Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 79038 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1059.37 | Gross profit | 1246.82 | Gross loss | -187.45 |
| Profit factor | 6.65 | Expected payoff | 46.06 | ||
| Absolute drawdown | 126.65 | Maximal drawdown | 232.80 (11.70%) | Relative drawdown | 16.30% (170.05) |
| Total trades | 23 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 119.75 | loss trade | -50.25 | |
| Average | profit trade | 73.34 | loss trade | -31.24 | |
| Maximum | consecutive wins (profit in money) | 8 (602.42) | consecutive losses (loss in money) | 3 (-50.80) | |
| Maximal | consecutive profit (count of wins) | 602.42 (8) | consecutive loss (count of losses) | -100.25 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.01 12:00 | buy | 1 | 0.10 | 1.27960 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.01 12:00 | modify | 1 | 0.10 | 1.27960 | 1.27460 | 1.29160 | ||
| 3 | 2024.08.01 17:30 | s/l | 1 | 0.10 | 1.27460 | 1.27460 | 1.29160 | -50.00 | 950.00 |
| 4 | 2024.09.13 08:00 | sell | 2 | 0.10 | 1.31456 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.13 08:00 | modify | 2 | 0.10 | 1.31456 | 1.31956 | 1.30256 | ||
| 6 | 2024.09.16 08:40 | s/l | 2 | 0.10 | 1.31956 | 1.31956 | 1.30256 | -50.25 | 899.75 |
| 7 | 2025.02.12 12:00 | sell | 3 | 0.10 | 1.24561 | 0.00000 | 0.00000 | ||
| 8 | 2025.02.12 12:00 | modify | 3 | 0.10 | 1.24561 | 1.25061 | 1.23361 | ||
| 9 | 2025.02.12 14:15 | sell | 4 | 0.10 | 1.23777 | 0.00000 | 0.00000 | ||
| 10 | 2025.02.12 14:15 | modify | 4 | 0.10 | 1.23777 | 1.24141 | 1.23361 | ||
| 11 | 2025.02.12 14:15 | modify | 3 | 0.10 | 1.24561 | 1.24141 | 1.23361 | ||
| 12 | 2025.02.12 15:20 | s/l | 3 | 0.10 | 1.24141 | 1.24141 | 1.23361 | 42.00 | 941.75 |
| 13 | 2025.02.12 15:20 | s/l | 4 | 0.10 | 1.24141 | 1.24141 | 1.23361 | -36.40 | 905.35 |
| 14 | 2025.02.28 08:00 | buy | 5 | 0.10 | 1.25909 | 0.00000 | 0.00000 | ||
| 15 | 2025.02.28 08:00 | modify | 5 | 0.10 | 1.25909 | 1.25409 | 1.27109 | ||
| 16 | 2025.03.03 10:06 | buy | 6 | 0.10 | 1.26401 | 0.00000 | 0.00000 | ||
| 17 | 2025.03.03 10:06 | modify | 6 | 0.10 | 1.26401 | 1.26209 | 1.27109 | ||
| 18 | 2025.03.03 10:06 | buy | 7 | 0.10 | 1.26401 | 0.00000 | 0.00000 | ||
| 19 | 2025.03.03 10:06 | modify | 7 | 0.10 | 1.26401 | 1.26209 | 1.27109 | ||
| 20 | 2025.03.03 10:06 | modify | 5 | 0.10 | 1.25909 | 1.26209 | 1.27109 | ||
| 21 | 2025.03.03 15:40 | t/p | 5 | 0.10 | 1.27109 | 1.26209 | 1.27109 | 119.72 | 1025.06 |
| 22 | 2025.03.03 15:40 | t/p | 6 | 0.10 | 1.27109 | 1.26209 | 1.27109 | 70.80 | 1095.86 |
| 23 | 2025.03.03 15:40 | t/p | 7 | 0.10 | 1.27109 | 1.26209 | 1.27109 | 70.80 | 1166.66 |
| 24 | 2025.04.21 12:00 | sell | 8 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 25 | 2025.04.21 12:00 | modify | 8 | 0.10 | 1.33963 | 1.34463 | 1.32763 | ||
| 26 | 2025.04.22 16:50 | sell | 9 | 0.10 | 1.33459 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.22 16:50 | modify | 9 | 0.10 | 1.33459 | 1.33663 | 1.32763 | ||
| 28 | 2025.04.22 16:50 | sell | 10 | 0.10 | 1.33459 | 0.00000 | 0.00000 | ||
| 29 | 2025.04.22 16:50 | modify | 10 | 0.10 | 1.33459 | 1.33663 | 1.32763 | ||
| 30 | 2025.04.22 16:50 | modify | 8 | 0.10 | 1.33963 | 1.33663 | 1.32763 | ||
| 31 | 2025.04.22 21:20 | sell | 11 | 0.10 | 1.33173 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.22 21:20 | modify | 11 | 0.10 | 1.33173 | 1.33543 | 1.32763 | ||
| 33 | 2025.04.22 21:20 | modify | 10 | 0.10 | 1.33459 | 1.33543 | 1.32763 | ||
| 34 | 2025.04.22 21:20 | modify | 9 | 0.10 | 1.33459 | 1.33543 | 1.32763 | ||
| 35 | 2025.04.22 21:20 | modify | 8 | 0.10 | 1.33963 | 1.33543 | 1.32763 | ||
| 36 | 2025.04.22 22:20 | t/p | 8 | 0.10 | 1.32763 | 1.33543 | 1.32763 | 119.75 | 1286.41 |
| 37 | 2025.04.22 22:20 | t/p | 9 | 0.10 | 1.32763 | 1.33543 | 1.32763 | 69.60 | 1356.01 |
| 38 | 2025.04.22 22:20 | t/p | 10 | 0.10 | 1.32763 | 1.33543 | 1.32763 | 69.60 | 1425.61 |
| 39 | 2025.04.22 22:20 | t/p | 11 | 0.10 | 1.32763 | 1.33543 | 1.32763 | 41.00 | 1466.61 |
| 40 | 2025.05.01 08:00 | buy | 12 | 0.10 | 1.33085 | 0.00000 | 0.00000 | ||
| 41 | 2025.05.01 08:00 | modify | 12 | 0.10 | 1.33085 | 1.32585 | 1.34285 | ||
| 42 | 2025.05.06 10:40 | buy | 13 | 0.10 | 1.33568 | 0.00000 | 0.00000 | ||
| 43 | 2025.05.06 10:40 | modify | 13 | 0.10 | 1.33568 | 1.33385 | 1.34285 | ||
| 44 | 2025.05.06 10:40 | buy | 14 | 0.10 | 1.33568 | 0.00000 | 0.00000 | ||
| 45 | 2025.05.06 10:40 | modify | 14 | 0.10 | 1.33568 | 1.33385 | 1.34285 | ||
| 46 | 2025.05.06 10:40 | modify | 12 | 0.10 | 1.33085 | 1.33385 | 1.34285 | ||
| 47 | 2025.05.06 13:55 | buy | 15 | 0.10 | 1.33887 | 0.00000 | 0.00000 | ||
| 48 | 2025.05.06 13:55 | modify | 15 | 0.10 | 1.33887 | 1.33505 | 1.34285 | ||
| 49 | 2025.05.06 13:55 | modify | 14 | 0.10 | 1.33568 | 1.33505 | 1.34285 | ||
| 50 | 2025.05.06 13:55 | modify | 13 | 0.10 | 1.33568 | 1.33505 | 1.34285 | ||
| 51 | 2025.05.06 13:55 | modify | 12 | 0.10 | 1.33085 | 1.33505 | 1.34285 | ||
| 52 | 2025.05.06 22:40 | s/l | 12 | 0.10 | 1.33505 | 1.33505 | 1.34285 | 41.15 | 1507.76 |
| 53 | 2025.05.06 22:40 | s/l | 13 | 0.10 | 1.33505 | 1.33505 | 1.34285 | -6.30 | 1501.46 |
| 54 | 2025.05.06 22:40 | s/l | 14 | 0.10 | 1.33505 | 1.33505 | 1.34285 | -6.30 | 1495.16 |
| 55 | 2025.05.06 22:40 | s/l | 15 | 0.10 | 1.33505 | 1.33505 | 1.34285 | -38.20 | 1456.96 |
| 56 | 2025.05.12 12:00 | buy | 16 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 57 | 2025.05.12 12:00 | modify | 16 | 0.10 | 1.31796 | 1.31296 | 1.32996 | ||
| 58 | 2025.05.13 12:20 | buy | 17 | 0.10 | 1.32296 | 0.00000 | 0.00000 | ||
| 59 | 2025.05.13 12:20 | modify | 17 | 0.10 | 1.32296 | 1.32096 | 1.32996 | ||
| 60 | 2025.05.13 12:20 | buy | 18 | 0.10 | 1.32296 | 0.00000 | 0.00000 | ||
| 61 | 2025.05.13 12:20 | modify | 18 | 0.10 | 1.32296 | 1.32096 | 1.32996 | ||
| 62 | 2025.05.13 12:20 | modify | 16 | 0.10 | 1.31796 | 1.32096 | 1.32996 | ||
| 63 | 2025.05.13 14:50 | buy | 19 | 0.10 | 1.32598 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.13 14:50 | modify | 19 | 0.10 | 1.32598 | 1.32216 | 1.32996 | ||
| 65 | 2025.05.13 14:50 | modify | 18 | 0.10 | 1.32296 | 1.32216 | 1.32996 | ||
| 66 | 2025.05.13 14:50 | modify | 17 | 0.10 | 1.32296 | 1.32216 | 1.32996 | ||
| 67 | 2025.05.13 14:50 | modify | 16 | 0.10 | 1.31796 | 1.32216 | 1.32996 | ||
| 68 | 2025.05.13 17:40 | t/p | 16 | 0.10 | 1.32996 | 1.32216 | 1.32996 | 119.72 | 1576.68 |
| 69 | 2025.05.13 17:40 | t/p | 17 | 0.10 | 1.32996 | 1.32216 | 1.32996 | 70.00 | 1646.68 |
| 70 | 2025.05.13 17:40 | t/p | 18 | 0.10 | 1.32996 | 1.32216 | 1.32996 | 70.00 | 1716.68 |
| 71 | 2025.05.13 17:40 | t/p | 19 | 0.10 | 1.32996 | 1.32216 | 1.32996 | 39.80 | 1756.48 |
| 72 | 2025.05.26 08:00 | sell | 20 | 0.10 | 1.35666 | 0.00000 | 0.00000 | ||
| 73 | 2025.05.26 08:00 | modify | 20 | 0.10 | 1.35666 | 1.36166 | 1.34466 | ||
| 74 | 2025.05.27 14:40 | sell | 21 | 0.10 | 1.35185 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.27 14:40 | modify | 21 | 0.10 | 1.35185 | 1.35366 | 1.34466 | ||
| 76 | 2025.05.27 14:40 | sell | 22 | 0.10 | 1.35185 | 0.00000 | 0.00000 | ||
| 77 | 2025.05.27 14:40 | modify | 22 | 0.10 | 1.35185 | 1.35366 | 1.34466 | ||
| 78 | 2025.05.27 14:40 | modify | 20 | 0.10 | 1.35666 | 1.35366 | 1.34466 | ||
| 79 | 2025.05.28 02:30 | sell | 23 | 0.10 | 1.34867 | 0.00000 | 0.00000 | ||
| 80 | 2025.05.28 02:30 | modify | 23 | 0.10 | 1.34867 | 1.35246 | 1.34466 | ||
| 81 | 2025.05.28 02:30 | modify | 22 | 0.10 | 1.35185 | 1.35246 | 1.34466 | ||
| 82 | 2025.05.28 02:30 | modify | 21 | 0.10 | 1.35185 | 1.35246 | 1.34466 | ||
| 83 | 2025.05.28 02:30 | modify | 20 | 0.10 | 1.35666 | 1.35246 | 1.34466 | ||
| 84 | 2025.05.28 23:30 | t/p | 20 | 0.10 | 1.34466 | 1.35246 | 1.34466 | 119.49 | 1875.97 |
| 85 | 2025.05.28 23:30 | t/p | 21 | 0.10 | 1.34466 | 1.35246 | 1.34466 | 71.65 | 1947.62 |
| 86 | 2025.05.28 23:30 | t/p | 22 | 0.10 | 1.34466 | 1.35246 | 1.34466 | 71.65 | 2019.27 |
| 87 | 2025.05.28 23:30 | t/p | 23 | 0.10 | 1.34466 | 1.35246 | 1.34466 | 40.10 | 2059.37 |