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 23:59 (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=12; 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=90; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1482.63 | Gross profit | 1667.20 | Gross loss | -184.56 |
| Profit factor | 9.03 | Expected payoff | 82.37 | ||
| Absolute drawdown | 36.40 | Maximal drawdown | 169.85 (13.79%) | Relative drawdown | 13.98% (163.46) |
| Total trades | 18 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 16 (88.89%) | Loss trades (% of total) | 2 (11.11%) | ||
| Largest | profit trade | 139.67 | loss trade | -92.93 | |
| Average | profit trade | 104.20 | loss trade | -92.28 | |
| Maximum | consecutive wins (profit in money) | 14 (1387.95) | consecutive losses (loss in money) | 1 (-92.93) | |
| Maximal | consecutive profit (count of wins) | 1387.95 (14) | consecutive loss (count of losses) | -92.93 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | 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 | 1.20561 | 1.22861 | ||
| 3 | 2025.01.15 16:00 | t/p | 1 | 0.10 | 1.22861 | 1.20561 | 1.22861 | 139.58 | 1139.58 |
| 4 | 2025.03.06 08:00 | sell | 2 | 0.10 | 1.29084 | 0.00000 | 0.00000 | ||
| 5 | 2025.03.06 08:00 | modify | 2 | 0.10 | 1.29084 | 1.29984 | 1.27684 | ||
| 6 | 2025.03.17 20:00 | s/l | 2 | 0.10 | 1.29984 | 1.29984 | 1.27684 | -92.93 | 1046.64 |
| 7 | 2025.04.03 08:00 | sell | 3 | 0.10 | 1.31364 | 0.00000 | 0.00000 | ||
| 8 | 2025.04.03 08:00 | modify | 3 | 0.10 | 1.31364 | 1.32264 | 1.29964 | ||
| 9 | 2025.04.04 12:00 | t/p | 3 | 0.10 | 1.29964 | 1.32264 | 1.29964 | 139.67 | 1186.32 |
| 10 | 2025.04.16 04:00 | sell | 4 | 0.10 | 1.32638 | 0.00000 | 0.00000 | ||
| 11 | 2025.04.16 04:00 | modify | 4 | 0.10 | 1.32638 | 1.33538 | 1.31238 | ||
| 12 | 2025.04.21 04:00 | s/l | 4 | 0.10 | 1.33538 | 1.33538 | 1.31238 | -91.63 | 1094.69 |
| 13 | 2025.04.21 04:00 | sell | 5 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 14 | 2025.04.21 04:00 | modify | 5 | 0.10 | 1.33811 | 1.34711 | 1.32411 | ||
| 15 | 2025.04.23 00:00 | t/p | 5 | 0.10 | 1.32411 | 1.34711 | 1.32411 | 139.35 | 1234.03 |
| 16 | 2025.05.26 04:00 | sell | 6 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 17 | 2025.05.26 04:00 | modify | 6 | 0.10 | 1.35785 | 1.36685 | 1.34385 | ||
| 18 | 2025.05.28 12:00 | sell | 7 | 0.10 | 1.34790 | 0.00000 | 0.00000 | ||
| 19 | 2025.05.28 12:00 | modify | 7 | 0.10 | 1.34790 | 1.35225 | 1.34385 | ||
| 20 | 2025.05.28 12:00 | modify | 6 | 0.10 | 1.35785 | 1.35225 | 1.34385 | ||
| 21 | 2025.05.29 00:00 | t/p | 6 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 138.37 | 1372.40 |
| 22 | 2025.05.29 00:00 | t/p | 7 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 39.52 | 1411.93 |
| 23 | 2025.06.26 08:00 | sell | 8 | 0.10 | 1.37361 | 0.00000 | 0.00000 | ||
| 24 | 2025.06.26 08:00 | modify | 8 | 0.10 | 1.37361 | 1.38261 | 1.35961 | ||
| 25 | 2025.07.02 16:00 | t/p | 8 | 0.10 | 1.35961 | 1.38261 | 1.35961 | 138.70 | 1550.62 |
| 26 | 2025.07.14 16:00 | buy | 9 | 0.10 | 1.34360 | 0.00000 | 0.00000 | ||
| 27 | 2025.07.14 16:00 | modify | 9 | 0.10 | 1.34360 | 1.33460 | 1.35760 | ||
| 28 | 2025.07.22 16:00 | buy | 10 | 0.10 | 1.35222 | 0.00000 | 0.00000 | ||
| 29 | 2025.07.22 16:00 | modify | 10 | 0.10 | 1.35222 | 1.34780 | 1.35760 | ||
| 30 | 2025.07.22 16:00 | modify | 9 | 0.10 | 1.34360 | 1.34780 | 1.35760 | ||
| 31 | 2025.07.23 16:00 | t/p | 9 | 0.10 | 1.35760 | 1.34780 | 1.35760 | 138.09 | 1688.71 |
| 32 | 2025.07.23 16:00 | t/p | 10 | 0.10 | 1.35760 | 1.34780 | 1.35760 | 53.59 | 1742.30 |
| 33 | 2025.08.01 04:00 | buy | 11 | 0.10 | 1.32036 | 0.00000 | 0.00000 | ||
| 34 | 2025.08.01 04:00 | modify | 11 | 0.10 | 1.32036 | 1.31136 | 1.33436 | ||
| 35 | 2025.08.06 16:00 | t/p | 11 | 0.10 | 1.33436 | 1.31136 | 1.33436 | 139.36 | 1881.67 |
| 36 | 2025.08.13 12:00 | sell | 12 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 37 | 2025.08.13 12:00 | modify | 12 | 0.10 | 1.35763 | 1.36663 | 1.34363 | ||
| 38 | 2025.08.19 20:00 | sell | 13 | 0.10 | 1.34893 | 0.00000 | 0.00000 | ||
| 39 | 2025.08.19 20:00 | modify | 13 | 0.10 | 1.34893 | 1.35343 | 1.34363 | ||
| 40 | 2025.08.19 20:00 | modify | 12 | 0.10 | 1.35763 | 1.35343 | 1.34363 | ||
| 41 | 2025.08.21 16:00 | t/p | 12 | 0.10 | 1.34363 | 1.35343 | 1.34363 | 136.74 | 2018.41 |
| 42 | 2025.08.21 16:00 | t/p | 13 | 0.10 | 1.34363 | 1.35343 | 1.34363 | 51.70 | 2070.10 |
| 43 | 2025.09.25 16:00 | buy | 14 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 44 | 2025.09.25 16:00 | modify | 14 | 0.10 | 1.33510 | 1.32610 | 1.34910 | ||
| 45 | 2025.09.29 08:00 | buy | 15 | 0.10 | 1.34491 | 0.00000 | 0.00000 | ||
| 46 | 2025.09.29 08:00 | modify | 15 | 0.10 | 1.34491 | 1.34070 | 1.34910 | ||
| 47 | 2025.09.29 08:00 | modify | 14 | 0.10 | 1.33510 | 1.34070 | 1.34910 | ||
| 48 | 2025.10.01 16:00 | t/p | 14 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 139.15 | 2209.25 |
| 49 | 2025.10.01 16:00 | t/p | 15 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 41.48 | 2250.73 |
| 50 | 2025.11.04 16:00 | buy | 16 | 0.10 | 1.30492 | 0.00000 | 0.00000 | ||
| 51 | 2025.11.04 16:00 | modify | 16 | 0.10 | 1.30492 | 1.29592 | 1.31892 | ||
| 52 | 2025.11.06 20:00 | buy | 17 | 0.10 | 1.31350 | 0.00000 | 0.00000 | ||
| 53 | 2025.11.06 20:00 | modify | 17 | 0.10 | 1.31350 | 1.30912 | 1.31892 | ||
| 54 | 2025.11.06 20:00 | modify | 16 | 0.10 | 1.30492 | 1.30912 | 1.31892 | ||
| 55 | 2025.11.10 04:00 | buy | 18 | 0.10 | 1.31498 | 0.00000 | 0.00000 | ||
| 56 | 2025.11.10 04:00 | modify | 18 | 0.10 | 1.31498 | 1.31052 | 1.31892 | ||
| 57 | 2025.11.10 04:00 | modify | 17 | 0.10 | 1.31350 | 1.31052 | 1.31892 | ||
| 58 | 2025.11.10 04:00 | modify | 16 | 0.10 | 1.30492 | 1.31052 | 1.31892 | ||
| 59 | 2025.11.10 16:00 | t/p | 16 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 138.73 | 2389.46 |
| 60 | 2025.11.10 16:00 | t/p | 17 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 53.78 | 2443.23 |
| 61 | 2025.11.10 16:00 | t/p | 18 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 39.40 | 2482.63 |