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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=60; 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=1; 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 | 2608 | Ticks modelled | 78475 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1236.51 | Gross profit | 1640.62 | Gross loss | -404.12 |
| Profit factor | 4.06 | Expected payoff | 44.16 | ||
| Absolute drawdown | 45.35 | Maximal drawdown | 289.60 (14.41%) | Relative drawdown | 18.88% (262.14) |
| Total trades | 28 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
| Largest | profit trade | 157.49 | loss trade | -63.90 | |
| Average | profit trade | 78.12 | loss trade | -57.73 | |
| Maximum | consecutive wins (profit in money) | 12 (952.54) | consecutive losses (loss in money) | 3 (-179.94) | |
| Maximal | consecutive profit (count of wins) | 952.54 (12) | consecutive loss (count of losses) | -179.94 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.14 16:00 | buy | 1 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.14 16:00 | modify | 1 | 0.10 | 1.07016 | 1.06416 | 1.08516 | ||
| 3 | 2024.07.01 06:40 | buy | 2 | 0.10 | 1.07793 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.01 06:40 | modify | 2 | 0.10 | 1.07793 | 1.07316 | 1.08516 | ||
| 5 | 2024.07.01 06:40 | modify | 1 | 0.10 | 1.07016 | 1.07316 | 1.08516 | ||
| 6 | 2024.07.01 14:40 | s/l | 1 | 0.10 | 1.07316 | 1.07316 | 1.08516 | 15.37 | 1015.37 |
| 7 | 2024.07.01 14:40 | s/l | 2 | 0.10 | 1.07316 | 1.07316 | 1.08516 | -47.70 | 967.67 |
| 8 | 2024.07.17 16:00 | sell | 3 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.17 16:00 | modify | 3 | 0.10 | 1.09323 | 1.09923 | 1.07823 | ||
| 10 | 2024.07.23 10:40 | sell | 4 | 0.10 | 1.08564 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.23 10:40 | modify | 4 | 0.10 | 1.08564 | 1.09023 | 1.07823 | ||
| 12 | 2024.07.23 10:40 | modify | 3 | 0.10 | 1.09323 | 1.09023 | 1.07823 | ||
| 13 | 2024.07.23 13:30 | sell | 5 | 0.10 | 1.08495 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.23 13:30 | modify | 5 | 0.10 | 1.08495 | 1.08948 | 1.07823 | ||
| 15 | 2024.07.23 13:30 | modify | 4 | 0.10 | 1.08564 | 1.08948 | 1.07823 | ||
| 16 | 2024.07.23 13:30 | modify | 3 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 17 | 2024.07.29 11:46 | sell | 6 | 0.10 | 1.08184 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.29 11:46 | modify | 6 | 0.10 | 1.08184 | 1.08798 | 1.07823 | ||
| 19 | 2024.07.29 11:46 | modify | 5 | 0.10 | 1.08495 | 1.08798 | 1.07823 | ||
| 20 | 2024.07.29 11:46 | modify | 4 | 0.10 | 1.08564 | 1.08798 | 1.07823 | ||
| 21 | 2024.07.29 11:46 | modify | 3 | 0.10 | 1.09323 | 1.08798 | 1.07823 | ||
| 22 | 2024.08.01 09:40 | t/p | 3 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 157.49 | 1125.15 |
| 23 | 2024.08.01 09:40 | t/p | 4 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 78.94 | 1204.10 |
| 24 | 2024.08.01 09:40 | t/p | 5 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 72.04 | 1276.14 |
| 25 | 2024.08.01 09:40 | t/p | 6 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 38.30 | 1314.44 |
| 26 | 2024.08.05 16:00 | sell | 7 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 27 | 2024.08.05 16:00 | modify | 7 | 0.10 | 1.09561 | 1.10161 | 1.08061 | ||
| 28 | 2024.08.14 08:30 | s/l | 7 | 0.10 | 1.10161 | 1.10161 | 1.08061 | -56.04 | 1258.40 |
| 29 | 2024.11.22 04:00 | buy | 8 | 0.10 | 1.04780 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.22 04:00 | modify | 8 | 0.10 | 1.04780 | 1.04180 | 1.06280 | ||
| 31 | 2024.11.22 09:20 | s/l | 8 | 0.10 | 1.04180 | 1.04180 | 1.06280 | -60.00 | 1198.40 |
| 32 | 2025.01.08 16:00 | buy | 9 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.08 16:00 | modify | 9 | 0.10 | 1.03047 | 1.02447 | 1.04547 | ||
| 34 | 2025.01.10 13:40 | s/l | 9 | 0.10 | 1.02447 | 1.02447 | 1.04547 | -63.90 | 1134.50 |
| 35 | 2025.01.13 16:00 | buy | 10 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.13 16:00 | modify | 10 | 0.10 | 1.01999 | 1.01399 | 1.03499 | ||
| 37 | 2025.01.13 22:40 | buy | 11 | 0.10 | 1.02757 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.13 22:40 | modify | 11 | 0.10 | 1.02757 | 1.02299 | 1.03499 | ||
| 39 | 2025.01.13 22:40 | modify | 10 | 0.10 | 1.01999 | 1.02299 | 1.03499 | ||
| 40 | 2025.01.14 17:40 | buy | 12 | 0.10 | 1.02842 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.14 17:40 | modify | 12 | 0.10 | 1.02842 | 1.02374 | 1.03499 | ||
| 42 | 2025.01.14 17:40 | modify | 11 | 0.10 | 1.02757 | 1.02374 | 1.03499 | ||
| 43 | 2025.01.14 17:40 | modify | 10 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 44 | 2025.01.15 08:25 | buy | 13 | 0.10 | 1.03139 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.15 08:25 | modify | 13 | 0.10 | 1.03139 | 1.02524 | 1.03499 | ||
| 46 | 2025.01.15 08:25 | modify | 12 | 0.10 | 1.02842 | 1.02524 | 1.03499 | ||
| 47 | 2025.01.15 08:25 | modify | 11 | 0.10 | 1.02757 | 1.02524 | 1.03499 | ||
| 48 | 2025.01.15 08:25 | modify | 10 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 49 | 2025.01.15 13:40 | t/p | 10 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 148.05 | 1282.55 |
| 50 | 2025.01.15 13:40 | t/p | 11 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 72.25 | 1354.80 |
| 51 | 2025.01.15 13:40 | t/p | 12 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 64.72 | 1419.53 |
| 52 | 2025.01.15 13:40 | t/p | 13 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 36.00 | 1455.53 |
| 53 | 2025.02.03 08:00 | buy | 14 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 54 | 2025.02.03 08:00 | modify | 14 | 0.10 | 1.02278 | 1.01678 | 1.03778 | ||
| 55 | 2025.02.03 15:30 | buy | 15 | 0.10 | 1.03131 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.03 15:30 | modify | 15 | 0.10 | 1.03131 | 1.02653 | 1.03778 | ||
| 57 | 2025.02.03 15:30 | modify | 14 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 58 | 2025.02.03 17:40 | buy | 16 | 0.10 | 1.03057 | 0.00000 | 0.00000 | ||
| 59 | 2025.02.03 17:40 | modify | 16 | 0.10 | 1.03057 | 1.02578 | 1.03778 | ||
| 60 | 2025.02.03 17:45 | modify | 16 | 0.10 | 1.03057 | 1.02653 | 1.03778 | ||
| 61 | 2025.02.04 09:20 | buy | 17 | 0.10 | 1.03429 | 0.00000 | 0.00000 | ||
| 62 | 2025.02.04 09:20 | modify | 17 | 0.10 | 1.03429 | 1.02803 | 1.03778 | ||
| 63 | 2025.02.04 09:20 | modify | 15 | 0.10 | 1.03131 | 1.02803 | 1.03778 | ||
| 64 | 2025.02.04 09:20 | modify | 16 | 0.10 | 1.03057 | 1.02803 | 1.03778 | ||
| 65 | 2025.02.04 09:20 | modify | 14 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 66 | 2025.02.04 15:30 | t/p | 14 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 149.02 | 1604.55 |
| 67 | 2025.02.04 15:30 | t/p | 15 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 63.72 | 1668.28 |
| 68 | 2025.02.04 15:30 | t/p | 16 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 71.12 | 1739.40 |
| 69 | 2025.02.04 15:30 | t/p | 17 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 34.90 | 1774.30 |
| 70 | 2025.02.10 04:00 | buy | 18 | 0.10 | 1.03144 | 0.00000 | 0.00000 | ||
| 71 | 2025.02.10 04:00 | modify | 18 | 0.10 | 1.03144 | 1.02544 | 1.04644 | ||
| 72 | 2025.02.12 16:40 | buy | 19 | 0.10 | 1.03984 | 0.00000 | 0.00000 | ||
| 73 | 2025.02.12 16:40 | modify | 19 | 0.10 | 1.03984 | 1.03519 | 1.04644 | ||
| 74 | 2025.02.12 16:40 | modify | 18 | 0.10 | 1.03144 | 1.03519 | 1.04644 | ||
| 75 | 2025.02.12 17:50 | buy | 20 | 0.10 | 1.04270 | 0.00000 | 0.00000 | ||
| 76 | 2025.02.12 17:50 | modify | 20 | 0.10 | 1.04270 | 1.03669 | 1.04644 | ||
| 77 | 2025.02.12 17:50 | modify | 19 | 0.10 | 1.03984 | 1.03669 | 1.04644 | ||
| 78 | 2025.02.12 17:50 | modify | 18 | 0.10 | 1.03144 | 1.03669 | 1.04644 | ||
| 79 | 2025.02.12 19:20 | buy | 21 | 0.10 | 1.03914 | 0.00000 | 0.00000 | ||
| 80 | 2025.02.12 19:20 | modify | 21 | 0.10 | 1.03914 | 1.03444 | 1.04644 | ||
| 81 | 2025.02.12 19:25 | modify | 21 | 0.10 | 1.03914 | 1.03669 | 1.04644 | ||
| 82 | 2025.02.13 20:40 | t/p | 18 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 145.12 | 1919.42 |
| 83 | 2025.02.13 20:40 | t/p | 19 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 63.07 | 1982.50 |
| 84 | 2025.02.13 20:40 | t/p | 20 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 34.47 | 2016.97 |
| 85 | 2025.02.13 20:40 | t/p | 21 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 70.07 | 2087.04 |
| 86 | 2025.02.14 04:00 | sell | 22 | 0.10 | 1.04587 | 0.00000 | 0.00000 | ||
| 87 | 2025.02.14 04:00 | modify | 22 | 0.10 | 1.04587 | 1.05187 | 1.03087 | ||
| 88 | 2025.02.24 01:30 | s/l | 22 | 0.10 | 1.05187 | 1.05187 | 1.03087 | -56.48 | 2030.57 |
| 89 | 2025.03.05 04:00 | sell | 23 | 0.10 | 1.06181 | 0.00000 | 0.00000 | ||
| 90 | 2025.03.05 04:00 | modify | 23 | 0.10 | 1.06181 | 1.06781 | 1.04681 | ||
| 91 | 2025.03.05 07:40 | s/l | 23 | 0.10 | 1.06781 | 1.06781 | 1.04681 | -60.00 | 1970.57 |
| 92 | 2025.03.06 04:00 | sell | 24 | 0.10 | 1.07894 | 0.00000 | 0.00000 | ||
| 93 | 2025.03.06 04:00 | modify | 24 | 0.10 | 1.07894 | 1.08494 | 1.06394 | ||
| 94 | 2025.03.06 15:05 | s/l | 24 | 0.10 | 1.08494 | 1.08494 | 1.06394 | -60.00 | 1910.57 |
| 95 | 2025.04.21 12:00 | sell | 25 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 96 | 2025.04.21 12:00 | modify | 25 | 0.10 | 1.15427 | 1.16027 | 1.13927 | ||
| 97 | 2025.04.22 13:05 | sell | 26 | 0.10 | 1.14585 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.22 13:05 | modify | 26 | 0.10 | 1.14585 | 1.15052 | 1.13927 | ||
| 99 | 2025.04.22 13:05 | modify | 25 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 100 | 2025.04.22 13:25 | sell | 27 | 0.10 | 1.14664 | 0.00000 | 0.00000 | ||
| 101 | 2025.04.22 13:25 | modify | 27 | 0.10 | 1.14664 | 1.15127 | 1.13927 | ||
| 102 | 2025.04.22 13:30 | modify | 27 | 0.10 | 1.14664 | 1.15052 | 1.13927 | ||
| 103 | 2025.04.22 19:20 | sell | 28 | 0.10 | 1.14287 | 0.00000 | 0.00000 | ||
| 104 | 2025.04.22 19:20 | modify | 28 | 0.10 | 1.14287 | 1.14902 | 1.13927 | ||
| 105 | 2025.04.22 19:20 | modify | 26 | 0.10 | 1.14585 | 1.14902 | 1.13927 | ||
| 106 | 2025.04.22 19:20 | modify | 27 | 0.10 | 1.14664 | 1.14902 | 1.13927 | ||
| 107 | 2025.04.22 19:20 | modify | 25 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 108 | 2025.04.22 21:30 | t/p | 25 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.44 | 2061.01 |
| 109 | 2025.04.22 21:30 | t/p | 26 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 65.80 | 2126.81 |
| 110 | 2025.04.22 21:30 | t/p | 27 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 73.70 | 2200.51 |
| 111 | 2025.04.22 21:30 | t/p | 28 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.00 | 2236.51 |