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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1904 | Ticks modelled | 46182433 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 496.95 | Gross profit | 969.14 | Gross loss | -472.19 |
| Profit factor | 2.05 | Expected payoff | 14.20 | ||
| Absolute drawdown | 111.00 | Maximal drawdown | 321.74 (22.97%) | Relative drawdown | 22.97% (321.74) |
| Total trades | 35 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
| Largest | profit trade | 93.89 | loss trade | -62.76 | |
| Average | profit trade | 44.05 | loss trade | -36.32 | |
| Maximum | consecutive wins (profit in money) | 8 (418.79) | consecutive losses (loss in money) | 3 (-136.88) | |
| Maximal | consecutive profit (count of wins) | 418.79 (8) | consecutive loss (count of losses) | -136.88 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 16:00 | buy | 1 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.06 16:00 | modify | 1 | 0.10 | 1.63366 | 1.62466 | 1.64766 | ||
| 3 | 2024.11.07 02:38 | s/l | 1 | 0.10 | 1.62466 | 1.62466 | 1.64766 | -62.76 | 937.24 |
| 4 | 2024.11.13 16:00 | sell | 2 | 0.10 | 1.62905 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.13 16:00 | modify | 2 | 0.10 | 1.62905 | 1.63805 | 1.61505 | ||
| 6 | 2024.11.19 09:21 | sell | 3 | 0.10 | 1.62271 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.19 09:21 | modify | 3 | 0.10 | 1.62271 | 1.62555 | 1.61505 | ||
| 8 | 2024.11.19 09:21 | modify | 2 | 0.10 | 1.62905 | 1.62555 | 1.61505 | ||
| 9 | 2024.11.19 09:44 | s/l | 2 | 0.10 | 1.62555 | 1.62555 | 1.61505 | 24.91 | 962.15 |
| 10 | 2024.11.19 09:44 | s/l | 3 | 0.10 | 1.62555 | 1.62555 | 1.61505 | -18.94 | 943.21 |
| 11 | 2024.12.06 20:00 | sell | 4 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 12 | 2024.12.06 20:00 | modify | 4 | 0.10 | 1.65291 | 1.66191 | 1.63891 | ||
| 13 | 2024.12.09 07:34 | sell | 5 | 0.10 | 1.64660 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.09 07:34 | modify | 5 | 0.10 | 1.64660 | 1.64941 | 1.63891 | ||
| 15 | 2024.12.09 07:34 | modify | 4 | 0.10 | 1.65291 | 1.64941 | 1.63891 | ||
| 16 | 2024.12.09 07:44 | sell | 6 | 0.10 | 1.64517 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.09 07:44 | modify | 6 | 0.10 | 1.64517 | 1.64941 | 1.63891 | ||
| 18 | 2024.12.09 08:21 | sell | 7 | 0.10 | 1.64241 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.09 08:21 | modify | 7 | 0.10 | 1.64241 | 1.64731 | 1.63891 | ||
| 20 | 2024.12.09 08:21 | modify | 6 | 0.10 | 1.64517 | 1.64731 | 1.63891 | ||
| 21 | 2024.12.09 08:21 | modify | 5 | 0.10 | 1.64660 | 1.64731 | 1.63891 | ||
| 22 | 2024.12.09 08:21 | modify | 4 | 0.10 | 1.65291 | 1.64731 | 1.63891 | ||
| 23 | 2024.12.09 12:33 | t/p | 4 | 0.10 | 1.63891 | 1.64731 | 1.63891 | 93.63 | 1036.84 |
| 24 | 2024.12.09 12:33 | t/p | 5 | 0.10 | 1.63891 | 1.64731 | 1.63891 | 51.28 | 1088.12 |
| 25 | 2024.12.09 12:33 | t/p | 6 | 0.10 | 1.63891 | 1.64731 | 1.63891 | 41.75 | 1129.87 |
| 26 | 2024.12.09 12:33 | t/p | 7 | 0.10 | 1.63891 | 1.64731 | 1.63891 | 23.34 | 1153.21 |
| 27 | 2024.12.09 20:00 | buy | 8 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.09 20:00 | modify | 8 | 0.10 | 1.63830 | 1.62930 | 1.65230 | ||
| 29 | 2024.12.10 02:57 | buy | 9 | 0.10 | 1.64461 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.10 02:57 | modify | 9 | 0.10 | 1.64461 | 1.64180 | 1.65230 | ||
| 31 | 2024.12.10 02:57 | modify | 8 | 0.10 | 1.63830 | 1.64180 | 1.65230 | ||
| 32 | 2024.12.10 03:07 | buy | 10 | 0.10 | 1.64601 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.10 03:07 | modify | 10 | 0.10 | 1.64601 | 1.64180 | 1.65230 | ||
| 34 | 2024.12.10 03:30 | buy | 11 | 0.10 | 1.64883 | 0.00000 | 0.00000 | ||
| 35 | 2024.12.10 03:30 | modify | 11 | 0.10 | 1.64883 | 1.64390 | 1.65230 | ||
| 36 | 2024.12.10 03:30 | modify | 10 | 0.10 | 1.64601 | 1.64390 | 1.65230 | ||
| 37 | 2024.12.10 03:30 | modify | 9 | 0.10 | 1.64461 | 1.64390 | 1.65230 | ||
| 38 | 2024.12.10 03:30 | modify | 8 | 0.10 | 1.63830 | 1.64390 | 1.65230 | ||
| 39 | 2024.12.10 03:32 | t/p | 8 | 0.10 | 1.65230 | 1.64390 | 1.65230 | 92.43 | 1245.65 |
| 40 | 2024.12.10 03:32 | t/p | 9 | 0.10 | 1.65230 | 1.64390 | 1.65230 | 51.28 | 1296.93 |
| 41 | 2024.12.10 03:32 | t/p | 10 | 0.10 | 1.65230 | 1.64390 | 1.65230 | 41.94 | 1338.87 |
| 42 | 2024.12.10 03:32 | t/p | 11 | 0.10 | 1.65230 | 1.64390 | 1.65230 | 23.14 | 1362.01 |
| 43 | 2024.12.17 20:00 | sell | 12 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.17 20:00 | modify | 12 | 0.10 | 1.65543 | 1.66443 | 1.64143 | ||
| 45 | 2024.12.18 05:08 | s/l | 12 | 0.10 | 1.66443 | 1.66443 | 1.64143 | -59.76 | 1302.25 |
| 46 | 2025.01.02 20:00 | buy | 13 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 47 | 2025.01.02 20:00 | modify | 13 | 0.10 | 1.65543 | 1.64643 | 1.66943 | ||
| 48 | 2025.01.06 15:45 | buy | 14 | 0.10 | 1.66174 | 0.00000 | 0.00000 | ||
| 49 | 2025.01.06 15:45 | modify | 14 | 0.10 | 1.66174 | 1.65893 | 1.66943 | ||
| 50 | 2025.01.06 15:45 | modify | 13 | 0.10 | 1.65543 | 1.65893 | 1.66943 | ||
| 51 | 2025.01.06 15:55 | buy | 15 | 0.10 | 1.66313 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.06 15:55 | modify | 15 | 0.10 | 1.66313 | 1.65893 | 1.66943 | ||
| 53 | 2025.01.07 05:55 | s/l | 13 | 0.10 | 1.65893 | 1.65893 | 1.66943 | 20.59 | 1322.84 |
| 54 | 2025.01.07 05:55 | s/l | 14 | 0.10 | 1.65893 | 1.65893 | 1.66943 | -19.66 | 1303.18 |
| 55 | 2025.01.07 05:55 | s/l | 15 | 0.10 | 1.65893 | 1.65893 | 1.66943 | -28.93 | 1274.25 |
| 56 | 2025.01.13 20:00 | buy | 16 | 0.10 | 1.65873 | 0.00000 | 0.00000 | ||
| 57 | 2025.01.13 20:00 | modify | 16 | 0.10 | 1.65873 | 1.64973 | 1.67273 | ||
| 58 | 2025.01.14 16:58 | buy | 17 | 0.10 | 1.66503 | 0.00000 | 0.00000 | ||
| 59 | 2025.01.14 16:58 | modify | 17 | 0.10 | 1.66503 | 1.66223 | 1.67273 | ||
| 60 | 2025.01.14 16:58 | modify | 16 | 0.10 | 1.65873 | 1.66223 | 1.67273 | ||
| 61 | 2025.01.14 22:04 | s/l | 16 | 0.10 | 1.66223 | 1.66223 | 1.67273 | 22.42 | 1296.67 |
| 62 | 2025.01.14 22:04 | s/l | 17 | 0.10 | 1.66223 | 1.66223 | 1.67273 | -18.67 | 1278.00 |
| 63 | 2025.02.12 20:00 | sell | 18 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.12 20:00 | modify | 18 | 0.10 | 1.65295 | 1.66195 | 1.63895 | ||
| 65 | 2025.02.13 09:03 | s/l | 18 | 0.10 | 1.66195 | 1.66195 | 1.63895 | -59.23 | 1218.77 |
| 66 | 2025.02.25 20:00 | sell | 19 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.25 20:00 | modify | 19 | 0.10 | 1.65713 | 1.66613 | 1.64313 | ||
| 68 | 2025.02.27 13:46 | s/l | 19 | 0.10 | 1.66613 | 1.66613 | 1.64313 | -58.97 | 1159.80 |
| 69 | 2025.03.07 16:00 | sell | 20 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 70 | 2025.03.07 16:00 | modify | 20 | 0.10 | 1.72171 | 1.73071 | 1.70771 | ||
| 71 | 2025.03.09 21:05 | sell | 21 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 72 | 2025.03.09 21:05 | modify | 21 | 0.10 | 1.71399 | 1.71821 | 1.70771 | ||
| 73 | 2025.03.09 21:05 | modify | 20 | 0.10 | 1.72171 | 1.71821 | 1.70771 | ||
| 74 | 2025.03.09 21:06 | sell | 22 | 0.10 | 1.71525 | 0.00000 | 0.00000 | ||
| 75 | 2025.03.09 21:06 | modify | 22 | 0.10 | 1.71525 | 1.71821 | 1.70771 | ||
| 76 | 2025.03.09 21:32 | s/l | 20 | 0.10 | 1.71821 | 1.71821 | 1.70771 | 23.34 | 1183.14 |
| 77 | 2025.03.09 21:32 | s/l | 21 | 0.10 | 1.71821 | 1.71821 | 1.70771 | -28.15 | 1154.99 |
| 78 | 2025.03.09 21:32 | s/l | 22 | 0.10 | 1.71821 | 1.71821 | 1.70771 | -19.74 | 1135.25 |
| 79 | 2025.03.25 16:00 | buy | 23 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 80 | 2025.03.25 16:00 | modify | 23 | 0.10 | 1.71309 | 1.70409 | 1.72709 | ||
| 81 | 2025.03.28 14:31 | buy | 24 | 0.10 | 1.71939 | 0.00000 | 0.00000 | ||
| 82 | 2025.03.28 14:31 | modify | 24 | 0.10 | 1.71939 | 1.71659 | 1.72709 | ||
| 83 | 2025.03.28 14:31 | modify | 23 | 0.10 | 1.71309 | 1.71659 | 1.72709 | ||
| 84 | 2025.03.28 14:36 | buy | 25 | 0.10 | 1.72080 | 0.00000 | 0.00000 | ||
| 85 | 2025.03.28 14:36 | modify | 25 | 0.10 | 1.72080 | 1.71659 | 1.72709 | ||
| 86 | 2025.03.30 22:03 | buy | 26 | 0.10 | 1.72361 | 0.00000 | 0.00000 | ||
| 87 | 2025.03.30 22:03 | modify | 26 | 0.10 | 1.72361 | 1.71869 | 1.72709 | ||
| 88 | 2025.03.30 22:03 | modify | 25 | 0.10 | 1.72080 | 1.71869 | 1.72709 | ||
| 89 | 2025.03.30 22:03 | modify | 24 | 0.10 | 1.71939 | 1.71869 | 1.72709 | ||
| 90 | 2025.03.30 22:03 | modify | 23 | 0.10 | 1.71309 | 1.71869 | 1.72709 | ||
| 91 | 2025.03.31 07:49 | t/p | 23 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 87.86 | 1223.11 |
| 92 | 2025.03.31 07:49 | t/p | 24 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 50.43 | 1273.54 |
| 93 | 2025.03.31 07:49 | t/p | 25 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 41.03 | 1314.57 |
| 94 | 2025.03.31 07:49 | t/p | 26 | 0.10 | 1.72709 | 1.71869 | 1.72709 | 22.29 | 1336.86 |
| 95 | 2025.03.31 20:00 | sell | 27 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 96 | 2025.03.31 20:00 | modify | 27 | 0.10 | 1.73033 | 1.73933 | 1.71633 | ||
| 97 | 2025.04.01 14:00 | sell | 28 | 0.10 | 1.72403 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.01 14:00 | modify | 28 | 0.10 | 1.72403 | 1.72683 | 1.71633 | ||
| 99 | 2025.04.01 14:00 | modify | 27 | 0.10 | 1.73033 | 1.72683 | 1.71633 | ||
| 100 | 2025.04.01 14:01 | s/l | 27 | 0.10 | 1.72683 | 1.72683 | 1.71633 | 23.60 | 1360.47 |
| 101 | 2025.04.01 14:01 | s/l | 28 | 0.10 | 1.72683 | 1.72683 | 1.71633 | -18.67 | 1341.80 |
| 102 | 2025.04.04 20:00 | sell | 29 | 0.10 | 1.81227 | 0.00000 | 0.00000 | ||
| 103 | 2025.04.04 20:00 | modify | 29 | 0.10 | 1.81227 | 1.82127 | 1.79827 | ||
| 104 | 2025.04.06 22:01 | s/l | 29 | 0.10 | 1.82127 | 1.82127 | 1.79827 | -60.03 | 1281.77 |
| 105 | 2025.07.14 20:00 | sell | 30 | 0.10 | 1.78203 | 0.00000 | 0.00000 | ||
| 106 | 2025.07.14 20:00 | modify | 30 | 0.10 | 1.78203 | 1.79103 | 1.76803 | ||
| 107 | 2025.07.15 13:15 | sell | 31 | 0.10 | 1.77573 | 0.00000 | 0.00000 | ||
| 108 | 2025.07.15 13:15 | modify | 31 | 0.10 | 1.77573 | 1.77853 | 1.76803 | ||
| 109 | 2025.07.15 13:15 | modify | 30 | 0.10 | 1.78203 | 1.77853 | 1.76803 | ||
| 110 | 2025.07.15 13:38 | s/l | 30 | 0.10 | 1.77853 | 1.77853 | 1.76803 | 23.60 | 1305.37 |
| 111 | 2025.07.15 13:38 | s/l | 31 | 0.10 | 1.77853 | 1.77853 | 1.76803 | -18.68 | 1286.69 |
| 112 | 2025.07.21 20:00 | sell | 32 | 0.10 | 1.79191 | 0.00000 | 0.00000 | ||
| 113 | 2025.07.21 20:00 | modify | 32 | 0.10 | 1.79191 | 1.80091 | 1.77791 | ||
| 114 | 2025.07.23 05:39 | sell | 33 | 0.10 | 1.78561 | 0.00000 | 0.00000 | ||
| 115 | 2025.07.23 05:39 | modify | 33 | 0.10 | 1.78561 | 1.78841 | 1.77791 | ||
| 116 | 2025.07.23 05:39 | modify | 32 | 0.10 | 1.79191 | 1.78841 | 1.77791 | ||
| 117 | 2025.07.23 08:18 | sell | 34 | 0.10 | 1.78421 | 0.00000 | 0.00000 | ||
| 118 | 2025.07.23 08:18 | modify | 34 | 0.10 | 1.78421 | 1.78841 | 1.77791 | ||
| 119 | 2025.07.23 09:02 | sell | 35 | 0.10 | 1.78136 | 0.00000 | 0.00000 | ||
| 120 | 2025.07.23 09:02 | modify | 35 | 0.10 | 1.78136 | 1.78631 | 1.77791 | ||
| 121 | 2025.07.23 09:02 | modify | 34 | 0.10 | 1.78421 | 1.78631 | 1.77791 | ||
| 122 | 2025.07.23 09:02 | modify | 33 | 0.10 | 1.78561 | 1.78631 | 1.77791 | ||
| 123 | 2025.07.23 09:02 | modify | 32 | 0.10 | 1.79191 | 1.78631 | 1.77791 | ||
| 124 | 2025.07.23 11:41 | t/p | 32 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 93.89 | 1380.58 |
| 125 | 2025.07.23 11:41 | t/p | 33 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 51.35 | 1431.93 |
| 126 | 2025.07.23 11:41 | t/p | 34 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 42.01 | 1473.94 |
| 127 | 2025.07.23 11:41 | t/p | 35 | 0.10 | 1.77791 | 1.78631 | 1.77791 | 23.01 | 1496.95 |