Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.11.01 00:00 - 2025.10.31 20:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7220 | Ticks modelled | 13440 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 913.22 | Gross profit | 1893.89 | Gross loss | -980.68 |
| Profit factor | 1.93 | Expected payoff | 29.46 | ||
| Absolute drawdown | 265.17 | Maximal drawdown | 653.72 (43.52%) | Relative drawdown | 43.52% (653.72) |
| Total trades | 31 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 17 (70.59%) |
| Profit trades (% of total) | 20 (64.52%) | Loss trades (% of total) | 11 (35.48%) | ||
| Largest | profit trade | 139.51 | loss trade | -122.94 | |
| Average | profit trade | 94.69 | loss trade | -89.15 | |
| Maximum | consecutive wins (profit in money) | 8 (772.47) | consecutive losses (loss in money) | 5 (-607.74) | |
| Maximal | consecutive profit (count of wins) | 772.47 (8) | consecutive loss (count of losses) | -607.74 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.12 18:00 | buy | 1 | 0.10 | 1.27361 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.12 18:00 | modify | 1 | 0.10 | 1.27361 | 1.26161 | 1.28761 | ||
| 3 | 2024.11.15 16:00 | s/l | 1 | 0.10 | 1.26161 | 1.26161 | 1.28761 | -121.22 | 878.78 |
| 4 | 2024.11.27 17:00 | sell | 2 | 0.10 | 1.26754 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.27 17:00 | modify | 2 | 0.10 | 1.26754 | 1.27954 | 1.25354 | ||
| 6 | 2024.12.06 14:00 | s/l | 2 | 0.10 | 1.27954 | 1.27954 | 1.25354 | -122.06 | 756.71 |
| 7 | 2024.12.13 09:00 | buy | 3 | 0.10 | 1.26303 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.13 09:00 | modify | 3 | 0.10 | 1.26303 | 1.25103 | 1.27703 | ||
| 9 | 2024.12.17 13:00 | buy | 4 | 0.10 | 1.27091 | 0.00000 | 0.00000 | ||
| 10 | 2024.12.17 13:00 | modify | 4 | 0.10 | 1.27091 | 1.26723 | 1.27703 | ||
| 11 | 2024.12.17 13:00 | modify | 3 | 0.10 | 1.26303 | 1.26723 | 1.27703 | ||
| 12 | 2024.12.18 07:00 | buy | 5 | 0.10 | 1.27154 | 0.00000 | 0.00000 | ||
| 13 | 2024.12.18 07:00 | modify | 5 | 0.10 | 1.27154 | 1.26793 | 1.27703 | ||
| 14 | 2024.12.18 07:00 | modify | 4 | 0.10 | 1.27091 | 1.26793 | 1.27703 | ||
| 15 | 2024.12.18 07:00 | modify | 3 | 0.10 | 1.26303 | 1.26793 | 1.27703 | ||
| 16 | 2024.12.18 20:00 | s/l | 3 | 0.10 | 1.26793 | 1.26793 | 1.27703 | 48.27 | 804.98 |
| 17 | 2024.12.18 20:00 | s/l | 4 | 0.10 | 1.26793 | 1.26793 | 1.27703 | -30.04 | 774.93 |
| 18 | 2024.12.18 20:00 | s/l | 5 | 0.10 | 1.26793 | 1.26793 | 1.27703 | -36.10 | 738.83 |
| 19 | 2025.01.02 21:00 | buy | 6 | 0.10 | 1.23809 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.02 21:00 | modify | 6 | 0.10 | 1.23809 | 1.22609 | 1.25209 | ||
| 21 | 2025.01.03 20:00 | buy | 7 | 0.10 | 1.24302 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.03 20:00 | modify | 7 | 0.10 | 1.24302 | 1.23879 | 1.25209 | ||
| 23 | 2025.01.03 20:00 | modify | 6 | 0.10 | 1.23809 | 1.23879 | 1.25209 | ||
| 24 | 2025.01.06 12:00 | t/p | 6 | 0.10 | 1.25209 | 1.23879 | 1.25209 | 139.51 | 878.34 |
| 25 | 2025.01.06 12:00 | t/p | 7 | 0.10 | 1.25209 | 1.23879 | 1.25209 | 90.46 | 968.80 |
| 26 | 2025.02.06 12:00 | buy | 8 | 0.10 | 1.24241 | 0.00000 | 0.00000 | ||
| 27 | 2025.02.06 12:00 | modify | 8 | 0.10 | 1.24241 | 1.23041 | 1.25641 | ||
| 28 | 2025.02.13 14:00 | buy | 9 | 0.10 | 1.24736 | 0.00000 | 0.00000 | ||
| 29 | 2025.02.13 14:00 | modify | 9 | 0.10 | 1.24736 | 1.24311 | 1.25641 | ||
| 30 | 2025.02.13 14:00 | modify | 8 | 0.10 | 1.24241 | 1.24311 | 1.25641 | ||
| 31 | 2025.02.13 21:00 | t/p | 8 | 0.10 | 1.25641 | 1.24311 | 1.25641 | 138.29 | 1107.08 |
| 32 | 2025.02.13 21:00 | t/p | 9 | 0.10 | 1.25641 | 1.24311 | 1.25641 | 90.50 | 1197.58 |
| 33 | 2025.04.28 18:00 | sell | 10 | 0.10 | 1.34114 | 0.00000 | 0.00000 | ||
| 34 | 2025.04.28 18:00 | modify | 10 | 0.10 | 1.34114 | 1.35314 | 1.32714 | ||
| 35 | 2025.04.30 10:00 | sell | 11 | 0.10 | 1.33605 | 0.00000 | 0.00000 | ||
| 36 | 2025.04.30 10:00 | modify | 11 | 0.10 | 1.33605 | 1.34044 | 1.32714 | ||
| 37 | 2025.04.30 10:00 | modify | 10 | 0.10 | 1.34114 | 1.34044 | 1.32714 | ||
| 38 | 2025.04.30 21:00 | sell | 12 | 0.10 | 1.33244 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.30 21:00 | modify | 12 | 0.10 | 1.33244 | 1.33624 | 1.32714 | ||
| 40 | 2025.04.30 21:00 | modify | 11 | 0.10 | 1.33605 | 1.33624 | 1.32714 | ||
| 41 | 2025.04.30 21:00 | modify | 10 | 0.10 | 1.34114 | 1.33624 | 1.32714 | ||
| 42 | 2025.05.01 16:00 | t/p | 10 | 0.10 | 1.32714 | 1.33624 | 1.32714 | 139.06 | 1336.65 |
| 43 | 2025.05.01 16:00 | t/p | 11 | 0.10 | 1.32714 | 1.33624 | 1.32714 | 88.54 | 1425.18 |
| 44 | 2025.05.01 16:00 | t/p | 12 | 0.10 | 1.32714 | 1.33624 | 1.32714 | 52.44 | 1477.62 |
| 45 | 2025.05.19 09:00 | sell | 13 | 0.10 | 1.33673 | 0.00000 | 0.00000 | ||
| 46 | 2025.05.19 09:00 | modify | 13 | 0.10 | 1.33673 | 1.34873 | 1.32273 | ||
| 47 | 2025.05.23 08:00 | s/l | 13 | 0.10 | 1.34873 | 1.34873 | 1.32273 | -121.13 | 1356.49 |
| 48 | 2025.05.23 11:00 | sell | 14 | 0.10 | 1.34964 | 0.00000 | 0.00000 | ||
| 49 | 2025.05.23 11:00 | modify | 14 | 0.10 | 1.34964 | 1.36164 | 1.33564 | ||
| 50 | 2025.06.05 14:00 | s/l | 14 | 0.10 | 1.36164 | 1.36164 | 1.33564 | -122.44 | 1234.06 |
| 51 | 2025.06.24 11:00 | sell | 15 | 0.10 | 1.36082 | 0.00000 | 0.00000 | ||
| 52 | 2025.06.24 11:00 | modify | 15 | 0.10 | 1.36082 | 1.37282 | 1.34682 | ||
| 53 | 2025.06.26 08:00 | s/l | 15 | 0.10 | 1.37282 | 1.37282 | 1.34682 | -120.75 | 1113.31 |
| 54 | 2025.07.02 15:00 | buy | 16 | 0.10 | 1.35962 | 0.00000 | 0.00000 | ||
| 55 | 2025.07.02 15:00 | modify | 16 | 0.10 | 1.35962 | 1.34762 | 1.37362 | ||
| 56 | 2025.07.14 03:00 | s/l | 16 | 0.10 | 1.34762 | 1.34762 | 1.37362 | -122.94 | 990.37 |
| 57 | 2025.07.25 14:00 | buy | 17 | 0.10 | 1.34404 | 0.00000 | 0.00000 | ||
| 58 | 2025.07.25 14:00 | modify | 17 | 0.10 | 1.34404 | 1.33204 | 1.35804 | ||
| 59 | 2025.07.29 08:00 | s/l | 17 | 0.10 | 1.33204 | 1.33204 | 1.35804 | -120.49 | 869.88 |
| 60 | 2025.08.13 11:00 | sell | 18 | 0.10 | 1.35679 | 0.00000 | 0.00000 | ||
| 61 | 2025.08.13 11:00 | modify | 18 | 0.10 | 1.35679 | 1.36879 | 1.34279 | ||
| 62 | 2025.08.18 15:00 | sell | 19 | 0.10 | 1.35160 | 0.00000 | 0.00000 | ||
| 63 | 2025.08.18 15:00 | modify | 19 | 0.10 | 1.35160 | 1.35609 | 1.34279 | ||
| 64 | 2025.08.18 15:00 | modify | 18 | 0.10 | 1.35679 | 1.35609 | 1.34279 | ||
| 65 | 2025.08.19 17:00 | sell | 20 | 0.10 | 1.34893 | 0.00000 | 0.00000 | ||
| 66 | 2025.08.19 17:00 | modify | 20 | 0.10 | 1.34893 | 1.35259 | 1.34279 | ||
| 67 | 2025.08.19 17:00 | modify | 19 | 0.10 | 1.35160 | 1.35259 | 1.34279 | ||
| 68 | 2025.08.19 17:00 | modify | 18 | 0.10 | 1.35679 | 1.35259 | 1.34279 | ||
| 69 | 2025.08.21 14:00 | t/p | 18 | 0.10 | 1.34279 | 1.35259 | 1.34279 | 138.12 | 1008.00 |
| 70 | 2025.08.21 14:00 | t/p | 19 | 0.10 | 1.34279 | 1.35259 | 1.34279 | 87.16 | 1095.16 |
| 71 | 2025.08.21 14:00 | t/p | 20 | 0.10 | 1.34279 | 1.35259 | 1.34279 | 60.65 | 1155.81 |
| 72 | 2025.08.22 17:00 | sell | 21 | 0.10 | 1.35255 | 0.00000 | 0.00000 | ||
| 73 | 2025.08.22 17:00 | modify | 21 | 0.10 | 1.35255 | 1.36455 | 1.33855 | ||
| 74 | 2025.08.27 05:00 | sell | 22 | 0.10 | 1.34481 | 0.00000 | 0.00000 | ||
| 75 | 2025.08.27 05:00 | modify | 22 | 0.10 | 1.34481 | 1.34835 | 1.33855 | ||
| 76 | 2025.08.27 05:00 | modify | 21 | 0.10 | 1.35255 | 1.34835 | 1.33855 | ||
| 77 | 2025.08.27 10:00 | sell | 23 | 0.10 | 1.34414 | 0.00000 | 0.00000 | ||
| 78 | 2025.08.27 10:00 | modify | 23 | 0.10 | 1.34414 | 1.34765 | 1.33855 | ||
| 79 | 2025.08.27 10:00 | modify | 22 | 0.10 | 1.34481 | 1.34765 | 1.33855 | ||
| 80 | 2025.08.27 10:00 | modify | 21 | 0.10 | 1.35255 | 1.34765 | 1.33855 | ||
| 81 | 2025.08.27 17:00 | s/l | 21 | 0.10 | 1.34765 | 1.34765 | 1.33855 | 48.44 | 1204.25 |
| 82 | 2025.08.27 17:00 | s/l | 22 | 0.10 | 1.34765 | 1.34765 | 1.33855 | -28.40 | 1175.85 |
| 83 | 2025.08.27 17:00 | s/l | 23 | 0.10 | 1.34765 | 1.34765 | 1.33855 | -35.10 | 1140.75 |
| 84 | 2025.09.02 09:00 | buy | 24 | 0.10 | 1.34160 | 0.00000 | 0.00000 | ||
| 85 | 2025.09.02 09:00 | modify | 24 | 0.10 | 1.34160 | 1.32960 | 1.35560 | ||
| 86 | 2025.09.05 08:00 | buy | 25 | 0.10 | 1.34667 | 0.00000 | 0.00000 | ||
| 87 | 2025.09.05 08:00 | modify | 25 | 0.10 | 1.34667 | 1.34230 | 1.35560 | ||
| 88 | 2025.09.05 08:00 | modify | 24 | 0.10 | 1.34160 | 1.34230 | 1.35560 | ||
| 89 | 2025.09.08 00:00 | buy | 26 | 0.10 | 1.34952 | 0.00000 | 0.00000 | ||
| 90 | 2025.09.08 00:00 | modify | 26 | 0.10 | 1.34952 | 1.34580 | 1.35560 | ||
| 91 | 2025.09.08 00:00 | modify | 25 | 0.10 | 1.34667 | 1.34580 | 1.35560 | ||
| 92 | 2025.09.08 00:00 | modify | 24 | 0.10 | 1.34160 | 1.34580 | 1.35560 | ||
| 93 | 2025.09.08 14:00 | t/p | 24 | 0.10 | 1.35560 | 1.34580 | 1.35560 | 138.53 | 1279.28 |
| 94 | 2025.09.08 14:00 | t/p | 25 | 0.10 | 1.35560 | 1.34580 | 1.35560 | 89.06 | 1368.34 |
| 95 | 2025.09.08 14:00 | t/p | 26 | 0.10 | 1.35560 | 1.34580 | 1.35560 | 60.80 | 1429.14 |
| 96 | 2025.09.15 13:00 | sell | 27 | 0.10 | 1.36146 | 0.00000 | 0.00000 | ||
| 97 | 2025.09.15 13:00 | modify | 27 | 0.10 | 1.36146 | 1.37346 | 1.34746 | ||
| 98 | 2025.09.19 13:00 | t/p | 27 | 0.10 | 1.34746 | 1.37346 | 1.34746 | 138.87 | 1568.01 |
| 99 | 2025.09.25 16:00 | buy | 28 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 100 | 2025.09.25 16:00 | modify | 28 | 0.10 | 1.33510 | 1.32310 | 1.34910 | ||
| 101 | 2025.09.28 22:00 | buy | 29 | 0.10 | 1.34004 | 0.00000 | 0.00000 | ||
| 102 | 2025.09.28 22:00 | modify | 29 | 0.10 | 1.34004 | 1.33580 | 1.34910 | ||
| 103 | 2025.09.28 22:00 | modify | 28 | 0.10 | 1.33510 | 1.33580 | 1.34910 | ||
| 104 | 2025.09.29 02:00 | buy | 30 | 0.10 | 1.34292 | 0.00000 | 0.00000 | ||
| 105 | 2025.09.29 02:00 | modify | 30 | 0.10 | 1.34292 | 1.33930 | 1.34910 | ||
| 106 | 2025.09.29 02:00 | modify | 29 | 0.10 | 1.34004 | 1.33930 | 1.34910 | ||
| 107 | 2025.09.29 02:00 | modify | 28 | 0.10 | 1.33510 | 1.33930 | 1.34910 | ||
| 108 | 2025.09.29 16:00 | buy | 31 | 0.10 | 1.34355 | 0.00000 | 0.00000 | ||
| 109 | 2025.09.29 16:00 | modify | 31 | 0.10 | 1.34355 | 1.34000 | 1.34910 | ||
| 110 | 2025.09.29 16:00 | modify | 30 | 0.10 | 1.34292 | 1.34000 | 1.34910 | ||
| 111 | 2025.09.29 16:00 | modify | 29 | 0.10 | 1.34004 | 1.34000 | 1.34910 | ||
| 112 | 2025.09.29 16:00 | modify | 28 | 0.10 | 1.33510 | 1.34000 | 1.34910 | ||
| 113 | 2025.10.01 13:00 | t/p | 28 | 0.10 | 1.34910 | 1.34000 | 1.34910 | 139.02 | 1707.03 |
| 114 | 2025.10.01 13:00 | t/p | 29 | 0.10 | 1.34910 | 1.34000 | 1.34910 | 89.87 | 1796.90 |
| 115 | 2025.10.01 13:00 | t/p | 30 | 0.10 | 1.34910 | 1.34000 | 1.34910 | 61.31 | 1858.21 |
| 116 | 2025.10.01 13:00 | t/p | 31 | 0.10 | 1.34910 | 1.34000 | 1.34910 | 55.01 | 1913.22 |