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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 78475 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1081.57 | Gross profit | 1394.19 | Gross loss | -312.63 |
| Profit factor | 4.46 | Expected payoff | 33.80 | ||
| Absolute drawdown | 86.94 | Maximal drawdown | 239.20 (12.35%) | Relative drawdown | 14.54% (155.29) |
| Total trades | 32 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 16 (87.50%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 130.44 | loss trade | -80.00 | |
| Average | profit trade | 60.62 | loss trade | -34.74 | |
| Maximum | consecutive wins (profit in money) | 9 (636.24) | consecutive losses (loss in money) | 2 (-160.00) | |
| Maximal | consecutive profit (count of wins) | 636.24 (9) | consecutive loss (count of losses) | -160.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.10 00:00 | buy | 1 | 0.10 | 1.07818 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.10 00:00 | modify | 1 | 0.10 | 1.07818 | 1.07018 | 1.09118 | ||
| 3 | 2024.06.12 18:55 | buy | 2 | 0.10 | 1.08230 | 0.00000 | 0.00000 | ||
| 4 | 2024.06.12 18:55 | modify | 2 | 0.10 | 1.08230 | 1.08013 | 1.09118 | ||
| 5 | 2024.06.12 18:55 | modify | 1 | 0.10 | 1.07818 | 1.08013 | 1.09118 | ||
| 6 | 2024.06.13 05:05 | s/l | 1 | 0.10 | 1.08013 | 1.08013 | 1.09118 | 14.62 | 1014.62 |
| 7 | 2024.06.13 05:05 | s/l | 2 | 0.10 | 1.08013 | 1.08013 | 1.09118 | -24.63 | 990.00 |
| 8 | 2024.07.01 04:00 | sell | 3 | 0.10 | 1.07527 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.01 04:00 | modify | 3 | 0.10 | 1.07527 | 1.08327 | 1.06227 | ||
| 10 | 2024.07.02 07:40 | sell | 4 | 0.10 | 1.07120 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.02 07:40 | modify | 4 | 0.10 | 1.07120 | 1.07332 | 1.06227 | ||
| 12 | 2024.07.02 07:40 | modify | 3 | 0.10 | 1.07527 | 1.07332 | 1.06227 | ||
| 13 | 2024.07.02 12:20 | s/l | 3 | 0.10 | 1.07332 | 1.07332 | 1.06227 | 19.94 | 1009.94 |
| 14 | 2024.07.02 12:20 | s/l | 4 | 0.10 | 1.07332 | 1.07332 | 1.06227 | -21.20 | 988.74 |
| 15 | 2024.07.12 00:00 | sell | 5 | 0.10 | 1.08740 | 0.00000 | 0.00000 | ||
| 16 | 2024.07.12 00:00 | modify | 5 | 0.10 | 1.08740 | 1.09540 | 1.07440 | ||
| 17 | 2024.07.24 08:55 | sell | 6 | 0.10 | 1.08332 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.24 08:55 | modify | 6 | 0.10 | 1.08332 | 1.08545 | 1.07440 | ||
| 19 | 2024.07.24 08:55 | modify | 5 | 0.10 | 1.08740 | 1.08545 | 1.07440 | ||
| 20 | 2024.07.24 12:20 | s/l | 5 | 0.10 | 1.08545 | 1.08545 | 1.07440 | 23.90 | 1012.64 |
| 21 | 2024.07.24 12:20 | s/l | 6 | 0.10 | 1.08545 | 1.08545 | 1.07440 | -21.30 | 991.34 |
| 22 | 2024.09.06 04:00 | sell | 7 | 0.10 | 1.11151 | 0.00000 | 0.00000 | ||
| 23 | 2024.09.06 04:00 | modify | 7 | 0.10 | 1.11151 | 1.11951 | 1.09851 | ||
| 24 | 2024.09.06 14:15 | sell | 8 | 0.10 | 1.10731 | 0.00000 | 0.00000 | ||
| 25 | 2024.09.06 14:15 | modify | 8 | 0.10 | 1.10731 | 1.10956 | 1.09851 | ||
| 26 | 2024.09.06 14:15 | modify | 7 | 0.10 | 1.11151 | 1.10956 | 1.09851 | ||
| 27 | 2024.09.06 14:30 | s/l | 7 | 0.10 | 1.10956 | 1.10956 | 1.09851 | 19.50 | 1010.84 |
| 28 | 2024.09.06 14:30 | s/l | 8 | 0.10 | 1.10956 | 1.10956 | 1.09851 | -22.50 | 988.34 |
| 29 | 2024.09.10 00:00 | buy | 9 | 0.10 | 1.10382 | 0.00000 | 0.00000 | ||
| 30 | 2024.09.10 00:00 | modify | 9 | 0.10 | 1.10382 | 1.09582 | 1.11682 | ||
| 31 | 2024.09.12 20:40 | buy | 10 | 0.10 | 1.10780 | 0.00000 | 0.00000 | ||
| 32 | 2024.09.12 20:40 | modify | 10 | 0.10 | 1.10780 | 1.10577 | 1.11682 | ||
| 33 | 2024.09.12 20:40 | modify | 9 | 0.10 | 1.10382 | 1.10577 | 1.11682 | ||
| 34 | 2024.09.16 06:40 | buy | 11 | 0.10 | 1.11187 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.16 06:40 | modify | 11 | 0.10 | 1.11187 | 1.10837 | 1.11682 | ||
| 36 | 2024.09.16 06:40 | buy | 12 | 0.10 | 1.11187 | 0.00000 | 0.00000 | ||
| 37 | 2024.09.16 06:40 | modify | 12 | 0.10 | 1.11187 | 1.10837 | 1.11682 | ||
| 38 | 2024.09.16 06:40 | modify | 10 | 0.10 | 1.10780 | 1.10837 | 1.11682 | ||
| 39 | 2024.09.16 06:40 | modify | 9 | 0.10 | 1.10382 | 1.10837 | 1.11682 | ||
| 40 | 2024.09.18 18:30 | t/p | 9 | 0.10 | 1.11682 | 1.10837 | 1.11682 | 122.20 | 1110.54 |
| 41 | 2024.09.18 18:30 | t/p | 10 | 0.10 | 1.11682 | 1.10837 | 1.11682 | 86.30 | 1196.84 |
| 42 | 2024.09.18 18:30 | t/p | 11 | 0.10 | 1.11682 | 1.10837 | 1.11682 | 47.55 | 1244.38 |
| 43 | 2024.09.18 18:30 | t/p | 12 | 0.10 | 1.11682 | 1.10837 | 1.11682 | 47.55 | 1291.93 |
| 44 | 2025.01.13 04:00 | buy | 13 | 0.10 | 1.02184 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.13 04:00 | modify | 13 | 0.10 | 1.02184 | 1.01384 | 1.03484 | ||
| 46 | 2025.01.13 23:10 | buy | 14 | 0.10 | 1.02586 | 0.00000 | 0.00000 | ||
| 47 | 2025.01.13 23:10 | modify | 14 | 0.10 | 1.02586 | 1.02379 | 1.03484 | ||
| 48 | 2025.01.13 23:10 | modify | 13 | 0.10 | 1.02184 | 1.02379 | 1.03484 | ||
| 49 | 2025.01.14 15:40 | buy | 15 | 0.10 | 1.02988 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.14 15:40 | modify | 15 | 0.10 | 1.02988 | 1.02639 | 1.03484 | ||
| 51 | 2025.01.14 15:40 | buy | 16 | 0.10 | 1.02988 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.14 15:40 | modify | 16 | 0.10 | 1.02988 | 1.02639 | 1.03484 | ||
| 53 | 2025.01.14 15:40 | modify | 14 | 0.10 | 1.02586 | 1.02639 | 1.03484 | ||
| 54 | 2025.01.14 15:40 | modify | 13 | 0.10 | 1.02184 | 1.02639 | 1.03484 | ||
| 55 | 2025.01.15 13:40 | t/p | 13 | 0.10 | 1.03484 | 1.02639 | 1.03484 | 128.05 | 1419.98 |
| 56 | 2025.01.15 13:40 | t/p | 14 | 0.10 | 1.03484 | 1.02639 | 1.03484 | 87.85 | 1507.83 |
| 57 | 2025.01.15 13:40 | t/p | 15 | 0.10 | 1.03484 | 1.02639 | 1.03484 | 48.62 | 1556.46 |
| 58 | 2025.01.15 13:40 | t/p | 16 | 0.10 | 1.03484 | 1.02639 | 1.03484 | 48.62 | 1605.08 |
| 59 | 2025.02.03 00:00 | buy | 17 | 0.10 | 1.02497 | 0.00000 | 0.00000 | ||
| 60 | 2025.02.03 00:00 | modify | 17 | 0.10 | 1.02497 | 1.01697 | 1.03797 | ||
| 61 | 2025.02.03 13:33 | buy | 18 | 0.10 | 1.02904 | 0.00000 | 0.00000 | ||
| 62 | 2025.02.03 13:33 | modify | 18 | 0.10 | 1.02904 | 1.02692 | 1.03797 | ||
| 63 | 2025.02.03 13:33 | modify | 17 | 0.10 | 1.02497 | 1.02692 | 1.03797 | ||
| 64 | 2025.02.03 13:53 | s/l | 17 | 0.10 | 1.02692 | 1.02692 | 1.03797 | 19.50 | 1624.58 |
| 65 | 2025.02.03 13:53 | s/l | 18 | 0.10 | 1.02692 | 1.02692 | 1.03797 | -21.20 | 1603.38 |
| 66 | 2025.02.13 04:00 | sell | 19 | 0.10 | 1.04189 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.13 04:00 | modify | 19 | 0.10 | 1.04189 | 1.04989 | 1.02889 | ||
| 68 | 2025.02.13 13:05 | sell | 20 | 0.10 | 1.03784 | 0.00000 | 0.00000 | ||
| 69 | 2025.02.13 13:05 | modify | 20 | 0.10 | 1.03784 | 1.03994 | 1.02889 | ||
| 70 | 2025.02.13 13:05 | modify | 19 | 0.10 | 1.04189 | 1.03994 | 1.02889 | ||
| 71 | 2025.02.13 13:30 | s/l | 19 | 0.10 | 1.03994 | 1.03994 | 1.02889 | 19.50 | 1622.88 |
| 72 | 2025.02.13 13:30 | s/l | 20 | 0.10 | 1.03994 | 1.03994 | 1.02889 | -21.00 | 1601.88 |
| 73 | 2025.02.14 00:00 | sell | 21 | 0.10 | 1.04614 | 0.00000 | 0.00000 | ||
| 74 | 2025.02.14 00:00 | modify | 21 | 0.10 | 1.04614 | 1.05414 | 1.03314 | ||
| 75 | 2025.02.19 11:05 | sell | 22 | 0.10 | 1.04211 | 0.00000 | 0.00000 | ||
| 76 | 2025.02.19 11:05 | modify | 22 | 0.10 | 1.04211 | 1.04419 | 1.03314 | ||
| 77 | 2025.02.19 11:05 | modify | 21 | 0.10 | 1.04614 | 1.04419 | 1.03314 | ||
| 78 | 2025.02.19 15:05 | s/l | 21 | 0.10 | 1.04419 | 1.04419 | 1.03314 | 20.82 | 1622.70 |
| 79 | 2025.02.19 15:05 | s/l | 22 | 0.10 | 1.04419 | 1.04419 | 1.03314 | -20.80 | 1601.90 |
| 80 | 2025.02.28 04:00 | buy | 23 | 0.10 | 1.03912 | 0.00000 | 0.00000 | ||
| 81 | 2025.02.28 04:00 | modify | 23 | 0.10 | 1.03912 | 1.03112 | 1.05212 | ||
| 82 | 2025.03.03 09:40 | buy | 24 | 0.10 | 1.04318 | 0.00000 | 0.00000 | ||
| 83 | 2025.03.03 09:40 | modify | 24 | 0.10 | 1.04318 | 1.04107 | 1.05212 | ||
| 84 | 2025.03.03 09:40 | modify | 23 | 0.10 | 1.03912 | 1.04107 | 1.05212 | ||
| 85 | 2025.03.03 13:20 | buy | 25 | 0.10 | 1.04699 | 0.00000 | 0.00000 | ||
| 86 | 2025.03.03 13:20 | modify | 25 | 0.10 | 1.04699 | 1.04367 | 1.05212 | ||
| 87 | 2025.03.03 13:20 | buy | 26 | 0.10 | 1.04699 | 0.00000 | 0.00000 | ||
| 88 | 2025.03.03 13:20 | modify | 26 | 0.10 | 1.04699 | 1.04367 | 1.05212 | ||
| 89 | 2025.03.03 13:20 | modify | 24 | 0.10 | 1.04318 | 1.04367 | 1.05212 | ||
| 90 | 2025.03.03 13:20 | modify | 23 | 0.10 | 1.03912 | 1.04367 | 1.05212 | ||
| 91 | 2025.03.04 08:40 | t/p | 23 | 0.10 | 1.05212 | 1.04367 | 1.05212 | 128.05 | 1729.95 |
| 92 | 2025.03.04 08:40 | t/p | 24 | 0.10 | 1.05212 | 1.04367 | 1.05212 | 88.42 | 1818.38 |
| 93 | 2025.03.04 08:40 | t/p | 25 | 0.10 | 1.05212 | 1.04367 | 1.05212 | 50.32 | 1868.70 |
| 94 | 2025.03.04 08:40 | t/p | 26 | 0.10 | 1.05212 | 1.04367 | 1.05212 | 50.32 | 1919.03 |
| 95 | 2025.03.05 00:00 | sell | 27 | 0.10 | 1.06230 | 0.00000 | 0.00000 | ||
| 96 | 2025.03.05 00:00 | modify | 27 | 0.10 | 1.06230 | 1.07030 | 1.04930 | ||
| 97 | 2025.03.05 09:10 | s/l | 27 | 0.10 | 1.07030 | 1.07030 | 1.04930 | -80.00 | 1839.03 |
| 98 | 2025.04.11 00:00 | sell | 28 | 0.10 | 1.12574 | 0.00000 | 0.00000 | ||
| 99 | 2025.04.11 00:00 | modify | 28 | 0.10 | 1.12574 | 1.13374 | 1.11274 | ||
| 100 | 2025.04.11 00:30 | s/l | 28 | 0.10 | 1.13374 | 1.13374 | 1.11274 | -80.00 | 1759.03 |
| 101 | 2025.04.21 04:00 | sell | 29 | 0.10 | 1.15149 | 0.00000 | 0.00000 | ||
| 102 | 2025.04.21 04:00 | modify | 29 | 0.10 | 1.15149 | 1.15949 | 1.13849 | ||
| 103 | 2025.04.22 13:35 | sell | 30 | 0.10 | 1.14744 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.22 13:35 | modify | 30 | 0.10 | 1.14744 | 1.14954 | 1.13849 | ||
| 105 | 2025.04.22 13:35 | modify | 29 | 0.10 | 1.15149 | 1.14954 | 1.13849 | ||
| 106 | 2025.04.22 16:50 | sell | 31 | 0.10 | 1.14362 | 0.00000 | 0.00000 | ||
| 107 | 2025.04.22 16:50 | modify | 31 | 0.10 | 1.14362 | 1.14694 | 1.13849 | ||
| 108 | 2025.04.22 16:50 | sell | 32 | 0.10 | 1.14362 | 0.00000 | 0.00000 | ||
| 109 | 2025.04.22 16:50 | modify | 32 | 0.10 | 1.14362 | 1.14694 | 1.13849 | ||
| 110 | 2025.04.22 16:50 | modify | 30 | 0.10 | 1.14744 | 1.14694 | 1.13849 | ||
| 111 | 2025.04.22 16:50 | modify | 29 | 0.10 | 1.15149 | 1.14694 | 1.13849 | ||
| 112 | 2025.04.22 21:40 | t/p | 29 | 0.10 | 1.13849 | 1.14694 | 1.13849 | 130.44 | 1889.47 |
| 113 | 2025.04.22 21:40 | t/p | 30 | 0.10 | 1.13849 | 1.14694 | 1.13849 | 89.50 | 1978.97 |
| 114 | 2025.04.22 21:40 | t/p | 31 | 0.10 | 1.13849 | 1.14694 | 1.13849 | 51.30 | 2030.27 |
| 115 | 2025.04.22 21:40 | t/p | 32 | 0.10 | 1.13849 | 1.14694 | 1.13849 | 51.30 | 2081.57 |