Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=1; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79305 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1461.10 | Gross profit | 1542.92 | Gross loss | -81.82 |
| Profit factor | 18.86 | Expected payoff | 63.53 | ||
| Absolute drawdown | 71.76 | Maximal drawdown | 232.80 (16.20%) | Relative drawdown | 16.28% (180.56) |
| Total trades | 23 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
| Largest | profit trade | 139.67 | loss trade | -42.81 | |
| Average | profit trade | 77.15 | loss trade | -27.27 | |
| Maximum | consecutive wins (profit in money) | 19 (1487.13) | consecutive losses (loss in money) | 3 (-81.82) | |
| Maximal | consecutive profit (count of wins) | 1487.13 (19) | consecutive loss (count of losses) | -81.82 (3) | |
| Average | consecutive wins | 10 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.13 04:00 | buy | 1 | 0.10 | 1.21461 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.13 04:00 | modify | 1 | 0.10 | 1.21461 | 1.20261 | 1.22861 | ||
| 3 | 2025.01.13 22:50 | buy | 2 | 0.10 | 1.22447 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.13 22:50 | modify | 2 | 0.10 | 1.22447 | 1.22021 | 1.22861 | ||
| 5 | 2025.01.13 22:50 | modify | 1 | 0.10 | 1.21461 | 1.22021 | 1.22861 | ||
| 6 | 2025.01.13 23:55 | buy | 3 | 0.10 | 1.22316 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.13 23:55 | modify | 3 | 0.10 | 1.22316 | 1.21881 | 1.22861 | ||
| 8 | 2025.01.13 23:59 | modify | 3 | 0.10 | 1.22316 | 1.22021 | 1.22861 | ||
| 9 | 2025.01.14 01:20 | buy | 4 | 0.10 | 1.22114 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.14 01:20 | modify | 4 | 0.10 | 1.22114 | 1.21531 | 1.22861 | ||
| 11 | 2025.01.14 01:25 | modify | 4 | 0.10 | 1.22114 | 1.22021 | 1.22861 | ||
| 12 | 2025.01.14 02:30 | s/l | 1 | 0.10 | 1.22021 | 1.22021 | 1.22861 | 55.79 | 1055.79 |
| 13 | 2025.01.14 02:30 | s/l | 2 | 0.10 | 1.22021 | 1.22021 | 1.22861 | -42.81 | 1012.98 |
| 14 | 2025.01.14 02:30 | s/l | 3 | 0.10 | 1.22021 | 1.22021 | 1.22861 | -29.71 | 983.26 |
| 15 | 2025.01.14 02:30 | s/l | 4 | 0.10 | 1.22021 | 1.22021 | 1.22861 | -9.30 | 973.96 |
| 16 | 2025.04.21 04:00 | sell | 5 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 17 | 2025.04.21 04:00 | modify | 5 | 0.10 | 1.33811 | 1.35011 | 1.32411 | ||
| 18 | 2025.04.22 21:20 | sell | 6 | 0.10 | 1.33173 | 0.00000 | 0.00000 | ||
| 19 | 2025.04.22 21:20 | modify | 6 | 0.10 | 1.33173 | 1.33741 | 1.32411 | ||
| 20 | 2025.04.22 21:20 | modify | 5 | 0.10 | 1.33811 | 1.33741 | 1.32411 | ||
| 21 | 2025.04.22 22:10 | sell | 7 | 0.10 | 1.32809 | 0.00000 | 0.00000 | ||
| 22 | 2025.04.22 22:10 | modify | 7 | 0.10 | 1.32809 | 1.33251 | 1.32411 | ||
| 23 | 2025.04.22 22:10 | modify | 6 | 0.10 | 1.33173 | 1.33251 | 1.32411 | ||
| 24 | 2025.04.22 22:10 | modify | 5 | 0.10 | 1.33811 | 1.33251 | 1.32411 | ||
| 25 | 2025.04.22 22:40 | t/p | 5 | 0.10 | 1.32411 | 1.33251 | 1.32411 | 139.67 | 1113.64 |
| 26 | 2025.04.22 22:40 | t/p | 6 | 0.10 | 1.32411 | 1.33251 | 1.32411 | 76.20 | 1189.84 |
| 27 | 2025.04.22 22:40 | t/p | 7 | 0.10 | 1.32411 | 1.33251 | 1.32411 | 39.80 | 1229.64 |
| 28 | 2025.05.26 04:00 | sell | 8 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 29 | 2025.05.26 04:00 | modify | 8 | 0.10 | 1.35785 | 1.36985 | 1.34385 | ||
| 30 | 2025.05.27 15:20 | sell | 9 | 0.10 | 1.35133 | 0.00000 | 0.00000 | ||
| 31 | 2025.05.27 15:20 | modify | 9 | 0.10 | 1.35133 | 1.35715 | 1.34385 | ||
| 32 | 2025.05.27 15:20 | modify | 8 | 0.10 | 1.35785 | 1.35715 | 1.34385 | ||
| 33 | 2025.05.28 01:55 | sell | 10 | 0.10 | 1.34928 | 0.00000 | 0.00000 | ||
| 34 | 2025.05.28 01:55 | modify | 10 | 0.10 | 1.34928 | 1.35365 | 1.34385 | ||
| 35 | 2025.05.28 01:55 | modify | 9 | 0.10 | 1.35133 | 1.35365 | 1.34385 | ||
| 36 | 2025.05.28 01:55 | modify | 8 | 0.10 | 1.35785 | 1.35365 | 1.34385 | ||
| 37 | 2025.05.28 02:40 | sell | 11 | 0.10 | 1.34791 | 0.00000 | 0.00000 | ||
| 38 | 2025.05.28 02:40 | modify | 11 | 0.10 | 1.34791 | 1.35225 | 1.34385 | ||
| 39 | 2025.05.28 02:40 | modify | 10 | 0.10 | 1.34928 | 1.35225 | 1.34385 | ||
| 40 | 2025.05.28 02:40 | modify | 9 | 0.10 | 1.35133 | 1.35225 | 1.34385 | ||
| 41 | 2025.05.28 02:40 | modify | 8 | 0.10 | 1.35785 | 1.35225 | 1.34385 | ||
| 42 | 2025.05.28 23:30 | t/p | 8 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 139.35 | 1368.99 |
| 43 | 2025.05.28 23:30 | t/p | 9 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 74.47 | 1443.46 |
| 44 | 2025.05.28 23:30 | t/p | 10 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 54.30 | 1497.76 |
| 45 | 2025.05.28 23:30 | t/p | 11 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 40.60 | 1538.36 |
| 46 | 2025.08.13 12:00 | sell | 12 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 47 | 2025.08.13 12:00 | modify | 12 | 0.10 | 1.35763 | 1.36963 | 1.34363 | ||
| 48 | 2025.08.18 14:40 | sell | 13 | 0.10 | 1.35130 | 0.00000 | 0.00000 | ||
| 49 | 2025.08.18 14:40 | modify | 13 | 0.10 | 1.35130 | 1.35693 | 1.34363 | ||
| 50 | 2025.08.18 14:40 | modify | 12 | 0.10 | 1.35763 | 1.35693 | 1.34363 | ||
| 51 | 2025.08.19 15:40 | sell | 14 | 0.10 | 1.34901 | 0.00000 | 0.00000 | ||
| 52 | 2025.08.19 15:40 | modify | 14 | 0.10 | 1.34901 | 1.35343 | 1.34363 | ||
| 53 | 2025.08.19 15:40 | modify | 13 | 0.10 | 1.35130 | 1.35343 | 1.34363 | ||
| 54 | 2025.08.19 15:40 | modify | 12 | 0.10 | 1.35763 | 1.35343 | 1.34363 | ||
| 55 | 2025.08.19 18:40 | sell | 15 | 0.10 | 1.34772 | 0.00000 | 0.00000 | ||
| 56 | 2025.08.19 18:40 | modify | 15 | 0.10 | 1.34772 | 1.35203 | 1.34363 | ||
| 57 | 2025.08.19 18:40 | modify | 14 | 0.10 | 1.34901 | 1.35203 | 1.34363 | ||
| 58 | 2025.08.19 18:40 | modify | 13 | 0.10 | 1.35130 | 1.35203 | 1.34363 | ||
| 59 | 2025.08.19 18:40 | modify | 12 | 0.10 | 1.35763 | 1.35203 | 1.34363 | ||
| 60 | 2025.08.21 13:40 | t/p | 12 | 0.10 | 1.34363 | 1.35203 | 1.34363 | 136.74 | 1675.10 |
| 61 | 2025.08.21 13:40 | t/p | 13 | 0.10 | 1.34363 | 1.35203 | 1.34363 | 75.07 | 1750.17 |
| 62 | 2025.08.21 13:40 | t/p | 14 | 0.10 | 1.34363 | 1.35203 | 1.34363 | 52.50 | 1802.67 |
| 63 | 2025.08.21 13:40 | t/p | 15 | 0.10 | 1.34363 | 1.35203 | 1.34363 | 39.60 | 1842.26 |
| 64 | 2025.09.25 16:00 | buy | 16 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 65 | 2025.09.25 16:00 | modify | 16 | 0.10 | 1.33510 | 1.32310 | 1.34910 | ||
| 66 | 2025.09.26 15:05 | buy | 17 | 0.10 | 1.34140 | 0.00000 | 0.00000 | ||
| 67 | 2025.09.26 15:05 | modify | 17 | 0.10 | 1.34140 | 1.33580 | 1.34910 | ||
| 68 | 2025.09.26 15:05 | modify | 16 | 0.10 | 1.33510 | 1.33580 | 1.34910 | ||
| 69 | 2025.09.29 02:40 | buy | 18 | 0.10 | 1.34368 | 0.00000 | 0.00000 | ||
| 70 | 2025.09.29 02:40 | modify | 18 | 0.10 | 1.34368 | 1.33930 | 1.34910 | ||
| 71 | 2025.09.29 02:40 | modify | 17 | 0.10 | 1.34140 | 1.33930 | 1.34910 | ||
| 72 | 2025.09.29 02:40 | modify | 16 | 0.10 | 1.33510 | 1.33930 | 1.34910 | ||
| 73 | 2025.09.29 07:59 | buy | 19 | 0.10 | 1.34490 | 0.00000 | 0.00000 | ||
| 74 | 2025.09.29 07:59 | modify | 19 | 0.10 | 1.34490 | 1.34070 | 1.34910 | ||
| 75 | 2025.09.29 07:59 | modify | 18 | 0.10 | 1.34368 | 1.34070 | 1.34910 | ||
| 76 | 2025.09.29 07:59 | modify | 17 | 0.10 | 1.34140 | 1.34070 | 1.34910 | ||
| 77 | 2025.09.29 07:59 | modify | 16 | 0.10 | 1.33510 | 1.34070 | 1.34910 | ||
| 78 | 2025.10.01 12:20 | t/p | 16 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 139.15 | 1981.41 |
| 79 | 2025.10.01 12:20 | t/p | 17 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 76.36 | 2057.78 |
| 80 | 2025.10.01 12:20 | t/p | 18 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 53.78 | 2111.55 |
| 81 | 2025.10.01 12:20 | t/p | 19 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 41.58 | 2153.13 |
| 82 | 2025.11.04 16:00 | buy | 20 | 0.10 | 1.30492 | 0.00000 | 0.00000 | ||
| 83 | 2025.11.04 16:00 | modify | 20 | 0.10 | 1.30492 | 1.29292 | 1.31892 | ||
| 84 | 2025.11.06 14:15 | buy | 21 | 0.10 | 1.31130 | 0.00000 | 0.00000 | ||
| 85 | 2025.11.06 14:15 | modify | 21 | 0.10 | 1.31130 | 1.30562 | 1.31892 | ||
| 86 | 2025.11.06 14:15 | modify | 20 | 0.10 | 1.30492 | 1.30562 | 1.31892 | ||
| 87 | 2025.11.06 19:45 | buy | 22 | 0.10 | 1.31349 | 0.00000 | 0.00000 | ||
| 88 | 2025.11.06 19:45 | modify | 22 | 0.10 | 1.31349 | 1.30912 | 1.31892 | ||
| 89 | 2025.11.06 19:45 | modify | 21 | 0.10 | 1.31130 | 1.30912 | 1.31892 | ||
| 90 | 2025.11.06 19:45 | modify | 20 | 0.10 | 1.30492 | 1.30912 | 1.31892 | ||
| 91 | 2025.11.09 22:06 | buy | 23 | 0.10 | 1.31494 | 0.00000 | 0.00000 | ||
| 92 | 2025.11.09 22:06 | modify | 23 | 0.10 | 1.31494 | 1.31052 | 1.31892 | ||
| 93 | 2025.11.09 22:06 | modify | 22 | 0.10 | 1.31349 | 1.31052 | 1.31892 | ||
| 94 | 2025.11.09 22:06 | modify | 21 | 0.10 | 1.31130 | 1.31052 | 1.31892 | ||
| 95 | 2025.11.09 22:06 | modify | 20 | 0.10 | 1.30492 | 1.31052 | 1.31892 | ||
| 96 | 2025.11.10 13:15 | t/p | 20 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 138.73 | 2291.86 |
| 97 | 2025.11.10 13:15 | t/p | 21 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 75.78 | 2367.63 |
| 98 | 2025.11.10 13:15 | t/p | 22 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 53.88 | 2421.51 |
| 99 | 2025.11.10 13:15 | t/p | 23 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 39.59 | 2461.10 |