Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2025.01.01 20:00 - 2025.12.31 20:00 (2025.01.01 - 2026.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2611 | Ticks modelled | 79238 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1362.22 | Gross profit | 1646.01 | Gross loss | -283.80 |
| Profit factor | 5.80 | Expected payoff | 52.39 | ||
| Absolute drawdown | 8.30 | Maximal drawdown | 289.60 (15.43%) | Relative drawdown | 15.55% (237.31) |
| Total trades | 26 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 15 (100.00%) |
| Profit trades (% of total) | 21 (80.77%) | Loss trades (% of total) | 5 (19.23%) | ||
| Largest | profit trade | 150.20 | loss trade | -80.00 | |
| Average | profit trade | 78.38 | loss trade | -56.76 | |
| Maximum | consecutive wins (profit in money) | 13 (994.51) | consecutive losses (loss in money) | 3 (-198.80) | |
| Maximal | consecutive profit (count of wins) | 994.51 (13) | consecutive loss (count of losses) | -198.80 (3) | |
| Average | consecutive wins | 11 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.13 16:00 | buy | 1 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.13 16:00 | modify | 1 | 0.10 | 1.01999 | 1.01199 | 1.03499 | ||
| 3 | 2025.01.13 22:40 | buy | 2 | 0.10 | 1.02757 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.13 22:40 | modify | 2 | 0.10 | 1.02757 | 1.02374 | 1.03499 | ||
| 5 | 2025.01.13 22:40 | modify | 1 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 6 | 2025.01.14 17:40 | buy | 3 | 0.10 | 1.02842 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.14 17:40 | modify | 3 | 0.10 | 1.02842 | 1.02374 | 1.03499 | ||
| 8 | 2025.01.15 08:25 | buy | 4 | 0.10 | 1.03139 | 0.00000 | 0.00000 | ||
| 9 | 2025.01.15 08:25 | modify | 4 | 0.10 | 1.03139 | 1.02524 | 1.03499 | ||
| 10 | 2025.01.15 08:25 | modify | 3 | 0.10 | 1.02842 | 1.02524 | 1.03499 | ||
| 11 | 2025.01.15 08:25 | modify | 2 | 0.10 | 1.02757 | 1.02524 | 1.03499 | ||
| 12 | 2025.01.15 08:25 | modify | 1 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 13 | 2025.01.15 13:40 | t/p | 1 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 148.20 | 1148.20 |
| 14 | 2025.01.15 13:40 | t/p | 2 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 72.40 | 1220.59 |
| 15 | 2025.01.15 13:40 | t/p | 3 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 64.80 | 1285.39 |
| 16 | 2025.01.15 13:40 | t/p | 4 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 36.00 | 1321.39 |
| 17 | 2025.02.03 08:00 | buy | 5 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 18 | 2025.02.03 08:00 | modify | 5 | 0.10 | 1.02278 | 1.01478 | 1.03778 | ||
| 19 | 2025.02.03 15:30 | buy | 6 | 0.10 | 1.03131 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.03 15:30 | modify | 6 | 0.10 | 1.03131 | 1.02653 | 1.03778 | ||
| 21 | 2025.02.03 15:30 | modify | 5 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 22 | 2025.02.03 17:40 | buy | 7 | 0.10 | 1.03057 | 0.00000 | 0.00000 | ||
| 23 | 2025.02.03 17:40 | modify | 7 | 0.10 | 1.03057 | 1.02653 | 1.03778 | ||
| 24 | 2025.02.04 09:20 | buy | 8 | 0.10 | 1.03429 | 0.00000 | 0.00000 | ||
| 25 | 2025.02.04 09:20 | modify | 8 | 0.10 | 1.03429 | 1.02803 | 1.03778 | ||
| 26 | 2025.02.04 09:20 | modify | 6 | 0.10 | 1.03131 | 1.02803 | 1.03778 | ||
| 27 | 2025.02.04 09:20 | modify | 7 | 0.10 | 1.03057 | 1.02803 | 1.03778 | ||
| 28 | 2025.02.04 09:20 | modify | 5 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 29 | 2025.02.04 15:30 | t/p | 5 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 149.10 | 1470.49 |
| 30 | 2025.02.04 15:30 | t/p | 6 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 63.80 | 1534.29 |
| 31 | 2025.02.04 15:30 | t/p | 7 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 71.20 | 1605.48 |
| 32 | 2025.02.04 15:30 | t/p | 8 | 0.10 | 1.03778 | 1.02803 | 1.03778 | 34.90 | 1640.38 |
| 33 | 2025.02.10 04:00 | buy | 9 | 0.10 | 1.03144 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.10 04:00 | modify | 9 | 0.10 | 1.03144 | 1.02344 | 1.04644 | ||
| 35 | 2025.02.12 16:40 | buy | 10 | 0.10 | 1.03984 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.12 16:40 | modify | 10 | 0.10 | 1.03984 | 1.03519 | 1.04644 | ||
| 37 | 2025.02.12 16:40 | modify | 9 | 0.10 | 1.03144 | 1.03519 | 1.04644 | ||
| 38 | 2025.02.12 17:50 | buy | 11 | 0.10 | 1.04270 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.12 17:50 | modify | 11 | 0.10 | 1.04270 | 1.03669 | 1.04644 | ||
| 40 | 2025.02.12 17:50 | modify | 10 | 0.10 | 1.03984 | 1.03669 | 1.04644 | ||
| 41 | 2025.02.12 17:50 | modify | 9 | 0.10 | 1.03144 | 1.03669 | 1.04644 | ||
| 42 | 2025.02.12 19:20 | buy | 12 | 0.10 | 1.03914 | 0.00000 | 0.00000 | ||
| 43 | 2025.02.12 19:20 | modify | 12 | 0.10 | 1.03914 | 1.03519 | 1.04644 | ||
| 44 | 2025.02.12 19:25 | modify | 12 | 0.10 | 1.03914 | 1.03669 | 1.04644 | ||
| 45 | 2025.02.13 20:40 | t/p | 9 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 145.49 | 1785.87 |
| 46 | 2025.02.13 20:40 | t/p | 10 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 63.29 | 1849.17 |
| 47 | 2025.02.13 20:40 | t/p | 11 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 34.69 | 1883.86 |
| 48 | 2025.02.13 20:40 | t/p | 12 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 70.29 | 1954.16 |
| 49 | 2025.02.14 04:00 | sell | 13 | 0.10 | 1.04587 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.14 04:00 | modify | 13 | 0.10 | 1.04587 | 1.05387 | 1.03087 | ||
| 51 | 2025.02.28 02:55 | sell | 14 | 0.10 | 1.03822 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.28 02:55 | modify | 14 | 0.10 | 1.03822 | 1.04212 | 1.03087 | ||
| 53 | 2025.02.28 02:55 | modify | 13 | 0.10 | 1.04587 | 1.04212 | 1.03087 | ||
| 54 | 2025.02.28 15:15 | s/l | 13 | 0.10 | 1.04212 | 1.04212 | 1.03087 | 40.36 | 1994.51 |
| 55 | 2025.02.28 15:15 | s/l | 14 | 0.10 | 1.04212 | 1.04212 | 1.03087 | -39.00 | 1955.51 |
| 56 | 2025.03.05 04:00 | sell | 15 | 0.10 | 1.06181 | 0.00000 | 0.00000 | ||
| 57 | 2025.03.05 04:00 | modify | 15 | 0.10 | 1.06181 | 1.06981 | 1.04681 | ||
| 58 | 2025.03.05 08:40 | s/l | 15 | 0.10 | 1.06981 | 1.06981 | 1.04681 | -80.00 | 1875.51 |
| 59 | 2025.03.06 04:00 | sell | 16 | 0.10 | 1.07894 | 0.00000 | 0.00000 | ||
| 60 | 2025.03.06 04:00 | modify | 16 | 0.10 | 1.07894 | 1.08694 | 1.06394 | ||
| 61 | 2025.03.07 09:40 | s/l | 16 | 0.10 | 1.08694 | 1.08694 | 1.06394 | -79.80 | 1795.72 |
| 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 | 1.16227 | 1.13927 | ||
| 64 | 2025.04.22 13:05 | sell | 18 | 0.10 | 1.14585 | 0.00000 | 0.00000 | ||
| 65 | 2025.04.22 13:05 | modify | 18 | 0.10 | 1.14585 | 1.15052 | 1.13927 | ||
| 66 | 2025.04.22 13:05 | modify | 17 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 67 | 2025.04.22 13:25 | sell | 19 | 0.10 | 1.14664 | 0.00000 | 0.00000 | ||
| 68 | 2025.04.22 13:25 | modify | 19 | 0.10 | 1.14664 | 1.15052 | 1.13927 | ||
| 69 | 2025.04.22 19:20 | sell | 20 | 0.10 | 1.14287 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.22 19:20 | modify | 20 | 0.10 | 1.14287 | 1.14902 | 1.13927 | ||
| 71 | 2025.04.22 19:20 | modify | 18 | 0.10 | 1.14585 | 1.14902 | 1.13927 | ||
| 72 | 2025.04.22 19:20 | modify | 19 | 0.10 | 1.14664 | 1.14902 | 1.13927 | ||
| 73 | 2025.04.22 19:20 | modify | 17 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 74 | 2025.04.22 21:30 | t/p | 17 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.20 | 1945.92 |
| 75 | 2025.04.22 21:30 | t/p | 18 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 65.80 | 2011.72 |
| 76 | 2025.04.22 21:30 | t/p | 19 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 73.70 | 2085.42 |
| 77 | 2025.04.22 21:30 | t/p | 20 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.00 | 2121.42 |
| 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 | 1.10340 | 1.12640 | ||
| 80 | 2025.05.13 19:20 | buy | 22 | 0.10 | 1.11897 | 0.00000 | 0.00000 | ||
| 81 | 2025.05.13 19:20 | modify | 22 | 0.10 | 1.11897 | 1.11515 | 1.12640 | ||
| 82 | 2025.05.13 19:20 | modify | 21 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 83 | 2025.05.13 20:05 | buy | 23 | 0.10 | 1.11966 | 0.00000 | 0.00000 | ||
| 84 | 2025.05.13 20:05 | modify | 23 | 0.10 | 1.11966 | 1.11515 | 1.12640 | ||
| 85 | 2025.05.14 09:40 | t/p | 21 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 148.20 | 2269.62 |
| 86 | 2025.05.14 09:40 | t/p | 22 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 73.40 | 2343.01 |
| 87 | 2025.05.14 09:40 | t/p | 23 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 66.50 | 2409.51 |
| 88 | 2025.06.12 16:00 | sell | 24 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 89 | 2025.06.12 16:00 | modify | 24 | 0.10 | 1.15769 | 1.16569 | 1.14269 | ||
| 90 | 2025.06.13 10:50 | sell | 25 | 0.10 | 1.14927 | 0.00000 | 0.00000 | ||
| 91 | 2025.06.13 10:50 | modify | 25 | 0.10 | 1.14927 | 1.15394 | 1.14269 | ||
| 92 | 2025.06.13 10:50 | modify | 24 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 93 | 2025.06.13 13:15 | sell | 26 | 0.10 | 1.15011 | 0.00000 | 0.00000 | ||
| 94 | 2025.06.13 13:15 | modify | 26 | 0.10 | 1.15011 | 1.15394 | 1.14269 | ||
| 95 | 2025.06.13 14:30 | s/l | 24 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 37.70 | 2447.22 |
| 96 | 2025.06.13 14:30 | s/l | 25 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -46.70 | 2400.52 |
| 97 | 2025.06.13 14:30 | s/l | 26 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -38.30 | 2362.22 |