Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 2605 | Ticks modelled | 78686 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1376.64 | Gross profit | 1407.94 | Gross loss | -31.30 |
| Profit factor | 44.98 | Expected payoff | 80.98 | ||
| Absolute drawdown | 28.83 | Maximal drawdown | 155.72 (12.40%) | Relative drawdown | 12.40% (155.72) |
| Total trades | 17 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 15 (88.24%) | Loss trades (% of total) | 2 (11.76%) | ||
| Largest | profit trade | 152.64 | loss trade | -16.00 | |
| Average | profit trade | 93.86 | loss trade | -15.65 | |
| Maximum | consecutive wins (profit in money) | 10 (971.43) | consecutive losses (loss in money) | 1 (-16.00) | |
| Maximal | consecutive profit (count of wins) | 971.43 (10) | consecutive loss (count of losses) | -16.00 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.10 20:00 | buy | 1 | 0.10 | 1.10297 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.10 20:00 | modify | 1 | 0.10 | 1.10297 | 1.08897 | 1.11797 | ||
| 3 | 2024.09.13 00:10 | buy | 2 | 0.10 | 1.10823 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.13 00:10 | modify | 2 | 0.10 | 1.10823 | 1.10672 | 1.11797 | ||
| 5 | 2024.09.13 00:10 | modify | 1 | 0.10 | 1.10297 | 1.10672 | 1.11797 | ||
| 6 | 2024.09.13 00:40 | buy | 3 | 0.10 | 1.10903 | 0.00000 | 0.00000 | ||
| 7 | 2024.09.13 00:40 | modify | 3 | 0.10 | 1.10903 | 1.10672 | 1.11797 | ||
| 8 | 2024.09.16 06:30 | buy | 4 | 0.10 | 1.11137 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.16 06:30 | modify | 4 | 0.10 | 1.11137 | 1.10897 | 1.11797 | ||
| 10 | 2024.09.16 06:30 | modify | 3 | 0.10 | 1.10903 | 1.10897 | 1.11797 | ||
| 11 | 2024.09.16 06:30 | modify | 2 | 0.10 | 1.10823 | 1.10897 | 1.11797 | ||
| 12 | 2024.09.16 06:30 | modify | 1 | 0.10 | 1.10297 | 1.10897 | 1.11797 | ||
| 13 | 2024.09.18 18:40 | t/p | 1 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 141.77 | 1141.77 |
| 14 | 2024.09.18 18:40 | t/p | 2 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 94.31 | 1236.08 |
| 15 | 2024.09.18 18:40 | t/p | 3 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 86.31 | 1322.40 |
| 16 | 2024.09.18 18:40 | t/p | 4 | 0.10 | 1.11797 | 1.10897 | 1.11797 | 63.94 | 1386.34 |
| 17 | 2024.10.30 20:00 | sell | 5 | 0.10 | 1.08605 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.30 20:00 | modify | 5 | 0.10 | 1.08605 | 1.10005 | 1.07105 | ||
| 19 | 2024.11.06 06:40 | t/p | 5 | 0.10 | 1.07105 | 1.10005 | 1.07105 | 152.64 | 1538.97 |
| 20 | 2025.01.13 16:00 | buy | 6 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 21 | 2025.01.13 16:00 | modify | 6 | 0.10 | 1.01999 | 1.00599 | 1.03499 | ||
| 22 | 2025.01.14 00:53 | buy | 7 | 0.10 | 1.02552 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.14 00:53 | modify | 7 | 0.10 | 1.02552 | 1.02374 | 1.03499 | ||
| 24 | 2025.01.14 00:53 | modify | 6 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 25 | 2025.01.14 07:20 | buy | 8 | 0.10 | 1.02602 | 0.00000 | 0.00000 | ||
| 26 | 2025.01.14 07:20 | modify | 8 | 0.10 | 1.02602 | 1.02374 | 1.03499 | ||
| 27 | 2025.01.14 17:40 | buy | 9 | 0.10 | 1.02842 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.14 17:40 | modify | 9 | 0.10 | 1.02842 | 1.02599 | 1.03499 | ||
| 29 | 2025.01.14 17:40 | modify | 8 | 0.10 | 1.02602 | 1.02599 | 1.03499 | ||
| 30 | 2025.01.14 17:40 | modify | 7 | 0.10 | 1.02552 | 1.02599 | 1.03499 | ||
| 31 | 2025.01.14 17:40 | modify | 6 | 0.10 | 1.01999 | 1.02599 | 1.03499 | ||
| 32 | 2025.01.15 13:40 | t/p | 6 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 147.94 | 1686.92 |
| 33 | 2025.01.15 13:40 | t/p | 7 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 93.67 | 1780.59 |
| 34 | 2025.01.15 13:40 | t/p | 8 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 88.67 | 1869.26 |
| 35 | 2025.01.15 13:40 | t/p | 9 | 0.10 | 1.03499 | 1.02599 | 1.03499 | 64.67 | 1933.93 |
| 36 | 2025.02.12 12:00 | sell | 10 | 0.10 | 1.03750 | 0.00000 | 0.00000 | ||
| 37 | 2025.02.12 12:00 | modify | 10 | 0.10 | 1.03750 | 1.05150 | 1.02250 | ||
| 38 | 2025.02.12 13:50 | sell | 11 | 0.10 | 1.03222 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.12 13:50 | modify | 11 | 0.10 | 1.03222 | 1.03375 | 1.02250 | ||
| 40 | 2025.02.12 13:50 | modify | 10 | 0.10 | 1.03750 | 1.03375 | 1.02250 | ||
| 41 | 2025.02.12 13:55 | s/l | 10 | 0.10 | 1.03375 | 1.03375 | 1.02250 | 37.50 | 1971.43 |
| 42 | 2025.02.12 13:55 | s/l | 11 | 0.10 | 1.03375 | 1.03375 | 1.02250 | -15.30 | 1956.13 |
| 43 | 2025.02.14 20:00 | sell | 12 | 0.10 | 1.04981 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.14 20:00 | modify | 12 | 0.10 | 1.04981 | 1.06381 | 1.03481 | ||
| 45 | 2025.02.18 14:00 | sell | 13 | 0.10 | 1.04446 | 0.00000 | 0.00000 | ||
| 46 | 2025.02.18 14:00 | modify | 13 | 0.10 | 1.04446 | 1.04606 | 1.03481 | ||
| 47 | 2025.02.18 14:00 | modify | 12 | 0.10 | 1.04981 | 1.04606 | 1.03481 | ||
| 48 | 2025.02.18 15:20 | s/l | 12 | 0.10 | 1.04606 | 1.04606 | 1.03481 | 38.25 | 1994.38 |
| 49 | 2025.02.18 15:20 | s/l | 13 | 0.10 | 1.04606 | 1.04606 | 1.03481 | -16.00 | 1978.38 |
| 50 | 2025.05.12 12:00 | buy | 14 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 51 | 2025.05.12 12:00 | modify | 14 | 0.10 | 1.11140 | 1.09740 | 1.12640 | ||
| 52 | 2025.05.13 14:40 | buy | 15 | 0.10 | 1.11671 | 0.00000 | 0.00000 | ||
| 53 | 2025.05.13 14:40 | modify | 15 | 0.10 | 1.11671 | 1.11515 | 1.12640 | ||
| 54 | 2025.05.13 14:40 | modify | 14 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 55 | 2025.05.13 15:30 | buy | 16 | 0.10 | 1.11749 | 0.00000 | 0.00000 | ||
| 56 | 2025.05.13 15:30 | modify | 16 | 0.10 | 1.11749 | 1.11515 | 1.12640 | ||
| 57 | 2025.05.13 20:05 | buy | 17 | 0.10 | 1.11966 | 0.00000 | 0.00000 | ||
| 58 | 2025.05.13 20:05 | modify | 17 | 0.10 | 1.11966 | 1.11740 | 1.12640 | ||
| 59 | 2025.05.13 20:05 | modify | 16 | 0.10 | 1.11749 | 1.11740 | 1.12640 | ||
| 60 | 2025.05.13 20:05 | modify | 15 | 0.10 | 1.11671 | 1.11740 | 1.12640 | ||
| 61 | 2025.05.13 20:05 | modify | 14 | 0.10 | 1.11140 | 1.11740 | 1.12640 | ||
| 62 | 2025.05.14 09:40 | t/p | 14 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 147.94 | 2126.32 |
| 63 | 2025.05.14 09:40 | t/p | 15 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 95.87 | 2222.19 |
| 64 | 2025.05.14 09:40 | t/p | 16 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 88.07 | 2310.27 |
| 65 | 2025.05.14 09:40 | t/p | 17 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 66.37 | 2376.64 |