Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.01.01 22:00 - 2025.12.31 21:00 (2025.01.01 - 2026.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; 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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 7224 | Ticks modelled | 157035 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1716.68 | Gross profit | 1920.72 | Gross loss | -204.04 |
| Profit factor | 9.41 | Expected payoff | 59.20 | ||
| Absolute drawdown | 54.90 | Maximal drawdown | 289.60 (10.69%) | Relative drawdown | 19.30% (248.10) |
| Total trades | 29 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 21 (85.71%) |
| Profit trades (% of total) | 24 (82.76%) | Loss trades (% of total) | 5 (17.24%) | ||
| Largest | profit trade | 150.00 | loss trade | -80.64 | |
| Average | profit trade | 80.03 | loss trade | -40.81 | |
| Maximum | consecutive wins (profit in money) | 9 (746.12) | consecutive losses (loss in money) | 1 (-80.64) | |
| Maximal | consecutive profit (count of wins) | 746.12 (9) | consecutive loss (count of losses) | -80.64 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 14:00 | buy | 1 | 0.10 | 1.24070 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.02 14:00 | modify | 1 | 0.10 | 1.24070 | 1.23270 | 1.25570 | ||
| 3 | 2025.01.06 08:25 | buy | 2 | 0.10 | 1.24763 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.06 08:25 | modify | 2 | 0.10 | 1.24763 | 1.24445 | 1.25570 | ||
| 5 | 2025.01.06 08:25 | modify | 1 | 0.10 | 1.24070 | 1.24445 | 1.25570 | ||
| 6 | 2025.01.06 08:59 | buy | 3 | 0.10 | 1.24831 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.06 08:59 | modify | 3 | 0.10 | 1.24831 | 1.24220 | 1.25570 | ||
| 8 | 2025.01.06 09:00 | modify | 3 | 0.10 | 1.24831 | 1.24445 | 1.25570 | ||
| 9 | 2025.01.06 15:27 | buy | 4 | 0.10 | 1.25069 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.06 15:27 | modify | 4 | 0.10 | 1.25069 | 1.24670 | 1.25570 | ||
| 11 | 2025.01.06 15:27 | modify | 2 | 0.10 | 1.24763 | 1.24670 | 1.25570 | ||
| 12 | 2025.01.06 15:27 | modify | 3 | 0.10 | 1.24831 | 1.24670 | 1.25570 | ||
| 13 | 2025.01.06 15:27 | modify | 1 | 0.10 | 1.24070 | 1.24670 | 1.25570 | ||
| 14 | 2025.01.07 07:32 | t/p | 1 | 0.10 | 1.25570 | 1.24670 | 1.25570 | 149.36 | 1149.36 |
| 15 | 2025.01.07 07:32 | t/p | 2 | 0.10 | 1.25570 | 1.24670 | 1.25570 | 80.49 | 1229.85 |
| 16 | 2025.01.07 07:32 | t/p | 3 | 0.10 | 1.25570 | 1.24670 | 1.25570 | 73.69 | 1303.54 |
| 17 | 2025.01.07 07:32 | t/p | 4 | 0.10 | 1.25570 | 1.24670 | 1.25570 | 49.89 | 1353.43 |
| 18 | 2025.01.08 12:00 | buy | 5 | 0.10 | 1.23750 | 0.00000 | 0.00000 | ||
| 19 | 2025.01.08 12:00 | modify | 5 | 0.10 | 1.23750 | 1.22950 | 1.25250 | ||
| 20 | 2025.01.09 06:50 | s/l | 5 | 0.10 | 1.22950 | 1.22950 | 1.25250 | -80.64 | 1272.79 |
| 21 | 2025.01.20 14:00 | sell | 6 | 0.10 | 1.22980 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.20 14:00 | modify | 6 | 0.10 | 1.22980 | 1.23780 | 1.21480 | ||
| 23 | 2025.01.21 11:50 | sell | 7 | 0.10 | 1.22288 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.21 11:50 | modify | 7 | 0.10 | 1.22288 | 1.22605 | 1.21480 | ||
| 25 | 2025.01.21 11:50 | modify | 6 | 0.10 | 1.22980 | 1.22605 | 1.21480 | ||
| 26 | 2025.01.21 13:20 | s/l | 6 | 0.10 | 1.22605 | 1.22605 | 1.21480 | 37.17 | 1309.97 |
| 27 | 2025.01.21 13:20 | s/l | 7 | 0.10 | 1.22605 | 1.22605 | 1.21480 | -31.70 | 1278.27 |
| 28 | 2025.02.03 03:00 | buy | 8 | 0.10 | 1.22645 | 0.00000 | 0.00000 | ||
| 29 | 2025.02.03 03:00 | modify | 8 | 0.10 | 1.22645 | 1.21845 | 1.24145 | ||
| 30 | 2025.02.03 12:10 | buy | 9 | 0.10 | 1.23333 | 0.00000 | 0.00000 | ||
| 31 | 2025.02.03 12:10 | modify | 9 | 0.10 | 1.23333 | 1.23020 | 1.24145 | ||
| 32 | 2025.02.03 12:10 | modify | 8 | 0.10 | 1.22645 | 1.23020 | 1.24145 | ||
| 33 | 2025.02.03 12:15 | buy | 10 | 0.10 | 1.23414 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.03 12:15 | modify | 10 | 0.10 | 1.23414 | 1.22795 | 1.24145 | ||
| 35 | 2025.02.03 12:17 | modify | 10 | 0.10 | 1.23414 | 1.23020 | 1.24145 | ||
| 36 | 2025.02.03 14:32 | buy | 11 | 0.10 | 1.23634 | 0.00000 | 0.00000 | ||
| 37 | 2025.02.03 14:32 | modify | 11 | 0.10 | 1.23634 | 1.23245 | 1.24145 | ||
| 38 | 2025.02.03 14:32 | modify | 9 | 0.10 | 1.23333 | 1.23245 | 1.24145 | ||
| 39 | 2025.02.03 14:32 | modify | 10 | 0.10 | 1.23414 | 1.23245 | 1.24145 | ||
| 40 | 2025.02.03 14:32 | modify | 8 | 0.10 | 1.22645 | 1.23245 | 1.24145 | ||
| 41 | 2025.02.03 15:45 | t/p | 8 | 0.10 | 1.24145 | 1.23245 | 1.24145 | 150.00 | 1428.27 |
| 42 | 2025.02.03 15:45 | t/p | 9 | 0.10 | 1.24145 | 1.23245 | 1.24145 | 81.20 | 1509.47 |
| 43 | 2025.02.03 15:45 | t/p | 10 | 0.10 | 1.24145 | 1.23245 | 1.24145 | 73.10 | 1582.57 |
| 44 | 2025.02.03 15:45 | t/p | 11 | 0.10 | 1.24145 | 1.23245 | 1.24145 | 51.10 | 1633.67 |
| 45 | 2025.04.03 09:00 | sell | 12 | 0.10 | 1.31621 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.03 09:00 | modify | 12 | 0.10 | 1.31621 | 1.32421 | 1.30121 | ||
| 47 | 2025.04.03 17:20 | sell | 13 | 0.10 | 1.30924 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.03 17:20 | modify | 13 | 0.10 | 1.30924 | 1.31246 | 1.30121 | ||
| 49 | 2025.04.03 17:20 | modify | 12 | 0.10 | 1.31621 | 1.31246 | 1.30121 | ||
| 50 | 2025.04.03 20:37 | sell | 14 | 0.10 | 1.30846 | 0.00000 | 0.00000 | ||
| 51 | 2025.04.03 20:37 | modify | 14 | 0.10 | 1.30846 | 1.31471 | 1.30121 | ||
| 52 | 2025.04.03 20:40 | modify | 14 | 0.10 | 1.30846 | 1.31246 | 1.30121 | ||
| 53 | 2025.04.04 06:45 | sell | 15 | 0.10 | 1.30635 | 0.00000 | 0.00000 | ||
| 54 | 2025.04.04 06:45 | modify | 15 | 0.10 | 1.30635 | 1.31021 | 1.30121 | ||
| 55 | 2025.04.04 06:45 | modify | 13 | 0.10 | 1.30924 | 1.31021 | 1.30121 | ||
| 56 | 2025.04.04 06:45 | modify | 14 | 0.10 | 1.30846 | 1.31021 | 1.30121 | ||
| 57 | 2025.04.04 06:45 | modify | 12 | 0.10 | 1.31621 | 1.31021 | 1.30121 | ||
| 58 | 2025.04.04 07:50 | t/p | 12 | 0.10 | 1.30121 | 1.31021 | 1.30121 | 149.67 | 1783.34 |
| 59 | 2025.04.04 07:50 | t/p | 13 | 0.10 | 1.30121 | 1.31021 | 1.30121 | 79.97 | 1863.31 |
| 60 | 2025.04.04 07:50 | t/p | 14 | 0.10 | 1.30121 | 1.31021 | 1.30121 | 72.17 | 1935.49 |
| 61 | 2025.04.04 07:50 | t/p | 15 | 0.10 | 1.30121 | 1.31021 | 1.30121 | 51.40 | 1986.89 |
| 62 | 2025.04.04 09:00 | buy | 16 | 0.10 | 1.29857 | 0.00000 | 0.00000 | ||
| 63 | 2025.04.04 09:00 | modify | 16 | 0.10 | 1.29857 | 1.29057 | 1.31357 | ||
| 64 | 2025.04.04 12:37 | buy | 17 | 0.10 | 1.30533 | 0.00000 | 0.00000 | ||
| 65 | 2025.04.04 12:37 | modify | 17 | 0.10 | 1.30533 | 1.30232 | 1.31357 | ||
| 66 | 2025.04.04 12:37 | modify | 16 | 0.10 | 1.29857 | 1.30232 | 1.31357 | ||
| 67 | 2025.04.04 12:45 | s/l | 16 | 0.10 | 1.30232 | 1.30232 | 1.31357 | 37.50 | 2024.39 |
| 68 | 2025.04.04 12:45 | s/l | 17 | 0.10 | 1.30232 | 1.30232 | 1.31357 | -30.10 | 1994.29 |
| 69 | 2025.05.12 08:00 | buy | 18 | 0.10 | 1.31716 | 0.00000 | 0.00000 | ||
| 70 | 2025.05.12 08:00 | modify | 18 | 0.10 | 1.31716 | 1.30916 | 1.33216 | ||
| 71 | 2025.05.13 12:50 | buy | 19 | 0.10 | 1.32470 | 0.00000 | 0.00000 | ||
| 72 | 2025.05.13 12:50 | modify | 19 | 0.10 | 1.32470 | 1.31866 | 1.33216 | ||
| 73 | 2025.05.13 12:50 | modify | 18 | 0.10 | 1.31716 | 1.31866 | 1.33216 | ||
| 74 | 2025.05.13 13:27 | buy | 20 | 0.10 | 1.32395 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.13 13:27 | modify | 20 | 0.10 | 1.32395 | 1.32091 | 1.33216 | ||
| 76 | 2025.05.13 13:27 | modify | 19 | 0.10 | 1.32470 | 1.32091 | 1.33216 | ||
| 77 | 2025.05.13 13:27 | modify | 18 | 0.10 | 1.31716 | 1.32091 | 1.33216 | ||
| 78 | 2025.05.13 15:10 | buy | 21 | 0.10 | 1.32693 | 0.00000 | 0.00000 | ||
| 79 | 2025.05.13 15:10 | modify | 21 | 0.10 | 1.32693 | 1.32316 | 1.33216 | ||
| 80 | 2025.05.13 15:10 | modify | 20 | 0.10 | 1.32395 | 1.32316 | 1.33216 | ||
| 81 | 2025.05.13 15:10 | modify | 19 | 0.10 | 1.32470 | 1.32316 | 1.33216 | ||
| 82 | 2025.05.13 15:10 | modify | 18 | 0.10 | 1.31716 | 1.32316 | 1.33216 | ||
| 83 | 2025.05.14 07:45 | t/p | 18 | 0.10 | 1.33216 | 1.32316 | 1.33216 | 149.58 | 2143.86 |
| 84 | 2025.05.14 07:45 | t/p | 19 | 0.10 | 1.33216 | 1.32316 | 1.33216 | 74.39 | 2218.25 |
| 85 | 2025.05.14 07:45 | t/p | 20 | 0.10 | 1.33216 | 1.32316 | 1.33216 | 81.89 | 2300.14 |
| 86 | 2025.05.14 07:45 | t/p | 21 | 0.10 | 1.33216 | 1.32316 | 1.33216 | 52.09 | 2352.23 |
| 87 | 2025.07.02 13:00 | buy | 22 | 0.10 | 1.36105 | 0.00000 | 0.00000 | ||
| 88 | 2025.07.02 13:00 | modify | 22 | 0.10 | 1.36105 | 1.35305 | 1.37605 | ||
| 89 | 2025.07.03 08:20 | buy | 23 | 0.10 | 1.36787 | 0.00000 | 0.00000 | ||
| 90 | 2025.07.03 08:20 | modify | 23 | 0.10 | 1.36787 | 1.36480 | 1.37605 | ||
| 91 | 2025.07.03 08:20 | modify | 22 | 0.10 | 1.36105 | 1.36480 | 1.37605 | ||
| 92 | 2025.07.03 10:02 | s/l | 22 | 0.10 | 1.36480 | 1.36480 | 1.37605 | 36.86 | 2389.09 |
| 93 | 2025.07.03 10:02 | s/l | 23 | 0.10 | 1.36480 | 1.36480 | 1.37605 | -30.70 | 2358.39 |
| 94 | 2025.08.01 13:00 | sell | 24 | 0.10 | 1.32841 | 0.00000 | 0.00000 | ||
| 95 | 2025.08.01 13:00 | modify | 24 | 0.10 | 1.32841 | 1.33641 | 1.31341 | ||
| 96 | 2025.08.01 17:20 | sell | 25 | 0.10 | 1.32157 | 0.00000 | 0.00000 | ||
| 97 | 2025.08.01 17:20 | modify | 25 | 0.10 | 1.32157 | 1.32466 | 1.31341 | ||
| 98 | 2025.08.01 17:20 | modify | 24 | 0.10 | 1.32841 | 1.32466 | 1.31341 | ||
| 99 | 2025.08.01 18:32 | s/l | 24 | 0.10 | 1.32466 | 1.32466 | 1.31341 | 37.50 | 2395.89 |
| 100 | 2025.08.01 18:32 | s/l | 25 | 0.10 | 1.32466 | 1.32466 | 1.31341 | -30.90 | 2364.99 |
| 101 | 2025.09.02 08:00 | buy | 26 | 0.10 | 1.34061 | 0.00000 | 0.00000 | ||
| 102 | 2025.09.02 08:00 | modify | 26 | 0.10 | 1.34061 | 1.33261 | 1.35561 | ||
| 103 | 2025.09.05 06:37 | buy | 27 | 0.10 | 1.34747 | 0.00000 | 0.00000 | ||
| 104 | 2025.09.05 06:37 | modify | 27 | 0.10 | 1.34747 | 1.34436 | 1.35561 | ||
| 105 | 2025.09.05 06:37 | modify | 26 | 0.10 | 1.34061 | 1.34436 | 1.35561 | ||
| 106 | 2025.09.05 09:20 | buy | 28 | 0.10 | 1.34838 | 0.00000 | 0.00000 | ||
| 107 | 2025.09.05 09:20 | modify | 28 | 0.10 | 1.34838 | 1.34211 | 1.35561 | ||
| 108 | 2025.09.05 09:22 | modify | 28 | 0.10 | 1.34838 | 1.34436 | 1.35561 | ||
| 109 | 2025.09.05 12:33 | buy | 29 | 0.10 | 1.35062 | 0.00000 | 0.00000 | ||
| 110 | 2025.09.05 12:33 | modify | 29 | 0.10 | 1.35062 | 1.34661 | 1.35561 | ||
| 111 | 2025.09.05 12:33 | modify | 27 | 0.10 | 1.34747 | 1.34661 | 1.35561 | ||
| 112 | 2025.09.05 12:33 | modify | 28 | 0.10 | 1.34838 | 1.34661 | 1.35561 | ||
| 113 | 2025.09.05 12:33 | modify | 26 | 0.10 | 1.34061 | 1.34661 | 1.35561 | ||
| 114 | 2025.09.08 13:37 | t/p | 26 | 0.10 | 1.35561 | 1.34661 | 1.35561 | 148.73 | 2513.72 |
| 115 | 2025.09.08 13:37 | t/p | 27 | 0.10 | 1.35561 | 1.34661 | 1.35561 | 81.19 | 2594.91 |
| 116 | 2025.09.08 13:37 | t/p | 28 | 0.10 | 1.35561 | 1.34661 | 1.35561 | 72.09 | 2667.00 |
| 117 | 2025.09.08 13:37 | t/p | 29 | 0.10 | 1.35561 | 1.34661 | 1.35561 | 49.69 | 2716.68 |