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 23:59 (2025.03.01 - 2026.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=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=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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1528.38 | Gross profit | 1924.56 | Gross loss | -396.18 |
| Profit factor | 4.86 | Expected payoff | 61.14 | ||
| Absolute drawdown | 133.10 | Maximal drawdown | 169.80 (15.53%) | Relative drawdown | 15.53% (169.80) |
| Total trades | 25 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 11 (90.91%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 139.70 | loss trade | -92.10 | |
| Average | profit trade | 96.23 | loss trade | -79.24 | |
| Maximum | consecutive wins (profit in money) | 9 (915.06) | consecutive losses (loss in money) | 1 (-92.10) | |
| Maximal | consecutive profit (count of wins) | 915.06 (9) | consecutive loss (count of losses) | -92.10 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.05 20:00 | sell | 1 | 0.10 | 1.28966 | 0.00000 | 0.00000 | ||
| 2 | 2025.03.05 20:00 | modify | 1 | 0.10 | 1.28966 | 1.29866 | 1.27566 | ||
| 3 | 2025.03.12 16:00 | s/l | 1 | 0.10 | 1.29866 | 1.29866 | 1.27566 | -92.10 | 907.90 |
| 4 | 2025.04.03 08:00 | sell | 2 | 0.10 | 1.31364 | 0.00000 | 0.00000 | ||
| 5 | 2025.04.03 08:00 | modify | 2 | 0.10 | 1.31364 | 1.32264 | 1.29964 | ||
| 6 | 2025.04.04 12:00 | t/p | 2 | 0.10 | 1.29964 | 1.32264 | 1.29964 | 139.70 | 1047.60 |
| 7 | 2025.04.16 04:00 | sell | 3 | 0.10 | 1.32638 | 0.00000 | 0.00000 | ||
| 8 | 2025.04.16 04:00 | modify | 3 | 0.10 | 1.32638 | 1.33538 | 1.31238 | ||
| 9 | 2025.04.21 04:00 | s/l | 3 | 0.10 | 1.33538 | 1.33538 | 1.31238 | -91.50 | 956.10 |
| 10 | 2025.04.21 04:00 | sell | 4 | 0.10 | 1.33811 | 0.00000 | 0.00000 | ||
| 11 | 2025.04.21 04:00 | modify | 4 | 0.10 | 1.33811 | 1.34711 | 1.32411 | ||
| 12 | 2025.04.23 00:00 | t/p | 4 | 0.10 | 1.32411 | 1.34711 | 1.32411 | 139.40 | 1095.50 |
| 13 | 2025.05.26 04:00 | sell | 5 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 14 | 2025.05.26 04:00 | modify | 5 | 0.10 | 1.35785 | 1.36685 | 1.34385 | ||
| 15 | 2025.05.28 12:00 | sell | 6 | 0.10 | 1.34790 | 0.00000 | 0.00000 | ||
| 16 | 2025.05.28 12:00 | modify | 6 | 0.10 | 1.34790 | 1.35225 | 1.34385 | ||
| 17 | 2025.05.28 12:00 | modify | 5 | 0.10 | 1.35785 | 1.35225 | 1.34385 | ||
| 18 | 2025.05.29 00:00 | t/p | 5 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 138.50 | 1234.00 |
| 19 | 2025.05.29 00:00 | t/p | 6 | 0.10 | 1.34385 | 1.35225 | 1.34385 | 39.60 | 1273.60 |
| 20 | 2025.06.26 08:00 | sell | 7 | 0.10 | 1.37361 | 0.00000 | 0.00000 | ||
| 21 | 2025.06.26 08:00 | modify | 7 | 0.10 | 1.37361 | 1.38261 | 1.35961 | ||
| 22 | 2025.07.02 16:00 | t/p | 7 | 0.10 | 1.35961 | 1.38261 | 1.35961 | 138.80 | 1412.40 |
| 23 | 2025.07.14 16:00 | buy | 8 | 0.10 | 1.34360 | 0.00000 | 0.00000 | ||
| 24 | 2025.07.14 16:00 | modify | 8 | 0.10 | 1.34360 | 1.33460 | 1.35760 | ||
| 25 | 2025.07.22 16:00 | buy | 9 | 0.10 | 1.35222 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.22 16:00 | modify | 9 | 0.10 | 1.35222 | 1.34710 | 1.35760 | ||
| 27 | 2025.07.22 16:00 | modify | 8 | 0.10 | 1.34360 | 1.34710 | 1.35760 | ||
| 28 | 2025.07.23 16:00 | t/p | 8 | 0.10 | 1.35760 | 1.34710 | 1.35760 | 137.62 | 1550.01 |
| 29 | 2025.07.23 16:00 | t/p | 9 | 0.10 | 1.35760 | 1.34710 | 1.35760 | 53.53 | 1603.55 |
| 30 | 2025.07.31 20:00 | buy | 10 | 0.10 | 1.32084 | 0.00000 | 0.00000 | ||
| 31 | 2025.07.31 20:00 | modify | 10 | 0.10 | 1.32084 | 1.31184 | 1.33484 | ||
| 32 | 2025.08.03 20:00 | buy | 11 | 0.10 | 1.32730 | 0.00000 | 0.00000 | ||
| 33 | 2025.08.03 20:00 | modify | 11 | 0.10 | 1.32730 | 1.32294 | 1.33484 | ||
| 34 | 2025.08.03 20:00 | modify | 10 | 0.10 | 1.32084 | 1.32294 | 1.33484 | ||
| 35 | 2025.08.04 00:00 | buy | 12 | 0.10 | 1.32938 | 0.00000 | 0.00000 | ||
| 36 | 2025.08.04 00:00 | modify | 12 | 0.10 | 1.32938 | 1.32434 | 1.33484 | ||
| 37 | 2025.08.04 00:00 | modify | 11 | 0.10 | 1.32730 | 1.32434 | 1.33484 | ||
| 38 | 2025.08.04 00:00 | modify | 10 | 0.10 | 1.32084 | 1.32434 | 1.33484 | ||
| 39 | 2025.08.06 16:00 | t/p | 10 | 0.10 | 1.33484 | 1.32434 | 1.33484 | 138.94 | 1742.49 |
| 40 | 2025.08.06 16:00 | t/p | 11 | 0.10 | 1.33484 | 1.32434 | 1.33484 | 74.61 | 1817.10 |
| 41 | 2025.08.06 16:00 | t/p | 12 | 0.10 | 1.33484 | 1.32434 | 1.33484 | 54.07 | 1871.16 |
| 42 | 2025.08.07 20:00 | sell | 13 | 0.10 | 1.34427 | 0.00000 | 0.00000 | ||
| 43 | 2025.08.07 20:00 | modify | 13 | 0.10 | 1.34427 | 1.35327 | 1.33027 | ||
| 44 | 2025.08.13 08:00 | s/l | 13 | 0.10 | 1.35327 | 1.35327 | 1.33027 | -91.20 | 1779.96 |
| 45 | 2025.08.13 12:00 | sell | 14 | 0.10 | 1.35763 | 0.00000 | 0.00000 | ||
| 46 | 2025.08.13 12:00 | modify | 14 | 0.10 | 1.35763 | 1.36663 | 1.34363 | ||
| 47 | 2025.08.19 20:00 | sell | 15 | 0.10 | 1.34893 | 0.00000 | 0.00000 | ||
| 48 | 2025.08.19 20:00 | modify | 15 | 0.10 | 1.34893 | 1.35413 | 1.34363 | ||
| 49 | 2025.08.19 20:00 | modify | 14 | 0.10 | 1.35763 | 1.35413 | 1.34363 | ||
| 50 | 2025.08.21 16:00 | t/p | 14 | 0.10 | 1.34363 | 1.35413 | 1.34363 | 137.00 | 1916.96 |
| 51 | 2025.08.21 16:00 | t/p | 15 | 0.10 | 1.34363 | 1.35413 | 1.34363 | 51.80 | 1968.76 |
| 52 | 2025.09.25 16:00 | buy | 16 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 53 | 2025.09.25 16:00 | modify | 16 | 0.10 | 1.33510 | 1.32610 | 1.34910 | ||
| 54 | 2025.09.29 08:00 | buy | 17 | 0.10 | 1.34491 | 0.00000 | 0.00000 | ||
| 55 | 2025.09.29 08:00 | modify | 17 | 0.10 | 1.34491 | 1.34070 | 1.34910 | ||
| 56 | 2025.09.29 08:00 | modify | 16 | 0.10 | 1.33510 | 1.34070 | 1.34910 | ||
| 57 | 2025.10.01 16:00 | t/p | 16 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 138.94 | 2107.70 |
| 58 | 2025.10.01 16:00 | t/p | 17 | 0.10 | 1.34910 | 1.34070 | 1.34910 | 41.37 | 2149.07 |
| 59 | 2025.11.04 16:00 | buy | 18 | 0.10 | 1.30492 | 0.00000 | 0.00000 | ||
| 60 | 2025.11.04 16:00 | modify | 18 | 0.10 | 1.30492 | 1.29592 | 1.31892 | ||
| 61 | 2025.11.06 20:00 | buy | 19 | 0.10 | 1.31350 | 0.00000 | 0.00000 | ||
| 62 | 2025.11.06 20:00 | modify | 19 | 0.10 | 1.31350 | 1.30842 | 1.31892 | ||
| 63 | 2025.11.06 20:00 | modify | 18 | 0.10 | 1.30492 | 1.30842 | 1.31892 | ||
| 64 | 2025.11.10 04:00 | buy | 20 | 0.10 | 1.31498 | 0.00000 | 0.00000 | ||
| 65 | 2025.11.10 04:00 | modify | 20 | 0.10 | 1.31498 | 1.31052 | 1.31892 | ||
| 66 | 2025.11.10 04:00 | modify | 19 | 0.10 | 1.31350 | 1.31052 | 1.31892 | ||
| 67 | 2025.11.10 04:00 | modify | 18 | 0.10 | 1.30492 | 1.31052 | 1.31892 | ||
| 68 | 2025.11.10 16:00 | t/p | 18 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 138.41 | 2287.48 |
| 69 | 2025.11.10 16:00 | t/p | 19 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 53.67 | 2341.15 |
| 70 | 2025.11.10 16:00 | t/p | 20 | 0.10 | 1.31892 | 1.31052 | 1.31892 | 39.40 | 2380.55 |
| 71 | 2026.01.23 20:00 | sell | 21 | 0.10 | 1.36236 | 0.00000 | 0.00000 | ||
| 72 | 2026.01.23 20:00 | modify | 21 | 0.10 | 1.36236 | 1.37136 | 1.34836 | ||
| 73 | 2026.01.26 16:00 | s/l | 21 | 0.10 | 1.37136 | 1.37136 | 1.34836 | -90.30 | 2290.25 |
| 74 | 2026.01.27 20:00 | sell | 22 | 0.10 | 1.37829 | 0.00000 | 0.00000 | ||
| 75 | 2026.01.27 20:00 | modify | 22 | 0.10 | 1.37829 | 1.38729 | 1.36429 | ||
| 76 | 2026.01.30 16:00 | sell | 23 | 0.10 | 1.37196 | 0.00000 | 0.00000 | ||
| 77 | 2026.01.30 16:00 | modify | 23 | 0.10 | 1.37196 | 1.37619 | 1.36429 | ||
| 78 | 2026.01.30 16:00 | modify | 22 | 0.10 | 1.37829 | 1.37619 | 1.36429 | ||
| 79 | 2026.01.30 20:00 | sell | 24 | 0.10 | 1.36978 | 0.00000 | 0.00000 | ||
| 80 | 2026.01.30 20:00 | modify | 24 | 0.10 | 1.36978 | 1.37479 | 1.36429 | ||
| 81 | 2026.01.30 20:00 | modify | 23 | 0.10 | 1.37196 | 1.37479 | 1.36429 | ||
| 82 | 2026.01.30 20:00 | modify | 22 | 0.10 | 1.37829 | 1.37479 | 1.36429 | ||
| 83 | 2026.02.02 16:00 | t/p | 22 | 0.10 | 1.36429 | 1.37479 | 1.36429 | 138.20 | 2428.45 |
| 84 | 2026.02.02 16:00 | t/p | 23 | 0.10 | 1.36429 | 1.37479 | 1.36429 | 76.40 | 2504.85 |
| 85 | 2026.02.02 16:00 | t/p | 24 | 0.10 | 1.36429 | 1.37479 | 1.36429 | 54.60 | 2559.45 |
| 86 | 2026.02.17 16:00 | buy | 25 | 0.10 | 1.35057 | 0.00000 | 0.00000 | ||
| 87 | 2026.02.17 16:00 | modify | 25 | 0.10 | 1.35057 | 1.34157 | 1.36457 | ||
| 88 | 2026.02.27 23:59 | close at stop | 25 | 0.10 | 1.34778 | 1.34157 | 1.36457 | -31.08 | 2528.37 |