Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.01.01 22:00 - 2025.12.31 21:59 (2025.01.01 - 2026.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=110; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 7224 | Ticks modelled | 13447 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 637.66 | Gross profit | 990.87 | Gross loss | -353.21 |
| Profit factor | 2.81 | Expected payoff | 20.57 | ||
| Absolute drawdown | 67.55 | Maximal drawdown | 262.71 (20.00%) | Relative drawdown | 20.00% (262.71) |
| Total trades | 31 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 20 (64.52%) | Loss trades (% of total) | 11 (35.48%) | ||
| Largest | profit trade | 74.19 | loss trade | -98.54 | |
| Average | profit trade | 49.54 | loss trade | -32.11 | |
| Maximum | consecutive wins (profit in money) | 9 (509.66) | consecutive losses (loss in money) | 3 (-140.98) | |
| Maximal | consecutive profit (count of wins) | 509.66 (9) | consecutive loss (count of losses) | -140.98 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.22 18:00 | sell | 1 | 0.10 | 192.969 | 0.000 | 0.000 | ||
| 2 | 2025.01.22 18:00 | modify | 1 | 0.10 | 192.969 | 194.469 | 191.869 | ||
| 3 | 2025.01.23 20:00 | sell | 2 | 0.10 | 192.557 | 0.000 | 0.000 | ||
| 4 | 2025.01.23 20:00 | modify | 2 | 0.10 | 192.557 | 192.914 | 191.869 | ||
| 5 | 2025.01.23 20:00 | modify | 1 | 0.10 | 192.969 | 192.914 | 191.869 | ||
| 6 | 2025.01.24 00:00 | s/l | 1 | 0.10 | 192.914 | 192.914 | 191.869 | -3.66 | 996.34 |
| 7 | 2025.01.24 00:00 | s/l | 2 | 0.10 | 192.914 | 192.914 | 191.869 | -24.39 | 971.95 |
| 8 | 2025.01.24 14:00 | sell | 3 | 0.10 | 194.059 | 0.000 | 0.000 | ||
| 9 | 2025.01.24 14:00 | modify | 3 | 0.10 | 194.059 | 195.559 | 192.959 | ||
| 10 | 2025.01.27 10:00 | t/p | 3 | 0.10 | 192.959 | 195.559 | 192.959 | 67.85 | 1039.80 |
| 11 | 2025.02.06 15:00 | buy | 4 | 0.10 | 188.532 | 0.000 | 0.000 | ||
| 12 | 2025.02.06 15:00 | modify | 4 | 0.10 | 188.532 | 187.032 | 189.632 | ||
| 13 | 2025.02.07 08:00 | buy | 5 | 0.10 | 188.922 | 0.000 | 0.000 | ||
| 14 | 2025.02.07 08:00 | modify | 5 | 0.10 | 188.922 | 188.587 | 189.632 | ||
| 15 | 2025.02.07 08:00 | modify | 4 | 0.10 | 188.532 | 188.587 | 189.632 | ||
| 16 | 2025.02.07 16:00 | s/l | 4 | 0.10 | 188.587 | 188.587 | 189.632 | 4.13 | 1043.93 |
| 17 | 2025.02.07 16:00 | s/l | 5 | 0.10 | 188.587 | 188.587 | 189.632 | -21.22 | 1022.71 |
| 18 | 2025.02.21 17:00 | buy | 6 | 0.10 | 189.060 | 0.000 | 0.000 | ||
| 19 | 2025.02.21 17:00 | modify | 6 | 0.10 | 189.060 | 187.560 | 190.160 | ||
| 20 | 2025.02.28 12:00 | buy | 7 | 0.10 | 189.449 | 0.000 | 0.000 | ||
| 21 | 2025.02.28 12:00 | modify | 7 | 0.10 | 189.449 | 189.115 | 190.160 | ||
| 22 | 2025.02.28 12:00 | modify | 6 | 0.10 | 189.060 | 189.115 | 190.160 | ||
| 23 | 2025.02.28 14:00 | t/p | 6 | 0.10 | 190.160 | 189.115 | 190.160 | 74.19 | 1096.90 |
| 24 | 2025.02.28 14:00 | t/p | 7 | 0.10 | 190.160 | 189.115 | 190.160 | 45.02 | 1141.92 |
| 25 | 2025.03.25 16:00 | buy | 8 | 0.10 | 193.946 | 0.000 | 0.000 | ||
| 26 | 2025.03.25 16:00 | modify | 8 | 0.10 | 193.946 | 192.446 | 195.046 | ||
| 27 | 2025.03.26 07:00 | buy | 9 | 0.10 | 194.718 | 0.000 | 0.000 | ||
| 28 | 2025.03.26 07:00 | modify | 9 | 0.10 | 194.718 | 194.331 | 195.046 | ||
| 29 | 2025.03.26 07:00 | modify | 8 | 0.10 | 193.946 | 194.331 | 195.046 | ||
| 30 | 2025.03.26 08:00 | s/l | 8 | 0.10 | 194.331 | 194.331 | 195.046 | 25.03 | 1166.95 |
| 31 | 2025.03.26 08:00 | s/l | 9 | 0.10 | 194.331 | 194.331 | 195.046 | -24.50 | 1142.45 |
| 32 | 2025.03.27 17:00 | sell | 10 | 0.10 | 195.657 | 0.000 | 0.000 | ||
| 33 | 2025.03.27 17:00 | modify | 10 | 0.10 | 195.657 | 197.157 | 194.557 | ||
| 34 | 2025.03.28 14:00 | sell | 11 | 0.10 | 194.884 | 0.000 | 0.000 | ||
| 35 | 2025.03.28 14:00 | modify | 11 | 0.10 | 194.884 | 195.272 | 194.557 | ||
| 36 | 2025.03.28 14:00 | modify | 10 | 0.10 | 195.657 | 195.272 | 194.557 | ||
| 37 | 2025.03.28 15:00 | t/p | 10 | 0.10 | 194.557 | 195.272 | 194.557 | 67.85 | 1210.30 |
| 38 | 2025.03.28 15:00 | t/p | 11 | 0.10 | 194.557 | 195.272 | 194.557 | 20.70 | 1231.00 |
| 39 | 2025.04.02 18:00 | sell | 12 | 0.10 | 194.730 | 0.000 | 0.000 | ||
| 40 | 2025.04.02 18:00 | modify | 12 | 0.10 | 194.730 | 196.230 | 193.630 | ||
| 41 | 2025.04.02 21:00 | t/p | 12 | 0.10 | 193.630 | 196.230 | 193.630 | 69.64 | 1300.64 |
| 42 | 2025.04.03 15:00 | buy | 13 | 0.10 | 191.538 | 0.000 | 0.000 | ||
| 43 | 2025.04.03 15:00 | modify | 13 | 0.10 | 191.538 | 190.038 | 192.638 | ||
| 44 | 2025.04.04 09:00 | s/l | 13 | 0.10 | 190.038 | 190.038 | 192.638 | -94.33 | 1206.31 |
| 45 | 2025.04.25 16:00 | sell | 14 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 46 | 2025.04.25 16:00 | modify | 14 | 0.10 | 191.598 | 193.098 | 190.498 | ||
| 47 | 2025.04.28 19:00 | sell | 15 | 0.10 | 190.816 | 0.000 | 0.000 | ||
| 48 | 2025.04.28 19:00 | modify | 15 | 0.10 | 190.816 | 191.213 | 190.498 | ||
| 49 | 2025.04.28 19:00 | modify | 14 | 0.10 | 191.598 | 191.213 | 190.498 | ||
| 50 | 2025.04.29 01:00 | sell | 16 | 0.10 | 190.968 | 0.000 | 0.000 | ||
| 51 | 2025.04.29 01:00 | modify | 16 | 0.10 | 190.968 | 191.268 | 190.498 | ||
| 52 | 2025.04.29 02:00 | modify | 16 | 0.10 | 190.968 | 191.213 | 190.498 | ||
| 53 | 2025.04.29 03:00 | s/l | 14 | 0.10 | 191.213 | 191.213 | 190.498 | 20.80 | 1227.11 |
| 54 | 2025.04.29 03:00 | s/l | 15 | 0.10 | 191.213 | 191.213 | 190.498 | -26.93 | 1200.18 |
| 55 | 2025.04.29 03:00 | s/l | 16 | 0.10 | 191.213 | 191.213 | 190.498 | -15.51 | 1184.67 |
| 56 | 2025.05.08 14:00 | sell | 17 | 0.10 | 192.743 | 0.000 | 0.000 | ||
| 57 | 2025.05.08 14:00 | modify | 17 | 0.10 | 192.743 | 194.243 | 191.643 | ||
| 58 | 2025.05.12 02:00 | s/l | 17 | 0.10 | 194.243 | 194.243 | 191.643 | -98.54 | 1086.13 |
| 59 | 2025.06.03 18:00 | sell | 18 | 0.10 | 194.587 | 0.000 | 0.000 | ||
| 60 | 2025.06.03 18:00 | modify | 18 | 0.10 | 194.587 | 196.087 | 193.487 | ||
| 61 | 2025.06.04 21:00 | t/p | 18 | 0.10 | 193.487 | 196.087 | 193.487 | 67.86 | 1153.99 |
| 62 | 2025.07.02 15:00 | buy | 19 | 0.10 | 195.819 | 0.000 | 0.000 | ||
| 63 | 2025.07.02 15:00 | modify | 19 | 0.10 | 195.819 | 194.319 | 196.919 | ||
| 64 | 2025.07.03 13:00 | t/p | 19 | 0.10 | 196.919 | 194.319 | 196.919 | 71.60 | 1225.60 |
| 65 | 2025.07.03 16:00 | sell | 20 | 0.10 | 197.917 | 0.000 | 0.000 | ||
| 66 | 2025.07.03 16:00 | modify | 20 | 0.10 | 197.917 | 199.417 | 196.817 | ||
| 67 | 2025.07.06 21:00 | sell | 21 | 0.10 | 197.301 | 0.000 | 0.000 | ||
| 68 | 2025.07.06 21:00 | modify | 21 | 0.10 | 197.301 | 197.587 | 196.817 | ||
| 69 | 2025.07.06 21:00 | modify | 20 | 0.10 | 197.917 | 197.587 | 196.817 | ||
| 70 | 2025.07.07 02:00 | t/p | 20 | 0.10 | 196.817 | 197.587 | 196.817 | 66.07 | 1291.66 |
| 71 | 2025.07.07 02:00 | t/p | 21 | 0.10 | 196.817 | 197.587 | 196.817 | 28.85 | 1320.52 |
| 72 | 2025.07.22 15:00 | buy | 22 | 0.10 | 197.765 | 0.000 | 0.000 | ||
| 73 | 2025.07.22 15:00 | modify | 22 | 0.10 | 197.765 | 196.265 | 198.865 | ||
| 74 | 2025.07.23 03:00 | t/p | 22 | 0.10 | 198.865 | 196.265 | 198.865 | 70.31 | 1390.82 |
| 75 | 2025.07.31 16:00 | sell | 23 | 0.10 | 199.088 | 0.000 | 0.000 | ||
| 76 | 2025.07.31 16:00 | modify | 23 | 0.10 | 199.088 | 200.588 | 197.988 | ||
| 77 | 2025.08.01 10:00 | t/p | 23 | 0.10 | 197.988 | 200.588 | 197.988 | 67.86 | 1458.69 |
| 78 | 2025.08.20 17:00 | buy | 24 | 0.10 | 198.060 | 0.000 | 0.000 | ||
| 79 | 2025.08.20 17:00 | modify | 24 | 0.10 | 198.060 | 196.560 | 199.160 | ||
| 80 | 2025.08.21 11:00 | t/p | 24 | 0.10 | 199.160 | 196.560 | 199.160 | 71.60 | 1530.29 |
| 81 | 2025.10.07 20:00 | sell | 25 | 0.10 | 203.873 | 0.000 | 0.000 | ||
| 82 | 2025.10.07 20:00 | modify | 25 | 0.10 | 203.873 | 205.373 | 202.773 | ||
| 83 | 2025.10.10 07:00 | t/p | 25 | 0.10 | 202.773 | 205.373 | 202.773 | 60.72 | 1591.01 |
| 84 | 2025.10.16 18:00 | buy | 26 | 0.10 | 202.051 | 0.000 | 0.000 | ||
| 85 | 2025.10.16 18:00 | modify | 26 | 0.10 | 202.051 | 200.551 | 203.151 | ||
| 86 | 2025.10.20 10:00 | buy | 27 | 0.10 | 202.440 | 0.000 | 0.000 | ||
| 87 | 2025.10.20 10:00 | modify | 27 | 0.10 | 202.440 | 202.106 | 203.151 | ||
| 88 | 2025.10.20 10:00 | modify | 26 | 0.10 | 202.051 | 202.106 | 203.151 | ||
| 89 | 2025.10.20 11:00 | s/l | 26 | 0.10 | 202.106 | 202.106 | 203.151 | 4.78 | 1595.79 |
| 90 | 2025.10.20 11:00 | s/l | 27 | 0.10 | 202.106 | 202.106 | 203.151 | -21.15 | 1574.64 |
| 91 | 2025.10.28 15:00 | buy | 28 | 0.10 | 201.821 | 0.000 | 0.000 | ||
| 92 | 2025.10.28 15:00 | modify | 28 | 0.10 | 201.821 | 200.321 | 202.921 | ||
| 93 | 2025.10.30 09:00 | t/p | 28 | 0.10 | 202.921 | 200.321 | 202.921 | 72.25 | 1646.89 |
| 94 | 2025.11.26 17:00 | sell | 29 | 0.10 | 206.827 | 0.000 | 0.000 | ||
| 95 | 2025.11.26 17:00 | modify | 29 | 0.10 | 206.827 | 208.327 | 205.727 | ||
| 96 | 2025.11.28 09:00 | sell | 30 | 0.10 | 206.422 | 0.000 | 0.000 | ||
| 97 | 2025.11.28 09:00 | modify | 30 | 0.10 | 206.422 | 206.772 | 205.727 | ||
| 98 | 2025.11.28 09:00 | modify | 29 | 0.10 | 206.827 | 206.772 | 205.727 | ||
| 99 | 2025.11.28 12:00 | sell | 31 | 0.10 | 206.209 | 0.000 | 0.000 | ||
| 100 | 2025.11.28 12:00 | modify | 31 | 0.10 | 206.209 | 206.497 | 205.727 | ||
| 101 | 2025.11.28 12:00 | modify | 30 | 0.10 | 206.422 | 206.497 | 205.727 | ||
| 102 | 2025.11.28 12:00 | modify | 29 | 0.10 | 206.827 | 206.497 | 205.727 | ||
| 103 | 2025.11.28 14:00 | s/l | 29 | 0.10 | 206.497 | 206.497 | 205.727 | 13.75 | 1660.64 |
| 104 | 2025.11.28 14:00 | s/l | 30 | 0.10 | 206.497 | 206.497 | 205.727 | -4.75 | 1655.89 |
| 105 | 2025.11.28 14:00 | s/l | 31 | 0.10 | 206.497 | 206.497 | 205.727 | -18.23 | 1637.66 |