Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=13; 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 | 7215 | Ticks modelled | 156072 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1272.97 | Gross profit | 1960.62 | Gross loss | -687.65 |
| Profit factor | 2.85 | Expected payoff | 32.64 | ||
| Absolute drawdown | 11.90 | Maximal drawdown | 363.63 (16.19%) | Relative drawdown | 16.19% (363.63) |
| Total trades | 39 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 26 (73.08%) |
| Profit trades (% of total) | 28 (71.79%) | Loss trades (% of total) | 11 (28.21%) | ||
| Largest | profit trade | 150.00 | loss trade | -91.44 | |
| Average | profit trade | 70.02 | loss trade | -62.51 | |
| Maximum | consecutive wins (profit in money) | 8 (700.35) | consecutive losses (loss in money) | 3 (-219.23) | |
| Maximal | consecutive profit (count of wins) | 700.35 (8) | consecutive loss (count of losses) | -219.23 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.21 01:00 | sell | 1 | 0.10 | 1.27941 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.21 01:00 | modify | 1 | 0.10 | 1.27941 | 1.28841 | 1.26441 | ||
| 3 | 2024.03.21 11:45 | sell | 2 | 0.10 | 1.27480 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.21 11:45 | modify | 2 | 0.10 | 1.27480 | 1.27866 | 1.26441 | ||
| 5 | 2024.03.21 11:45 | modify | 1 | 0.10 | 1.27941 | 1.27866 | 1.26441 | ||
| 6 | 2024.03.21 14:10 | sell | 3 | 0.10 | 1.27039 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.21 14:10 | modify | 3 | 0.10 | 1.27039 | 1.27416 | 1.26441 | ||
| 8 | 2024.03.21 14:10 | modify | 2 | 0.10 | 1.27480 | 1.27416 | 1.26441 | ||
| 9 | 2024.03.21 14:10 | modify | 1 | 0.10 | 1.27941 | 1.27416 | 1.26441 | ||
| 10 | 2024.03.21 15:10 | sell | 4 | 0.10 | 1.26871 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.21 15:10 | modify | 4 | 0.10 | 1.26871 | 1.27416 | 1.26441 | ||
| 12 | 2024.03.22 02:50 | t/p | 1 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 149.67 | 1149.67 |
| 13 | 2024.03.22 02:50 | t/p | 2 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 103.57 | 1253.23 |
| 14 | 2024.03.22 02:50 | t/p | 3 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 59.47 | 1312.70 |
| 15 | 2024.03.22 02:50 | t/p | 4 | 0.10 | 1.26441 | 1.27416 | 1.26441 | 42.67 | 1355.37 |
| 16 | 2024.04.12 12:00 | buy | 5 | 0.10 | 1.24739 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.12 12:00 | modify | 5 | 0.10 | 1.24739 | 1.23839 | 1.26239 | ||
| 18 | 2024.04.19 16:15 | s/l | 5 | 0.10 | 1.23839 | 1.23839 | 1.26239 | -91.44 | 1263.93 |
| 19 | 2024.04.25 10:00 | sell | 6 | 0.10 | 1.25134 | 0.00000 | 0.00000 | ||
| 20 | 2024.04.25 10:00 | modify | 6 | 0.10 | 1.25134 | 1.26034 | 1.23634 | ||
| 21 | 2024.04.25 12:50 | sell | 7 | 0.10 | 1.24664 | 0.00000 | 0.00000 | ||
| 22 | 2024.04.25 12:50 | modify | 7 | 0.10 | 1.24664 | 1.25059 | 1.23634 | ||
| 23 | 2024.04.25 12:50 | modify | 6 | 0.10 | 1.25134 | 1.25059 | 1.23634 | ||
| 24 | 2024.04.25 14:32 | s/l | 6 | 0.10 | 1.25059 | 1.25059 | 1.23634 | 7.50 | 1271.43 |
| 25 | 2024.04.25 14:32 | s/l | 7 | 0.10 | 1.25059 | 1.25059 | 1.23634 | -39.50 | 1231.93 |
| 26 | 2024.05.08 03:00 | buy | 8 | 0.10 | 1.24915 | 0.00000 | 0.00000 | ||
| 27 | 2024.05.08 03:00 | modify | 8 | 0.10 | 1.24915 | 1.24015 | 1.26415 | ||
| 28 | 2024.05.10 06:47 | buy | 9 | 0.10 | 1.25366 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.10 06:47 | modify | 9 | 0.10 | 1.25366 | 1.24990 | 1.26415 | ||
| 30 | 2024.05.10 06:47 | modify | 8 | 0.10 | 1.24915 | 1.24990 | 1.26415 | ||
| 31 | 2024.05.14 13:20 | buy | 10 | 0.10 | 1.25829 | 0.00000 | 0.00000 | ||
| 32 | 2024.05.14 13:20 | modify | 10 | 0.10 | 1.25829 | 1.25440 | 1.26415 | ||
| 33 | 2024.05.14 13:20 | modify | 9 | 0.10 | 1.25366 | 1.25440 | 1.26415 | ||
| 34 | 2024.05.14 13:20 | modify | 8 | 0.10 | 1.24915 | 1.25440 | 1.26415 | ||
| 35 | 2024.05.15 02:02 | buy | 11 | 0.10 | 1.25969 | 0.00000 | 0.00000 | ||
| 36 | 2024.05.15 02:02 | modify | 11 | 0.10 | 1.25969 | 1.25440 | 1.26415 | ||
| 37 | 2024.05.15 12:45 | t/p | 8 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 148.56 | 1380.49 |
| 38 | 2024.05.15 12:45 | t/p | 9 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 104.28 | 1484.77 |
| 39 | 2024.05.15 12:45 | t/p | 10 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 58.39 | 1543.17 |
| 40 | 2024.05.15 12:45 | t/p | 11 | 0.10 | 1.26415 | 1.25440 | 1.26415 | 44.60 | 1587.77 |
| 41 | 2024.07.11 04:00 | sell | 12 | 0.10 | 1.28603 | 0.00000 | 0.00000 | ||
| 42 | 2024.07.11 04:00 | modify | 12 | 0.10 | 1.28603 | 1.29503 | 1.27103 | ||
| 43 | 2024.07.11 12:50 | s/l | 12 | 0.10 | 1.29503 | 1.29503 | 1.27103 | -90.00 | 1497.77 |
| 44 | 2024.07.12 12:00 | sell | 13 | 0.10 | 1.29605 | 0.00000 | 0.00000 | ||
| 45 | 2024.07.12 12:00 | modify | 13 | 0.10 | 1.29605 | 1.30505 | 1.28105 | ||
| 46 | 2024.07.19 08:50 | sell | 14 | 0.10 | 1.29140 | 0.00000 | 0.00000 | ||
| 47 | 2024.07.19 08:50 | modify | 14 | 0.10 | 1.29140 | 1.29530 | 1.28105 | ||
| 48 | 2024.07.19 08:50 | modify | 13 | 0.10 | 1.29605 | 1.29530 | 1.28105 | ||
| 49 | 2024.07.25 10:46 | sell | 15 | 0.10 | 1.28704 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.25 10:46 | modify | 15 | 0.10 | 1.28704 | 1.29080 | 1.28105 | ||
| 51 | 2024.07.25 10:46 | modify | 14 | 0.10 | 1.29140 | 1.29080 | 1.28105 | ||
| 52 | 2024.07.25 10:46 | modify | 13 | 0.10 | 1.29605 | 1.29080 | 1.28105 | ||
| 53 | 2024.07.25 19:02 | sell | 16 | 0.10 | 1.28532 | 0.00000 | 0.00000 | ||
| 54 | 2024.07.25 19:02 | modify | 16 | 0.10 | 1.28532 | 1.29080 | 1.28105 | ||
| 55 | 2024.07.29 09:02 | t/p | 13 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 145.01 | 1642.78 |
| 56 | 2024.07.29 09:02 | t/p | 14 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 100.84 | 1743.61 |
| 57 | 2024.07.29 09:02 | t/p | 15 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 59.23 | 1802.85 |
| 58 | 2024.07.29 09:02 | t/p | 16 | 0.10 | 1.28105 | 1.29080 | 1.28105 | 42.03 | 1844.88 |
| 59 | 2024.08.06 12:00 | buy | 17 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 60 | 2024.08.06 12:00 | modify | 17 | 0.10 | 1.26957 | 1.26057 | 1.28457 | ||
| 61 | 2024.08.08 15:59 | buy | 18 | 0.10 | 1.27437 | 0.00000 | 0.00000 | ||
| 62 | 2024.08.08 15:59 | modify | 18 | 0.10 | 1.27437 | 1.27032 | 1.28457 | ||
| 63 | 2024.08.08 15:59 | modify | 17 | 0.10 | 1.26957 | 1.27032 | 1.28457 | ||
| 64 | 2024.08.12 14:59 | buy | 19 | 0.10 | 1.27867 | 0.00000 | 0.00000 | ||
| 65 | 2024.08.12 14:59 | modify | 19 | 0.10 | 1.27867 | 1.27482 | 1.28457 | ||
| 66 | 2024.08.12 14:59 | modify | 18 | 0.10 | 1.27437 | 1.27482 | 1.28457 | ||
| 67 | 2024.08.12 14:59 | modify | 17 | 0.10 | 1.26957 | 1.27482 | 1.28457 | ||
| 68 | 2024.08.13 07:22 | buy | 20 | 0.10 | 1.28012 | 0.00000 | 0.00000 | ||
| 69 | 2024.08.13 07:22 | modify | 20 | 0.10 | 1.28012 | 1.27482 | 1.28457 | ||
| 70 | 2024.08.13 16:50 | t/p | 17 | 0.10 | 1.28457 | 1.27482 | 1.28457 | 148.56 | 1993.44 |
| 71 | 2024.08.13 16:50 | t/p | 18 | 0.10 | 1.28457 | 1.27482 | 1.28457 | 101.38 | 2094.83 |
| 72 | 2024.08.13 16:50 | t/p | 19 | 0.10 | 1.28457 | 1.27482 | 1.28457 | 58.79 | 2153.62 |
| 73 | 2024.08.13 16:50 | t/p | 20 | 0.10 | 1.28457 | 1.27482 | 1.28457 | 44.50 | 2198.12 |
| 74 | 2024.09.13 02:00 | sell | 21 | 0.10 | 1.31400 | 0.00000 | 0.00000 | ||
| 75 | 2024.09.13 02:00 | modify | 21 | 0.10 | 1.31400 | 1.32300 | 1.29900 | ||
| 76 | 2024.09.17 08:50 | s/l | 21 | 0.10 | 1.32300 | 1.32300 | 1.29900 | -90.67 | 2107.46 |
| 77 | 2024.10.03 11:00 | buy | 22 | 0.10 | 1.31206 | 0.00000 | 0.00000 | ||
| 78 | 2024.10.03 11:00 | modify | 22 | 0.10 | 1.31206 | 1.30306 | 1.32706 | ||
| 79 | 2024.10.04 07:55 | buy | 23 | 0.10 | 1.31678 | 0.00000 | 0.00000 | ||
| 80 | 2024.10.04 07:55 | modify | 23 | 0.10 | 1.31678 | 1.31281 | 1.32706 | ||
| 81 | 2024.10.04 07:55 | modify | 22 | 0.10 | 1.31206 | 1.31281 | 1.32706 | ||
| 82 | 2024.10.04 12:45 | s/l | 22 | 0.10 | 1.31281 | 1.31281 | 1.32706 | 7.29 | 2114.75 |
| 83 | 2024.10.04 12:45 | s/l | 23 | 0.10 | 1.31281 | 1.31281 | 1.32706 | -39.70 | 2075.05 |
| 84 | 2024.12.13 09:00 | buy | 24 | 0.10 | 1.26303 | 0.00000 | 0.00000 | ||
| 85 | 2024.12.13 09:00 | modify | 24 | 0.10 | 1.26303 | 1.25403 | 1.27803 | ||
| 86 | 2024.12.17 05:52 | buy | 25 | 0.10 | 1.26766 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.17 05:52 | modify | 25 | 0.10 | 1.26766 | 1.26378 | 1.27803 | ||
| 88 | 2024.12.17 05:52 | modify | 24 | 0.10 | 1.26303 | 1.26378 | 1.27803 | ||
| 89 | 2024.12.17 17:10 | buy | 26 | 0.10 | 1.27214 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.17 17:10 | modify | 26 | 0.10 | 1.27214 | 1.26828 | 1.27803 | ||
| 91 | 2024.12.17 17:10 | modify | 25 | 0.10 | 1.26766 | 1.26828 | 1.27803 | ||
| 92 | 2024.12.17 17:10 | modify | 24 | 0.10 | 1.26303 | 1.26828 | 1.27803 | ||
| 93 | 2024.12.18 08:16 | s/l | 24 | 0.10 | 1.26828 | 1.26828 | 1.27803 | 51.88 | 2126.93 |
| 94 | 2024.12.18 08:16 | s/l | 25 | 0.10 | 1.26828 | 1.26828 | 1.27803 | 5.99 | 2132.93 |
| 95 | 2024.12.18 08:16 | s/l | 26 | 0.10 | 1.26828 | 1.26828 | 1.27803 | -38.81 | 2094.12 |
| 96 | 2024.12.19 00:00 | buy | 27 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
| 97 | 2024.12.19 00:00 | modify | 27 | 0.10 | 1.25698 | 1.24798 | 1.27198 | ||
| 98 | 2024.12.19 07:20 | buy | 28 | 0.10 | 1.26163 | 0.00000 | 0.00000 | ||
| 99 | 2024.12.19 07:20 | modify | 28 | 0.10 | 1.26163 | 1.25773 | 1.27198 | ||
| 100 | 2024.12.19 07:20 | modify | 27 | 0.10 | 1.25698 | 1.25773 | 1.27198 | ||
| 101 | 2024.12.19 09:15 | buy | 29 | 0.10 | 1.26612 | 0.00000 | 0.00000 | ||
| 102 | 2024.12.19 09:15 | modify | 29 | 0.10 | 1.26612 | 1.26223 | 1.27198 | ||
| 103 | 2024.12.19 09:15 | modify | 28 | 0.10 | 1.26163 | 1.26223 | 1.27198 | ||
| 104 | 2024.12.19 09:15 | modify | 27 | 0.10 | 1.25698 | 1.26223 | 1.27198 | ||
| 105 | 2024.12.19 12:05 | s/l | 27 | 0.10 | 1.26223 | 1.26223 | 1.27198 | 52.50 | 2146.62 |
| 106 | 2024.12.19 12:05 | s/l | 28 | 0.10 | 1.26223 | 1.26223 | 1.27198 | 6.00 | 2152.62 |
| 107 | 2024.12.19 12:05 | s/l | 29 | 0.10 | 1.26223 | 1.26223 | 1.27198 | -38.90 | 2113.72 |
| 108 | 2025.01.02 12:00 | buy | 30 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
| 109 | 2025.01.02 12:00 | modify | 30 | 0.10 | 1.24563 | 1.23663 | 1.26063 | ||
| 110 | 2025.01.02 16:15 | s/l | 30 | 0.10 | 1.23663 | 1.23663 | 1.26063 | -90.00 | 2023.72 |
| 111 | 2025.01.06 10:00 | sell | 31 | 0.10 | 1.24753 | 0.00000 | 0.00000 | ||
| 112 | 2025.01.06 10:00 | modify | 31 | 0.10 | 1.24753 | 1.25653 | 1.23253 | ||
| 113 | 2025.01.07 07:37 | s/l | 31 | 0.10 | 1.25653 | 1.25653 | 1.23253 | -90.33 | 1933.39 |
| 114 | 2025.01.13 06:00 | buy | 32 | 0.10 | 1.21496 | 0.00000 | 0.00000 | ||
| 115 | 2025.01.13 06:00 | modify | 32 | 0.10 | 1.21496 | 1.20596 | 1.22996 | ||
| 116 | 2025.01.13 23:27 | buy | 33 | 0.10 | 1.22423 | 0.00000 | 0.00000 | ||
| 117 | 2025.01.13 23:27 | modify | 33 | 0.10 | 1.22423 | 1.22021 | 1.22996 | ||
| 118 | 2025.01.13 23:27 | modify | 32 | 0.10 | 1.21496 | 1.22021 | 1.22996 | ||
| 119 | 2025.01.14 02:15 | s/l | 32 | 0.10 | 1.22021 | 1.22021 | 1.22996 | 52.29 | 1985.68 |
| 120 | 2025.01.14 02:15 | s/l | 33 | 0.10 | 1.22021 | 1.22021 | 1.22996 | -40.41 | 1945.28 |
| 121 | 2025.02.03 04:00 | buy | 34 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 122 | 2025.02.03 04:00 | modify | 34 | 0.10 | 1.22653 | 1.21753 | 1.24153 | ||
| 123 | 2025.02.03 08:52 | buy | 35 | 0.10 | 1.23116 | 0.00000 | 0.00000 | ||
| 124 | 2025.02.03 08:52 | modify | 35 | 0.10 | 1.23116 | 1.22728 | 1.24153 | ||
| 125 | 2025.02.03 08:52 | modify | 34 | 0.10 | 1.22653 | 1.22728 | 1.24153 | ||
| 126 | 2025.02.03 14:02 | buy | 36 | 0.10 | 1.23703 | 0.00000 | 0.00000 | ||
| 127 | 2025.02.03 14:02 | modify | 36 | 0.10 | 1.23703 | 1.23178 | 1.24153 | ||
| 128 | 2025.02.03 14:02 | modify | 35 | 0.10 | 1.23116 | 1.23178 | 1.24153 | ||
| 129 | 2025.02.03 14:02 | modify | 34 | 0.10 | 1.22653 | 1.23178 | 1.24153 | ||
| 130 | 2025.02.03 14:47 | buy | 37 | 0.10 | 1.23557 | 0.00000 | 0.00000 | ||
| 131 | 2025.02.03 14:47 | modify | 37 | 0.10 | 1.23557 | 1.23178 | 1.24153 | ||
| 132 | 2025.02.03 15:45 | t/p | 34 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 150.00 | 2095.28 |
| 133 | 2025.02.03 15:45 | t/p | 35 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 103.70 | 2198.98 |
| 134 | 2025.02.03 15:45 | t/p | 36 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 45.00 | 2243.98 |
| 135 | 2025.02.03 15:45 | t/p | 37 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 59.60 | 2303.58 |
| 136 | 2025.02.06 12:00 | buy | 38 | 0.10 | 1.24241 | 0.00000 | 0.00000 | ||
| 137 | 2025.02.06 12:00 | modify | 38 | 0.10 | 1.24241 | 1.23341 | 1.25741 | ||
| 138 | 2025.02.07 08:46 | buy | 39 | 0.10 | 1.24695 | 0.00000 | 0.00000 | ||
| 139 | 2025.02.07 08:46 | modify | 39 | 0.10 | 1.24695 | 1.24316 | 1.25741 | ||
| 140 | 2025.02.07 08:46 | modify | 38 | 0.10 | 1.24241 | 1.24316 | 1.25741 | ||
| 141 | 2025.02.07 13:50 | s/l | 38 | 0.10 | 1.24316 | 1.24316 | 1.25741 | 7.29 | 2310.87 |
| 142 | 2025.02.07 13:50 | s/l | 39 | 0.10 | 1.24316 | 1.24316 | 1.25741 | -37.90 | 2272.97 |