Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.01.01 20:00 - 2025.12.31 20:00 (2025.01.01 - 2026.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=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 | 2611 | Ticks modelled | 79972 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 565.31 | Gross profit | 662.07 | Gross loss | -96.76 |
| Profit factor | 6.84 | Expected payoff | 40.38 | ||
| Absolute drawdown | 20.09 | Maximal drawdown | 156.11 (13.62%) | Relative drawdown | 13.62% (156.11) |
| Total trades | 14 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 84.26 | loss trade | -96.76 | |
| Average | profit trade | 50.93 | loss trade | -96.76 | |
| Maximum | consecutive wins (profit in money) | 11 (542.06) | consecutive losses (loss in money) | 1 (-96.76) | |
| Maximal | consecutive profit (count of wins) | 542.06 (11) | consecutive loss (count of losses) | -96.76 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.13 20:00 | sell | 1 | 0.10 | 196.153 | 0.000 | 0.000 | ||
| 2 | 2025.05.13 20:00 | modify | 1 | 0.10 | 196.153 | 197.653 | 194.853 | ||
| 3 | 2025.05.14 04:50 | sell | 2 | 0.10 | 195.477 | 0.000 | 0.000 | ||
| 4 | 2025.05.14 04:50 | modify | 2 | 0.10 | 195.477 | 196.023 | 194.853 | ||
| 5 | 2025.05.14 04:50 | modify | 1 | 0.10 | 196.153 | 196.023 | 194.853 | ||
| 6 | 2025.05.14 09:30 | t/p | 1 | 0.10 | 194.853 | 196.023 | 194.853 | 80.51 | 1080.51 |
| 7 | 2025.05.14 09:30 | t/p | 2 | 0.10 | 194.853 | 196.023 | 194.853 | 39.50 | 1120.01 |
| 8 | 2025.10.06 08:00 | sell | 3 | 0.10 | 201.691 | 0.000 | 0.000 | ||
| 9 | 2025.10.06 08:00 | modify | 3 | 0.10 | 201.691 | 203.191 | 200.391 | ||
| 10 | 2025.10.07 15:30 | s/l | 3 | 0.10 | 203.191 | 203.191 | 200.391 | -96.76 | 1023.26 |
| 11 | 2025.10.08 16:00 | sell | 4 | 0.10 | 204.473 | 0.000 | 0.000 | ||
| 12 | 2025.10.08 16:00 | modify | 4 | 0.10 | 204.473 | 205.973 | 203.173 | ||
| 13 | 2025.10.09 15:30 | sell | 5 | 0.10 | 203.757 | 0.000 | 0.000 | ||
| 14 | 2025.10.09 15:30 | modify | 5 | 0.10 | 203.757 | 204.148 | 203.173 | ||
| 15 | 2025.10.09 15:30 | sell | 6 | 0.10 | 203.757 | 0.000 | 0.000 | ||
| 16 | 2025.10.09 15:30 | modify | 6 | 0.10 | 203.757 | 204.018 | 203.173 | ||
| 17 | 2025.10.09 15:30 | modify | 4 | 0.10 | 204.473 | 204.018 | 203.173 | ||
| 18 | 2025.10.09 15:35 | modify | 5 | 0.10 | 203.757 | 204.018 | 203.173 | ||
| 19 | 2025.10.10 06:30 | t/p | 4 | 0.10 | 203.173 | 204.018 | 203.173 | 75.16 | 1098.41 |
| 20 | 2025.10.10 06:30 | t/p | 5 | 0.10 | 203.173 | 204.018 | 203.173 | 35.18 | 1133.60 |
| 21 | 2025.10.10 06:30 | t/p | 6 | 0.10 | 203.173 | 204.018 | 203.173 | 35.18 | 1168.78 |
| 22 | 2025.10.29 04:00 | buy | 7 | 0.10 | 201.549 | 0.000 | 0.000 | ||
| 23 | 2025.10.29 04:00 | modify | 7 | 0.10 | 201.549 | 200.049 | 202.849 | ||
| 24 | 2025.10.30 05:40 | buy | 8 | 0.10 | 202.204 | 0.000 | 0.000 | ||
| 25 | 2025.10.30 05:40 | modify | 8 | 0.10 | 202.204 | 201.679 | 202.849 | ||
| 26 | 2025.10.30 05:40 | modify | 7 | 0.10 | 201.549 | 201.679 | 202.849 | ||
| 27 | 2025.10.30 06:20 | buy | 9 | 0.10 | 202.285 | 0.000 | 0.000 | ||
| 28 | 2025.10.30 06:20 | modify | 9 | 0.10 | 202.285 | 201.874 | 202.849 | ||
| 29 | 2025.10.30 06:20 | buy | 10 | 0.10 | 202.285 | 0.000 | 0.000 | ||
| 30 | 2025.10.30 06:20 | modify | 10 | 0.10 | 202.285 | 202.004 | 202.849 | ||
| 31 | 2025.10.30 06:20 | modify | 8 | 0.10 | 202.204 | 202.004 | 202.849 | ||
| 32 | 2025.10.30 06:20 | modify | 7 | 0.10 | 201.549 | 202.004 | 202.849 | ||
| 33 | 2025.10.30 06:25 | modify | 9 | 0.10 | 202.285 | 202.004 | 202.849 | ||
| 34 | 2025.10.30 08:20 | t/p | 7 | 0.10 | 202.849 | 202.004 | 202.849 | 84.26 | 1253.04 |
| 35 | 2025.10.30 08:20 | t/p | 8 | 0.10 | 202.849 | 202.004 | 202.849 | 40.84 | 1293.88 |
| 36 | 2025.10.30 08:20 | t/p | 9 | 0.10 | 202.849 | 202.004 | 202.849 | 35.71 | 1329.59 |
| 37 | 2025.10.30 08:20 | t/p | 10 | 0.10 | 202.849 | 202.004 | 202.849 | 35.71 | 1365.30 |
| 38 | 2025.11.05 08:00 | buy | 11 | 0.10 | 200.077 | 0.000 | 0.000 | ||
| 39 | 2025.11.05 08:00 | modify | 11 | 0.10 | 200.077 | 198.577 | 201.377 | ||
| 40 | 2025.11.05 13:50 | buy | 12 | 0.10 | 200.740 | 0.000 | 0.000 | ||
| 41 | 2025.11.05 13:50 | modify | 12 | 0.10 | 200.740 | 200.207 | 201.377 | ||
| 42 | 2025.11.05 13:50 | modify | 11 | 0.10 | 200.077 | 200.207 | 201.377 | ||
| 43 | 2025.11.06 12:10 | buy | 13 | 0.10 | 200.797 | 0.000 | 0.000 | ||
| 44 | 2025.11.06 12:10 | modify | 13 | 0.10 | 200.797 | 200.402 | 201.377 | ||
| 45 | 2025.11.06 12:10 | buy | 14 | 0.10 | 200.797 | 0.000 | 0.000 | ||
| 46 | 2025.11.06 12:10 | modify | 14 | 0.10 | 200.797 | 200.532 | 201.377 | ||
| 47 | 2025.11.06 12:10 | modify | 12 | 0.10 | 200.740 | 200.532 | 201.377 | ||
| 48 | 2025.11.06 12:10 | modify | 11 | 0.10 | 200.077 | 200.532 | 201.377 | ||
| 49 | 2025.11.06 12:15 | modify | 13 | 0.10 | 200.797 | 200.532 | 201.377 | ||
| 50 | 2025.11.06 13:15 | t/p | 11 | 0.10 | 201.377 | 200.532 | 201.377 | 84.26 | 1449.57 |
| 51 | 2025.11.06 13:15 | t/p | 12 | 0.10 | 201.377 | 200.532 | 201.377 | 42.28 | 1491.85 |
| 52 | 2025.11.06 13:15 | t/p | 13 | 0.10 | 201.377 | 200.532 | 201.377 | 36.73 | 1528.58 |
| 53 | 2025.11.06 13:15 | t/p | 14 | 0.10 | 201.377 | 200.532 | 201.377 | 36.73 | 1565.31 |