Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
| 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=4; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=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 | 1908 | Ticks modelled | 24039165 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 866.13 | Gross profit | 1384.97 | Gross loss | -518.84 |
| Profit factor | 2.67 | Expected payoff | 30.93 | ||
| Absolute drawdown | 45.35 | Maximal drawdown | 334.46 (19.89%) | Relative drawdown | 19.89% (334.46) |
| Total trades | 28 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 157.49 | loss trade | -63.90 | |
| Average | profit trade | 76.94 | loss trade | -51.88 | |
| Maximum | consecutive wins (profit in money) | 5 (375.65) | consecutive losses (loss in money) | 3 (-179.94) | |
| Maximal | consecutive profit (count of wins) | 375.65 (5) | consecutive loss (count of losses) | -179.94 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.14 16:00 | buy | 1 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.14 16:00 | modify | 1 | 0.10 | 1.07016 | 1.06416 | 1.08516 | ||
| 3 | 2024.07.01 06:23 | buy | 2 | 0.10 | 1.07766 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.01 06:23 | modify | 2 | 0.10 | 1.07766 | 1.07316 | 1.08516 | ||
| 5 | 2024.07.01 06:23 | modify | 1 | 0.10 | 1.07016 | 1.07316 | 1.08516 | ||
| 6 | 2024.07.01 14:50 | s/l | 1 | 0.10 | 1.07316 | 1.07316 | 1.08516 | 15.37 | 1015.37 |
| 7 | 2024.07.01 14:50 | s/l | 2 | 0.10 | 1.07316 | 1.07316 | 1.08516 | -45.00 | 970.37 |
| 8 | 2024.07.17 16:00 | sell | 3 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.17 16:00 | modify | 3 | 0.10 | 1.09323 | 1.09923 | 1.07823 | ||
| 10 | 2024.07.23 10:26 | sell | 4 | 0.10 | 1.08573 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.23 10:26 | modify | 4 | 0.10 | 1.08573 | 1.09023 | 1.07823 | ||
| 12 | 2024.07.23 10:26 | modify | 3 | 0.10 | 1.09323 | 1.09023 | 1.07823 | ||
| 13 | 2024.07.23 13:33 | sell | 5 | 0.10 | 1.08498 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.23 13:33 | modify | 5 | 0.10 | 1.08498 | 1.08948 | 1.07823 | ||
| 15 | 2024.07.23 13:33 | modify | 4 | 0.10 | 1.08573 | 1.08948 | 1.07823 | ||
| 16 | 2024.07.23 13:33 | modify | 3 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 17 | 2024.07.29 11:55 | sell | 6 | 0.10 | 1.08197 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.29 11:55 | modify | 6 | 0.10 | 1.08197 | 1.08798 | 1.07823 | ||
| 19 | 2024.07.29 11:55 | modify | 5 | 0.10 | 1.08498 | 1.08798 | 1.07823 | ||
| 20 | 2024.07.29 11:55 | modify | 4 | 0.10 | 1.08573 | 1.08798 | 1.07823 | ||
| 21 | 2024.07.29 11:55 | modify | 3 | 0.10 | 1.09323 | 1.08798 | 1.07823 | ||
| 22 | 2024.08.01 09:07 | t/p | 3 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 157.49 | 1127.85 |
| 23 | 2024.08.01 09:07 | t/p | 4 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 79.84 | 1207.70 |
| 24 | 2024.08.01 09:07 | t/p | 5 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 72.34 | 1280.04 |
| 25 | 2024.08.01 09:07 | t/p | 6 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 39.60 | 1319.64 |
| 26 | 2024.08.05 16:00 | sell | 7 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 27 | 2024.08.05 16:00 | modify | 7 | 0.10 | 1.09561 | 1.10161 | 1.08061 | ||
| 28 | 2024.08.14 08:47 | s/l | 7 | 0.10 | 1.10161 | 1.10161 | 1.08061 | -56.04 | 1263.60 |
| 29 | 2024.11.22 04:00 | buy | 8 | 0.10 | 1.04780 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.22 04:00 | modify | 8 | 0.10 | 1.04780 | 1.04180 | 1.06280 | ||
| 31 | 2024.11.22 09:09 | s/l | 8 | 0.10 | 1.04180 | 1.04180 | 1.06280 | -60.00 | 1203.60 |
| 32 | 2025.01.08 16:00 | buy | 9 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.08 16:00 | modify | 9 | 0.10 | 1.03047 | 1.02447 | 1.04547 | ||
| 34 | 2025.01.10 13:30 | s/l | 9 | 0.10 | 1.02447 | 1.02447 | 1.04547 | -63.90 | 1139.70 |
| 35 | 2025.01.13 16:00 | buy | 10 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.13 16:00 | modify | 10 | 0.10 | 1.01999 | 1.01399 | 1.03499 | ||
| 37 | 2025.01.13 22:51 | buy | 11 | 0.10 | 1.02752 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.13 22:51 | modify | 11 | 0.10 | 1.02752 | 1.02299 | 1.03499 | ||
| 39 | 2025.01.13 22:51 | modify | 10 | 0.10 | 1.01999 | 1.02299 | 1.03499 | ||
| 40 | 2025.01.14 15:35 | buy | 12 | 0.10 | 1.02829 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.14 15:35 | modify | 12 | 0.10 | 1.02829 | 1.02374 | 1.03499 | ||
| 42 | 2025.01.14 15:35 | modify | 11 | 0.10 | 1.02752 | 1.02374 | 1.03499 | ||
| 43 | 2025.01.14 15:35 | modify | 10 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 44 | 2025.01.15 08:03 | buy | 13 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.15 08:03 | modify | 13 | 0.10 | 1.03126 | 1.02524 | 1.03499 | ||
| 46 | 2025.01.15 08:03 | modify | 12 | 0.10 | 1.02829 | 1.02524 | 1.03499 | ||
| 47 | 2025.01.15 08:03 | modify | 11 | 0.10 | 1.02752 | 1.02524 | 1.03499 | ||
| 48 | 2025.01.15 08:03 | modify | 10 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 49 | 2025.01.15 13:32 | t/p | 10 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 148.05 | 1287.75 |
| 50 | 2025.01.15 13:32 | t/p | 11 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 72.75 | 1360.50 |
| 51 | 2025.01.15 13:32 | t/p | 12 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 66.02 | 1426.53 |
| 52 | 2025.01.15 13:32 | t/p | 13 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 37.30 | 1463.83 |
| 53 | 2025.02.03 08:00 | buy | 14 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 54 | 2025.02.03 08:00 | modify | 14 | 0.10 | 1.02278 | 1.01678 | 1.03778 | ||
| 55 | 2025.02.03 15:24 | buy | 15 | 0.10 | 1.03038 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.03 15:24 | modify | 15 | 0.10 | 1.03038 | 1.02578 | 1.03778 | ||
| 57 | 2025.02.03 15:24 | modify | 14 | 0.10 | 1.02278 | 1.02578 | 1.03778 | ||
| 58 | 2025.02.03 15:24 | buy | 16 | 0.10 | 1.03103 | 0.00000 | 0.00000 | ||
| 59 | 2025.02.03 15:24 | modify | 16 | 0.10 | 1.03103 | 1.02653 | 1.03778 | ||
| 60 | 2025.02.03 15:24 | modify | 15 | 0.10 | 1.03038 | 1.02653 | 1.03778 | ||
| 61 | 2025.02.03 15:24 | modify | 14 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 62 | 2025.02.03 21:41 | buy | 17 | 0.10 | 1.03413 | 0.00000 | 0.00000 | ||
| 63 | 2025.02.03 21:41 | modify | 17 | 0.10 | 1.03413 | 1.02803 | 1.03778 | ||
| 64 | 2025.02.03 21:41 | modify | 16 | 0.10 | 1.03103 | 1.02803 | 1.03778 | ||
| 65 | 2025.02.03 21:41 | modify | 15 | 0.10 | 1.03038 | 1.02803 | 1.03778 | ||
| 66 | 2025.02.03 21:41 | modify | 14 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 67 | 2025.02.04 05:07 | s/l | 14 | 0.10 | 1.02803 | 1.02803 | 1.03778 | 51.52 | 1515.35 |
| 68 | 2025.02.04 05:07 | s/l | 15 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -24.48 | 1490.88 |
| 69 | 2025.02.04 05:07 | s/l | 16 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -30.98 | 1459.90 |
| 70 | 2025.02.04 05:07 | s/l | 17 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -61.98 | 1397.92 |
| 71 | 2025.02.10 04:00 | buy | 18 | 0.10 | 1.03144 | 0.00000 | 0.00000 | ||
| 72 | 2025.02.10 04:00 | modify | 18 | 0.10 | 1.03144 | 1.02544 | 1.04644 | ||
| 73 | 2025.02.12 16:56 | buy | 19 | 0.10 | 1.03894 | 0.00000 | 0.00000 | ||
| 74 | 2025.02.12 16:56 | modify | 19 | 0.10 | 1.03894 | 1.03444 | 1.04644 | ||
| 75 | 2025.02.12 16:56 | modify | 18 | 0.10 | 1.03144 | 1.03444 | 1.04644 | ||
| 76 | 2025.02.12 16:58 | buy | 20 | 0.10 | 1.03970 | 0.00000 | 0.00000 | ||
| 77 | 2025.02.12 16:58 | modify | 20 | 0.10 | 1.03970 | 1.03519 | 1.04644 | ||
| 78 | 2025.02.12 16:58 | modify | 19 | 0.10 | 1.03894 | 1.03519 | 1.04644 | ||
| 79 | 2025.02.12 16:58 | modify | 18 | 0.10 | 1.03144 | 1.03519 | 1.04644 | ||
| 80 | 2025.02.12 17:55 | buy | 21 | 0.10 | 1.04269 | 0.00000 | 0.00000 | ||
| 81 | 2025.02.12 17:55 | modify | 21 | 0.10 | 1.04269 | 1.03669 | 1.04644 | ||
| 82 | 2025.02.12 17:55 | modify | 20 | 0.10 | 1.03970 | 1.03669 | 1.04644 | ||
| 83 | 2025.02.12 17:55 | modify | 19 | 0.10 | 1.03894 | 1.03669 | 1.04644 | ||
| 84 | 2025.02.12 17:55 | modify | 18 | 0.10 | 1.03144 | 1.03669 | 1.04644 | ||
| 85 | 2025.02.13 20:53 | t/p | 18 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 145.12 | 1543.05 |
| 86 | 2025.02.13 20:53 | t/p | 19 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 72.07 | 1615.12 |
| 87 | 2025.02.13 20:53 | t/p | 20 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 64.47 | 1679.60 |
| 88 | 2025.02.13 20:53 | t/p | 21 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 34.57 | 1714.17 |
| 89 | 2025.02.14 04:00 | sell | 22 | 0.10 | 1.04587 | 0.00000 | 0.00000 | ||
| 90 | 2025.02.14 04:00 | modify | 22 | 0.10 | 1.04587 | 1.05187 | 1.03087 | ||
| 91 | 2025.02.24 01:43 | s/l | 22 | 0.10 | 1.05187 | 1.05187 | 1.03087 | -56.48 | 1657.69 |
| 92 | 2025.03.05 04:00 | sell | 23 | 0.10 | 1.06181 | 0.00000 | 0.00000 | ||
| 93 | 2025.03.05 04:00 | modify | 23 | 0.10 | 1.06181 | 1.06781 | 1.04681 | ||
| 94 | 2025.03.05 07:58 | s/l | 23 | 0.10 | 1.06781 | 1.06781 | 1.04681 | -60.00 | 1597.69 |
| 95 | 2025.03.06 04:00 | sell | 24 | 0.10 | 1.07894 | 0.00000 | 0.00000 | ||
| 96 | 2025.03.06 04:00 | modify | 24 | 0.10 | 1.07894 | 1.08494 | 1.06394 | ||
| 97 | 2025.03.06 15:02 | s/l | 24 | 0.10 | 1.08494 | 1.08494 | 1.06394 | -60.00 | 1537.69 |
| 98 | 2025.04.21 12:00 | sell | 25 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 99 | 2025.04.21 12:00 | modify | 25 | 0.10 | 1.15427 | 1.16027 | 1.13927 | ||
| 100 | 2025.04.22 12:23 | sell | 26 | 0.10 | 1.14670 | 0.00000 | 0.00000 | ||
| 101 | 2025.04.22 12:23 | modify | 26 | 0.10 | 1.14670 | 1.15127 | 1.13927 | ||
| 102 | 2025.04.22 12:23 | modify | 25 | 0.10 | 1.15427 | 1.15127 | 1.13927 | ||
| 103 | 2025.04.22 13:08 | sell | 27 | 0.10 | 1.14596 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.22 13:08 | modify | 27 | 0.10 | 1.14596 | 1.15052 | 1.13927 | ||
| 105 | 2025.04.22 13:08 | modify | 26 | 0.10 | 1.14670 | 1.15052 | 1.13927 | ||
| 106 | 2025.04.22 13:08 | modify | 25 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 107 | 2025.04.22 18:42 | sell | 28 | 0.10 | 1.14295 | 0.00000 | 0.00000 | ||
| 108 | 2025.04.22 18:42 | modify | 28 | 0.10 | 1.14295 | 1.14902 | 1.13927 | ||
| 109 | 2025.04.22 18:42 | modify | 27 | 0.10 | 1.14596 | 1.14902 | 1.13927 | ||
| 110 | 2025.04.22 18:42 | modify | 26 | 0.10 | 1.14670 | 1.14902 | 1.13927 | ||
| 111 | 2025.04.22 18:42 | modify | 25 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 112 | 2025.04.22 21:33 | t/p | 25 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.44 | 1688.13 |
| 113 | 2025.04.22 21:33 | t/p | 26 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 74.30 | 1762.43 |
| 114 | 2025.04.22 21:33 | t/p | 27 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 66.90 | 1829.33 |
| 115 | 2025.04.22 21:33 | t/p | 28 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.80 | 1866.13 |