14 04:00 | buy | 28 | 0.10 | 1.34845 | 0.00000 | 0.00000 | ||
| 89 | 2025.07.14 04:00 | modify | 28 | 0.10 | 1.34845 | 1.33745 | 1.36345 | ||
| 90 | 2025.07.16 16:00 | s/l | 28 | 0.10 | 1.33745 | 1.33745 | 1.36345 | -110.49 | 1126.66 |
| 91 | 2025.07.23 08:00 | sell | 29 | 0.10 | 1.35434 | 0.00000 | 0.00000 | ||
| 92 | 2025.07.23 08:00 | modify | 29 | 0.10 | 1.35434 | 1.36534 | 1.33934 | ||
| 93 | 2025.07.25 12:00 | sell | 30 | 0.10 | 1.34504 | 0.00000 | 0.00000 | ||
| 94 | 2025.07.25 12:00 | modify | 30 | 0.10 | 1.34504 | 1.35059 | 1.33934 | ||
| 95 | 2025.07.25 12:00 | modify | 29 | 0.10 | 1.35434 | 1.35059 | 1.33934 | ||
| 96 | 2025.07.28 20:00 | t/p | 29 | 0.10 | 1.33934 | 1.35059 | 1.33934 | 149.06 | 1275.72 |
| 97 | 2025.07.28 20:00 | t/p | 30 | 0.10 | 1.33934 | 1.35059 | 1.33934 | 56.81 | 1332.54 |
| 98 | 2025.08.11 04:00 | sell | 31 | 0.10 | 1.34650 | 0.00000 | 0.00000 | ||
| 99 | 2025.08.11 04:00 | modify | 31 | 0.10 | 1.34650 | 1.35750 | 1.33150 | ||
| 100 | 2025.08.13 12:00 | s/l | 31 | 0.10 | 1.35750 | 1.35750 | 1.33150 | -110.38 | 1222.16 |
| 101 | 2025.08.20 00:00 | buy | 32 | 0.10 | 1.34876 | 0.00000 | 0.00000 | ||
| 102 | 2025.08.20 00:00 | modify | 32 | 0.10 | 1.34876 | 1.33776 | 1.36376 | ||
| 103 | 2025.09.02 12:00 | s/l | 32 | 0.10 | 1.33776 | 1.33776 | 1.36376 | -113.18 | 1108.98 |
| 104 | 2025.09.05 08:00 | sell | 33 | 0.10 | 1.34637 | 0.00000 | 0.00000 | ||
| 105 | 2025.09.05 08:00 | modify | 33 | 0.10 | 1.34637 | 1.35737 | 1.33137 | ||
| 106 | 2025.09.09 04:00 | s/l | 33 | 0.10 | 1.35737 | 1.35737 | 1.33137 | -110.38 | 998.60 |
| 107 | 2025.09.16 08:00 | sell | 34 | 0.10 | 1.36279 | 0.00000 | 0.00000 | ||
| 108 | 2025.09.16 08:00 | modify | 34 | 0.10 | 1.36279 | 1.37379 | 1.34779 | ||
| 109 | 2025.09.19 12:00 | t/p | 34 | 0.10 | 1.34779 | 1.37379 | 1.34779 | 149.06 | 1147.66 |
| 110 | 2025.09.23 08:00 | sell | 35 | 0.10 | 1.35199 | 0.00000 | 0.00000 | ||
| 111 | 2025.09.23 08:00 | modify | 35 | 0.10 | 1.35199 | 1.36299 | 1.33699 | ||
| 112 | 2025.09.24 12:00 | sell | 36 | 0.10 | 1.34571 | 0.00000 | 0.00000 | ||
| 113 | 2025.09.24 12:00 | modify | 36 | 0.10 | 1.34571 | 1.35124 | 1.33699 | ||
| 114 | 2025.09.24 12:00 | modify | 35 | 0.10 | 1.35199 | 1.35124 | 1.33699 | ||
| 115 | 2025.09.25 12:00 | sell | 37 | 0.10 | 1.34214 | 0.00000 | 0.00000 | ||
| 116 | 2025.09.25 12:00 | modify | 37 | 0.10 | 1.34214 | 1.34674 | 1.33699 | ||
| 117 | 2025.09.25 12:00 | modify | 36 | 0.10 | 1.34571 | 1.34674 | 1.33699 | ||
| 118 | 2025.09.25 12:00 | modify | 35 | 0.10 | 1.35199 | 1.34674 | 1.33699 | ||
| 119 | 2025.09.25 16:00 | t/p | 35 | 0.10 | 1.33699 | 1.34674 | 1.33699 | 149.25 | 1296.91 |
| 120 | 2025.09.25 16:00 | t/p | 36 | 0.10 | 1.33699 | 1.34674 | 1.33699 | 86.64 | 1383.55 |
| 121 | 2025.09.25 16:00 | t/p | 37 | 0.10 | 1.33699 | 1.34674 | 1.33699 | 51.50 | 1435.05 |
| 122 | 2025.09.29 04:00 | sell | 38 | 0.10 | 1.34318 | 0.00000 | 0.00000 | ||
| 123 | 2025.09.29 04:00 | modify | 38 | 0.10 | 1.34318 | 1.35418 | 1.32818 | ||
| 124 | 2025.10.10 12:00 | t/p | 38 | 0.10 | 1.32818 | 1.35418 | 1.32818 | 147.56 | 1582.61 |
| 125 | 2025.10.14 08:00 | buy | 39 | 0.10 | 1.32595 | 0.00000 | 0.00000 | ||
| 126 | 2025.10.14 08:00 | modify | 39 | 0.10 | 1.32595 | 1.31495 | 1.34095 | ||
| 127 | 2025.10.14 16:00 | buy | 40 | 0.10 | 1.33204 | 0.00000 | 0.00000 | ||
| 128 | 2025.10.14 16:00 | modify | 40 | 0.10 | 1.33204 | 1.32670 | 1.34095 | ||
| 129 | 2025.10.14 16:00 | modify | 39 | 0.10 | 1.32595 | 1.32670 | 1.34095 | ||
| 130 | 2025.10.16 04:00 | t/p | 39 | 0.10 | 1.34095 | 1.32670 | 1.34095 | 149.02 | 1731.63 |
| 131 | 2025.10.16 04:00 | t/p | 40 | 0.10 | 1.34095 | 1.32670 | 1.34095 | 88.12 | 1819.75 |
| 132 | 2025.10.22 08:00 | buy | 41 | 0.10 | 1.33248 | 0.00000 | 0.00000 | ||
| 133 | 2025.10.22 08:00 | modify | 41 | 0.10 | 1.33248 | 1.32148 | 1.34748 | ||
| 134 | 2025.10.29 12:00 | s/l | 41 | 0.10 | 1.32148 | 1.32148 | 1.34748 | -111.71 | 1708.04 |