Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 25963601 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1334.38 | Gross profit | 1558.58 | Gross loss | -224.20 |
| Profit factor | 6.95 | Expected payoff | 49.42 | ||
| Absolute drawdown | 11.70 | Maximal drawdown | 234.22 (12.45%) | Relative drawdown | 15.76% (202.89) |
| Total trades | 27 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 156.40 | loss trade | -54.12 | |
| Average | profit trade | 82.03 | loss trade | -28.03 | |
| Maximum | consecutive wins (profit in money) | 9 (738.24) | consecutive losses (loss in money) | 3 (-114.52) | |
| Maximal | consecutive profit (count of wins) | 738.24 (9) | consecutive loss (count of losses) | -114.52 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 16:00 | sell | 1 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.17 16:00 | modify | 1 | 0.10 | 1.09323 | 1.09823 | 1.07823 | ||
| 3 | 2024.07.23 10:06 | sell | 2 | 0.10 | 1.08647 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.23 10:06 | modify | 2 | 0.10 | 1.08647 | 1.08948 | 1.07823 | ||
| 5 | 2024.07.23 10:06 | sell | 3 | 0.10 | 1.08647 | 0.00000 | 0.00000 | ||
| 6 | 2024.07.23 10:06 | modify | 3 | 0.10 | 1.08647 | 1.08948 | 1.07823 | ||
| 7 | 2024.07.23 10:06 | modify | 1 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 8 | 2024.07.29 11:55 | sell | 4 | 0.10 | 1.08197 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.29 11:55 | modify | 4 | 0.10 | 1.08197 | 1.08648 | 1.07823 | ||
| 10 | 2024.07.29 11:55 | modify | 3 | 0.10 | 1.08647 | 1.08648 | 1.07823 | ||
| 11 | 2024.07.29 11:55 | modify | 2 | 0.10 | 1.08647 | 1.08648 | 1.07823 | ||
| 12 | 2024.07.29 11:55 | modify | 1 | 0.10 | 1.09323 | 1.08648 | 1.07823 | ||
| 13 | 2024.08.01 09:07 | t/p | 1 | 0.10 | 1.07823 | 1.08648 | 1.07823 | 156.40 | 1156.40 |
| 14 | 2024.08.01 09:07 | t/p | 2 | 0.10 | 1.07823 | 1.08648 | 1.07823 | 86.54 | 1242.94 |
| 15 | 2024.08.01 09:07 | t/p | 3 | 0.10 | 1.07823 | 1.08648 | 1.07823 | 86.54 | 1329.48 |
| 16 | 2024.08.01 09:07 | t/p | 4 | 0.10 | 1.07823 | 1.08648 | 1.07823 | 39.28 | 1368.77 |
| 17 | 2024.08.05 16:00 | sell | 5 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 18 | 2024.08.05 16:00 | modify | 5 | 0.10 | 1.09561 | 1.10061 | 1.08061 | ||
| 19 | 2024.08.08 13:40 | sell | 6 | 0.10 | 1.08884 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.08 13:40 | modify | 6 | 0.10 | 1.08884 | 1.09186 | 1.08061 | ||
| 21 | 2024.08.08 13:40 | sell | 7 | 0.10 | 1.08884 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.08 13:40 | modify | 7 | 0.10 | 1.08884 | 1.09186 | 1.08061 | ||
| 23 | 2024.08.08 13:40 | modify | 5 | 0.10 | 1.09561 | 1.09186 | 1.08061 | ||
| 24 | 2024.08.08 17:26 | s/l | 5 | 0.10 | 1.09186 | 1.09186 | 1.08061 | 39.38 | 1408.15 |
| 25 | 2024.08.08 17:26 | s/l | 6 | 0.10 | 1.09186 | 1.09186 | 1.08061 | -30.20 | 1377.95 |
| 26 | 2024.08.08 17:26 | s/l | 7 | 0.10 | 1.09186 | 1.09186 | 1.08061 | -30.20 | 1347.75 |
| 27 | 2025.01.08 16:00 | buy | 8 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.08 16:00 | modify | 8 | 0.10 | 1.03047 | 1.02547 | 1.04547 | ||
| 29 | 2025.01.10 13:30 | s/l | 8 | 0.10 | 1.02547 | 1.02547 | 1.04547 | -54.12 | 1293.63 |
| 30 | 2025.01.13 16:00 | buy | 9 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 31 | 2025.01.13 16:00 | modify | 9 | 0.10 | 1.01999 | 1.01499 | 1.03499 | ||
| 32 | 2025.01.13 22:49 | buy | 10 | 0.10 | 1.02676 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.13 22:49 | modify | 10 | 0.10 | 1.02676 | 1.02374 | 1.03499 | ||
| 34 | 2025.01.13 22:49 | buy | 11 | 0.10 | 1.02676 | 0.00000 | 0.00000 | ||
| 35 | 2025.01.13 22:49 | modify | 11 | 0.10 | 1.02676 | 1.02374 | 1.03499 | ||
| 36 | 2025.01.13 22:49 | modify | 9 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 37 | 2025.01.15 08:03 | buy | 12 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.15 08:03 | modify | 12 | 0.10 | 1.03126 | 1.02674 | 1.03499 | ||
| 39 | 2025.01.15 08:03 | modify | 11 | 0.10 | 1.02676 | 1.02674 | 1.03499 | ||
| 40 | 2025.01.15 08:03 | modify | 10 | 0.10 | 1.02676 | 1.02674 | 1.03499 | ||
| 41 | 2025.01.15 08:03 | modify | 9 | 0.10 | 1.01999 | 1.02674 | 1.03499 | ||
| 42 | 2025.01.15 13:32 | t/p | 9 | 0.10 | 1.03499 | 1.02674 | 1.03499 | 147.94 | 1441.58 |
| 43 | 2025.01.15 13:32 | t/p | 10 | 0.10 | 1.03499 | 1.02674 | 1.03499 | 80.24 | 1521.82 |
| 44 | 2025.01.15 13:32 | t/p | 11 | 0.10 | 1.03499 | 1.02674 | 1.03499 | 80.24 | 1602.06 |
| 45 | 2025.01.15 13:32 | t/p | 12 | 0.10 | 1.03499 | 1.02674 | 1.03499 | 37.30 | 1639.36 |
| 46 | 2025.02.03 08:00 | buy | 13 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 47 | 2025.02.03 08:00 | modify | 13 | 0.10 | 1.02278 | 1.01778 | 1.03778 | ||
| 48 | 2025.02.03 15:23 | buy | 14 | 0.10 | 1.02953 | 0.00000 | 0.00000 | ||
| 49 | 2025.02.03 15:23 | modify | 14 | 0.10 | 1.02953 | 1.02653 | 1.03778 | ||
| 50 | 2025.02.03 15:23 | buy | 15 | 0.10 | 1.02953 | 0.00000 | 0.00000 | ||
| 51 | 2025.02.03 15:23 | modify | 15 | 0.10 | 1.02953 | 1.02653 | 1.03778 | ||
| 52 | 2025.02.03 15:23 | modify | 13 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 53 | 2025.02.03 21:41 | buy | 16 | 0.10 | 1.03413 | 0.00000 | 0.00000 | ||
| 54 | 2025.02.03 21:41 | modify | 16 | 0.10 | 1.03413 | 1.02953 | 1.03778 | ||
| 55 | 2025.02.03 21:41 | modify | 15 | 0.10 | 1.02953 | 1.02953 | 1.03778 | ||
| 56 | 2025.02.03 21:41 | modify | 14 | 0.10 | 1.02953 | 1.02953 | 1.03778 | ||
| 57 | 2025.02.03 21:41 | modify | 13 | 0.10 | 1.02278 | 1.02953 | 1.03778 | ||
| 58 | 2025.02.04 05:04 | s/l | 13 | 0.10 | 1.02953 | 1.02953 | 1.03778 | 66.47 | 1705.83 |
| 59 | 2025.02.04 05:04 | s/l | 14 | 0.10 | 1.02953 | 1.02953 | 1.03778 | -1.03 | 1704.80 |
| 60 | 2025.02.04 05:04 | s/l | 15 | 0.10 | 1.02953 | 1.02953 | 1.03778 | -1.03 | 1703.77 |
| 61 | 2025.02.04 05:04 | s/l | 16 | 0.10 | 1.02953 | 1.02953 | 1.03778 | -47.03 | 1656.74 |
| 62 | 2025.04.21 12:00 | sell | 17 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 63 | 2025.04.21 12:00 | modify | 17 | 0.10 | 1.15427 | 1.15927 | 1.13927 | ||
| 64 | 2025.04.22 12:01 | sell | 18 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
| 65 | 2025.04.22 12:01 | modify | 18 | 0.10 | 1.14751 | 1.15052 | 1.13927 | ||
| 66 | 2025.04.22 12:01 | sell | 19 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
| 67 | 2025.04.22 12:01 | modify | 19 | 0.10 | 1.14751 | 1.15052 | 1.13927 | ||
| 68 | 2025.04.22 12:01 | modify | 17 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 69 | 2025.04.22 18:42 | sell | 20 | 0.10 | 1.14295 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.22 18:42 | modify | 20 | 0.10 | 1.14295 | 1.14752 | 1.13927 | ||
| 71 | 2025.04.22 18:42 | modify | 19 | 0.10 | 1.14751 | 1.14752 | 1.13927 | ||
| 72 | 2025.04.22 18:42 | modify | 18 | 0.10 | 1.14751 | 1.14752 | 1.13927 | ||
| 73 | 2025.04.22 18:42 | modify | 17 | 0.10 | 1.15427 | 1.14752 | 1.13927 | ||
| 74 | 2025.04.22 21:33 | t/p | 17 | 0.10 | 1.13927 | 1.14752 | 1.13927 | 150.38 | 1807.12 |
| 75 | 2025.04.22 21:33 | t/p | 18 | 0.10 | 1.13927 | 1.14752 | 1.13927 | 82.40 | 1889.52 |
| 76 | 2025.04.22 21:33 | t/p | 19 | 0.10 | 1.13927 | 1.14752 | 1.13927 | 82.40 | 1971.92 |
| 77 | 2025.04.22 21:33 | t/p | 20 | 0.10 | 1.13927 | 1.14752 | 1.13927 | 36.80 | 2008.72 |
| 78 | 2025.05.12 12:00 | buy | 21 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 79 | 2025.05.12 12:00 | modify | 21 | 0.10 | 1.11140 | 1.10640 | 1.12640 | ||
| 80 | 2025.05.13 16:41 | buy | 22 | 0.10 | 1.11815 | 0.00000 | 0.00000 | ||
| 81 | 2025.05.13 16:41 | modify | 22 | 0.10 | 1.11815 | 1.11515 | 1.12640 | ||
| 82 | 2025.05.13 16:41 | buy | 23 | 0.10 | 1.11815 | 0.00000 | 0.00000 | ||
| 83 | 2025.05.13 16:41 | modify | 23 | 0.10 | 1.11815 | 1.11515 | 1.12640 | ||
| 84 | 2025.05.13 16:41 | modify | 21 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 85 | 2025.05.14 08:03 | buy | 24 | 0.10 | 1.12265 | 0.00000 | 0.00000 | ||
| 86 | 2025.05.14 08:03 | modify | 24 | 0.10 | 1.12265 | 1.11815 | 1.12640 | ||
| 87 | 2025.05.14 08:03 | modify | 23 | 0.10 | 1.11815 | 1.11815 | 1.12640 | ||
| 88 | 2025.05.14 08:03 | modify | 22 | 0.10 | 1.11815 | 1.11815 | 1.12640 | ||
| 89 | 2025.05.14 08:03 | modify | 21 | 0.10 | 1.11140 | 1.11815 | 1.12640 | ||
| 90 | 2025.05.14 09:27 | t/p | 21 | 0.10 | 1.12640 | 1.11815 | 1.12640 | 147.94 | 2156.66 |
| 91 | 2025.05.14 09:27 | t/p | 22 | 0.10 | 1.12640 | 1.11815 | 1.12640 | 81.47 | 2238.13 |
| 92 | 2025.05.14 09:27 | t/p | 23 | 0.10 | 1.12640 | 1.11815 | 1.12640 | 81.47 | 2319.60 |
| 93 | 2025.05.14 09:27 | t/p | 24 | 0.10 | 1.12640 | 1.11815 | 1.12640 | 37.50 | 2357.10 |
| 94 | 2025.06.12 16:00 | sell | 25 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 95 | 2025.06.12 16:00 | modify | 25 | 0.10 | 1.15769 | 1.16269 | 1.14269 | ||
| 96 | 2025.06.13 10:37 | sell | 26 | 0.10 | 1.15091 | 0.00000 | 0.00000 | ||
| 97 | 2025.06.13 10:37 | modify | 26 | 0.10 | 1.15091 | 1.15394 | 1.14269 | ||
| 98 | 2025.06.13 10:37 | sell | 27 | 0.10 | 1.15091 | 0.00000 | 0.00000 | ||
| 99 | 2025.06.13 10:37 | modify | 27 | 0.10 | 1.15091 | 1.15394 | 1.14269 | ||
| 100 | 2025.06.13 10:37 | modify | 25 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 101 | 2025.06.13 14:12 | s/l | 25 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 37.88 | 2394.98 |
| 102 | 2025.06.13 14:12 | s/l | 26 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -30.30 | 2364.68 |
| 103 | 2025.06.13 14:12 | s/l | 27 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -30.30 | 2334.38 |