Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 | 1908 | Ticks modelled | 45952343 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 854.84 | Gross profit | 1060.99 | Gross loss | -206.15 |
| Profit factor | 5.15 | Expected payoff | 29.48 | ||
| Absolute drawdown | 21.80 | Maximal drawdown | 194.79 (11.14%) | Relative drawdown | 12.94% (153.72) |
| Total trades | 29 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 19 (65.52%) | Loss trades (% of total) | 10 (34.48%) | ||
| Largest | profit trade | 98.91 | loss trade | -48.57 | |
| Average | profit trade | 55.84 | loss trade | -20.61 | |
| Maximum | consecutive wins (profit in money) | 9 (512.12) | consecutive losses (loss in money) | 5 (-116.65) | |
| Maximal | consecutive profit (count of wins) | 512.12 (9) | consecutive loss (count of losses) | -116.65 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.29 16:00 | buy | 1 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.29 16:00 | modify | 1 | 0.10 | 1.62925 | 1.62225 | 1.64425 | ||
| 3 | 2024.09.03 03:08 | buy | 2 | 0.10 | 1.63675 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.03 03:08 | modify | 2 | 0.10 | 1.63675 | 1.63450 | 1.64425 | ||
| 5 | 2024.09.03 03:08 | modify | 1 | 0.10 | 1.62925 | 1.63450 | 1.64425 | ||
| 6 | 2024.09.03 03:12 | buy | 3 | 0.10 | 1.63751 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.03 03:12 | modify | 3 | 0.10 | 1.63751 | 1.63600 | 1.64425 | ||
| 8 | 2024.09.03 03:12 | buy | 4 | 0.10 | 1.63751 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.03 03:12 | modify | 4 | 0.10 | 1.63751 | 1.63600 | 1.64425 | ||
| 10 | 2024.09.03 03:12 | modify | 2 | 0.10 | 1.63675 | 1.63600 | 1.64425 | ||
| 11 | 2024.09.03 03:12 | modify | 1 | 0.10 | 1.62925 | 1.63600 | 1.64425 | ||
| 12 | 2024.09.03 14:25 | t/p | 1 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 95.45 | 1095.45 |
| 13 | 2024.09.03 14:25 | t/p | 2 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 49.10 | 1144.55 |
| 14 | 2024.09.03 14:25 | t/p | 3 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 44.12 | 1188.67 |
| 15 | 2024.09.03 14:25 | t/p | 4 | 0.10 | 1.64425 | 1.63600 | 1.64425 | 44.12 | 1232.79 |
| 16 | 2024.11.06 16:00 | buy | 5 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 17 | 2024.11.06 16:00 | modify | 5 | 0.10 | 1.63366 | 1.62666 | 1.64866 | ||
| 18 | 2024.11.07 02:21 | s/l | 5 | 0.10 | 1.62666 | 1.62666 | 1.64866 | -48.57 | 1184.22 |
| 19 | 2024.12.06 20:00 | sell | 6 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.06 20:00 | modify | 6 | 0.10 | 1.65291 | 1.65991 | 1.63791 | ||
| 21 | 2024.12.09 07:38 | sell | 7 | 0.10 | 1.64535 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.09 07:38 | modify | 7 | 0.10 | 1.64535 | 1.64766 | 1.63791 | ||
| 23 | 2024.12.09 07:38 | modify | 6 | 0.10 | 1.65291 | 1.64766 | 1.63791 | ||
| 24 | 2024.12.09 07:45 | sell | 8 | 0.10 | 1.64466 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.09 07:45 | modify | 8 | 0.10 | 1.64466 | 1.64616 | 1.63791 | ||
| 26 | 2024.12.09 07:45 | sell | 9 | 0.10 | 1.64466 | 0.00000 | 0.00000 | ||
| 27 | 2024.12.09 07:45 | modify | 9 | 0.10 | 1.64466 | 1.64616 | 1.63791 | ||
| 28 | 2024.12.09 07:45 | modify | 7 | 0.10 | 1.64535 | 1.64616 | 1.63791 | ||
| 29 | 2024.12.09 07:45 | modify | 6 | 0.10 | 1.65291 | 1.64616 | 1.63791 | ||
| 30 | 2024.12.09 13:12 | t/p | 6 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 98.64 | 1282.86 |
| 31 | 2024.12.09 13:12 | t/p | 7 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 48.80 | 1331.66 |
| 32 | 2024.12.09 13:12 | t/p | 8 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 44.27 | 1375.93 |
| 33 | 2024.12.09 13:12 | t/p | 9 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 44.27 | 1420.20 |
| 34 | 2024.12.09 20:00 | buy | 10 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 35 | 2024.12.09 20:00 | modify | 10 | 0.10 | 1.63830 | 1.63130 | 1.65330 | ||
| 36 | 2024.12.10 03:05 | buy | 11 | 0.10 | 1.64587 | 0.00000 | 0.00000 | ||
| 37 | 2024.12.10 03:05 | modify | 11 | 0.10 | 1.64587 | 1.64355 | 1.65330 | ||
| 38 | 2024.12.10 03:05 | modify | 10 | 0.10 | 1.63830 | 1.64355 | 1.65330 | ||
| 39 | 2024.12.10 03:30 | buy | 12 | 0.10 | 1.64659 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.10 03:30 | modify | 12 | 0.10 | 1.64659 | 1.64505 | 1.65330 | ||
| 41 | 2024.12.10 03:30 | buy | 13 | 0.10 | 1.64659 | 0.00000 | 0.00000 | ||
| 42 | 2024.12.10 03:30 | modify | 13 | 0.10 | 1.64659 | 1.64505 | 1.65330 | ||
| 43 | 2024.12.10 03:30 | modify | 11 | 0.10 | 1.64587 | 1.64505 | 1.65330 | ||
| 44 | 2024.12.10 03:30 | modify | 10 | 0.10 | 1.63830 | 1.64505 | 1.65330 | ||
| 45 | 2024.12.10 03:32 | t/p | 10 | 0.10 | 1.65330 | 1.64505 | 1.65330 | 97.28 | 1517.48 |
| 46 | 2024.12.10 03:32 | t/p | 11 | 0.10 | 1.65330 | 1.64505 | 1.65330 | 48.64 | 1566.12 |
| 47 | 2024.12.10 03:32 | t/p | 12 | 0.10 | 1.65330 | 1.64505 | 1.65330 | 43.93 | 1610.05 |
| 48 | 2024.12.10 03:32 | t/p | 13 | 0.10 | 1.65330 | 1.64505 | 1.65330 | 43.93 | 1653.98 |
| 49 | 2025.01.02 20:00 | buy | 14 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.02 20:00 | modify | 14 | 0.10 | 1.65543 | 1.64843 | 1.67043 | ||
| 51 | 2025.01.06 15:50 | buy | 15 | 0.10 | 1.66293 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.06 15:50 | modify | 15 | 0.10 | 1.66293 | 1.66068 | 1.67043 | ||
| 53 | 2025.01.06 15:50 | modify | 14 | 0.10 | 1.65543 | 1.66068 | 1.67043 | ||
| 54 | 2025.01.06 15:57 | buy | 16 | 0.10 | 1.66372 | 0.00000 | 0.00000 | ||
| 55 | 2025.01.06 15:57 | modify | 16 | 0.10 | 1.66372 | 1.66218 | 1.67043 | ||
| 56 | 2025.01.06 15:57 | buy | 17 | 0.10 | 1.66372 | 0.00000 | 0.00000 | ||
| 57 | 2025.01.06 15:57 | modify | 17 | 0.10 | 1.66372 | 1.66218 | 1.67043 | ||
| 58 | 2025.01.06 15:57 | modify | 15 | 0.10 | 1.66293 | 1.66218 | 1.67043 | ||
| 59 | 2025.01.06 15:57 | modify | 14 | 0.10 | 1.65543 | 1.66218 | 1.67043 | ||
| 60 | 2025.01.06 22:06 | s/l | 14 | 0.10 | 1.66218 | 1.66218 | 1.67043 | 42.36 | 1696.34 |
| 61 | 2025.01.06 22:06 | s/l | 15 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -4.91 | 1691.43 |
| 62 | 2025.01.06 22:06 | s/l | 16 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -10.09 | 1681.34 |
| 63 | 2025.01.06 22:06 | s/l | 17 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -10.09 | 1671.25 |
| 64 | 2025.02.25 20:00 | sell | 18 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 65 | 2025.02.25 20:00 | modify | 18 | 0.10 | 1.65713 | 1.66413 | 1.64213 | ||
| 66 | 2025.02.26 14:18 | s/l | 18 | 0.10 | 1.66413 | 1.66413 | 1.64213 | -45.65 | 1625.60 |
| 67 | 2025.03.04 12:00 | sell | 19 | 0.10 | 1.69052 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.04 12:00 | modify | 19 | 0.10 | 1.69052 | 1.69752 | 1.67552 | ||
| 69 | 2025.03.04 16:19 | s/l | 19 | 0.10 | 1.69752 | 1.69752 | 1.67552 | -45.91 | 1579.69 |
| 70 | 2025.03.07 16:00 | sell | 20 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 71 | 2025.03.07 16:00 | modify | 20 | 0.10 | 1.72171 | 1.72871 | 1.70671 | ||
| 72 | 2025.03.09 21:05 | sell | 21 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 73 | 2025.03.09 21:05 | modify | 21 | 0.10 | 1.71399 | 1.71646 | 1.70671 | ||
| 74 | 2025.03.09 21:05 | modify | 20 | 0.10 | 1.72171 | 1.71646 | 1.70671 | ||
| 75 | 2025.03.09 21:05 | s/l | 20 | 0.10 | 1.71646 | 1.71646 | 1.70671 | 34.43 | 1614.12 |
| 76 | 2025.03.09 21:05 | s/l | 21 | 0.10 | 1.71646 | 1.71646 | 1.70671 | -16.20 | 1597.92 |
| 77 | 2025.03.31 20:00 | sell | 22 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 78 | 2025.03.31 20:00 | modify | 22 | 0.10 | 1.73033 | 1.73733 | 1.71533 | ||
| 79 | 2025.04.01 14:48 | sell | 23 | 0.10 | 1.72283 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.01 14:48 | modify | 23 | 0.10 | 1.72283 | 1.72508 | 1.71533 | ||
| 81 | 2025.04.01 14:48 | modify | 22 | 0.10 | 1.73033 | 1.72508 | 1.71533 | ||
| 82 | 2025.04.01 15:02 | sell | 24 | 0.10 | 1.72208 | 0.00000 | 0.00000 | ||
| 83 | 2025.04.01 15:02 | modify | 24 | 0.10 | 1.72208 | 1.72358 | 1.71533 | ||
| 84 | 2025.04.01 15:02 | sell | 25 | 0.10 | 1.72208 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.01 15:02 | modify | 25 | 0.10 | 1.72208 | 1.72358 | 1.71533 | ||
| 86 | 2025.04.01 15:02 | modify | 23 | 0.10 | 1.72283 | 1.72358 | 1.71533 | ||
| 87 | 2025.04.01 15:02 | modify | 22 | 0.10 | 1.73033 | 1.72358 | 1.71533 | ||
| 88 | 2025.04.02 02:21 | t/p | 22 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 98.91 | 1696.83 |
| 89 | 2025.04.02 02:21 | t/p | 23 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 49.46 | 1746.30 |
| 90 | 2025.04.02 02:21 | t/p | 24 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 44.54 | 1790.84 |
| 91 | 2025.04.02 02:21 | t/p | 25 | 0.10 | 1.71533 | 1.72358 | 1.71533 | 44.54 | 1835.38 |
| 92 | 2025.04.02 12:00 | buy | 26 | 0.10 | 1.71331 | 0.00000 | 0.00000 | ||
| 93 | 2025.04.02 12:00 | modify | 26 | 0.10 | 1.71331 | 1.70631 | 1.72831 | ||
| 94 | 2025.04.02 14:50 | buy | 27 | 0.10 | 1.72082 | 0.00000 | 0.00000 | ||
| 95 | 2025.04.02 14:50 | modify | 27 | 0.10 | 1.72082 | 1.71856 | 1.72831 | ||
| 96 | 2025.04.02 14:50 | modify | 26 | 0.10 | 1.71331 | 1.71856 | 1.72831 | ||
| 97 | 2025.04.02 14:51 | buy | 28 | 0.10 | 1.72157 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.02 14:51 | modify | 28 | 0.10 | 1.72157 | 1.72006 | 1.72831 | ||
| 99 | 2025.04.02 14:51 | buy | 29 | 0.10 | 1.72157 | 0.00000 | 0.00000 | ||
| 100 | 2025.04.02 14:51 | modify | 29 | 0.10 | 1.72157 | 1.72006 | 1.72831 | ||
| 101 | 2025.04.02 14:51 | modify | 27 | 0.10 | 1.72082 | 1.72006 | 1.72831 | ||
| 102 | 2025.04.02 14:51 | modify | 26 | 0.10 | 1.71331 | 1.72006 | 1.72831 | ||
| 103 | 2025.04.02 20:14 | s/l | 26 | 0.10 | 1.72006 | 1.72006 | 1.72831 | 44.19 | 1879.57 |
| 104 | 2025.04.02 20:14 | s/l | 27 | 0.10 | 1.72006 | 1.72006 | 1.72831 | -4.97 | 1874.60 |
| 105 | 2025.04.02 20:14 | s/l | 28 | 0.10 | 1.72006 | 1.72006 | 1.72831 | -9.88 | 1864.72 |
| 106 | 2025.04.02 20:14 | s/l | 29 | 0.10 | 1.72006 | 1.72006 | 1.72831 | -9.88 | 1854.84 |