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 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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=50; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1029.08 | Gross profit | 1506.88 | Gross loss | -477.80 |
| Profit factor | 3.15 | Expected payoff | 44.74 | ||
| Absolute drawdown | 96.76 | Maximal drawdown | 315.33 (14.58%) | Relative drawdown | 14.58% (315.33) |
| Total trades | 23 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
| Largest | profit trade | 106.04 | loss trade | -98.59 | |
| Average | profit trade | 83.72 | loss trade | -95.56 | |
| Maximum | consecutive wins (profit in money) | 9 (715.86) | consecutive losses (loss in money) | 2 (-195.36) | |
| Maximal | consecutive profit (count of wins) | 715.86 (9) | consecutive loss (count of losses) | -195.36 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.19 04:00 | sell | 1 | 0.10 | 189.134 | 0.000 | 0.000 | ||
| 2 | 2024.09.19 04:00 | modify | 1 | 0.10 | 189.134 | 190.534 | 187.634 | ||
| 3 | 2024.09.20 08:00 | s/l | 1 | 0.10 | 190.534 | 190.534 | 187.634 | -96.76 | 903.24 |
| 4 | 2024.10.23 12:00 | sell | 2 | 0.10 | 198.213 | 0.000 | 0.000 | ||
| 5 | 2024.10.23 12:00 | modify | 2 | 0.10 | 198.213 | 199.613 | 196.713 | ||
| 6 | 2024.10.24 00:00 | sell | 3 | 0.10 | 197.299 | 0.000 | 0.000 | ||
| 7 | 2024.10.24 00:00 | modify | 3 | 0.10 | 197.299 | 197.838 | 196.713 | ||
| 8 | 2024.10.24 00:00 | modify | 2 | 0.10 | 198.213 | 197.838 | 196.713 | ||
| 9 | 2024.10.24 08:00 | t/p | 2 | 0.10 | 196.713 | 197.838 | 196.713 | 96.27 | 999.50 |
| 10 | 2024.10.24 08:00 | t/p | 3 | 0.10 | 196.713 | 197.838 | 196.713 | 39.74 | 1039.24 |
| 11 | 2024.10.28 04:00 | sell | 4 | 0.10 | 198.835 | 0.000 | 0.000 | ||
| 12 | 2024.10.28 04:00 | modify | 4 | 0.10 | 198.835 | 200.235 | 197.335 | ||
| 13 | 2024.10.31 08:00 | t/p | 4 | 0.10 | 197.335 | 200.235 | 197.335 | 92.62 | 1131.87 |
| 14 | 2024.10.31 16:00 | buy | 5 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 15 | 2024.10.31 16:00 | modify | 5 | 0.10 | 195.893 | 194.493 | 197.393 | ||
| 16 | 2024.11.01 16:00 | t/p | 5 | 0.10 | 197.393 | 194.493 | 197.393 | 102.48 | 1234.35 |
| 17 | 2024.11.22 12:00 | buy | 6 | 0.10 | 193.119 | 0.000 | 0.000 | ||
| 18 | 2024.11.22 12:00 | modify | 6 | 0.10 | 193.119 | 191.719 | 194.619 | ||
| 19 | 2024.11.25 08:00 | t/p | 6 | 0.10 | 194.619 | 191.719 | 194.619 | 102.48 | 1336.83 |
| 20 | 2024.11.27 12:00 | buy | 7 | 0.10 | 191.057 | 0.000 | 0.000 | ||
| 21 | 2024.11.27 12:00 | modify | 7 | 0.10 | 191.057 | 189.657 | 192.557 | ||
| 22 | 2024.12.02 16:00 | s/l | 7 | 0.10 | 189.657 | 189.657 | 192.557 | -91.41 | 1245.42 |
| 23 | 2025.01.02 16:00 | buy | 8 | 0.10 | 194.505 | 0.000 | 0.000 | ||
| 24 | 2025.01.02 16:00 | modify | 8 | 0.10 | 194.505 | 193.105 | 196.005 | ||
| 25 | 2025.01.03 16:00 | buy | 9 | 0.10 | 195.277 | 0.000 | 0.000 | ||
| 26 | 2025.01.03 16:00 | modify | 9 | 0.10 | 195.277 | 194.805 | 196.005 | ||
| 27 | 2025.01.03 16:00 | modify | 8 | 0.10 | 194.505 | 194.805 | 196.005 | ||
| 28 | 2025.01.06 04:00 | t/p | 8 | 0.10 | 196.005 | 194.805 | 196.005 | 103.20 | 1348.62 |
| 29 | 2025.01.06 04:00 | t/p | 9 | 0.10 | 196.005 | 194.805 | 196.005 | 50.10 | 1398.72 |
| 30 | 2025.01.06 12:00 | sell | 10 | 0.10 | 197.176 | 0.000 | 0.000 | ||
| 31 | 2025.01.06 12:00 | modify | 10 | 0.10 | 197.176 | 198.576 | 195.676 | ||
| 32 | 2025.01.08 12:00 | t/p | 10 | 0.10 | 195.676 | 198.576 | 195.676 | 98.09 | 1496.81 |
| 33 | 2025.01.09 08:00 | buy | 11 | 0.10 | 193.953 | 0.000 | 0.000 | ||
| 34 | 2025.01.09 08:00 | modify | 11 | 0.10 | 193.953 | 192.553 | 195.453 | ||
| 35 | 2025.01.10 20:00 | s/l | 11 | 0.10 | 192.553 | 192.553 | 195.453 | -94.27 | 1402.54 |
| 36 | 2025.01.13 04:00 | buy | 12 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 37 | 2025.01.13 04:00 | modify | 12 | 0.10 | 191.181 | 189.781 | 192.681 | ||
| 38 | 2025.01.14 04:00 | t/p | 12 | 0.10 | 192.681 | 189.781 | 192.681 | 102.48 | 1505.03 |
| 39 | 2025.01.16 04:00 | buy | 13 | 0.10 | 190.483 | 0.000 | 0.000 | ||
| 40 | 2025.01.16 04:00 | modify | 13 | 0.10 | 190.483 | 189.083 | 191.983 | ||
| 41 | 2025.01.20 16:00 | buy | 14 | 0.10 | 191.413 | 0.000 | 0.000 | ||
| 42 | 2025.01.20 16:00 | modify | 14 | 0.10 | 191.413 | 190.858 | 191.983 | ||
| 43 | 2025.01.20 16:00 | modify | 13 | 0.10 | 190.483 | 190.858 | 191.983 | ||
| 44 | 2025.01.21 00:00 | t/p | 13 | 0.10 | 191.983 | 190.858 | 191.983 | 103.90 | 1608.93 |
| 45 | 2025.01.21 00:00 | t/p | 14 | 0.10 | 191.983 | 190.858 | 191.983 | 39.38 | 1648.31 |
| 46 | 2025.02.13 08:00 | sell | 15 | 0.10 | 192.985 | 0.000 | 0.000 | ||
| 47 | 2025.02.13 08:00 | modify | 15 | 0.10 | 192.985 | 194.385 | 191.485 | ||
| 48 | 2025.02.13 12:00 | sell | 16 | 0.10 | 191.920 | 0.000 | 0.000 | ||
| 49 | 2025.02.13 12:00 | modify | 16 | 0.10 | 191.920 | 192.460 | 191.485 | ||
| 50 | 2025.02.13 12:00 | modify | 15 | 0.10 | 192.985 | 192.460 | 191.485 | ||
| 51 | 2025.02.13 16:00 | t/p | 15 | 0.10 | 191.485 | 192.460 | 191.485 | 101.73 | 1750.04 |
| 52 | 2025.02.13 16:00 | t/p | 16 | 0.10 | 191.485 | 192.460 | 191.485 | 29.50 | 1779.54 |
| 53 | 2025.02.20 08:00 | buy | 17 | 0.10 | 189.183 | 0.000 | 0.000 | ||
| 54 | 2025.02.20 08:00 | modify | 17 | 0.10 | 189.183 | 187.783 | 190.683 | ||
| 55 | 2025.02.21 04:00 | t/p | 17 | 0.10 | 190.683 | 187.783 | 190.683 | 102.47 | 1882.02 |
| 56 | 2025.03.12 12:00 | sell | 18 | 0.10 | 192.521 | 0.000 | 0.000 | ||
| 57 | 2025.03.12 12:00 | modify | 18 | 0.10 | 192.521 | 193.921 | 191.021 | ||
| 58 | 2025.03.13 20:00 | t/p | 18 | 0.10 | 191.021 | 193.921 | 191.021 | 96.27 | 1978.28 |
| 59 | 2025.05.01 16:00 | sell | 19 | 0.10 | 193.084 | 0.000 | 0.000 | ||
| 60 | 2025.05.01 16:00 | modify | 19 | 0.10 | 193.084 | 194.484 | 191.584 | ||
| 61 | 2025.05.02 12:00 | sell | 20 | 0.10 | 192.177 | 0.000 | 0.000 | ||
| 62 | 2025.05.02 12:00 | modify | 20 | 0.10 | 192.177 | 192.709 | 191.584 | ||
| 63 | 2025.05.02 12:00 | modify | 19 | 0.10 | 193.084 | 192.709 | 191.584 | ||
| 64 | 2025.05.02 16:00 | t/p | 19 | 0.10 | 191.584 | 192.709 | 191.584 | 99.91 | 2078.19 |
| 65 | 2025.05.02 16:00 | t/p | 20 | 0.10 | 191.584 | 192.709 | 191.584 | 40.21 | 2118.40 |
| 66 | 2025.05.08 16:00 | sell | 21 | 0.10 | 193.237 | 0.000 | 0.000 | ||
| 67 | 2025.05.08 16:00 | modify | 21 | 0.10 | 193.237 | 194.637 | 191.737 | ||
| 68 | 2025.05.12 08:00 | s/l | 21 | 0.10 | 194.637 | 194.637 | 191.737 | -98.59 | 2019.81 |
| 69 | 2025.05.12 12:00 | sell | 22 | 0.10 | 194.854 | 0.000 | 0.000 | ||
| 70 | 2025.05.12 12:00 | modify | 22 | 0.10 | 194.854 | 196.254 | 193.354 | ||
| 71 | 2025.05.13 16:00 | s/l | 22 | 0.10 | 196.254 | 196.254 | 193.354 | -96.77 | 1923.04 |
| 72 | 2025.08.01 16:00 | buy | 23 | 0.10 | 196.326 | 0.000 | 0.000 | ||
| 73 | 2025.08.01 16:00 | modify | 23 | 0.10 | 196.326 | 194.926 | 197.826 | ||
| 74 | 2025.08.07 12:00 | t/p | 23 | 0.10 | 197.826 | 194.926 | 197.826 | 106.04 | 2029.08 |