Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=25; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 40 | ||
| Total net profit | 789.36 | Gross profit | 1760.64 | Gross loss | -971.28 |
| Profit factor | 1.81 | Expected payoff | 23.92 | ||
| Absolute drawdown | 93.91 | Maximal drawdown | 373.66 (23.91%) | Relative drawdown | 23.91% (373.66) |
| Total trades | 33 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 19 (57.58%) | Loss trades (% of total) | 14 (42.42%) | ||
| Largest | profit trade | 106.88 | loss trade | -91.42 | |
| Average | profit trade | 92.67 | loss trade | -69.38 | |
| Maximum | consecutive wins (profit in money) | 4 (410.86) | consecutive losses (loss in money) | 4 (-178.08) | |
| Maximal | consecutive profit (count of wins) | 410.86 (4) | consecutive loss (count of losses) | -178.08 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.03 12:00 | sell | 1 | 0.10 | 205.734 | 0.000 | 0.000 | ||
| 2 | 2024.07.03 12:00 | modify | 1 | 0.10 | 205.734 | 206.834 | 204.234 | ||
| 3 | 2024.07.10 12:00 | s/l | 1 | 0.10 | 206.834 | 206.834 | 204.234 | -91.42 | 908.58 |
| 4 | 2024.07.26 12:00 | sell | 2 | 0.10 | 199.010 | 0.000 | 0.000 | ||
| 5 | 2024.07.26 12:00 | modify | 2 | 0.10 | 199.010 | 200.110 | 197.510 | ||
| 6 | 2024.07.26 16:00 | t/p | 2 | 0.10 | 197.510 | 200.110 | 197.510 | 103.75 | 1012.33 |
| 7 | 2024.08.12 12:00 | sell | 3 | 0.10 | 188.452 | 0.000 | 0.000 | ||
| 8 | 2024.08.12 12:00 | modify | 3 | 0.10 | 188.452 | 189.552 | 186.952 | ||
| 9 | 2024.08.15 16:00 | s/l | 3 | 0.10 | 189.552 | 189.552 | 186.952 | -87.03 | 925.30 |
| 10 | 2024.08.22 12:00 | sell | 4 | 0.10 | 191.380 | 0.000 | 0.000 | ||
| 11 | 2024.08.22 12:00 | modify | 4 | 0.10 | 191.380 | 192.480 | 189.880 | ||
| 12 | 2024.08.26 00:00 | t/p | 4 | 0.10 | 189.880 | 192.480 | 189.880 | 99.37 | 1024.67 |
| 13 | 2024.09.13 12:00 | buy | 5 | 0.10 | 184.842 | 0.000 | 0.000 | ||
| 14 | 2024.09.13 12:00 | modify | 5 | 0.10 | 184.842 | 183.742 | 186.342 | ||
| 15 | 2024.09.17 00:00 | t/p | 5 | 0.10 | 186.342 | 183.742 | 186.342 | 105.37 | 1130.04 |
| 16 | 2024.10.02 12:00 | sell | 6 | 0.10 | 192.349 | 0.000 | 0.000 | ||
| 17 | 2024.10.02 12:00 | modify | 6 | 0.10 | 192.349 | 193.449 | 190.849 | ||
| 18 | 2024.10.02 16:00 | s/l | 6 | 0.10 | 193.449 | 193.449 | 190.849 | -76.09 | 1053.95 |
| 19 | 2024.10.29 12:00 | sell | 7 | 0.10 | 199.558 | 0.000 | 0.000 | ||
| 20 | 2024.10.29 12:00 | modify | 7 | 0.10 | 199.558 | 200.658 | 198.058 | ||
| 21 | 2024.10.31 00:00 | sell | 8 | 0.10 | 198.556 | 0.000 | 0.000 | ||
| 22 | 2024.10.31 00:00 | modify | 8 | 0.10 | 198.556 | 198.958 | 198.058 | ||
| 23 | 2024.10.31 00:00 | modify | 7 | 0.10 | 199.558 | 198.958 | 198.058 | ||
| 24 | 2024.10.31 08:00 | t/p | 7 | 0.10 | 198.058 | 198.958 | 198.058 | 94.99 | 1148.94 |
| 25 | 2024.10.31 08:00 | t/p | 8 | 0.10 | 198.058 | 198.958 | 198.058 | 34.44 | 1183.38 |
| 26 | 2024.11.19 12:00 | buy | 9 | 0.10 | 194.714 | 0.000 | 0.000 | ||
| 27 | 2024.11.19 12:00 | modify | 9 | 0.10 | 194.714 | 193.614 | 196.214 | ||
| 28 | 2024.11.20 00:00 | t/p | 9 | 0.10 | 196.214 | 193.614 | 196.214 | 104.63 | 1288.01 |
| 29 | 2024.11.21 12:00 | buy | 10 | 0.10 | 195.335 | 0.000 | 0.000 | ||
| 30 | 2024.11.21 12:00 | modify | 10 | 0.10 | 195.335 | 194.235 | 196.835 | ||
| 31 | 2024.11.22 00:00 | s/l | 10 | 0.10 | 194.235 | 194.235 | 196.835 | -75.40 | 1212.60 |
| 32 | 2024.11.22 12:00 | buy | 11 | 0.10 | 193.119 | 0.000 | 0.000 | ||
| 33 | 2024.11.22 12:00 | modify | 11 | 0.10 | 193.119 | 192.019 | 194.619 | ||
| 34 | 2024.11.25 08:00 | t/p | 11 | 0.10 | 194.619 | 192.019 | 194.619 | 104.62 | 1317.22 |
| 35 | 2024.12.06 12:00 | sell | 12 | 0.10 | 192.199 | 0.000 | 0.000 | ||
| 36 | 2024.12.06 12:00 | modify | 12 | 0.10 | 192.199 | 193.299 | 190.699 | ||
| 37 | 2024.12.09 08:00 | t/p | 12 | 0.10 | 190.699 | 193.299 | 190.699 | 101.56 | 1418.78 |
| 38 | 2024.12.11 12:00 | sell | 13 | 0.10 | 194.279 | 0.000 | 0.000 | ||
| 39 | 2024.12.11 12:00 | modify | 13 | 0.10 | 194.279 | 195.379 | 192.779 | ||
| 40 | 2024.12.12 12:00 | sell | 14 | 0.10 | 193.882 | 0.000 | 0.000 | ||
| 41 | 2024.12.12 12:00 | modify | 14 | 0.10 | 193.882 | 194.204 | 192.779 | ||
| 42 | 2024.12.12 12:00 | modify | 13 | 0.10 | 194.279 | 194.204 | 192.779 | ||
| 43 | 2024.12.13 12:00 | s/l | 13 | 0.10 | 194.204 | 194.204 | 192.779 | -3.57 | 1415.21 |
| 44 | 2024.12.13 12:00 | s/l | 14 | 0.10 | 194.204 | 194.204 | 192.779 | -24.46 | 1390.75 |
| 45 | 2025.01.02 12:00 | buy | 15 | 0.10 | 195.808 | 0.000 | 0.000 | ||
| 46 | 2025.01.02 12:00 | modify | 15 | 0.10 | 195.808 | 194.708 | 197.308 | ||
| 47 | 2025.01.02 16:00 | s/l | 15 | 0.10 | 194.708 | 194.708 | 197.308 | -76.16 | 1314.59 |
| 48 | 2025.01.08 12:00 | buy | 16 | 0.10 | 195.970 | 0.000 | 0.000 | ||
| 49 | 2025.01.08 12:00 | modify | 16 | 0.10 | 195.970 | 194.870 | 197.470 | ||
| 50 | 2025.01.09 08:00 | s/l | 16 | 0.10 | 194.870 | 194.870 | 197.470 | -73.89 | 1240.70 |
| 51 | 2025.01.24 12:00 | sell | 17 | 0.10 | 193.791 | 0.000 | 0.000 | ||
| 52 | 2025.01.24 12:00 | modify | 17 | 0.10 | 193.791 | 194.891 | 192.291 | ||
| 53 | 2025.01.27 12:00 | t/p | 17 | 0.10 | 192.291 | 194.891 | 192.291 | 101.56 | 1342.26 |
| 54 | 2025.01.27 12:00 | buy | 18 | 0.10 | 192.431 | 0.000 | 0.000 | ||
| 55 | 2025.01.27 12:00 | modify | 18 | 0.10 | 192.431 | 191.331 | 193.931 | ||
| 56 | 2025.01.28 08:00 | t/p | 18 | 0.10 | 193.931 | 191.331 | 193.931 | 104.62 | 1446.87 |
| 57 | 2025.01.30 12:00 | buy | 19 | 0.10 | 192.154 | 0.000 | 0.000 | ||
| 58 | 2025.01.30 12:00 | modify | 19 | 0.10 | 192.154 | 191.054 | 193.654 | ||
| 59 | 2025.02.02 20:00 | s/l | 19 | 0.10 | 191.054 | 191.054 | 193.654 | -75.40 | 1371.47 |
| 60 | 2025.02.03 12:00 | buy | 20 | 0.10 | 190.499 | 0.000 | 0.000 | ||
| 61 | 2025.02.03 12:00 | modify | 20 | 0.10 | 190.499 | 189.399 | 191.999 | ||
| 62 | 2025.02.03 16:00 | t/p | 20 | 0.10 | 191.999 | 189.399 | 191.999 | 103.86 | 1475.33 |
| 63 | 2025.02.27 12:00 | sell | 21 | 0.10 | 189.822 | 0.000 | 0.000 | ||
| 64 | 2025.02.27 12:00 | modify | 21 | 0.10 | 189.822 | 190.922 | 188.322 | ||
| 65 | 2025.02.28 04:00 | t/p | 21 | 0.10 | 188.322 | 190.922 | 188.322 | 101.57 | 1576.90 |
| 66 | 2025.03.03 12:00 | sell | 22 | 0.10 | 191.433 | 0.000 | 0.000 | ||
| 67 | 2025.03.03 12:00 | modify | 22 | 0.10 | 191.433 | 192.533 | 189.933 | ||
| 68 | 2025.03.04 00:00 | t/p | 22 | 0.10 | 189.933 | 192.533 | 189.933 | 101.57 | 1678.47 |
| 69 | 2025.03.04 12:00 | buy | 23 | 0.10 | 189.061 | 0.000 | 0.000 | ||
| 70 | 2025.03.04 12:00 | modify | 23 | 0.10 | 189.061 | 187.961 | 190.561 | ||
| 71 | 2025.03.04 20:00 | t/p | 23 | 0.10 | 190.561 | 187.961 | 190.561 | 103.86 | 1782.33 |
| 72 | 2025.03.06 12:00 | buy | 24 | 0.10 | 190.430 | 0.000 | 0.000 | ||
| 73 | 2025.03.06 12:00 | modify | 24 | 0.10 | 190.430 | 189.330 | 191.930 | ||
| 74 | 2025.03.10 16:00 | s/l | 24 | 0.10 | 189.330 | 189.330 | 191.930 | -74.65 | 1707.68 |
| 75 | 2025.03.11 12:00 | sell | 25 | 0.10 | 190.764 | 0.000 | 0.000 | ||
| 76 | 2025.03.11 12:00 | modify | 25 | 0.10 | 190.764 | 191.864 | 189.264 | ||
| 77 | 2025.03.12 08:00 | s/l | 25 | 0.10 | 191.864 | 191.864 | 189.264 | -78.28 | 1629.40 |
| 78 | 2025.03.27 12:00 | sell | 26 | 0.10 | 195.278 | 0.000 | 0.000 | ||
| 79 | 2025.03.27 12:00 | modify | 26 | 0.10 | 195.278 | 196.378 | 193.778 | ||
| 80 | 2025.03.30 20:00 | t/p | 26 | 0.10 | 193.778 | 196.378 | 193.778 | 101.56 | 1730.96 |
| 81 | 2025.04.01 12:00 | buy | 27 | 0.10 | 192.360 | 0.000 | 0.000 | ||
| 82 | 2025.04.01 12:00 | modify | 27 | 0.10 | 192.360 | 191.260 | 193.860 | ||
| 83 | 2025.04.01 20:00 | buy | 28 | 0.10 | 193.352 | 0.000 | 0.000 | ||
| 84 | 2025.04.01 20:00 | modify | 28 | 0.10 | 193.352 | 192.960 | 193.860 | ||
| 85 | 2025.04.01 20:00 | modify | 27 | 0.10 | 192.360 | 192.960 | 193.860 | ||
| 86 | 2025.04.02 16:00 | t/p | 27 | 0.10 | 193.860 | 192.960 | 193.860 | 104.62 | 1835.57 |
| 87 | 2025.04.02 16:00 | t/p | 28 | 0.10 | 193.860 | 192.960 | 193.860 | 35.93 | 1871.50 |
| 88 | 2025.04.03 12:00 | buy | 29 | 0.10 | 192.434 | 0.000 | 0.000 | ||
| 89 | 2025.04.03 12:00 | modify | 29 | 0.10 | 192.434 | 191.334 | 193.934 | ||
| 90 | 2025.04.03 16:00 | s/l | 29 | 0.10 | 191.334 | 191.334 | 193.934 | -76.17 | 1795.33 |
| 91 | 2025.05.08 12:00 | sell | 30 | 0.10 | 192.747 | 0.000 | 0.000 | ||
| 92 | 2025.05.08 12:00 | modify | 30 | 0.10 | 192.747 | 193.847 | 191.247 | ||
| 93 | 2025.05.12 00:00 | s/l | 30 | 0.10 | 193.847 | 193.847 | 191.247 | -80.47 | 1714.86 |
| 94 | 2025.06.18 12:00 | buy | 31 | 0.10 | 194.864 | 0.000 | 0.000 | ||
| 95 | 2025.06.18 12:00 | modify | 31 | 0.10 | 194.864 | 193.764 | 196.364 | ||
| 96 | 2025.06.20 12:00 | t/p | 31 | 0.10 | 196.364 | 193.764 | 196.364 | 106.88 | 1821.74 |
| 97 | 2025.06.20 12:00 | sell | 32 | 0.10 | 196.508 | 0.000 | 0.000 | ||
| 98 | 2025.06.20 12:00 | modify | 32 | 0.10 | 196.508 | 197.608 | 195.008 | ||
| 99 | 2025.06.23 08:00 | s/l | 32 | 0.10 | 197.608 | 197.608 | 195.008 | -78.28 | 1743.46 |
| 100 | 2025.06.25 12:00 | sell | 33 | 0.10 | 198.313 | 0.000 | 0.000 | ||
| 101 | 2025.06.25 12:00 | modify | 33 | 0.10 | 198.313 | 199.413 | 196.813 | ||
| 102 | 2025.06.30 23:59 | close at stop | 33 | 0.10 | 197.491 | 199.413 | 196.813 | 45.90 | 1789.36 |