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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1910 | Ticks modelled | 23326926 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1028.61 | Gross profit | 1425.92 | Gross loss | -397.30 |
| Profit factor | 3.59 | Expected payoff | 38.10 | ||
| Absolute drawdown | 8.30 | Maximal drawdown | 333.14 (21.60%) | Relative drawdown | 21.60% (333.14) |
| Total trades | 27 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 150.20 | loss trade | -80.00 | |
| Average | profit trade | 75.05 | loss trade | -49.66 | |
| Maximum | consecutive wins (profit in money) | 9 (692.20) | consecutive losses (loss in money) | 3 (-197.50) | |
| Maximal | consecutive profit (count of wins) | 692.20 (9) | consecutive loss (count of losses) | -197.50 (3) | |
| Average | consecutive wins | 6 | 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 22:51 | buy | 2 | 0.10 | 1.02752 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.13 22:51 | modify | 2 | 0.10 | 1.02752 | 1.02374 | 1.03499 | ||
| 5 | 2025.01.13 22:51 | modify | 1 | 0.10 | 1.01999 | 1.02374 | 1.03499 | ||
| 6 | 2025.01.14 15:35 | buy | 3 | 0.10 | 1.02829 | 0.00000 | 0.00000 | ||
| 7 | 2025.01.14 15:35 | modify | 3 | 0.10 | 1.02829 | 1.02374 | 1.03499 | ||
| 8 | 2025.01.15 08:03 | buy | 4 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 9 | 2025.01.15 08:03 | modify | 4 | 0.10 | 1.03126 | 1.02524 | 1.03499 | ||
| 10 | 2025.01.15 08:03 | modify | 3 | 0.10 | 1.02829 | 1.02524 | 1.03499 | ||
| 11 | 2025.01.15 08:03 | modify | 2 | 0.10 | 1.02752 | 1.02524 | 1.03499 | ||
| 12 | 2025.01.15 08:03 | modify | 1 | 0.10 | 1.01999 | 1.02524 | 1.03499 | ||
| 13 | 2025.01.15 13:32 | t/p | 1 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 148.20 | 1148.20 |
| 14 | 2025.01.15 13:32 | t/p | 2 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 72.90 | 1221.09 |
| 15 | 2025.01.15 13:32 | t/p | 3 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 66.10 | 1287.19 |
| 16 | 2025.01.15 13:32 | t/p | 4 | 0.10 | 1.03499 | 1.02524 | 1.03499 | 37.30 | 1324.49 |
| 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 15:24 | buy | 6 | 0.10 | 1.03038 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.03 15:24 | modify | 6 | 0.10 | 1.03038 | 1.02653 | 1.03778 | ||
| 21 | 2025.02.03 15:24 | modify | 5 | 0.10 | 1.02278 | 1.02653 | 1.03778 | ||
| 22 | 2025.02.03 15:24 | buy | 7 | 0.10 | 1.03103 | 0.00000 | 0.00000 | ||
| 23 | 2025.02.03 15:24 | modify | 7 | 0.10 | 1.03103 | 1.02653 | 1.03778 | ||
| 24 | 2025.02.03 21:41 | buy | 8 | 0.10 | 1.03413 | 0.00000 | 0.00000 | ||
| 25 | 2025.02.03 21:41 | modify | 8 | 0.10 | 1.03413 | 1.02803 | 1.03778 | ||
| 26 | 2025.02.03 21:41 | modify | 7 | 0.10 | 1.03103 | 1.02803 | 1.03778 | ||
| 27 | 2025.02.03 21:41 | modify | 6 | 0.10 | 1.03038 | 1.02803 | 1.03778 | ||
| 28 | 2025.02.03 21:41 | modify | 5 | 0.10 | 1.02278 | 1.02803 | 1.03778 | ||
| 29 | 2025.02.04 05:07 | s/l | 5 | 0.10 | 1.02803 | 1.02803 | 1.03778 | 51.60 | 1376.09 |
| 30 | 2025.02.04 05:07 | s/l | 6 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -24.40 | 1351.69 |
| 31 | 2025.02.04 05:07 | s/l | 7 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -30.90 | 1320.78 |
| 32 | 2025.02.04 05:07 | s/l | 8 | 0.10 | 1.02803 | 1.02803 | 1.03778 | -61.90 | 1258.88 |
| 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 16:56 | buy | 10 | 0.10 | 1.03894 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.12 16:56 | modify | 10 | 0.10 | 1.03894 | 1.03519 | 1.04644 | ||
| 37 | 2025.02.12 16:56 | modify | 9 | 0.10 | 1.03144 | 1.03519 | 1.04644 | ||
| 38 | 2025.02.12 16:58 | buy | 11 | 0.10 | 1.03970 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.12 16:58 | modify | 11 | 0.10 | 1.03970 | 1.03519 | 1.04644 | ||
| 40 | 2025.02.12 17:55 | buy | 12 | 0.10 | 1.04269 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.12 17:55 | modify | 12 | 0.10 | 1.04269 | 1.03669 | 1.04644 | ||
| 42 | 2025.02.12 17:55 | modify | 11 | 0.10 | 1.03970 | 1.03669 | 1.04644 | ||
| 43 | 2025.02.12 17:55 | modify | 10 | 0.10 | 1.03894 | 1.03669 | 1.04644 | ||
| 44 | 2025.02.12 17:55 | modify | 9 | 0.10 | 1.03144 | 1.03669 | 1.04644 | ||
| 45 | 2025.02.13 20:53 | t/p | 9 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 145.49 | 1404.37 |
| 46 | 2025.02.13 20:53 | t/p | 10 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 72.29 | 1476.67 |
| 47 | 2025.02.13 20:53 | t/p | 11 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 64.69 | 1541.36 |
| 48 | 2025.02.13 20:53 | t/p | 12 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 34.79 | 1576.15 |
| 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 02:14 | sell | 14 | 0.10 | 1.03835 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.28 02:14 | modify | 14 | 0.10 | 1.03835 | 1.04212 | 1.03087 | ||
| 53 | 2025.02.28 02:14 | modify | 13 | 0.10 | 1.04587 | 1.04212 | 1.03087 | ||
| 54 | 2025.02.28 15:06 | s/l | 13 | 0.10 | 1.04212 | 1.04212 | 1.03087 | 40.36 | 1616.51 |
| 55 | 2025.02.28 15:06 | s/l | 14 | 0.10 | 1.04212 | 1.04212 | 1.03087 | -37.70 | 1578.81 |
| 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 08:54 | s/l | 15 | 0.10 | 1.06981 | 1.06981 | 1.04681 | -80.00 | 1498.81 |
| 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 09:14 | s/l | 16 | 0.10 | 1.08694 | 1.08694 | 1.06394 | -79.80 | 1419.01 |
| 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 12:23 | sell | 18 | 0.10 | 1.14670 | 0.00000 | 0.00000 | ||
| 65 | 2025.04.22 12:23 | modify | 18 | 0.10 | 1.14670 | 1.15052 | 1.13927 | ||
| 66 | 2025.04.22 12:23 | modify | 17 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 67 | 2025.04.22 13:08 | sell | 19 | 0.10 | 1.14596 | 0.00000 | 0.00000 | ||
| 68 | 2025.04.22 13:08 | modify | 19 | 0.10 | 1.14596 | 1.15052 | 1.13927 | ||
| 69 | 2025.04.22 18:42 | sell | 20 | 0.10 | 1.14295 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.22 18:42 | modify | 20 | 0.10 | 1.14295 | 1.14902 | 1.13927 | ||
| 71 | 2025.04.22 18:42 | modify | 19 | 0.10 | 1.14596 | 1.14902 | 1.13927 | ||
| 72 | 2025.04.22 18:42 | modify | 18 | 0.10 | 1.14670 | 1.14902 | 1.13927 | ||
| 73 | 2025.04.22 18:42 | modify | 17 | 0.10 | 1.15427 | 1.14902 | 1.13927 | ||
| 74 | 2025.04.22 21:33 | t/p | 17 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 150.20 | 1569.22 |
| 75 | 2025.04.22 21:33 | t/p | 18 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 74.30 | 1643.52 |
| 76 | 2025.04.22 21:33 | t/p | 19 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 66.90 | 1710.42 |
| 77 | 2025.04.22 21:33 | t/p | 20 | 0.10 | 1.13927 | 1.14902 | 1.13927 | 36.80 | 1747.22 |
| 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 19:00 | buy | 22 | 0.10 | 1.11891 | 0.00000 | 0.00000 | ||
| 81 | 2025.05.13 19:00 | modify | 22 | 0.10 | 1.11891 | 1.11515 | 1.12640 | ||
| 82 | 2025.05.13 19:00 | modify | 21 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 83 | 2025.05.13 20:29 | buy | 23 | 0.10 | 1.11965 | 0.00000 | 0.00000 | ||
| 84 | 2025.05.13 20:29 | modify | 23 | 0.10 | 1.11965 | 1.11515 | 1.12640 | ||
| 85 | 2025.05.14 08:03 | buy | 24 | 0.10 | 1.12265 | 0.00000 | 0.00000 | ||
| 86 | 2025.05.14 08:03 | modify | 24 | 0.10 | 1.12265 | 1.11665 | 1.12640 | ||
| 87 | 2025.05.14 08:03 | modify | 23 | 0.10 | 1.11965 | 1.11665 | 1.12640 | ||
| 88 | 2025.05.14 08:03 | modify | 22 | 0.10 | 1.11891 | 1.11665 | 1.12640 | ||
| 89 | 2025.05.14 08:03 | modify | 21 | 0.10 | 1.11140 | 1.11665 | 1.12640 | ||
| 90 | 2025.05.14 09:27 | t/p | 21 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 148.20 | 1895.41 |
| 91 | 2025.05.14 09:27 | t/p | 22 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 74.00 | 1969.41 |
| 92 | 2025.05.14 09:27 | t/p | 23 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 66.60 | 2036.01 |
| 93 | 2025.05.14 09:27 | t/p | 24 | 0.10 | 1.12640 | 1.11665 | 1.12640 | 37.50 | 2073.51 |
| 94 | 2025.06.12 16:00 | sell | 25 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 95 | 2025.06.12 16:00 | modify | 25 | 0.10 | 1.15769 | 1.16569 | 1.14269 | ||
| 96 | 2025.06.13 10:47 | sell | 26 | 0.10 | 1.15019 | 0.00000 | 0.00000 | ||
| 97 | 2025.06.13 10:47 | modify | 26 | 0.10 | 1.15019 | 1.15394 | 1.14269 | ||
| 98 | 2025.06.13 10:47 | modify | 25 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 99 | 2025.06.13 10:48 | sell | 27 | 0.10 | 1.14943 | 0.00000 | 0.00000 | ||
| 100 | 2025.06.13 10:48 | modify | 27 | 0.10 | 1.14943 | 1.15394 | 1.14269 | ||
| 101 | 2025.06.13 14:12 | s/l | 25 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 37.70 | 2111.21 |
| 102 | 2025.06.13 14:12 | s/l | 26 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -37.50 | 2073.71 |
| 103 | 2025.06.13 14:12 | s/l | 27 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -45.10 | 2028.61 |