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 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 505.87 | Gross profit | 1656.53 | Gross loss | -1150.66 |
| Profit factor | 1.44 | Expected payoff | 18.74 | ||
| Absolute drawdown | 303.15 | Maximal drawdown | 389.17 (35.83%) | Relative drawdown | 35.83% (389.17) |
| Total trades | 27 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 149.49 | loss trade | -144.80 | |
| Average | profit trade | 110.44 | loss trade | -95.89 | |
| Maximum | consecutive wins (profit in money) | 5 (744.27) | consecutive losses (loss in money) | 3 (-204.24) | |
| Maximal | consecutive profit (count of wins) | 744.27 (5) | consecutive loss (count of losses) | -282.65 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.23 16:00 | sell | 1 | 0.10 | 1.31939 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.23 16:00 | modify | 1 | 0.10 | 1.31939 | 1.33339 | 1.30439 | ||
| 3 | 2024.09.03 16:00 | sell | 2 | 0.10 | 1.31026 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.03 16:00 | modify | 2 | 0.10 | 1.31026 | 1.31564 | 1.30439 | ||
| 5 | 2024.09.03 16:00 | sell | 3 | 0.10 | 1.31026 | 0.00000 | 0.00000 | ||
| 6 | 2024.09.03 16:00 | modify | 3 | 0.10 | 1.31026 | 1.31339 | 1.30439 | ||
| 7 | 2024.09.03 16:00 | modify | 1 | 0.10 | 1.31939 | 1.31339 | 1.30439 | ||
| 8 | 2024.09.03 20:00 | modify | 2 | 0.10 | 1.31026 | 1.31339 | 1.30439 | ||
| 9 | 2024.09.04 16:00 | s/l | 1 | 0.10 | 1.31339 | 1.31339 | 1.30439 | 57.47 | 1057.47 |
| 10 | 2024.09.04 16:00 | s/l | 2 | 0.10 | 1.31339 | 1.31339 | 1.30439 | -31.55 | 1025.91 |
| 11 | 2024.09.04 16:00 | s/l | 3 | 0.10 | 1.31339 | 1.31339 | 1.30439 | -31.55 | 994.36 |
| 12 | 2024.10.01 20:00 | buy | 4 | 0.10 | 1.32834 | 0.00000 | 0.00000 | ||
| 13 | 2024.10.01 20:00 | modify | 4 | 0.10 | 1.32834 | 1.31434 | 1.34334 | ||
| 14 | 2024.10.03 12:00 | s/l | 4 | 0.10 | 1.31434 | 1.31434 | 1.34334 | -141.13 | 853.23 |
| 15 | 2024.10.31 16:00 | buy | 5 | 0.10 | 1.28580 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.31 16:00 | modify | 5 | 0.10 | 1.28580 | 1.27180 | 1.30080 | ||
| 17 | 2024.11.05 16:00 | t/p | 5 | 0.10 | 1.30080 | 1.27180 | 1.30080 | 149.15 | 1002.38 |
| 18 | 2024.11.12 20:00 | buy | 6 | 0.10 | 1.27389 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.12 20:00 | modify | 6 | 0.10 | 1.27389 | 1.25989 | 1.28889 | ||
| 20 | 2024.11.17 20:00 | s/l | 6 | 0.10 | 1.25989 | 1.25989 | 1.28889 | -141.41 | 860.97 |
| 21 | 2024.11.22 12:00 | buy | 7 | 0.10 | 1.25155 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.22 12:00 | modify | 7 | 0.10 | 1.25155 | 1.23755 | 1.26655 | ||
| 23 | 2024.11.25 20:00 | buy | 8 | 0.10 | 1.25771 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.25 20:00 | modify | 8 | 0.10 | 1.25771 | 1.25455 | 1.26655 | ||
| 25 | 2024.11.25 20:00 | modify | 7 | 0.10 | 1.25155 | 1.25455 | 1.26655 | ||
| 26 | 2024.11.26 00:00 | s/l | 7 | 0.10 | 1.25455 | 1.25455 | 1.26655 | 29.43 | 890.41 |
| 27 | 2024.11.26 00:00 | s/l | 8 | 0.10 | 1.25455 | 1.25455 | 1.26655 | -31.88 | 858.52 |
| 28 | 2024.11.27 16:00 | sell | 9 | 0.10 | 1.26767 | 0.00000 | 0.00000 | ||
| 29 | 2024.11.27 16:00 | modify | 9 | 0.10 | 1.26767 | 1.28167 | 1.25267 | ||
| 30 | 2024.12.13 16:00 | sell | 10 | 0.10 | 1.26140 | 0.00000 | 0.00000 | ||
| 31 | 2024.12.13 16:00 | modify | 10 | 0.10 | 1.26140 | 1.26467 | 1.25267 | ||
| 32 | 2024.12.13 16:00 | modify | 9 | 0.10 | 1.26767 | 1.26467 | 1.25267 | ||
| 33 | 2024.12.16 12:00 | s/l | 9 | 0.10 | 1.26467 | 1.26467 | 1.25267 | 25.19 | 883.71 |
| 34 | 2024.12.16 12:00 | s/l | 10 | 0.10 | 1.26467 | 1.26467 | 1.25267 | -32.95 | 850.76 |
| 35 | 2024.12.18 20:00 | buy | 11 | 0.10 | 1.25968 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.18 20:00 | modify | 11 | 0.10 | 1.25968 | 1.24568 | 1.27468 | ||
| 37 | 2025.01.02 12:00 | s/l | 11 | 0.10 | 1.24568 | 1.24568 | 1.27468 | -144.80 | 705.95 |
| 38 | 2025.01.02 16:00 | buy | 12 | 0.10 | 1.23777 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.02 16:00 | modify | 12 | 0.10 | 1.23777 | 1.22377 | 1.25277 | ||
| 40 | 2025.01.06 04:00 | buy | 13 | 0.10 | 1.24383 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.06 04:00 | modify | 13 | 0.10 | 1.24383 | 1.24077 | 1.25277 | ||
| 42 | 2025.01.06 04:00 | modify | 12 | 0.10 | 1.23777 | 1.24077 | 1.25277 | ||
| 43 | 2025.01.06 12:00 | t/p | 12 | 0.10 | 1.25277 | 1.24077 | 1.25277 | 149.44 | 855.39 |
| 44 | 2025.01.06 12:00 | t/p | 13 | 0.10 | 1.25277 | 1.24077 | 1.25277 | 89.40 | 944.79 |
| 45 | 2025.01.06 12:00 | sell | 14 | 0.10 | 1.25431 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.06 12:00 | modify | 14 | 0.10 | 1.25431 | 1.26831 | 1.23931 | ||
| 47 | 2025.01.08 12:00 | t/p | 14 | 0.10 | 1.23931 | 1.26831 | 1.23931 | 149.49 | 1094.28 |
| 48 | 2025.01.08 12:00 | buy | 15 | 0.10 | 1.23750 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.08 12:00 | modify | 15 | 0.10 | 1.23750 | 1.22350 | 1.25250 | ||
| 50 | 2025.01.10 16:00 | s/l | 15 | 0.10 | 1.22350 | 1.22350 | 1.25250 | -141.13 | 953.15 |
| 51 | 2025.01.20 16:00 | sell | 16 | 0.10 | 1.22923 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.20 16:00 | modify | 16 | 0.10 | 1.22923 | 1.24323 | 1.21423 | ||
| 53 | 2025.01.24 12:00 | s/l | 16 | 0.10 | 1.24323 | 1.24323 | 1.21423 | -141.52 | 811.63 |
| 54 | 2025.01.24 16:00 | sell | 17 | 0.10 | 1.24830 | 0.00000 | 0.00000 | ||
| 55 | 2025.01.24 16:00 | modify | 17 | 0.10 | 1.24830 | 1.26230 | 1.23330 | ||
| 56 | 2025.01.31 00:00 | sell | 18 | 0.10 | 1.24218 | 0.00000 | 0.00000 | ||
| 57 | 2025.01.31 00:00 | modify | 18 | 0.10 | 1.24218 | 1.24530 | 1.23330 | ||
| 58 | 2025.01.31 00:00 | modify | 17 | 0.10 | 1.24830 | 1.24530 | 1.23330 | ||
| 59 | 2025.01.31 20:00 | s/l | 17 | 0.10 | 1.24530 | 1.24530 | 1.23330 | 28.23 | 839.86 |
| 60 | 2025.01.31 20:00 | s/l | 18 | 0.10 | 1.24530 | 1.24530 | 1.23330 | -31.20 | 808.66 |
| 61 | 2025.02.06 16:00 | buy | 19 | 0.10 | 1.24167 | 0.00000 | 0.00000 | ||
| 62 | 2025.02.06 16:00 | modify | 19 | 0.10 | 1.24167 | 1.22767 | 1.25667 | ||
| 63 | 2025.02.13 04:00 | buy | 20 | 0.10 | 1.24797 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.13 04:00 | modify | 20 | 0.10 | 1.24797 | 1.24467 | 1.25667 | ||
| 65 | 2025.02.13 04:00 | modify | 19 | 0.10 | 1.24167 | 1.24467 | 1.25667 | ||
| 66 | 2025.02.14 00:00 | t/p | 19 | 0.10 | 1.25667 | 1.24467 | 1.25667 | 147.74 | 956.40 |
| 67 | 2025.02.14 00:00 | t/p | 20 | 0.10 | 1.25667 | 1.24467 | 1.25667 | 86.72 | 1043.12 |
| 68 | 2025.03.03 16:00 | sell | 21 | 0.10 | 1.26988 | 0.00000 | 0.00000 | ||
| 69 | 2025.03.03 16:00 | modify | 21 | 0.10 | 1.26988 | 1.28388 | 1.25488 | ||
| 70 | 2025.03.05 12:00 | s/l | 21 | 0.10 | 1.28388 | 1.28388 | 1.25488 | -140.51 | 902.61 |
| 71 | 2025.04.07 12:00 | buy | 22 | 0.10 | 1.28272 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.07 12:00 | modify | 22 | 0.10 | 1.28272 | 1.26872 | 1.29772 | ||
| 73 | 2025.04.10 16:00 | t/p | 22 | 0.10 | 1.29772 | 1.26872 | 1.29772 | 148.59 | 1051.20 |
| 74 | 2025.04.21 08:00 | sell | 23 | 0.10 | 1.34106 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.21 08:00 | modify | 23 | 0.10 | 1.34106 | 1.35506 | 1.32606 | ||
| 76 | 2025.04.23 00:00 | t/p | 23 | 0.10 | 1.32606 | 1.35506 | 1.32606 | 149.49 | 1200.69 |
| 77 | 2025.04.28 20:00 | sell | 24 | 0.10 | 1.34386 | 0.00000 | 0.00000 | ||
| 78 | 2025.04.28 20:00 | modify | 24 | 0.10 | 1.34386 | 1.35786 | 1.32886 | ||
| 79 | 2025.05.01 08:00 | t/p | 24 | 0.10 | 1.32886 | 1.35786 | 1.32886 | 148.73 | 1349.43 |
| 80 | 2025.05.12 08:00 | buy | 25 | 0.10 | 1.31716 | 0.00000 | 0.00000 | ||
| 81 | 2025.05.12 08:00 | modify | 25 | 0.10 | 1.31716 | 1.30316 | 1.33216 | ||
| 82 | 2025.05.14 08:00 | t/p | 25 | 0.10 | 1.33216 | 1.30316 | 1.33216 | 149.44 | 1498.86 |
| 83 | 2025.06.17 20:00 | buy | 26 | 0.10 | 1.34287 | 0.00000 | 0.00000 | ||
| 84 | 2025.06.17 20:00 | modify | 26 | 0.10 | 1.34287 | 1.32887 | 1.35787 | ||
| 85 | 2025.06.24 08:00 | t/p | 26 | 0.10 | 1.35787 | 1.32887 | 1.35787 | 148.02 | 1646.88 |
| 86 | 2025.06.24 08:00 | sell | 27 | 0.10 | 1.35789 | 0.00000 | 0.00000 | ||
| 87 | 2025.06.24 08:00 | modify | 27 | 0.10 | 1.35789 | 1.37189 | 1.34289 | ||
| 88 | 2025.06.26 04:00 | s/l | 27 | 0.10 | 1.37189 | 1.37189 | 1.34289 | -141.01 | 1505.87 |