Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.03.02 22:00 - 2026.02.27 21:59 (2025.03.01 - 2026.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 889.05 | Gross profit | 1524.90 | Gross loss | -635.85 |
| Profit factor | 2.40 | Expected payoff | 22.80 | ||
| Absolute drawdown | 27.59 | Maximal drawdown | 203.61 (9.73%) | Relative drawdown | 9.73% (203.61) |
| Total trades | 39 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 21 (66.67%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
| Largest | profit trade | 97.34 | loss trade | -52.12 | |
| Average | profit trade | 63.54 | loss trade | -42.39 | |
| Maximum | consecutive wins (profit in money) | 5 (299.39) | consecutive losses (loss in money) | 4 (-203.61) | |
| Maximal | consecutive profit (count of wins) | 299.39 (5) | consecutive loss (count of losses) | -203.61 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.13 08:00 | buy | 1 | 0.10 | 191.467 | 0.000 | 0.000 | ||
| 2 | 2025.03.13 08:00 | modify | 1 | 0.10 | 191.467 | 190.667 | 192.967 | ||
| 3 | 2025.03.17 13:00 | t/p | 1 | 0.10 | 192.967 | 190.667 | 192.967 | 95.74 | 1095.74 |
| 4 | 2025.04.03 02:00 | buy | 2 | 0.10 | 192.923 | 0.000 | 0.000 | ||
| 5 | 2025.04.03 02:00 | modify | 2 | 0.10 | 192.923 | 192.123 | 194.423 | ||
| 6 | 2025.04.03 13:00 | s/l | 2 | 0.10 | 192.123 | 192.123 | 194.423 | -50.50 | 1045.24 |
| 7 | 2025.05.09 03:00 | buy | 3 | 0.10 | 192.807 | 0.000 | 0.000 | ||
| 8 | 2025.05.09 03:00 | modify | 3 | 0.10 | 192.807 | 192.007 | 194.307 | ||
| 9 | 2025.05.12 08:00 | t/p | 3 | 0.10 | 194.307 | 192.007 | 194.307 | 95.21 | 1140.45 |
| 10 | 2025.06.10 08:00 | buy | 4 | 0.10 | 195.036 | 0.000 | 0.000 | ||
| 11 | 2025.06.10 08:00 | modify | 4 | 0.10 | 195.036 | 194.236 | 196.536 | ||
| 12 | 2025.06.10 15:00 | buy | 5 | 0.10 | 195.727 | 0.000 | 0.000 | ||
| 13 | 2025.06.10 15:00 | modify | 5 | 0.10 | 195.727 | 195.336 | 196.536 | ||
| 14 | 2025.06.10 15:00 | modify | 4 | 0.10 | 195.036 | 195.336 | 196.536 | ||
| 15 | 2025.06.11 03:00 | s/l | 4 | 0.10 | 195.336 | 195.336 | 196.536 | 19.47 | 1159.92 |
| 16 | 2025.06.11 03:00 | s/l | 5 | 0.10 | 195.336 | 195.336 | 196.536 | -24.14 | 1135.79 |
| 17 | 2025.06.13 02:00 | buy | 6 | 0.10 | 194.250 | 0.000 | 0.000 | ||
| 18 | 2025.06.13 02:00 | modify | 6 | 0.10 | 194.250 | 193.450 | 195.750 | ||
| 19 | 2025.06.13 08:00 | buy | 7 | 0.10 | 195.015 | 0.000 | 0.000 | ||
| 20 | 2025.06.13 08:00 | modify | 7 | 0.10 | 195.015 | 194.775 | 195.750 | ||
| 21 | 2025.06.13 08:00 | modify | 6 | 0.10 | 194.250 | 194.775 | 195.750 | ||
| 22 | 2025.06.13 16:00 | t/p | 6 | 0.10 | 195.750 | 194.775 | 195.750 | 94.68 | 1230.47 |
| 23 | 2025.06.13 16:00 | t/p | 7 | 0.10 | 195.750 | 194.775 | 195.750 | 46.40 | 1276.87 |
| 24 | 2025.06.23 10:00 | sell | 8 | 0.10 | 197.909 | 0.000 | 0.000 | ||
| 25 | 2025.06.23 10:00 | modify | 8 | 0.10 | 197.909 | 198.709 | 196.409 | ||
| 26 | 2025.06.24 03:00 | sell | 9 | 0.10 | 197.214 | 0.000 | 0.000 | ||
| 27 | 2025.06.24 03:00 | modify | 9 | 0.10 | 197.214 | 197.609 | 196.409 | ||
| 28 | 2025.06.24 03:00 | modify | 8 | 0.10 | 197.909 | 197.609 | 196.409 | ||
| 29 | 2025.06.24 10:00 | s/l | 8 | 0.10 | 197.609 | 197.609 | 196.409 | 17.31 | 1294.18 |
| 30 | 2025.06.24 10:00 | s/l | 9 | 0.10 | 197.609 | 197.609 | 196.409 | -24.93 | 1269.25 |
| 31 | 2025.09.01 02:00 | sell | 10 | 0.10 | 199.013 | 0.000 | 0.000 | ||
| 32 | 2025.09.01 02:00 | modify | 10 | 0.10 | 199.013 | 199.813 | 197.513 | ||
| 33 | 2025.09.02 03:00 | s/l | 10 | 0.10 | 199.813 | 199.813 | 197.513 | -52.12 | 1217.13 |
| 34 | 2025.09.08 00:00 | sell | 11 | 0.10 | 200.110 | 0.000 | 0.000 | ||
| 35 | 2025.09.08 00:00 | modify | 11 | 0.10 | 200.110 | 200.910 | 198.610 | ||
| 36 | 2025.09.09 06:00 | sell | 12 | 0.10 | 199.418 | 0.000 | 0.000 | ||
| 37 | 2025.09.09 06:00 | modify | 12 | 0.10 | 199.418 | 199.810 | 198.610 | ||
| 38 | 2025.09.09 06:00 | modify | 11 | 0.10 | 200.110 | 199.810 | 198.610 | ||
| 39 | 2025.09.09 08:00 | s/l | 11 | 0.10 | 199.810 | 199.810 | 198.610 | 17.31 | 1234.44 |
| 40 | 2025.09.09 08:00 | s/l | 12 | 0.10 | 199.810 | 199.810 | 198.610 | -24.74 | 1209.70 |
| 41 | 2025.09.18 10:00 | sell | 13 | 0.10 | 200.958 | 0.000 | 0.000 | ||
| 42 | 2025.09.18 10:00 | modify | 13 | 0.10 | 200.958 | 201.758 | 199.458 | ||
| 43 | 2025.09.19 04:00 | sell | 14 | 0.10 | 200.034 | 0.000 | 0.000 | ||
| 44 | 2025.09.19 04:00 | modify | 14 | 0.10 | 200.034 | 200.508 | 199.458 | ||
| 45 | 2025.09.19 04:00 | modify | 13 | 0.10 | 200.958 | 200.508 | 199.458 | ||
| 46 | 2025.09.19 07:00 | t/p | 13 | 0.10 | 199.458 | 200.508 | 199.458 | 93.04 | 1302.74 |
| 47 | 2025.09.19 07:00 | t/p | 14 | 0.10 | 199.458 | 200.508 | 199.458 | 36.35 | 1339.09 |
| 48 | 2025.09.19 09:00 | buy | 15 | 0.10 | 199.633 | 0.000 | 0.000 | ||
| 49 | 2025.09.19 09:00 | modify | 15 | 0.10 | 199.633 | 198.833 | 201.133 | ||
| 50 | 2025.09.21 22:00 | t/p | 15 | 0.10 | 201.133 | 198.833 | 201.133 | 94.68 | 1433.77 |
| 51 | 2025.09.29 10:00 | buy | 16 | 0.10 | 199.628 | 0.000 | 0.000 | ||
| 52 | 2025.09.29 10:00 | modify | 16 | 0.10 | 199.628 | 198.828 | 201.128 | ||
| 53 | 2025.09.30 09:00 | s/l | 16 | 0.10 | 198.828 | 198.828 | 201.128 | -49.96 | 1383.81 |
| 54 | 2025.10.01 09:00 | buy | 17 | 0.10 | 198.207 | 0.000 | 0.000 | ||
| 55 | 2025.10.01 09:00 | modify | 17 | 0.10 | 198.207 | 197.407 | 199.707 | ||
| 56 | 2025.10.05 21:00 | t/p | 17 | 0.10 | 199.707 | 197.407 | 199.707 | 96.80 | 1480.62 |
| 57 | 2025.10.06 06:00 | sell | 18 | 0.10 | 201.994 | 0.000 | 0.000 | ||
| 58 | 2025.10.06 06:00 | modify | 18 | 0.10 | 201.994 | 202.794 | 200.494 | ||
| 59 | 2025.10.06 21:00 | s/l | 18 | 0.10 | 202.794 | 202.794 | 200.494 | -50.49 | 1430.13 |
| 60 | 2025.10.17 10:00 | buy | 19 | 0.10 | 201.128 | 0.000 | 0.000 | ||
| 61 | 2025.10.17 10:00 | modify | 19 | 0.10 | 201.128 | 200.328 | 202.628 | ||
| 62 | 2025.10.17 16:00 | buy | 20 | 0.10 | 201.818 | 0.000 | 0.000 | ||
| 63 | 2025.10.17 16:00 | modify | 20 | 0.10 | 201.818 | 201.428 | 202.628 | ||
| 64 | 2025.10.17 16:00 | modify | 19 | 0.10 | 201.128 | 201.428 | 202.628 | ||
| 65 | 2025.10.20 00:00 | t/p | 19 | 0.10 | 202.628 | 201.428 | 202.628 | 95.21 | 1525.34 |
| 66 | 2025.10.20 00:00 | t/p | 20 | 0.10 | 202.628 | 201.428 | 202.628 | 51.66 | 1577.00 |
| 67 | 2025.10.27 00:00 | sell | 21 | 0.10 | 203.918 | 0.000 | 0.000 | ||
| 68 | 2025.10.27 00:00 | modify | 21 | 0.10 | 203.918 | 204.718 | 202.418 | ||
| 69 | 2025.10.28 05:00 | sell | 22 | 0.10 | 202.998 | 0.000 | 0.000 | ||
| 70 | 2025.10.28 05:00 | modify | 22 | 0.10 | 202.998 | 203.468 | 202.418 | ||
| 71 | 2025.10.28 05:00 | modify | 21 | 0.10 | 203.918 | 203.468 | 202.418 | ||
| 72 | 2025.10.28 09:00 | t/p | 21 | 0.10 | 202.418 | 203.468 | 202.418 | 93.04 | 1670.04 |
| 73 | 2025.10.28 09:00 | t/p | 22 | 0.10 | 202.418 | 203.468 | 202.418 | 36.60 | 1706.64 |
| 74 | 2025.10.28 10:00 | buy | 23 | 0.10 | 202.349 | 0.000 | 0.000 | ||
| 75 | 2025.10.28 10:00 | modify | 23 | 0.10 | 202.349 | 201.549 | 203.849 | ||
| 76 | 2025.10.29 00:00 | s/l | 23 | 0.10 | 201.549 | 201.549 | 203.849 | -49.97 | 1656.67 |
| 77 | 2025.11.10 10:00 | sell | 24 | 0.10 | 203.074 | 0.000 | 0.000 | ||
| 78 | 2025.11.10 10:00 | modify | 24 | 0.10 | 203.074 | 203.874 | 201.574 | ||
| 79 | 2025.11.11 08:00 | sell | 25 | 0.10 | 202.381 | 0.000 | 0.000 | ||
| 80 | 2025.11.11 08:00 | modify | 25 | 0.10 | 202.381 | 202.774 | 201.574 | ||
| 81 | 2025.11.11 08:00 | modify | 24 | 0.10 | 203.074 | 202.774 | 201.574 | ||
| 82 | 2025.11.11 12:00 | s/l | 24 | 0.10 | 202.774 | 202.774 | 201.574 | 17.31 | 1673.98 |
| 83 | 2025.11.11 12:00 | s/l | 25 | 0.10 | 202.774 | 202.774 | 201.574 | -24.80 | 1649.18 |
| 84 | 2025.11.26 09:00 | sell | 26 | 0.10 | 206.093 | 0.000 | 0.000 | ||
| 85 | 2025.11.26 09:00 | modify | 26 | 0.10 | 206.093 | 206.893 | 204.593 | ||
| 86 | 2025.11.26 16:00 | s/l | 26 | 0.10 | 206.893 | 206.893 | 204.593 | -50.49 | 1598.69 |
| 87 | 2025.12.01 05:00 | buy | 27 | 0.10 | 205.778 | 0.000 | 0.000 | ||
| 88 | 2025.12.01 05:00 | modify | 27 | 0.10 | 205.778 | 204.978 | 207.278 | ||
| 89 | 2025.12.03 10:00 | buy | 28 | 0.10 | 206.683 | 0.000 | 0.000 | ||
| 90 | 2025.12.03 10:00 | modify | 28 | 0.10 | 206.683 | 206.228 | 207.278 | ||
| 91 | 2025.12.03 10:00 | modify | 27 | 0.10 | 205.778 | 206.228 | 207.278 | ||
| 92 | 2025.12.03 22:00 | t/p | 27 | 0.10 | 207.278 | 206.228 | 207.278 | 95.74 | 1694.44 |
| 93 | 2025.12.03 22:00 | t/p | 28 | 0.10 | 207.278 | 206.228 | 207.278 | 37.55 | 1731.99 |
| 94 | 2025.12.15 07:00 | buy | 29 | 0.10 | 207.335 | 0.000 | 0.000 | ||
| 95 | 2025.12.15 07:00 | modify | 29 | 0.10 | 207.335 | 206.535 | 208.835 | ||
| 96 | 2025.12.17 16:00 | buy | 30 | 0.10 | 208.263 | 0.000 | 0.000 | ||
| 97 | 2025.12.17 16:00 | modify | 30 | 0.10 | 208.263 | 207.785 | 208.835 | ||
| 98 | 2025.12.17 16:00 | modify | 29 | 0.10 | 207.335 | 207.785 | 208.835 | ||
| 99 | 2025.12.18 14:00 | t/p | 29 | 0.10 | 208.835 | 207.785 | 208.835 | 97.34 | 1829.32 |
| 100 | 2025.12.18 14:00 | t/p | 30 | 0.10 | 208.835 | 207.785 | 208.835 | 37.70 | 1867.02 |
| 101 | 2025.12.23 06:00 | buy | 31 | 0.10 | 210.419 | 0.000 | 0.000 | ||
| 102 | 2025.12.23 06:00 | modify | 31 | 0.10 | 210.419 | 209.619 | 211.919 | ||
| 103 | 2025.12.26 01:00 | buy | 32 | 0.10 | 211.346 | 0.000 | 0.000 | ||
| 104 | 2025.12.26 01:00 | modify | 32 | 0.10 | 211.346 | 210.869 | 211.919 | ||
| 105 | 2025.12.26 01:00 | modify | 31 | 0.10 | 210.419 | 210.869 | 211.919 | ||
| 106 | 2025.12.26 04:00 | s/l | 31 | 0.10 | 210.869 | 210.869 | 211.919 | 31.06 | 1898.08 |
| 107 | 2025.12.26 04:00 | s/l | 32 | 0.10 | 210.869 | 210.869 | 211.919 | -30.11 | 1867.97 |
| 108 | 2026.01.13 07:00 | sell | 33 | 0.10 | 213.891 | 0.000 | 0.000 | ||
| 109 | 2026.01.13 07:00 | modify | 33 | 0.10 | 213.891 | 214.691 | 212.391 | ||
| 110 | 2026.01.15 14:00 | t/p | 33 | 0.10 | 212.391 | 214.691 | 212.391 | 88.16 | 1956.13 |
| 111 | 2026.02.04 10:00 | sell | 34 | 0.10 | 214.730 | 0.000 | 0.000 | ||
| 112 | 2026.02.04 10:00 | modify | 34 | 0.10 | 214.730 | 215.530 | 213.230 | ||
| 113 | 2026.02.04 16:00 | sell | 35 | 0.10 | 214.048 | 0.000 | 0.000 | ||
| 114 | 2026.02.04 16:00 | modify | 35 | 0.10 | 214.048 | 214.430 | 213.230 | ||
| 115 | 2026.02.04 16:00 | modify | 34 | 0.10 | 214.730 | 214.430 | 213.230 | ||
| 116 | 2026.02.05 10:00 | t/p | 34 | 0.10 | 213.230 | 214.430 | 213.230 | 89.78 | 2045.91 |
| 117 | 2026.02.05 10:00 | t/p | 35 | 0.10 | 213.230 | 214.430 | 213.230 | 46.74 | 2092.65 |
| 118 | 2026.02.11 04:00 | buy | 36 | 0.10 | 209.884 | 0.000 | 0.000 | ||
| 119 | 2026.02.11 04:00 | modify | 36 | 0.10 | 209.884 | 209.084 | 211.384 | ||
| 120 | 2026.02.11 07:00 | s/l | 36 | 0.10 | 209.084 | 209.084 | 211.384 | -50.50 | 2042.15 |
| 121 | 2026.02.17 04:00 | buy | 37 | 0.10 | 208.552 | 0.000 | 0.000 | ||
| 122 | 2026.02.17 04:00 | modify | 37 | 0.10 | 208.552 | 207.752 | 210.052 | ||
| 123 | 2026.02.17 08:00 | s/l | 37 | 0.10 | 207.752 | 207.752 | 210.052 | -50.50 | 1991.65 |
| 124 | 2026.02.24 06:00 | sell | 38 | 0.10 | 209.294 | 0.000 | 0.000 | ||
| 125 | 2026.02.24 06:00 | modify | 38 | 0.10 | 209.294 | 210.094 | 207.794 | ||
| 126 | 2026.02.24 08:00 | s/l | 38 | 0.10 | 210.094 | 210.094 | 207.794 | -50.49 | 1941.16 |
| 127 | 2026.02.24 09:00 | sell | 39 | 0.10 | 210.290 | 0.000 | 0.000 | ||
| 128 | 2026.02.24 09:00 | modify | 39 | 0.10 | 210.290 | 211.090 | 208.790 | ||
| 129 | 2026.02.25 09:00 | s/l | 39 | 0.10 | 211.090 | 211.090 | 208.790 | -52.12 | 1889.05 |