Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=100; 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=7; 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 | 25963601 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1670.36 | Gross profit | 2070.42 | Gross loss | -400.06 |
| Profit factor | 5.18 | Expected payoff | 50.62 | ||
| Absolute drawdown | 11.70 | Maximal drawdown | 341.62 (16.83%) | Relative drawdown | 18.26% (259.32) |
| Total trades | 33 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 26 (78.79%) | Loss trades (% of total) | 7 (21.21%) | ||
| Largest | profit trade | 157.53 | loss trade | -105.14 | |
| Average | profit trade | 79.63 | loss trade | -57.15 | |
| Maximum | consecutive wins (profit in money) | 13 (1007.33) | consecutive losses (loss in money) | 3 (-117.59) | |
| Maximal | consecutive profit (count of wins) | 1007.33 (13) | consecutive loss (count of losses) | -117.59 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 16:00 | sell | 1 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.17 16:00 | modify | 1 | 0.10 | 1.09323 | 1.10323 | 1.07823 | ||
| 3 | 2024.07.23 10:26 | sell | 2 | 0.10 | 1.08573 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.23 10:26 | modify | 2 | 0.10 | 1.08573 | 1.09023 | 1.07823 | ||
| 5 | 2024.07.23 10:26 | modify | 1 | 0.10 | 1.09323 | 1.09023 | 1.07823 | ||
| 6 | 2024.07.23 13:33 | sell | 3 | 0.10 | 1.08498 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.23 13:33 | modify | 3 | 0.10 | 1.08498 | 1.08948 | 1.07823 | ||
| 8 | 2024.07.23 13:33 | modify | 2 | 0.10 | 1.08573 | 1.08948 | 1.07823 | ||
| 9 | 2024.07.23 13:33 | modify | 1 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 10 | 2024.07.29 11:55 | sell | 4 | 0.10 | 1.08197 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.29 11:55 | modify | 4 | 0.10 | 1.08197 | 1.08798 | 1.07823 | ||
| 12 | 2024.07.29 11:55 | modify | 3 | 0.10 | 1.08498 | 1.08798 | 1.07823 | ||
| 13 | 2024.07.29 11:55 | modify | 2 | 0.10 | 1.08573 | 1.08798 | 1.07823 | ||
| 14 | 2024.07.29 11:55 | modify | 1 | 0.10 | 1.09323 | 1.08798 | 1.07823 | ||
| 15 | 2024.08.01 09:07 | t/p | 1 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 156.40 | 1156.40 |
| 16 | 2024.08.01 09:07 | t/p | 2 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 79.14 | 1235.54 |
| 17 | 2024.08.01 09:07 | t/p | 3 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 71.64 | 1307.18 |
| 18 | 2024.08.01 09:07 | t/p | 4 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 39.28 | 1346.47 |
| 19 | 2024.08.05 16:00 | sell | 5 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.05 16:00 | modify | 5 | 0.10 | 1.09561 | 1.10561 | 1.08061 | ||
| 21 | 2024.08.19 14:09 | s/l | 5 | 0.10 | 1.10561 | 1.10561 | 1.08061 | -94.73 | 1251.74 |
| 22 | 2024.09.16 16:00 | sell | 6 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 23 | 2024.09.16 16:00 | modify | 6 | 0.10 | 1.11226 | 1.12226 | 1.09726 | ||
| 24 | 2024.10.01 17:15 | sell | 7 | 0.10 | 1.10476 | 0.00000 | 0.00000 | ||
| 25 | 2024.10.01 17:15 | modify | 7 | 0.10 | 1.10476 | 1.10926 | 1.09726 | ||
| 26 | 2024.10.01 17:15 | modify | 6 | 0.10 | 1.11226 | 1.10926 | 1.09726 | ||
| 27 | 2024.10.02 14:36 | sell | 8 | 0.10 | 1.10401 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.02 14:36 | modify | 8 | 0.10 | 1.10401 | 1.10851 | 1.09726 | ||
| 29 | 2024.10.02 14:36 | modify | 7 | 0.10 | 1.10476 | 1.10851 | 1.09726 | ||
| 30 | 2024.10.02 14:36 | modify | 6 | 0.10 | 1.11226 | 1.10851 | 1.09726 | ||
| 31 | 2024.10.03 14:43 | sell | 9 | 0.10 | 1.10101 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.03 14:43 | modify | 9 | 0.10 | 1.10101 | 1.10701 | 1.09726 | ||
| 33 | 2024.10.03 14:43 | modify | 8 | 0.10 | 1.10401 | 1.10701 | 1.09726 | ||
| 34 | 2024.10.03 14:43 | modify | 7 | 0.10 | 1.10476 | 1.10701 | 1.09726 | ||
| 35 | 2024.10.03 14:43 | modify | 6 | 0.10 | 1.11226 | 1.10701 | 1.09726 | ||
| 36 | 2024.10.04 12:30 | t/p | 6 | 0.10 | 1.09726 | 1.10701 | 1.09726 | 157.53 | 1409.27 |
| 37 | 2024.10.04 12:30 | t/p | 7 | 0.10 | 1.09726 | 1.10701 | 1.09726 | 76.88 | 1486.15 |
| 38 | 2024.10.04 12:30 | t/p | 8 | 0.10 | 1.09726 | 1.10701 | 1.09726 | 69.01 | 1555.16 |
| 39 | 2024.10.04 12:30 | t/p | 9 | 0.10 | 1.09726 | 1.10701 | 1.09726 | 37.88 | 1593.03 |
| 40 | 2025.01.08 16:00 | buy | 10 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.08 16:00 | modify | 10 | 0.10 | 1.03047 | 1.02047 | 1.04547 | ||
| 42 | 2025.01.13 09:24 | s/l | 10 | 0.10 | 1.02047 | 1.02047 | 1.04547 | -105.14 | 1487.89 |
| 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 | 1.00999 | 1.03499 | ||
| 45 | 2025.01.13 22:51 | buy | 12 | 0.10 | 1.02752 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.13 22:51 | modify | 12 | 0.10 | 1.02752 | 1.02299 | 1.03499 | ||
| 47 | 2025.01.13 22:51 | modify | 11 | 0.10 | 1.01999 | 1.02299 | 1.03499 | ||
| 48 | 2025.01.14 15:35 | buy | 13 | 0.10 | 1.02829 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.14 15:35 | modify | 13 | 0.10 | 1.02829 | 1.02374 | 1.03499 | ||
| 50 | 2025.01.14 15:35 | modify | 12 | 0.10 | 1.02752 | 1.02374 | 1.03499 | ||
| 51 | 2025.01.14 15:35 | modify | 11 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 52 | 2025.01.15 08:03 | buy | 14 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.15 08:03 | modify | 14 | 0.10 | 1.03126 | 1.02524 | 1.03499 | ||
| 54 | 2025.01.15 08:03 | modify | 13 | 0.10 | 1.02829 | 1.02524 | 1.03499 | ||
| 55 | 2025.01.15 08:03 | modify | 12 | 0.10 | 1.02752 | 1.02524 | 1.03499 | ||
| 56 | 2025.01.15 08:03 | modify | 11 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 57 | 2025.01.15 13:32 | t/p | 11 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 147.94 | 1635.83 |
| 58 | 2025.01.15 13:32 | t/p | 12 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 72.64 | 1708.47 |
| 59 | 2025.01.15 13:32 | t/p | 13 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 65.97 | 1774.44 |
| 60 | 2025.01.15 13:32 | t/p | 14 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 37.30 | 1811.74 |
| 61 | 2025.02.03 08:00 | buy | 15 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 62 | 2025.02.03 08:00 | modify | 15 | 0.10 | 1.02278 | 1.01278 | 1.03778 | ||
| 63 | 2025.02.03 15:24 | buy | 16 | 0.10 | 1.03038 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.03 15:24 | modify | 16 | 0.10 | 1.03038 | 1.02578 | 1.03778 | ||
| 65 | 2025.02.03 15:24 | modify | 15 | 0.10 | 1.02278 | 1.02578 | 1.03778 | ||
| 66 | 2025.02.03 15:24 | buy | 17 | 0.10 | 1.03103 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.03 15:24 | modify | 17 | 0.10 | 1.03103 | 1.02653 | 1.03778 | ||
| 68 | 2025.02.03 15:24 | modify | 16 | 0.10 | 1.03038 | 1.02653 | 1.03778 | ||
| 69 | 2025.02.03 15:24 | modify | 15 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 70 | 2025.02.03 21:41 | buy | 18 | 0.10 | 1.03413 | 0.00000 | 0.00000 | ||
| 71 | 2025.02.03 21:41 | modify | 18 | 0.10 | 1.03413 | 1.02803 | 1.03778 | ||
| 72 | 2025.02.03 21:41 | modify | 17 | 0.10 | 1.03103 | 1.02803 | 1.03778 | ||
| 73 | 2025.02.03 21:41 | modify | 16 | 0.10 | 1.03038 | 1.02803 | 1.03778 | ||
| 74 | 2025.02.03 21:41 | modify | 15 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 75 | 2025.02.04 05:07 | s/l | 15 | 0.10 | 1.02803 | 1.02803 | 1.03778 | 51.47 | 1863.21 |
| 76 | 2025.02.04 05:07 | s/l | 16 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -24.53 | 1838.69 |
| 77 | 2025.02.04 05:07 | s/l | 17 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -31.03 | 1807.66 |
| 78 | 2025.02.04 05:07 | s/l | 18 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -62.03 | 1745.63 |
| 79 | 2025.02.10 08:00 | buy | 19 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 80 | 2025.02.10 08:00 | modify | 19 | 0.10 | 1.03159 | 1.02159 | 1.04659 | ||
| 81 | 2025.02.12 16:56 | buy | 20 | 0.10 | 1.03911 | 0.00000 | 0.00000 | ||
| 82 | 2025.02.12 16:56 | modify | 20 | 0.10 | 1.03911 | 1.03459 | 1.04659 | ||
| 83 | 2025.02.12 16:56 | modify | 19 | 0.10 | 1.03159 | 1.03459 | 1.04659 | ||
| 84 | 2025.02.12 17:01 | buy | 21 | 0.10 | 1.03985 | 0.00000 | 0.00000 | ||
| 85 | 2025.02.12 17:01 | modify | 21 | 0.10 | 1.03985 | 1.03534 | 1.04659 | ||
| 86 | 2025.02.12 17:01 | modify | 20 | 0.10 | 1.03911 | 1.03534 | 1.04659 | ||
| 87 | 2025.02.12 17:01 | modify | 19 | 0.10 | 1.03159 | 1.03534 | 1.04659 | ||
| 88 | 2025.02.12 17:55 | buy | 22 | 0.10 | 1.04284 | 0.00000 | 0.00000 | ||
| 89 | 2025.02.12 17:55 | modify | 22 | 0.10 | 1.04284 | 1.03684 | 1.04659 | ||
| 90 | 2025.02.12 17:55 | modify | 21 | 0.10 | 1.03985 | 1.03684 | 1.04659 | ||
| 91 | 2025.02.12 17:55 | modify | 20 | 0.10 | 1.03911 | 1.03684 | 1.04659 | ||
| 92 | 2025.02.12 17:55 | modify | 19 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 93 | 2025.02.13 21:49 | t/p | 19 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 144.86 | 1890.48 |
| 94 | 2025.02.13 21:49 | t/p | 20 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 71.71 | 1962.20 |
| 95 | 2025.02.13 21:49 | t/p | 21 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 64.31 | 2026.51 |
| 96 | 2025.02.13 21:49 | t/p | 22 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 34.41 | 2060.92 |
| 97 | 2025.04.21 12:00 | sell | 23 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.21 12:00 | modify | 23 | 0.10 | 1.15427 | 1.16427 | 1.13927 | ||
| 99 | 2025.04.22 12:23 | sell | 24 | 0.10 | 1.14670 | 0.00000 | 0.00000 | ||
| 100 | 2025.04.22 12:23 | modify | 24 | 0.10 | 1.14670 | 1.15127 | 1.13927 | ||
| 101 | 2025.04.22 12:23 | modify | 23 | 0.10 | 1.15427 | 1.15127 | 1.13927 | ||
| 102 | 2025.04.22 13:08 | sell | 25 | 0.10 | 1.14596 | 0.00000 | 0.00000 | ||
| 103 | 2025.04.22 13:08 | modify | 25 | 0.10 | 1.14596 | 1.15052 | 1.13927 | ||
| 104 | 2025.04.22 13:08 | modify | 24 | 0.10 | 1.14670 | 1.15052 | 1.13927 | ||
| 105 | 2025.04.22 13:08 | modify | 23 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 106 | 2025.04.22 18:42 | sell | 26 | 0.10 | 1.14295 | 0.00000 | 0.00000 | ||
| 107 | 2025.04.22 18:42 | modify | 26 | 0.10 | 1.14295 | 1.14902 | 1.13927 | ||
| 108 | 2025.04.22 18:42 | modify | 25 | 0.10 | 1.14596 | 1.14902 | 1.13927 | ||
| 109 | 2025.04.22 18:42 | modify | 24 | 0.10 | 1.14670 | 1.14902 | 1.13927 | ||
| 110 | 2025.04.22 18:42 | modify | 23 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 111 | 2025.04.22 21:33 | t/p | 23 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.38 | 2211.30 |
| 112 | 2025.04.22 21:33 | t/p | 24 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 74.30 | 2285.60 |
| 113 | 2025.04.22 21:33 | t/p | 25 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 66.90 | 2352.50 |
| 114 | 2025.04.22 21:33 | t/p | 26 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.80 | 2389.30 |
| 115 | 2025.05.12 12:00 | buy | 27 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 116 | 2025.05.12 12:00 | modify | 27 | 0.10 | 1.11140 | 1.10140 | 1.12640 | ||
| 117 | 2025.05.13 19:00 | buy | 28 | 0.10 | 1.11891 | 0.00000 | 0.00000 | ||
| 118 | 2025.05.13 19:00 | modify | 28 | 0.10 | 1.11891 | 1.11440 | 1.12640 | ||
| 119 | 2025.05.13 19:00 | modify | 27 | 0.10 | 1.11140 | 1.11440 | 1.12640 | ||
| 120 | 2025.05.13 20:29 | buy | 29 | 0.10 | 1.11965 | 0.00000 | 0.00000 | ||
| 121 | 2025.05.13 20:29 | modify | 29 | 0.10 | 1.11965 | 1.11515 | 1.12640 | ||
| 122 | 2025.05.13 20:29 | modify | 28 | 0.10 | 1.11891 | 1.11515 | 1.12640 | ||
| 123 | 2025.05.13 20:29 | modify | 27 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 124 | 2025.05.14 08:03 | buy | 30 | 0.10 | 1.12265 | 0.00000 | 0.00000 | ||
| 125 | 2025.05.14 08:03 | modify | 30 | 0.10 | 1.12265 | 1.11665 | 1.12640 | ||
| 126 | 2025.05.14 08:03 | modify | 29 | 0.10 | 1.11965 | 1.11665 | 1.12640 | ||
| 127 | 2025.05.14 08:03 | modify | 28 | 0.10 | 1.11891 | 1.11665 | 1.12640 | ||
| 128 | 2025.05.14 08:03 | modify | 27 | 0.10 | 1.11140 | 1.11665 | 1.12640 | ||
| 129 | 2025.05.14 09:27 | t/p | 27 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 147.94 | 2537.24 |
| 130 | 2025.05.14 09:27 | t/p | 28 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 73.87 | 2611.11 |
| 131 | 2025.05.14 09:27 | t/p | 29 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 66.47 | 2677.58 |
| 132 | 2025.05.14 09:27 | t/p | 30 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 37.50 | 2715.08 |
| 133 | 2025.06.12 16:00 | sell | 31 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 134 | 2025.06.12 16:00 | modify | 31 | 0.10 | 1.15769 | 1.16769 | 1.14269 | ||
| 135 | 2025.06.13 10:47 | sell | 32 | 0.10 | 1.15019 | 0.00000 | 0.00000 | ||
| 136 | 2025.06.13 10:47 | modify | 32 | 0.10 | 1.15019 | 1.15469 | 1.14269 | ||
| 137 | 2025.06.13 10:47 | modify | 31 | 0.10 | 1.15769 | 1.15469 | 1.14269 | ||
| 138 | 2025.06.13 10:48 | sell | 33 | 0.10 | 1.14943 | 0.00000 | 0.00000 | ||
| 139 | 2025.06.13 10:48 | modify | 33 | 0.10 | 1.14943 | 1.15394 | 1.14269 | ||
| 140 | 2025.06.13 10:48 | modify | 32 | 0.10 | 1.15019 | 1.15394 | 1.14269 | ||
| 141 | 2025.06.13 10:48 | modify | 31 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 142 | 2025.06.13 14:12 | s/l | 31 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 37.88 | 2752.96 |
| 143 | 2025.06.13 14:12 | s/l | 32 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -37.50 | 2715.46 |
| 144 | 2025.06.13 14:12 | s/l | 33 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -45.10 | 2670.36 |