Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=5; 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 | 156675 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1254.98 | Gross profit | 1554.63 | Gross loss | -299.65 |
| Profit factor | 5.19 | Expected payoff | 48.27 | ||
| Absolute drawdown | 164.25 | Maximal drawdown | 232.80 (13.21%) | Relative drawdown | 16.63% (166.65) |
| Total trades | 26 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 18 (69.23%) | Loss trades (% of total) | 8 (30.77%) | ||
| Largest | profit trade | 150.00 | loss trade | -60.25 | |
| Average | profit trade | 86.37 | loss trade | -37.46 | |
| Maximum | consecutive wins (profit in money) | 12 (1084.13) | consecutive losses (loss in money) | 3 (-79.30) | |
| Maximal | consecutive profit (count of wins) | 1084.13 (12) | consecutive loss (count of losses) | -120.25 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.11 04:00 | sell | 1 | 0.10 | 1.28603 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.11 04:00 | modify | 1 | 0.10 | 1.28603 | 1.29203 | 1.27103 | ||
| 3 | 2024.07.11 12:45 | s/l | 1 | 0.10 | 1.29203 | 1.29203 | 1.27103 | -60.00 | 940.00 |
| 4 | 2024.09.13 02:00 | sell | 2 | 0.10 | 1.31400 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.13 02:00 | modify | 2 | 0.10 | 1.31400 | 1.32000 | 1.29900 | ||
| 6 | 2024.09.16 10:10 | s/l | 2 | 0.10 | 1.32000 | 1.32000 | 1.29900 | -60.25 | 879.75 |
| 7 | 2024.12.19 00:00 | buy | 3 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.19 00:00 | modify | 3 | 0.10 | 1.25698 | 1.25098 | 1.27198 | ||
| 9 | 2024.12.19 09:15 | buy | 4 | 0.10 | 1.26612 | 0.00000 | 0.00000 | ||
| 10 | 2024.12.19 09:15 | modify | 4 | 0.10 | 1.26612 | 1.26223 | 1.27198 | ||
| 11 | 2024.12.19 09:15 | modify | 3 | 0.10 | 1.25698 | 1.26223 | 1.27198 | ||
| 12 | 2024.12.19 10:57 | buy | 5 | 0.10 | 1.26462 | 0.00000 | 0.00000 | ||
| 13 | 2024.12.19 10:57 | modify | 5 | 0.10 | 1.26462 | 1.26223 | 1.27198 | ||
| 14 | 2024.12.19 11:42 | buy | 6 | 0.10 | 1.26388 | 0.00000 | 0.00000 | ||
| 15 | 2024.12.19 11:42 | modify | 6 | 0.10 | 1.26388 | 1.25998 | 1.27198 | ||
| 16 | 2024.12.19 11:45 | modify | 6 | 0.10 | 1.26388 | 1.26223 | 1.27198 | ||
| 17 | 2024.12.19 12:05 | s/l | 3 | 0.10 | 1.26223 | 1.26223 | 1.27198 | 52.50 | 932.25 |
| 18 | 2024.12.19 12:05 | s/l | 4 | 0.10 | 1.26223 | 1.26223 | 1.27198 | -38.90 | 893.35 |
| 19 | 2024.12.19 12:05 | s/l | 5 | 0.10 | 1.26223 | 1.26223 | 1.27198 | -23.90 | 869.45 |
| 20 | 2024.12.19 12:05 | s/l | 6 | 0.10 | 1.26223 | 1.26223 | 1.27198 | -16.50 | 852.95 |
| 21 | 2025.01.14 00:00 | sell | 7 | 0.10 | 1.22315 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.14 00:00 | modify | 7 | 0.10 | 1.22315 | 1.22915 | 1.20815 | ||
| 23 | 2025.01.14 12:15 | sell | 8 | 0.10 | 1.21633 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.14 12:15 | modify | 8 | 0.10 | 1.21633 | 1.22015 | 1.20815 | ||
| 25 | 2025.01.14 12:15 | modify | 7 | 0.10 | 1.22315 | 1.22015 | 1.20815 | ||
| 26 | 2025.01.14 12:20 | sell | 9 | 0.10 | 1.21546 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.14 12:20 | modify | 9 | 0.10 | 1.21546 | 1.21790 | 1.20815 | ||
| 28 | 2025.01.14 12:20 | modify | 8 | 0.10 | 1.21633 | 1.21790 | 1.20815 | ||
| 29 | 2025.01.14 12:20 | modify | 7 | 0.10 | 1.22315 | 1.21790 | 1.20815 | ||
| 30 | 2025.01.14 13:46 | s/l | 7 | 0.10 | 1.21790 | 1.21790 | 1.20815 | 52.50 | 905.45 |
| 31 | 2025.01.14 13:46 | s/l | 8 | 0.10 | 1.21790 | 1.21790 | 1.20815 | -15.70 | 889.75 |
| 32 | 2025.01.14 13:46 | s/l | 9 | 0.10 | 1.21790 | 1.21790 | 1.20815 | -24.40 | 865.35 |
| 33 | 2025.02.03 04:00 | buy | 10 | 0.10 | 1.22653 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.03 04:00 | modify | 10 | 0.10 | 1.22653 | 1.22053 | 1.24153 | ||
| 35 | 2025.02.03 12:10 | buy | 11 | 0.10 | 1.23333 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.03 12:10 | modify | 11 | 0.10 | 1.23333 | 1.22953 | 1.24153 | ||
| 37 | 2025.02.03 12:10 | modify | 10 | 0.10 | 1.22653 | 1.22953 | 1.24153 | ||
| 38 | 2025.02.03 12:15 | buy | 12 | 0.10 | 1.23414 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.03 12:15 | modify | 12 | 0.10 | 1.23414 | 1.23178 | 1.24153 | ||
| 40 | 2025.02.03 12:15 | modify | 11 | 0.10 | 1.23333 | 1.23178 | 1.24153 | ||
| 41 | 2025.02.03 12:15 | modify | 10 | 0.10 | 1.22653 | 1.23178 | 1.24153 | ||
| 42 | 2025.02.03 14:47 | buy | 13 | 0.10 | 1.23557 | 0.00000 | 0.00000 | ||
| 43 | 2025.02.03 14:47 | modify | 13 | 0.10 | 1.23557 | 1.23178 | 1.24153 | ||
| 44 | 2025.02.03 15:45 | t/p | 10 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 150.00 | 1015.35 |
| 45 | 2025.02.03 15:45 | t/p | 11 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 82.00 | 1097.35 |
| 46 | 2025.02.03 15:45 | t/p | 12 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 73.90 | 1171.25 |
| 47 | 2025.02.03 15:45 | t/p | 13 | 0.10 | 1.24153 | 1.23178 | 1.24153 | 59.60 | 1230.85 |
| 48 | 2025.04.03 01:00 | sell | 14 | 0.10 | 1.30400 | 0.00000 | 0.00000 | ||
| 49 | 2025.04.03 01:00 | modify | 14 | 0.10 | 1.30400 | 1.31000 | 1.28900 | ||
| 50 | 2025.04.03 05:50 | s/l | 14 | 0.10 | 1.31000 | 1.31000 | 1.28900 | -60.00 | 1170.85 |
| 51 | 2025.04.29 00:00 | sell | 15 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 52 | 2025.04.29 00:00 | modify | 15 | 0.10 | 1.34346 | 1.34946 | 1.32846 | ||
| 53 | 2025.04.30 08:20 | sell | 16 | 0.10 | 1.33665 | 0.00000 | 0.00000 | ||
| 54 | 2025.04.30 08:20 | modify | 16 | 0.10 | 1.33665 | 1.34046 | 1.32846 | ||
| 55 | 2025.04.30 08:20 | modify | 15 | 0.10 | 1.34346 | 1.34046 | 1.32846 | ||
| 56 | 2025.04.30 09:50 | sell | 17 | 0.10 | 1.33574 | 0.00000 | 0.00000 | ||
| 57 | 2025.04.30 09:50 | modify | 17 | 0.10 | 1.33574 | 1.33821 | 1.32846 | ||
| 58 | 2025.04.30 09:50 | modify | 16 | 0.10 | 1.33665 | 1.33821 | 1.32846 | ||
| 59 | 2025.04.30 09:50 | modify | 15 | 0.10 | 1.34346 | 1.33821 | 1.32846 | ||
| 60 | 2025.04.30 12:50 | sell | 18 | 0.10 | 1.33427 | 0.00000 | 0.00000 | ||
| 61 | 2025.04.30 12:50 | modify | 18 | 0.10 | 1.33427 | 1.33821 | 1.32846 | ||
| 62 | 2025.05.01 05:20 | t/p | 15 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 148.99 | 1319.83 |
| 63 | 2025.05.01 05:20 | t/p | 16 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 81.14 | 1400.97 |
| 64 | 2025.05.01 05:20 | t/p | 17 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 72.04 | 1473.01 |
| 65 | 2025.05.01 05:20 | t/p | 18 | 0.10 | 1.32846 | 1.33821 | 1.32846 | 57.34 | 1530.35 |
| 66 | 2025.05.26 03:00 | sell | 19 | 0.10 | 1.35815 | 0.00000 | 0.00000 | ||
| 67 | 2025.05.26 03:00 | modify | 19 | 0.10 | 1.35815 | 1.36415 | 1.34315 | ||
| 68 | 2025.05.27 15:15 | sell | 20 | 0.10 | 1.35119 | 0.00000 | 0.00000 | ||
| 69 | 2025.05.27 15:15 | modify | 20 | 0.10 | 1.35119 | 1.35515 | 1.34315 | ||
| 70 | 2025.05.27 15:15 | modify | 19 | 0.10 | 1.35815 | 1.35515 | 1.34315 | ||
| 71 | 2025.05.27 15:40 | sell | 21 | 0.10 | 1.35059 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.27 15:40 | modify | 21 | 0.10 | 1.35059 | 1.35290 | 1.34315 | ||
| 73 | 2025.05.27 15:40 | modify | 20 | 0.10 | 1.35119 | 1.35290 | 1.34315 | ||
| 74 | 2025.05.27 15:40 | modify | 19 | 0.10 | 1.35815 | 1.35290 | 1.34315 | ||
| 75 | 2025.05.28 01:50 | sell | 22 | 0.10 | 1.34890 | 0.00000 | 0.00000 | ||
| 76 | 2025.05.28 01:50 | modify | 22 | 0.10 | 1.34890 | 1.35290 | 1.34315 | ||
| 77 | 2025.05.28 23:50 | t/p | 19 | 0.10 | 1.34315 | 1.35290 | 1.34315 | 149.49 | 1679.85 |
| 78 | 2025.05.28 23:50 | t/p | 20 | 0.10 | 1.34315 | 1.35290 | 1.34315 | 80.15 | 1759.99 |
| 79 | 2025.05.28 23:50 | t/p | 21 | 0.10 | 1.34315 | 1.35290 | 1.34315 | 74.15 | 1834.14 |
| 80 | 2025.05.28 23:50 | t/p | 22 | 0.10 | 1.34315 | 1.35290 | 1.34315 | 57.50 | 1891.64 |
| 81 | 2025.06.12 02:00 | sell | 23 | 0.10 | 1.35829 | 0.00000 | 0.00000 | ||
| 82 | 2025.06.12 02:00 | modify | 23 | 0.10 | 1.35829 | 1.36429 | 1.34329 | ||
| 83 | 2025.06.17 14:35 | sell | 24 | 0.10 | 1.35151 | 0.00000 | 0.00000 | ||
| 84 | 2025.06.17 14:35 | modify | 24 | 0.10 | 1.35151 | 1.35529 | 1.34329 | ||
| 85 | 2025.06.17 14:35 | modify | 23 | 0.10 | 1.35829 | 1.35529 | 1.34329 | ||
| 86 | 2025.06.17 15:15 | sell | 25 | 0.10 | 1.35052 | 0.00000 | 0.00000 | ||
| 87 | 2025.06.17 15:15 | modify | 25 | 0.10 | 1.35052 | 1.35304 | 1.34329 | ||
| 88 | 2025.06.17 15:15 | modify | 24 | 0.10 | 1.35151 | 1.35304 | 1.34329 | ||
| 89 | 2025.06.17 15:15 | modify | 23 | 0.10 | 1.35829 | 1.35304 | 1.34329 | ||
| 90 | 2025.06.17 16:35 | sell | 26 | 0.10 | 1.34925 | 0.00000 | 0.00000 | ||
| 91 | 2025.06.17 16:35 | modify | 26 | 0.10 | 1.34925 | 1.35304 | 1.34329 | ||
| 92 | 2025.06.17 18:50 | t/p | 23 | 0.10 | 1.34329 | 1.35304 | 1.34329 | 149.24 | 2040.88 |
| 93 | 2025.06.17 18:50 | t/p | 24 | 0.10 | 1.34329 | 1.35304 | 1.34329 | 82.20 | 2123.08 |
| 94 | 2025.06.17 18:50 | t/p | 25 | 0.10 | 1.34329 | 1.35304 | 1.34329 | 72.30 | 2195.38 |
| 95 | 2025.06.17 18:50 | t/p | 26 | 0.10 | 1.34329 | 1.35304 | 1.34329 | 59.60 | 2254.98 |