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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 987.01 | Gross profit | 1259.31 | Gross loss | -272.30 |
| Profit factor | 4.62 | Expected payoff | 42.91 | ||
| Absolute drawdown | 137.37 | Maximal drawdown | 156.28 (13.94%) | Relative drawdown | 13.94% (156.28) |
| Total trades | 23 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 17 (82.35%) |
| Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
| Largest | profit trade | 99.52 | loss trade | -88.64 | |
| Average | profit trade | 69.96 | loss trade | -54.46 | |
| Maximum | consecutive wins (profit in money) | 8 (573.49) | consecutive losses (loss in money) | 1 (-88.64) | |
| Maximal | consecutive profit (count of wins) | 573.49 (8) | consecutive loss (count of losses) | -88.64 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.06 02:00 | sell | 1 | 0.10 | 195.991 | 0.000 | 0.000 | ||
| 2 | 2025.01.06 02:00 | modify | 1 | 0.10 | 195.991 | 197.391 | 194.491 | ||
| 3 | 2025.01.06 12:00 | s/l | 1 | 0.10 | 197.391 | 197.391 | 194.491 | -88.64 | 911.36 |
| 4 | 2025.01.07 02:00 | sell | 2 | 0.10 | 198.187 | 0.000 | 0.000 | ||
| 5 | 2025.01.07 02:00 | modify | 2 | 0.10 | 198.187 | 199.587 | 196.687 | ||
| 6 | 2025.01.07 18:00 | sell | 3 | 0.10 | 197.110 | 0.000 | 0.000 | ||
| 7 | 2025.01.07 18:00 | modify | 3 | 0.10 | 197.110 | 197.512 | 196.687 | ||
| 8 | 2025.01.07 18:00 | modify | 2 | 0.10 | 198.187 | 197.512 | 196.687 | ||
| 9 | 2025.01.08 04:00 | s/l | 2 | 0.10 | 197.512 | 197.512 | 196.687 | 40.94 | 952.30 |
| 10 | 2025.01.08 04:00 | s/l | 3 | 0.10 | 197.512 | 197.512 | 196.687 | -27.24 | 925.07 |
| 11 | 2025.01.13 04:00 | buy | 4 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 12 | 2025.01.13 04:00 | modify | 4 | 0.10 | 191.181 | 189.781 | 192.681 | ||
| 13 | 2025.01.14 02:00 | t/p | 4 | 0.10 | 192.681 | 189.781 | 192.681 | 95.63 | 1020.70 |
| 14 | 2025.01.16 02:00 | buy | 5 | 0.10 | 190.257 | 0.000 | 0.000 | ||
| 15 | 2025.01.16 02:00 | modify | 5 | 0.10 | 190.257 | 188.857 | 191.757 | ||
| 16 | 2025.01.20 20:00 | t/p | 5 | 0.10 | 191.757 | 188.857 | 191.757 | 96.29 | 1116.98 |
| 17 | 2025.02.05 02:00 | buy | 6 | 0.10 | 191.576 | 0.000 | 0.000 | ||
| 18 | 2025.02.05 02:00 | modify | 6 | 0.10 | 191.576 | 190.176 | 193.076 | ||
| 19 | 2025.02.06 02:00 | s/l | 6 | 0.10 | 190.176 | 190.176 | 193.076 | -86.71 | 1030.28 |
| 20 | 2025.02.20 04:00 | buy | 7 | 0.10 | 189.457 | 0.000 | 0.000 | ||
| 21 | 2025.02.20 04:00 | modify | 7 | 0.10 | 189.457 | 188.057 | 190.957 | ||
| 22 | 2025.02.21 13:00 | buy | 8 | 0.10 | 190.229 | 0.000 | 0.000 | ||
| 23 | 2025.02.21 13:00 | modify | 8 | 0.10 | 190.229 | 189.682 | 190.957 | ||
| 24 | 2025.02.21 13:00 | modify | 7 | 0.10 | 189.457 | 189.682 | 190.957 | ||
| 25 | 2025.02.21 15:00 | s/l | 7 | 0.10 | 189.682 | 189.682 | 190.957 | 14.89 | 1045.16 |
| 26 | 2025.02.21 15:00 | s/l | 8 | 0.10 | 189.682 | 189.682 | 190.957 | -34.64 | 1010.52 |
| 27 | 2025.03.31 03:00 | buy | 9 | 0.10 | 193.054 | 0.000 | 0.000 | ||
| 28 | 2025.03.31 03:00 | modify | 9 | 0.10 | 193.054 | 191.654 | 194.554 | ||
| 29 | 2025.04.02 16:00 | t/p | 9 | 0.10 | 194.554 | 191.654 | 194.554 | 96.29 | 1106.81 |
| 30 | 2025.05.29 01:00 | sell | 10 | 0.10 | 196.180 | 0.000 | 0.000 | ||
| 31 | 2025.05.29 01:00 | modify | 10 | 0.10 | 196.180 | 197.580 | 194.680 | ||
| 32 | 2025.05.29 15:00 | t/p | 10 | 0.10 | 194.680 | 197.580 | 194.680 | 94.97 | 1201.78 |
| 33 | 2025.05.30 01:00 | buy | 11 | 0.10 | 194.075 | 0.000 | 0.000 | ||
| 34 | 2025.05.30 01:00 | modify | 11 | 0.10 | 194.075 | 192.675 | 195.575 | ||
| 35 | 2025.06.06 10:00 | buy | 12 | 0.10 | 195.134 | 0.000 | 0.000 | ||
| 36 | 2025.06.06 10:00 | modify | 12 | 0.10 | 195.134 | 194.750 | 195.575 | ||
| 37 | 2025.06.06 10:00 | modify | 11 | 0.10 | 194.075 | 194.750 | 195.575 | ||
| 38 | 2025.06.06 13:00 | t/p | 11 | 0.10 | 195.575 | 194.750 | 195.575 | 99.52 | 1301.30 |
| 39 | 2025.06.06 13:00 | t/p | 12 | 0.10 | 195.575 | 194.750 | 195.575 | 27.92 | 1329.22 |
| 40 | 2025.06.13 01:00 | buy | 13 | 0.10 | 194.139 | 0.000 | 0.000 | ||
| 41 | 2025.06.13 01:00 | modify | 13 | 0.10 | 194.139 | 192.739 | 195.639 | ||
| 42 | 2025.06.13 15:00 | t/p | 13 | 0.10 | 195.639 | 192.739 | 195.639 | 94.98 | 1424.20 |
| 43 | 2025.07.10 01:00 | buy | 14 | 0.10 | 198.491 | 0.000 | 0.000 | ||
| 44 | 2025.07.10 01:00 | modify | 14 | 0.10 | 198.491 | 197.091 | 199.991 | ||
| 45 | 2025.07.11 05:00 | buy | 15 | 0.10 | 199.420 | 0.000 | 0.000 | ||
| 46 | 2025.07.11 05:00 | modify | 15 | 0.10 | 199.420 | 198.866 | 199.991 | ||
| 47 | 2025.07.11 05:00 | modify | 14 | 0.10 | 198.491 | 198.866 | 199.991 | ||
| 48 | 2025.07.11 07:00 | s/l | 14 | 0.10 | 198.866 | 198.866 | 199.991 | 24.40 | 1448.60 |
| 49 | 2025.07.11 07:00 | s/l | 15 | 0.10 | 198.866 | 198.866 | 199.991 | -35.08 | 1413.52 |
| 50 | 2025.07.29 04:00 | buy | 16 | 0.10 | 197.957 | 0.000 | 0.000 | ||
| 51 | 2025.07.29 04:00 | modify | 16 | 0.10 | 197.957 | 196.557 | 199.457 | ||
| 52 | 2025.07.31 17:00 | t/p | 16 | 0.10 | 199.457 | 196.557 | 199.457 | 97.58 | 1511.10 |
| 53 | 2025.10.08 01:00 | sell | 17 | 0.10 | 204.319 | 0.000 | 0.000 | ||
| 54 | 2025.10.08 01:00 | modify | 17 | 0.10 | 204.319 | 205.719 | 202.819 | ||
| 55 | 2025.10.09 17:00 | sell | 18 | 0.10 | 203.400 | 0.000 | 0.000 | ||
| 56 | 2025.10.09 17:00 | modify | 18 | 0.10 | 203.400 | 203.944 | 202.819 | ||
| 57 | 2025.10.09 17:00 | modify | 17 | 0.10 | 204.319 | 203.944 | 202.819 | ||
| 58 | 2025.10.10 07:00 | t/p | 17 | 0.10 | 202.819 | 203.944 | 202.819 | 87.82 | 1598.91 |
| 59 | 2025.10.10 07:00 | t/p | 18 | 0.10 | 202.819 | 203.944 | 202.819 | 34.99 | 1633.91 |
| 60 | 2025.10.29 01:00 | buy | 19 | 0.10 | 201.285 | 0.000 | 0.000 | ||
| 61 | 2025.10.29 01:00 | modify | 19 | 0.10 | 201.285 | 199.885 | 202.785 | ||
| 62 | 2025.10.30 06:00 | buy | 20 | 0.10 | 202.200 | 0.000 | 0.000 | ||
| 63 | 2025.10.30 06:00 | modify | 20 | 0.10 | 202.200 | 201.660 | 202.785 | ||
| 64 | 2025.10.30 06:00 | modify | 19 | 0.10 | 201.285 | 201.660 | 202.785 | ||
| 65 | 2025.10.30 09:00 | t/p | 19 | 0.10 | 202.785 | 201.660 | 202.785 | 96.93 | 1730.84 |
| 66 | 2025.10.30 09:00 | t/p | 20 | 0.10 | 202.785 | 201.660 | 202.785 | 37.05 | 1767.89 |
| 67 | 2025.11.05 01:00 | buy | 21 | 0.10 | 199.542 | 0.000 | 0.000 | ||
| 68 | 2025.11.05 01:00 | modify | 21 | 0.10 | 199.542 | 198.142 | 201.042 | ||
| 69 | 2025.11.05 14:00 | buy | 22 | 0.10 | 200.602 | 0.000 | 0.000 | ||
| 70 | 2025.11.05 14:00 | modify | 22 | 0.10 | 200.602 | 200.217 | 201.042 | ||
| 71 | 2025.11.05 14:00 | modify | 21 | 0.10 | 199.542 | 200.217 | 201.042 | ||
| 72 | 2025.11.05 16:00 | t/p | 21 | 0.10 | 201.042 | 200.217 | 201.042 | 94.98 | 1862.87 |
| 73 | 2025.11.05 16:00 | t/p | 22 | 0.10 | 201.042 | 200.217 | 201.042 | 27.86 | 1890.73 |
| 74 | 2025.12.01 03:00 | buy | 23 | 0.10 | 205.727 | 0.000 | 0.000 | ||
| 75 | 2025.12.01 03:00 | modify | 23 | 0.10 | 205.727 | 204.327 | 207.227 | ||
| 76 | 2025.12.03 21:00 | t/p | 23 | 0.10 | 207.227 | 204.327 | 207.227 | 96.28 | 1987.01 |