Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1904 | Ticks modelled | 25596516 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1637.18 | Gross profit | 1667.38 | Gross loss | -30.20 |
| Profit factor | 55.21 | Expected payoff | 81.86 | ||
| Absolute drawdown | 28.83 | Maximal drawdown | 301.60 (17.24%) | Relative drawdown | 17.24% (301.60) |
| Total trades | 20 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
| Largest | profit trade | 152.64 | loss trade | -15.20 | |
| Average | profit trade | 92.63 | loss trade | -15.10 | |
| Maximum | consecutive wins (profit in money) | 13 (1229.47) | consecutive losses (loss in money) | 1 (-15.20) | |
| Maximal | consecutive profit (count of wins) | 1229.47 (13) | consecutive loss (count of losses) | -15.20 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.10 20:00 | buy | 1 | 0.10 | 1.10297 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.10 20:00 | modify | 1 | 0.10 | 1.10297 | 1.08897 | 1.11797 | ||
| 3 | 2024.09.13 00:00 | buy | 2 | 0.10 | 1.10822 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.13 00:00 | modify | 2 | 0.10 | 1.10822 | 1.10672 | 1.11797 | ||
| 5 | 2024.09.13 00:00 | modify | 1 | 0.10 | 1.10297 | 1.10672 | 1.11797 | ||
| 6 | 2024.09.13 00:58 | buy | 3 | 0.10 | 1.10898 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.13 00:58 | modify | 3 | 0.10 | 1.10898 | 1.10672 | 1.11797 | ||
| 8 | 2024.09.16 06:43 | buy | 4 | 0.10 | 1.11123 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.16 06:43 | modify | 4 | 0.10 | 1.11123 | 1.10897 | 1.11797 | ||
| 10 | 2024.09.16 06:43 | modify | 3 | 0.10 | 1.10898 | 1.10897 | 1.11797 | ||
| 11 | 2024.09.16 06:43 | modify | 2 | 0.10 | 1.10822 | 1.10897 | 1.11797 | ||
| 12 | 2024.09.16 06:43 | modify | 1 | 0.10 | 1.10297 | 1.10897 | 1.11797 | ||
| 13 | 2024.09.18 18:32 | t/p | 1 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 141.77 | 1141.77 |
| 14 | 2024.09.18 18:32 | t/p | 2 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 94.41 | 1236.18 |
| 15 | 2024.09.18 18:32 | t/p | 3 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 86.81 | 1323.00 |
| 16 | 2024.09.18 18:32 | t/p | 4 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 65.34 | 1388.34 |
| 17 | 2024.10.30 20:00 | sell | 5 | 0.10 | 1.08605 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.30 20:00 | modify | 5 | 0.10 | 1.08605 | 1.10005 | 1.07105 | ||
| 19 | 2024.11.06 02:14 | sell | 6 | 0.10 | 1.08080 | 0.00000 | 0.00000 | ||
| 20 | 2024.11.06 02:14 | modify | 6 | 0.10 | 1.08080 | 1.08230 | 1.07105 | ||
| 21 | 2024.11.06 02:14 | modify | 5 | 0.10 | 1.08605 | 1.08230 | 1.07105 | ||
| 22 | 2024.11.06 02:28 | sell | 7 | 0.10 | 1.08004 | 0.00000 | 0.00000 | ||
| 23 | 2024.11.06 02:28 | modify | 7 | 0.10 | 1.08004 | 1.08230 | 1.07105 | ||
| 24 | 2024.11.06 02:31 | sell | 8 | 0.10 | 1.07780 | 0.00000 | 0.00000 | ||
| 25 | 2024.11.06 02:31 | modify | 8 | 0.10 | 1.07780 | 1.08005 | 1.07105 | ||
| 26 | 2024.11.06 02:31 | modify | 7 | 0.10 | 1.08004 | 1.08005 | 1.07105 | ||
| 27 | 2024.11.06 02:31 | modify | 6 | 0.10 | 1.08080 | 1.08005 | 1.07105 | ||
| 28 | 2024.11.06 02:31 | modify | 5 | 0.10 | 1.08605 | 1.08005 | 1.07105 | ||
| 29 | 2024.11.06 06:43 | t/p | 5 | 0.10 | 1.07105 | 1.08005 | 1.07105 | 152.64 | 1540.97 |
| 30 | 2024.11.06 06:43 | t/p | 6 | 0.10 | 1.07105 | 1.08005 | 1.07105 | 97.50 | 1638.47 |
| 31 | 2024.11.06 06:43 | t/p | 7 | 0.10 | 1.07105 | 1.08005 | 1.07105 | 89.90 | 1728.37 |
| 32 | 2024.11.06 06:43 | t/p | 8 | 0.10 | 1.07105 | 1.08005 | 1.07105 | 67.50 | 1795.87 |
| 33 | 2025.01.13 16:00 | buy | 9 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.13 16:00 | modify | 9 | 0.10 | 1.01999 | 1.00599 | 1.03499 | ||
| 35 | 2025.01.13 22:11 | buy | 10 | 0.10 | 1.02530 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.13 22:11 | modify | 10 | 0.10 | 1.02530 | 1.02374 | 1.03499 | ||
| 37 | 2025.01.13 22:11 | modify | 9 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 38 | 2025.01.13 22:13 | buy | 11 | 0.10 | 1.02605 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.13 22:13 | modify | 11 | 0.10 | 1.02605 | 1.02374 | 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 | 1.02599 | 1.03499 | ||
| 42 | 2025.01.14 15:35 | modify | 11 | 0.10 | 1.02605 | 1.02599 | 1.03499 | ||
| 43 | 2025.01.14 15:35 | modify | 10 | 0.10 | 1.02530 | 1.02599 | 1.03499 | ||
| 44 | 2025.01.14 15:35 | modify | 9 | 0.10 | 1.01999 | 1.02599 | 1.03499 | ||
| 45 | 2025.01.15 13:32 | t/p | 9 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 147.94 | 1943.82 |
| 46 | 2025.01.15 13:32 | t/p | 10 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 94.84 | 2038.66 |
| 47 | 2025.01.15 13:32 | t/p | 11 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 87.34 | 2126.00 |
| 48 | 2025.01.15 13:32 | t/p | 12 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 65.97 | 2191.97 |
| 49 | 2025.02.12 12:00 | sell | 13 | 0.10 | 1.03750 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.12 12:00 | modify | 13 | 0.10 | 1.03750 | 1.05150 | 1.02250 | ||
| 51 | 2025.02.12 13:33 | sell | 14 | 0.10 | 1.03223 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.12 13:33 | modify | 14 | 0.10 | 1.03223 | 1.03375 | 1.02250 | ||
| 53 | 2025.02.12 13:33 | modify | 13 | 0.10 | 1.03750 | 1.03375 | 1.02250 | ||
| 54 | 2025.02.12 13:59 | s/l | 13 | 0.10 | 1.03375 | 1.03375 | 1.02250 | 37.50 | 2229.47 |
| 55 | 2025.02.12 13:59 | s/l | 14 | 0.10 | 1.03375 | 1.03375 | 1.02250 | -15.20 | 2214.27 |
| 56 | 2025.02.14 20:00 | sell | 15 | 0.10 | 1.04981 | 0.00000 | 0.00000 | ||
| 57 | 2025.02.14 20:00 | modify | 15 | 0.10 | 1.04981 | 1.06381 | 1.03481 | ||
| 58 | 2025.02.18 13:10 | sell | 16 | 0.10 | 1.04456 | 0.00000 | 0.00000 | ||
| 59 | 2025.02.18 13:10 | modify | 16 | 0.10 | 1.04456 | 1.04606 | 1.03481 | ||
| 60 | 2025.02.18 13:10 | modify | 15 | 0.10 | 1.04981 | 1.04606 | 1.03481 | ||
| 61 | 2025.02.18 15:12 | s/l | 15 | 0.10 | 1.04606 | 1.04606 | 1.03481 | 38.25 | 2252.52 |
| 62 | 2025.02.18 15:12 | s/l | 16 | 0.10 | 1.04606 | 1.04606 | 1.03481 | -15.00 | 2237.52 |
| 63 | 2025.05.12 12:00 | buy | 17 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.12 12:00 | modify | 17 | 0.10 | 1.11140 | 1.09740 | 1.12640 | ||
| 65 | 2025.05.13 14:57 | buy | 18 | 0.10 | 1.11666 | 0.00000 | 0.00000 | ||
| 66 | 2025.05.13 14:57 | modify | 18 | 0.10 | 1.11666 | 1.11515 | 1.12640 | ||
| 67 | 2025.05.13 14:57 | modify | 17 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 68 | 2025.05.13 15:23 | buy | 19 | 0.10 | 1.11741 | 0.00000 | 0.00000 | ||
| 69 | 2025.05.13 15:23 | modify | 19 | 0.10 | 1.11741 | 1.11515 | 1.12640 | ||
| 70 | 2025.05.13 20:29 | buy | 20 | 0.10 | 1.11965 | 0.00000 | 0.00000 | ||
| 71 | 2025.05.13 20:29 | modify | 20 | 0.10 | 1.11965 | 1.11740 | 1.12640 | ||
| 72 | 2025.05.13 20:29 | modify | 19 | 0.10 | 1.11741 | 1.11740 | 1.12640 | ||
| 73 | 2025.05.13 20:29 | modify | 18 | 0.10 | 1.11666 | 1.11740 | 1.12640 | ||
| 74 | 2025.05.13 20:29 | modify | 17 | 0.10 | 1.11140 | 1.11740 | 1.12640 | ||
| 75 | 2025.05.14 09:27 | t/p | 17 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 147.94 | 2385.47 |
| 76 | 2025.05.14 09:27 | t/p | 18 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 96.37 | 2481.84 |
| 77 | 2025.05.14 09:27 | t/p | 19 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 88.87 | 2570.71 |
| 78 | 2025.05.14 09:27 | t/p | 20 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 66.47 | 2637.18 |