Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 79597 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 601.30 | Gross profit | 788.11 | Gross loss | -186.81 |
| Profit factor | 4.22 | Expected payoff | 28.63 | ||
| Absolute drawdown | 78.26 | Maximal drawdown | 142.46 (10.66%) | Relative drawdown | 10.66% (142.46) |
| Total trades | 21 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
| Largest | profit trade | 96.62 | loss trade | -57.73 | |
| Average | profit trade | 49.26 | loss trade | -37.36 | |
| Maximum | consecutive wins (profit in money) | 8 (411.57) | consecutive losses (loss in money) | 2 (-56.30) | |
| Maximal | consecutive profit (count of wins) | 411.57 (8) | consecutive loss (count of losses) | -57.73 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.16 20:00 | sell | 1 | 0.10 | 1.61851 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.16 20:00 | modify | 1 | 0.10 | 1.61851 | 1.62751 | 1.60351 | ||
| 3 | 2024.07.18 01:05 | s/l | 1 | 0.10 | 1.62751 | 1.62751 | 1.60351 | -56.93 | 943.07 |
| 4 | 2024.08.29 16:00 | buy | 2 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.29 16:00 | modify | 2 | 0.10 | 1.62925 | 1.62025 | 1.64425 | ||
| 6 | 2024.09.03 03:20 | buy | 3 | 0.10 | 1.63761 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.03 03:20 | modify | 3 | 0.10 | 1.63761 | 1.63300 | 1.64425 | ||
| 8 | 2024.09.03 03:20 | modify | 2 | 0.10 | 1.62925 | 1.63300 | 1.64425 | ||
| 9 | 2024.09.03 05:30 | buy | 4 | 0.10 | 1.64061 | 0.00000 | 0.00000 | ||
| 10 | 2024.09.03 05:30 | modify | 4 | 0.10 | 1.64061 | 1.63600 | 1.64425 | ||
| 11 | 2024.09.03 05:30 | modify | 3 | 0.10 | 1.63761 | 1.63600 | 1.64425 | ||
| 12 | 2024.09.03 05:30 | modify | 2 | 0.10 | 1.62925 | 1.63600 | 1.64425 | ||
| 13 | 2024.09.03 14:40 | t/p | 2 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 93.42 | 1036.50 |
| 14 | 2024.09.03 14:40 | t/p | 3 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 42.54 | 1079.04 |
| 15 | 2024.09.03 14:40 | t/p | 4 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 23.32 | 1102.36 |
| 16 | 2024.12.06 20:00 | sell | 5 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.06 20:00 | modify | 5 | 0.10 | 1.65291 | 1.66191 | 1.63791 | ||
| 18 | 2024.12.09 07:59 | sell | 6 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.09 07:59 | modify | 6 | 0.10 | 1.64455 | 1.64916 | 1.63791 | ||
| 20 | 2024.12.09 07:59 | modify | 5 | 0.10 | 1.65291 | 1.64916 | 1.63791 | ||
| 21 | 2024.12.09 08:40 | sell | 7 | 0.10 | 1.64153 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.09 08:40 | modify | 7 | 0.10 | 1.64153 | 1.64616 | 1.63791 | ||
| 23 | 2024.12.09 08:40 | modify | 6 | 0.10 | 1.64455 | 1.64616 | 1.63791 | ||
| 24 | 2024.12.09 08:40 | modify | 5 | 0.10 | 1.65291 | 1.64616 | 1.63791 | ||
| 25 | 2024.12.09 13:30 | t/p | 5 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 96.42 | 1198.78 |
| 26 | 2024.12.09 13:30 | t/p | 6 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 42.59 | 1241.37 |
| 27 | 2024.12.09 13:30 | t/p | 7 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 23.22 | 1264.59 |
| 28 | 2025.01.02 20:00 | buy | 8 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 29 | 2025.01.02 20:00 | modify | 8 | 0.10 | 1.65543 | 1.64643 | 1.67043 | ||
| 30 | 2025.01.06 15:50 | buy | 9 | 0.10 | 1.66384 | 0.00000 | 0.00000 | ||
| 31 | 2025.01.06 15:50 | modify | 9 | 0.10 | 1.66384 | 1.65918 | 1.67043 | ||
| 32 | 2025.01.06 15:50 | modify | 8 | 0.10 | 1.65543 | 1.65918 | 1.67043 | ||
| 33 | 2025.01.06 22:20 | buy | 10 | 0.10 | 1.66303 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.06 22:20 | modify | 10 | 0.10 | 1.66303 | 1.66068 | 1.67043 | ||
| 35 | 2025.01.06 22:25 | modify | 10 | 0.10 | 1.66303 | 1.65918 | 1.67043 | ||
| 36 | 2025.01.07 05:40 | s/l | 8 | 0.10 | 1.65918 | 1.65918 | 1.67043 | 21.34 | 1285.93 |
| 37 | 2025.01.07 05:40 | s/l | 9 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -30.75 | 1255.19 |
| 38 | 2025.01.07 05:40 | s/l | 10 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -25.56 | 1229.63 |
| 39 | 2025.03.07 16:00 | sell | 11 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 40 | 2025.03.07 16:00 | modify | 11 | 0.10 | 1.72171 | 1.73071 | 1.70671 | ||
| 41 | 2025.03.09 21:00 | sell | 12 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 42 | 2025.03.09 21:00 | modify | 12 | 0.10 | 1.71399 | 1.71646 | 1.70671 | ||
| 43 | 2025.03.09 21:00 | modify | 11 | 0.10 | 1.72171 | 1.71646 | 1.70671 | ||
| 44 | 2025.03.09 21:06 | s/l | 11 | 0.10 | 1.71646 | 1.71646 | 1.70671 | 33.68 | 1263.31 |
| 45 | 2025.03.09 21:06 | s/l | 12 | 0.10 | 1.71646 | 1.71646 | 1.70671 | -15.85 | 1247.46 |
| 46 | 2025.03.25 16:00 | buy | 13 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 47 | 2025.03.25 16:00 | modify | 13 | 0.10 | 1.71309 | 1.70409 | 1.72809 | ||
| 48 | 2025.03.28 15:15 | buy | 14 | 0.10 | 1.72145 | 0.00000 | 0.00000 | ||
| 49 | 2025.03.28 15:15 | modify | 14 | 0.10 | 1.72145 | 1.71684 | 1.72809 | ||
| 50 | 2025.03.28 15:15 | modify | 13 | 0.10 | 1.71309 | 1.71684 | 1.72809 | ||
| 51 | 2025.03.28 15:25 | buy | 15 | 0.10 | 1.72065 | 0.00000 | 0.00000 | ||
| 52 | 2025.03.28 15:25 | modify | 15 | 0.10 | 1.72065 | 1.71834 | 1.72809 | ||
| 53 | 2025.03.28 15:30 | modify | 15 | 0.10 | 1.72065 | 1.71684 | 1.72809 | ||
| 54 | 2025.03.30 22:40 | buy | 16 | 0.10 | 1.72436 | 0.00000 | 0.00000 | ||
| 55 | 2025.03.30 22:40 | modify | 16 | 0.10 | 1.72436 | 1.71984 | 1.72809 | ||
| 56 | 2025.03.30 22:40 | modify | 14 | 0.10 | 1.72145 | 1.71984 | 1.72809 | ||
| 57 | 2025.03.30 22:40 | modify | 15 | 0.10 | 1.72065 | 1.71984 | 1.72809 | ||
| 58 | 2025.03.30 22:40 | modify | 13 | 0.10 | 1.71309 | 1.71984 | 1.72809 | ||
| 59 | 2025.03.31 08:20 | t/p | 13 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 90.73 | 1338.19 |
| 60 | 2025.03.31 08:20 | t/p | 14 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 41.64 | 1379.84 |
| 61 | 2025.03.31 08:20 | t/p | 15 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 46.77 | 1426.61 |
| 62 | 2025.03.31 08:20 | t/p | 16 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 23.00 | 1449.62 |
| 63 | 2025.03.31 20:00 | sell | 17 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.31 20:00 | modify | 17 | 0.10 | 1.73033 | 1.73933 | 1.71533 | ||
| 65 | 2025.04.01 14:50 | sell | 18 | 0.10 | 1.72264 | 0.00000 | 0.00000 | ||
| 66 | 2025.04.01 14:50 | modify | 18 | 0.10 | 1.72264 | 1.72508 | 1.71533 | ||
| 67 | 2025.04.01 14:50 | modify | 17 | 0.10 | 1.73033 | 1.72508 | 1.71533 | ||
| 68 | 2025.04.01 16:45 | sell | 19 | 0.10 | 1.72206 | 0.00000 | 0.00000 | ||
| 69 | 2025.04.01 16:45 | modify | 19 | 0.10 | 1.72206 | 1.72658 | 1.71533 | ||
| 70 | 2025.04.01 16:45 | modify | 18 | 0.10 | 1.72264 | 1.72658 | 1.71533 | ||
| 71 | 2025.04.01 16:45 | modify | 17 | 0.10 | 1.73033 | 1.72658 | 1.71533 | ||
| 72 | 2025.04.01 19:50 | sell | 20 | 0.10 | 1.71878 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.01 19:50 | modify | 20 | 0.10 | 1.71878 | 1.72358 | 1.71533 | ||
| 74 | 2025.04.01 19:50 | modify | 19 | 0.10 | 1.72206 | 1.72358 | 1.71533 | ||
| 75 | 2025.04.01 19:50 | modify | 18 | 0.10 | 1.72264 | 1.72358 | 1.71533 | ||
| 76 | 2025.04.01 19:50 | modify | 17 | 0.10 | 1.73033 | 1.72358 | 1.71533 | ||
| 77 | 2025.04.02 02:30 | t/p | 17 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 96.62 | 1546.24 |
| 78 | 2025.04.02 02:30 | t/p | 18 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 47.09 | 1593.33 |
| 79 | 2025.04.02 02:30 | t/p | 19 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 43.37 | 1636.70 |
| 80 | 2025.04.02 02:30 | t/p | 20 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 22.33 | 1659.03 |
| 81 | 2025.04.04 20:00 | sell | 21 | 0.10 | 1.81227 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.04 20:00 | modify | 21 | 0.10 | 1.81227 | 1.82127 | 1.79727 | ||
| 83 | 2025.04.06 22:10 | s/l | 21 | 0.10 | 1.82127 | 1.82127 | 1.79727 | -57.73 | 1601.30 |