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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1908 | Ticks modelled | 43049069 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 705.33 | Gross profit | 890.73 | Gross loss | -185.40 |
| Profit factor | 4.80 | Expected payoff | 30.67 | ||
| Absolute drawdown | 78.26 | Maximal drawdown | 153.02 (10.58%) | Relative drawdown | 13.59% (150.44) |
| Total trades | 23 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
| Largest | profit trade | 96.62 | loss trade | -57.73 | |
| Average | profit trade | 49.48 | loss trade | -37.08 | |
| Maximum | consecutive wins (profit in money) | 9 (441.31) | consecutive losses (loss in money) | 2 (-54.89) | |
| Maximal | consecutive profit (count of wins) | 441.31 (9) | consecutive loss (count of losses) | -57.73 (1) | |
| Average | consecutive wins | 6 | 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 01:00 | 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 03:08 | buy | 3 | 0.10 | 1.63675 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.03 03:08 | modify | 3 | 0.10 | 1.63675 | 1.63450 | 1.64425 | ||
| 8 | 2024.09.03 03:08 | modify | 2 | 0.10 | 1.62925 | 1.63450 | 1.64425 | ||
| 9 | 2024.09.03 03:12 | buy | 4 | 0.10 | 1.63751 | 0.00000 | 0.00000 | ||
| 10 | 2024.09.03 03:12 | modify | 4 | 0.10 | 1.63751 | 1.63300 | 1.64425 | ||
| 11 | 2024.09.03 03:12 | modify | 3 | 0.10 | 1.63675 | 1.63300 | 1.64425 | ||
| 12 | 2024.09.03 03:12 | modify | 2 | 0.10 | 1.62925 | 1.63300 | 1.64425 | ||
| 13 | 2024.09.03 04:04 | buy | 5 | 0.10 | 1.64053 | 0.00000 | 0.00000 | ||
| 14 | 2024.09.03 04:04 | modify | 5 | 0.10 | 1.64053 | 1.63600 | 1.64425 | ||
| 15 | 2024.09.03 04:04 | modify | 4 | 0.10 | 1.63751 | 1.63600 | 1.64425 | ||
| 16 | 2024.09.03 04:04 | modify | 3 | 0.10 | 1.63675 | 1.63600 | 1.64425 | ||
| 17 | 2024.09.03 04:04 | modify | 2 | 0.10 | 1.62925 | 1.63600 | 1.64425 | ||
| 18 | 2024.09.03 14:25 | t/p | 2 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 93.42 | 1036.50 |
| 19 | 2024.09.03 14:25 | t/p | 3 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 48.05 | 1084.55 |
| 20 | 2024.09.03 14:25 | t/p | 4 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 43.18 | 1127.73 |
| 21 | 2024.09.03 14:25 | t/p | 5 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 23.83 | 1151.56 |
| 22 | 2024.12.06 20:00 | sell | 6 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 23 | 2024.12.06 20:00 | modify | 6 | 0.10 | 1.65291 | 1.66191 | 1.63791 | ||
| 24 | 2024.12.09 07:38 | sell | 7 | 0.10 | 1.64535 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.09 07:38 | modify | 7 | 0.10 | 1.64535 | 1.64766 | 1.63791 | ||
| 26 | 2024.12.09 07:38 | modify | 6 | 0.10 | 1.65291 | 1.64766 | 1.63791 | ||
| 27 | 2024.12.09 07:45 | sell | 8 | 0.10 | 1.64466 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.09 07:45 | modify | 8 | 0.10 | 1.64466 | 1.64916 | 1.63791 | ||
| 29 | 2024.12.09 07:45 | modify | 7 | 0.10 | 1.64535 | 1.64916 | 1.63791 | ||
| 30 | 2024.12.09 07:45 | modify | 6 | 0.10 | 1.65291 | 1.64916 | 1.63791 | ||
| 31 | 2024.12.09 08:59 | sell | 9 | 0.10 | 1.64166 | 0.00000 | 0.00000 | ||
| 32 | 2024.12.09 08:59 | modify | 9 | 0.10 | 1.64166 | 1.64616 | 1.63791 | ||
| 33 | 2024.12.09 08:59 | modify | 8 | 0.10 | 1.64466 | 1.64616 | 1.63791 | ||
| 34 | 2024.12.09 08:59 | modify | 7 | 0.10 | 1.64535 | 1.64616 | 1.63791 | ||
| 35 | 2024.12.09 08:59 | modify | 6 | 0.10 | 1.65291 | 1.64616 | 1.63791 | ||
| 36 | 2024.12.09 13:12 | t/p | 6 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 96.42 | 1247.98 |
| 37 | 2024.12.09 13:12 | t/p | 7 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 47.72 | 1295.70 |
| 38 | 2024.12.09 13:12 | t/p | 8 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 43.29 | 1338.99 |
| 39 | 2024.12.09 13:12 | t/p | 9 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 24.05 | 1363.04 |
| 40 | 2025.01.02 20:00 | buy | 10 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.02 20:00 | modify | 10 | 0.10 | 1.65543 | 1.64643 | 1.67043 | ||
| 42 | 2025.01.06 15:50 | buy | 11 | 0.10 | 1.66293 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.06 15:50 | modify | 11 | 0.10 | 1.66293 | 1.66068 | 1.67043 | ||
| 44 | 2025.01.06 15:50 | modify | 10 | 0.10 | 1.65543 | 1.66068 | 1.67043 | ||
| 45 | 2025.01.06 15:57 | buy | 12 | 0.10 | 1.66372 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.06 15:57 | modify | 12 | 0.10 | 1.66372 | 1.65918 | 1.67043 | ||
| 47 | 2025.01.06 15:57 | modify | 11 | 0.10 | 1.66293 | 1.65918 | 1.67043 | ||
| 48 | 2025.01.06 15:57 | modify | 10 | 0.10 | 1.65543 | 1.65918 | 1.67043 | ||
| 49 | 2025.01.07 05:50 | s/l | 10 | 0.10 | 1.65918 | 1.65918 | 1.67043 | 21.34 | 1384.38 |
| 50 | 2025.01.07 05:50 | s/l | 11 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -24.92 | 1359.47 |
| 51 | 2025.01.07 05:50 | s/l | 12 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -29.98 | 1329.49 |
| 52 | 2025.03.07 16:00 | sell | 13 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 53 | 2025.03.07 16:00 | modify | 13 | 0.10 | 1.72171 | 1.73071 | 1.70671 | ||
| 54 | 2025.03.09 21:05 | sell | 14 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 55 | 2025.03.09 21:05 | modify | 14 | 0.10 | 1.71399 | 1.71646 | 1.70671 | ||
| 56 | 2025.03.09 21:05 | modify | 13 | 0.10 | 1.72171 | 1.71646 | 1.70671 | ||
| 57 | 2025.03.09 21:05 | s/l | 13 | 0.10 | 1.71646 | 1.71646 | 1.70671 | 33.68 | 1363.17 |
| 58 | 2025.03.09 21:05 | s/l | 14 | 0.10 | 1.71646 | 1.71646 | 1.70671 | -15.85 | 1347.32 |
| 59 | 2025.03.25 16:00 | buy | 15 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 60 | 2025.03.25 16:00 | modify | 15 | 0.10 | 1.71309 | 1.70409 | 1.72809 | ||
| 61 | 2025.03.28 14:36 | buy | 16 | 0.10 | 1.72060 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.28 14:36 | modify | 16 | 0.10 | 1.72060 | 1.71834 | 1.72809 | ||
| 63 | 2025.03.28 14:36 | modify | 15 | 0.10 | 1.71309 | 1.71834 | 1.72809 | ||
| 64 | 2025.03.28 15:10 | buy | 17 | 0.10 | 1.72136 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.28 15:10 | modify | 17 | 0.10 | 1.72136 | 1.71684 | 1.72809 | ||
| 66 | 2025.03.28 15:10 | modify | 16 | 0.10 | 1.72060 | 1.71684 | 1.72809 | ||
| 67 | 2025.03.28 15:10 | modify | 15 | 0.10 | 1.71309 | 1.71684 | 1.72809 | ||
| 68 | 2025.03.30 22:59 | buy | 18 | 0.10 | 1.72436 | 0.00000 | 0.00000 | ||
| 69 | 2025.03.30 22:59 | modify | 18 | 0.10 | 1.72436 | 1.71984 | 1.72809 | ||
| 70 | 2025.03.30 22:59 | modify | 17 | 0.10 | 1.72136 | 1.71984 | 1.72809 | ||
| 71 | 2025.03.30 22:59 | modify | 16 | 0.10 | 1.72060 | 1.71984 | 1.72809 | ||
| 72 | 2025.03.30 22:59 | modify | 15 | 0.10 | 1.71309 | 1.71984 | 1.72809 | ||
| 73 | 2025.03.31 08:04 | t/p | 15 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 90.73 | 1438.05 |
| 74 | 2025.03.31 08:04 | t/p | 16 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 47.09 | 1485.15 |
| 75 | 2025.03.31 08:04 | t/p | 17 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 42.22 | 1527.37 |
| 76 | 2025.03.31 08:04 | t/p | 18 | 0.10 | 1.72809 | 1.71984 | 1.72809 | 23.00 | 1550.38 |
| 77 | 2025.03.31 20:00 | sell | 19 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 78 | 2025.03.31 20:00 | modify | 19 | 0.10 | 1.73033 | 1.73933 | 1.71533 | ||
| 79 | 2025.04.01 14:48 | sell | 20 | 0.10 | 1.72283 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.01 14:48 | modify | 20 | 0.10 | 1.72283 | 1.72508 | 1.71533 | ||
| 81 | 2025.04.01 14:48 | modify | 19 | 0.10 | 1.73033 | 1.72508 | 1.71533 | ||
| 82 | 2025.04.01 15:02 | sell | 21 | 0.10 | 1.72208 | 0.00000 | 0.00000 | ||
| 83 | 2025.04.01 15:02 | modify | 21 | 0.10 | 1.72208 | 1.72658 | 1.71533 | ||
| 84 | 2025.04.01 15:02 | modify | 20 | 0.10 | 1.72283 | 1.72658 | 1.71533 | ||
| 85 | 2025.04.01 15:02 | modify | 19 | 0.10 | 1.73033 | 1.72658 | 1.71533 | ||
| 86 | 2025.04.01 19:45 | sell | 22 | 0.10 | 1.71908 | 0.00000 | 0.00000 | ||
| 87 | 2025.04.01 19:45 | modify | 22 | 0.10 | 1.71908 | 1.72358 | 1.71533 | ||
| 88 | 2025.04.01 19:45 | modify | 21 | 0.10 | 1.72208 | 1.72358 | 1.71533 | ||
| 89 | 2025.04.01 19:45 | modify | 20 | 0.10 | 1.72283 | 1.72358 | 1.71533 | ||
| 90 | 2025.04.01 19:45 | modify | 19 | 0.10 | 1.73033 | 1.72358 | 1.71533 | ||
| 91 | 2025.04.02 02:21 | t/p | 19 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 96.62 | 1647.00 |
| 92 | 2025.04.02 02:21 | t/p | 20 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 48.31 | 1695.31 |
| 93 | 2025.04.02 02:21 | t/p | 21 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 43.50 | 1738.81 |
| 94 | 2025.04.02 02:21 | t/p | 22 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 24.25 | 1763.06 |
| 95 | 2025.04.04 20:00 | sell | 23 | 0.10 | 1.81227 | 0.00000 | 0.00000 | ||
| 96 | 2025.04.04 20:00 | modify | 23 | 0.10 | 1.81227 | 1.82127 | 1.79727 | ||
| 97 | 2025.04.06 22:01 | s/l | 23 | 0.10 | 1.82127 | 1.82127 | 1.79727 | -57.73 | 1705.33 |