Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1910 | Ticks modelled | 25071383 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1230.57 | Gross profit | 1389.44 | Gross loss | -158.88 |
| Profit factor | 8.75 | Expected payoff | 58.60 | ||
| Absolute drawdown | 8.30 | Maximal drawdown | 343.94 (22.07%) | Relative drawdown | 22.07% (343.94) |
| Total trades | 21 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 17 (80.95%) | Loss trades (% of total) | 4 (19.05%) | ||
| Largest | profit trade | 150.40 | loss trade | -61.96 | |
| Average | profit trade | 81.73 | loss trade | -39.72 | |
| Maximum | consecutive wins (profit in money) | 12 (1006.10) | consecutive losses (loss in money) | 4 (-158.88) | |
| Maximal | consecutive profit (count of wins) | 1006.10 (12) | consecutive loss (count of losses) | -158.88 (4) | |
| Average | consecutive wins | 9 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.13 16:00 | buy | 1 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.13 16:00 | modify | 1 | 0.10 | 1.01999 | 1.01499 | 1.03499 | ||
| 3 | 2025.01.13 22:49 | buy | 2 | 0.10 | 1.02676 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.13 22:49 | modify | 2 | 0.10 | 1.02676 | 1.02299 | 1.03499 | ||
| 5 | 2025.01.13 22:49 | modify | 1 | 0.10 | 1.01999 | 1.02299 | 1.03499 | ||
| 6 | 2025.01.14 15:35 | buy | 3 | 0.10 | 1.02829 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.14 15:35 | modify | 3 | 0.10 | 1.02829 | 1.02374 | 1.03499 | ||
| 8 | 2025.01.14 15:35 | modify | 2 | 0.10 | 1.02676 | 1.02374 | 1.03499 | ||
| 9 | 2025.01.14 15:35 | modify | 1 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 10 | 2025.01.15 08:03 | buy | 4 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 11 | 2025.01.15 08:03 | modify | 4 | 0.10 | 1.03126 | 1.02524 | 1.03499 | ||
| 12 | 2025.01.15 08:03 | modify | 3 | 0.10 | 1.02829 | 1.02524 | 1.03499 | ||
| 13 | 2025.01.15 08:03 | modify | 2 | 0.10 | 1.02676 | 1.02524 | 1.03499 | ||
| 14 | 2025.01.15 08:03 | modify | 1 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 15 | 2025.01.15 13:32 | t/p | 1 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 148.08 | 1148.08 |
| 16 | 2025.01.15 13:32 | t/p | 2 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 80.38 | 1228.46 |
| 17 | 2025.01.15 13:32 | t/p | 3 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 66.04 | 1294.50 |
| 18 | 2025.01.15 13:32 | t/p | 4 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 37.30 | 1331.80 |
| 19 | 2025.02.03 08:00 | buy | 5 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.03 08:00 | modify | 5 | 0.10 | 1.02278 | 1.01778 | 1.03778 | ||
| 21 | 2025.02.03 15:23 | buy | 6 | 0.10 | 1.02953 | 0.00000 | 0.00000 | ||
| 22 | 2025.02.03 15:23 | modify | 6 | 0.10 | 1.02953 | 1.02578 | 1.03778 | ||
| 23 | 2025.02.03 15:23 | modify | 5 | 0.10 | 1.02278 | 1.02578 | 1.03778 | ||
| 24 | 2025.02.03 15:24 | buy | 7 | 0.10 | 1.03103 | 0.00000 | 0.00000 | ||
| 25 | 2025.02.03 15:24 | modify | 7 | 0.10 | 1.03103 | 1.02653 | 1.03778 | ||
| 26 | 2025.02.03 15:24 | modify | 6 | 0.10 | 1.02953 | 1.02653 | 1.03778 | ||
| 27 | 2025.02.03 15:24 | modify | 5 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 28 | 2025.02.03 21:41 | buy | 8 | 0.10 | 1.03413 | 0.00000 | 0.00000 | ||
| 29 | 2025.02.03 21:41 | modify | 8 | 0.10 | 1.03413 | 1.02803 | 1.03778 | ||
| 30 | 2025.02.03 21:41 | modify | 7 | 0.10 | 1.03103 | 1.02803 | 1.03778 | ||
| 31 | 2025.02.03 21:41 | modify | 6 | 0.10 | 1.02953 | 1.02803 | 1.03778 | ||
| 32 | 2025.02.03 21:41 | modify | 5 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 33 | 2025.02.04 05:07 | s/l | 5 | 0.10 | 1.02803 | 1.02803 | 1.03778 | 51.54 | 1383.34 |
| 34 | 2025.02.04 05:07 | s/l | 6 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -15.96 | 1367.38 |
| 35 | 2025.02.04 05:07 | s/l | 7 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -30.96 | 1336.42 |
| 36 | 2025.02.04 05:07 | s/l | 8 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -61.96 | 1274.46 |
| 37 | 2025.03.06 04:00 | sell | 9 | 0.10 | 1.07894 | 0.00000 | 0.00000 | ||
| 38 | 2025.03.06 04:00 | modify | 9 | 0.10 | 1.07894 | 1.08394 | 1.06394 | ||
| 39 | 2025.03.06 13:16 | s/l | 9 | 0.10 | 1.08394 | 1.08394 | 1.06394 | -50.00 | 1224.46 |
| 40 | 2025.04.21 12:00 | sell | 10 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 41 | 2025.04.21 12:00 | modify | 10 | 0.10 | 1.15427 | 1.15927 | 1.13927 | ||
| 42 | 2025.04.22 12:01 | sell | 11 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.22 12:01 | modify | 11 | 0.10 | 1.14751 | 1.15127 | 1.13927 | ||
| 44 | 2025.04.22 12:01 | modify | 10 | 0.10 | 1.15427 | 1.15127 | 1.13927 | ||
| 45 | 2025.04.22 13:08 | sell | 12 | 0.10 | 1.14596 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.22 13:08 | modify | 12 | 0.10 | 1.14596 | 1.15052 | 1.13927 | ||
| 47 | 2025.04.22 13:08 | modify | 11 | 0.10 | 1.14751 | 1.15052 | 1.13927 | ||
| 48 | 2025.04.22 13:08 | modify | 10 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 49 | 2025.04.22 18:42 | sell | 13 | 0.10 | 1.14295 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.22 18:42 | modify | 13 | 0.10 | 1.14295 | 1.14902 | 1.13927 | ||
| 51 | 2025.04.22 18:42 | modify | 12 | 0.10 | 1.14596 | 1.14902 | 1.13927 | ||
| 52 | 2025.04.22 18:42 | modify | 11 | 0.10 | 1.14751 | 1.14902 | 1.13927 | ||
| 53 | 2025.04.22 18:42 | modify | 10 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 54 | 2025.04.22 21:33 | t/p | 10 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.40 | 1374.86 |
| 55 | 2025.04.22 21:33 | t/p | 11 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 82.40 | 1457.26 |
| 56 | 2025.04.22 21:33 | t/p | 12 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 66.90 | 1524.16 |
| 57 | 2025.04.22 21:33 | t/p | 13 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.80 | 1560.96 |
| 58 | 2025.05.12 12:00 | buy | 14 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 59 | 2025.05.12 12:00 | modify | 14 | 0.10 | 1.11140 | 1.10640 | 1.12640 | ||
| 60 | 2025.05.13 16:41 | buy | 15 | 0.10 | 1.11815 | 0.00000 | 0.00000 | ||
| 61 | 2025.05.13 16:41 | modify | 15 | 0.10 | 1.11815 | 1.11440 | 1.12640 | ||
| 62 | 2025.05.13 16:41 | modify | 14 | 0.10 | 1.11140 | 1.11440 | 1.12640 | ||
| 63 | 2025.05.13 20:29 | buy | 16 | 0.10 | 1.11965 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.13 20:29 | modify | 16 | 0.10 | 1.11965 | 1.11515 | 1.12640 | ||
| 65 | 2025.05.13 20:29 | modify | 15 | 0.10 | 1.11815 | 1.11515 | 1.12640 | ||
| 66 | 2025.05.13 20:29 | modify | 14 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 67 | 2025.05.14 08:03 | buy | 17 | 0.10 | 1.12265 | 0.00000 | 0.00000 | ||
| 68 | 2025.05.14 08:03 | modify | 17 | 0.10 | 1.12265 | 1.11665 | 1.12640 | ||
| 69 | 2025.05.14 08:03 | modify | 16 | 0.10 | 1.11965 | 1.11665 | 1.12640 | ||
| 70 | 2025.05.14 08:03 | modify | 15 | 0.10 | 1.11815 | 1.11665 | 1.12640 | ||
| 71 | 2025.05.14 08:03 | modify | 14 | 0.10 | 1.11140 | 1.11665 | 1.12640 | ||
| 72 | 2025.05.14 09:27 | t/p | 14 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 148.08 | 1709.04 |
| 73 | 2025.05.14 09:27 | t/p | 15 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 81.54 | 1790.59 |
| 74 | 2025.05.14 09:27 | t/p | 16 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 66.54 | 1857.13 |
| 75 | 2025.05.14 09:27 | t/p | 17 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 37.50 | 1894.63 |
| 76 | 2025.07.31 00:00 | buy | 18 | 0.10 | 1.14308 | 0.00000 | 0.00000 | ||
| 77 | 2025.07.31 00:00 | modify | 18 | 0.10 | 1.14308 | 1.13808 | 1.15808 | ||
| 78 | 2025.08.01 12:32 | buy | 19 | 0.10 | 1.14986 | 0.00000 | 0.00000 | ||
| 79 | 2025.08.01 12:32 | modify | 19 | 0.10 | 1.14986 | 1.14608 | 1.15808 | ||
| 80 | 2025.08.01 12:32 | modify | 18 | 0.10 | 1.14308 | 1.14608 | 1.15808 | ||
| 81 | 2025.08.01 12:34 | buy | 20 | 0.10 | 1.15134 | 0.00000 | 0.00000 | ||
| 82 | 2025.08.01 12:34 | modify | 20 | 0.10 | 1.15134 | 1.14683 | 1.15808 | ||
| 83 | 2025.08.01 12:34 | modify | 19 | 0.10 | 1.14986 | 1.14683 | 1.15808 | ||
| 84 | 2025.08.01 12:34 | modify | 18 | 0.10 | 1.14308 | 1.14683 | 1.15808 | ||
| 85 | 2025.08.01 12:46 | buy | 21 | 0.10 | 1.15435 | 0.00000 | 0.00000 | ||
| 86 | 2025.08.01 12:46 | modify | 21 | 0.10 | 1.15435 | 1.14833 | 1.15808 | ||
| 87 | 2025.08.01 12:46 | modify | 20 | 0.10 | 1.15134 | 1.14833 | 1.15808 | ||
| 88 | 2025.08.01 12:46 | modify | 19 | 0.10 | 1.14986 | 1.14833 | 1.15808 | ||
| 89 | 2025.08.01 12:46 | modify | 18 | 0.10 | 1.14308 | 1.14833 | 1.15808 | ||
| 90 | 2025.08.01 13:35 | t/p | 18 | 0.10 | 1.15808 | 1.14833 | 1.15808 | 149.04 | 2043.67 |
| 91 | 2025.08.01 13:35 | t/p | 19 | 0.10 | 1.15808 | 1.14833 | 1.15808 | 82.20 | 2125.87 |
| 92 | 2025.08.01 13:35 | t/p | 20 | 0.10 | 1.15808 | 1.14833 | 1.15808 | 67.40 | 2193.27 |
| 93 | 2025.08.01 13:35 | t/p | 21 | 0.10 | 1.15808 | 1.14833 | 1.15808 | 37.30 | 2230.57 |