Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2605 | Ticks modelled | 79345 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 795.08 | Gross profit | 1182.69 | Gross loss | -387.62 |
| Profit factor | 3.05 | Expected payoff | 24.09 | ||
| Absolute drawdown | 111.00 | Maximal drawdown | 251.69 (16.98%) | Relative drawdown | 16.98% (251.69) |
| Total trades | 33 | Short positions (won %) | 21 (71.43%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 24 (72.73%) | Loss trades (% of total) | 9 (27.27%) | ||
| Largest | profit trade | 95.98 | loss trade | -62.76 | |
| Average | profit trade | 49.28 | loss trade | -43.07 | |
| Maximum | consecutive wins (profit in money) | 9 (528.64) | consecutive losses (loss in money) | 3 (-137.00) | |
| Maximal | consecutive profit (count of wins) | 528.64 (9) | consecutive loss (count of losses) | -137.00 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 16:00 | buy | 1 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.06 16:00 | modify | 1 | 0.10 | 1.63366 | 1.62466 | 1.64766 | ||
| 3 | 2024.11.07 02:40 | s/l | 1 | 0.10 | 1.62466 | 1.62466 | 1.64766 | -62.76 | 937.24 |
| 4 | 2024.11.13 16:00 | sell | 2 | 0.10 | 1.62905 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.13 16:00 | modify | 2 | 0.10 | 1.62905 | 1.63805 | 1.61505 | ||
| 6 | 2024.11.19 18:10 | sell | 3 | 0.10 | 1.62264 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.19 18:10 | modify | 3 | 0.10 | 1.62264 | 1.62555 | 1.61505 | ||
| 8 | 2024.11.19 18:10 | modify | 2 | 0.10 | 1.62905 | 1.62555 | 1.61505 | ||
| 9 | 2024.11.19 19:05 | sell | 4 | 0.10 | 1.62111 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.19 19:05 | modify | 4 | 0.10 | 1.62111 | 1.62555 | 1.61505 | ||
| 11 | 2024.11.21 01:55 | sell | 5 | 0.10 | 1.61853 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.21 01:55 | modify | 5 | 0.10 | 1.61853 | 1.62345 | 1.61505 | ||
| 13 | 2024.11.21 01:55 | modify | 4 | 0.10 | 1.62111 | 1.62345 | 1.61505 | ||
| 14 | 2024.11.21 01:55 | modify | 3 | 0.10 | 1.62264 | 1.62345 | 1.61505 | ||
| 15 | 2024.11.21 01:55 | modify | 2 | 0.10 | 1.62905 | 1.62345 | 1.61505 | ||
| 16 | 2024.11.21 10:15 | t/p | 2 | 0.10 | 1.61505 | 1.62345 | 1.61505 | 95.98 | 1033.22 |
| 17 | 2024.11.21 10:15 | t/p | 3 | 0.10 | 1.61505 | 1.62345 | 1.61505 | 51.66 | 1084.88 |
| 18 | 2024.11.21 10:15 | t/p | 4 | 0.10 | 1.61505 | 1.62345 | 1.61505 | 41.46 | 1126.33 |
| 19 | 2024.11.21 10:15 | t/p | 5 | 0.10 | 1.61505 | 1.62345 | 1.61505 | 23.21 | 1149.54 |
| 20 | 2024.12.06 20:00 | sell | 6 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 21 | 2024.12.06 20:00 | modify | 6 | 0.10 | 1.65291 | 1.66191 | 1.63891 | ||
| 22 | 2024.12.09 07:50 | sell | 7 | 0.10 | 1.64494 | 0.00000 | 0.00000 | ||
| 23 | 2024.12.09 07:50 | modify | 7 | 0.10 | 1.64494 | 1.64941 | 1.63891 | ||
| 24 | 2024.12.09 07:50 | modify | 6 | 0.10 | 1.65291 | 1.64941 | 1.63891 | ||
| 25 | 2024.12.09 12:40 | t/p | 6 | 0.10 | 1.63891 | 1.64941 | 1.63891 | 93.62 | 1243.17 |
| 26 | 2024.12.09 12:40 | t/p | 7 | 0.10 | 1.63891 | 1.64941 | 1.63891 | 40.21 | 1283.38 |
| 27 | 2024.12.09 20:00 | buy | 8 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.09 20:00 | modify | 8 | 0.10 | 1.63830 | 1.62930 | 1.65230 | ||
| 29 | 2024.12.10 02:50 | buy | 9 | 0.10 | 1.64483 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.10 02:50 | modify | 9 | 0.10 | 1.64483 | 1.64180 | 1.65230 | ||
| 31 | 2024.12.10 02:50 | modify | 8 | 0.10 | 1.63830 | 1.64180 | 1.65230 | ||
| 32 | 2024.12.10 03:10 | buy | 10 | 0.10 | 1.64626 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.10 03:10 | modify | 10 | 0.10 | 1.64626 | 1.64180 | 1.65230 | ||
| 34 | 2024.12.10 03:40 | t/p | 8 | 0.10 | 1.65230 | 1.64180 | 1.65230 | 92.42 | 1375.80 |
| 35 | 2024.12.10 03:40 | t/p | 9 | 0.10 | 1.65230 | 1.64180 | 1.65230 | 49.81 | 1425.61 |
| 36 | 2024.12.10 03:40 | t/p | 10 | 0.10 | 1.65230 | 1.64180 | 1.65230 | 40.27 | 1465.88 |
| 37 | 2024.12.17 20:00 | sell | 11 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.17 20:00 | modify | 11 | 0.10 | 1.65543 | 1.66443 | 1.64143 | ||
| 39 | 2024.12.18 05:15 | s/l | 11 | 0.10 | 1.66443 | 1.66443 | 1.64143 | -59.76 | 1406.12 |
| 40 | 2025.01.02 20:00 | buy | 12 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.02 20:00 | modify | 12 | 0.10 | 1.65543 | 1.64643 | 1.66943 | ||
| 42 | 2025.01.07 02:40 | buy | 13 | 0.10 | 1.66202 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.07 02:40 | modify | 13 | 0.10 | 1.66202 | 1.65893 | 1.66943 | ||
| 44 | 2025.01.07 02:40 | modify | 12 | 0.10 | 1.65543 | 1.65893 | 1.66943 | ||
| 45 | 2025.01.07 05:40 | s/l | 12 | 0.10 | 1.65893 | 1.65893 | 1.66943 | 20.59 | 1426.71 |
| 46 | 2025.01.07 05:40 | s/l | 13 | 0.10 | 1.65893 | 1.65893 | 1.66943 | -20.60 | 1406.11 |
| 47 | 2025.01.13 20:00 | buy | 14 | 0.10 | 1.65873 | 0.00000 | 0.00000 | ||
| 48 | 2025.01.13 20:00 | modify | 14 | 0.10 | 1.65873 | 1.64973 | 1.67273 | ||
| 49 | 2025.01.14 16:53 | buy | 15 | 0.10 | 1.66505 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.14 16:53 | modify | 15 | 0.10 | 1.66505 | 1.66223 | 1.67273 | ||
| 51 | 2025.01.14 16:53 | modify | 14 | 0.10 | 1.65873 | 1.66223 | 1.67273 | ||
| 52 | 2025.01.14 22:05 | s/l | 14 | 0.10 | 1.66223 | 1.66223 | 1.67273 | 22.42 | 1428.53 |
| 53 | 2025.01.14 22:05 | s/l | 15 | 0.10 | 1.66223 | 1.66223 | 1.67273 | -18.80 | 1409.73 |
| 54 | 2025.02.12 20:00 | sell | 16 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.12 20:00 | modify | 16 | 0.10 | 1.65295 | 1.66195 | 1.63895 | ||
| 56 | 2025.02.13 09:20 | s/l | 16 | 0.10 | 1.66195 | 1.66195 | 1.63895 | -59.22 | 1350.51 |
| 57 | 2025.02.25 20:00 | sell | 17 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 58 | 2025.02.25 20:00 | modify | 17 | 0.10 | 1.65713 | 1.66613 | 1.64313 | ||
| 59 | 2025.02.27 13:05 | s/l | 17 | 0.10 | 1.66613 | 1.66613 | 1.64313 | -58.97 | 1291.54 |
| 60 | 2025.03.07 16:00 | sell | 18 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 61 | 2025.03.07 16:00 | modify | 18 | 0.10 | 1.72171 | 1.73071 | 1.70771 | ||
| 62 | 2025.03.09 21:00 | sell | 19 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.09 21:00 | modify | 19 | 0.10 | 1.71399 | 1.71821 | 1.70771 | ||
| 64 | 2025.03.09 21:00 | modify | 18 | 0.10 | 1.72171 | 1.71821 | 1.70771 | ||
| 65 | 2025.03.09 21:20 | s/l | 18 | 0.10 | 1.71821 | 1.71821 | 1.70771 | 23.34 | 1314.88 |
| 66 | 2025.03.09 21:20 | s/l | 19 | 0.10 | 1.71821 | 1.71821 | 1.70771 | -28.14 | 1286.74 |
| 67 | 2025.03.25 16:00 | buy | 20 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.25 16:00 | modify | 20 | 0.10 | 1.71309 | 1.70409 | 1.72709 | ||
| 69 | 2025.03.28 14:40 | buy | 21 | 0.10 | 1.72107 | 0.00000 | 0.00000 | ||
| 70 | 2025.03.28 14:40 | modify | 21 | 0.10 | 1.72107 | 1.71659 | 1.72709 | ||
| 71 | 2025.03.28 14:40 | modify | 20 | 0.10 | 1.71309 | 1.71659 | 1.72709 | ||
| 72 | 2025.03.28 15:55 | buy | 22 | 0.10 | 1.71958 | 0.00000 | 0.00000 | ||
| 73 | 2025.03.28 15:55 | modify | 22 | 0.10 | 1.71958 | 1.71659 | 1.72709 | ||
| 74 | 2025.03.30 22:30 | buy | 23 | 0.10 | 1.72364 | 0.00000 | 0.00000 | ||
| 75 | 2025.03.30 22:30 | modify | 23 | 0.10 | 1.72364 | 1.71869 | 1.72709 | ||
| 76 | 2025.03.30 22:30 | modify | 21 | 0.10 | 1.72107 | 1.71869 | 1.72709 | ||
| 77 | 2025.03.30 22:30 | modify | 22 | 0.10 | 1.71958 | 1.71869 | 1.72709 | ||
| 78 | 2025.03.30 22:30 | modify | 20 | 0.10 | 1.71309 | 1.71869 | 1.72709 | ||
| 79 | 2025.03.31 07:40 | t/p | 20 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 87.84 | 1374.57 |
| 80 | 2025.03.31 07:40 | t/p | 21 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 39.22 | 1413.80 |
| 81 | 2025.03.31 07:40 | t/p | 22 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 49.15 | 1462.95 |
| 82 | 2025.03.31 07:40 | t/p | 23 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 22.08 | 1485.03 |
| 83 | 2025.03.31 20:00 | sell | 24 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 84 | 2025.03.31 20:00 | modify | 24 | 0.10 | 1.73033 | 1.73933 | 1.71633 | ||
| 85 | 2025.04.01 14:55 | sell | 25 | 0.10 | 1.72253 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.01 14:55 | modify | 25 | 0.10 | 1.72253 | 1.72683 | 1.71633 | ||
| 87 | 2025.04.01 14:55 | modify | 24 | 0.10 | 1.73033 | 1.72683 | 1.71633 | ||
| 88 | 2025.04.01 15:40 | sell | 26 | 0.10 | 1.71982 | 0.00000 | 0.00000 | ||
| 89 | 2025.04.01 15:40 | modify | 26 | 0.10 | 1.71982 | 1.72473 | 1.71633 | ||
| 90 | 2025.04.01 15:40 | modify | 25 | 0.10 | 1.72253 | 1.72473 | 1.71633 | ||
| 91 | 2025.04.01 15:40 | modify | 24 | 0.10 | 1.73033 | 1.72473 | 1.71633 | ||
| 92 | 2025.04.02 01:40 | t/p | 24 | 0.10 | 1.71633 | 1.72473 | 1.71633 | 93.88 | 1578.92 |
| 93 | 2025.04.02 01:40 | t/p | 25 | 0.10 | 1.71633 | 1.72473 | 1.71633 | 41.60 | 1620.52 |
| 94 | 2025.04.02 01:40 | t/p | 26 | 0.10 | 1.71633 | 1.72473 | 1.71633 | 23.53 | 1644.05 |
| 95 | 2025.04.04 20:00 | sell | 27 | 0.10 | 1.81227 | 0.00000 | 0.00000 | ||
| 96 | 2025.04.04 20:00 | modify | 27 | 0.10 | 1.81227 | 1.82127 | 1.79827 | ||
| 97 | 2025.04.06 22:10 | s/l | 27 | 0.10 | 1.82127 | 1.82127 | 1.79827 | -60.02 | 1584.03 |
| 98 | 2025.07.14 20:00 | sell | 28 | 0.10 | 1.78203 | 0.00000 | 0.00000 | ||
| 99 | 2025.07.14 20:00 | modify | 28 | 0.10 | 1.78203 | 1.79103 | 1.76803 | ||
| 100 | 2025.07.15 13:05 | sell | 29 | 0.10 | 1.77563 | 0.00000 | 0.00000 | ||
| 101 | 2025.07.15 13:05 | modify | 29 | 0.10 | 1.77563 | 1.77853 | 1.76803 | ||
| 102 | 2025.07.15 13:05 | modify | 28 | 0.10 | 1.78203 | 1.77853 | 1.76803 | ||
| 103 | 2025.07.15 13:30 | s/l | 28 | 0.10 | 1.77853 | 1.77853 | 1.76803 | 23.60 | 1607.63 |
| 104 | 2025.07.15 13:30 | s/l | 29 | 0.10 | 1.77853 | 1.77853 | 1.76803 | -19.34 | 1588.29 |
| 105 | 2025.07.21 20:00 | sell | 30 | 0.10 | 1.79191 | 0.00000 | 0.00000 | ||
| 106 | 2025.07.21 20:00 | modify | 30 | 0.10 | 1.79191 | 1.80091 | 1.77791 | ||
| 107 | 2025.07.23 05:40 | sell | 31 | 0.10 | 1.78540 | 0.00000 | 0.00000 | ||
| 108 | 2025.07.23 05:40 | modify | 31 | 0.10 | 1.78540 | 1.78841 | 1.77791 | ||
| 109 | 2025.07.23 05:40 | modify | 30 | 0.10 | 1.79191 | 1.78841 | 1.77791 | ||
| 110 | 2025.07.23 08:20 | sell | 32 | 0.10 | 1.78398 | 0.00000 | 0.00000 | ||
| 111 | 2025.07.23 08:20 | modify | 32 | 0.10 | 1.78398 | 1.78841 | 1.77791 | ||
| 112 | 2025.07.23 09:40 | sell | 33 | 0.10 | 1.78128 | 0.00000 | 0.00000 | ||
| 113 | 2025.07.23 09:40 | modify | 33 | 0.10 | 1.78128 | 1.78631 | 1.77791 | ||
| 114 | 2025.07.23 09:40 | modify | 32 | 0.10 | 1.78398 | 1.78631 | 1.77791 | ||
| 115 | 2025.07.23 09:40 | modify | 31 | 0.10 | 1.78540 | 1.78631 | 1.77791 | ||
| 116 | 2025.07.23 09:40 | modify | 30 | 0.10 | 1.79191 | 1.78631 | 1.77791 | ||
| 117 | 2025.07.23 11:40 | t/p | 30 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 93.88 | 1682.18 |
| 118 | 2025.07.23 11:40 | t/p | 31 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 49.95 | 1732.13 |
| 119 | 2025.07.23 11:40 | t/p | 32 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 40.48 | 1772.61 |
| 120 | 2025.07.23 11:40 | t/p | 33 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 22.47 | 1795.08 |