Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1185.42 | Gross profit | 2094.06 | Gross loss | -908.64 |
| Profit factor | 2.30 | Expected payoff | 27.57 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 290.95 (12.33%) | Relative drawdown | 15.54% (258.06) |
| Total trades | 43 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 28 (57.14%) |
| Profit trades (% of total) | 27 (62.79%) | Loss trades (% of total) | 16 (37.21%) | ||
| Largest | profit trade | 105.83 | loss trade | -111.65 | |
| Average | profit trade | 77.56 | loss trade | -56.79 | |
| Maximum | consecutive wins (profit in money) | 6 (443.15) | consecutive losses (loss in money) | 3 (-152.89) | |
| Maximal | consecutive profit (count of wins) | 443.15 (6) | consecutive loss (count of losses) | -152.89 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.01 22:00 | buy | 1 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 2 | 2024.05.01 22:00 | modify | 1 | 0.10 | 193.156 | 191.656 | 194.656 | ||
| 3 | 2024.05.01 23:00 | t/p | 1 | 0.10 | 194.656 | 191.656 | 194.656 | 103.21 | 1103.21 |
| 4 | 2024.05.02 17:00 | buy | 2 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 5 | 2024.05.02 17:00 | modify | 2 | 0.10 | 192.497 | 190.997 | 193.997 | ||
| 6 | 2024.05.06 08:00 | buy | 3 | 0.10 | 193.340 | 0.000 | 0.000 | ||
| 7 | 2024.05.06 08:00 | modify | 3 | 0.10 | 193.340 | 192.872 | 193.997 | ||
| 8 | 2024.05.06 08:00 | buy | 4 | 0.10 | 193.340 | 0.000 | 0.000 | ||
| 9 | 2024.05.06 08:00 | modify | 4 | 0.10 | 193.340 | 193.022 | 193.997 | ||
| 10 | 2024.05.06 08:00 | modify | 2 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 11 | 2024.05.06 09:00 | modify | 3 | 0.10 | 193.340 | 193.022 | 193.997 | ||
| 12 | 2024.05.07 03:00 | t/p | 2 | 0.10 | 193.997 | 193.022 | 193.997 | 105.83 | 1209.04 |
| 13 | 2024.05.07 03:00 | t/p | 3 | 0.10 | 193.997 | 193.022 | 193.997 | 46.08 | 1255.12 |
| 14 | 2024.05.07 03:00 | t/p | 4 | 0.10 | 193.997 | 193.022 | 193.997 | 46.08 | 1301.20 |
| 15 | 2024.06.04 12:00 | buy | 5 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 16 | 2024.06.04 12:00 | modify | 5 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 17 | 2024.06.05 08:00 | t/p | 5 | 0.10 | 199.158 | 196.158 | 199.158 | 104.08 | 1405.28 |
| 18 | 2024.06.14 12:00 | buy | 6 | 0.10 | 199.573 | 0.000 | 0.000 | ||
| 19 | 2024.06.14 12:00 | modify | 6 | 0.10 | 199.573 | 198.073 | 201.073 | ||
| 20 | 2024.06.17 18:00 | buy | 7 | 0.10 | 200.412 | 0.000 | 0.000 | ||
| 21 | 2024.06.17 18:00 | modify | 7 | 0.10 | 200.412 | 199.948 | 201.073 | ||
| 22 | 2024.06.17 18:00 | buy | 8 | 0.10 | 200.412 | 0.000 | 0.000 | ||
| 23 | 2024.06.17 18:00 | modify | 8 | 0.10 | 200.412 | 200.098 | 201.073 | ||
| 24 | 2024.06.17 18:00 | modify | 6 | 0.10 | 199.573 | 200.098 | 201.073 | ||
| 25 | 2024.06.17 19:00 | modify | 7 | 0.10 | 200.412 | 200.098 | 201.073 | ||
| 26 | 2024.06.18 02:00 | s/l | 6 | 0.10 | 200.098 | 200.098 | 201.073 | 37.86 | 1443.15 |
| 27 | 2024.06.18 02:00 | s/l | 7 | 0.10 | 200.098 | 200.098 | 201.073 | -20.74 | 1422.41 |
| 28 | 2024.06.18 02:00 | s/l | 8 | 0.10 | 200.098 | 200.098 | 201.073 | -20.74 | 1401.67 |
| 29 | 2024.07.24 06:00 | buy | 9 | 0.10 | 199.436 | 0.000 | 0.000 | ||
| 30 | 2024.07.24 06:00 | modify | 9 | 0.10 | 199.436 | 197.936 | 200.936 | ||
| 31 | 2024.07.24 15:00 | s/l | 9 | 0.10 | 197.936 | 197.936 | 200.936 | -103.21 | 1298.46 |
| 32 | 2024.08.15 16:00 | sell | 10 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 33 | 2024.08.15 16:00 | modify | 10 | 0.10 | 191.529 | 193.029 | 190.029 | ||
| 34 | 2024.08.19 04:00 | t/p | 10 | 0.10 | 190.029 | 193.029 | 190.029 | 98.92 | 1397.39 |
| 35 | 2024.09.02 10:00 | sell | 11 | 0.10 | 192.685 | 0.000 | 0.000 | ||
| 36 | 2024.09.02 10:00 | modify | 11 | 0.10 | 192.685 | 194.185 | 191.185 | ||
| 37 | 2024.09.03 09:00 | t/p | 11 | 0.10 | 191.185 | 194.185 | 191.185 | 101.05 | 1498.43 |
| 38 | 2024.09.23 09:00 | buy | 12 | 0.10 | 190.598 | 0.000 | 0.000 | ||
| 39 | 2024.09.23 09:00 | modify | 12 | 0.10 | 190.598 | 189.098 | 192.098 | ||
| 40 | 2024.09.23 14:00 | t/p | 12 | 0.10 | 192.098 | 189.098 | 192.098 | 103.21 | 1601.64 |
| 41 | 2024.09.24 08:00 | sell | 13 | 0.10 | 192.826 | 0.000 | 0.000 | ||
| 42 | 2024.09.24 08:00 | modify | 13 | 0.10 | 192.826 | 194.326 | 191.326 | ||
| 43 | 2024.09.26 16:00 | s/l | 13 | 0.10 | 194.326 | 194.326 | 191.326 | -111.65 | 1489.99 |
| 44 | 2024.10.02 17:00 | sell | 14 | 0.10 | 193.789 | 0.000 | 0.000 | ||
| 45 | 2024.10.02 17:00 | modify | 14 | 0.10 | 193.789 | 195.289 | 192.289 | ||
| 46 | 2024.10.03 09:00 | t/p | 14 | 0.10 | 192.289 | 195.289 | 192.289 | 96.80 | 1586.79 |
| 47 | 2024.10.04 14:00 | sell | 15 | 0.10 | 194.398 | 0.000 | 0.000 | ||
| 48 | 2024.10.04 14:00 | modify | 15 | 0.10 | 194.398 | 195.898 | 192.898 | ||
| 49 | 2024.10.08 01:00 | sell | 16 | 0.10 | 193.641 | 0.000 | 0.000 | ||
| 50 | 2024.10.08 01:00 | modify | 16 | 0.10 | 193.641 | 194.173 | 192.898 | ||
| 51 | 2024.10.08 01:00 | modify | 15 | 0.10 | 194.398 | 194.173 | 192.898 | ||
| 52 | 2024.10.08 10:00 | sell | 17 | 0.10 | 193.560 | 0.000 | 0.000 | ||
| 53 | 2024.10.08 10:00 | modify | 17 | 0.10 | 193.560 | 194.023 | 192.898 | ||
| 54 | 2024.10.08 10:00 | sell | 18 | 0.10 | 193.560 | 0.000 | 0.000 | ||
| 55 | 2024.10.08 10:00 | modify | 18 | 0.10 | 193.560 | 193.873 | 192.898 | ||
| 56 | 2024.10.08 10:00 | modify | 16 | 0.10 | 193.641 | 193.873 | 192.898 | ||
| 57 | 2024.10.08 10:00 | modify | 15 | 0.10 | 194.398 | 193.873 | 192.898 | ||
| 58 | 2024.10.08 11:00 | s/l | 15 | 0.10 | 193.873 | 193.873 | 192.898 | 31.85 | 1618.64 |
| 59 | 2024.10.08 11:00 | s/l | 16 | 0.10 | 193.873 | 193.873 | 192.898 | -15.96 | 1602.68 |
| 60 | 2024.10.08 11:00 | s/l | 18 | 0.10 | 193.873 | 193.873 | 192.898 | -21.53 | 1581.15 |
| 61 | 2024.10.08 11:00 | close | 17 | 0.10 | 193.760 | 194.023 | 192.898 | -13.75 | 1567.40 |
| 62 | 2024.10.31 17:00 | buy | 19 | 0.10 | 196.133 | 0.000 | 0.000 | ||
| 63 | 2024.10.31 17:00 | modify | 19 | 0.10 | 196.133 | 194.633 | 197.633 | ||
| 64 | 2024.11.01 14:00 | t/p | 19 | 0.10 | 197.633 | 194.633 | 197.633 | 104.08 | 1671.48 |
| 65 | 2024.11.01 16:00 | sell | 20 | 0.10 | 198.198 | 0.000 | 0.000 | ||
| 66 | 2024.11.01 16:00 | modify | 20 | 0.10 | 198.198 | 199.698 | 196.698 | ||
| 67 | 2024.11.04 08:00 | sell | 21 | 0.10 | 197.369 | 0.000 | 0.000 | ||
| 68 | 2024.11.04 08:00 | modify | 21 | 0.10 | 197.369 | 197.823 | 196.698 | ||
| 69 | 2024.11.04 08:00 | sell | 22 | 0.10 | 197.369 | 0.000 | 0.000 | ||
| 70 | 2024.11.04 08:00 | modify | 22 | 0.10 | 197.369 | 197.673 | 196.698 | ||
| 71 | 2024.11.04 08:00 | modify | 20 | 0.10 | 198.198 | 197.673 | 196.698 | ||
| 72 | 2024.11.04 09:00 | modify | 21 | 0.10 | 197.369 | 197.673 | 196.698 | ||
| 73 | 2024.11.04 12:00 | t/p | 20 | 0.10 | 196.698 | 197.673 | 196.698 | 101.05 | 1772.53 |
| 74 | 2024.11.04 12:00 | t/p | 21 | 0.10 | 196.698 | 197.673 | 196.698 | 46.15 | 1818.68 |
| 75 | 2024.11.04 12:00 | t/p | 22 | 0.10 | 196.698 | 197.673 | 196.698 | 46.15 | 1864.83 |
| 76 | 2024.11.15 20:00 | buy | 23 | 0.10 | 194.524 | 0.000 | 0.000 | ||
| 77 | 2024.11.15 20:00 | modify | 23 | 0.10 | 194.524 | 193.024 | 196.024 | ||
| 78 | 2024.11.18 02:00 | buy | 24 | 0.10 | 195.369 | 0.000 | 0.000 | ||
| 79 | 2024.11.18 02:00 | modify | 24 | 0.10 | 195.369 | 194.899 | 196.024 | ||
| 80 | 2024.11.18 02:00 | buy | 25 | 0.10 | 195.369 | 0.000 | 0.000 | ||
| 81 | 2024.11.18 02:00 | modify | 25 | 0.10 | 195.369 | 195.049 | 196.024 | ||
| 82 | 2024.11.18 02:00 | modify | 23 | 0.10 | 194.524 | 195.049 | 196.024 | ||
| 83 | 2024.11.18 03:00 | modify | 24 | 0.10 | 195.369 | 195.049 | 196.024 | ||
| 84 | 2024.11.18 05:00 | s/l | 23 | 0.10 | 195.049 | 195.049 | 196.024 | 36.99 | 1901.82 |
| 85 | 2024.11.18 05:00 | s/l | 24 | 0.10 | 195.049 | 195.049 | 196.024 | -22.02 | 1879.80 |
| 86 | 2024.11.18 05:00 | s/l | 25 | 0.10 | 195.049 | 195.049 | 196.024 | -22.02 | 1857.78 |
| 87 | 2024.11.19 11:00 | buy | 26 | 0.10 | 194.340 | 0.000 | 0.000 | ||
| 88 | 2024.11.19 11:00 | modify | 26 | 0.10 | 194.340 | 192.840 | 195.840 | ||
| 89 | 2024.11.19 18:00 | t/p | 26 | 0.10 | 195.840 | 192.840 | 195.840 | 103.21 | 1960.99 |
| 90 | 2024.12.06 16:00 | buy | 27 | 0.10 | 191.024 | 0.000 | 0.000 | ||
| 91 | 2024.12.06 16:00 | modify | 27 | 0.10 | 191.024 | 189.524 | 192.524 | ||
| 92 | 2024.12.09 14:00 | t/p | 27 | 0.10 | 192.524 | 189.524 | 192.524 | 104.08 | 2065.07 |
| 93 | 2024.12.16 17:00 | sell | 28 | 0.10 | 195.607 | 0.000 | 0.000 | ||
| 94 | 2024.12.16 17:00 | modify | 28 | 0.10 | 195.607 | 197.107 | 194.107 | ||
| 95 | 2024.12.18 20:00 | sell | 29 | 0.10 | 194.760 | 0.000 | 0.000 | ||
| 96 | 2024.12.18 20:00 | modify | 29 | 0.10 | 194.760 | 195.232 | 194.107 | ||
| 97 | 2024.12.18 20:00 | sell | 30 | 0.10 | 194.760 | 0.000 | 0.000 | ||
| 98 | 2024.12.18 20:00 | modify | 30 | 0.10 | 194.760 | 195.082 | 194.107 | ||
| 99 | 2024.12.18 20:00 | modify | 28 | 0.10 | 195.607 | 195.082 | 194.107 | ||
| 100 | 2024.12.18 21:00 | modify | 29 | 0.10 | 194.760 | 195.082 | 194.107 | ||
| 101 | 2024.12.19 00:00 | t/p | 28 | 0.10 | 194.107 | 195.082 | 194.107 | 92.55 | 2157.63 |
| 102 | 2024.12.19 00:00 | t/p | 29 | 0.10 | 194.107 | 195.082 | 194.107 | 38.54 | 2196.16 |
| 103 | 2024.12.19 00:00 | t/p | 30 | 0.10 | 194.107 | 195.082 | 194.107 | 38.54 | 2234.70 |
| 104 | 2024.12.30 17:00 | buy | 31 | 0.10 | 196.898 | 0.000 | 0.000 | ||
| 105 | 2024.12.30 17:00 | modify | 31 | 0.10 | 196.898 | 195.398 | 198.398 | ||
| 106 | 2025.01.02 13:00 | s/l | 31 | 0.10 | 195.398 | 195.398 | 198.398 | -98.85 | 2135.86 |
| 107 | 2025.01.13 05:00 | buy | 32 | 0.10 | 191.272 | 0.000 | 0.000 | ||
| 108 | 2025.01.13 05:00 | modify | 32 | 0.10 | 191.272 | 189.772 | 192.772 | ||
| 109 | 2025.01.13 20:00 | buy | 33 | 0.10 | 192.044 | 0.000 | 0.000 | ||
| 110 | 2025.01.13 20:00 | modify | 33 | 0.10 | 192.044 | 191.497 | 192.772 | ||
| 111 | 2025.01.13 20:00 | modify | 32 | 0.10 | 191.272 | 191.497 | 192.772 | ||
| 112 | 2025.01.14 02:00 | t/p | 32 | 0.10 | 192.772 | 191.497 | 192.772 | 104.08 | 2239.94 |
| 113 | 2025.01.14 02:00 | t/p | 33 | 0.10 | 192.772 | 191.497 | 192.772 | 50.96 | 2290.90 |
| 114 | 2025.01.15 08:00 | buy | 34 | 0.10 | 191.962 | 0.000 | 0.000 | ||
| 115 | 2025.01.15 08:00 | modify | 34 | 0.10 | 191.962 | 190.462 | 193.462 | ||
| 116 | 2025.01.16 02:00 | s/l | 34 | 0.10 | 190.462 | 190.462 | 193.462 | -100.59 | 2190.31 |
| 117 | 2025.01.27 12:00 | buy | 35 | 0.10 | 192.431 | 0.000 | 0.000 | ||
| 118 | 2025.01.27 12:00 | modify | 35 | 0.10 | 192.431 | 190.931 | 193.931 | ||
| 119 | 2025.01.28 05:00 | t/p | 35 | 0.10 | 193.931 | 190.931 | 193.931 | 104.08 | 2294.39 |
| 120 | 2025.02.06 15:00 | buy | 36 | 0.10 | 188.532 | 0.000 | 0.000 | ||
| 121 | 2025.02.06 15:00 | modify | 36 | 0.10 | 188.532 | 187.032 | 190.032 | ||
| 122 | 2025.02.09 22:00 | s/l | 36 | 0.10 | 187.032 | 187.032 | 190.032 | -102.35 | 2192.04 |
| 123 | 2025.02.21 17:00 | buy | 37 | 0.10 | 189.060 | 0.000 | 0.000 | ||
| 124 | 2025.02.21 17:00 | modify | 37 | 0.10 | 189.060 | 187.560 | 190.560 | ||
| 125 | 2025.02.28 14:00 | buy | 38 | 0.10 | 189.890 | 0.000 | 0.000 | ||
| 126 | 2025.02.28 14:00 | modify | 38 | 0.10 | 189.890 | 189.435 | 190.560 | ||
| 127 | 2025.02.28 14:00 | buy | 39 | 0.10 | 189.890 | 0.000 | 0.000 | ||
| 128 | 2025.02.28 14:00 | modify | 39 | 0.10 | 189.890 | 189.585 | 190.560 | ||
| 129 | 2025.02.28 14:00 | modify | 37 | 0.10 | 189.060 | 189.585 | 190.560 | ||
| 130 | 2025.02.28 15:00 | s/l | 37 | 0.10 | 189.585 | 189.585 | 190.560 | 42.23 | 2234.27 |
| 131 | 2025.02.28 15:00 | s/l | 38 | 0.10 | 189.435 | 189.435 | 190.560 | -31.31 | 2202.96 |
| 132 | 2025.02.28 15:00 | s/l | 39 | 0.10 | 189.585 | 189.585 | 190.560 | -20.99 | 2181.97 |
| 133 | 2025.03.06 12:00 | buy | 40 | 0.10 | 190.430 | 0.000 | 0.000 | ||
| 134 | 2025.03.06 12:00 | modify | 40 | 0.10 | 190.430 | 188.930 | 191.930 | ||
| 135 | 2025.03.11 01:00 | s/l | 40 | 0.10 | 188.930 | 188.930 | 191.930 | -100.59 | 2081.37 |
| 136 | 2025.04.02 18:00 | sell | 41 | 0.10 | 194.730 | 0.000 | 0.000 | ||
| 137 | 2025.04.02 18:00 | modify | 41 | 0.10 | 194.730 | 196.230 | 193.230 | ||
| 138 | 2025.04.02 22:00 | t/p | 41 | 0.10 | 193.230 | 196.230 | 193.230 | 103.17 | 2184.54 |
| 139 | 2025.04.03 15:00 | buy | 42 | 0.10 | 191.538 | 0.000 | 0.000 | ||
| 140 | 2025.04.03 15:00 | modify | 42 | 0.10 | 191.538 | 190.038 | 193.038 | ||
| 141 | 2025.04.04 09:00 | s/l | 42 | 0.10 | 190.038 | 190.038 | 193.038 | -102.34 | 2082.21 |
| 142 | 2025.04.09 13:00 | buy | 43 | 0.10 | 184.814 | 0.000 | 0.000 | ||
| 143 | 2025.04.09 13:00 | modify | 43 | 0.10 | 184.814 | 183.314 | 186.314 | ||
| 144 | 2025.04.09 18:00 | t/p | 43 | 0.10 | 186.314 | 183.314 | 186.314 | 103.21 | 2185.42 |