Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| 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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=18; 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 | 2608 | Ticks modelled | 78198 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1140.77 | Gross profit | 1240.49 | Gross loss | -99.72 |
| Profit factor | 12.44 | Expected payoff | 63.38 | ||
| Absolute drawdown | 61.70 | Maximal drawdown | 289.60 (13.55%) | Relative drawdown | 14.96% (173.83) |
| Total trades | 18 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 16 (88.89%) | Loss trades (% of total) | 2 (11.11%) | ||
| Largest | profit trade | 133.65 | loss trade | -50.00 | |
| Average | profit trade | 77.53 | loss trade | -49.86 | |
| Maximum | consecutive wins (profit in money) | 12 (916.48) | consecutive losses (loss in money) | 1 (-50.00) | |
| Maximal | consecutive profit (count of wins) | 916.48 (12) | consecutive loss (count of losses) | -50.00 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 08:00 | sell | 1 | 0.10 | 1.07344 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.03 08:00 | modify | 1 | 0.10 | 1.07344 | 1.07844 | 1.06044 | ||
| 3 | 2024.05.03 12:30 | s/l | 1 | 0.10 | 1.07844 | 1.07844 | 1.06044 | -50.00 | 950.00 |
| 4 | 2024.07.17 16:00 | sell | 2 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 5 | 2024.07.17 16:00 | modify | 2 | 0.10 | 1.09323 | 1.09823 | 1.08023 | ||
| 6 | 2024.07.19 00:40 | sell | 3 | 0.10 | 1.08908 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.19 00:40 | modify | 3 | 0.10 | 1.08908 | 1.09193 | 1.08023 | ||
| 8 | 2024.07.19 00:40 | modify | 2 | 0.10 | 1.09323 | 1.09193 | 1.08023 | ||
| 9 | 2024.07.23 13:10 | sell | 4 | 0.10 | 1.08542 | 0.00000 | 0.00000 | ||
| 10 | 2024.07.23 13:10 | modify | 4 | 0.10 | 1.08542 | 1.08998 | 1.08023 | ||
| 11 | 2024.07.23 13:10 | modify | 3 | 0.10 | 1.08908 | 1.08998 | 1.08023 | ||
| 12 | 2024.07.23 13:10 | modify | 2 | 0.10 | 1.09323 | 1.08998 | 1.08023 | ||
| 13 | 2024.07.23 13:40 | sell | 5 | 0.10 | 1.08458 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.23 13:40 | modify | 5 | 0.10 | 1.08458 | 1.08868 | 1.08023 | ||
| 15 | 2024.07.23 13:40 | modify | 4 | 0.10 | 1.08542 | 1.08868 | 1.08023 | ||
| 16 | 2024.07.23 13:40 | modify | 3 | 0.10 | 1.08908 | 1.08868 | 1.08023 | ||
| 17 | 2024.07.23 13:40 | modify | 2 | 0.10 | 1.09323 | 1.08868 | 1.08023 | ||
| 18 | 2024.07.30 14:33 | t/p | 2 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 133.65 | 1083.65 |
| 19 | 2024.07.30 14:33 | t/p | 3 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 91.03 | 1174.67 |
| 20 | 2024.07.30 14:33 | t/p | 4 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 53.86 | 1228.54 |
| 21 | 2024.07.30 14:33 | t/p | 5 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 45.46 | 1274.00 |
| 22 | 2024.08.19 12:00 | sell | 6 | 0.10 | 1.10424 | 0.00000 | 0.00000 | ||
| 23 | 2024.08.19 12:00 | modify | 6 | 0.10 | 1.10424 | 1.10924 | 1.09124 | ||
| 24 | 2024.08.20 12:30 | s/l | 6 | 0.10 | 1.10924 | 1.10924 | 1.09124 | -49.72 | 1224.28 |
| 25 | 2024.09.10 04:00 | buy | 7 | 0.10 | 1.10414 | 0.00000 | 0.00000 | ||
| 26 | 2024.09.10 04:00 | modify | 7 | 0.10 | 1.10414 | 1.09914 | 1.11714 | ||
| 27 | 2024.09.12 23:40 | buy | 8 | 0.10 | 1.10821 | 0.00000 | 0.00000 | ||
| 28 | 2024.09.12 23:40 | modify | 8 | 0.10 | 1.10821 | 1.10544 | 1.11714 | ||
| 29 | 2024.09.12 23:40 | modify | 7 | 0.10 | 1.10414 | 1.10544 | 1.11714 | ||
| 30 | 2024.09.16 07:30 | buy | 9 | 0.10 | 1.11199 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.16 07:30 | modify | 9 | 0.10 | 1.11199 | 1.10739 | 1.11714 | ||
| 32 | 2024.09.16 07:30 | modify | 8 | 0.10 | 1.10821 | 1.10739 | 1.11714 | ||
| 33 | 2024.09.16 07:30 | modify | 7 | 0.10 | 1.10414 | 1.10739 | 1.11714 | ||
| 34 | 2024.09.16 09:35 | buy | 10 | 0.10 | 1.11262 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.16 09:35 | modify | 10 | 0.10 | 1.11262 | 1.10869 | 1.11714 | ||
| 36 | 2024.09.16 09:35 | modify | 9 | 0.10 | 1.11199 | 1.10869 | 1.11714 | ||
| 37 | 2024.09.16 09:35 | modify | 8 | 0.10 | 1.10821 | 1.10869 | 1.11714 | ||
| 38 | 2024.09.16 09:35 | modify | 7 | 0.10 | 1.10414 | 1.10869 | 1.11714 | ||
| 39 | 2024.09.18 18:40 | t/p | 7 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 123.93 | 1348.21 |
| 40 | 2024.09.18 18:40 | t/p | 8 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 86.26 | 1434.47 |
| 41 | 2024.09.18 18:40 | t/p | 9 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 49.98 | 1484.45 |
| 42 | 2024.09.18 18:40 | t/p | 10 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 43.68 | 1528.13 |
| 43 | 2025.01.13 16:00 | buy | 11 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.13 16:00 | modify | 11 | 0.10 | 1.01999 | 1.01499 | 1.03299 | ||
| 45 | 2025.01.13 21:30 | buy | 12 | 0.10 | 1.02413 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.13 21:30 | modify | 12 | 0.10 | 1.02413 | 1.02129 | 1.03299 | ||
| 47 | 2025.01.13 21:30 | modify | 11 | 0.10 | 1.01999 | 1.02129 | 1.03299 | ||
| 48 | 2025.01.13 23:40 | buy | 13 | 0.10 | 1.02804 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.13 23:40 | modify | 13 | 0.10 | 1.02804 | 1.02324 | 1.03299 | ||
| 50 | 2025.01.13 23:40 | modify | 12 | 0.10 | 1.02413 | 1.02324 | 1.03299 | ||
| 51 | 2025.01.13 23:40 | modify | 11 | 0.10 | 1.01999 | 1.02324 | 1.03299 | ||
| 52 | 2025.01.14 17:53 | buy | 14 | 0.10 | 1.02865 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.14 17:53 | modify | 14 | 0.10 | 1.02865 | 1.02454 | 1.03299 | ||
| 54 | 2025.01.14 17:53 | modify | 13 | 0.10 | 1.02804 | 1.02454 | 1.03299 | ||
| 55 | 2025.01.14 17:53 | modify | 12 | 0.10 | 1.02413 | 1.02454 | 1.03299 | ||
| 56 | 2025.01.14 17:53 | modify | 11 | 0.10 | 1.01999 | 1.02454 | 1.03299 | ||
| 57 | 2025.01.15 13:30 | t/p | 11 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 128.48 | 1656.61 |
| 58 | 2025.01.15 13:30 | t/p | 12 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 87.08 | 1743.70 |
| 59 | 2025.01.15 13:30 | t/p | 13 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 47.98 | 1791.68 |
| 60 | 2025.01.15 13:30 | t/p | 14 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 42.64 | 1834.32 |
| 61 | 2025.02.10 08:00 | buy | 15 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 62 | 2025.02.10 08:00 | modify | 15 | 0.10 | 1.03159 | 1.02659 | 1.04459 | ||
| 63 | 2025.02.12 14:40 | buy | 16 | 0.10 | 1.03564 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.12 14:40 | modify | 16 | 0.10 | 1.03564 | 1.03289 | 1.04459 | ||
| 65 | 2025.02.12 14:40 | modify | 15 | 0.10 | 1.03159 | 1.03289 | 1.04459 | ||
| 66 | 2025.02.12 16:50 | buy | 17 | 0.10 | 1.03943 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.12 16:50 | modify | 17 | 0.10 | 1.03943 | 1.03484 | 1.04459 | ||
| 68 | 2025.02.12 16:50 | modify | 16 | 0.10 | 1.03564 | 1.03484 | 1.04459 | ||
| 69 | 2025.02.12 16:50 | modify | 15 | 0.10 | 1.03159 | 1.03484 | 1.04459 | ||
| 70 | 2025.02.13 00:05 | buy | 18 | 0.10 | 1.04022 | 0.00000 | 0.00000 | ||
| 71 | 2025.02.13 00:05 | modify | 18 | 0.10 | 1.04022 | 1.03614 | 1.04459 | ||
| 72 | 2025.02.13 00:05 | modify | 17 | 0.10 | 1.03943 | 1.03614 | 1.04459 | ||
| 73 | 2025.02.13 00:05 | modify | 16 | 0.10 | 1.03564 | 1.03614 | 1.04459 | ||
| 74 | 2025.02.13 00:05 | modify | 15 | 0.10 | 1.03159 | 1.03614 | 1.04459 | ||
| 75 | 2025.02.13 20:20 | t/p | 15 | 0.10 | 1.04459 | 1.03614 | 1.04459 | 126.20 | 1960.52 |
| 76 | 2025.02.13 20:20 | t/p | 16 | 0.10 | 1.04459 | 1.03614 | 1.04459 | 87.22 | 2047.74 |
| 77 | 2025.02.13 20:20 | t/p | 17 | 0.10 | 1.04459 | 1.03614 | 1.04459 | 49.32 | 2097.07 |
| 78 | 2025.02.13 20:20 | t/p | 18 | 0.10 | 1.04459 | 1.03614 | 1.04459 | 43.70 | 2140.77 |