Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.03.02 20:00 - 2026.02.27 20:00 (2025.03.01 - 2026.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=50; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2605 | Ticks modelled | 79008 | Modelling quality | n/a |
| Mismatched charts errors | 6 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1859.39 | Gross profit | 2227.05 | Gross loss | -367.66 |
| Profit factor | 6.06 | Expected payoff | 50.25 | ||
| Absolute drawdown | 131.10 | Maximal drawdown | 199.60 (13.86%) | Relative drawdown | 14.88% (151.90) |
| Total trades | 37 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 20 (65.00%) |
| Profit trades (% of total) | 28 (75.68%) | Loss trades (% of total) | 9 (24.32%) | ||
| Largest | profit trade | 139.70 | loss trade | -50.80 | |
| Average | profit trade | 79.54 | loss trade | -40.85 | |
| Maximum | consecutive wins (profit in money) | 8 (640.50) | consecutive losses (loss in money) | 2 (-100.80) | |
| Maximal | consecutive profit (count of wins) | 640.50 (8) | consecutive loss (count of losses) | -100.80 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.06 00:00 | sell | 1 | 0.10 | 1.28893 | 0.00000 | 0.00000 | ||
| 2 | 2025.03.06 00:00 | modify | 1 | 0.10 | 1.28893 | 1.29393 | 1.27493 | ||
| 3 | 2025.03.07 09:40 | s/l | 1 | 0.10 | 1.29393 | 1.29393 | 1.27493 | -50.30 | 949.70 |
| 4 | 2025.04.14 16:00 | sell | 2 | 0.10 | 1.31734 | 0.00000 | 0.00000 | ||
| 5 | 2025.04.14 16:00 | modify | 2 | 0.10 | 1.31734 | 1.32234 | 1.30334 | ||
| 6 | 2025.04.15 05:15 | s/l | 2 | 0.10 | 1.32234 | 1.32234 | 1.30334 | -50.30 | 899.40 |
| 7 | 2025.04.21 12:00 | sell | 3 | 0.10 | 1.33963 | 0.00000 | 0.00000 | ||
| 8 | 2025.04.21 12:00 | modify | 3 | 0.10 | 1.33963 | 1.34463 | 1.32563 | ||
| 9 | 2025.04.22 18:40 | sell | 4 | 0.10 | 1.33316 | 0.00000 | 0.00000 | ||
| 10 | 2025.04.22 18:40 | modify | 4 | 0.10 | 1.33316 | 1.33893 | 1.32563 | ||
| 11 | 2025.04.22 18:40 | sell | 5 | 0.10 | 1.33316 | 0.00000 | 0.00000 | ||
| 12 | 2025.04.22 18:40 | modify | 5 | 0.10 | 1.33316 | 1.33613 | 1.32563 | ||
| 13 | 2025.04.22 18:40 | modify | 3 | 0.10 | 1.33963 | 1.33613 | 1.32563 | ||
| 14 | 2025.04.22 18:45 | modify | 4 | 0.10 | 1.33316 | 1.33613 | 1.32563 | ||
| 15 | 2025.04.22 22:40 | t/p | 3 | 0.10 | 1.32563 | 1.33613 | 1.32563 | 139.70 | 1039.10 |
| 16 | 2025.04.22 22:40 | t/p | 4 | 0.10 | 1.32563 | 1.33613 | 1.32563 | 75.30 | 1114.40 |
| 17 | 2025.04.22 22:40 | t/p | 5 | 0.10 | 1.32563 | 1.33613 | 1.32563 | 75.30 | 1189.70 |
| 18 | 2025.04.29 00:00 | sell | 6 | 0.10 | 1.34346 | 0.00000 | 0.00000 | ||
| 19 | 2025.04.29 00:00 | modify | 6 | 0.10 | 1.34346 | 1.34846 | 1.32946 | ||
| 20 | 2025.04.30 09:10 | sell | 7 | 0.10 | 1.33709 | 0.00000 | 0.00000 | ||
| 21 | 2025.04.30 09:10 | modify | 7 | 0.10 | 1.33709 | 1.34276 | 1.32946 | ||
| 22 | 2025.04.30 09:10 | sell | 8 | 0.10 | 1.33709 | 0.00000 | 0.00000 | ||
| 23 | 2025.04.30 09:10 | modify | 8 | 0.10 | 1.33709 | 1.33996 | 1.32946 | ||
| 24 | 2025.04.30 09:10 | modify | 6 | 0.10 | 1.34346 | 1.33996 | 1.32946 | ||
| 25 | 2025.04.30 09:15 | modify | 7 | 0.10 | 1.33709 | 1.33996 | 1.32946 | ||
| 26 | 2025.04.30 13:55 | sell | 9 | 0.10 | 1.33219 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.30 13:55 | modify | 9 | 0.10 | 1.33219 | 1.33786 | 1.32946 | ||
| 28 | 2025.04.30 13:55 | modify | 8 | 0.10 | 1.33709 | 1.33786 | 1.32946 | ||
| 29 | 2025.04.30 13:55 | modify | 7 | 0.10 | 1.33709 | 1.33786 | 1.32946 | ||
| 30 | 2025.04.30 13:55 | modify | 6 | 0.10 | 1.34346 | 1.33786 | 1.32946 | ||
| 31 | 2025.05.01 05:20 | t/p | 6 | 0.10 | 1.32946 | 1.33786 | 1.32946 | 138.80 | 1328.50 |
| 32 | 2025.05.01 05:20 | t/p | 7 | 0.10 | 1.32946 | 1.33786 | 1.32946 | 75.40 | 1403.90 |
| 33 | 2025.05.01 05:20 | t/p | 8 | 0.10 | 1.32946 | 1.33786 | 1.32946 | 75.40 | 1479.30 |
| 34 | 2025.05.01 05:20 | t/p | 9 | 0.10 | 1.32946 | 1.33786 | 1.32946 | 26.40 | 1505.70 |
| 35 | 2025.05.01 08:00 | buy | 10 | 0.10 | 1.33085 | 0.00000 | 0.00000 | ||
| 36 | 2025.05.01 08:00 | modify | 10 | 0.10 | 1.33085 | 1.32585 | 1.34485 | ||
| 37 | 2025.05.06 11:59 | buy | 11 | 0.10 | 1.33725 | 0.00000 | 0.00000 | ||
| 38 | 2025.05.06 11:59 | modify | 11 | 0.10 | 1.33725 | 1.33155 | 1.34485 | ||
| 39 | 2025.05.06 11:59 | buy | 12 | 0.10 | 1.33725 | 0.00000 | 0.00000 | ||
| 40 | 2025.05.06 11:59 | modify | 12 | 0.10 | 1.33725 | 1.33435 | 1.34485 | ||
| 41 | 2025.05.06 11:59 | modify | 10 | 0.10 | 1.33085 | 1.33435 | 1.34485 | ||
| 42 | 2025.05.06 12:00 | modify | 11 | 0.10 | 1.33725 | 1.33435 | 1.34485 | ||
| 43 | 2025.05.06 23:15 | s/l | 10 | 0.10 | 1.33435 | 1.33435 | 1.34485 | 34.20 | 1539.91 |
| 44 | 2025.05.06 23:15 | s/l | 11 | 0.10 | 1.33435 | 1.33435 | 1.34485 | -29.00 | 1510.91 |
| 45 | 2025.05.06 23:15 | s/l | 12 | 0.10 | 1.33435 | 1.33435 | 1.34485 | -29.00 | 1481.91 |
| 46 | 2025.05.12 12:00 | buy | 13 | 0.10 | 1.31796 | 0.00000 | 0.00000 | ||
| 47 | 2025.05.12 12:00 | modify | 13 | 0.10 | 1.31796 | 1.31296 | 1.33196 | ||
| 48 | 2025.05.13 12:50 | buy | 14 | 0.10 | 1.32441 | 0.00000 | 0.00000 | ||
| 49 | 2025.05.13 12:50 | modify | 14 | 0.10 | 1.32441 | 1.31866 | 1.33196 | ||
| 50 | 2025.05.13 12:50 | buy | 15 | 0.10 | 1.32441 | 0.00000 | 0.00000 | ||
| 51 | 2025.05.13 12:50 | modify | 15 | 0.10 | 1.32441 | 1.32146 | 1.33196 | ||
| 52 | 2025.05.13 12:50 | modify | 13 | 0.10 | 1.31796 | 1.32146 | 1.33196 | ||
| 53 | 2025.05.13 12:55 | modify | 14 | 0.10 | 1.32441 | 1.32146 | 1.33196 | ||
| 54 | 2025.05.14 01:15 | t/p | 13 | 0.10 | 1.33196 | 1.32146 | 1.33196 | 139.47 | 1621.38 |
| 55 | 2025.05.14 01:15 | t/p | 14 | 0.10 | 1.33196 | 1.32146 | 1.33196 | 75.23 | 1696.61 |
| 56 | 2025.05.14 01:15 | t/p | 15 | 0.10 | 1.33196 | 1.32146 | 1.33196 | 75.23 | 1771.85 |
| 57 | 2025.05.26 08:00 | sell | 16 | 0.10 | 1.35666 | 0.00000 | 0.00000 | ||
| 58 | 2025.05.26 08:00 | modify | 16 | 0.10 | 1.35666 | 1.36166 | 1.34266 | ||
| 59 | 2025.05.27 15:50 | sell | 17 | 0.10 | 1.35018 | 0.00000 | 0.00000 | ||
| 60 | 2025.05.27 15:50 | modify | 17 | 0.10 | 1.35018 | 1.35596 | 1.34266 | ||
| 61 | 2025.05.27 15:50 | sell | 18 | 0.10 | 1.35018 | 0.00000 | 0.00000 | ||
| 62 | 2025.05.27 15:50 | modify | 18 | 0.10 | 1.35018 | 1.35316 | 1.34266 | ||
| 63 | 2025.05.27 15:50 | modify | 16 | 0.10 | 1.35666 | 1.35316 | 1.34266 | ||
| 64 | 2025.05.27 15:55 | modify | 17 | 0.10 | 1.35018 | 1.35316 | 1.34266 | ||
| 65 | 2025.05.28 15:40 | sell | 19 | 0.10 | 1.34538 | 0.00000 | 0.00000 | ||
| 66 | 2025.05.28 15:40 | modify | 19 | 0.10 | 1.34538 | 1.35106 | 1.34266 | ||
| 67 | 2025.05.28 15:40 | modify | 18 | 0.10 | 1.35018 | 1.35106 | 1.34266 | ||
| 68 | 2025.05.28 15:40 | modify | 17 | 0.10 | 1.35018 | 1.35106 | 1.34266 | ||
| 69 | 2025.05.28 15:40 | modify | 16 | 0.10 | 1.35666 | 1.35106 | 1.34266 | ||
| 70 | 2025.05.28 23:40 | t/p | 16 | 0.10 | 1.34266 | 1.35106 | 1.34266 | 139.40 | 1911.25 |
| 71 | 2025.05.28 23:40 | t/p | 17 | 0.10 | 1.34266 | 1.35106 | 1.34266 | 74.90 | 1986.15 |
| 72 | 2025.05.28 23:40 | t/p | 18 | 0.10 | 1.34266 | 1.35106 | 1.34266 | 74.90 | 2061.05 |
| 73 | 2025.05.28 23:40 | t/p | 19 | 0.10 | 1.34266 | 1.35106 | 1.34266 | 27.20 | 2088.24 |
| 74 | 2025.06.18 00:00 | buy | 20 | 0.10 | 1.34315 | 0.00000 | 0.00000 | ||
| 75 | 2025.06.18 00:00 | modify | 20 | 0.10 | 1.34315 | 1.33815 | 1.35715 | ||
| 76 | 2025.06.20 05:45 | buy | 21 | 0.10 | 1.34955 | 0.00000 | 0.00000 | ||
| 77 | 2025.06.20 05:45 | modify | 21 | 0.10 | 1.34955 | 1.34385 | 1.35715 | ||
| 78 | 2025.06.20 05:45 | buy | 22 | 0.10 | 1.34955 | 0.00000 | 0.00000 | ||
| 79 | 2025.06.20 05:45 | modify | 22 | 0.10 | 1.34955 | 1.34665 | 1.35715 | ||
| 80 | 2025.06.20 05:45 | modify | 20 | 0.10 | 1.34315 | 1.34665 | 1.35715 | ||
| 81 | 2025.06.20 05:50 | modify | 21 | 0.10 | 1.34955 | 1.34665 | 1.35715 | ||
| 82 | 2025.06.20 06:33 | s/l | 20 | 0.10 | 1.34665 | 1.34665 | 1.35715 | 33.94 | 2122.18 |
| 83 | 2025.06.20 06:33 | s/l | 21 | 0.10 | 1.34665 | 1.34665 | 1.35715 | -29.00 | 2093.18 |
| 84 | 2025.06.20 06:33 | s/l | 22 | 0.10 | 1.34665 | 1.34665 | 1.35715 | -29.00 | 2064.18 |
| 85 | 2025.08.13 16:00 | sell | 23 | 0.10 | 1.35705 | 0.00000 | 0.00000 | ||
| 86 | 2025.08.13 16:00 | modify | 23 | 0.10 | 1.35705 | 1.36205 | 1.34305 | ||
| 87 | 2025.08.18 16:40 | sell | 24 | 0.10 | 1.35069 | 0.00000 | 0.00000 | ||
| 88 | 2025.08.18 16:40 | modify | 24 | 0.10 | 1.35069 | 1.35635 | 1.34305 | ||
| 89 | 2025.08.18 16:40 | sell | 25 | 0.10 | 1.35069 | 0.00000 | 0.00000 | ||
| 90 | 2025.08.18 16:40 | modify | 25 | 0.10 | 1.35069 | 1.35355 | 1.34305 | ||
| 91 | 2025.08.18 16:40 | modify | 23 | 0.10 | 1.35705 | 1.35355 | 1.34305 | ||
| 92 | 2025.08.18 16:45 | modify | 24 | 0.10 | 1.35069 | 1.35355 | 1.34305 | ||
| 93 | 2025.08.20 15:30 | sell | 26 | 0.10 | 1.34570 | 0.00000 | 0.00000 | ||
| 94 | 2025.08.20 15:30 | modify | 26 | 0.10 | 1.34570 | 1.35145 | 1.34305 | ||
| 95 | 2025.08.20 15:30 | modify | 25 | 0.10 | 1.35069 | 1.35145 | 1.34305 | ||
| 96 | 2025.08.20 15:30 | modify | 24 | 0.10 | 1.35069 | 1.35145 | 1.34305 | ||
| 97 | 2025.08.20 15:30 | modify | 23 | 0.10 | 1.35705 | 1.35145 | 1.34305 | ||
| 98 | 2025.08.21 13:40 | t/p | 23 | 0.10 | 1.34305 | 1.35145 | 1.34305 | 137.00 | 2201.18 |
| 99 | 2025.08.21 13:40 | t/p | 24 | 0.10 | 1.34305 | 1.35145 | 1.34305 | 74.90 | 2276.09 |
| 100 | 2025.08.21 13:40 | t/p | 25 | 0.10 | 1.34305 | 1.35145 | 1.34305 | 74.90 | 2350.99 |
| 101 | 2025.08.21 13:40 | t/p | 26 | 0.10 | 1.34305 | 1.35145 | 1.34305 | 25.60 | 2376.59 |
| 102 | 2025.09.02 16:00 | buy | 27 | 0.10 | 1.33925 | 0.00000 | 0.00000 | ||
| 103 | 2025.09.02 16:00 | modify | 27 | 0.10 | 1.33925 | 1.33425 | 1.35325 | ||
| 104 | 2025.09.03 07:40 | s/l | 27 | 0.10 | 1.33425 | 1.33425 | 1.35325 | -50.27 | 2326.32 |
| 105 | 2025.09.03 08:00 | buy | 28 | 0.10 | 1.33692 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.03 08:00 | modify | 28 | 0.10 | 1.33692 | 1.33192 | 1.35092 | ||
| 107 | 2025.09.03 12:40 | buy | 29 | 0.10 | 1.34323 | 0.00000 | 0.00000 | ||
| 108 | 2025.09.03 12:40 | modify | 29 | 0.10 | 1.34323 | 1.33762 | 1.35092 | ||
| 109 | 2025.09.03 12:40 | buy | 30 | 0.10 | 1.34323 | 0.00000 | 0.00000 | ||
| 110 | 2025.09.03 12:40 | modify | 30 | 0.10 | 1.34323 | 1.34042 | 1.35092 | ||
| 111 | 2025.09.03 12:40 | modify | 28 | 0.10 | 1.33692 | 1.34042 | 1.35092 | ||
| 112 | 2025.09.03 12:45 | modify | 29 | 0.10 | 1.34323 | 1.34042 | 1.35092 | ||
| 113 | 2025.09.05 10:00 | buy | 31 | 0.10 | 1.34839 | 0.00000 | 0.00000 | ||
| 114 | 2025.09.05 10:00 | modify | 31 | 0.10 | 1.34839 | 1.34252 | 1.35092 | ||
| 115 | 2025.09.05 10:00 | modify | 30 | 0.10 | 1.34323 | 1.34252 | 1.35092 | ||
| 116 | 2025.09.05 10:00 | modify | 29 | 0.10 | 1.34323 | 1.34252 | 1.35092 | ||
| 117 | 2025.09.05 10:00 | modify | 28 | 0.10 | 1.33692 | 1.34252 | 1.35092 | ||
| 118 | 2025.09.05 12:30 | t/p | 28 | 0.10 | 1.35092 | 1.34252 | 1.35092 | 138.94 | 2465.26 |
| 119 | 2025.09.05 12:30 | t/p | 29 | 0.10 | 1.35092 | 1.34252 | 1.35092 | 75.84 | 2541.10 |
| 120 | 2025.09.05 12:30 | t/p | 30 | 0.10 | 1.35092 | 1.34252 | 1.35092 | 75.84 | 2616.94 |
| 121 | 2025.09.05 12:30 | t/p | 31 | 0.10 | 1.35092 | 1.34252 | 1.35092 | 25.30 | 2642.24 |
| 122 | 2025.09.19 00:00 | buy | 32 | 0.10 | 1.35576 | 0.00000 | 0.00000 | ||
| 123 | 2025.09.19 00:00 | modify | 32 | 0.10 | 1.35576 | 1.35076 | 1.36976 | ||
| 124 | 2025.09.19 06:40 | s/l | 32 | 0.10 | 1.35076 | 1.35076 | 1.36976 | -50.00 | 2592.24 |
| 125 | 2025.09.19 16:00 | buy | 33 | 0.10 | 1.34852 | 0.00000 | 0.00000 | ||
| 126 | 2025.09.19 16:00 | modify | 33 | 0.10 | 1.34852 | 1.34352 | 1.36252 | ||
| 127 | 2025.09.24 13:30 | s/l | 33 | 0.10 | 1.34352 | 1.34352 | 1.36252 | -50.80 | 2541.45 |
| 128 | 2025.11.05 00:00 | buy | 34 | 0.10 | 1.30239 | 0.00000 | 0.00000 | ||
| 129 | 2025.11.05 00:00 | modify | 34 | 0.10 | 1.30239 | 1.29739 | 1.31639 | ||
| 130 | 2025.11.06 08:50 | buy | 35 | 0.10 | 1.30874 | 0.00000 | 0.00000 | ||
| 131 | 2025.11.06 08:50 | modify | 35 | 0.10 | 1.30874 | 1.30309 | 1.31639 | ||
| 132 | 2025.11.06 08:50 | buy | 36 | 0.10 | 1.30874 | 0.00000 | 0.00000 | ||
| 133 | 2025.11.06 08:50 | modify | 36 | 0.10 | 1.30874 | 1.30589 | 1.31639 | ||
| 134 | 2025.11.06 08:50 | modify | 34 | 0.10 | 1.30239 | 1.30589 | 1.31639 | ||
| 135 | 2025.11.06 08:55 | modify | 35 | 0.10 | 1.30874 | 1.30589 | 1.31639 | ||
| 136 | 2025.11.06 19:55 | buy | 37 | 0.10 | 1.31371 | 0.00000 | 0.00000 | ||
| 137 | 2025.11.06 19:55 | modify | 37 | 0.10 | 1.31371 | 1.30799 | 1.31639 | ||
| 138 | 2025.11.06 19:55 | modify | 36 | 0.10 | 1.30874 | 1.30799 | 1.31639 | ||
| 139 | 2025.11.06 19:55 | modify | 35 | 0.10 | 1.30874 | 1.30799 | 1.31639 | ||
| 140 | 2025.11.06 19:55 | modify | 34 | 0.10 | 1.30239 | 1.30799 | 1.31639 | ||
| 141 | 2025.11.07 15:30 | t/p | 34 | 0.10 | 1.31639 | 1.30799 | 1.31639 | 138.94 | 2680.39 |
| 142 | 2025.11.07 15:30 | t/p | 35 | 0.10 | 1.31639 | 1.30799 | 1.31639 | 76.23 | 2756.62 |
| 143 | 2025.11.07 15:30 | t/p | 36 | 0.10 | 1.31639 | 1.30799 | 1.31639 | 76.23 | 2832.86 |
| 144 | 2025.11.07 15:30 | t/p | 37 | 0.10 | 1.31639 | 1.30799 | 1.31639 | 26.54 | 2859.39 |