Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 1910 | Ticks modelled | 25071383 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1205.80 | Gross profit | 1808.27 | Gross loss | -602.47 |
| Profit factor | 3.00 | Expected payoff | 32.59 | ||
| Absolute drawdown | 161.08 | Maximal drawdown | 340.38 (24.50%) | Relative drawdown | 24.50% (340.38) |
| Total trades | 37 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 27 (70.37%) |
| Profit trades (% of total) | 25 (67.57%) | Loss trades (% of total) | 12 (32.43%) | ||
| Largest | profit trade | 150.40 | loss trade | -104.80 | |
| Average | profit trade | 72.33 | loss trade | -50.21 | |
| Maximum | consecutive wins (profit in money) | 9 (692.37) | consecutive losses (loss in money) | 3 (-117.38) | |
| Maximal | consecutive profit (count of wins) | 692.37 (9) | consecutive loss (count of losses) | -117.38 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.11 20:00 | buy | 1 | 0.10 | 1.06542 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.11 20:00 | modify | 1 | 0.10 | 1.06542 | 1.05542 | 1.08042 | ||
| 3 | 2024.11.14 01:35 | s/l | 1 | 0.10 | 1.05542 | 1.05542 | 1.08042 | -104.80 | 895.20 |
| 4 | 2024.11.22 20:00 | buy | 2 | 0.10 | 1.04138 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 20:00 | modify | 2 | 0.10 | 1.04138 | 1.03138 | 1.05638 | ||
| 6 | 2024.11.24 23:16 | buy | 3 | 0.10 | 1.04888 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.24 23:16 | modify | 3 | 0.10 | 1.04888 | 1.04513 | 1.05638 | ||
| 8 | 2024.11.24 23:16 | modify | 2 | 0.10 | 1.04138 | 1.04513 | 1.05638 | ||
| 9 | 2024.11.24 23:28 | buy | 4 | 0.10 | 1.04964 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.24 23:28 | modify | 4 | 0.10 | 1.04964 | 1.04513 | 1.05638 | ||
| 11 | 2024.11.25 07:57 | s/l | 2 | 0.10 | 1.04513 | 1.04513 | 1.05638 | 36.54 | 931.74 |
| 12 | 2024.11.25 07:57 | s/l | 3 | 0.10 | 1.04513 | 1.04513 | 1.05638 | -38.46 | 893.28 |
| 13 | 2024.11.25 07:57 | s/l | 4 | 0.10 | 1.04513 | 1.04513 | 1.05638 | -46.06 | 847.22 |
| 14 | 2025.01.13 16:00 | buy | 5 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 15 | 2025.01.13 16:00 | modify | 5 | 0.10 | 1.01999 | 1.00999 | 1.03499 | ||
| 16 | 2025.01.13 22:51 | buy | 6 | 0.10 | 1.02752 | 0.00000 | 0.00000 | ||
| 17 | 2025.01.13 22:51 | modify | 6 | 0.10 | 1.02752 | 1.02374 | 1.03499 | ||
| 18 | 2025.01.13 22:51 | modify | 5 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 19 | 2025.01.14 15:35 | buy | 7 | 0.10 | 1.02829 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.14 15:35 | modify | 7 | 0.10 | 1.02829 | 1.02374 | 1.03499 | ||
| 21 | 2025.01.15 08:03 | buy | 8 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.15 08:03 | modify | 8 | 0.10 | 1.03126 | 1.02524 | 1.03499 | ||
| 23 | 2025.01.15 08:03 | modify | 7 | 0.10 | 1.02829 | 1.02524 | 1.03499 | ||
| 24 | 2025.01.15 08:03 | modify | 6 | 0.10 | 1.02752 | 1.02524 | 1.03499 | ||
| 25 | 2025.01.15 08:03 | modify | 5 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 26 | 2025.01.15 13:32 | t/p | 5 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 148.08 | 995.30 |
| 27 | 2025.01.15 13:32 | t/p | 6 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 72.78 | 1068.08 |
| 28 | 2025.01.15 13:32 | t/p | 7 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 66.04 | 1134.12 |
| 29 | 2025.01.15 13:32 | t/p | 8 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 37.30 | 1171.42 |
| 30 | 2025.02.03 08:00 | buy | 9 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 31 | 2025.02.03 08:00 | modify | 9 | 0.10 | 1.02278 | 1.01278 | 1.03778 | ||
| 32 | 2025.02.03 15:24 | buy | 10 | 0.10 | 1.03038 | 0.00000 | 0.00000 | ||
| 33 | 2025.02.03 15:24 | modify | 10 | 0.10 | 1.03038 | 1.02653 | 1.03778 | ||
| 34 | 2025.02.03 15:24 | modify | 9 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 35 | 2025.02.03 15:24 | buy | 11 | 0.10 | 1.03103 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.03 15:24 | modify | 11 | 0.10 | 1.03103 | 1.02653 | 1.03778 | ||
| 37 | 2025.02.03 21:41 | buy | 12 | 0.10 | 1.03413 | 0.00000 | 0.00000 | ||
| 38 | 2025.02.03 21:41 | modify | 12 | 0.10 | 1.03413 | 1.02803 | 1.03778 | ||
| 39 | 2025.02.03 21:41 | modify | 11 | 0.10 | 1.03103 | 1.02803 | 1.03778 | ||
| 40 | 2025.02.03 21:41 | modify | 10 | 0.10 | 1.03038 | 1.02803 | 1.03778 | ||
| 41 | 2025.02.03 21:41 | modify | 9 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 42 | 2025.02.04 05:07 | s/l | 9 | 0.10 | 1.02803 | 1.02803 | 1.03778 | 51.54 | 1222.96 |
| 43 | 2025.02.04 05:07 | s/l | 10 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -24.46 | 1198.50 |
| 44 | 2025.02.04 05:07 | s/l | 11 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -30.96 | 1167.54 |
| 45 | 2025.02.04 05:07 | s/l | 12 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -61.96 | 1105.58 |
| 46 | 2025.02.10 08:00 | buy | 13 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 47 | 2025.02.10 08:00 | modify | 13 | 0.10 | 1.03159 | 1.02159 | 1.04659 | ||
| 48 | 2025.02.12 16:56 | buy | 14 | 0.10 | 1.03911 | 0.00000 | 0.00000 | ||
| 49 | 2025.02.12 16:56 | modify | 14 | 0.10 | 1.03911 | 1.03534 | 1.04659 | ||
| 50 | 2025.02.12 16:56 | modify | 13 | 0.10 | 1.03159 | 1.03534 | 1.04659 | ||
| 51 | 2025.02.12 17:01 | buy | 15 | 0.10 | 1.03985 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.12 17:01 | modify | 15 | 0.10 | 1.03985 | 1.03534 | 1.04659 | ||
| 53 | 2025.02.12 17:55 | buy | 16 | 0.10 | 1.04284 | 0.00000 | 0.00000 | ||
| 54 | 2025.02.12 17:55 | modify | 16 | 0.10 | 1.04284 | 1.03684 | 1.04659 | ||
| 55 | 2025.02.12 17:55 | modify | 15 | 0.10 | 1.03985 | 1.03684 | 1.04659 | ||
| 56 | 2025.02.12 17:55 | modify | 14 | 0.10 | 1.03911 | 1.03684 | 1.04659 | ||
| 57 | 2025.02.12 17:55 | modify | 13 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 58 | 2025.02.13 21:49 | t/p | 13 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 145.20 | 1250.79 |
| 59 | 2025.02.13 21:49 | t/p | 14 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 71.92 | 1322.71 |
| 60 | 2025.02.13 21:49 | t/p | 15 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 64.52 | 1387.23 |
| 61 | 2025.02.13 21:49 | t/p | 16 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 34.62 | 1421.85 |
| 62 | 2025.02.19 20:00 | buy | 17 | 0.10 | 1.04285 | 0.00000 | 0.00000 | ||
| 63 | 2025.02.19 20:00 | modify | 17 | 0.10 | 1.04285 | 1.03285 | 1.05785 | ||
| 64 | 2025.02.20 19:48 | buy | 18 | 0.10 | 1.05035 | 0.00000 | 0.00000 | ||
| 65 | 2025.02.20 19:48 | modify | 18 | 0.10 | 1.05035 | 1.04660 | 1.05785 | ||
| 66 | 2025.02.20 19:48 | modify | 17 | 0.10 | 1.04285 | 1.04660 | 1.05785 | ||
| 67 | 2025.02.21 10:07 | s/l | 17 | 0.10 | 1.04660 | 1.04660 | 1.05785 | 33.66 | 1455.51 |
| 68 | 2025.02.21 10:07 | s/l | 18 | 0.10 | 1.04660 | 1.04660 | 1.05785 | -38.46 | 1417.05 |
| 69 | 2025.04.21 12:00 | sell | 19 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.21 12:00 | modify | 19 | 0.10 | 1.15427 | 1.16427 | 1.13927 | ||
| 71 | 2025.04.22 12:23 | sell | 20 | 0.10 | 1.14670 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.22 12:23 | modify | 20 | 0.10 | 1.14670 | 1.15052 | 1.13927 | ||
| 73 | 2025.04.22 12:23 | modify | 19 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 74 | 2025.04.22 13:08 | sell | 21 | 0.10 | 1.14596 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.22 13:08 | modify | 21 | 0.10 | 1.14596 | 1.15052 | 1.13927 | ||
| 76 | 2025.04.22 18:42 | sell | 22 | 0.10 | 1.14295 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.22 18:42 | modify | 22 | 0.10 | 1.14295 | 1.14902 | 1.13927 | ||
| 78 | 2025.04.22 18:42 | modify | 21 | 0.10 | 1.14596 | 1.14902 | 1.13927 | ||
| 79 | 2025.04.22 18:42 | modify | 20 | 0.10 | 1.14670 | 1.14902 | 1.13927 | ||
| 80 | 2025.04.22 18:42 | modify | 19 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 81 | 2025.04.22 21:33 | t/p | 19 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.40 | 1567.45 |
| 82 | 2025.04.22 21:33 | t/p | 20 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 74.30 | 1641.75 |
| 83 | 2025.04.22 21:33 | t/p | 21 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 66.90 | 1708.65 |
| 84 | 2025.04.22 21:33 | t/p | 22 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.80 | 1745.45 |
| 85 | 2025.05.12 12:00 | buy | 23 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 86 | 2025.05.12 12:00 | modify | 23 | 0.10 | 1.11140 | 1.10140 | 1.12640 | ||
| 87 | 2025.05.13 19:00 | buy | 24 | 0.10 | 1.11891 | 0.00000 | 0.00000 | ||
| 88 | 2025.05.13 19:00 | modify | 24 | 0.10 | 1.11891 | 1.11515 | 1.12640 | ||
| 89 | 2025.05.13 19:00 | modify | 23 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 90 | 2025.05.13 20:29 | buy | 25 | 0.10 | 1.11965 | 0.00000 | 0.00000 | ||
| 91 | 2025.05.13 20:29 | modify | 25 | 0.10 | 1.11965 | 1.11515 | 1.12640 | ||
| 92 | 2025.05.14 08:03 | buy | 26 | 0.10 | 1.12265 | 0.00000 | 0.00000 | ||
| 93 | 2025.05.14 08:03 | modify | 26 | 0.10 | 1.12265 | 1.11665 | 1.12640 | ||
| 94 | 2025.05.14 08:03 | modify | 25 | 0.10 | 1.11965 | 1.11665 | 1.12640 | ||
| 95 | 2025.05.14 08:03 | modify | 24 | 0.10 | 1.11891 | 1.11665 | 1.12640 | ||
| 96 | 2025.05.14 08:03 | modify | 23 | 0.10 | 1.11140 | 1.11665 | 1.12640 | ||
| 97 | 2025.05.14 09:27 | t/p | 23 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 148.08 | 1893.53 |
| 98 | 2025.05.14 09:27 | t/p | 24 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 73.94 | 1967.47 |
| 99 | 2025.05.14 09:27 | t/p | 25 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 66.54 | 2034.01 |
| 100 | 2025.05.14 09:27 | t/p | 26 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 37.50 | 2071.51 |
| 101 | 2025.06.12 16:00 | sell | 27 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 102 | 2025.06.12 16:00 | modify | 27 | 0.10 | 1.15769 | 1.16769 | 1.14269 | ||
| 103 | 2025.06.13 10:47 | sell | 28 | 0.10 | 1.15019 | 0.00000 | 0.00000 | ||
| 104 | 2025.06.13 10:47 | modify | 28 | 0.10 | 1.15019 | 1.15394 | 1.14269 | ||
| 105 | 2025.06.13 10:47 | modify | 27 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 106 | 2025.06.13 10:48 | sell | 29 | 0.10 | 1.14943 | 0.00000 | 0.00000 | ||
| 107 | 2025.06.13 10:48 | modify | 29 | 0.10 | 1.14943 | 1.15394 | 1.14269 | ||
| 108 | 2025.06.13 14:12 | s/l | 27 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 37.90 | 2109.41 |
| 109 | 2025.06.13 14:12 | s/l | 28 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -37.50 | 2071.91 |
| 110 | 2025.06.13 14:12 | s/l | 29 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -45.10 | 2026.81 |
| 111 | 2025.07.01 08:00 | sell | 30 | 0.10 | 1.17856 | 0.00000 | 0.00000 | ||
| 112 | 2025.07.01 08:00 | modify | 30 | 0.10 | 1.17856 | 1.18856 | 1.16356 | ||
| 113 | 2025.07.07 16:23 | sell | 31 | 0.10 | 1.17106 | 0.00000 | 0.00000 | ||
| 114 | 2025.07.07 16:23 | modify | 31 | 0.10 | 1.17106 | 1.17481 | 1.16356 | ||
| 115 | 2025.07.07 16:23 | modify | 30 | 0.10 | 1.17856 | 1.17481 | 1.16356 | ||
| 116 | 2025.07.07 16:47 | sell | 32 | 0.10 | 1.17028 | 0.00000 | 0.00000 | ||
| 117 | 2025.07.07 16:47 | modify | 32 | 0.10 | 1.17028 | 1.17481 | 1.16356 | ||
| 118 | 2025.07.08 00:13 | s/l | 30 | 0.10 | 1.17481 | 1.17481 | 1.16356 | 40.32 | 2067.13 |
| 119 | 2025.07.08 00:13 | s/l | 31 | 0.10 | 1.17481 | 1.17481 | 1.16356 | -37.10 | 2030.03 |
| 120 | 2025.07.08 00:13 | s/l | 32 | 0.10 | 1.17481 | 1.17481 | 1.16356 | -44.90 | 1985.13 |
| 121 | 2025.10.09 20:00 | buy | 33 | 0.10 | 1.15623 | 0.00000 | 0.00000 | ||
| 122 | 2025.10.09 20:00 | modify | 33 | 0.10 | 1.15623 | 1.14623 | 1.17123 | ||
| 123 | 2025.10.15 06:48 | buy | 34 | 0.10 | 1.16373 | 0.00000 | 0.00000 | ||
| 124 | 2025.10.15 06:48 | modify | 34 | 0.10 | 1.16373 | 1.15998 | 1.17123 | ||
| 125 | 2025.10.15 06:48 | modify | 33 | 0.10 | 1.15623 | 1.15998 | 1.17123 | ||
| 126 | 2025.10.15 07:45 | buy | 35 | 0.10 | 1.16449 | 0.00000 | 0.00000 | ||
| 127 | 2025.10.15 07:45 | modify | 35 | 0.10 | 1.16449 | 1.15998 | 1.17123 | ||
| 128 | 2025.10.16 01:49 | buy | 36 | 0.10 | 1.16750 | 0.00000 | 0.00000 | ||
| 129 | 2025.10.16 01:49 | modify | 36 | 0.10 | 1.16750 | 1.16148 | 1.17123 | ||
| 130 | 2025.10.16 01:49 | modify | 35 | 0.10 | 1.16449 | 1.16148 | 1.17123 | ||
| 131 | 2025.10.16 01:49 | modify | 34 | 0.10 | 1.16373 | 1.16148 | 1.17123 | ||
| 132 | 2025.10.16 01:49 | modify | 33 | 0.10 | 1.15623 | 1.16148 | 1.17123 | ||
| 133 | 2025.10.17 05:04 | t/p | 33 | 0.10 | 1.17123 | 1.16148 | 1.17123 | 142.32 | 2127.46 |
| 134 | 2025.10.17 05:04 | t/p | 34 | 0.10 | 1.17123 | 1.16148 | 1.17123 | 71.16 | 2198.62 |
| 135 | 2025.10.17 05:04 | t/p | 35 | 0.10 | 1.17123 | 1.16148 | 1.17123 | 63.56 | 2262.18 |
| 136 | 2025.10.17 05:04 | t/p | 36 | 0.10 | 1.17123 | 1.16148 | 1.17123 | 36.34 | 2298.52 |
| 137 | 2025.10.21 16:00 | buy | 37 | 0.10 | 1.16182 | 0.00000 | 0.00000 | ||
| 138 | 2025.10.21 16:00 | modify | 37 | 0.10 | 1.16182 | 1.15182 | 1.17682 | ||
| 139 | 2025.10.31 20:59 | close at stop | 37 | 0.10 | 1.15370 | 1.15182 | 1.17682 | -92.72 | 2205.80 |