Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 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=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; 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=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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 40 | ||
| Total net profit | 1361.81 | Gross profit | 1876.00 | Gross loss | -514.20 |
| Profit factor | 3.65 | Expected payoff | 36.81 | ||
| Absolute drawdown | 124.14 | Maximal drawdown | 184.41 (17.39%) | Relative drawdown | 17.39% (184.41) |
| Total trades | 37 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 100.05 | loss trade | -61.02 | |
| Average | profit trade | 69.48 | loss trade | -51.42 | |
| Maximum | consecutive wins (profit in money) | 19 (1304.86) | consecutive losses (loss in money) | 3 (-149.14) | |
| Maximal | consecutive profit (count of wins) | 1304.86 (19) | consecutive loss (count of losses) | -149.14 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.08 09:00 | buy | 1 | 0.10 | 197.428 | 0.000 | 0.000 | ||
| 2 | 2024.11.08 09:00 | modify | 1 | 0.10 | 197.428 | 196.628 | 198.928 | ||
| 3 | 2024.11.11 05:00 | buy | 2 | 0.10 | 198.332 | 0.000 | 0.000 | ||
| 4 | 2024.11.11 05:00 | modify | 2 | 0.10 | 198.332 | 197.803 | 198.928 | ||
| 5 | 2024.11.11 05:00 | modify | 1 | 0.10 | 197.428 | 197.803 | 198.928 | ||
| 6 | 2024.11.11 15:00 | s/l | 1 | 0.10 | 197.803 | 197.803 | 198.928 | 25.01 | 1025.01 |
| 7 | 2024.11.11 15:00 | s/l | 2 | 0.10 | 197.803 | 197.803 | 198.928 | -34.35 | 990.66 |
| 8 | 2024.12.24 15:00 | sell | 3 | 0.10 | 197.486 | 0.000 | 0.000 | ||
| 9 | 2024.12.24 15:00 | modify | 3 | 0.10 | 197.486 | 198.286 | 195.986 | ||
| 10 | 2024.12.27 14:00 | s/l | 3 | 0.10 | 198.286 | 198.286 | 195.986 | -61.02 | 929.64 |
| 11 | 2025.01.06 09:00 | sell | 4 | 0.10 | 196.765 | 0.000 | 0.000 | ||
| 12 | 2025.01.06 09:00 | modify | 4 | 0.10 | 196.765 | 197.565 | 195.265 | ||
| 13 | 2025.01.07 01:00 | s/l | 4 | 0.10 | 197.565 | 197.565 | 195.265 | -53.77 | 875.86 |
| 14 | 2025.01.13 10:00 | buy | 5 | 0.10 | 190.235 | 0.000 | 0.000 | ||
| 15 | 2025.01.13 10:00 | modify | 5 | 0.10 | 190.235 | 189.435 | 191.735 | ||
| 16 | 2025.01.13 17:00 | t/p | 5 | 0.10 | 191.735 | 189.435 | 191.735 | 97.41 | 973.27 |
| 17 | 2025.02.12 16:00 | sell | 6 | 0.10 | 192.027 | 0.000 | 0.000 | ||
| 18 | 2025.02.12 16:00 | modify | 6 | 0.10 | 192.027 | 192.827 | 190.527 | ||
| 19 | 2025.02.13 05:00 | s/l | 6 | 0.10 | 192.827 | 192.827 | 190.527 | -57.40 | 915.87 |
| 20 | 2025.03.18 09:00 | sell | 7 | 0.10 | 194.626 | 0.000 | 0.000 | ||
| 21 | 2025.03.18 09:00 | modify | 7 | 0.10 | 194.626 | 195.426 | 193.126 | ||
| 22 | 2025.03.19 22:00 | t/p | 7 | 0.10 | 193.126 | 195.426 | 193.126 | 95.60 | 1011.47 |
| 23 | 2025.03.24 15:00 | sell | 8 | 0.10 | 194.512 | 0.000 | 0.000 | ||
| 24 | 2025.03.24 15:00 | modify | 8 | 0.10 | 194.512 | 195.312 | 193.012 | ||
| 25 | 2025.03.27 12:00 | s/l | 8 | 0.10 | 195.312 | 195.312 | 193.012 | -61.02 | 950.45 |
| 26 | 2025.05.01 19:00 | sell | 9 | 0.10 | 193.425 | 0.000 | 0.000 | ||
| 27 | 2025.05.01 19:00 | modify | 9 | 0.10 | 193.425 | 194.225 | 191.925 | ||
| 28 | 2025.05.02 09:00 | sell | 10 | 0.10 | 192.503 | 0.000 | 0.000 | ||
| 29 | 2025.05.02 09:00 | modify | 10 | 0.10 | 192.503 | 193.050 | 191.925 | ||
| 30 | 2025.05.02 09:00 | modify | 9 | 0.10 | 193.425 | 193.050 | 191.925 | ||
| 31 | 2025.05.02 13:00 | t/p | 9 | 0.10 | 191.925 | 193.050 | 191.925 | 95.60 | 1046.04 |
| 32 | 2025.05.02 13:00 | t/p | 10 | 0.10 | 191.925 | 193.050 | 191.925 | 37.54 | 1083.58 |
| 33 | 2025.05.08 09:00 | sell | 11 | 0.10 | 192.104 | 0.000 | 0.000 | ||
| 34 | 2025.05.08 09:00 | modify | 11 | 0.10 | 192.104 | 192.904 | 190.604 | ||
| 35 | 2025.05.08 12:00 | s/l | 11 | 0.10 | 192.904 | 192.904 | 190.604 | -51.96 | 1031.62 |
| 36 | 2025.05.12 08:00 | sell | 12 | 0.10 | 194.779 | 0.000 | 0.000 | ||
| 37 | 2025.05.12 08:00 | modify | 12 | 0.10 | 194.779 | 195.579 | 193.279 | ||
| 38 | 2025.05.12 14:00 | s/l | 12 | 0.10 | 195.579 | 195.579 | 193.279 | -51.95 | 979.67 |
| 39 | 2025.06.16 19:00 | sell | 13 | 0.10 | 196.601 | 0.000 | 0.000 | ||
| 40 | 2025.06.16 19:00 | modify | 13 | 0.10 | 196.601 | 197.401 | 195.101 | ||
| 41 | 2025.06.17 20:00 | t/p | 13 | 0.10 | 195.101 | 197.401 | 195.101 | 95.59 | 1075.26 |
| 42 | 2025.07.01 12:00 | buy | 14 | 0.10 | 196.357 | 0.000 | 0.000 | ||
| 43 | 2025.07.01 12:00 | modify | 14 | 0.10 | 196.357 | 195.557 | 197.857 | ||
| 44 | 2025.07.02 01:00 | buy | 15 | 0.10 | 197.284 | 0.000 | 0.000 | ||
| 45 | 2025.07.02 01:00 | modify | 15 | 0.10 | 197.284 | 196.732 | 197.857 | ||
| 46 | 2025.07.02 01:00 | modify | 14 | 0.10 | 196.357 | 196.732 | 197.857 | ||
| 47 | 2025.07.02 13:00 | s/l | 14 | 0.10 | 196.732 | 196.732 | 197.857 | 25.01 | 1100.27 |
| 48 | 2025.07.02 13:00 | s/l | 15 | 0.10 | 196.732 | 196.732 | 197.857 | -35.85 | 1064.42 |
| 49 | 2025.07.02 13:00 | buy | 16 | 0.10 | 195.811 | 0.000 | 0.000 | ||
| 50 | 2025.07.02 13:00 | modify | 16 | 0.10 | 195.811 | 195.011 | 197.311 | ||
| 51 | 2025.07.03 13:00 | t/p | 16 | 0.10 | 197.311 | 195.011 | 197.311 | 99.39 | 1163.81 |
| 52 | 2025.07.03 13:00 | sell | 17 | 0.10 | 197.418 | 0.000 | 0.000 | ||
| 53 | 2025.07.03 13:00 | modify | 17 | 0.10 | 197.418 | 198.218 | 195.918 | ||
| 54 | 2025.07.07 13:00 | s/l | 17 | 0.10 | 198.218 | 198.218 | 195.918 | -55.58 | 1108.23 |
| 55 | 2025.07.16 18:00 | buy | 18 | 0.10 | 198.227 | 0.000 | 0.000 | ||
| 56 | 2025.07.16 18:00 | modify | 18 | 0.10 | 198.227 | 197.427 | 199.727 | ||
| 57 | 2025.07.17 06:00 | buy | 19 | 0.10 | 198.909 | 0.000 | 0.000 | ||
| 58 | 2025.07.17 06:00 | modify | 19 | 0.10 | 198.909 | 198.302 | 199.727 | ||
| 59 | 2025.07.17 06:00 | modify | 18 | 0.10 | 198.227 | 198.302 | 199.727 | ||
| 60 | 2025.07.17 09:00 | buy | 20 | 0.10 | 199.294 | 0.000 | 0.000 | ||
| 61 | 2025.07.17 09:00 | modify | 20 | 0.10 | 199.294 | 198.752 | 199.727 | ||
| 62 | 2025.07.17 09:00 | modify | 19 | 0.10 | 198.909 | 198.752 | 199.727 | ||
| 63 | 2025.07.17 09:00 | modify | 18 | 0.10 | 198.227 | 198.752 | 199.727 | ||
| 64 | 2025.07.17 15:00 | buy | 21 | 0.10 | 199.138 | 0.000 | 0.000 | ||
| 65 | 2025.07.17 15:00 | modify | 21 | 0.10 | 199.138 | 198.602 | 199.727 | ||
| 66 | 2025.07.17 16:00 | modify | 21 | 0.10 | 199.138 | 198.752 | 199.727 | ||
| 67 | 2025.07.18 07:00 | t/p | 18 | 0.10 | 199.727 | 198.752 | 199.727 | 100.04 | 1208.28 |
| 68 | 2025.07.18 07:00 | t/p | 19 | 0.10 | 199.727 | 198.752 | 199.727 | 53.78 | 1262.05 |
| 69 | 2025.07.18 07:00 | t/p | 20 | 0.10 | 199.727 | 198.752 | 199.727 | 28.78 | 1290.83 |
| 70 | 2025.07.18 07:00 | t/p | 21 | 0.10 | 199.727 | 198.752 | 199.727 | 38.91 | 1329.74 |
| 71 | 2025.07.31 15:00 | sell | 22 | 0.10 | 199.112 | 0.000 | 0.000 | ||
| 72 | 2025.07.31 15:00 | modify | 22 | 0.10 | 199.112 | 199.912 | 197.612 | ||
| 73 | 2025.08.01 09:00 | sell | 23 | 0.10 | 198.209 | 0.000 | 0.000 | ||
| 74 | 2025.08.01 09:00 | modify | 23 | 0.10 | 198.209 | 198.737 | 197.612 | ||
| 75 | 2025.08.01 09:00 | modify | 22 | 0.10 | 199.112 | 198.737 | 197.612 | ||
| 76 | 2025.08.01 13:00 | t/p | 22 | 0.10 | 197.612 | 198.737 | 197.612 | 95.60 | 1425.34 |
| 77 | 2025.08.01 13:00 | t/p | 23 | 0.10 | 197.612 | 198.737 | 197.612 | 38.77 | 1464.11 |
| 78 | 2025.09.02 07:00 | sell | 24 | 0.10 | 200.206 | 0.000 | 0.000 | ||
| 79 | 2025.09.02 07:00 | modify | 24 | 0.10 | 200.206 | 201.006 | 198.706 | ||
| 80 | 2025.09.02 12:00 | t/p | 24 | 0.10 | 198.706 | 201.006 | 198.706 | 97.41 | 1561.52 |
| 81 | 2025.09.18 09:00 | sell | 25 | 0.10 | 201.088 | 0.000 | 0.000 | ||
| 82 | 2025.09.18 09:00 | modify | 25 | 0.10 | 201.088 | 201.888 | 199.588 | ||
| 83 | 2025.09.18 17:00 | sell | 26 | 0.10 | 200.395 | 0.000 | 0.000 | ||
| 84 | 2025.09.18 17:00 | modify | 26 | 0.10 | 200.395 | 201.013 | 199.588 | ||
| 85 | 2025.09.18 17:00 | modify | 25 | 0.10 | 201.088 | 201.013 | 199.588 | ||
| 86 | 2025.09.19 04:00 | sell | 27 | 0.10 | 200.034 | 0.000 | 0.000 | ||
| 87 | 2025.09.19 04:00 | modify | 27 | 0.10 | 200.034 | 200.563 | 199.588 | ||
| 88 | 2025.09.19 04:00 | modify | 26 | 0.10 | 200.395 | 200.563 | 199.588 | ||
| 89 | 2025.09.19 04:00 | modify | 25 | 0.10 | 201.088 | 200.563 | 199.588 | ||
| 90 | 2025.09.19 05:00 | t/p | 25 | 0.10 | 199.588 | 200.563 | 199.588 | 95.60 | 1657.11 |
| 91 | 2025.09.19 05:00 | t/p | 26 | 0.10 | 199.588 | 200.563 | 199.588 | 50.59 | 1707.70 |
| 92 | 2025.09.19 05:00 | t/p | 27 | 0.10 | 199.588 | 200.563 | 199.588 | 28.96 | 1736.66 |
| 93 | 2025.09.19 07:00 | buy | 28 | 0.10 | 199.743 | 0.000 | 0.000 | ||
| 94 | 2025.09.19 07:00 | modify | 28 | 0.10 | 199.743 | 198.943 | 201.243 | ||
| 95 | 2025.09.21 22:00 | t/p | 28 | 0.10 | 201.243 | 198.943 | 201.243 | 97.41 | 1834.07 |
| 96 | 2025.10.01 08:00 | buy | 29 | 0.10 | 198.166 | 0.000 | 0.000 | ||
| 97 | 2025.10.01 08:00 | modify | 29 | 0.10 | 198.166 | 197.366 | 199.666 | ||
| 98 | 2025.10.03 19:00 | buy | 30 | 0.10 | 198.864 | 0.000 | 0.000 | ||
| 99 | 2025.10.03 19:00 | modify | 30 | 0.10 | 198.864 | 198.241 | 199.666 | ||
| 100 | 2025.10.03 19:00 | modify | 29 | 0.10 | 198.166 | 198.241 | 199.666 | ||
| 101 | 2025.10.05 21:00 | t/p | 29 | 0.10 | 199.666 | 198.241 | 199.666 | 100.05 | 1934.12 |
| 102 | 2025.10.05 21:00 | t/p | 30 | 0.10 | 199.666 | 198.241 | 199.666 | 52.09 | 1986.21 |
| 103 | 2025.10.08 10:00 | sell | 31 | 0.10 | 205.025 | 0.000 | 0.000 | ||
| 104 | 2025.10.08 10:00 | modify | 31 | 0.10 | 205.025 | 205.825 | 203.525 | ||
| 105 | 2025.10.09 11:00 | sell | 32 | 0.10 | 204.100 | 0.000 | 0.000 | ||
| 106 | 2025.10.09 11:00 | modify | 32 | 0.10 | 204.100 | 204.650 | 203.525 | ||
| 107 | 2025.10.09 11:00 | modify | 31 | 0.10 | 205.025 | 204.650 | 203.525 | ||
| 108 | 2025.10.09 17:00 | t/p | 31 | 0.10 | 203.525 | 204.650 | 203.525 | 91.97 | 2078.18 |
| 109 | 2025.10.09 17:00 | t/p | 32 | 0.10 | 203.525 | 204.650 | 203.525 | 37.34 | 2115.52 |
| 110 | 2025.10.16 09:00 | sell | 33 | 0.10 | 203.242 | 0.000 | 0.000 | ||
| 111 | 2025.10.16 09:00 | modify | 33 | 0.10 | 203.242 | 204.042 | 201.742 | ||
| 112 | 2025.10.16 15:00 | sell | 34 | 0.10 | 202.547 | 0.000 | 0.000 | ||
| 113 | 2025.10.16 15:00 | modify | 34 | 0.10 | 202.547 | 203.167 | 201.742 | ||
| 114 | 2025.10.16 15:00 | modify | 33 | 0.10 | 203.242 | 203.167 | 201.742 | ||
| 115 | 2025.10.17 04:00 | t/p | 33 | 0.10 | 201.742 | 203.167 | 201.742 | 95.59 | 2211.11 |
| 116 | 2025.10.17 04:00 | t/p | 34 | 0.10 | 201.742 | 203.167 | 201.742 | 50.46 | 2261.56 |
| 117 | 2025.10.17 08:00 | buy | 35 | 0.10 | 201.131 | 0.000 | 0.000 | ||
| 118 | 2025.10.17 08:00 | modify | 35 | 0.10 | 201.131 | 200.331 | 202.631 | ||
| 119 | 2025.10.17 16:00 | buy | 36 | 0.10 | 201.818 | 0.000 | 0.000 | ||
| 120 | 2025.10.17 16:00 | modify | 36 | 0.10 | 201.818 | 201.206 | 202.631 | ||
| 121 | 2025.10.17 16:00 | modify | 35 | 0.10 | 201.131 | 201.206 | 202.631 | ||
| 122 | 2025.10.20 00:00 | t/p | 35 | 0.10 | 202.631 | 201.206 | 202.631 | 98.08 | 2359.64 |
| 123 | 2025.10.20 00:00 | t/p | 36 | 0.10 | 202.631 | 201.206 | 202.631 | 53.46 | 2413.10 |
| 124 | 2025.10.28 09:00 | buy | 37 | 0.10 | 202.246 | 0.000 | 0.000 | ||
| 125 | 2025.10.28 09:00 | modify | 37 | 0.10 | 202.246 | 201.446 | 203.746 | ||
| 126 | 2025.10.29 01:00 | s/l | 37 | 0.10 | 201.446 | 201.446 | 203.746 | -51.29 | 2361.81 |