Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=18; 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 | 30 | ||
| Total net profit | 1341.39 | Gross profit | 1659.73 | Gross loss | -318.33 |
| Profit factor | 5.21 | Expected payoff | 63.88 | ||
| Absolute drawdown | 80.44 | Maximal drawdown | 159.59 (11.46%) | Relative drawdown | 11.60% (151.52) |
| Total trades | 21 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
| Largest | profit trade | 149.98 | loss trade | -80.44 | |
| Average | profit trade | 103.73 | loss trade | -63.67 | |
| Maximum | consecutive wins (profit in money) | 11 (1108.17) | consecutive losses (loss in money) | 2 (-77.73) | |
| Maximal | consecutive profit (count of wins) | 1108.17 (11) | consecutive loss (count of losses) | -80.44 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 08:00 | buy | 1 | 0.10 | 1.31572 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.03 08:00 | modify | 1 | 0.10 | 1.31572 | 1.30772 | 1.33072 | ||
| 3 | 2024.10.04 16:00 | s/l | 1 | 0.10 | 1.30772 | 1.30772 | 1.33072 | -80.44 | 919.56 |
| 4 | 2024.11.22 12:00 | buy | 2 | 0.10 | 1.25155 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 12:00 | modify | 2 | 0.10 | 1.25155 | 1.24355 | 1.26655 | ||
| 6 | 2024.11.27 16:00 | t/p | 2 | 0.10 | 1.26655 | 1.24355 | 1.26655 | 148.68 | 1068.24 |
| 7 | 2025.01.13 04:00 | buy | 3 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 8 | 2025.01.13 04:00 | modify | 3 | 0.10 | 1.21461 | 1.20661 | 1.22961 | ||
| 9 | 2025.01.15 08:00 | buy | 4 | 0.10 | 1.22372 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.15 08:00 | modify | 4 | 0.10 | 1.22372 | 1.21911 | 1.22961 | ||
| 11 | 2025.01.15 08:00 | modify | 3 | 0.10 | 1.21461 | 1.21911 | 1.22961 | ||
| 12 | 2025.01.15 16:00 | t/p | 3 | 0.10 | 1.22961 | 1.21911 | 1.22961 | 149.12 | 1217.36 |
| 13 | 2025.01.15 16:00 | t/p | 4 | 0.10 | 1.22961 | 1.21911 | 1.22961 | 58.90 | 1276.26 |
| 14 | 2025.03.06 08:00 | sell | 5 | 0.10 | 1.29084 | 0.00000 | 0.00000 | ||
| 15 | 2025.03.06 08:00 | modify | 5 | 0.10 | 1.29084 | 1.29884 | 1.27584 | ||
| 16 | 2025.03.12 16:00 | s/l | 5 | 0.10 | 1.29884 | 1.29884 | 1.27584 | -80.07 | 1196.19 |
| 17 | 2025.04.03 08:00 | sell | 6 | 0.10 | 1.31364 | 0.00000 | 0.00000 | ||
| 18 | 2025.04.03 08:00 | modify | 6 | 0.10 | 1.31364 | 1.32164 | 1.29864 | ||
| 19 | 2025.04.04 12:00 | t/p | 6 | 0.10 | 1.29864 | 1.32164 | 1.29864 | 149.98 | 1346.17 |
| 20 | 2025.04.16 04:00 | sell | 7 | 0.10 | 1.32638 | 0.00000 | 0.00000 | ||
| 21 | 2025.04.16 04:00 | modify | 7 | 0.10 | 1.32638 | 1.33438 | 1.31138 | ||
| 22 | 2025.04.21 04:00 | s/l | 7 | 0.10 | 1.33438 | 1.33438 | 1.31138 | -80.09 | 1266.08 |
| 23 | 2025.04.21 04:00 | sell | 8 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 24 | 2025.04.21 04:00 | modify | 8 | 0.10 | 1.33811 | 1.34611 | 1.32311 | ||
| 25 | 2025.04.24 16:00 | sell | 9 | 0.10 | 1.33048 | 0.00000 | 0.00000 | ||
| 26 | 2025.04.24 16:00 | modify | 9 | 0.10 | 1.33048 | 1.33736 | 1.32311 | ||
| 27 | 2025.04.24 16:00 | modify | 8 | 0.10 | 1.33811 | 1.33736 | 1.32311 | ||
| 28 | 2025.04.28 00:00 | sell | 10 | 0.10 | 1.32897 | 0.00000 | 0.00000 | ||
| 29 | 2025.04.28 00:00 | modify | 10 | 0.10 | 1.32897 | 1.33361 | 1.32311 | ||
| 30 | 2025.04.28 00:00 | modify | 9 | 0.10 | 1.33048 | 1.33361 | 1.32311 | ||
| 31 | 2025.04.28 00:00 | modify | 8 | 0.10 | 1.33811 | 1.33361 | 1.32311 | ||
| 32 | 2025.04.28 12:00 | s/l | 8 | 0.10 | 1.33361 | 1.33361 | 1.32311 | 44.88 | 1310.96 |
| 33 | 2025.04.28 12:00 | s/l | 9 | 0.10 | 1.33361 | 1.33361 | 1.32311 | -31.33 | 1279.62 |
| 34 | 2025.04.28 12:00 | s/l | 10 | 0.10 | 1.33361 | 1.33361 | 1.32311 | -46.40 | 1233.22 |
| 35 | 2025.05.26 04:00 | sell | 11 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 36 | 2025.05.26 04:00 | modify | 11 | 0.10 | 1.35785 | 1.36585 | 1.34285 | ||
| 37 | 2025.05.27 16:00 | sell | 12 | 0.10 | 1.35020 | 0.00000 | 0.00000 | ||
| 38 | 2025.05.27 16:00 | modify | 12 | 0.10 | 1.35020 | 1.35710 | 1.34285 | ||
| 39 | 2025.05.27 16:00 | modify | 11 | 0.10 | 1.35785 | 1.35710 | 1.34285 | ||
| 40 | 2025.05.28 12:00 | sell | 13 | 0.10 | 1.34790 | 0.00000 | 0.00000 | ||
| 41 | 2025.05.28 12:00 | modify | 13 | 0.10 | 1.34790 | 1.35260 | 1.34285 | ||
| 42 | 2025.05.28 12:00 | modify | 12 | 0.10 | 1.35020 | 1.35260 | 1.34285 | ||
| 43 | 2025.05.28 12:00 | modify | 11 | 0.10 | 1.35785 | 1.35260 | 1.34285 | ||
| 44 | 2025.05.29 00:00 | t/p | 11 | 0.10 | 1.34285 | 1.35260 | 1.34285 | 149.91 | 1383.14 |
| 45 | 2025.05.29 00:00 | t/p | 12 | 0.10 | 1.34285 | 1.35260 | 1.34285 | 73.43 | 1456.57 |
| 46 | 2025.05.29 00:00 | t/p | 13 | 0.10 | 1.34285 | 1.35260 | 1.34285 | 50.45 | 1507.02 |
| 47 | 2025.06.26 08:00 | sell | 14 | 0.10 | 1.37361 | 0.00000 | 0.00000 | ||
| 48 | 2025.06.26 08:00 | modify | 14 | 0.10 | 1.37361 | 1.38161 | 1.35861 | ||
| 49 | 2025.07.02 16:00 | t/p | 14 | 0.10 | 1.35861 | 1.38161 | 1.35861 | 149.93 | 1656.95 |
| 50 | 2025.07.14 16:00 | buy | 15 | 0.10 | 1.34360 | 0.00000 | 0.00000 | ||
| 51 | 2025.07.14 16:00 | modify | 15 | 0.10 | 1.34360 | 1.33560 | 1.35860 | ||
| 52 | 2025.07.22 20:00 | buy | 16 | 0.10 | 1.35339 | 0.00000 | 0.00000 | ||
| 53 | 2025.07.22 20:00 | modify | 16 | 0.10 | 1.35339 | 1.34885 | 1.35860 | ||
| 54 | 2025.07.22 20:00 | modify | 15 | 0.10 | 1.34360 | 1.34885 | 1.35860 | ||
| 55 | 2025.07.24 00:00 | t/p | 15 | 0.10 | 1.35860 | 1.34885 | 1.35860 | 144.71 | 1801.66 |
| 56 | 2025.07.24 00:00 | t/p | 16 | 0.10 | 1.35860 | 1.34885 | 1.35860 | 50.34 | 1851.99 |
| 57 | 2025.08.01 04:00 | buy | 17 | 0.10 | 1.32036 | 0.00000 | 0.00000 | ||
| 58 | 2025.08.01 04:00 | modify | 17 | 0.10 | 1.32036 | 1.31236 | 1.33536 | ||
| 59 | 2025.08.04 00:00 | buy | 18 | 0.10 | 1.32938 | 0.00000 | 0.00000 | ||
| 60 | 2025.08.04 00:00 | modify | 18 | 0.10 | 1.32938 | 1.32486 | 1.33536 | ||
| 61 | 2025.08.04 00:00 | modify | 17 | 0.10 | 1.32036 | 1.32486 | 1.33536 | ||
| 62 | 2025.08.06 16:00 | t/p | 17 | 0.10 | 1.33536 | 1.32486 | 1.33536 | 148.68 | 2000.67 |
| 63 | 2025.08.06 16:00 | t/p | 18 | 0.10 | 1.33536 | 1.32486 | 1.33536 | 58.92 | 2059.59 |
| 64 | 2025.08.13 12:00 | sell | 19 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 65 | 2025.08.13 12:00 | modify | 19 | 0.10 | 1.35763 | 1.36563 | 1.34263 | ||
| 66 | 2025.08.19 04:00 | sell | 20 | 0.10 | 1.35001 | 0.00000 | 0.00000 | ||
| 67 | 2025.08.19 04:00 | modify | 20 | 0.10 | 1.35001 | 1.35688 | 1.34263 | ||
| 68 | 2025.08.19 04:00 | modify | 19 | 0.10 | 1.35763 | 1.35688 | 1.34263 | ||
| 69 | 2025.08.20 00:00 | sell | 21 | 0.10 | 1.34846 | 0.00000 | 0.00000 | ||
| 70 | 2025.08.20 00:00 | modify | 21 | 0.10 | 1.34846 | 1.35313 | 1.34263 | ||
| 71 | 2025.08.20 00:00 | modify | 20 | 0.10 | 1.35001 | 1.35313 | 1.34263 | ||
| 72 | 2025.08.20 00:00 | modify | 19 | 0.10 | 1.35763 | 1.35313 | 1.34263 | ||
| 73 | 2025.08.21 16:00 | t/p | 19 | 0.10 | 1.34263 | 1.35313 | 1.34263 | 149.83 | 2209.42 |
| 74 | 2025.08.21 16:00 | t/p | 20 | 0.10 | 1.34263 | 1.35313 | 1.34263 | 73.73 | 2283.15 |
| 75 | 2025.08.21 16:00 | t/p | 21 | 0.10 | 1.34263 | 1.35313 | 1.34263 | 58.25 | 2341.39 |