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=3; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=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 | 7224 | Ticks modelled | 157035 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1469.65 | Gross profit | 1606.97 | Gross loss | -137.32 |
| Profit factor | 11.70 | Expected payoff | 69.98 | ||
| Absolute drawdown | 5.90 | Maximal drawdown | 339.08 (20.99%) | Relative drawdown | 20.99% (339.08) |
| Total trades | 21 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 17 (80.95%) | Loss trades (% of total) | 4 (19.05%) | ||
| Largest | profit trade | 149.58 | loss trade | -91.30 | |
| Average | profit trade | 94.53 | loss trade | -34.33 | |
| Maximum | consecutive wins (profit in money) | 12 (1163.01) | consecutive losses (loss in money) | 4 (-137.32) | |
| Maximal | consecutive profit (count of wins) | 1163.01 (12) | consecutive loss (count of losses) | -137.32 (4) | |
| Average | consecutive wins | 9 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 21:00 | buy | 1 | 0.10 | 1.23809 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.02 21:00 | modify | 1 | 0.10 | 1.23809 | 1.22909 | 1.25309 | ||
| 3 | 2025.01.03 19:32 | buy | 2 | 0.10 | 1.24360 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.03 19:32 | modify | 2 | 0.10 | 1.24360 | 1.23884 | 1.25309 | ||
| 5 | 2025.01.03 19:32 | modify | 1 | 0.10 | 1.23809 | 1.23884 | 1.25309 | ||
| 6 | 2025.01.06 07:45 | buy | 3 | 0.10 | 1.24572 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.06 07:45 | modify | 3 | 0.10 | 1.24572 | 1.24184 | 1.25309 | ||
| 8 | 2025.01.06 07:45 | buy | 4 | 0.10 | 1.24572 | 0.00000 | 0.00000 | ||
| 9 | 2025.01.06 07:45 | modify | 4 | 0.10 | 1.24572 | 1.24334 | 1.25309 | ||
| 10 | 2025.01.06 07:45 | modify | 2 | 0.10 | 1.24360 | 1.24334 | 1.25309 | ||
| 11 | 2025.01.06 07:45 | modify | 1 | 0.10 | 1.23809 | 1.24334 | 1.25309 | ||
| 12 | 2025.01.06 07:47 | modify | 3 | 0.10 | 1.24572 | 1.24334 | 1.25309 | ||
| 13 | 2025.01.06 11:20 | t/p | 1 | 0.10 | 1.25309 | 1.24334 | 1.25309 | 149.58 | 1149.58 |
| 14 | 2025.01.06 11:20 | t/p | 2 | 0.10 | 1.25309 | 1.24334 | 1.25309 | 94.69 | 1244.26 |
| 15 | 2025.01.06 11:20 | t/p | 3 | 0.10 | 1.25309 | 1.24334 | 1.25309 | 73.70 | 1317.96 |
| 16 | 2025.01.06 11:20 | t/p | 4 | 0.10 | 1.25309 | 1.24334 | 1.25309 | 73.70 | 1391.66 |
| 17 | 2025.02.06 14:00 | buy | 5 | 0.10 | 1.23864 | 0.00000 | 0.00000 | ||
| 18 | 2025.02.06 14:00 | modify | 5 | 0.10 | 1.23864 | 1.22964 | 1.25364 | ||
| 19 | 2025.02.06 16:15 | buy | 6 | 0.10 | 1.24393 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.06 16:15 | modify | 6 | 0.10 | 1.24393 | 1.23939 | 1.25364 | ||
| 21 | 2025.02.06 16:15 | modify | 5 | 0.10 | 1.23864 | 1.23939 | 1.25364 | ||
| 22 | 2025.02.07 09:52 | buy | 7 | 0.10 | 1.24616 | 0.00000 | 0.00000 | ||
| 23 | 2025.02.07 09:52 | modify | 7 | 0.10 | 1.24616 | 1.24239 | 1.25364 | ||
| 24 | 2025.02.07 09:52 | buy | 8 | 0.10 | 1.24616 | 0.00000 | 0.00000 | ||
| 25 | 2025.02.07 09:52 | modify | 8 | 0.10 | 1.24616 | 1.24389 | 1.25364 | ||
| 26 | 2025.02.07 09:52 | modify | 6 | 0.10 | 1.24393 | 1.24389 | 1.25364 | ||
| 27 | 2025.02.07 09:52 | modify | 5 | 0.10 | 1.23864 | 1.24389 | 1.25364 | ||
| 28 | 2025.02.07 09:55 | modify | 7 | 0.10 | 1.24616 | 1.24389 | 1.25364 | ||
| 29 | 2025.02.07 13:50 | s/l | 5 | 0.10 | 1.24389 | 1.24389 | 1.25364 | 52.29 | 1443.95 |
| 30 | 2025.02.07 13:50 | s/l | 6 | 0.10 | 1.24389 | 1.24389 | 1.25364 | -0.61 | 1443.34 |
| 31 | 2025.02.07 13:50 | s/l | 7 | 0.10 | 1.24389 | 1.24389 | 1.25364 | -22.70 | 1420.64 |
| 32 | 2025.02.07 13:50 | s/l | 8 | 0.10 | 1.24389 | 1.24389 | 1.25364 | -22.70 | 1397.94 |
| 33 | 2025.06.24 11:00 | sell | 9 | 0.10 | 1.36082 | 0.00000 | 0.00000 | ||
| 34 | 2025.06.24 11:00 | modify | 9 | 0.10 | 1.36082 | 1.36982 | 1.34582 | ||
| 35 | 2025.06.26 00:20 | s/l | 9 | 0.10 | 1.36982 | 1.36982 | 1.34582 | -91.30 | 1306.64 |
| 36 | 2025.08.13 11:00 | sell | 10 | 0.10 | 1.35679 | 0.00000 | 0.00000 | ||
| 37 | 2025.08.13 11:00 | modify | 10 | 0.10 | 1.35679 | 1.36579 | 1.34179 | ||
| 38 | 2025.08.18 14:46 | sell | 11 | 0.10 | 1.35130 | 0.00000 | 0.00000 | ||
| 39 | 2025.08.18 14:46 | modify | 11 | 0.10 | 1.35130 | 1.35604 | 1.34179 | ||
| 40 | 2025.08.18 14:46 | modify | 10 | 0.10 | 1.35679 | 1.35604 | 1.34179 | ||
| 41 | 2025.08.19 15:46 | sell | 12 | 0.10 | 1.34901 | 0.00000 | 0.00000 | ||
| 42 | 2025.08.19 15:46 | modify | 12 | 0.10 | 1.34901 | 1.35304 | 1.34179 | ||
| 43 | 2025.08.19 15:46 | sell | 13 | 0.10 | 1.34901 | 0.00000 | 0.00000 | ||
| 44 | 2025.08.19 15:46 | modify | 13 | 0.10 | 1.34901 | 1.35154 | 1.34179 | ||
| 45 | 2025.08.19 15:46 | modify | 11 | 0.10 | 1.35130 | 1.35154 | 1.34179 | ||
| 46 | 2025.08.19 15:46 | modify | 10 | 0.10 | 1.35679 | 1.35154 | 1.34179 | ||
| 47 | 2025.08.19 15:50 | modify | 12 | 0.10 | 1.34901 | 1.35154 | 1.34179 | ||
| 48 | 2025.08.21 15:02 | t/p | 10 | 0.10 | 1.34179 | 1.35154 | 1.34179 | 146.74 | 1453.38 |
| 49 | 2025.08.21 15:02 | t/p | 11 | 0.10 | 1.34179 | 1.35154 | 1.34179 | 93.47 | 1546.85 |
| 50 | 2025.08.21 15:02 | t/p | 12 | 0.10 | 1.34179 | 1.35154 | 1.34179 | 70.90 | 1617.74 |
| 51 | 2025.08.21 15:02 | t/p | 13 | 0.10 | 1.34179 | 1.35154 | 1.34179 | 70.90 | 1688.64 |
| 52 | 2025.09.02 09:00 | buy | 14 | 0.10 | 1.34160 | 0.00000 | 0.00000 | ||
| 53 | 2025.09.02 09:00 | modify | 14 | 0.10 | 1.34160 | 1.33260 | 1.35660 | ||
| 54 | 2025.09.05 06:27 | buy | 15 | 0.10 | 1.34700 | 0.00000 | 0.00000 | ||
| 55 | 2025.09.05 06:27 | modify | 15 | 0.10 | 1.34700 | 1.34235 | 1.35660 | ||
| 56 | 2025.09.05 06:27 | modify | 14 | 0.10 | 1.34160 | 1.34235 | 1.35660 | ||
| 57 | 2025.09.07 22:22 | buy | 16 | 0.10 | 1.34924 | 0.00000 | 0.00000 | ||
| 58 | 2025.09.07 22:22 | modify | 16 | 0.10 | 1.34924 | 1.34535 | 1.35660 | ||
| 59 | 2025.09.07 22:22 | buy | 17 | 0.10 | 1.34924 | 0.00000 | 0.00000 | ||
| 60 | 2025.09.07 22:22 | modify | 17 | 0.10 | 1.34924 | 1.34685 | 1.35660 | ||
| 61 | 2025.09.07 22:22 | modify | 15 | 0.10 | 1.34700 | 1.34685 | 1.35660 | ||
| 62 | 2025.09.07 22:22 | modify | 14 | 0.10 | 1.34160 | 1.34685 | 1.35660 | ||
| 63 | 2025.09.07 22:25 | modify | 16 | 0.10 | 1.34924 | 1.34685 | 1.35660 | ||
| 64 | 2025.09.09 01:50 | t/p | 14 | 0.10 | 1.35660 | 1.34685 | 1.35660 | 148.52 | 1837.15 |
| 65 | 2025.09.09 01:50 | t/p | 15 | 0.10 | 1.35660 | 1.34685 | 1.35660 | 95.58 | 1932.73 |
| 66 | 2025.09.09 01:50 | t/p | 16 | 0.10 | 1.35660 | 1.34685 | 1.35660 | 73.18 | 2005.91 |
| 67 | 2025.09.09 01:50 | t/p | 17 | 0.10 | 1.35660 | 1.34685 | 1.35660 | 73.18 | 2079.08 |
| 68 | 2025.09.25 16:00 | buy | 18 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 69 | 2025.09.25 16:00 | modify | 18 | 0.10 | 1.33510 | 1.32610 | 1.35010 | ||
| 70 | 2025.09.26 14:45 | buy | 19 | 0.10 | 1.34051 | 0.00000 | 0.00000 | ||
| 71 | 2025.09.26 14:45 | modify | 19 | 0.10 | 1.34051 | 1.33585 | 1.35010 | ||
| 72 | 2025.09.26 14:45 | modify | 18 | 0.10 | 1.33510 | 1.33585 | 1.35010 | ||
| 73 | 2025.09.29 00:46 | buy | 20 | 0.10 | 1.34275 | 0.00000 | 0.00000 | ||
| 74 | 2025.09.29 00:46 | modify | 20 | 0.10 | 1.34275 | 1.33885 | 1.35010 | ||
| 75 | 2025.09.29 00:46 | buy | 21 | 0.10 | 1.34275 | 0.00000 | 0.00000 | ||
| 76 | 2025.09.29 00:46 | modify | 21 | 0.10 | 1.34275 | 1.34035 | 1.35010 | ||
| 77 | 2025.09.29 00:46 | modify | 19 | 0.10 | 1.34051 | 1.34035 | 1.35010 | ||
| 78 | 2025.09.29 00:46 | modify | 18 | 0.10 | 1.33510 | 1.34035 | 1.35010 | ||
| 79 | 2025.09.29 00:50 | modify | 20 | 0.10 | 1.34275 | 1.34035 | 1.35010 | ||
| 80 | 2025.10.01 12:15 | t/p | 18 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 149.15 | 2228.23 |
| 81 | 2025.10.01 12:15 | t/p | 19 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 95.26 | 2323.50 |
| 82 | 2025.10.01 12:15 | t/p | 20 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 73.08 | 2396.57 |
| 83 | 2025.10.01 12:15 | t/p | 21 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 73.08 | 2469.65 |