Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| 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=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 716.02 | Gross profit | 1922.78 | Gross loss | -1206.77 |
| Profit factor | 1.59 | Expected payoff | 16.27 | ||
| Absolute drawdown | 177.52 | Maximal drawdown | 301.69 (18.41%) | Relative drawdown | 22.57% (239.73) |
| Total trades | 44 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 29 (58.62%) |
| Profit trades (% of total) | 27 (61.36%) | Loss trades (% of total) | 17 (38.64%) | ||
| Largest | profit trade | 103.20 | loss trade | -109.02 | |
| Average | profit trade | 71.21 | loss trade | -70.99 | |
| Maximum | consecutive wins (profit in money) | 4 (305.35) | consecutive losses (loss in money) | 3 (-297.42) | |
| Maximal | consecutive profit (count of wins) | 305.35 (4) | consecutive loss (count of losses) | -297.42 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.05 00:00 | buy | 1 | 0.10 | 188.432 | 0.000 | 0.000 | ||
| 2 | 2024.09.05 00:00 | modify | 1 | 0.10 | 188.432 | 186.932 | 189.932 | ||
| 3 | 2024.09.06 16:00 | s/l | 1 | 0.10 | 186.932 | 186.932 | 189.932 | -101.06 | 898.94 |
| 4 | 2024.09.11 04:00 | buy | 2 | 0.10 | 185.181 | 0.000 | 0.000 | ||
| 5 | 2024.09.11 04:00 | modify | 2 | 0.10 | 185.181 | 183.681 | 186.681 | ||
| 6 | 2024.09.12 00:00 | buy | 3 | 0.10 | 186.006 | 0.000 | 0.000 | ||
| 7 | 2024.09.12 00:00 | modify | 3 | 0.10 | 186.006 | 185.556 | 186.681 | ||
| 8 | 2024.09.12 00:00 | modify | 2 | 0.10 | 185.181 | 185.556 | 186.681 | ||
| 9 | 2024.09.12 02:00 | s/l | 2 | 0.10 | 185.556 | 185.556 | 186.681 | 27.58 | 926.52 |
| 10 | 2024.09.12 02:00 | s/l | 3 | 0.10 | 185.556 | 185.556 | 186.681 | -30.53 | 895.99 |
| 11 | 2024.09.18 05:00 | buy | 4 | 0.10 | 185.992 | 0.000 | 0.000 | ||
| 12 | 2024.09.18 05:00 | modify | 4 | 0.10 | 185.992 | 184.492 | 187.492 | ||
| 13 | 2024.09.18 12:00 | t/p | 4 | 0.10 | 187.492 | 184.492 | 187.492 | 101.76 | 997.75 |
| 14 | 2024.09.19 00:00 | sell | 5 | 0.10 | 188.402 | 0.000 | 0.000 | ||
| 15 | 2024.09.19 00:00 | modify | 5 | 0.10 | 188.402 | 189.902 | 186.902 | ||
| 16 | 2024.09.19 11:00 | s/l | 5 | 0.10 | 189.902 | 189.902 | 186.902 | -101.73 | 896.02 |
| 17 | 2024.09.27 01:00 | sell | 6 | 0.10 | 194.888 | 0.000 | 0.000 | ||
| 18 | 2024.09.27 01:00 | modify | 6 | 0.10 | 194.888 | 196.388 | 193.388 | ||
| 19 | 2024.09.27 07:00 | t/p | 6 | 0.10 | 193.388 | 196.388 | 193.388 | 101.74 | 997.76 |
| 20 | 2024.10.03 01:00 | sell | 7 | 0.10 | 194.928 | 0.000 | 0.000 | ||
| 21 | 2024.10.03 01:00 | modify | 7 | 0.10 | 194.928 | 196.428 | 193.428 | ||
| 22 | 2024.10.03 05:00 | sell | 8 | 0.10 | 194.314 | 0.000 | 0.000 | ||
| 23 | 2024.10.03 05:00 | modify | 8 | 0.10 | 194.314 | 194.703 | 193.428 | ||
| 24 | 2024.10.03 05:00 | modify | 7 | 0.10 | 194.928 | 194.703 | 193.428 | ||
| 25 | 2024.10.03 06:00 | t/p | 7 | 0.10 | 193.428 | 194.703 | 193.428 | 101.73 | 1099.49 |
| 26 | 2024.10.03 06:00 | t/p | 8 | 0.10 | 193.428 | 194.703 | 193.428 | 60.09 | 1159.58 |
| 27 | 2024.10.23 03:00 | sell | 9 | 0.10 | 197.089 | 0.000 | 0.000 | ||
| 28 | 2024.10.23 03:00 | modify | 9 | 0.10 | 197.089 | 198.589 | 195.589 | ||
| 29 | 2024.10.27 23:00 | s/l | 9 | 0.10 | 198.589 | 198.589 | 195.589 | -109.02 | 1050.57 |
| 30 | 2024.10.28 01:00 | sell | 10 | 0.10 | 198.774 | 0.000 | 0.000 | ||
| 31 | 2024.10.28 01:00 | modify | 10 | 0.10 | 198.774 | 200.274 | 197.274 | ||
| 32 | 2024.10.31 08:00 | t/p | 10 | 0.10 | 197.274 | 200.274 | 197.274 | 92.62 | 1143.19 |
| 33 | 2024.11.06 03:00 | sell | 11 | 0.10 | 198.812 | 0.000 | 0.000 | ||
| 34 | 2024.11.06 03:00 | modify | 11 | 0.10 | 198.812 | 200.312 | 197.312 | ||
| 35 | 2024.11.08 11:00 | t/p | 11 | 0.10 | 197.312 | 200.312 | 197.312 | 94.44 | 1237.64 |
| 36 | 2024.11.11 03:00 | sell | 12 | 0.10 | 198.141 | 0.000 | 0.000 | ||
| 37 | 2024.11.11 03:00 | modify | 12 | 0.10 | 198.141 | 199.641 | 196.641 | ||
| 38 | 2024.11.12 04:00 | sell | 13 | 0.10 | 197.313 | 0.000 | 0.000 | ||
| 39 | 2024.11.12 04:00 | modify | 13 | 0.10 | 197.313 | 197.766 | 196.641 | ||
| 40 | 2024.11.12 04:00 | modify | 12 | 0.10 | 198.141 | 197.766 | 196.641 | ||
| 41 | 2024.11.12 13:00 | s/l | 12 | 0.10 | 197.766 | 197.766 | 196.641 | 23.62 | 1261.26 |
| 42 | 2024.11.12 13:00 | s/l | 13 | 0.10 | 197.766 | 197.766 | 196.641 | -30.72 | 1230.54 |
| 43 | 2024.11.20 00:00 | sell | 14 | 0.10 | 196.397 | 0.000 | 0.000 | ||
| 44 | 2024.11.20 00:00 | modify | 14 | 0.10 | 196.397 | 197.897 | 194.897 | ||
| 45 | 2024.11.21 10:00 | t/p | 14 | 0.10 | 194.897 | 197.897 | 194.897 | 96.27 | 1326.80 |
| 46 | 2024.11.26 01:00 | buy | 15 | 0.10 | 192.752 | 0.000 | 0.000 | ||
| 47 | 2024.11.26 01:00 | modify | 15 | 0.10 | 192.752 | 191.252 | 194.252 | ||
| 48 | 2024.11.27 07:00 | s/l | 15 | 0.10 | 191.252 | 191.252 | 194.252 | -101.05 | 1225.75 |
| 49 | 2024.11.29 01:00 | buy | 16 | 0.10 | 191.298 | 0.000 | 0.000 | ||
| 50 | 2024.11.29 01:00 | modify | 16 | 0.10 | 191.298 | 189.798 | 192.798 | ||
| 51 | 2024.12.02 15:00 | s/l | 16 | 0.10 | 189.798 | 189.798 | 192.798 | -101.06 | 1124.70 |
| 52 | 2024.12.20 03:00 | buy | 17 | 0.10 | 196.045 | 0.000 | 0.000 | ||
| 53 | 2024.12.20 03:00 | modify | 17 | 0.10 | 196.045 | 194.545 | 197.545 | ||
| 54 | 2024.12.23 19:00 | buy | 18 | 0.10 | 196.885 | 0.000 | 0.000 | ||
| 55 | 2024.12.23 19:00 | modify | 18 | 0.10 | 196.885 | 196.420 | 197.545 | ||
| 56 | 2024.12.23 19:00 | modify | 17 | 0.10 | 196.045 | 196.420 | 197.545 | ||
| 57 | 2024.12.24 15:00 | t/p | 17 | 0.10 | 197.545 | 196.420 | 197.545 | 103.20 | 1227.90 |
| 58 | 2024.12.24 15:00 | t/p | 18 | 0.10 | 197.545 | 196.420 | 197.545 | 45.49 | 1273.39 |
| 59 | 2025.01.07 02:00 | sell | 19 | 0.10 | 198.187 | 0.000 | 0.000 | ||
| 60 | 2025.01.07 02:00 | modify | 19 | 0.10 | 198.187 | 199.687 | 196.687 | ||
| 61 | 2025.01.07 18:00 | sell | 20 | 0.10 | 197.110 | 0.000 | 0.000 | ||
| 62 | 2025.01.07 18:00 | modify | 20 | 0.10 | 197.110 | 197.362 | 196.687 | ||
| 63 | 2025.01.07 18:00 | modify | 19 | 0.10 | 198.187 | 197.362 | 196.687 | ||
| 64 | 2025.01.08 00:00 | s/l | 19 | 0.10 | 197.362 | 197.362 | 196.687 | 54.14 | 1327.53 |
| 65 | 2025.01.08 00:00 | s/l | 20 | 0.10 | 197.362 | 197.362 | 196.687 | -18.91 | 1308.62 |
| 66 | 2025.01.13 04:00 | buy | 21 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 67 | 2025.01.13 04:00 | modify | 21 | 0.10 | 191.181 | 189.681 | 192.681 | ||
| 68 | 2025.01.14 02:00 | t/p | 21 | 0.10 | 192.681 | 189.681 | 192.681 | 102.48 | 1411.10 |
| 69 | 2025.01.16 02:00 | buy | 22 | 0.10 | 190.257 | 0.000 | 0.000 | ||
| 70 | 2025.01.16 02:00 | modify | 22 | 0.10 | 190.257 | 188.757 | 191.757 | ||
| 71 | 2025.01.16 08:00 | buy | 23 | 0.10 | 190.873 | 0.000 | 0.000 | ||
| 72 | 2025.01.16 08:00 | modify | 23 | 0.10 | 190.873 | 190.482 | 191.757 | ||
| 73 | 2025.01.16 08:00 | modify | 22 | 0.10 | 190.257 | 190.482 | 191.757 | ||
| 74 | 2025.01.16 09:00 | s/l | 22 | 0.10 | 190.482 | 190.482 | 191.757 | 15.27 | 1426.37 |
| 75 | 2025.01.16 09:00 | s/l | 23 | 0.10 | 190.482 | 190.482 | 191.757 | -26.53 | 1399.84 |
| 76 | 2025.01.21 03:00 | buy | 24 | 0.10 | 190.692 | 0.000 | 0.000 | ||
| 77 | 2025.01.21 03:00 | modify | 24 | 0.10 | 190.692 | 189.192 | 192.192 | ||
| 78 | 2025.01.21 17:00 | buy | 25 | 0.10 | 191.759 | 0.000 | 0.000 | ||
| 79 | 2025.01.21 17:00 | modify | 25 | 0.10 | 191.759 | 191.517 | 192.192 | ||
| 80 | 2025.01.21 17:00 | modify | 24 | 0.10 | 190.692 | 191.517 | 192.192 | ||
| 81 | 2025.01.22 00:00 | t/p | 24 | 0.10 | 192.192 | 191.517 | 192.192 | 102.47 | 1502.31 |
| 82 | 2025.01.22 00:00 | t/p | 25 | 0.10 | 192.192 | 191.517 | 192.192 | 30.09 | 1532.41 |
| 83 | 2025.02.03 03:00 | buy | 26 | 0.10 | 190.758 | 0.000 | 0.000 | ||
| 84 | 2025.02.03 03:00 | modify | 26 | 0.10 | 190.758 | 189.258 | 192.258 | ||
| 85 | 2025.02.03 17:00 | t/p | 26 | 0.10 | 192.258 | 189.258 | 192.258 | 101.77 | 1634.18 |
| 86 | 2025.02.05 02:00 | buy | 27 | 0.10 | 191.576 | 0.000 | 0.000 | ||
| 87 | 2025.02.05 02:00 | modify | 27 | 0.10 | 191.576 | 190.076 | 193.076 | ||
| 88 | 2025.02.06 02:00 | s/l | 27 | 0.10 | 190.076 | 190.076 | 193.076 | -99.63 | 1534.55 |
| 89 | 2025.02.12 00:00 | sell | 28 | 0.10 | 190.209 | 0.000 | 0.000 | ||
| 90 | 2025.02.12 00:00 | modify | 28 | 0.10 | 190.209 | 191.709 | 188.709 | ||
| 91 | 2025.02.12 09:00 | s/l | 28 | 0.10 | 191.709 | 191.709 | 188.709 | -101.73 | 1432.82 |
| 92 | 2025.02.20 02:00 | buy | 29 | 0.10 | 189.579 | 0.000 | 0.000 | ||
| 93 | 2025.02.20 02:00 | modify | 29 | 0.10 | 189.579 | 188.079 | 191.079 | ||
| 94 | 2025.02.28 02:00 | s/l | 29 | 0.10 | 188.079 | 188.079 | 191.079 | -96.06 | 1336.76 |
| 95 | 2025.02.28 02:00 | buy | 30 | 0.10 | 188.070 | 0.000 | 0.000 | ||
| 96 | 2025.02.28 02:00 | modify | 30 | 0.10 | 188.070 | 186.570 | 189.570 | ||
| 97 | 2025.02.28 09:00 | t/p | 30 | 0.10 | 189.570 | 186.570 | 189.570 | 101.76 | 1438.52 |
| 98 | 2025.03.04 04:00 | buy | 31 | 0.10 | 189.284 | 0.000 | 0.000 | ||
| 99 | 2025.03.04 04:00 | modify | 31 | 0.10 | 189.284 | 187.784 | 190.784 | ||
| 100 | 2025.03.04 07:00 | buy | 32 | 0.10 | 189.910 | 0.000 | 0.000 | ||
| 101 | 2025.03.04 07:00 | modify | 32 | 0.10 | 189.910 | 189.509 | 190.784 | ||
| 102 | 2025.03.04 07:00 | modify | 31 | 0.10 | 189.284 | 189.509 | 190.784 | ||
| 103 | 2025.03.04 08:00 | s/l | 31 | 0.10 | 189.509 | 189.509 | 190.784 | 15.27 | 1453.79 |
| 104 | 2025.03.04 08:00 | s/l | 32 | 0.10 | 189.509 | 189.509 | 190.784 | -27.20 | 1426.59 |
| 105 | 2025.03.05 04:00 | sell | 33 | 0.10 | 191.756 | 0.000 | 0.000 | ||
| 106 | 2025.03.05 04:00 | modify | 33 | 0.10 | 191.756 | 193.256 | 190.256 | ||
| 107 | 2025.03.06 11:00 | t/p | 33 | 0.10 | 190.256 | 193.256 | 190.256 | 96.27 | 1522.85 |
| 108 | 2025.03.20 00:00 | buy | 34 | 0.10 | 193.182 | 0.000 | 0.000 | ||
| 109 | 2025.03.20 00:00 | modify | 34 | 0.10 | 193.182 | 191.682 | 194.682 | ||
| 110 | 2025.03.24 08:00 | buy | 35 | 0.10 | 193.792 | 0.000 | 0.000 | ||
| 111 | 2025.03.24 08:00 | modify | 35 | 0.10 | 193.792 | 193.407 | 194.682 | ||
| 112 | 2025.03.24 08:00 | modify | 34 | 0.10 | 193.182 | 193.407 | 194.682 | ||
| 113 | 2025.03.24 11:00 | buy | 36 | 0.10 | 194.011 | 0.000 | 0.000 | ||
| 114 | 2025.03.24 11:00 | modify | 36 | 0.10 | 194.011 | 193.557 | 194.682 | ||
| 115 | 2025.03.24 11:00 | modify | 35 | 0.10 | 193.792 | 193.557 | 194.682 | ||
| 116 | 2025.03.24 11:00 | modify | 34 | 0.10 | 193.182 | 193.557 | 194.682 | ||
| 117 | 2025.03.24 16:00 | t/p | 34 | 0.10 | 194.682 | 193.557 | 194.682 | 103.19 | 1626.04 |
| 118 | 2025.03.24 16:00 | t/p | 35 | 0.10 | 194.682 | 193.557 | 194.682 | 60.38 | 1686.42 |
| 119 | 2025.03.24 16:00 | t/p | 36 | 0.10 | 194.682 | 193.557 | 194.682 | 45.52 | 1731.94 |
| 120 | 2025.04.03 04:00 | buy | 37 | 0.10 | 192.527 | 0.000 | 0.000 | ||
| 121 | 2025.04.03 04:00 | modify | 37 | 0.10 | 192.527 | 191.027 | 194.027 | ||
| 122 | 2025.04.03 22:00 | s/l | 37 | 0.10 | 191.027 | 191.027 | 194.027 | -101.77 | 1630.17 |
| 123 | 2025.04.04 05:00 | buy | 38 | 0.10 | 190.502 | 0.000 | 0.000 | ||
| 124 | 2025.04.04 05:00 | modify | 38 | 0.10 | 190.502 | 189.002 | 192.002 | ||
| 125 | 2025.04.04 11:00 | s/l | 38 | 0.10 | 189.002 | 189.002 | 192.002 | -101.77 | 1528.40 |
| 126 | 2025.04.11 05:00 | buy | 39 | 0.10 | 186.136 | 0.000 | 0.000 | ||
| 127 | 2025.04.11 05:00 | modify | 39 | 0.10 | 186.136 | 184.636 | 187.636 | ||
| 128 | 2025.04.11 06:00 | buy | 40 | 0.10 | 186.762 | 0.000 | 0.000 | ||
| 129 | 2025.04.11 06:00 | modify | 40 | 0.10 | 186.762 | 186.361 | 187.636 | ||
| 130 | 2025.04.11 06:00 | modify | 39 | 0.10 | 186.136 | 186.361 | 187.636 | ||
| 131 | 2025.04.11 09:00 | s/l | 39 | 0.10 | 186.361 | 186.361 | 187.636 | 15.26 | 1543.66 |
| 132 | 2025.04.11 09:00 | s/l | 40 | 0.10 | 186.361 | 186.361 | 187.636 | -27.21 | 1516.45 |
| 133 | 2025.05.29 01:00 | sell | 41 | 0.10 | 196.180 | 0.000 | 0.000 | ||
| 134 | 2025.05.29 01:00 | modify | 41 | 0.10 | 196.180 | 197.680 | 194.680 | ||
| 135 | 2025.05.29 15:00 | t/p | 41 | 0.10 | 194.680 | 197.680 | 194.680 | 101.73 | 1618.18 |
| 136 | 2025.06.13 01:00 | buy | 42 | 0.10 | 194.139 | 0.000 | 0.000 | ||
| 137 | 2025.06.13 01:00 | modify | 42 | 0.10 | 194.139 | 192.639 | 195.639 | ||
| 138 | 2025.06.13 15:00 | t/p | 42 | 0.10 | 195.639 | 192.639 | 195.639 | 101.77 | 1719.95 |
| 139 | 2025.08.14 02:00 | buy | 43 | 0.10 | 199.029 | 0.000 | 0.000 | ||
| 140 | 2025.08.14 02:00 | modify | 43 | 0.10 | 199.029 | 197.529 | 200.529 | ||
| 141 | 2025.08.18 03:00 | buy | 44 | 0.10 | 199.858 | 0.000 | 0.000 | ||
| 142 | 2025.08.18 03:00 | modify | 44 | 0.10 | 199.858 | 199.404 | 200.529 | ||
| 143 | 2025.08.18 03:00 | modify | 43 | 0.10 | 199.029 | 199.404 | 200.529 | ||
| 144 | 2025.08.18 08:00 | s/l | 43 | 0.10 | 199.404 | 199.404 | 200.529 | 26.87 | 1746.82 |
| 145 | 2025.08.18 08:00 | s/l | 44 | 0.10 | 199.404 | 199.404 | 200.529 | -30.80 | 1716.02 |