Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (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=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=80; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 395.38 | Gross profit | 1015.92 | Gross loss | -620.54 |
| Profit factor | 1.64 | Expected payoff | 12.75 | ||
| Absolute drawdown | 81.90 | Maximal drawdown | 123.58 (11.04%) | Relative drawdown | 11.09% (114.54) |
| Total trades | 31 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
| Largest | profit trade | 70.02 | loss trade | -51.74 | |
| Average | profit trade | 56.44 | loss trade | -47.73 | |
| Maximum | consecutive wins (profit in money) | 4 (207.99) | consecutive losses (loss in money) | 2 (-100.50) | |
| Maximal | consecutive profit (count of wins) | 207.99 (4) | consecutive loss (count of losses) | -100.50 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.16 08:00 | sell | 1 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.16 08:00 | modify | 1 | 0.10 | 1.64979 | 1.65779 | 1.63879 | ||
| 3 | 2024.01.17 08:00 | s/l | 1 | 0.10 | 1.65779 | 1.65779 | 1.63879 | -49.32 | 950.68 |
| 4 | 2024.01.18 00:00 | sell | 2 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
| 5 | 2024.01.18 00:00 | modify | 2 | 0.10 | 1.66136 | 1.66936 | 1.65036 | ||
| 6 | 2024.01.19 12:00 | t/p | 2 | 0.10 | 1.65036 | 1.66936 | 1.65036 | 68.27 | 1018.96 |
| 7 | 2024.02.27 00:00 | sell | 3 | 0.10 | 1.65923 | 0.00000 | 0.00000 | ||
| 8 | 2024.02.27 00:00 | modify | 3 | 0.10 | 1.65923 | 1.66723 | 1.64823 | ||
| 9 | 2024.02.28 16:00 | s/l | 3 | 0.10 | 1.66723 | 1.66723 | 1.64823 | -49.32 | 969.64 |
| 10 | 2024.03.07 00:00 | buy | 4 | 0.10 | 1.66008 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.07 00:00 | modify | 4 | 0.10 | 1.66008 | 1.65208 | 1.67108 | ||
| 12 | 2024.03.07 12:00 | s/l | 4 | 0.10 | 1.65208 | 1.65208 | 1.67108 | -49.50 | 920.14 |
| 13 | 2024.04.10 00:00 | buy | 5 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.10 00:00 | modify | 5 | 0.10 | 1.63851 | 1.63051 | 1.64951 | ||
| 15 | 2024.04.10 16:00 | t/p | 5 | 0.10 | 1.64951 | 1.63051 | 1.64951 | 68.07 | 988.21 |
| 16 | 2024.04.10 20:00 | sell | 6 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.10 20:00 | modify | 6 | 0.10 | 1.64952 | 1.65752 | 1.63852 | ||
| 18 | 2024.04.11 08:00 | sell | 7 | 0.10 | 1.64553 | 0.00000 | 0.00000 | ||
| 19 | 2024.04.11 08:00 | modify | 7 | 0.10 | 1.64553 | 1.64897 | 1.63852 | ||
| 20 | 2024.04.11 08:00 | modify | 6 | 0.10 | 1.64952 | 1.64897 | 1.63852 | ||
| 21 | 2024.04.12 12:00 | t/p | 6 | 0.10 | 1.63852 | 1.64897 | 1.63852 | 68.86 | 1057.07 |
| 22 | 2024.04.12 12:00 | t/p | 7 | 0.10 | 1.63852 | 1.64897 | 1.63852 | 43.58 | 1100.65 |
| 23 | 2024.04.16 20:00 | sell | 8 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 24 | 2024.04.16 20:00 | modify | 8 | 0.10 | 1.65789 | 1.66589 | 1.64689 | ||
| 25 | 2024.04.19 04:00 | s/l | 8 | 0.10 | 1.66589 | 1.66589 | 1.64689 | -48.54 | 1052.11 |
| 26 | 2024.04.24 08:00 | buy | 9 | 0.10 | 1.64333 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.24 08:00 | modify | 9 | 0.10 | 1.64333 | 1.63533 | 1.65433 | ||
| 28 | 2024.04.26 16:00 | s/l | 9 | 0.10 | 1.63533 | 1.63533 | 1.65433 | -51.74 | 1000.38 |
| 29 | 2024.05.01 00:00 | sell | 10 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 30 | 2024.05.01 00:00 | modify | 10 | 0.10 | 1.64722 | 1.65522 | 1.63622 | ||
| 31 | 2024.05.02 16:00 | t/p | 10 | 0.10 | 1.63622 | 1.65522 | 1.63622 | 68.66 | 1069.04 |
| 32 | 2024.05.03 08:00 | buy | 11 | 0.10 | 1.63303 | 0.00000 | 0.00000 | ||
| 33 | 2024.05.03 08:00 | modify | 11 | 0.10 | 1.63303 | 1.62503 | 1.64403 | ||
| 34 | 2024.05.03 16:00 | s/l | 11 | 0.10 | 1.62503 | 1.62503 | 1.64403 | -49.50 | 1019.54 |
| 35 | 2024.05.05 20:00 | buy | 12 | 0.10 | 1.62535 | 0.00000 | 0.00000 | ||
| 36 | 2024.05.05 20:00 | modify | 12 | 0.10 | 1.62535 | 1.61735 | 1.63635 | ||
| 37 | 2024.05.08 12:00 | t/p | 12 | 0.10 | 1.63635 | 1.61735 | 1.63635 | 66.39 | 1085.93 |
| 38 | 2024.06.09 20:00 | sell | 13 | 0.10 | 1.63376 | 0.00000 | 0.00000 | ||
| 39 | 2024.06.09 20:00 | modify | 13 | 0.10 | 1.63376 | 1.64176 | 1.62276 | ||
| 40 | 2024.06.11 08:00 | sell | 14 | 0.10 | 1.62983 | 0.00000 | 0.00000 | ||
| 41 | 2024.06.11 08:00 | modify | 14 | 0.10 | 1.62983 | 1.63321 | 1.62276 | ||
| 42 | 2024.06.11 08:00 | modify | 13 | 0.10 | 1.63376 | 1.63321 | 1.62276 | ||
| 43 | 2024.06.11 12:00 | sell | 15 | 0.10 | 1.62709 | 0.00000 | 0.00000 | ||
| 44 | 2024.06.11 12:00 | modify | 15 | 0.10 | 1.62709 | 1.63101 | 1.62276 | ||
| 45 | 2024.06.11 12:00 | modify | 14 | 0.10 | 1.62983 | 1.63101 | 1.62276 | ||
| 46 | 2024.06.11 12:00 | modify | 13 | 0.10 | 1.63376 | 1.63101 | 1.62276 | ||
| 47 | 2024.06.12 08:00 | t/p | 13 | 0.10 | 1.62276 | 1.63101 | 1.62276 | 68.66 | 1154.59 |
| 48 | 2024.06.12 08:00 | t/p | 14 | 0.10 | 1.62276 | 1.63101 | 1.62276 | 43.95 | 1198.55 |
| 49 | 2024.06.12 08:00 | t/p | 15 | 0.10 | 1.62276 | 1.63101 | 1.62276 | 26.99 | 1225.54 |
| 50 | 2024.07.16 20:00 | sell | 16 | 0.10 | 1.61851 | 0.00000 | 0.00000 | ||
| 51 | 2024.07.16 20:00 | modify | 16 | 0.10 | 1.61851 | 1.62651 | 1.60751 | ||
| 52 | 2024.07.17 20:00 | s/l | 16 | 0.10 | 1.62651 | 1.62651 | 1.60751 | -49.32 | 1176.22 |
| 53 | 2024.07.18 00:00 | sell | 17 | 0.10 | 1.62533 | 0.00000 | 0.00000 | ||
| 54 | 2024.07.18 00:00 | modify | 17 | 0.10 | 1.62533 | 1.63333 | 1.61433 | ||
| 55 | 2024.07.22 04:00 | s/l | 17 | 0.10 | 1.63333 | 1.63333 | 1.61433 | -49.12 | 1127.10 |
| 56 | 2024.08.15 00:00 | sell | 18 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 57 | 2024.08.15 00:00 | modify | 18 | 0.10 | 1.66889 | 1.67689 | 1.65789 | ||
| 58 | 2024.08.15 16:00 | t/p | 18 | 0.10 | 1.65789 | 1.67689 | 1.65789 | 68.08 | 1195.18 |
| 59 | 2024.08.19 16:00 | buy | 19 | 0.10 | 1.64888 | 0.00000 | 0.00000 | ||
| 60 | 2024.08.19 16:00 | modify | 19 | 0.10 | 1.64888 | 1.64088 | 1.65988 | ||
| 61 | 2024.08.22 04:00 | buy | 20 | 0.10 | 1.65565 | 0.00000 | 0.00000 | ||
| 62 | 2024.08.22 04:00 | modify | 20 | 0.10 | 1.65565 | 1.65163 | 1.65988 | ||
| 63 | 2024.08.22 04:00 | modify | 19 | 0.10 | 1.64888 | 1.65163 | 1.65988 | ||
| 64 | 2024.08.22 08:00 | s/l | 19 | 0.10 | 1.65163 | 1.65163 | 1.65988 | 14.22 | 1209.40 |
| 65 | 2024.08.22 08:00 | s/l | 20 | 0.10 | 1.65163 | 1.65163 | 1.65988 | -24.88 | 1184.52 |
| 66 | 2024.08.29 16:00 | buy | 21 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 67 | 2024.08.29 16:00 | modify | 21 | 0.10 | 1.62925 | 1.62125 | 1.64025 | ||
| 68 | 2024.09.03 08:00 | t/p | 21 | 0.10 | 1.64025 | 1.62125 | 1.64025 | 66.39 | 1250.91 |
| 69 | 2024.10.29 08:00 | sell | 22 | 0.10 | 1.64642 | 0.00000 | 0.00000 | ||
| 70 | 2024.10.29 08:00 | modify | 22 | 0.10 | 1.64642 | 1.65442 | 1.63542 | ||
| 71 | 2024.10.30 04:00 | s/l | 22 | 0.10 | 1.65442 | 1.65442 | 1.63542 | -49.32 | 1201.60 |
| 72 | 2024.11.06 16:00 | buy | 23 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 73 | 2024.11.06 16:00 | modify | 23 | 0.10 | 1.63366 | 1.62566 | 1.64466 | ||
| 74 | 2024.11.07 04:00 | s/l | 23 | 0.10 | 1.62566 | 1.62566 | 1.64466 | -51.18 | 1150.42 |
| 75 | 2024.11.08 00:00 | buy | 24 | 0.10 | 1.61760 | 0.00000 | 0.00000 | ||
| 76 | 2024.11.08 00:00 | modify | 24 | 0.10 | 1.61760 | 1.60960 | 1.62860 | ||
| 77 | 2024.11.08 04:00 | buy | 25 | 0.10 | 1.62155 | 0.00000 | 0.00000 | ||
| 78 | 2024.11.08 04:00 | modify | 25 | 0.10 | 1.62155 | 1.61815 | 1.62860 | ||
| 79 | 2024.11.08 04:00 | modify | 24 | 0.10 | 1.61760 | 1.61815 | 1.62860 | ||
| 80 | 2024.11.08 16:00 | t/p | 24 | 0.10 | 1.62860 | 1.61815 | 1.62860 | 68.07 | 1218.49 |
| 81 | 2024.11.08 16:00 | t/p | 25 | 0.10 | 1.62860 | 1.61815 | 1.62860 | 43.63 | 1262.12 |
| 82 | 2024.11.13 16:00 | sell | 26 | 0.10 | 1.62905 | 0.00000 | 0.00000 | ||
| 83 | 2024.11.13 16:00 | modify | 26 | 0.10 | 1.62905 | 1.63705 | 1.61805 | ||
| 84 | 2024.11.20 08:00 | sell | 27 | 0.10 | 1.62220 | 0.00000 | 0.00000 | ||
| 85 | 2024.11.20 08:00 | modify | 27 | 0.10 | 1.62220 | 1.62630 | 1.61805 | ||
| 86 | 2024.11.20 08:00 | modify | 26 | 0.10 | 1.62905 | 1.62630 | 1.61805 | ||
| 87 | 2024.11.21 08:00 | t/p | 26 | 0.10 | 1.61805 | 1.62630 | 1.61805 | 70.02 | 1332.14 |
| 88 | 2024.11.21 08:00 | t/p | 27 | 0.10 | 1.61805 | 1.62630 | 1.61805 | 26.27 | 1358.41 |
| 89 | 2024.11.22 04:00 | buy | 28 | 0.10 | 1.60883 | 0.00000 | 0.00000 | ||
| 90 | 2024.11.22 04:00 | modify | 28 | 0.10 | 1.60883 | 1.60083 | 1.61983 | ||
| 91 | 2024.11.22 12:00 | s/l | 28 | 0.10 | 1.60083 | 1.60083 | 1.61983 | -49.50 | 1308.91 |
| 92 | 2024.12.06 20:00 | sell | 29 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 93 | 2024.12.06 20:00 | modify | 29 | 0.10 | 1.65291 | 1.66091 | 1.64191 | ||
| 94 | 2024.12.09 12:00 | t/p | 29 | 0.10 | 1.64191 | 1.66091 | 1.64191 | 68.27 | 1377.19 |
| 95 | 2024.12.09 20:00 | buy | 30 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.09 20:00 | modify | 30 | 0.10 | 1.63830 | 1.63030 | 1.64930 | ||
| 97 | 2024.12.10 04:00 | t/p | 30 | 0.10 | 1.64930 | 1.63030 | 1.64930 | 67.51 | 1444.70 |
| 98 | 2024.12.17 20:00 | sell | 31 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 99 | 2024.12.17 20:00 | modify | 31 | 0.10 | 1.65543 | 1.66343 | 1.64443 | ||
| 100 | 2024.12.18 08:00 | s/l | 31 | 0.10 | 1.66343 | 1.66343 | 1.64443 | -49.32 | 1395.38 |