Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 756.21 | Gross profit | 2369.88 | Gross loss | -1613.67 |
| Profit factor | 1.47 | Expected payoff | 20.44 | ||
| Absolute drawdown | 11.70 | Maximal drawdown | 443.80 (23.77%) | Relative drawdown | 25.77% (373.41) |
| Total trades | 37 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 22 (59.46%) | Loss trades (% of total) | 15 (40.54%) | ||
| Largest | profit trade | 149.47 | loss trade | -143.18 | |
| Average | profit trade | 107.72 | loss trade | -107.58 | |
| Maximum | consecutive wins (profit in money) | 6 (664.26) | consecutive losses (loss in money) | 2 (-284.86) | |
| Maximal | consecutive profit (count of wins) | 664.26 (6) | consecutive loss (count of losses) | -284.86 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.06 12:00 | sell | 1 | 0.10 | 1.33697 | 0.00000 | 0.00000 | ||
| 2 | 2025.05.06 12:00 | modify | 1 | 0.10 | 1.33697 | 1.35097 | 1.32197 | ||
| 3 | 2025.05.09 04:00 | t/p | 1 | 0.10 | 1.32197 | 1.35097 | 1.32197 | 148.50 | 1148.50 |
| 4 | 2025.05.12 08:00 | buy | 2 | 0.10 | 1.31716 | 0.00000 | 0.00000 | ||
| 5 | 2025.05.12 08:00 | modify | 2 | 0.10 | 1.31716 | 1.30316 | 1.33216 | ||
| 6 | 2025.05.14 08:00 | t/p | 2 | 0.10 | 1.33216 | 1.30316 | 1.33216 | 149.47 | 1297.97 |
| 7 | 2025.05.21 04:00 | sell | 3 | 0.10 | 1.34301 | 0.00000 | 0.00000 | ||
| 8 | 2025.05.21 04:00 | modify | 3 | 0.10 | 1.34301 | 1.35701 | 1.32801 | ||
| 9 | 2025.05.26 04:00 | s/l | 3 | 0.10 | 1.35701 | 1.35701 | 1.32801 | -141.50 | 1156.47 |
| 10 | 2025.05.26 04:00 | sell | 4 | 0.10 | 1.35785 | 0.00000 | 0.00000 | ||
| 11 | 2025.05.26 04:00 | modify | 4 | 0.10 | 1.35785 | 1.37185 | 1.34285 | ||
| 12 | 2025.05.29 00:00 | t/p | 4 | 0.10 | 1.34285 | 1.37185 | 1.34285 | 148.50 | 1304.97 |
| 13 | 2025.06.02 08:00 | sell | 5 | 0.10 | 1.35479 | 0.00000 | 0.00000 | ||
| 14 | 2025.06.02 08:00 | modify | 5 | 0.10 | 1.35479 | 1.36879 | 1.33979 | ||
| 15 | 2025.06.19 04:00 | t/p | 5 | 0.10 | 1.33979 | 1.36879 | 1.33979 | 144.30 | 1449.27 |
| 16 | 2025.07.02 12:00 | buy | 6 | 0.10 | 1.36651 | 0.00000 | 0.00000 | ||
| 17 | 2025.07.02 12:00 | modify | 6 | 0.10 | 1.36651 | 1.35251 | 1.38151 | ||
| 18 | 2025.07.11 12:00 | s/l | 6 | 0.10 | 1.35251 | 1.35251 | 1.38151 | -142.91 | 1306.36 |
| 19 | 2025.07.11 12:00 | buy | 7 | 0.10 | 1.35059 | 0.00000 | 0.00000 | ||
| 20 | 2025.07.11 12:00 | modify | 7 | 0.10 | 1.35059 | 1.33659 | 1.36559 | ||
| 21 | 2025.07.16 16:00 | s/l | 7 | 0.10 | 1.33659 | 1.33659 | 1.36559 | -140.79 | 1165.56 |
| 22 | 2025.07.21 16:00 | sell | 8 | 0.10 | 1.34954 | 0.00000 | 0.00000 | ||
| 23 | 2025.07.21 16:00 | modify | 8 | 0.10 | 1.34954 | 1.36354 | 1.33454 | ||
| 24 | 2025.07.29 04:00 | t/p | 8 | 0.10 | 1.33454 | 1.36354 | 1.33454 | 147.60 | 1313.16 |
| 25 | 2025.07.30 16:00 | buy | 9 | 0.10 | 1.32753 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.30 16:00 | modify | 9 | 0.10 | 1.32753 | 1.31353 | 1.34253 | ||
| 27 | 2025.08.07 12:00 | t/p | 9 | 0.10 | 1.34253 | 1.31353 | 1.34253 | 147.35 | 1460.51 |
| 28 | 2025.08.07 12:00 | sell | 10 | 0.10 | 1.34127 | 0.00000 | 0.00000 | ||
| 29 | 2025.08.07 12:00 | modify | 10 | 0.10 | 1.34127 | 1.35527 | 1.32627 | ||
| 30 | 2025.08.13 12:00 | s/l | 10 | 0.10 | 1.35527 | 1.35527 | 1.32627 | -141.20 | 1319.31 |
| 31 | 2025.08.22 16:00 | sell | 11 | 0.10 | 1.35253 | 0.00000 | 0.00000 | ||
| 32 | 2025.08.22 16:00 | modify | 11 | 0.10 | 1.35253 | 1.36653 | 1.33753 | ||
| 33 | 2025.09.02 12:00 | t/p | 11 | 0.10 | 1.33753 | 1.36653 | 1.33753 | 147.30 | 1466.61 |
| 34 | 2025.09.05 16:00 | sell | 12 | 0.10 | 1.35408 | 0.00000 | 0.00000 | ||
| 35 | 2025.09.05 16:00 | modify | 12 | 0.10 | 1.35408 | 1.36808 | 1.33908 | ||
| 36 | 2025.09.17 20:00 | s/l | 12 | 0.10 | 1.36808 | 1.36808 | 1.33908 | -143.00 | 1323.61 |
| 37 | 2025.09.18 16:00 | buy | 13 | 0.10 | 1.35507 | 0.00000 | 0.00000 | ||
| 38 | 2025.09.18 16:00 | modify | 13 | 0.10 | 1.35507 | 1.34107 | 1.37007 | ||
| 39 | 2025.09.25 16:00 | s/l | 13 | 0.10 | 1.34107 | 1.34107 | 1.37007 | -141.85 | 1181.75 |
| 40 | 2025.09.25 16:00 | buy | 14 | 0.10 | 1.33510 | 0.00000 | 0.00000 | ||
| 41 | 2025.09.25 16:00 | modify | 14 | 0.10 | 1.33510 | 1.32110 | 1.35010 | ||
| 42 | 2025.09.29 04:00 | buy | 15 | 0.10 | 1.34348 | 0.00000 | 0.00000 | ||
| 43 | 2025.09.29 04:00 | modify | 15 | 0.10 | 1.34348 | 1.34035 | 1.35010 | ||
| 44 | 2025.09.29 04:00 | buy | 16 | 0.10 | 1.34348 | 0.00000 | 0.00000 | ||
| 45 | 2025.09.29 04:00 | modify | 16 | 0.10 | 1.34348 | 1.34035 | 1.35010 | ||
| 46 | 2025.09.29 04:00 | modify | 14 | 0.10 | 1.33510 | 1.34035 | 1.35010 | ||
| 47 | 2025.10.01 16:00 | t/p | 14 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 148.94 | 1330.69 |
| 48 | 2025.10.01 16:00 | t/p | 15 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 65.67 | 1396.36 |
| 49 | 2025.10.01 16:00 | t/p | 16 | 0.10 | 1.35010 | 1.34035 | 1.35010 | 65.67 | 1462.03 |
| 50 | 2025.10.14 08:00 | buy | 17 | 0.10 | 1.32595 | 0.00000 | 0.00000 | ||
| 51 | 2025.10.14 08:00 | modify | 17 | 0.10 | 1.32595 | 1.31195 | 1.34095 | ||
| 52 | 2025.10.14 16:00 | buy | 18 | 0.10 | 1.33204 | 0.00000 | 0.00000 | ||
| 53 | 2025.10.14 16:00 | modify | 18 | 0.10 | 1.33204 | 1.32820 | 1.34095 | ||
| 54 | 2025.10.14 16:00 | modify | 17 | 0.10 | 1.32595 | 1.32820 | 1.34095 | ||
| 55 | 2025.10.16 04:00 | t/p | 17 | 0.10 | 1.34095 | 1.32820 | 1.34095 | 148.94 | 1610.97 |
| 56 | 2025.10.16 04:00 | t/p | 18 | 0.10 | 1.34095 | 1.32820 | 1.34095 | 88.04 | 1699.01 |
| 57 | 2025.10.16 04:00 | sell | 19 | 0.10 | 1.34217 | 0.00000 | 0.00000 | ||
| 58 | 2025.10.16 04:00 | modify | 19 | 0.10 | 1.34217 | 1.35617 | 1.32717 | ||
| 59 | 2025.10.28 16:00 | t/p | 19 | 0.10 | 1.32717 | 1.35617 | 1.32717 | 147.00 | 1846.01 |
| 60 | 2025.10.29 04:00 | buy | 20 | 0.10 | 1.32549 | 0.00000 | 0.00000 | ||
| 61 | 2025.10.29 04:00 | modify | 20 | 0.10 | 1.32549 | 1.31149 | 1.34049 | ||
| 62 | 2025.10.31 12:00 | s/l | 20 | 0.10 | 1.31149 | 1.31149 | 1.34049 | -141.06 | 1704.95 |
| 63 | 2025.11.04 12:00 | buy | 21 | 0.10 | 1.30615 | 0.00000 | 0.00000 | ||
| 64 | 2025.11.04 12:00 | modify | 21 | 0.10 | 1.30615 | 1.29215 | 1.32115 | ||
| 65 | 2025.11.13 20:00 | t/p | 21 | 0.10 | 1.32115 | 1.29215 | 1.32115 | 147.09 | 1852.04 |
| 66 | 2025.11.25 16:00 | sell | 22 | 0.10 | 1.31765 | 0.00000 | 0.00000 | ||
| 67 | 2025.11.25 16:00 | modify | 22 | 0.10 | 1.31765 | 1.33165 | 1.30265 | ||
| 68 | 2025.12.03 16:00 | s/l | 22 | 0.10 | 1.33165 | 1.33165 | 1.30265 | -142.40 | 1709.64 |
| 69 | 2025.12.04 16:00 | sell | 23 | 0.10 | 1.33725 | 0.00000 | 0.00000 | ||
| 70 | 2025.12.04 16:00 | modify | 23 | 0.10 | 1.33725 | 1.35125 | 1.32225 | ||
| 71 | 2025.12.08 16:00 | sell | 24 | 0.10 | 1.33120 | 0.00000 | 0.00000 | ||
| 72 | 2025.12.08 16:00 | modify | 24 | 0.10 | 1.33120 | 1.33500 | 1.32225 | ||
| 73 | 2025.12.08 16:00 | modify | 23 | 0.10 | 1.33725 | 1.33500 | 1.32225 | ||
| 74 | 2025.12.09 12:00 | s/l | 23 | 0.10 | 1.33500 | 1.33500 | 1.32225 | 21.60 | 1731.24 |
| 75 | 2025.12.09 12:00 | s/l | 24 | 0.10 | 1.33500 | 1.33500 | 1.32225 | -38.30 | 1692.94 |
| 76 | 2025.12.11 16:00 | sell | 25 | 0.10 | 1.34341 | 0.00000 | 0.00000 | ||
| 77 | 2025.12.11 16:00 | modify | 25 | 0.10 | 1.34341 | 1.35741 | 1.32841 | ||
| 78 | 2025.12.15 20:00 | sell | 26 | 0.10 | 1.33724 | 0.00000 | 0.00000 | ||
| 79 | 2025.12.15 20:00 | modify | 26 | 0.10 | 1.33724 | 1.34116 | 1.32841 | ||
| 80 | 2025.12.15 20:00 | modify | 25 | 0.10 | 1.34341 | 1.34116 | 1.32841 | ||
| 81 | 2025.12.16 12:00 | s/l | 25 | 0.10 | 1.34116 | 1.34116 | 1.32841 | 21.60 | 1714.54 |
| 82 | 2025.12.16 12:00 | s/l | 26 | 0.10 | 1.34116 | 1.34116 | 1.32841 | -39.50 | 1675.04 |
| 83 | 2025.12.22 12:00 | sell | 27 | 0.10 | 1.34383 | 0.00000 | 0.00000 | ||
| 84 | 2025.12.22 12:00 | modify | 27 | 0.10 | 1.34383 | 1.35783 | 1.32883 | ||
| 85 | 2026.01.16 16:00 | sell | 28 | 0.10 | 1.33778 | 0.00000 | 0.00000 | ||
| 86 | 2026.01.16 16:00 | modify | 28 | 0.10 | 1.33778 | 1.34158 | 1.32883 | ||
| 87 | 2026.01.16 16:00 | modify | 27 | 0.10 | 1.34383 | 1.34158 | 1.32883 | ||
| 88 | 2026.01.19 12:00 | s/l | 27 | 0.10 | 1.34158 | 1.34158 | 1.32883 | 14.10 | 1689.14 |
| 89 | 2026.01.19 12:00 | s/l | 28 | 0.10 | 1.34158 | 1.34158 | 1.32883 | -38.30 | 1650.84 |
| 90 | 2026.01.20 08:00 | sell | 29 | 0.10 | 1.34748 | 0.00000 | 0.00000 | ||
| 91 | 2026.01.20 08:00 | modify | 29 | 0.10 | 1.34748 | 1.36148 | 1.33248 | ||
| 92 | 2026.01.23 20:00 | s/l | 29 | 0.10 | 1.36148 | 1.36148 | 1.33248 | -141.50 | 1509.34 |
| 93 | 2026.01.27 16:00 | sell | 30 | 0.10 | 1.37512 | 0.00000 | 0.00000 | ||
| 94 | 2026.01.27 16:00 | modify | 30 | 0.10 | 1.37512 | 1.38912 | 1.36012 | ||
| 95 | 2026.02.05 12:00 | t/p | 30 | 0.10 | 1.36012 | 1.38912 | 1.36012 | 146.70 | 1656.04 |
| 96 | 2026.02.09 16:00 | sell | 31 | 0.10 | 1.36779 | 0.00000 | 0.00000 | ||
| 97 | 2026.02.09 16:00 | modify | 31 | 0.10 | 1.36779 | 1.38179 | 1.35279 | ||
| 98 | 2026.02.13 00:00 | sell | 32 | 0.10 | 1.36179 | 0.00000 | 0.00000 | ||
| 99 | 2026.02.13 00:00 | modify | 32 | 0.10 | 1.36179 | 1.36554 | 1.35279 | ||
| 100 | 2026.02.13 00:00 | modify | 31 | 0.10 | 1.36779 | 1.36554 | 1.35279 | ||
| 101 | 2026.02.13 20:00 | s/l | 31 | 0.10 | 1.36554 | 1.36554 | 1.35279 | 20.70 | 1676.74 |
| 102 | 2026.02.13 20:00 | s/l | 32 | 0.10 | 1.36554 | 1.36554 | 1.35279 | -37.50 | 1639.24 |
| 103 | 2026.02.17 08:00 | buy | 33 | 0.10 | 1.35656 | 0.00000 | 0.00000 | ||
| 104 | 2026.02.17 08:00 | modify | 33 | 0.10 | 1.35656 | 1.34256 | 1.37156 | ||
| 105 | 2026.03.01 20:00 | s/l | 33 | 0.10 | 1.34256 | 1.34256 | 1.37156 | -143.18 | 1496.06 |
| 106 | 2026.03.13 08:00 | buy | 34 | 0.10 | 1.32826 | 0.00000 | 0.00000 | ||
| 107 | 2026.03.13 08:00 | modify | 34 | 0.10 | 1.32826 | 1.31426 | 1.34326 | ||
| 108 | 2026.03.17 16:00 | buy | 35 | 0.10 | 1.33455 | 0.00000 | 0.00000 | ||
| 109 | 2026.03.17 16:00 | modify | 35 | 0.10 | 1.33455 | 1.33051 | 1.34326 | ||
| 110 | 2026.03.17 16:00 | modify | 34 | 0.10 | 1.32826 | 1.33051 | 1.34326 | ||
| 111 | 2026.03.18 16:00 | s/l | 34 | 0.10 | 1.33051 | 1.33051 | 1.34326 | 21.70 | 1517.76 |
| 112 | 2026.03.18 16:00 | s/l | 35 | 0.10 | 1.33051 | 1.33051 | 1.34326 | -40.66 | 1477.10 |
| 113 | 2026.03.30 16:00 | buy | 36 | 0.10 | 1.31922 | 0.00000 | 0.00000 | ||
| 114 | 2026.03.30 16:00 | modify | 36 | 0.10 | 1.31922 | 1.30522 | 1.33422 | ||
| 115 | 2026.04.01 20:00 | t/p | 36 | 0.10 | 1.33422 | 1.30522 | 1.33422 | 149.47 | 1626.57 |
| 116 | 2026.04.28 12:00 | buy | 37 | 0.10 | 1.34714 | 0.00000 | 0.00000 | ||
| 117 | 2026.04.28 12:00 | modify | 37 | 0.10 | 1.34714 | 1.33314 | 1.36214 | ||
| 118 | 2026.04.30 23:59 | close at stop | 37 | 0.10 | 1.36021 | 1.33314 | 1.36214 | 129.64 | 1756.21 |