Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 951.53 | Gross profit | 1339.36 | Gross loss | -387.83 |
| Profit factor | 3.45 | Expected payoff | 25.04 | ||
| Absolute drawdown | 77.31 | Maximal drawdown | 140.04 (8.70%) | Relative drawdown | 10.00% (127.38) |
| Total trades | 38 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 27 (71.05%) | Loss trades (% of total) | 11 (28.95%) | ||
| Largest | profit trade | 85.51 | loss trade | -90.55 | |
| Average | profit trade | 49.61 | loss trade | -35.26 | |
| Maximum | consecutive wins (profit in money) | 4 (259.49) | consecutive losses (loss in money) | 2 (-17.69) | |
| Maximal | consecutive profit (count of wins) | 259.49 (4) | consecutive loss (count of losses) | -90.55 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.28 06:00 | sell | 1 | 0.10 | 1.66151 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.28 06:00 | modify | 1 | 0.10 | 1.66151 | 1.67551 | 1.64851 | ||
| 3 | 2024.03.07 14:00 | t/p | 1 | 0.10 | 1.64851 | 1.67551 | 1.64851 | 82.39 | 1082.39 |
| 4 | 2024.03.11 04:00 | sell | 2 | 0.10 | 1.65475 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.11 04:00 | modify | 2 | 0.10 | 1.65475 | 1.66875 | 1.64175 | ||
| 6 | 2024.04.04 04:00 | sell | 3 | 0.10 | 1.64745 | 0.00000 | 0.00000 | ||
| 7 | 2024.04.04 04:00 | modify | 3 | 0.10 | 1.64745 | 1.64955 | 1.64175 | ||
| 8 | 2024.04.04 04:00 | modify | 2 | 0.10 | 1.65475 | 1.64955 | 1.64175 | ||
| 9 | 2024.04.04 17:00 | t/p | 2 | 0.10 | 1.64175 | 1.64955 | 1.64175 | 85.51 | 1167.90 |
| 10 | 2024.04.04 17:00 | t/p | 3 | 0.10 | 1.64175 | 1.64955 | 1.64175 | 35.28 | 1203.18 |
| 11 | 2024.04.16 03:00 | sell | 4 | 0.10 | 1.65368 | 0.00000 | 0.00000 | ||
| 12 | 2024.04.16 03:00 | modify | 4 | 0.10 | 1.65368 | 1.66768 | 1.64068 | ||
| 13 | 2024.04.19 02:00 | s/l | 4 | 0.10 | 1.66768 | 1.66768 | 1.64068 | -85.68 | 1117.50 |
| 14 | 2024.04.23 09:00 | sell | 5 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
| 15 | 2024.04.23 09:00 | modify | 5 | 0.10 | 1.65571 | 1.66971 | 1.64271 | ||
| 16 | 2024.04.23 18:00 | sell | 6 | 0.10 | 1.64975 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.23 18:00 | modify | 6 | 0.10 | 1.64975 | 1.65506 | 1.64271 | ||
| 18 | 2024.04.23 18:00 | modify | 5 | 0.10 | 1.65571 | 1.65506 | 1.64271 | ||
| 19 | 2024.04.24 02:00 | t/p | 5 | 0.10 | 1.64271 | 1.65506 | 1.64271 | 80.65 | 1198.16 |
| 20 | 2024.04.24 02:00 | t/p | 6 | 0.10 | 1.64271 | 1.65506 | 1.64271 | 43.76 | 1241.92 |
| 21 | 2024.04.24 03:00 | buy | 7 | 0.10 | 1.64291 | 0.00000 | 0.00000 | ||
| 22 | 2024.04.24 03:00 | modify | 7 | 0.10 | 1.64291 | 1.62891 | 1.65591 | ||
| 23 | 2024.04.30 14:00 | buy | 8 | 0.10 | 1.64901 | 0.00000 | 0.00000 | ||
| 24 | 2024.04.30 14:00 | modify | 8 | 0.10 | 1.64901 | 1.64356 | 1.65591 | ||
| 25 | 2024.04.30 14:00 | modify | 7 | 0.10 | 1.64291 | 1.64356 | 1.65591 | ||
| 26 | 2024.04.30 22:00 | s/l | 7 | 0.10 | 1.64356 | 1.64356 | 1.65591 | 0.66 | 1242.58 |
| 27 | 2024.04.30 22:00 | s/l | 8 | 0.10 | 1.64356 | 1.64356 | 1.65591 | -33.72 | 1208.86 |
| 28 | 2024.05.21 06:00 | sell | 9 | 0.10 | 1.63088 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.21 06:00 | modify | 9 | 0.10 | 1.63088 | 1.64488 | 1.61788 | ||
| 30 | 2024.06.11 21:00 | sell | 10 | 0.10 | 1.62503 | 0.00000 | 0.00000 | ||
| 31 | 2024.06.11 21:00 | modify | 10 | 0.10 | 1.62503 | 1.63023 | 1.61788 | ||
| 32 | 2024.06.11 21:00 | modify | 9 | 0.10 | 1.63088 | 1.63023 | 1.61788 | ||
| 33 | 2024.06.12 02:00 | sell | 11 | 0.10 | 1.62344 | 0.00000 | 0.00000 | ||
| 34 | 2024.06.12 02:00 | modify | 11 | 0.10 | 1.62344 | 1.62568 | 1.61788 | ||
| 35 | 2024.06.12 02:00 | modify | 10 | 0.10 | 1.62503 | 1.62568 | 1.61788 | ||
| 36 | 2024.06.12 02:00 | modify | 9 | 0.10 | 1.63088 | 1.62568 | 1.61788 | ||
| 37 | 2024.06.12 09:00 | s/l | 9 | 0.10 | 1.62568 | 1.62568 | 1.61788 | 36.45 | 1245.31 |
| 38 | 2024.06.12 09:00 | s/l | 10 | 0.10 | 1.62568 | 1.62568 | 1.61788 | -3.83 | 1241.49 |
| 39 | 2024.06.12 09:00 | s/l | 11 | 0.10 | 1.62568 | 1.62568 | 1.61788 | -13.86 | 1227.63 |
| 40 | 2024.06.25 08:00 | buy | 12 | 0.10 | 1.60928 | 0.00000 | 0.00000 | ||
| 41 | 2024.06.25 08:00 | modify | 12 | 0.10 | 1.60928 | 1.59528 | 1.62228 | ||
| 42 | 2024.07.16 08:00 | buy | 13 | 0.10 | 1.61649 | 0.00000 | 0.00000 | ||
| 43 | 2024.07.16 08:00 | modify | 13 | 0.10 | 1.61649 | 1.61448 | 1.62228 | ||
| 44 | 2024.07.16 08:00 | modify | 12 | 0.10 | 1.60928 | 1.61448 | 1.62228 | ||
| 45 | 2024.07.16 17:00 | buy | 14 | 0.10 | 1.61929 | 0.00000 | 0.00000 | ||
| 46 | 2024.07.16 17:00 | modify | 14 | 0.10 | 1.61929 | 1.61383 | 1.62228 | ||
| 47 | 2024.07.16 17:00 | modify | 13 | 0.10 | 1.61649 | 1.61383 | 1.62228 | ||
| 48 | 2024.07.16 17:00 | modify | 12 | 0.10 | 1.60928 | 1.61383 | 1.62228 | ||
| 49 | 2024.07.17 12:00 | t/p | 12 | 0.10 | 1.62228 | 1.61383 | 1.62228 | 68.13 | 1295.75 |
| 50 | 2024.07.17 12:00 | t/p | 13 | 0.10 | 1.62228 | 1.61383 | 1.62228 | 35.27 | 1331.02 |
| 51 | 2024.07.17 12:00 | t/p | 14 | 0.10 | 1.62228 | 1.61383 | 1.62228 | 17.94 | 1348.96 |
| 52 | 2024.07.25 06:00 | sell | 15 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 53 | 2024.07.25 06:00 | modify | 15 | 0.10 | 1.65645 | 1.67045 | 1.64345 | ||
| 54 | 2024.07.30 06:00 | sell | 16 | 0.10 | 1.65037 | 0.00000 | 0.00000 | ||
| 55 | 2024.07.30 06:00 | modify | 16 | 0.10 | 1.65037 | 1.65580 | 1.64345 | ||
| 56 | 2024.07.30 06:00 | modify | 15 | 0.10 | 1.65645 | 1.65580 | 1.64345 | ||
| 57 | 2024.07.30 11:00 | s/l | 15 | 0.10 | 1.65580 | 1.65580 | 1.64345 | 4.60 | 1353.57 |
| 58 | 2024.07.30 11:00 | s/l | 16 | 0.10 | 1.65580 | 1.65580 | 1.64345 | -33.61 | 1319.96 |
| 59 | 2024.07.31 04:00 | sell | 17 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 60 | 2024.07.31 04:00 | modify | 17 | 0.10 | 1.66530 | 1.67930 | 1.65230 | ||
| 61 | 2024.08.01 08:00 | sell | 18 | 0.10 | 1.65550 | 0.00000 | 0.00000 | ||
| 62 | 2024.08.01 08:00 | modify | 18 | 0.10 | 1.65550 | 1.66075 | 1.65230 | ||
| 63 | 2024.08.01 08:00 | modify | 17 | 0.10 | 1.66530 | 1.66075 | 1.65230 | ||
| 64 | 2024.08.01 10:00 | t/p | 17 | 0.10 | 1.65230 | 1.66075 | 1.65230 | 81.04 | 1401.00 |
| 65 | 2024.08.01 10:00 | t/p | 18 | 0.10 | 1.65230 | 1.66075 | 1.65230 | 19.81 | 1420.81 |
| 66 | 2024.08.07 05:00 | buy | 19 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 67 | 2024.08.07 05:00 | modify | 19 | 0.10 | 1.66441 | 1.65041 | 1.67741 | ||
| 68 | 2024.08.08 00:00 | t/p | 19 | 0.10 | 1.67741 | 1.65041 | 1.67741 | 78.76 | 1499.57 |
| 69 | 2024.08.13 09:00 | buy | 20 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 70 | 2024.08.13 09:00 | modify | 20 | 0.10 | 1.65457 | 1.64057 | 1.66757 | ||
| 71 | 2024.08.14 14:00 | t/p | 20 | 0.10 | 1.66757 | 1.64057 | 1.66757 | 79.88 | 1579.45 |
| 72 | 2024.09.12 00:00 | buy | 21 | 0.10 | 1.64993 | 0.00000 | 0.00000 | ||
| 73 | 2024.09.12 00:00 | modify | 21 | 0.10 | 1.64993 | 1.63593 | 1.66293 | ||
| 74 | 2024.09.19 03:00 | s/l | 21 | 0.10 | 1.63593 | 1.63593 | 1.66293 | -90.55 | 1488.90 |
| 75 | 2024.09.20 02:00 | sell | 22 | 0.10 | 1.63956 | 0.00000 | 0.00000 | ||
| 76 | 2024.09.20 02:00 | modify | 22 | 0.10 | 1.63956 | 1.65356 | 1.62656 | ||
| 77 | 2024.09.23 05:00 | sell | 23 | 0.10 | 1.63356 | 0.00000 | 0.00000 | ||
| 78 | 2024.09.23 05:00 | modify | 23 | 0.10 | 1.63356 | 1.63891 | 1.62656 | ||
| 79 | 2024.09.23 05:00 | modify | 22 | 0.10 | 1.63956 | 1.63891 | 1.62656 | ||
| 80 | 2024.09.23 13:00 | t/p | 22 | 0.10 | 1.62656 | 1.63891 | 1.62656 | 80.65 | 1569.56 |
| 81 | 2024.09.23 13:00 | t/p | 23 | 0.10 | 1.62656 | 1.63891 | 1.62656 | 43.33 | 1612.89 |
| 82 | 2024.10.16 01:00 | sell | 24 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 83 | 2024.10.16 01:00 | modify | 24 | 0.10 | 1.62949 | 1.64349 | 1.61649 | ||
| 84 | 2024.10.17 05:00 | sell | 25 | 0.10 | 1.62233 | 0.00000 | 0.00000 | ||
| 85 | 2024.10.17 05:00 | modify | 25 | 0.10 | 1.62233 | 1.62429 | 1.61649 | ||
| 86 | 2024.10.17 05:00 | modify | 24 | 0.10 | 1.62949 | 1.62429 | 1.61649 | ||
| 87 | 2024.10.17 07:00 | s/l | 24 | 0.10 | 1.62429 | 1.62429 | 1.61649 | 32.76 | 1645.65 |
| 88 | 2024.10.17 07:00 | s/l | 25 | 0.10 | 1.62429 | 1.62429 | 1.61649 | -12.13 | 1633.52 |
| 89 | 2024.10.30 05:00 | sell | 26 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 90 | 2024.10.30 05:00 | modify | 26 | 0.10 | 1.65309 | 1.66709 | 1.64009 | ||
| 91 | 2024.10.30 11:00 | sell | 27 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 92 | 2024.10.30 11:00 | modify | 27 | 0.10 | 1.64702 | 1.65244 | 1.64009 | ||
| 93 | 2024.10.30 11:00 | modify | 26 | 0.10 | 1.65309 | 1.65244 | 1.64009 | ||
| 94 | 2024.10.30 12:00 | sell | 28 | 0.10 | 1.64593 | 0.00000 | 0.00000 | ||
| 95 | 2024.10.30 12:00 | modify | 28 | 0.10 | 1.64593 | 1.64789 | 1.64009 | ||
| 96 | 2024.10.30 12:00 | modify | 27 | 0.10 | 1.64702 | 1.64789 | 1.64009 | ||
| 97 | 2024.10.30 12:00 | modify | 26 | 0.10 | 1.65309 | 1.64789 | 1.64009 | ||
| 98 | 2024.10.30 14:00 | s/l | 26 | 0.10 | 1.64789 | 1.64789 | 1.64009 | 32.18 | 1665.70 |
| 99 | 2024.10.30 14:00 | s/l | 27 | 0.10 | 1.64789 | 1.64789 | 1.64009 | -5.38 | 1660.32 |
| 100 | 2024.10.30 14:00 | s/l | 28 | 0.10 | 1.64789 | 1.64789 | 1.64009 | -12.13 | 1648.19 |
| 101 | 2024.11.12 04:00 | sell | 29 | 0.10 | 1.62357 | 0.00000 | 0.00000 | ||
| 102 | 2024.11.12 04:00 | modify | 29 | 0.10 | 1.62357 | 1.63757 | 1.61057 | ||
| 103 | 2024.11.21 08:00 | sell | 30 | 0.10 | 1.61764 | 0.00000 | 0.00000 | ||
| 104 | 2024.11.21 08:00 | modify | 30 | 0.10 | 1.61764 | 1.62292 | 1.61057 | ||
| 105 | 2024.11.21 08:00 | modify | 29 | 0.10 | 1.62357 | 1.62292 | 1.61057 | ||
| 106 | 2024.11.21 15:00 | sell | 31 | 0.10 | 1.61376 | 0.00000 | 0.00000 | ||
| 107 | 2024.11.21 15:00 | modify | 31 | 0.10 | 1.61376 | 1.61902 | 1.61057 | ||
| 108 | 2024.11.21 15:00 | modify | 30 | 0.10 | 1.61764 | 1.61902 | 1.61057 | ||
| 109 | 2024.11.21 15:00 | modify | 29 | 0.10 | 1.62357 | 1.61902 | 1.61057 | ||
| 110 | 2024.11.21 18:00 | t/p | 29 | 0.10 | 1.61057 | 1.61902 | 1.61057 | 82.59 | 1730.77 |
| 111 | 2024.11.21 18:00 | t/p | 30 | 0.10 | 1.61057 | 1.61902 | 1.61057 | 43.75 | 1774.52 |
| 112 | 2024.11.21 18:00 | t/p | 31 | 0.10 | 1.61057 | 1.61902 | 1.61057 | 19.74 | 1794.26 |
| 113 | 2024.12.02 09:00 | buy | 32 | 0.10 | 1.61693 | 0.00000 | 0.00000 | ||
| 114 | 2024.12.02 09:00 | modify | 32 | 0.10 | 1.61693 | 1.60293 | 1.62993 | ||
| 115 | 2024.12.02 16:00 | buy | 33 | 0.10 | 1.62414 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.02 16:00 | modify | 33 | 0.10 | 1.62414 | 1.62213 | 1.62993 | ||
| 117 | 2024.12.02 16:00 | modify | 32 | 0.10 | 1.61693 | 1.62213 | 1.62993 | ||
| 118 | 2024.12.02 19:00 | s/l | 32 | 0.10 | 1.62213 | 1.62213 | 1.62993 | 32.17 | 1826.43 |
| 119 | 2024.12.02 19:00 | s/l | 33 | 0.10 | 1.62213 | 1.62213 | 1.62993 | -12.44 | 1813.99 |
| 120 | 2024.12.11 01:00 | sell | 34 | 0.10 | 1.65165 | 0.00000 | 0.00000 | ||
| 121 | 2024.12.11 01:00 | modify | 34 | 0.10 | 1.65165 | 1.66565 | 1.63865 | ||
| 122 | 2024.12.12 00:00 | sell | 35 | 0.10 | 1.64566 | 0.00000 | 0.00000 | ||
| 123 | 2024.12.12 00:00 | modify | 35 | 0.10 | 1.64566 | 1.65100 | 1.63865 | ||
| 124 | 2024.12.12 00:00 | modify | 34 | 0.10 | 1.65165 | 1.65100 | 1.63865 | ||
| 125 | 2024.12.12 01:00 | t/p | 34 | 0.10 | 1.63865 | 1.65100 | 1.63865 | 81.03 | 1895.03 |
| 126 | 2024.12.12 01:00 | t/p | 35 | 0.10 | 1.63865 | 1.65100 | 1.63865 | 43.38 | 1938.41 |
| 127 | 2024.12.12 03:00 | buy | 36 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 128 | 2024.12.12 03:00 | modify | 36 | 0.10 | 1.63979 | 1.62579 | 1.65279 | ||
| 129 | 2024.12.13 16:00 | buy | 37 | 0.10 | 1.64974 | 0.00000 | 0.00000 | ||
| 130 | 2024.12.13 16:00 | modify | 37 | 0.10 | 1.64974 | 1.64434 | 1.65279 | ||
| 131 | 2024.12.13 16:00 | modify | 36 | 0.10 | 1.63979 | 1.64434 | 1.65279 | ||
| 132 | 2024.12.16 16:00 | t/p | 36 | 0.10 | 1.65279 | 1.64434 | 1.65279 | 79.32 | 2017.73 |
| 133 | 2024.12.16 16:00 | t/p | 37 | 0.10 | 1.65279 | 1.64434 | 1.65279 | 18.31 | 2036.04 |
| 134 | 2024.12.18 06:00 | sell | 38 | 0.10 | 1.66344 | 0.00000 | 0.00000 | ||
| 135 | 2024.12.18 06:00 | modify | 38 | 0.10 | 1.66344 | 1.67744 | 1.65044 | ||
| 136 | 2024.12.27 06:00 | s/l | 38 | 0.10 | 1.67744 | 1.67744 | 1.65044 | -84.50 | 1951.53 |