Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=40; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 868.62 | Gross profit | 1469.61 | Gross loss | -600.99 |
| Profit factor | 2.45 | Expected payoff | 26.32 | ||
| Absolute drawdown | 15.89 | Maximal drawdown | 251.99 (14.66%) | Relative drawdown | 16.01% (187.53) |
| Total trades | 33 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
| Largest | profit trade | 100.03 | loss trade | -101.03 | |
| Average | profit trade | 69.98 | loss trade | -50.08 | |
| Maximum | consecutive wins (profit in money) | 5 (371.88) | consecutive losses (loss in money) | 2 (-200.24) | |
| Maximal | consecutive profit (count of wins) | 378.72 (4) | consecutive loss (count of losses) | -200.24 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.15 20:00 | buy | 1 | 0.10 | 194.524 | 0.000 | 0.000 | ||
| 2 | 2024.11.15 20:00 | modify | 1 | 0.10 | 194.524 | 193.024 | 196.024 | ||
| 3 | 2024.11.18 04:00 | buy | 2 | 0.10 | 195.281 | 0.000 | 0.000 | ||
| 4 | 2024.11.18 04:00 | modify | 2 | 0.10 | 195.281 | 195.124 | 196.024 | ||
| 5 | 2024.11.18 04:00 | modify | 1 | 0.10 | 194.524 | 195.124 | 196.024 | ||
| 6 | 2024.11.18 08:00 | s/l | 1 | 0.10 | 195.124 | 195.124 | 196.024 | 39.62 | 1039.62 |
| 7 | 2024.11.18 08:00 | s/l | 2 | 0.10 | 195.124 | 195.124 | 196.024 | -10.20 | 1029.42 |
| 8 | 2025.01.07 04:00 | sell | 3 | 0.10 | 198.171 | 0.000 | 0.000 | ||
| 9 | 2025.01.07 04:00 | modify | 3 | 0.10 | 198.171 | 199.671 | 196.671 | ||
| 10 | 2025.01.08 12:00 | t/p | 3 | 0.10 | 196.671 | 199.671 | 196.671 | 95.59 | 1125.00 |
| 11 | 2025.01.09 08:00 | buy | 4 | 0.10 | 193.953 | 0.000 | 0.000 | ||
| 12 | 2025.01.09 08:00 | modify | 4 | 0.10 | 193.953 | 192.453 | 195.453 | ||
| 13 | 2025.01.10 20:00 | s/l | 4 | 0.10 | 192.453 | 192.453 | 195.453 | -96.74 | 1028.26 |
| 14 | 2025.01.13 04:00 | buy | 5 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 15 | 2025.01.13 04:00 | modify | 5 | 0.10 | 191.181 | 189.681 | 192.681 | ||
| 16 | 2025.01.14 04:00 | t/p | 5 | 0.10 | 192.681 | 189.681 | 192.681 | 98.06 | 1126.32 |
| 17 | 2025.01.24 20:00 | sell | 6 | 0.10 | 194.498 | 0.000 | 0.000 | ||
| 18 | 2025.01.24 20:00 | modify | 6 | 0.10 | 194.498 | 195.998 | 192.998 | ||
| 19 | 2025.01.27 08:00 | sell | 7 | 0.10 | 193.742 | 0.000 | 0.000 | ||
| 20 | 2025.01.27 08:00 | modify | 7 | 0.10 | 193.742 | 193.898 | 192.998 | ||
| 21 | 2025.01.27 08:00 | modify | 6 | 0.10 | 194.498 | 193.898 | 192.998 | ||
| 22 | 2025.01.27 12:00 | t/p | 6 | 0.10 | 192.998 | 193.898 | 192.998 | 95.59 | 1221.91 |
| 23 | 2025.01.27 12:00 | t/p | 7 | 0.10 | 192.998 | 193.898 | 192.998 | 48.31 | 1270.22 |
| 24 | 2025.02.06 16:00 | buy | 8 | 0.10 | 188.336 | 0.000 | 0.000 | ||
| 25 | 2025.02.06 16:00 | modify | 8 | 0.10 | 188.336 | 186.836 | 189.836 | ||
| 26 | 2025.02.12 00:00 | t/p | 8 | 0.10 | 189.836 | 186.836 | 189.836 | 100.03 | 1370.25 |
| 27 | 2025.02.12 16:00 | sell | 9 | 0.10 | 192.027 | 0.000 | 0.000 | ||
| 28 | 2025.02.12 16:00 | modify | 9 | 0.10 | 192.027 | 193.527 | 190.527 | ||
| 29 | 2025.02.17 00:00 | sell | 10 | 0.10 | 191.274 | 0.000 | 0.000 | ||
| 30 | 2025.02.17 00:00 | modify | 10 | 0.10 | 191.274 | 191.427 | 190.527 | ||
| 31 | 2025.02.17 00:00 | modify | 9 | 0.10 | 192.027 | 191.427 | 190.527 | ||
| 32 | 2025.02.17 04:00 | s/l | 9 | 0.10 | 191.427 | 191.427 | 190.527 | 29.89 | 1400.14 |
| 33 | 2025.02.17 04:00 | s/l | 10 | 0.10 | 191.427 | 191.427 | 190.527 | -9.94 | 1390.20 |
| 34 | 2025.02.20 04:00 | buy | 11 | 0.10 | 189.457 | 0.000 | 0.000 | ||
| 35 | 2025.02.20 04:00 | modify | 11 | 0.10 | 189.457 | 187.957 | 190.957 | ||
| 36 | 2025.02.28 04:00 | s/l | 11 | 0.10 | 187.957 | 187.957 | 190.957 | -92.13 | 1298.07 |
| 37 | 2025.03.17 20:00 | sell | 12 | 0.10 | 193.772 | 0.000 | 0.000 | ||
| 38 | 2025.03.17 20:00 | modify | 12 | 0.10 | 193.772 | 195.272 | 192.272 | ||
| 39 | 2025.03.20 12:00 | t/p | 12 | 0.10 | 192.272 | 195.272 | 192.272 | 88.33 | 1386.39 |
| 40 | 2025.04.04 16:00 | buy | 13 | 0.10 | 188.656 | 0.000 | 0.000 | ||
| 41 | 2025.04.04 16:00 | modify | 13 | 0.10 | 188.656 | 187.156 | 190.156 | ||
| 42 | 2025.04.04 20:00 | t/p | 13 | 0.10 | 190.156 | 187.156 | 190.156 | 97.40 | 1483.79 |
| 43 | 2025.04.09 12:00 | buy | 14 | 0.10 | 184.800 | 0.000 | 0.000 | ||
| 44 | 2025.04.09 12:00 | modify | 14 | 0.10 | 184.800 | 183.300 | 186.300 | ||
| 45 | 2025.04.09 20:00 | t/p | 14 | 0.10 | 186.300 | 183.300 | 186.300 | 97.40 | 1581.19 |
| 46 | 2025.05.01 16:00 | sell | 15 | 0.10 | 193.084 | 0.000 | 0.000 | ||
| 47 | 2025.05.01 16:00 | modify | 15 | 0.10 | 193.084 | 194.584 | 191.584 | ||
| 48 | 2025.05.02 16:00 | t/p | 15 | 0.10 | 191.584 | 194.584 | 191.584 | 95.59 | 1676.78 |
| 49 | 2025.05.08 16:00 | sell | 16 | 0.10 | 193.237 | 0.000 | 0.000 | ||
| 50 | 2025.05.08 16:00 | modify | 16 | 0.10 | 193.237 | 194.737 | 191.737 | ||
| 51 | 2025.05.12 08:00 | s/l | 16 | 0.10 | 194.737 | 194.737 | 191.737 | -101.03 | 1575.75 |
| 52 | 2025.05.12 08:00 | sell | 17 | 0.10 | 194.779 | 0.000 | 0.000 | ||
| 53 | 2025.05.12 08:00 | modify | 17 | 0.10 | 194.779 | 196.279 | 193.279 | ||
| 54 | 2025.05.13 16:00 | s/l | 17 | 0.10 | 196.279 | 196.279 | 193.279 | -99.21 | 1476.54 |
| 55 | 2025.05.13 16:00 | sell | 18 | 0.10 | 196.169 | 0.000 | 0.000 | ||
| 56 | 2025.05.13 16:00 | modify | 18 | 0.10 | 196.169 | 197.669 | 194.669 | ||
| 57 | 2025.05.14 12:00 | t/p | 18 | 0.10 | 194.669 | 197.669 | 194.669 | 95.59 | 1572.12 |
| 58 | 2025.06.23 08:00 | sell | 19 | 0.10 | 198.006 | 0.000 | 0.000 | ||
| 59 | 2025.06.23 08:00 | modify | 19 | 0.10 | 198.006 | 199.506 | 196.506 | ||
| 60 | 2025.06.24 04:00 | sell | 20 | 0.10 | 197.239 | 0.000 | 0.000 | ||
| 61 | 2025.06.24 04:00 | modify | 20 | 0.10 | 197.239 | 197.406 | 196.506 | ||
| 62 | 2025.06.24 04:00 | modify | 19 | 0.10 | 198.006 | 197.406 | 196.506 | ||
| 63 | 2025.06.24 08:00 | s/l | 19 | 0.10 | 197.406 | 197.406 | 196.506 | 37.14 | 1609.26 |
| 64 | 2025.06.24 08:00 | s/l | 20 | 0.10 | 197.406 | 197.406 | 196.506 | -10.85 | 1598.41 |
| 65 | 2025.06.25 20:00 | sell | 21 | 0.10 | 198.472 | 0.000 | 0.000 | ||
| 66 | 2025.06.25 20:00 | modify | 21 | 0.10 | 198.472 | 199.972 | 196.972 | ||
| 67 | 2025.06.30 08:00 | sell | 22 | 0.10 | 197.482 | 0.000 | 0.000 | ||
| 68 | 2025.06.30 08:00 | modify | 22 | 0.10 | 197.482 | 197.947 | 196.972 | ||
| 69 | 2025.06.30 08:00 | modify | 21 | 0.10 | 198.472 | 197.947 | 196.972 | ||
| 70 | 2025.06.30 16:00 | s/l | 21 | 0.10 | 197.947 | 197.947 | 196.972 | 25.02 | 1623.43 |
| 71 | 2025.06.30 16:00 | s/l | 22 | 0.10 | 197.947 | 197.947 | 196.972 | -30.19 | 1593.24 |
| 72 | 2025.07.01 12:00 | buy | 23 | 0.10 | 196.357 | 0.000 | 0.000 | ||
| 73 | 2025.07.01 12:00 | modify | 23 | 0.10 | 196.357 | 194.857 | 197.857 | ||
| 74 | 2025.07.03 16:00 | t/p | 23 | 0.10 | 197.857 | 194.857 | 197.857 | 100.03 | 1693.27 |
| 75 | 2025.07.22 16:00 | buy | 24 | 0.10 | 197.915 | 0.000 | 0.000 | ||
| 76 | 2025.07.22 16:00 | modify | 24 | 0.10 | 197.915 | 196.415 | 199.415 | ||
| 77 | 2025.07.25 04:00 | buy | 25 | 0.10 | 198.692 | 0.000 | 0.000 | ||
| 78 | 2025.07.25 04:00 | modify | 25 | 0.10 | 198.692 | 198.515 | 199.415 | ||
| 79 | 2025.07.25 04:00 | modify | 24 | 0.10 | 197.915 | 198.515 | 199.415 | ||
| 80 | 2025.07.25 08:00 | s/l | 24 | 0.10 | 198.515 | 198.515 | 199.415 | 42.25 | 1735.52 |
| 81 | 2025.07.25 08:00 | s/l | 25 | 0.10 | 198.515 | 198.515 | 199.415 | -11.49 | 1724.03 |
| 82 | 2025.08.01 20:00 | buy | 26 | 0.10 | 195.558 | 0.000 | 0.000 | ||
| 83 | 2025.08.01 20:00 | modify | 26 | 0.10 | 195.558 | 194.058 | 197.058 | ||
| 84 | 2025.08.05 16:00 | buy | 27 | 0.10 | 196.314 | 0.000 | 0.000 | ||
| 85 | 2025.08.05 16:00 | modify | 27 | 0.10 | 196.314 | 196.158 | 197.058 | ||
| 86 | 2025.08.05 16:00 | modify | 26 | 0.10 | 195.558 | 196.158 | 197.058 | ||
| 87 | 2025.08.06 00:00 | s/l | 26 | 0.10 | 196.158 | 196.158 | 197.058 | 40.94 | 1764.98 |
| 88 | 2025.08.06 00:00 | s/l | 27 | 0.10 | 196.158 | 196.158 | 197.058 | -9.47 | 1755.51 |
| 89 | 2025.08.12 12:00 | sell | 28 | 0.10 | 199.753 | 0.000 | 0.000 | ||
| 90 | 2025.08.12 12:00 | modify | 28 | 0.10 | 199.753 | 201.253 | 198.253 | ||
| 91 | 2025.08.20 04:00 | sell | 29 | 0.10 | 198.758 | 0.000 | 0.000 | ||
| 92 | 2025.08.20 04:00 | modify | 29 | 0.10 | 198.758 | 199.228 | 198.253 | ||
| 93 | 2025.08.20 04:00 | modify | 28 | 0.10 | 199.753 | 199.228 | 198.253 | ||
| 94 | 2025.08.20 08:00 | s/l | 28 | 0.10 | 199.228 | 199.228 | 198.253 | 19.58 | 1775.08 |
| 95 | 2025.08.20 08:00 | s/l | 29 | 0.10 | 199.228 | 199.228 | 198.253 | -30.52 | 1744.56 |
| 96 | 2025.10.01 08:00 | buy | 30 | 0.10 | 198.166 | 0.000 | 0.000 | ||
| 97 | 2025.10.01 08:00 | modify | 30 | 0.10 | 198.166 | 196.666 | 199.666 | ||
| 98 | 2025.10.05 20:00 | t/p | 30 | 0.10 | 199.666 | 196.666 | 199.666 | 100.03 | 1844.60 |
| 99 | 2025.10.07 16:00 | sell | 31 | 0.10 | 203.180 | 0.000 | 0.000 | ||
| 100 | 2025.10.07 16:00 | modify | 31 | 0.10 | 203.180 | 204.680 | 201.680 | ||
| 101 | 2025.10.08 08:00 | s/l | 31 | 0.10 | 204.680 | 204.680 | 201.680 | -99.21 | 1745.38 |
| 102 | 2025.10.08 20:00 | sell | 32 | 0.10 | 204.615 | 0.000 | 0.000 | ||
| 103 | 2025.10.08 20:00 | modify | 32 | 0.10 | 204.615 | 206.115 | 203.115 | ||
| 104 | 2025.10.10 08:00 | t/p | 32 | 0.10 | 203.115 | 206.115 | 203.115 | 90.14 | 1835.53 |
| 105 | 2025.10.28 16:00 | buy | 33 | 0.10 | 202.038 | 0.000 | 0.000 | ||
| 106 | 2025.10.28 16:00 | modify | 33 | 0.10 | 202.038 | 200.538 | 203.538 | ||
| 107 | 2025.10.31 23:59 | close at stop | 33 | 0.10 | 202.497 | 200.538 | 203.538 | 33.09 | 1868.62 |