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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79344 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1065.88 | Gross profit | 1477.87 | Gross loss | -411.99 |
| Profit factor | 3.59 | Expected payoff | 30.45 | ||
| Absolute drawdown | 91.47 | Maximal drawdown | 310.16 (19.73%) | Relative drawdown | 19.73% (310.16) |
| Total trades | 35 | Short positions (won %) | 26 (84.62%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 27 (77.14%) | Loss trades (% of total) | 8 (22.86%) | ||
| Largest | profit trade | 98.36 | loss trade | -91.81 | |
| Average | profit trade | 54.74 | loss trade | -51.50 | |
| Maximum | consecutive wins (profit in money) | 11 (628.70) | consecutive losses (loss in money) | 3 (-66.49) | |
| Maximal | consecutive profit (count of wins) | 628.70 (11) | consecutive loss (count of losses) | -116.39 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.29 08:00 | sell | 1 | 0.10 | 1.64642 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.29 08:00 | modify | 1 | 0.10 | 1.64642 | 1.66042 | 1.63142 | ||
| 3 | 2024.11.06 07:40 | sell | 2 | 0.10 | 1.63807 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.06 07:40 | modify | 2 | 0.10 | 1.63807 | 1.64192 | 1.63142 | ||
| 5 | 2024.11.06 07:40 | modify | 1 | 0.10 | 1.64642 | 1.64192 | 1.63142 | ||
| 6 | 2024.11.06 08:10 | sell | 3 | 0.10 | 1.63862 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.06 08:10 | modify | 3 | 0.10 | 1.63862 | 1.64567 | 1.63142 | ||
| 8 | 2024.11.06 08:15 | modify | 3 | 0.10 | 1.63862 | 1.64192 | 1.63142 | ||
| 9 | 2024.11.06 10:40 | t/p | 1 | 0.10 | 1.63142 | 1.64192 | 1.63142 | 98.36 | 1098.36 |
| 10 | 2024.11.06 10:40 | t/p | 2 | 0.10 | 1.63142 | 1.64192 | 1.63142 | 43.61 | 1141.97 |
| 11 | 2024.11.06 10:40 | t/p | 3 | 0.10 | 1.63142 | 1.64192 | 1.63142 | 47.21 | 1189.18 |
| 12 | 2024.11.13 16:00 | sell | 4 | 0.10 | 1.62905 | 0.00000 | 0.00000 | ||
| 13 | 2024.11.13 16:00 | modify | 4 | 0.10 | 1.62905 | 1.64305 | 1.61405 | ||
| 14 | 2024.11.19 09:40 | sell | 5 | 0.10 | 1.62147 | 0.00000 | 0.00000 | ||
| 15 | 2024.11.19 09:40 | modify | 5 | 0.10 | 1.62147 | 1.62830 | 1.61405 | ||
| 16 | 2024.11.19 09:40 | modify | 4 | 0.10 | 1.62905 | 1.62830 | 1.61405 | ||
| 17 | 2024.11.20 00:15 | sell | 6 | 0.10 | 1.62071 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.20 00:15 | modify | 6 | 0.10 | 1.62071 | 1.62455 | 1.61405 | ||
| 19 | 2024.11.20 00:15 | modify | 5 | 0.10 | 1.62147 | 1.62455 | 1.61405 | ||
| 20 | 2024.11.20 00:15 | modify | 4 | 0.10 | 1.62905 | 1.62455 | 1.61405 | ||
| 21 | 2024.11.20 22:05 | sell | 7 | 0.10 | 1.61927 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.20 22:05 | modify | 7 | 0.10 | 1.61927 | 1.62380 | 1.61405 | ||
| 23 | 2024.11.20 22:05 | modify | 6 | 0.10 | 1.62071 | 1.62380 | 1.61405 | ||
| 24 | 2024.11.20 22:05 | modify | 5 | 0.10 | 1.62147 | 1.62380 | 1.61405 | ||
| 25 | 2024.11.20 22:05 | modify | 4 | 0.10 | 1.62905 | 1.62380 | 1.61405 | ||
| 26 | 2024.11.21 11:40 | t/p | 4 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 98.36 | 1287.54 |
| 27 | 2024.11.21 11:40 | t/p | 5 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 48.66 | 1336.20 |
| 28 | 2024.11.21 11:40 | t/p | 6 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 43.67 | 1379.87 |
| 29 | 2024.11.21 11:40 | t/p | 7 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 34.23 | 1414.10 |
| 30 | 2024.12.06 20:00 | sell | 8 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 31 | 2024.12.06 20:00 | modify | 8 | 0.10 | 1.65291 | 1.66691 | 1.63791 | ||
| 32 | 2024.12.09 07:59 | sell | 9 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.09 07:59 | modify | 9 | 0.10 | 1.64455 | 1.64841 | 1.63791 | ||
| 34 | 2024.12.09 07:59 | modify | 8 | 0.10 | 1.65291 | 1.64841 | 1.63791 | ||
| 35 | 2024.12.09 13:30 | t/p | 8 | 0.10 | 1.63791 | 1.64841 | 1.63791 | 98.36 | 1512.46 |
| 36 | 2024.12.09 13:30 | t/p | 9 | 0.10 | 1.63791 | 1.64841 | 1.63791 | 43.54 | 1556.00 |
| 37 | 2024.12.17 20:00 | sell | 10 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.17 20:00 | modify | 10 | 0.10 | 1.65543 | 1.66943 | 1.64043 | ||
| 39 | 2024.12.18 23:40 | s/l | 10 | 0.10 | 1.66943 | 1.66943 | 1.64043 | -91.80 | 1464.20 |
| 40 | 2025.01.13 20:00 | buy | 11 | 0.10 | 1.65873 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.13 20:00 | modify | 11 | 0.10 | 1.65873 | 1.64473 | 1.67373 | ||
| 42 | 2025.01.15 00:50 | buy | 12 | 0.10 | 1.66642 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.15 00:50 | modify | 12 | 0.10 | 1.66642 | 1.65948 | 1.67373 | ||
| 44 | 2025.01.15 00:50 | modify | 11 | 0.10 | 1.65873 | 1.65948 | 1.67373 | ||
| 45 | 2025.01.15 13:30 | s/l | 11 | 0.10 | 1.65948 | 1.65948 | 1.67373 | 4.92 | 1469.12 |
| 46 | 2025.01.15 13:30 | s/l | 12 | 0.10 | 1.65948 | 1.65948 | 1.67373 | -45.50 | 1423.62 |
| 47 | 2025.02.12 20:00 | sell | 13 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 48 | 2025.02.12 20:00 | modify | 13 | 0.10 | 1.65295 | 1.66695 | 1.63795 | ||
| 49 | 2025.02.17 09:40 | sell | 14 | 0.10 | 1.64470 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.17 09:40 | modify | 14 | 0.10 | 1.64470 | 1.64845 | 1.63795 | ||
| 51 | 2025.02.17 09:40 | modify | 13 | 0.10 | 1.65295 | 1.64845 | 1.63795 | ||
| 52 | 2025.02.17 10:40 | s/l | 13 | 0.10 | 1.64845 | 1.64845 | 1.63795 | 29.51 | 1453.13 |
| 53 | 2025.02.17 10:40 | s/l | 14 | 0.10 | 1.64845 | 1.64845 | 1.63795 | -24.59 | 1428.54 |
| 54 | 2025.02.25 20:00 | sell | 15 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.25 20:00 | modify | 15 | 0.10 | 1.65713 | 1.67113 | 1.64213 | ||
| 56 | 2025.02.28 02:40 | s/l | 15 | 0.10 | 1.67113 | 1.67113 | 1.64213 | -91.80 | 1336.74 |
| 57 | 2025.03.25 16:00 | buy | 16 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 58 | 2025.03.25 16:00 | modify | 16 | 0.10 | 1.71309 | 1.69909 | 1.72809 | ||
| 59 | 2025.03.28 15:15 | buy | 17 | 0.10 | 1.72145 | 0.00000 | 0.00000 | ||
| 60 | 2025.03.28 15:15 | modify | 17 | 0.10 | 1.72145 | 1.71759 | 1.72809 | ||
| 61 | 2025.03.28 15:15 | modify | 16 | 0.10 | 1.71309 | 1.71759 | 1.72809 | ||
| 62 | 2025.03.28 15:25 | buy | 18 | 0.10 | 1.72065 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.28 15:25 | modify | 18 | 0.10 | 1.72065 | 1.71384 | 1.72809 | ||
| 64 | 2025.03.28 15:30 | modify | 18 | 0.10 | 1.72065 | 1.71759 | 1.72809 | ||
| 65 | 2025.03.28 20:30 | buy | 19 | 0.10 | 1.72306 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.28 20:30 | modify | 19 | 0.10 | 1.72306 | 1.71834 | 1.72809 | ||
| 67 | 2025.03.28 20:30 | modify | 17 | 0.10 | 1.72145 | 1.71834 | 1.72809 | ||
| 68 | 2025.03.28 20:30 | modify | 18 | 0.10 | 1.72065 | 1.71834 | 1.72809 | ||
| 69 | 2025.03.28 20:30 | modify | 16 | 0.10 | 1.71309 | 1.71834 | 1.72809 | ||
| 70 | 2025.03.30 21:05 | s/l | 16 | 0.10 | 1.71834 | 1.71834 | 1.72809 | 34.41 | 1371.15 |
| 71 | 2025.03.30 21:05 | s/l | 17 | 0.10 | 1.71834 | 1.71834 | 1.72809 | -20.39 | 1350.76 |
| 72 | 2025.03.30 21:05 | s/l | 18 | 0.10 | 1.71834 | 1.71834 | 1.72809 | -15.15 | 1335.61 |
| 73 | 2025.03.30 21:05 | s/l | 19 | 0.10 | 1.71834 | 1.71834 | 1.72809 | -30.95 | 1304.66 |
| 74 | 2025.03.31 20:00 | sell | 20 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 75 | 2025.03.31 20:00 | modify | 20 | 0.10 | 1.73033 | 1.74433 | 1.71533 | ||
| 76 | 2025.04.01 14:50 | sell | 21 | 0.10 | 1.72264 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.01 14:50 | modify | 21 | 0.10 | 1.72264 | 1.72958 | 1.71533 | ||
| 78 | 2025.04.01 14:50 | modify | 20 | 0.10 | 1.73033 | 1.72958 | 1.71533 | ||
| 79 | 2025.04.01 16:25 | sell | 22 | 0.10 | 1.72050 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.01 16:25 | modify | 22 | 0.10 | 1.72050 | 1.72508 | 1.71533 | ||
| 81 | 2025.04.01 16:25 | modify | 21 | 0.10 | 1.72264 | 1.72508 | 1.71533 | ||
| 82 | 2025.04.01 16:25 | modify | 20 | 0.10 | 1.73033 | 1.72508 | 1.71533 | ||
| 83 | 2025.04.01 16:45 | sell | 23 | 0.10 | 1.72206 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.01 16:45 | modify | 23 | 0.10 | 1.72206 | 1.72583 | 1.71533 | ||
| 85 | 2025.04.01 16:50 | modify | 23 | 0.10 | 1.72206 | 1.72508 | 1.71533 | ||
| 86 | 2025.04.02 02:30 | t/p | 20 | 0.10 | 1.71533 | 1.72508 | 1.71533 | 98.36 | 1403.02 |
| 87 | 2025.04.02 02:30 | t/p | 21 | 0.10 | 1.71533 | 1.72508 | 1.71533 | 47.94 | 1450.96 |
| 88 | 2025.04.02 02:30 | t/p | 22 | 0.10 | 1.71533 | 1.72508 | 1.71533 | 33.90 | 1484.86 |
| 89 | 2025.04.02 02:30 | t/p | 23 | 0.10 | 1.71533 | 1.72508 | 1.71533 | 44.13 | 1528.99 |
| 90 | 2025.04.04 08:00 | sell | 24 | 0.10 | 1.77128 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.04 08:00 | modify | 24 | 0.10 | 1.77128 | 1.78528 | 1.75628 | ||
| 92 | 2025.04.04 10:30 | s/l | 24 | 0.10 | 1.78528 | 1.78528 | 1.75628 | -91.81 | 1437.18 |
| 93 | 2025.07.07 08:00 | sell | 25 | 0.10 | 1.80564 | 0.00000 | 0.00000 | ||
| 94 | 2025.07.07 08:00 | modify | 25 | 0.10 | 1.80564 | 1.81964 | 1.79064 | ||
| 95 | 2025.07.08 05:10 | sell | 26 | 0.10 | 1.79730 | 0.00000 | 0.00000 | ||
| 96 | 2025.07.08 05:10 | modify | 26 | 0.10 | 1.79730 | 1.80114 | 1.79064 | ||
| 97 | 2025.07.08 05:10 | modify | 25 | 0.10 | 1.80564 | 1.80114 | 1.79064 | ||
| 98 | 2025.07.08 07:10 | sell | 27 | 0.10 | 1.79812 | 0.00000 | 0.00000 | ||
| 99 | 2025.07.08 07:10 | modify | 27 | 0.10 | 1.79812 | 1.80489 | 1.79064 | ||
| 100 | 2025.07.08 07:15 | modify | 27 | 0.10 | 1.79812 | 1.80114 | 1.79064 | ||
| 101 | 2025.07.08 08:50 | sell | 28 | 0.10 | 1.79577 | 0.00000 | 0.00000 | ||
| 102 | 2025.07.08 08:50 | modify | 28 | 0.10 | 1.79577 | 1.80039 | 1.79064 | ||
| 103 | 2025.07.08 08:50 | modify | 26 | 0.10 | 1.79730 | 1.80039 | 1.79064 | ||
| 104 | 2025.07.08 08:50 | modify | 27 | 0.10 | 1.79812 | 1.80039 | 1.79064 | ||
| 105 | 2025.07.08 08:50 | modify | 25 | 0.10 | 1.80564 | 1.80039 | 1.79064 | ||
| 106 | 2025.07.09 05:05 | t/p | 25 | 0.10 | 1.79064 | 1.80039 | 1.79064 | 98.36 | 1535.54 |
| 107 | 2025.07.09 05:05 | t/p | 26 | 0.10 | 1.79064 | 1.80039 | 1.79064 | 43.68 | 1579.22 |
| 108 | 2025.07.09 05:05 | t/p | 27 | 0.10 | 1.79064 | 1.80039 | 1.79064 | 49.05 | 1628.27 |
| 109 | 2025.07.09 05:05 | t/p | 28 | 0.10 | 1.79064 | 1.80039 | 1.79064 | 33.64 | 1661.91 |
| 110 | 2025.07.21 20:00 | sell | 29 | 0.10 | 1.79191 | 0.00000 | 0.00000 | ||
| 111 | 2025.07.21 20:00 | modify | 29 | 0.10 | 1.79191 | 1.80591 | 1.77691 | ||
| 112 | 2025.07.23 07:40 | sell | 30 | 0.10 | 1.78436 | 0.00000 | 0.00000 | ||
| 113 | 2025.07.23 07:40 | modify | 30 | 0.10 | 1.78436 | 1.79116 | 1.77691 | ||
| 114 | 2025.07.23 07:40 | modify | 29 | 0.10 | 1.79191 | 1.79116 | 1.77691 | ||
| 115 | 2025.07.23 08:40 | sell | 31 | 0.10 | 1.78193 | 0.00000 | 0.00000 | ||
| 116 | 2025.07.23 08:40 | modify | 31 | 0.10 | 1.78193 | 1.78666 | 1.77691 | ||
| 117 | 2025.07.23 08:40 | modify | 30 | 0.10 | 1.78436 | 1.78666 | 1.77691 | ||
| 118 | 2025.07.23 08:40 | modify | 29 | 0.10 | 1.79191 | 1.78666 | 1.77691 | ||
| 119 | 2025.07.23 19:30 | sell | 32 | 0.10 | 1.78352 | 0.00000 | 0.00000 | ||
| 120 | 2025.07.23 19:30 | modify | 32 | 0.10 | 1.78352 | 1.78741 | 1.77691 | ||
| 121 | 2025.07.23 19:35 | modify | 32 | 0.10 | 1.78352 | 1.78666 | 1.77691 | ||
| 122 | 2025.07.24 08:40 | t/p | 29 | 0.10 | 1.77691 | 1.78666 | 1.77691 | 98.36 | 1760.27 |
| 123 | 2025.07.24 08:40 | t/p | 30 | 0.10 | 1.77691 | 1.78666 | 1.77691 | 48.85 | 1809.12 |
| 124 | 2025.07.24 08:40 | t/p | 31 | 0.10 | 1.77691 | 1.78666 | 1.77691 | 32.92 | 1842.04 |
| 125 | 2025.07.24 08:40 | t/p | 32 | 0.10 | 1.77691 | 1.78666 | 1.77691 | 43.35 | 1885.39 |
| 126 | 2025.07.29 08:00 | buy | 33 | 0.10 | 1.77686 | 0.00000 | 0.00000 | ||
| 127 | 2025.07.29 08:00 | modify | 33 | 0.10 | 1.77686 | 1.76286 | 1.79186 | ||
| 128 | 2025.08.01 13:20 | buy | 34 | 0.10 | 1.78449 | 0.00000 | 0.00000 | ||
| 129 | 2025.08.01 13:20 | modify | 34 | 0.10 | 1.78449 | 1.77761 | 1.79186 | ||
| 130 | 2025.08.01 13:20 | modify | 33 | 0.10 | 1.77686 | 1.77761 | 1.79186 | ||
| 131 | 2025.08.01 13:30 | buy | 35 | 0.10 | 1.78670 | 0.00000 | 0.00000 | ||
| 132 | 2025.08.01 13:30 | modify | 35 | 0.10 | 1.78670 | 1.78211 | 1.79186 | ||
| 133 | 2025.08.01 13:30 | modify | 34 | 0.10 | 1.78449 | 1.78211 | 1.79186 | ||
| 134 | 2025.08.01 13:30 | modify | 33 | 0.10 | 1.77686 | 1.78211 | 1.79186 | ||
| 135 | 2025.08.01 19:30 | t/p | 33 | 0.10 | 1.79186 | 1.78211 | 1.79186 | 98.34 | 1983.73 |
| 136 | 2025.08.01 19:30 | t/p | 34 | 0.10 | 1.79186 | 1.78211 | 1.79186 | 48.32 | 2032.05 |
| 137 | 2025.08.01 19:30 | t/p | 35 | 0.10 | 1.79186 | 1.78211 | 1.79186 | 33.83 | 2065.88 |