Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1003.97 | Gross profit | 3002.36 | Gross loss | -1998.39 |
| Profit factor | 1.50 | Expected payoff | 22.82 | ||
| Absolute drawdown | 165.56 | Maximal drawdown | 540.30 (36.66%) | Relative drawdown | 36.66% (540.30) |
| Total trades | 44 | Short positions (won %) | 24 (58.33%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 25 (56.82%) | Loss trades (% of total) | 19 (43.18%) | ||
| Largest | profit trade | 150.00 | loss trade | -116.99 | |
| Average | profit trade | 120.09 | loss trade | -105.18 | |
| Maximum | consecutive wins (profit in money) | 5 (662.74) | consecutive losses (loss in money) | 3 (-332.82) | |
| Maximal | consecutive profit (count of wins) | 662.74 (5) | consecutive loss (count of losses) | -332.82 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 16:00 | sell | 1 | 0.10 | 1.26974 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.04 16:00 | modify | 1 | 0.10 | 1.26974 | 1.28074 | 1.25474 | ||
| 3 | 2024.03.07 20:00 | s/l | 1 | 0.10 | 1.28074 | 1.28074 | 1.25474 | -111.66 | 888.34 |
| 4 | 2024.03.08 12:00 | sell | 2 | 0.10 | 1.28295 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.08 12:00 | modify | 2 | 0.10 | 1.28295 | 1.29395 | 1.26795 | ||
| 6 | 2024.03.14 16:00 | sell | 3 | 0.10 | 1.27469 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.14 16:00 | modify | 3 | 0.10 | 1.27469 | 1.27920 | 1.26795 | ||
| 8 | 2024.03.14 16:00 | modify | 2 | 0.10 | 1.28295 | 1.27920 | 1.26795 | ||
| 9 | 2024.03.19 12:00 | t/p | 2 | 0.10 | 1.26795 | 1.27920 | 1.26795 | 147.00 | 1035.34 |
| 10 | 2024.03.19 12:00 | t/p | 3 | 0.10 | 1.26795 | 1.27920 | 1.26795 | 66.40 | 1101.74 |
| 11 | 2024.03.22 08:00 | buy | 4 | 0.10 | 1.26095 | 0.00000 | 0.00000 | ||
| 12 | 2024.03.22 08:00 | modify | 4 | 0.10 | 1.26095 | 1.24995 | 1.27595 | ||
| 13 | 2024.04.12 12:00 | s/l | 4 | 0.10 | 1.24995 | 1.24995 | 1.27595 | -114.32 | 987.42 |
| 14 | 2024.04.12 12:00 | buy | 5 | 0.10 | 1.24739 | 0.00000 | 0.00000 | ||
| 15 | 2024.04.12 12:00 | modify | 5 | 0.10 | 1.24739 | 1.23639 | 1.26239 | ||
| 16 | 2024.04.22 08:00 | s/l | 5 | 0.10 | 1.23639 | 1.23639 | 1.26239 | -111.64 | 875.78 |
| 17 | 2024.04.22 12:00 | buy | 6 | 0.10 | 1.23175 | 0.00000 | 0.00000 | ||
| 18 | 2024.04.22 12:00 | modify | 6 | 0.10 | 1.23175 | 1.22075 | 1.24675 | ||
| 19 | 2024.04.24 20:00 | t/p | 6 | 0.10 | 1.24675 | 1.22075 | 1.24675 | 149.59 | 1025.37 |
| 20 | 2024.04.25 08:00 | sell | 7 | 0.10 | 1.25060 | 0.00000 | 0.00000 | ||
| 21 | 2024.04.25 08:00 | modify | 7 | 0.10 | 1.25060 | 1.26160 | 1.23560 | ||
| 22 | 2024.05.03 16:00 | s/l | 7 | 0.10 | 1.26160 | 1.26160 | 1.23560 | -112.66 | 912.71 |
| 23 | 2024.05.08 00:00 | buy | 8 | 0.10 | 1.25041 | 0.00000 | 0.00000 | ||
| 24 | 2024.05.08 00:00 | modify | 8 | 0.10 | 1.25041 | 1.23941 | 1.26541 | ||
| 25 | 2024.05.15 16:00 | t/p | 8 | 0.10 | 1.26541 | 1.23941 | 1.26541 | 148.56 | 1061.27 |
| 26 | 2024.05.22 08:00 | sell | 9 | 0.10 | 1.27470 | 0.00000 | 0.00000 | ||
| 27 | 2024.05.22 08:00 | modify | 9 | 0.10 | 1.27470 | 1.28570 | 1.25970 | ||
| 28 | 2024.06.12 16:00 | s/l | 9 | 0.10 | 1.28570 | 1.28570 | 1.25970 | -116.99 | 944.28 |
| 29 | 2024.06.12 16:00 | sell | 10 | 0.10 | 1.28398 | 0.00000 | 0.00000 | ||
| 30 | 2024.06.12 16:00 | modify | 10 | 0.10 | 1.28398 | 1.29498 | 1.26898 | ||
| 31 | 2024.06.13 12:00 | sell | 11 | 0.10 | 1.27641 | 0.00000 | 0.00000 | ||
| 32 | 2024.06.13 12:00 | modify | 11 | 0.10 | 1.27641 | 1.28173 | 1.26898 | ||
| 33 | 2024.06.13 12:00 | modify | 10 | 0.10 | 1.28398 | 1.28173 | 1.26898 | ||
| 34 | 2024.06.14 16:00 | t/p | 10 | 0.10 | 1.26898 | 1.28173 | 1.26898 | 148.67 | 1092.95 |
| 35 | 2024.06.14 16:00 | t/p | 11 | 0.10 | 1.26898 | 1.28173 | 1.26898 | 73.97 | 1166.91 |
| 36 | 2024.06.17 04:00 | buy | 12 | 0.10 | 1.26850 | 0.00000 | 0.00000 | ||
| 37 | 2024.06.17 04:00 | modify | 12 | 0.10 | 1.26850 | 1.25750 | 1.28350 | ||
| 38 | 2024.07.08 16:00 | t/p | 12 | 0.10 | 1.28350 | 1.25750 | 1.28350 | 145.68 | 1312.60 |
| 39 | 2024.07.10 16:00 | sell | 13 | 0.10 | 1.28410 | 0.00000 | 0.00000 | ||
| 40 | 2024.07.10 16:00 | modify | 13 | 0.10 | 1.28410 | 1.29510 | 1.26910 | ||
| 41 | 2024.07.11 16:00 | s/l | 13 | 0.10 | 1.29510 | 1.29510 | 1.26910 | -111.00 | 1201.60 |
| 42 | 2024.07.12 12:00 | sell | 14 | 0.10 | 1.29605 | 0.00000 | 0.00000 | ||
| 43 | 2024.07.12 12:00 | modify | 14 | 0.10 | 1.29605 | 1.30705 | 1.28105 | ||
| 44 | 2024.07.29 12:00 | t/p | 14 | 0.10 | 1.28105 | 1.30705 | 1.28105 | 145.01 | 1346.61 |
| 45 | 2024.08.01 08:00 | buy | 15 | 0.10 | 1.27946 | 0.00000 | 0.00000 | ||
| 46 | 2024.08.01 08:00 | modify | 15 | 0.10 | 1.27946 | 1.26846 | 1.29446 | ||
| 47 | 2024.08.06 12:00 | s/l | 15 | 0.10 | 1.26846 | 1.26846 | 1.29446 | -110.62 | 1235.99 |
| 48 | 2024.08.06 12:00 | buy | 16 | 0.10 | 1.26957 | 0.00000 | 0.00000 | ||
| 49 | 2024.08.06 12:00 | modify | 16 | 0.10 | 1.26957 | 1.25857 | 1.28457 | ||
| 50 | 2024.08.12 08:00 | buy | 17 | 0.10 | 1.27719 | 0.00000 | 0.00000 | ||
| 51 | 2024.08.12 08:00 | modify | 17 | 0.10 | 1.27719 | 1.27182 | 1.28457 | ||
| 52 | 2024.08.12 08:00 | modify | 16 | 0.10 | 1.26957 | 1.27182 | 1.28457 | ||
| 53 | 2024.08.13 20:00 | t/p | 16 | 0.10 | 1.28457 | 1.27182 | 1.28457 | 148.56 | 1384.55 |
| 54 | 2024.08.13 20:00 | t/p | 17 | 0.10 | 1.28457 | 1.27182 | 1.28457 | 73.59 | 1458.14 |
| 55 | 2024.08.16 12:00 | sell | 18 | 0.10 | 1.29086 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.16 12:00 | modify | 18 | 0.10 | 1.29086 | 1.30186 | 1.27586 | ||
| 57 | 2024.08.20 16:00 | s/l | 18 | 0.10 | 1.30186 | 1.30186 | 1.27586 | -110.67 | 1347.48 |
| 58 | 2024.08.21 16:00 | sell | 19 | 0.10 | 1.30759 | 0.00000 | 0.00000 | ||
| 59 | 2024.08.21 16:00 | modify | 19 | 0.10 | 1.30759 | 1.31859 | 1.29259 | ||
| 60 | 2024.08.23 16:00 | s/l | 19 | 0.10 | 1.31859 | 1.31859 | 1.29259 | -111.33 | 1236.15 |
| 61 | 2024.08.23 16:00 | sell | 20 | 0.10 | 1.31939 | 0.00000 | 0.00000 | ||
| 62 | 2024.08.23 16:00 | modify | 20 | 0.10 | 1.31939 | 1.33039 | 1.30439 | ||
| 63 | 2024.09.04 04:00 | sell | 21 | 0.10 | 1.31107 | 0.00000 | 0.00000 | ||
| 64 | 2024.09.04 04:00 | modify | 21 | 0.10 | 1.31107 | 1.31564 | 1.30439 | ||
| 65 | 2024.09.04 04:00 | modify | 20 | 0.10 | 1.31939 | 1.31564 | 1.30439 | ||
| 66 | 2024.09.04 16:00 | s/l | 20 | 0.10 | 1.31564 | 1.31564 | 1.30439 | 34.17 | 1270.32 |
| 67 | 2024.09.04 16:00 | s/l | 21 | 0.10 | 1.31564 | 1.31564 | 1.30439 | -45.70 | 1224.62 |
| 68 | 2024.09.05 12:00 | sell | 22 | 0.10 | 1.31594 | 0.00000 | 0.00000 | ||
| 69 | 2024.09.05 12:00 | modify | 22 | 0.10 | 1.31594 | 1.32694 | 1.30094 | ||
| 70 | 2024.09.09 16:00 | sell | 23 | 0.10 | 1.30819 | 0.00000 | 0.00000 | ||
| 71 | 2024.09.09 16:00 | modify | 23 | 0.10 | 1.30819 | 1.31369 | 1.30094 | ||
| 72 | 2024.09.09 16:00 | modify | 22 | 0.10 | 1.31594 | 1.31369 | 1.30094 | ||
| 73 | 2024.09.11 16:00 | t/p | 22 | 0.10 | 1.30094 | 1.31369 | 1.30094 | 148.67 | 1373.29 |
| 74 | 2024.09.11 16:00 | t/p | 23 | 0.10 | 1.30094 | 1.31369 | 1.30094 | 71.83 | 1445.12 |
| 75 | 2024.09.13 04:00 | sell | 24 | 0.10 | 1.31486 | 0.00000 | 0.00000 | ||
| 76 | 2024.09.13 04:00 | modify | 24 | 0.10 | 1.31486 | 1.32586 | 1.29986 | ||
| 77 | 2024.09.18 20:00 | s/l | 24 | 0.10 | 1.32586 | 1.32586 | 1.29986 | -111.00 | 1334.12 |
| 78 | 2024.09.19 12:00 | sell | 25 | 0.10 | 1.32851 | 0.00000 | 0.00000 | ||
| 79 | 2024.09.19 12:00 | modify | 25 | 0.10 | 1.32851 | 1.33951 | 1.31351 | ||
| 80 | 2024.09.24 16:00 | s/l | 25 | 0.10 | 1.33951 | 1.33951 | 1.31351 | -111.00 | 1223.13 |
| 81 | 2024.10.01 12:00 | buy | 26 | 0.10 | 1.33230 | 0.00000 | 0.00000 | ||
| 82 | 2024.10.01 12:00 | modify | 26 | 0.10 | 1.33230 | 1.32130 | 1.34730 | ||
| 83 | 2024.10.03 08:00 | s/l | 26 | 0.10 | 1.32130 | 1.32130 | 1.34730 | -110.82 | 1112.30 |
| 84 | 2024.10.24 00:00 | buy | 27 | 0.10 | 1.29184 | 0.00000 | 0.00000 | ||
| 85 | 2024.10.24 00:00 | modify | 27 | 0.10 | 1.29184 | 1.28084 | 1.30684 | ||
| 86 | 2024.10.28 12:00 | buy | 28 | 0.10 | 1.29942 | 0.00000 | 0.00000 | ||
| 87 | 2024.10.28 12:00 | modify | 28 | 0.10 | 1.29942 | 1.29409 | 1.30684 | ||
| 88 | 2024.10.28 12:00 | modify | 27 | 0.10 | 1.29184 | 1.29409 | 1.30684 | ||
| 89 | 2024.10.30 16:00 | s/l | 27 | 0.10 | 1.29409 | 1.29409 | 1.30684 | 21.68 | 1133.98 |
| 90 | 2024.10.30 16:00 | s/l | 28 | 0.10 | 1.29409 | 1.29409 | 1.30684 | -53.71 | 1080.27 |
| 91 | 2024.11.06 00:00 | sell | 29 | 0.10 | 1.30420 | 0.00000 | 0.00000 | ||
| 92 | 2024.11.06 00:00 | modify | 29 | 0.10 | 1.30420 | 1.31520 | 1.28920 | ||
| 93 | 2024.11.06 04:00 | t/p | 29 | 0.10 | 1.28920 | 1.31520 | 1.28920 | 150.00 | 1230.27 |
| 94 | 2024.11.12 08:00 | buy | 30 | 0.10 | 1.28169 | 0.00000 | 0.00000 | ||
| 95 | 2024.11.12 08:00 | modify | 30 | 0.10 | 1.28169 | 1.27069 | 1.29669 | ||
| 96 | 2024.11.13 16:00 | s/l | 30 | 0.10 | 1.27069 | 1.27069 | 1.29669 | -110.21 | 1120.06 |
| 97 | 2024.11.14 04:00 | buy | 31 | 0.10 | 1.26861 | 0.00000 | 0.00000 | ||
| 98 | 2024.11.14 04:00 | modify | 31 | 0.10 | 1.26861 | 1.25761 | 1.28361 | ||
| 99 | 2024.11.21 20:00 | s/l | 31 | 0.10 | 1.25761 | 1.25761 | 1.28361 | -111.44 | 1008.63 |
| 100 | 2024.11.22 00:00 | buy | 32 | 0.10 | 1.25876 | 0.00000 | 0.00000 | ||
| 101 | 2024.11.22 00:00 | modify | 32 | 0.10 | 1.25876 | 1.24776 | 1.27376 | ||
| 102 | 2024.11.29 08:00 | t/p | 32 | 0.10 | 1.27376 | 1.24776 | 1.27376 | 148.56 | 1157.19 |
| 103 | 2024.12.05 16:00 | sell | 33 | 0.10 | 1.27564 | 0.00000 | 0.00000 | ||
| 104 | 2024.12.05 16:00 | modify | 33 | 0.10 | 1.27564 | 1.28664 | 1.26064 | ||
| 105 | 2024.12.18 20:00 | t/p | 33 | 0.10 | 1.26064 | 1.28664 | 1.26064 | 146.34 | 1303.53 |
| 106 | 2024.12.20 04:00 | buy | 34 | 0.10 | 1.24833 | 0.00000 | 0.00000 | ||
| 107 | 2024.12.20 04:00 | modify | 34 | 0.10 | 1.24833 | 1.23733 | 1.26333 | ||
| 108 | 2025.01.02 16:00 | s/l | 34 | 0.10 | 1.23733 | 1.23733 | 1.26333 | -112.67 | 1190.85 |
| 109 | 2025.01.02 16:00 | buy | 35 | 0.10 | 1.23777 | 0.00000 | 0.00000 | ||
| 110 | 2025.01.02 16:00 | modify | 35 | 0.10 | 1.23777 | 1.22677 | 1.25277 | ||
| 111 | 2025.01.06 08:00 | buy | 36 | 0.10 | 1.24553 | 0.00000 | 0.00000 | ||
| 112 | 2025.01.06 08:00 | modify | 36 | 0.10 | 1.24553 | 1.24002 | 1.25277 | ||
| 113 | 2025.01.06 08:00 | modify | 35 | 0.10 | 1.23777 | 1.24002 | 1.25277 | ||
| 114 | 2025.01.06 12:00 | t/p | 35 | 0.10 | 1.25277 | 1.24002 | 1.25277 | 149.59 | 1340.44 |
| 115 | 2025.01.06 12:00 | t/p | 36 | 0.10 | 1.25277 | 1.24002 | 1.25277 | 72.40 | 1412.84 |
| 116 | 2025.01.06 12:00 | sell | 37 | 0.10 | 1.25431 | 0.00000 | 0.00000 | ||
| 117 | 2025.01.06 12:00 | modify | 37 | 0.10 | 1.25431 | 1.26531 | 1.23931 | ||
| 118 | 2025.01.08 12:00 | t/p | 37 | 0.10 | 1.23931 | 1.26531 | 1.23931 | 149.33 | 1562.18 |
| 119 | 2025.01.08 12:00 | buy | 38 | 0.10 | 1.23750 | 0.00000 | 0.00000 | ||
| 120 | 2025.01.08 12:00 | modify | 38 | 0.10 | 1.23750 | 1.22650 | 1.25250 | ||
| 121 | 2025.01.09 08:00 | s/l | 38 | 0.10 | 1.22650 | 1.22650 | 1.25250 | -110.62 | 1451.56 |
| 122 | 2025.01.24 16:00 | sell | 39 | 0.10 | 1.24830 | 0.00000 | 0.00000 | ||
| 123 | 2025.01.24 16:00 | modify | 39 | 0.10 | 1.24830 | 1.25930 | 1.23330 | ||
| 124 | 2025.01.31 20:00 | sell | 40 | 0.10 | 1.24001 | 0.00000 | 0.00000 | ||
| 125 | 2025.01.31 20:00 | modify | 40 | 0.10 | 1.24001 | 1.24455 | 1.23330 | ||
| 126 | 2025.01.31 20:00 | modify | 39 | 0.10 | 1.24830 | 1.24455 | 1.23330 | ||
| 127 | 2025.02.02 20:00 | t/p | 39 | 0.10 | 1.23330 | 1.24455 | 1.23330 | 147.67 | 1599.23 |
| 128 | 2025.02.02 20:00 | t/p | 40 | 0.10 | 1.23330 | 1.24455 | 1.23330 | 67.10 | 1666.33 |
| 129 | 2025.02.03 00:00 | buy | 41 | 0.10 | 1.22926 | 0.00000 | 0.00000 | ||
| 130 | 2025.02.03 00:00 | modify | 41 | 0.10 | 1.22926 | 1.21826 | 1.24426 | ||
| 131 | 2025.02.04 00:00 | t/p | 41 | 0.10 | 1.24426 | 1.21826 | 1.24426 | 149.79 | 1816.12 |
| 132 | 2025.02.05 12:00 | sell | 42 | 0.10 | 1.25312 | 0.00000 | 0.00000 | ||
| 133 | 2025.02.05 12:00 | modify | 42 | 0.10 | 1.25312 | 1.26412 | 1.23812 | ||
| 134 | 2025.02.06 16:00 | t/p | 42 | 0.10 | 1.23812 | 1.26412 | 1.23812 | 149.00 | 1965.13 |
| 135 | 2025.02.11 00:00 | buy | 43 | 0.10 | 1.23626 | 0.00000 | 0.00000 | ||
| 136 | 2025.02.11 00:00 | modify | 43 | 0.10 | 1.23626 | 1.22526 | 1.25126 | ||
| 137 | 2025.02.13 08:00 | t/p | 43 | 0.10 | 1.25126 | 1.22526 | 1.25126 | 149.18 | 2114.30 |
| 138 | 2025.02.13 08:00 | sell | 44 | 0.10 | 1.25089 | 0.00000 | 0.00000 | ||
| 139 | 2025.02.13 08:00 | modify | 44 | 0.10 | 1.25089 | 1.26189 | 1.23589 | ||
| 140 | 2025.02.14 16:00 | s/l | 44 | 0.10 | 1.26189 | 1.26189 | 1.23589 | -110.33 | 2003.97 |