Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| 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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79725 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 492.46 | Gross profit | 858.43 | Gross loss | -365.97 |
| Profit factor | 2.35 | Expected payoff | 21.41 | ||
| Absolute drawdown | 170.90 | Maximal drawdown | 186.83 (13.81%) | Relative drawdown | 17.81% (179.66) |
| Total trades | 23 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
| Largest | profit trade | 100.73 | loss trade | -66.91 | |
| Average | profit trade | 53.65 | loss trade | -52.28 | |
| Maximum | consecutive wins (profit in money) | 7 (389.14) | consecutive losses (loss in money) | 2 (-133.81) | |
| Maximal | consecutive profit (count of wins) | 389.14 (7) | consecutive loss (count of losses) | -133.81 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.02.28 12:00 | sell | 1 | 0.10 | 1.67213 | 0.00000 | 0.00000 | ||
| 2 | 2025.02.28 12:00 | modify | 1 | 0.10 | 1.67213 | 1.68213 | 1.65713 | ||
| 3 | 2025.03.03 12:40 | s/l | 1 | 0.10 | 1.68213 | 1.68213 | 1.65713 | -66.71 | 933.29 |
| 4 | 2025.03.04 12:00 | sell | 2 | 0.10 | 1.69052 | 0.00000 | 0.00000 | ||
| 5 | 2025.03.04 12:00 | modify | 2 | 0.10 | 1.69052 | 1.70052 | 1.67552 | ||
| 6 | 2025.03.04 19:15 | s/l | 2 | 0.10 | 1.70052 | 1.70052 | 1.67552 | -66.90 | 866.39 |
| 7 | 2025.03.07 16:00 | sell | 3 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 8 | 2025.03.07 16:00 | modify | 3 | 0.10 | 1.72171 | 1.73171 | 1.70671 | ||
| 9 | 2025.03.09 21:00 | sell | 4 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 10 | 2025.03.09 21:00 | modify | 4 | 0.10 | 1.71399 | 1.71646 | 1.70671 | ||
| 11 | 2025.03.09 21:00 | modify | 3 | 0.10 | 1.72171 | 1.71646 | 1.70671 | ||
| 12 | 2025.03.09 21:06 | s/l | 3 | 0.10 | 1.71646 | 1.71646 | 1.70671 | 35.13 | 901.52 |
| 13 | 2025.03.09 21:06 | s/l | 4 | 0.10 | 1.71646 | 1.71646 | 1.70671 | -16.52 | 885.00 |
| 14 | 2025.03.25 16:00 | buy | 5 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 15 | 2025.03.25 16:00 | modify | 5 | 0.10 | 1.71309 | 1.70309 | 1.72809 | ||
| 16 | 2025.03.28 15:15 | buy | 6 | 0.10 | 1.72145 | 0.00000 | 0.00000 | ||
| 17 | 2025.03.28 15:15 | modify | 6 | 0.10 | 1.72145 | 1.71684 | 1.72809 | ||
| 18 | 2025.03.28 15:15 | modify | 5 | 0.10 | 1.71309 | 1.71684 | 1.72809 | ||
| 19 | 2025.03.28 15:25 | buy | 7 | 0.10 | 1.72065 | 0.00000 | 0.00000 | ||
| 20 | 2025.03.28 15:25 | modify | 7 | 0.10 | 1.72065 | 1.71834 | 1.72809 | ||
| 21 | 2025.03.28 15:30 | modify | 7 | 0.10 | 1.72065 | 1.71684 | 1.72809 | ||
| 22 | 2025.03.30 22:30 | buy | 8 | 0.10 | 1.72364 | 0.00000 | 0.00000 | ||
| 23 | 2025.03.30 22:30 | modify | 8 | 0.10 | 1.72364 | 1.72059 | 1.72809 | ||
| 24 | 2025.03.30 22:30 | modify | 6 | 0.10 | 1.72145 | 1.72059 | 1.72809 | ||
| 25 | 2025.03.30 22:30 | modify | 7 | 0.10 | 1.72065 | 1.72059 | 1.72809 | ||
| 26 | 2025.03.30 22:30 | modify | 5 | 0.10 | 1.71309 | 1.72059 | 1.72809 | ||
| 27 | 2025.03.31 08:20 | t/p | 5 | 0.10 | 1.72809 | 1.72059 | 1.72809 | 95.33 | 980.33 |
| 28 | 2025.03.31 08:20 | t/p | 6 | 0.10 | 1.72809 | 1.72059 | 1.72809 | 43.57 | 1023.90 |
| 29 | 2025.03.31 08:20 | t/p | 7 | 0.10 | 1.72809 | 1.72059 | 1.72809 | 48.92 | 1072.82 |
| 30 | 2025.03.31 08:20 | t/p | 8 | 0.10 | 1.72809 | 1.72059 | 1.72809 | 28.93 | 1101.74 |
| 31 | 2025.04.02 12:00 | buy | 9 | 0.10 | 1.71331 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.02 12:00 | modify | 9 | 0.10 | 1.71331 | 1.70331 | 1.72831 | ||
| 33 | 2025.04.02 14:30 | buy | 10 | 0.10 | 1.72180 | 0.00000 | 0.00000 | ||
| 34 | 2025.04.02 14:30 | modify | 10 | 0.10 | 1.72180 | 1.71706 | 1.72831 | ||
| 35 | 2025.04.02 14:30 | modify | 9 | 0.10 | 1.71331 | 1.71706 | 1.72831 | ||
| 36 | 2025.04.02 16:55 | buy | 11 | 0.10 | 1.72403 | 0.00000 | 0.00000 | ||
| 37 | 2025.04.02 16:55 | modify | 11 | 0.10 | 1.72403 | 1.72081 | 1.72831 | ||
| 38 | 2025.04.02 16:55 | modify | 10 | 0.10 | 1.72180 | 1.72081 | 1.72831 | ||
| 39 | 2025.04.02 16:55 | modify | 9 | 0.10 | 1.71331 | 1.72081 | 1.72831 | ||
| 40 | 2025.04.02 20:15 | t/p | 9 | 0.10 | 1.72831 | 1.72081 | 1.72831 | 100.27 | 1202.01 |
| 41 | 2025.04.02 20:15 | t/p | 10 | 0.10 | 1.72831 | 1.72081 | 1.72831 | 43.52 | 1245.53 |
| 42 | 2025.04.02 20:15 | t/p | 11 | 0.10 | 1.72831 | 1.72081 | 1.72831 | 28.61 | 1274.14 |
| 43 | 2025.04.03 08:00 | sell | 12 | 0.10 | 1.73952 | 0.00000 | 0.00000 | ||
| 44 | 2025.04.03 08:00 | modify | 12 | 0.10 | 1.73952 | 1.74952 | 1.72452 | ||
| 45 | 2025.04.03 10:40 | s/l | 12 | 0.10 | 1.74952 | 1.74952 | 1.72452 | -66.90 | 1207.24 |
| 46 | 2025.04.04 08:00 | sell | 13 | 0.10 | 1.77128 | 0.00000 | 0.00000 | ||
| 47 | 2025.04.04 08:00 | modify | 13 | 0.10 | 1.77128 | 1.78128 | 1.75628 | ||
| 48 | 2025.04.04 10:20 | s/l | 13 | 0.10 | 1.78128 | 1.78128 | 1.75628 | -66.91 | 1140.33 |
| 49 | 2025.07.07 08:00 | sell | 14 | 0.10 | 1.80564 | 0.00000 | 0.00000 | ||
| 50 | 2025.07.07 08:00 | modify | 14 | 0.10 | 1.80564 | 1.81564 | 1.79064 | ||
| 51 | 2025.07.08 05:10 | sell | 15 | 0.10 | 1.79730 | 0.00000 | 0.00000 | ||
| 52 | 2025.07.08 05:10 | modify | 15 | 0.10 | 1.79730 | 1.80189 | 1.79064 | ||
| 53 | 2025.07.08 05:10 | modify | 14 | 0.10 | 1.80564 | 1.80189 | 1.79064 | ||
| 54 | 2025.07.08 07:10 | sell | 16 | 0.10 | 1.79812 | 0.00000 | 0.00000 | ||
| 55 | 2025.07.08 07:10 | modify | 16 | 0.10 | 1.79812 | 1.80039 | 1.79064 | ||
| 56 | 2025.07.08 07:15 | modify | 16 | 0.10 | 1.79812 | 1.80189 | 1.79064 | ||
| 57 | 2025.07.08 09:30 | sell | 17 | 0.10 | 1.79505 | 0.00000 | 0.00000 | ||
| 58 | 2025.07.08 09:30 | modify | 17 | 0.10 | 1.79505 | 1.79814 | 1.79064 | ||
| 59 | 2025.07.08 09:30 | modify | 15 | 0.10 | 1.79730 | 1.79814 | 1.79064 | ||
| 60 | 2025.07.08 09:30 | modify | 16 | 0.10 | 1.79812 | 1.79814 | 1.79064 | ||
| 61 | 2025.07.08 09:30 | modify | 14 | 0.10 | 1.80564 | 1.79814 | 1.79064 | ||
| 62 | 2025.07.09 05:05 | t/p | 14 | 0.10 | 1.79064 | 1.79814 | 1.79064 | 100.73 | 1241.07 |
| 63 | 2025.07.09 05:05 | t/p | 15 | 0.10 | 1.79064 | 1.79814 | 1.79064 | 44.75 | 1285.82 |
| 64 | 2025.07.09 05:05 | t/p | 16 | 0.10 | 1.79064 | 1.79814 | 1.79064 | 50.23 | 1336.05 |
| 65 | 2025.07.09 05:05 | t/p | 17 | 0.10 | 1.79064 | 1.79814 | 1.79064 | 29.69 | 1365.74 |
| 66 | 2025.07.17 12:00 | sell | 18 | 0.10 | 1.79218 | 0.00000 | 0.00000 | ||
| 67 | 2025.07.17 12:00 | modify | 18 | 0.10 | 1.79218 | 1.80218 | 1.77718 | ||
| 68 | 2025.07.17 21:15 | sell | 19 | 0.10 | 1.78464 | 0.00000 | 0.00000 | ||
| 69 | 2025.07.17 21:15 | modify | 19 | 0.10 | 1.78464 | 1.78693 | 1.77718 | ||
| 70 | 2025.07.17 21:15 | modify | 18 | 0.10 | 1.79218 | 1.78693 | 1.77718 | ||
| 71 | 2025.07.17 21:30 | s/l | 18 | 0.10 | 1.78693 | 1.78693 | 1.77718 | 35.12 | 1400.86 |
| 72 | 2025.07.17 21:30 | s/l | 19 | 0.10 | 1.78693 | 1.78693 | 1.77718 | -15.32 | 1385.54 |
| 73 | 2025.07.29 08:00 | buy | 20 | 0.10 | 1.77686 | 0.00000 | 0.00000 | ||
| 74 | 2025.07.29 08:00 | modify | 20 | 0.10 | 1.77686 | 1.76686 | 1.79186 | ||
| 75 | 2025.08.01 13:20 | buy | 21 | 0.10 | 1.78449 | 0.00000 | 0.00000 | ||
| 76 | 2025.08.01 13:20 | modify | 21 | 0.10 | 1.78449 | 1.78211 | 1.79186 | ||
| 77 | 2025.08.01 13:20 | modify | 20 | 0.10 | 1.77686 | 1.78211 | 1.79186 | ||
| 78 | 2025.08.01 14:00 | buy | 22 | 0.10 | 1.78764 | 0.00000 | 0.00000 | ||
| 79 | 2025.08.01 14:00 | modify | 22 | 0.10 | 1.78764 | 1.78436 | 1.79186 | ||
| 80 | 2025.08.01 14:00 | modify | 21 | 0.10 | 1.78449 | 1.78436 | 1.79186 | ||
| 81 | 2025.08.01 14:00 | modify | 20 | 0.10 | 1.77686 | 1.78436 | 1.79186 | ||
| 82 | 2025.08.01 19:30 | t/p | 20 | 0.10 | 1.79186 | 1.78436 | 1.79186 | 96.15 | 1481.70 |
| 83 | 2025.08.01 19:30 | t/p | 21 | 0.10 | 1.79186 | 1.78436 | 1.79186 | 49.26 | 1530.96 |
| 84 | 2025.08.01 19:30 | t/p | 22 | 0.10 | 1.79186 | 1.78436 | 1.79186 | 28.21 | 1559.17 |
| 85 | 2025.09.16 12:00 | sell | 23 | 0.10 | 1.77001 | 0.00000 | 0.00000 | ||
| 86 | 2025.09.16 12:00 | modify | 23 | 0.10 | 1.77001 | 1.78001 | 1.75501 | ||
| 87 | 2025.09.17 18:40 | s/l | 23 | 0.10 | 1.78001 | 1.78001 | 1.75501 | -66.71 | 1492.46 |