Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 1914 | Ticks modelled | 20338424 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 626.63 | Gross profit | 1013.46 | Gross loss | -386.83 |
| Profit factor | 2.62 | Expected payoff | 22.38 | ||
| Absolute drawdown | 24.00 | Maximal drawdown | 280.01 (20.91%) | Relative drawdown | 20.91% (280.01) |
| Total trades | 28 | Short positions (won %) | 26 (57.69%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
| Largest | profit trade | 144.81 | loss trade | -99.43 | |
| Average | profit trade | 63.34 | loss trade | -32.24 | |
| Maximum | consecutive wins (profit in money) | 5 (414.00) | consecutive losses (loss in money) | 3 (-139.17) | |
| Maximal | consecutive profit (count of wins) | 414.00 (5) | consecutive loss (count of losses) | -139.17 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.11 08:00 | sell | 1 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.11 08:00 | modify | 1 | 0.10 | 1.09790 | 1.10790 | 1.08390 | ||
| 3 | 2024.01.16 00:47 | sell | 2 | 0.10 | 1.09299 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.16 00:47 | modify | 2 | 0.10 | 1.09299 | 1.09510 | 1.08390 | ||
| 5 | 2024.01.16 00:47 | modify | 1 | 0.10 | 1.09790 | 1.09510 | 1.08390 | ||
| 6 | 2024.01.16 07:20 | sell | 3 | 0.10 | 1.09090 | 0.00000 | 0.00000 | ||
| 7 | 2024.01.16 07:20 | modify | 3 | 0.10 | 1.09090 | 1.09370 | 1.08390 | ||
| 8 | 2024.01.16 07:20 | sell | 4 | 0.10 | 1.09090 | 0.00000 | 0.00000 | ||
| 9 | 2024.01.16 07:20 | modify | 4 | 0.10 | 1.09090 | 1.09300 | 1.08390 | ||
| 10 | 2024.01.16 07:20 | modify | 2 | 0.10 | 1.09299 | 1.09300 | 1.08390 | ||
| 11 | 2024.01.16 07:20 | modify | 1 | 0.10 | 1.09790 | 1.09300 | 1.08390 | ||
| 12 | 2024.01.16 07:20 | modify | 3 | 0.10 | 1.09090 | 1.09300 | 1.08390 | ||
| 13 | 2024.01.23 15:25 | t/p | 1 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 142.83 | 1142.83 |
| 14 | 2024.01.23 15:25 | t/p | 2 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 92.88 | 1235.71 |
| 15 | 2024.01.23 15:25 | t/p | 3 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 71.98 | 1307.69 |
| 16 | 2024.01.23 15:25 | t/p | 4 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 71.98 | 1379.67 |
| 17 | 2024.02.26 16:00 | sell | 5 | 0.10 | 1.08509 | 0.00000 | 0.00000 | ||
| 18 | 2024.02.26 16:00 | modify | 5 | 0.10 | 1.08509 | 1.09509 | 1.07109 | ||
| 19 | 2024.02.28 09:19 | sell | 6 | 0.10 | 1.08016 | 0.00000 | 0.00000 | ||
| 20 | 2024.02.28 09:19 | modify | 6 | 0.10 | 1.08016 | 1.08229 | 1.07109 | ||
| 21 | 2024.02.28 09:19 | modify | 5 | 0.10 | 1.08509 | 1.08229 | 1.07109 | ||
| 22 | 2024.02.28 12:13 | s/l | 5 | 0.10 | 1.08229 | 1.08229 | 1.07109 | 28.57 | 1408.24 |
| 23 | 2024.02.28 12:13 | s/l | 6 | 0.10 | 1.08229 | 1.08229 | 1.07109 | -21.30 | 1386.94 |
| 24 | 2024.04.04 12:00 | sell | 7 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 25 | 2024.04.04 12:00 | modify | 7 | 0.10 | 1.08529 | 1.09529 | 1.07129 | ||
| 26 | 2024.04.05 12:33 | sell | 8 | 0.10 | 1.08031 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.05 12:33 | modify | 8 | 0.10 | 1.08031 | 1.08249 | 1.07129 | ||
| 28 | 2024.04.05 12:33 | modify | 7 | 0.10 | 1.08529 | 1.08249 | 1.07129 | ||
| 29 | 2024.04.05 14:33 | s/l | 7 | 0.10 | 1.08249 | 1.08249 | 1.07129 | 28.28 | 1415.22 |
| 30 | 2024.04.05 14:33 | s/l | 8 | 0.10 | 1.08249 | 1.08249 | 1.07129 | -21.80 | 1393.42 |
| 31 | 2024.04.25 12:00 | sell | 9 | 0.10 | 1.07201 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.25 12:00 | modify | 9 | 0.10 | 1.07201 | 1.08201 | 1.05801 | ||
| 33 | 2024.04.30 20:17 | sell | 10 | 0.10 | 1.06711 | 0.00000 | 0.00000 | ||
| 34 | 2024.04.30 20:17 | modify | 10 | 0.10 | 1.06711 | 1.06921 | 1.05801 | ||
| 35 | 2024.04.30 20:17 | modify | 9 | 0.10 | 1.07201 | 1.06921 | 1.05801 | ||
| 36 | 2024.05.01 06:53 | sell | 11 | 0.10 | 1.06501 | 0.00000 | 0.00000 | ||
| 37 | 2024.05.01 06:53 | modify | 11 | 0.10 | 1.06501 | 1.06781 | 1.05801 | ||
| 38 | 2024.05.01 06:53 | sell | 12 | 0.10 | 1.06501 | 0.00000 | 0.00000 | ||
| 39 | 2024.05.01 06:53 | modify | 12 | 0.10 | 1.06501 | 1.06711 | 1.05801 | ||
| 40 | 2024.05.01 06:53 | modify | 10 | 0.10 | 1.06711 | 1.06711 | 1.05801 | ||
| 41 | 2024.05.01 06:53 | modify | 9 | 0.10 | 1.07201 | 1.06711 | 1.05801 | ||
| 42 | 2024.05.01 06:53 | modify | 11 | 0.10 | 1.06501 | 1.06711 | 1.05801 | ||
| 43 | 2024.05.01 08:32 | s/l | 9 | 0.10 | 1.06711 | 1.06711 | 1.05801 | 50.13 | 1443.55 |
| 44 | 2024.05.01 08:32 | s/l | 10 | 0.10 | 1.06711 | 1.06711 | 1.05801 | 0.28 | 1443.84 |
| 45 | 2024.05.01 08:32 | s/l | 11 | 0.10 | 1.06711 | 1.06711 | 1.05801 | -21.00 | 1422.84 |
| 46 | 2024.05.01 08:32 | s/l | 12 | 0.10 | 1.06711 | 1.06711 | 1.05801 | -21.00 | 1401.84 |
| 47 | 2024.05.03 08:00 | sell | 13 | 0.10 | 1.07344 | 0.00000 | 0.00000 | ||
| 48 | 2024.05.03 08:00 | modify | 13 | 0.10 | 1.07344 | 1.08344 | 1.05944 | ||
| 49 | 2024.05.15 07:01 | s/l | 13 | 0.10 | 1.08344 | 1.08344 | 1.05944 | -97.17 | 1304.67 |
| 50 | 2024.05.15 08:00 | sell | 14 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 51 | 2024.05.15 08:00 | modify | 14 | 0.10 | 1.08258 | 1.09258 | 1.06858 | ||
| 52 | 2024.06.09 21:00 | sell | 15 | 0.10 | 1.07754 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.09 21:00 | modify | 15 | 0.10 | 1.07754 | 1.07978 | 1.06858 | ||
| 54 | 2024.06.09 21:00 | modify | 14 | 0.10 | 1.08258 | 1.07978 | 1.06858 | ||
| 55 | 2024.06.10 03:58 | sell | 16 | 0.10 | 1.07558 | 0.00000 | 0.00000 | ||
| 56 | 2024.06.10 03:58 | modify | 16 | 0.10 | 1.07558 | 1.07838 | 1.06858 | ||
| 57 | 2024.06.10 03:58 | sell | 17 | 0.10 | 1.07558 | 0.00000 | 0.00000 | ||
| 58 | 2024.06.10 03:58 | modify | 17 | 0.10 | 1.07558 | 1.07768 | 1.06858 | ||
| 59 | 2024.06.10 03:58 | modify | 15 | 0.10 | 1.07754 | 1.07768 | 1.06858 | ||
| 60 | 2024.06.10 03:58 | modify | 14 | 0.10 | 1.08258 | 1.07768 | 1.06858 | ||
| 61 | 2024.06.10 03:58 | modify | 16 | 0.10 | 1.07558 | 1.07768 | 1.06858 | ||
| 62 | 2024.06.12 12:30 | s/l | 14 | 0.10 | 1.07768 | 1.07768 | 1.06858 | 56.92 | 1361.59 |
| 63 | 2024.06.12 12:30 | s/l | 15 | 0.10 | 1.07768 | 1.07768 | 1.06858 | -0.55 | 1361.04 |
| 64 | 2024.06.12 12:30 | s/l | 16 | 0.10 | 1.07768 | 1.07768 | 1.06858 | -20.43 | 1340.61 |
| 65 | 2024.06.12 12:30 | s/l | 17 | 0.10 | 1.07768 | 1.07768 | 1.06858 | -20.43 | 1320.17 |
| 66 | 2024.06.14 16:00 | buy | 18 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 67 | 2024.06.14 16:00 | modify | 18 | 0.10 | 1.07016 | 1.06016 | 1.08416 | ||
| 68 | 2024.06.18 13:52 | buy | 19 | 0.10 | 1.07506 | 0.00000 | 0.00000 | ||
| 69 | 2024.06.18 13:52 | modify | 19 | 0.10 | 1.07506 | 1.07296 | 1.08416 | ||
| 70 | 2024.06.18 13:52 | modify | 18 | 0.10 | 1.07016 | 1.07296 | 1.08416 | ||
| 71 | 2024.06.19 06:47 | s/l | 18 | 0.10 | 1.07296 | 1.07296 | 1.08416 | 26.18 | 1346.36 |
| 72 | 2024.06.19 06:47 | s/l | 19 | 0.10 | 1.07296 | 1.07296 | 1.08416 | -21.61 | 1324.75 |
| 73 | 2024.07.17 16:00 | sell | 20 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 74 | 2024.07.17 16:00 | modify | 20 | 0.10 | 1.09323 | 1.10323 | 1.07923 | ||
| 75 | 2024.07.19 06:51 | sell | 21 | 0.10 | 1.08833 | 0.00000 | 0.00000 | ||
| 76 | 2024.07.19 06:51 | modify | 21 | 0.10 | 1.08833 | 1.09043 | 1.07923 | ||
| 77 | 2024.07.19 06:51 | modify | 20 | 0.10 | 1.09323 | 1.09043 | 1.07923 | ||
| 78 | 2024.07.23 10:08 | sell | 22 | 0.10 | 1.08623 | 0.00000 | 0.00000 | ||
| 79 | 2024.07.23 10:08 | modify | 22 | 0.10 | 1.08623 | 1.08903 | 1.07923 | ||
| 80 | 2024.07.23 10:08 | sell | 23 | 0.10 | 1.08623 | 0.00000 | 0.00000 | ||
| 81 | 2024.07.23 10:08 | modify | 23 | 0.10 | 1.08623 | 1.08833 | 1.07923 | ||
| 82 | 2024.07.23 10:08 | modify | 21 | 0.10 | 1.08833 | 1.08833 | 1.07923 | ||
| 83 | 2024.07.23 10:08 | modify | 20 | 0.10 | 1.09323 | 1.08833 | 1.07923 | ||
| 84 | 2024.07.23 10:08 | modify | 22 | 0.10 | 1.08623 | 1.08833 | 1.07923 | ||
| 85 | 2024.08.01 08:10 | t/p | 20 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 144.81 | 1469.56 |
| 86 | 2024.08.01 08:10 | t/p | 21 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 94.68 | 1564.24 |
| 87 | 2024.08.01 08:10 | t/p | 22 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 73.11 | 1637.36 |
| 88 | 2024.08.01 08:10 | t/p | 23 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 73.11 | 1710.47 |
| 89 | 2024.08.05 16:00 | sell | 24 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 90 | 2024.08.05 16:00 | modify | 24 | 0.10 | 1.09561 | 1.10561 | 1.08161 | ||
| 91 | 2024.08.06 10:31 | sell | 25 | 0.10 | 1.09070 | 0.00000 | 0.00000 | ||
| 92 | 2024.08.06 10:31 | modify | 25 | 0.10 | 1.09070 | 1.09281 | 1.08161 | ||
| 93 | 2024.08.06 10:31 | modify | 24 | 0.10 | 1.09561 | 1.09281 | 1.08161 | ||
| 94 | 2024.08.06 14:13 | s/l | 24 | 0.10 | 1.09281 | 1.09281 | 1.08161 | 28.28 | 1738.75 |
| 95 | 2024.08.06 14:13 | s/l | 25 | 0.10 | 1.09281 | 1.09281 | 1.08161 | -21.10 | 1717.65 |
| 96 | 2024.08.19 12:00 | sell | 26 | 0.10 | 1.10424 | 0.00000 | 0.00000 | ||
| 97 | 2024.08.19 12:00 | modify | 26 | 0.10 | 1.10424 | 1.11424 | 1.09024 | ||
| 98 | 2024.08.21 15:26 | s/l | 26 | 0.10 | 1.11424 | 1.11424 | 1.09024 | -99.43 | 1618.22 |
| 99 | 2024.09.16 16:00 | sell | 27 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 100 | 2024.09.16 16:00 | modify | 27 | 0.10 | 1.11226 | 1.12226 | 1.09826 | ||
| 101 | 2024.09.19 01:33 | sell | 28 | 0.10 | 1.10736 | 0.00000 | 0.00000 | ||
| 102 | 2024.09.19 01:33 | modify | 28 | 0.10 | 1.10736 | 1.10946 | 1.09826 | ||
| 103 | 2024.09.19 01:33 | modify | 27 | 0.10 | 1.11226 | 1.10946 | 1.09826 | ||
| 104 | 2024.09.19 02:11 | s/l | 27 | 0.10 | 1.10946 | 1.10946 | 1.09826 | 29.41 | 1647.63 |
| 105 | 2024.09.19 02:11 | s/l | 28 | 0.10 | 1.10946 | 1.10946 | 1.09826 | -21.00 | 1626.63 |