Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.05.01 00:00 - 2026.04.30 23:59 (2025.05.01 - 2026.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 13446 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 589.88 | Gross profit | 1015.01 | Gross loss | -425.13 |
| Profit factor | 2.39 | Expected payoff | 25.65 | ||
| Absolute drawdown | 26.40 | Maximal drawdown | 253.51 (18.45%) | Relative drawdown | 18.45% (253.51) |
| Total trades | 23 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 83.99 | loss trade | -110.79 | |
| Average | profit trade | 59.71 | loss trade | -70.85 | |
| Maximum | consecutive wins (profit in money) | 7 (437.05) | consecutive losses (loss in money) | 2 (-200.07) | |
| Maximal | consecutive profit (count of wins) | 437.05 (7) | consecutive loss (count of losses) | -200.07 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.09 03:00 | buy | 1 | 0.10 | 192.807 | 0.000 | 0.000 | ||
| 2 | 2025.05.09 03:00 | modify | 1 | 0.10 | 192.807 | 191.407 | 194.107 | ||
| 3 | 2025.05.09 17:00 | buy | 2 | 0.10 | 193.355 | 0.000 | 0.000 | ||
| 4 | 2025.05.09 17:00 | modify | 2 | 0.10 | 193.355 | 192.937 | 194.107 | ||
| 5 | 2025.05.09 17:00 | modify | 1 | 0.10 | 192.807 | 192.937 | 194.107 | ||
| 6 | 2025.05.12 02:00 | t/p | 1 | 0.10 | 194.107 | 192.937 | 194.107 | 83.45 | 1083.45 |
| 7 | 2025.05.12 02:00 | t/p | 2 | 0.10 | 194.107 | 192.937 | 194.107 | 48.50 | 1131.95 |
| 8 | 2025.06.13 02:00 | buy | 3 | 0.10 | 194.250 | 0.000 | 0.000 | ||
| 9 | 2025.06.13 02:00 | modify | 3 | 0.10 | 194.250 | 192.850 | 195.550 | ||
| 10 | 2025.06.13 15:00 | t/p | 3 | 0.10 | 195.550 | 192.850 | 195.550 | 82.91 | 1214.86 |
| 11 | 2025.07.04 05:00 | buy | 4 | 0.10 | 197.447 | 0.000 | 0.000 | ||
| 12 | 2025.07.04 05:00 | modify | 4 | 0.10 | 197.447 | 196.047 | 198.747 | ||
| 13 | 2025.07.07 12:00 | buy | 5 | 0.10 | 198.124 | 0.000 | 0.000 | ||
| 14 | 2025.07.07 12:00 | modify | 5 | 0.10 | 198.124 | 197.772 | 198.747 | ||
| 15 | 2025.07.07 12:00 | modify | 4 | 0.10 | 197.447 | 197.772 | 198.747 | ||
| 16 | 2025.07.07 15:00 | t/p | 4 | 0.10 | 198.747 | 197.772 | 198.747 | 83.45 | 1298.31 |
| 17 | 2025.07.07 15:00 | t/p | 5 | 0.10 | 198.747 | 197.772 | 198.747 | 39.73 | 1338.04 |
| 18 | 2025.09.01 02:00 | sell | 6 | 0.10 | 199.013 | 0.000 | 0.000 | ||
| 19 | 2025.09.01 02:00 | modify | 6 | 0.10 | 199.013 | 200.413 | 197.713 | ||
| 20 | 2025.09.12 10:00 | s/l | 6 | 0.10 | 200.413 | 200.413 | 197.713 | -110.79 | 1227.25 |
| 21 | 2025.10.03 05:00 | sell | 7 | 0.10 | 198.464 | 0.000 | 0.000 | ||
| 22 | 2025.10.03 05:00 | modify | 7 | 0.10 | 198.464 | 199.864 | 197.164 | ||
| 23 | 2025.10.05 21:00 | s/l | 7 | 0.10 | 199.864 | 199.864 | 197.164 | -89.28 | 1137.97 |
| 24 | 2025.10.27 00:00 | sell | 8 | 0.10 | 203.918 | 0.000 | 0.000 | ||
| 25 | 2025.10.27 00:00 | modify | 8 | 0.10 | 203.918 | 205.318 | 202.618 | ||
| 26 | 2025.10.28 04:00 | sell | 9 | 0.10 | 203.371 | 0.000 | 0.000 | ||
| 27 | 2025.10.28 04:00 | modify | 9 | 0.10 | 203.371 | 203.788 | 202.618 | ||
| 28 | 2025.10.28 04:00 | modify | 8 | 0.10 | 203.918 | 203.788 | 202.618 | ||
| 29 | 2025.10.28 05:00 | sell | 10 | 0.10 | 202.998 | 0.000 | 0.000 | ||
| 30 | 2025.10.28 05:00 | modify | 10 | 0.10 | 202.998 | 203.463 | 202.618 | ||
| 31 | 2025.10.28 05:00 | modify | 9 | 0.10 | 203.371 | 203.463 | 202.618 | ||
| 32 | 2025.10.28 05:00 | modify | 8 | 0.10 | 203.918 | 203.463 | 202.618 | ||
| 33 | 2025.10.28 09:00 | t/p | 8 | 0.10 | 202.618 | 203.463 | 202.618 | 81.25 | 1219.22 |
| 34 | 2025.10.28 09:00 | t/p | 9 | 0.10 | 202.618 | 203.463 | 202.618 | 48.02 | 1267.24 |
| 35 | 2025.10.28 09:00 | t/p | 10 | 0.10 | 202.618 | 203.463 | 202.618 | 24.23 | 1291.47 |
| 36 | 2025.12.01 05:00 | buy | 11 | 0.10 | 205.778 | 0.000 | 0.000 | ||
| 37 | 2025.12.01 05:00 | modify | 11 | 0.10 | 205.778 | 204.378 | 207.078 | ||
| 38 | 2025.12.03 09:00 | buy | 12 | 0.10 | 206.445 | 0.000 | 0.000 | ||
| 39 | 2025.12.03 09:00 | modify | 12 | 0.10 | 206.445 | 206.103 | 207.078 | ||
| 40 | 2025.12.03 09:00 | modify | 11 | 0.10 | 205.778 | 206.103 | 207.078 | ||
| 41 | 2025.12.03 18:00 | t/p | 11 | 0.10 | 207.078 | 206.103 | 207.078 | 83.99 | 1375.46 |
| 42 | 2025.12.03 18:00 | t/p | 12 | 0.10 | 207.078 | 206.103 | 207.078 | 40.37 | 1415.83 |
| 43 | 2026.01.13 05:00 | sell | 13 | 0.10 | 213.849 | 0.000 | 0.000 | ||
| 44 | 2026.01.13 05:00 | modify | 13 | 0.10 | 213.849 | 215.249 | 212.549 | ||
| 45 | 2026.01.15 14:00 | t/p | 13 | 0.10 | 212.549 | 215.249 | 212.549 | 76.28 | 1492.11 |
| 46 | 2026.01.23 01:00 | sell | 14 | 0.10 | 213.937 | 0.000 | 0.000 | ||
| 47 | 2026.01.23 01:00 | modify | 14 | 0.10 | 213.937 | 215.337 | 212.637 | ||
| 48 | 2026.01.23 08:00 | t/p | 14 | 0.10 | 212.637 | 215.337 | 212.637 | 82.91 | 1575.02 |
| 49 | 2026.02.11 04:00 | buy | 15 | 0.10 | 209.884 | 0.000 | 0.000 | ||
| 50 | 2026.02.11 04:00 | modify | 15 | 0.10 | 209.884 | 208.484 | 211.184 | ||
| 51 | 2026.02.11 18:00 | s/l | 15 | 0.10 | 208.484 | 208.484 | 211.184 | -89.29 | 1485.73 |
| 52 | 2026.02.17 04:00 | buy | 16 | 0.10 | 208.552 | 0.000 | 0.000 | ||
| 53 | 2026.02.17 04:00 | modify | 16 | 0.10 | 208.552 | 207.152 | 209.852 | ||
| 54 | 2026.02.19 03:00 | buy | 17 | 0.10 | 209.203 | 0.000 | 0.000 | ||
| 55 | 2026.02.19 03:00 | modify | 17 | 0.10 | 209.203 | 208.877 | 209.852 | ||
| 56 | 2026.02.19 03:00 | modify | 16 | 0.10 | 208.552 | 208.877 | 209.852 | ||
| 57 | 2026.02.19 10:00 | s/l | 16 | 0.10 | 208.877 | 208.877 | 209.852 | 22.89 | 1508.62 |
| 58 | 2026.02.19 10:00 | s/l | 17 | 0.10 | 208.877 | 208.877 | 209.852 | -20.79 | 1487.83 |
| 59 | 2026.03.11 04:00 | sell | 18 | 0.10 | 212.803 | 0.000 | 0.000 | ||
| 60 | 2026.03.11 04:00 | modify | 18 | 0.10 | 212.803 | 214.203 | 211.503 | ||
| 61 | 2026.03.13 07:00 | sell | 19 | 0.10 | 212.280 | 0.000 | 0.000 | ||
| 62 | 2026.03.13 07:00 | modify | 19 | 0.10 | 212.280 | 212.673 | 211.503 | ||
| 63 | 2026.03.13 07:00 | modify | 18 | 0.10 | 212.803 | 212.673 | 211.503 | ||
| 64 | 2026.03.13 09:00 | t/p | 18 | 0.10 | 211.503 | 212.673 | 211.503 | 76.29 | 1564.12 |
| 65 | 2026.03.13 09:00 | t/p | 19 | 0.10 | 211.503 | 212.673 | 211.503 | 49.55 | 1613.67 |
| 66 | 2026.03.20 04:00 | sell | 20 | 0.10 | 212.295 | 0.000 | 0.000 | ||
| 67 | 2026.03.20 04:00 | modify | 20 | 0.10 | 212.295 | 213.695 | 210.995 | ||
| 68 | 2026.03.20 15:00 | sell | 21 | 0.10 | 211.762 | 0.000 | 0.000 | ||
| 69 | 2026.03.20 15:00 | modify | 21 | 0.10 | 211.762 | 212.165 | 210.995 | ||
| 70 | 2026.03.20 15:00 | modify | 20 | 0.10 | 212.295 | 212.165 | 210.995 | ||
| 71 | 2026.03.20 16:00 | s/l | 20 | 0.10 | 212.165 | 212.165 | 210.995 | 8.29 | 1621.96 |
| 72 | 2026.03.20 16:00 | s/l | 21 | 0.10 | 212.165 | 212.165 | 210.995 | -25.70 | 1596.26 |
| 73 | 2026.03.30 02:00 | buy | 22 | 0.10 | 211.946 | 0.000 | 0.000 | ||
| 74 | 2026.03.30 02:00 | modify | 22 | 0.10 | 211.946 | 210.546 | 213.246 | ||
| 75 | 2026.03.30 14:00 | s/l | 22 | 0.10 | 210.546 | 210.546 | 213.246 | -89.28 | 1506.98 |
| 76 | 2026.03.31 02:00 | sell | 23 | 0.10 | 211.023 | 0.000 | 0.000 | ||
| 77 | 2026.03.31 02:00 | modify | 23 | 0.10 | 211.023 | 212.423 | 209.723 | ||
| 78 | 2026.03.31 15:00 | t/p | 23 | 0.10 | 209.723 | 212.423 | 209.723 | 82.90 | 1589.88 |