Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2610 | Ticks modelled | 79253 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1426.14 | Gross profit | 1805.03 | Gross loss | -378.90 |
| Profit factor | 4.76 | Expected payoff | 47.54 | ||
| Absolute drawdown | 200.20 | Maximal drawdown | 317.36 (24.11%) | Relative drawdown | 24.44% (258.70) |
| Total trades | 30 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 24 (80.00%) | Loss trades (% of total) | 6 (20.00%) | ||
| Largest | profit trade | 149.62 | loss trade | -111.96 | |
| Average | profit trade | 75.21 | loss trade | -63.15 | |
| Maximum | consecutive wins (profit in money) | 12 (970.31) | consecutive losses (loss in money) | 2 (-78.60) | |
| Maximal | consecutive profit (count of wins) | 970.31 (12) | consecutive loss (count of losses) | -111.96 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.14 12:00 | buy | 1 | 0.10 | 1.26615 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.14 12:00 | modify | 1 | 0.10 | 1.26615 | 1.25515 | 1.28115 | ||
| 3 | 2024.11.22 07:15 | s/l | 1 | 0.10 | 1.25515 | 1.25515 | 1.28115 | -111.96 | 888.04 |
| 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 | 1.24055 | 1.26655 | ||
| 6 | 2024.11.25 13:20 | buy | 3 | 0.10 | 1.25923 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.25 13:20 | modify | 3 | 0.10 | 1.25923 | 1.25305 | 1.26655 | ||
| 8 | 2024.11.25 13:20 | buy | 4 | 0.10 | 1.25923 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.25 13:20 | modify | 4 | 0.10 | 1.25923 | 1.25530 | 1.26655 | ||
| 10 | 2024.11.25 13:20 | modify | 2 | 0.10 | 1.25155 | 1.25530 | 1.26655 | ||
| 11 | 2024.11.25 13:25 | modify | 3 | 0.10 | 1.25923 | 1.25530 | 1.26655 | ||
| 12 | 2024.11.25 15:40 | s/l | 2 | 0.10 | 1.25530 | 1.25530 | 1.26655 | 37.26 | 925.30 |
| 13 | 2024.11.25 15:40 | s/l | 3 | 0.10 | 1.25530 | 1.25530 | 1.26655 | -39.30 | 886.00 |
| 14 | 2024.11.25 15:40 | s/l | 4 | 0.10 | 1.25530 | 1.25530 | 1.26655 | -39.30 | 846.70 |
| 15 | 2025.01.13 04:00 | buy | 5 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 16 | 2025.01.13 04:00 | modify | 5 | 0.10 | 1.21461 | 1.20361 | 1.22961 | ||
| 17 | 2025.01.15 07:30 | buy | 6 | 0.10 | 1.22215 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.15 07:30 | modify | 6 | 0.10 | 1.22215 | 1.21611 | 1.22961 | ||
| 19 | 2025.01.15 07:30 | buy | 7 | 0.10 | 1.22215 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.15 07:30 | modify | 7 | 0.10 | 1.22215 | 1.21836 | 1.22961 | ||
| 21 | 2025.01.15 07:30 | modify | 5 | 0.10 | 1.21461 | 1.21836 | 1.22961 | ||
| 22 | 2025.01.15 07:35 | modify | 6 | 0.10 | 1.22215 | 1.21836 | 1.22961 | ||
| 23 | 2025.01.15 13:40 | t/p | 5 | 0.10 | 1.22961 | 1.21836 | 1.22961 | 149.51 | 996.21 |
| 24 | 2025.01.15 13:40 | t/p | 6 | 0.10 | 1.22961 | 1.21836 | 1.22961 | 74.60 | 1070.81 |
| 25 | 2025.01.15 13:40 | t/p | 7 | 0.10 | 1.22961 | 1.21836 | 1.22961 | 74.60 | 1145.41 |
| 26 | 2025.04.14 08:00 | sell | 8 | 0.10 | 1.31658 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.14 08:00 | modify | 8 | 0.10 | 1.31658 | 1.32758 | 1.30158 | ||
| 28 | 2025.04.16 05:30 | s/l | 8 | 0.10 | 1.32758 | 1.32758 | 1.30158 | -110.38 | 1035.03 |
| 29 | 2025.04.21 04:00 | sell | 9 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 30 | 2025.04.21 04:00 | modify | 9 | 0.10 | 1.33811 | 1.34911 | 1.32311 | ||
| 31 | 2025.04.22 21:30 | sell | 10 | 0.10 | 1.33044 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.22 21:30 | modify | 10 | 0.10 | 1.33044 | 1.33661 | 1.32311 | ||
| 33 | 2025.04.22 21:30 | sell | 11 | 0.10 | 1.33044 | 0.00000 | 0.00000 | ||
| 34 | 2025.04.22 21:30 | modify | 11 | 0.10 | 1.33044 | 1.33436 | 1.32311 | ||
| 35 | 2025.04.22 21:30 | modify | 9 | 0.10 | 1.33811 | 1.33436 | 1.32311 | ||
| 36 | 2025.04.22 21:35 | modify | 10 | 0.10 | 1.33044 | 1.33436 | 1.32311 | ||
| 37 | 2025.04.23 16:35 | sell | 12 | 0.10 | 1.32610 | 0.00000 | 0.00000 | ||
| 38 | 2025.04.23 16:35 | modify | 12 | 0.10 | 1.32610 | 1.32986 | 1.32311 | ||
| 39 | 2025.04.23 16:35 | modify | 11 | 0.10 | 1.33044 | 1.32986 | 1.32311 | ||
| 40 | 2025.04.23 16:35 | modify | 10 | 0.10 | 1.33044 | 1.32986 | 1.32311 | ||
| 41 | 2025.04.23 16:35 | modify | 9 | 0.10 | 1.33811 | 1.32986 | 1.32311 | ||
| 42 | 2025.04.24 07:40 | s/l | 9 | 0.10 | 1.32986 | 1.32986 | 1.32311 | 81.56 | 1116.59 |
| 43 | 2025.04.24 07:40 | s/l | 10 | 0.10 | 1.32986 | 1.32986 | 1.32311 | 5.05 | 1121.64 |
| 44 | 2025.04.24 07:40 | s/l | 11 | 0.10 | 1.32986 | 1.32986 | 1.32311 | 5.05 | 1126.69 |
| 45 | 2025.04.24 07:40 | s/l | 12 | 0.10 | 1.32986 | 1.32986 | 1.32311 | -38.16 | 1088.53 |
| 46 | 2025.05.26 04:00 | sell | 13 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 47 | 2025.05.26 04:00 | modify | 13 | 0.10 | 1.35785 | 1.36885 | 1.34285 | ||
| 48 | 2025.05.27 15:50 | sell | 14 | 0.10 | 1.35018 | 0.00000 | 0.00000 | ||
| 49 | 2025.05.27 15:50 | modify | 14 | 0.10 | 1.35018 | 1.35635 | 1.34285 | ||
| 50 | 2025.05.27 15:50 | sell | 15 | 0.10 | 1.35018 | 0.00000 | 0.00000 | ||
| 51 | 2025.05.27 15:50 | modify | 15 | 0.10 | 1.35018 | 1.35410 | 1.34285 | ||
| 52 | 2025.05.27 15:50 | modify | 13 | 0.10 | 1.35785 | 1.35410 | 1.34285 | ||
| 53 | 2025.05.27 15:55 | modify | 14 | 0.10 | 1.35018 | 1.35410 | 1.34285 | ||
| 54 | 2025.05.28 13:30 | sell | 16 | 0.10 | 1.34580 | 0.00000 | 0.00000 | ||
| 55 | 2025.05.28 13:30 | modify | 16 | 0.10 | 1.34580 | 1.34960 | 1.34285 | ||
| 56 | 2025.05.28 13:30 | modify | 15 | 0.10 | 1.35018 | 1.34960 | 1.34285 | ||
| 57 | 2025.05.28 13:30 | modify | 14 | 0.10 | 1.35018 | 1.34960 | 1.34285 | ||
| 58 | 2025.05.28 13:30 | modify | 13 | 0.10 | 1.35785 | 1.34960 | 1.34285 | ||
| 59 | 2025.05.28 23:40 | t/p | 13 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 149.62 | 1238.15 |
| 60 | 2025.05.28 23:40 | t/p | 14 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 73.11 | 1311.27 |
| 61 | 2025.05.28 23:40 | t/p | 15 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 73.11 | 1384.38 |
| 62 | 2025.05.28 23:40 | t/p | 16 | 0.10 | 1.34285 | 1.34960 | 1.34285 | 29.50 | 1413.88 |
| 63 | 2025.06.26 04:00 | sell | 17 | 0.10 | 1.37106 | 0.00000 | 0.00000 | ||
| 64 | 2025.06.26 04:00 | modify | 17 | 0.10 | 1.37106 | 1.38206 | 1.35606 | ||
| 65 | 2025.07.02 12:40 | sell | 18 | 0.10 | 1.35883 | 0.00000 | 0.00000 | ||
| 66 | 2025.07.02 12:40 | modify | 18 | 0.10 | 1.35883 | 1.36281 | 1.35606 | ||
| 67 | 2025.07.02 12:40 | modify | 17 | 0.10 | 1.37106 | 1.36281 | 1.35606 | ||
| 68 | 2025.07.02 16:30 | s/l | 17 | 0.10 | 1.36281 | 1.36281 | 1.35606 | 81.75 | 1495.63 |
| 69 | 2025.07.02 16:30 | s/l | 18 | 0.10 | 1.36281 | 1.36281 | 1.35606 | -39.80 | 1455.83 |
| 70 | 2025.07.30 20:00 | buy | 19 | 0.10 | 1.32478 | 0.00000 | 0.00000 | ||
| 71 | 2025.07.30 20:00 | modify | 19 | 0.10 | 1.32478 | 1.31378 | 1.33978 | ||
| 72 | 2025.08.06 10:50 | buy | 20 | 0.10 | 1.33239 | 0.00000 | 0.00000 | ||
| 73 | 2025.08.06 10:50 | modify | 20 | 0.10 | 1.33239 | 1.32628 | 1.33978 | ||
| 74 | 2025.08.06 10:50 | buy | 21 | 0.10 | 1.33239 | 0.00000 | 0.00000 | ||
| 75 | 2025.08.06 10:50 | modify | 21 | 0.10 | 1.33239 | 1.32853 | 1.33978 | ||
| 76 | 2025.08.06 10:50 | modify | 19 | 0.10 | 1.32478 | 1.32853 | 1.33978 | ||
| 77 | 2025.08.06 10:55 | modify | 20 | 0.10 | 1.33239 | 1.32853 | 1.33978 | ||
| 78 | 2025.08.07 04:30 | buy | 22 | 0.10 | 1.33685 | 0.00000 | 0.00000 | ||
| 79 | 2025.08.07 04:30 | modify | 22 | 0.10 | 1.33685 | 1.33303 | 1.33978 | ||
| 80 | 2025.08.07 04:30 | modify | 21 | 0.10 | 1.33239 | 1.33303 | 1.33978 | ||
| 81 | 2025.08.07 04:30 | modify | 20 | 0.10 | 1.33239 | 1.33303 | 1.33978 | ||
| 82 | 2025.08.07 04:30 | modify | 19 | 0.10 | 1.32478 | 1.33303 | 1.33978 | ||
| 83 | 2025.08.07 11:20 | t/p | 19 | 0.10 | 1.33978 | 1.33303 | 1.33978 | 147.55 | 1603.38 |
| 84 | 2025.08.07 11:20 | t/p | 20 | 0.10 | 1.33978 | 1.33303 | 1.33978 | 73.17 | 1676.55 |
| 85 | 2025.08.07 11:20 | t/p | 21 | 0.10 | 1.33978 | 1.33303 | 1.33978 | 73.17 | 1749.71 |
| 86 | 2025.08.07 11:20 | t/p | 22 | 0.10 | 1.33978 | 1.33303 | 1.33978 | 29.30 | 1779.01 |
| 87 | 2025.08.13 12:00 | sell | 23 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 88 | 2025.08.13 12:00 | modify | 23 | 0.10 | 1.35763 | 1.36863 | 1.34263 | ||
| 89 | 2025.08.18 23:33 | sell | 24 | 0.10 | 1.35013 | 0.00000 | 0.00000 | ||
| 90 | 2025.08.18 23:33 | modify | 24 | 0.10 | 1.35013 | 1.35613 | 1.34263 | ||
| 91 | 2025.08.18 23:33 | sell | 25 | 0.10 | 1.35013 | 0.00000 | 0.00000 | ||
| 92 | 2025.08.18 23:33 | modify | 25 | 0.10 | 1.35013 | 1.35388 | 1.34263 | ||
| 93 | 2025.08.18 23:33 | modify | 23 | 0.10 | 1.35763 | 1.35388 | 1.34263 | ||
| 94 | 2025.08.18 23:40 | modify | 24 | 0.10 | 1.35013 | 1.35388 | 1.34263 | ||
| 95 | 2025.08.20 19:45 | sell | 26 | 0.10 | 1.34550 | 0.00000 | 0.00000 | ||
| 96 | 2025.08.20 19:45 | modify | 26 | 0.10 | 1.34550 | 1.34938 | 1.34263 | ||
| 97 | 2025.08.20 19:45 | modify | 25 | 0.10 | 1.35013 | 1.34938 | 1.34263 | ||
| 98 | 2025.08.20 19:45 | modify | 24 | 0.10 | 1.35013 | 1.34938 | 1.34263 | ||
| 99 | 2025.08.20 19:45 | modify | 23 | 0.10 | 1.35763 | 1.34938 | 1.34263 | ||
| 100 | 2025.08.21 14:15 | t/p | 23 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 148.12 | 1927.14 |
| 101 | 2025.08.21 14:15 | t/p | 24 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 74.06 | 2001.20 |
| 102 | 2025.08.21 14:15 | t/p | 25 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 74.06 | 2075.26 |
| 103 | 2025.08.21 14:15 | t/p | 26 | 0.10 | 1.34263 | 1.34938 | 1.34263 | 28.14 | 2103.40 |
| 104 | 2025.09.25 16:00 | buy | 27 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 105 | 2025.09.25 16:00 | modify | 27 | 0.10 | 1.33510 | 1.32410 | 1.35010 | ||
| 106 | 2025.09.29 00:40 | buy | 28 | 0.10 | 1.34275 | 0.00000 | 0.00000 | ||
| 107 | 2025.09.29 00:40 | modify | 28 | 0.10 | 1.34275 | 1.33660 | 1.35010 | ||
| 108 | 2025.09.29 00:40 | buy | 29 | 0.10 | 1.34275 | 0.00000 | 0.00000 | ||
| 109 | 2025.09.29 00:40 | modify | 29 | 0.10 | 1.34275 | 1.33885 | 1.35010 | ||
| 110 | 2025.09.29 00:40 | modify | 27 | 0.10 | 1.33510 | 1.33885 | 1.35010 | ||
| 111 | 2025.09.29 00:45 | modify | 28 | 0.10 | 1.34275 | 1.33885 | 1.35010 | ||
| 112 | 2025.10.01 05:06 | buy | 30 | 0.10 | 1.34733 | 0.00000 | 0.00000 | ||
| 113 | 2025.10.01 05:06 | modify | 30 | 0.10 | 1.34733 | 1.34335 | 1.35010 | ||
| 114 | 2025.10.01 05:06 | modify | 29 | 0.10 | 1.34275 | 1.34335 | 1.35010 | ||
| 115 | 2025.10.01 05:06 | modify | 28 | 0.10 | 1.34275 | 1.34335 | 1.35010 | ||
| 116 | 2025.10.01 05:06 | modify | 27 | 0.10 | 1.33510 | 1.34335 | 1.35010 | ||
| 117 | 2025.10.01 12:30 | t/p | 27 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 149.02 | 2252.42 |
| 118 | 2025.10.01 12:30 | t/p | 28 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 73.01 | 2325.43 |
| 119 | 2025.10.01 12:30 | t/p | 29 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 73.01 | 2398.44 |
| 120 | 2025.10.01 12:30 | t/p | 30 | 0.10 | 1.35010 | 1.34335 | 1.35010 | 27.70 | 2426.14 |