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 | 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=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 | 1908 | Ticks modelled | 20795785 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 782.34 | Gross profit | 959.32 | Gross loss | -176.98 |
| Profit factor | 5.42 | Expected payoff | 46.02 | ||
| Absolute drawdown | 61.70 | Maximal drawdown | 173.83 (14.90%) | Relative drawdown | 14.90% (173.83) |
| Total trades | 17 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 133.65 | loss trade | -50.00 | |
| Average | profit trade | 73.79 | loss trade | -44.24 | |
| Maximum | consecutive wins (profit in money) | 9 (630.72) | consecutive losses (loss in money) | 2 (-77.26) | |
| Maximal | consecutive profit (count of wins) | 630.72 (9) | consecutive loss (count of losses) | -77.26 (2) | |
| Average | consecutive wins | 7 | 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 00:18 | sell | 3 | 0.10 | 1.08933 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.19 00:18 | modify | 3 | 0.10 | 1.08933 | 1.09193 | 1.08023 | ||
| 8 | 2024.07.19 00:18 | modify | 2 | 0.10 | 1.09323 | 1.09193 | 1.08023 | ||
| 9 | 2024.07.23 13:01 | sell | 4 | 0.10 | 1.08543 | 0.00000 | 0.00000 | ||
| 10 | 2024.07.23 13:01 | modify | 4 | 0.10 | 1.08543 | 1.08998 | 1.08023 | ||
| 11 | 2024.07.23 13:01 | modify | 3 | 0.10 | 1.08933 | 1.08998 | 1.08023 | ||
| 12 | 2024.07.23 13:01 | modify | 2 | 0.10 | 1.09323 | 1.08998 | 1.08023 | ||
| 13 | 2024.07.23 13:35 | sell | 5 | 0.10 | 1.08478 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.23 13:35 | modify | 5 | 0.10 | 1.08478 | 1.08868 | 1.08023 | ||
| 15 | 2024.07.23 13:35 | modify | 4 | 0.10 | 1.08543 | 1.08868 | 1.08023 | ||
| 16 | 2024.07.23 13:35 | modify | 3 | 0.10 | 1.08933 | 1.08868 | 1.08023 | ||
| 17 | 2024.07.23 13:35 | modify | 2 | 0.10 | 1.09323 | 1.08868 | 1.08023 | ||
| 18 | 2024.07.30 14:11 | t/p | 2 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 133.65 | 1083.65 |
| 19 | 2024.07.30 14:11 | t/p | 3 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 93.53 | 1177.17 |
| 20 | 2024.07.30 14:11 | t/p | 4 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 53.96 | 1231.14 |
| 21 | 2024.07.30 14:11 | t/p | 5 | 0.10 | 1.08023 | 1.08868 | 1.08023 | 47.46 | 1278.60 |
| 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 12:46 | s/l | 6 | 0.10 | 1.10924 | 1.10924 | 1.09124 | -49.72 | 1228.88 |
| 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 23:50 | buy | 8 | 0.10 | 1.10804 | 0.00000 | 0.00000 | ||
| 28 | 2024.09.12 23:50 | modify | 8 | 0.10 | 1.10804 | 1.10544 | 1.11714 | ||
| 29 | 2024.09.12 23:50 | modify | 7 | 0.10 | 1.10414 | 1.10544 | 1.11714 | ||
| 30 | 2024.09.16 07:35 | buy | 9 | 0.10 | 1.11195 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.16 07:35 | modify | 9 | 0.10 | 1.11195 | 1.10739 | 1.11714 | ||
| 32 | 2024.09.16 07:35 | modify | 8 | 0.10 | 1.10804 | 1.10739 | 1.11714 | ||
| 33 | 2024.09.16 07:35 | modify | 7 | 0.10 | 1.10414 | 1.10739 | 1.11714 | ||
| 34 | 2024.09.16 08:24 | buy | 10 | 0.10 | 1.11259 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.16 08:24 | modify | 10 | 0.10 | 1.11259 | 1.10869 | 1.11714 | ||
| 36 | 2024.09.16 08:24 | modify | 9 | 0.10 | 1.11195 | 1.10869 | 1.11714 | ||
| 37 | 2024.09.16 08:24 | modify | 8 | 0.10 | 1.10804 | 1.10869 | 1.11714 | ||
| 38 | 2024.09.16 08:24 | modify | 7 | 0.10 | 1.10414 | 1.10869 | 1.11714 | ||
| 39 | 2024.09.18 18:00 | t/p | 7 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 123.93 | 1352.81 |
| 40 | 2024.09.18 18:00 | t/p | 8 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 87.96 | 1440.77 |
| 41 | 2024.09.18 18:00 | t/p | 9 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 50.38 | 1491.15 |
| 42 | 2024.09.18 18:00 | t/p | 10 | 0.10 | 1.11714 | 1.10869 | 1.11714 | 43.98 | 1535.13 |
| 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 21:49 | buy | 12 | 0.10 | 1.02390 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.13 21:49 | modify | 12 | 0.10 | 1.02390 | 1.02129 | 1.03299 | ||
| 47 | 2025.01.13 21:49 | modify | 11 | 0.10 | 1.01999 | 1.02129 | 1.03299 | ||
| 48 | 2025.01.13 23:33 | buy | 13 | 0.10 | 1.02780 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.13 23:33 | modify | 13 | 0.10 | 1.02780 | 1.02324 | 1.03299 | ||
| 50 | 2025.01.13 23:33 | modify | 12 | 0.10 | 1.02390 | 1.02324 | 1.03299 | ||
| 51 | 2025.01.13 23:33 | modify | 11 | 0.10 | 1.01999 | 1.02324 | 1.03299 | ||
| 52 | 2025.01.14 15:39 | buy | 14 | 0.10 | 1.02844 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.14 15:39 | modify | 14 | 0.10 | 1.02844 | 1.02454 | 1.03299 | ||
| 54 | 2025.01.14 15:39 | modify | 13 | 0.10 | 1.02780 | 1.02454 | 1.03299 | ||
| 55 | 2025.01.14 15:39 | modify | 12 | 0.10 | 1.02390 | 1.02454 | 1.03299 | ||
| 56 | 2025.01.14 15:39 | 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 | 1663.61 |
| 58 | 2025.01.15 13:30 | t/p | 12 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 89.38 | 1753.00 |
| 59 | 2025.01.15 13:30 | t/p | 13 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 50.38 | 1803.38 |
| 60 | 2025.01.15 13:30 | t/p | 14 | 0.10 | 1.03299 | 1.02454 | 1.03299 | 44.74 | 1848.12 |
| 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 | 2025.02.11 19:39 | buy | 16 | 0.10 | 1.03554 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.11 19:39 | modify | 16 | 0.10 | 1.03554 | 1.03289 | 1.04459 | ||
| 65 | 2025.02.11 19:39 | modify | 15 | 0.10 | 1.03159 | 1.03289 | 1.04459 | ||
| 66 | 2025.02.12 13:30 | s/l | 15 | 0.10 | 1.03289 | 1.03289 | 1.04459 | 11.48 | 1859.60 |
| 67 | 2025.02.12 13:30 | s/l | 16 | 0.10 | 1.03289 | 1.03289 | 1.04459 | -27.26 | 1832.34 |
| 68 | 2025.02.12 16:00 | sell | 17 | 0.10 | 1.03743 | 0.00000 | 0.00000 | ||
| 69 | 2025.02.12 16:00 | modify | 17 | 0.10 | 1.03743 | 1.04243 | 1.02443 | ||
| 70 | 2025.02.12 17:52 | s/l | 17 | 0.10 | 1.04243 | 1.04243 | 1.02443 | -50.00 | 1782.34 |