Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
| 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=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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=24; 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 | 2605 | Ticks modelled | 79567 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 997.02 | Gross profit | 1223.62 | Gross loss | -226.60 |
| Profit factor | 5.40 | Expected payoff | 35.61 | ||
| Absolute drawdown | 74.83 | Maximal drawdown | 128.37 (8.78%) | Relative drawdown | 8.78% (128.37) |
| Total trades | 28 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 24 (85.71%) | Loss trades (% of total) | 4 (14.29%) | ||
| Largest | profit trade | 81.42 | loss trade | -88.20 | |
| Average | profit trade | 50.98 | loss trade | -56.65 | |
| Maximum | consecutive wins (profit in money) | 8 (434.03) | consecutive losses (loss in money) | 1 (-88.20) | |
| Maximal | consecutive profit (count of wins) | 434.03 (8) | consecutive loss (count of losses) | -88.20 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.13 16:00 | buy | 1 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 2 | 2024.09.13 16:00 | modify | 1 | 0.10 | 184.858 | 183.558 | 186.058 | ||
| 3 | 2024.09.16 14:45 | buy | 2 | 0.10 | 185.361 | 0.000 | 0.000 | ||
| 4 | 2024.09.16 14:45 | modify | 2 | 0.10 | 185.361 | 184.978 | 186.058 | ||
| 5 | 2024.09.16 14:45 | modify | 1 | 0.10 | 184.858 | 184.978 | 186.058 | ||
| 6 | 2024.09.16 16:35 | buy | 3 | 0.10 | 185.834 | 0.000 | 0.000 | ||
| 7 | 2024.09.16 16:35 | modify | 3 | 0.10 | 185.834 | 185.278 | 186.058 | ||
| 8 | 2024.09.16 16:35 | modify | 2 | 0.10 | 185.361 | 185.278 | 186.058 | ||
| 9 | 2024.09.16 16:35 | modify | 1 | 0.10 | 184.858 | 185.278 | 186.058 | ||
| 10 | 2024.09.16 23:05 | t/p | 1 | 0.10 | 186.058 | 185.278 | 186.058 | 81.42 | 1081.42 |
| 11 | 2024.09.16 23:05 | t/p | 2 | 0.10 | 186.058 | 185.278 | 186.058 | 47.29 | 1128.71 |
| 12 | 2024.09.16 23:05 | t/p | 3 | 0.10 | 186.058 | 185.278 | 186.058 | 15.20 | 1143.91 |
| 13 | 2024.10.09 20:00 | sell | 4 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 14 | 2024.10.09 20:00 | modify | 4 | 0.10 | 195.073 | 196.373 | 193.873 | ||
| 15 | 2024.10.10 12:10 | sell | 5 | 0.10 | 194.579 | 0.000 | 0.000 | ||
| 16 | 2024.10.10 12:10 | modify | 5 | 0.10 | 194.579 | 194.953 | 193.873 | ||
| 17 | 2024.10.10 12:10 | modify | 4 | 0.10 | 195.073 | 194.953 | 193.873 | ||
| 18 | 2024.10.10 13:40 | t/p | 4 | 0.10 | 193.873 | 194.953 | 193.873 | 81.38 | 1225.29 |
| 19 | 2024.10.10 13:40 | t/p | 5 | 0.10 | 193.873 | 194.953 | 193.873 | 47.88 | 1273.17 |
| 20 | 2024.10.31 20:00 | buy | 6 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 21 | 2024.10.31 20:00 | modify | 6 | 0.10 | 195.909 | 194.609 | 197.109 | ||
| 22 | 2024.11.01 02:50 | buy | 7 | 0.10 | 196.403 | 0.000 | 0.000 | ||
| 23 | 2024.11.01 02:50 | modify | 7 | 0.10 | 196.403 | 196.029 | 197.109 | ||
| 24 | 2024.11.01 02:50 | modify | 6 | 0.10 | 195.909 | 196.029 | 197.109 | ||
| 25 | 2024.11.01 03:40 | buy | 8 | 0.10 | 196.644 | 0.000 | 0.000 | ||
| 26 | 2024.11.01 03:40 | modify | 8 | 0.10 | 196.644 | 196.209 | 197.109 | ||
| 27 | 2024.11.01 03:40 | modify | 7 | 0.10 | 196.403 | 196.209 | 197.109 | ||
| 28 | 2024.11.01 03:40 | modify | 6 | 0.10 | 195.909 | 196.209 | 197.109 | ||
| 29 | 2024.11.01 08:40 | t/p | 6 | 0.10 | 197.109 | 196.209 | 197.109 | 81.41 | 1354.58 |
| 30 | 2024.11.01 08:40 | t/p | 7 | 0.10 | 197.109 | 196.209 | 197.109 | 47.90 | 1402.48 |
| 31 | 2024.11.01 08:40 | t/p | 8 | 0.10 | 197.109 | 196.209 | 197.109 | 31.55 | 1434.03 |
| 32 | 2024.11.29 08:00 | buy | 9 | 0.10 | 190.863 | 0.000 | 0.000 | ||
| 33 | 2024.11.29 08:00 | modify | 9 | 0.10 | 190.863 | 189.563 | 192.063 | ||
| 34 | 2024.12.02 14:40 | s/l | 9 | 0.10 | 189.563 | 189.563 | 192.063 | -88.20 | 1345.83 |
| 35 | 2024.12.11 00:00 | sell | 10 | 0.10 | 194.035 | 0.000 | 0.000 | ||
| 36 | 2024.12.11 00:00 | modify | 10 | 0.10 | 194.035 | 195.335 | 192.835 | ||
| 37 | 2024.12.11 02:50 | sell | 11 | 0.10 | 193.543 | 0.000 | 0.000 | ||
| 38 | 2024.12.11 02:50 | modify | 11 | 0.10 | 193.543 | 193.915 | 192.835 | ||
| 39 | 2024.12.11 02:50 | modify | 10 | 0.10 | 194.035 | 193.915 | 192.835 | ||
| 40 | 2024.12.11 09:05 | t/p | 10 | 0.10 | 192.835 | 193.915 | 192.835 | 81.38 | 1427.21 |
| 41 | 2024.12.11 09:05 | t/p | 11 | 0.10 | 192.835 | 193.915 | 192.835 | 48.02 | 1475.23 |
| 42 | 2025.01.06 16:00 | sell | 12 | 0.10 | 197.037 | 0.000 | 0.000 | ||
| 43 | 2025.01.06 16:00 | modify | 12 | 0.10 | 197.037 | 198.337 | 195.837 | ||
| 44 | 2025.01.08 11:40 | t/p | 12 | 0.10 | 195.837 | 198.337 | 195.837 | 81.38 | 1556.61 |
| 45 | 2025.01.10 20:00 | buy | 13 | 0.10 | 192.796 | 0.000 | 0.000 | ||
| 46 | 2025.01.10 20:00 | modify | 13 | 0.10 | 192.796 | 191.496 | 193.996 | ||
| 47 | 2025.01.13 03:30 | s/l | 13 | 0.10 | 191.496 | 191.496 | 193.996 | -88.20 | 1468.41 |
| 48 | 2025.04.04 20:00 | buy | 14 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 49 | 2025.04.04 20:00 | modify | 14 | 0.10 | 189.048 | 187.748 | 190.248 | ||
| 50 | 2025.04.04 20:50 | buy | 15 | 0.10 | 189.536 | 0.000 | 0.000 | ||
| 51 | 2025.04.04 20:50 | modify | 15 | 0.10 | 189.536 | 189.168 | 190.248 | ||
| 52 | 2025.04.04 20:50 | modify | 14 | 0.10 | 189.048 | 189.168 | 190.248 | ||
| 53 | 2025.04.06 21:00 | s/l | 14 | 0.10 | 189.168 | 189.168 | 190.248 | 8.14 | 1476.55 |
| 54 | 2025.04.06 21:00 | s/l | 15 | 0.10 | 189.168 | 189.168 | 190.248 | -24.97 | 1451.58 |
| 55 | 2025.05.13 20:00 | sell | 16 | 0.10 | 196.153 | 0.000 | 0.000 | ||
| 56 | 2025.05.13 20:00 | modify | 16 | 0.10 | 196.153 | 197.453 | 194.953 | ||
| 57 | 2025.05.14 06:35 | sell | 17 | 0.10 | 195.653 | 0.000 | 0.000 | ||
| 58 | 2025.05.14 06:35 | modify | 17 | 0.10 | 195.653 | 196.033 | 194.953 | ||
| 59 | 2025.05.14 06:35 | modify | 16 | 0.10 | 196.153 | 196.033 | 194.953 | ||
| 60 | 2025.05.14 08:30 | sell | 18 | 0.10 | 195.404 | 0.000 | 0.000 | ||
| 61 | 2025.05.14 08:30 | modify | 18 | 0.10 | 195.404 | 195.853 | 194.953 | ||
| 62 | 2025.05.14 08:30 | modify | 17 | 0.10 | 195.653 | 195.853 | 194.953 | ||
| 63 | 2025.05.14 08:30 | modify | 16 | 0.10 | 196.153 | 195.853 | 194.953 | ||
| 64 | 2025.05.14 08:50 | sell | 19 | 0.10 | 195.183 | 0.000 | 0.000 | ||
| 65 | 2025.05.14 08:50 | modify | 19 | 0.10 | 195.183 | 195.733 | 194.953 | ||
| 66 | 2025.05.14 08:50 | modify | 18 | 0.10 | 195.404 | 195.733 | 194.953 | ||
| 67 | 2025.05.14 08:50 | modify | 17 | 0.10 | 195.653 | 195.733 | 194.953 | ||
| 68 | 2025.05.14 08:50 | modify | 16 | 0.10 | 196.153 | 195.733 | 194.953 | ||
| 69 | 2025.05.14 09:30 | t/p | 16 | 0.10 | 194.953 | 195.733 | 194.953 | 81.39 | 1532.97 |
| 70 | 2025.05.14 09:30 | t/p | 17 | 0.10 | 194.953 | 195.733 | 194.953 | 47.48 | 1580.45 |
| 71 | 2025.05.14 09:30 | t/p | 18 | 0.10 | 194.953 | 195.733 | 194.953 | 30.59 | 1611.04 |
| 72 | 2025.05.14 09:30 | t/p | 19 | 0.10 | 194.953 | 195.733 | 194.953 | 15.60 | 1626.64 |
| 73 | 2025.07.02 20:00 | buy | 20 | 0.10 | 195.856 | 0.000 | 0.000 | ||
| 74 | 2025.07.02 20:00 | modify | 20 | 0.10 | 195.856 | 194.556 | 197.056 | ||
| 75 | 2025.07.03 06:30 | buy | 21 | 0.10 | 196.352 | 0.000 | 0.000 | ||
| 76 | 2025.07.03 06:30 | modify | 21 | 0.10 | 196.352 | 195.976 | 197.056 | ||
| 77 | 2025.07.03 06:30 | modify | 20 | 0.10 | 195.856 | 195.976 | 197.056 | ||
| 78 | 2025.07.03 07:50 | buy | 22 | 0.10 | 196.596 | 0.000 | 0.000 | ||
| 79 | 2025.07.03 07:50 | modify | 22 | 0.10 | 196.596 | 196.156 | 197.056 | ||
| 80 | 2025.07.03 07:50 | modify | 21 | 0.10 | 196.352 | 196.156 | 197.056 | ||
| 81 | 2025.07.03 07:50 | modify | 20 | 0.10 | 195.856 | 196.156 | 197.056 | ||
| 82 | 2025.07.03 12:30 | t/p | 20 | 0.10 | 197.056 | 196.156 | 197.056 | 81.41 | 1708.05 |
| 83 | 2025.07.03 12:30 | t/p | 21 | 0.10 | 197.056 | 196.156 | 197.056 | 47.76 | 1755.81 |
| 84 | 2025.07.03 12:30 | t/p | 22 | 0.10 | 197.056 | 196.156 | 197.056 | 31.20 | 1787.01 |
| 85 | 2025.07.07 20:00 | sell | 23 | 0.10 | 198.772 | 0.000 | 0.000 | ||
| 86 | 2025.07.07 20:00 | modify | 23 | 0.10 | 198.772 | 200.072 | 197.572 | ||
| 87 | 2025.07.11 00:05 | sell | 24 | 0.10 | 198.280 | 0.000 | 0.000 | ||
| 88 | 2025.07.11 00:05 | modify | 24 | 0.10 | 198.280 | 198.652 | 197.572 | ||
| 89 | 2025.07.11 00:05 | modify | 23 | 0.10 | 198.772 | 198.652 | 197.572 | ||
| 90 | 2025.07.11 00:30 | s/l | 23 | 0.10 | 198.652 | 198.652 | 197.572 | 8.14 | 1795.15 |
| 91 | 2025.07.11 00:30 | s/l | 24 | 0.10 | 198.652 | 198.652 | 197.572 | -25.23 | 1769.92 |
| 92 | 2025.07.15 20:00 | sell | 25 | 0.10 | 199.241 | 0.000 | 0.000 | ||
| 93 | 2025.07.15 20:00 | modify | 25 | 0.10 | 199.241 | 200.541 | 198.041 | ||
| 94 | 2025.07.16 15:10 | sell | 26 | 0.10 | 198.749 | 0.000 | 0.000 | ||
| 95 | 2025.07.16 15:10 | modify | 26 | 0.10 | 198.749 | 199.121 | 198.041 | ||
| 96 | 2025.07.16 15:10 | modify | 25 | 0.10 | 199.241 | 199.121 | 198.041 | ||
| 97 | 2025.07.16 15:40 | t/p | 25 | 0.10 | 198.041 | 199.121 | 198.041 | 81.39 | 1851.31 |
| 98 | 2025.07.16 15:40 | t/p | 26 | 0.10 | 198.041 | 199.121 | 198.041 | 48.02 | 1899.33 |
| 99 | 2025.08.05 00:00 | buy | 27 | 0.10 | 195.235 | 0.000 | 0.000 | ||
| 100 | 2025.08.05 00:00 | modify | 27 | 0.10 | 195.235 | 193.935 | 196.435 | ||
| 101 | 2025.08.05 10:45 | buy | 28 | 0.10 | 196.195 | 0.000 | 0.000 | ||
| 102 | 2025.08.05 10:45 | modify | 28 | 0.10 | 196.195 | 195.655 | 196.435 | ||
| 103 | 2025.08.05 10:45 | modify | 27 | 0.10 | 195.235 | 195.655 | 196.435 | ||
| 104 | 2025.08.05 17:40 | t/p | 27 | 0.10 | 196.435 | 195.655 | 196.435 | 81.41 | 1980.74 |
| 105 | 2025.08.05 17:40 | t/p | 28 | 0.10 | 196.435 | 195.655 | 196.435 | 16.28 | 1997.02 |