Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1211.21 | Gross profit | 1845.45 | Gross loss | -634.24 |
| Profit factor | 2.91 | Expected payoff | 37.85 | ||
| Absolute drawdown | 6.02 | Maximal drawdown | 253.24 (10.94%) | Relative drawdown | 14.42% (173.41) |
| Total trades | 32 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 144.81 | loss trade | -104.23 | |
| Average | profit trade | 83.88 | loss trade | -63.42 | |
| Maximum | consecutive wins (profit in money) | 7 (523.47) | consecutive losses (loss in money) | 3 (-173.81) | |
| Maximal | consecutive profit (count of wins) | 523.47 (7) | consecutive loss (count of losses) | -173.81 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.11 08:00 | sell | 1 | 0.10 | 1.09790 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.11 08:00 | modify | 1 | 0.10 | 1.09790 | 1.10790 | 1.08390 | ||
| 3 | 2024.01.16 12:00 | sell | 2 | 0.10 | 1.08923 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.16 12:00 | modify | 2 | 0.10 | 1.08923 | 1.09370 | 1.08390 | ||
| 5 | 2024.01.16 12:00 | modify | 1 | 0.10 | 1.09790 | 1.09370 | 1.08390 | ||
| 6 | 2024.01.16 16:00 | sell | 3 | 0.10 | 1.08856 | 0.00000 | 0.00000 | ||
| 7 | 2024.01.16 16:00 | modify | 3 | 0.10 | 1.08856 | 1.09300 | 1.08390 | ||
| 8 | 2024.01.16 16:00 | modify | 2 | 0.10 | 1.08923 | 1.09300 | 1.08390 | ||
| 9 | 2024.01.16 16:00 | modify | 1 | 0.10 | 1.09790 | 1.09300 | 1.08390 | ||
| 10 | 2024.01.23 16:00 | t/p | 1 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 142.83 | 1142.83 |
| 11 | 2024.01.23 16:00 | t/p | 2 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 55.28 | 1198.11 |
| 12 | 2024.01.23 16:00 | t/p | 3 | 0.10 | 1.08390 | 1.09300 | 1.08390 | 48.58 | 1246.69 |
| 13 | 2024.02.05 08:00 | buy | 4 | 0.10 | 1.07832 | 0.00000 | 0.00000 | ||
| 14 | 2024.02.05 08:00 | modify | 4 | 0.10 | 1.07832 | 1.06832 | 1.09232 | ||
| 15 | 2024.02.22 08:00 | buy | 5 | 0.10 | 1.08561 | 0.00000 | 0.00000 | ||
| 16 | 2024.02.22 08:00 | modify | 5 | 0.10 | 1.08561 | 1.07902 | 1.09232 | ||
| 17 | 2024.02.22 08:00 | modify | 4 | 0.10 | 1.07832 | 1.07902 | 1.09232 | ||
| 18 | 2024.03.05 16:00 | buy | 6 | 0.10 | 1.08745 | 0.00000 | 0.00000 | ||
| 19 | 2024.03.05 16:00 | modify | 6 | 0.10 | 1.08745 | 1.08322 | 1.09232 | ||
| 20 | 2024.03.05 16:00 | modify | 5 | 0.10 | 1.08561 | 1.08322 | 1.09232 | ||
| 21 | 2024.03.05 16:00 | modify | 4 | 0.10 | 1.07832 | 1.08322 | 1.09232 | ||
| 22 | 2024.03.07 16:00 | t/p | 4 | 0.10 | 1.09232 | 1.08322 | 1.09232 | 120.03 | 1366.73 |
| 23 | 2024.03.07 16:00 | t/p | 5 | 0.10 | 1.09232 | 1.08322 | 1.09232 | 58.63 | 1425.36 |
| 24 | 2024.03.07 16:00 | t/p | 6 | 0.10 | 1.09232 | 1.08322 | 1.09232 | 46.28 | 1471.64 |
| 25 | 2024.03.08 04:00 | sell | 7 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
| 26 | 2024.03.08 04:00 | modify | 7 | 0.10 | 1.09476 | 1.10476 | 1.08076 | ||
| 27 | 2024.03.15 04:00 | sell | 8 | 0.10 | 1.08768 | 0.00000 | 0.00000 | ||
| 28 | 2024.03.15 04:00 | modify | 8 | 0.10 | 1.08768 | 1.09406 | 1.08076 | ||
| 29 | 2024.03.15 04:00 | modify | 7 | 0.10 | 1.09476 | 1.09406 | 1.08076 | ||
| 30 | 2024.03.19 08:00 | sell | 9 | 0.10 | 1.08546 | 0.00000 | 0.00000 | ||
| 31 | 2024.03.19 08:00 | modify | 9 | 0.10 | 1.08546 | 1.08986 | 1.08076 | ||
| 32 | 2024.03.19 08:00 | modify | 8 | 0.10 | 1.08768 | 1.08986 | 1.08076 | ||
| 33 | 2024.03.19 08:00 | modify | 7 | 0.10 | 1.09476 | 1.08986 | 1.08076 | ||
| 34 | 2024.03.20 00:00 | sell | 10 | 0.10 | 1.08617 | 0.00000 | 0.00000 | ||
| 35 | 2024.03.20 00:00 | modify | 10 | 0.10 | 1.08617 | 1.09056 | 1.08076 | ||
| 36 | 2024.03.20 04:00 | modify | 10 | 0.10 | 1.08617 | 1.08986 | 1.08076 | ||
| 37 | 2024.03.20 20:00 | s/l | 7 | 0.10 | 1.08986 | 1.08986 | 1.08076 | 51.83 | 1523.47 |
| 38 | 2024.03.20 20:00 | s/l | 8 | 0.10 | 1.08986 | 1.08986 | 1.08076 | -20.95 | 1502.52 |
| 39 | 2024.03.20 20:00 | s/l | 9 | 0.10 | 1.08986 | 1.08986 | 1.08076 | -43.72 | 1458.80 |
| 40 | 2024.03.20 20:00 | s/l | 10 | 0.10 | 1.08986 | 1.08986 | 1.08076 | -36.90 | 1421.90 |
| 41 | 2024.03.21 04:00 | sell | 11 | 0.10 | 1.09349 | 0.00000 | 0.00000 | ||
| 42 | 2024.03.21 04:00 | modify | 11 | 0.10 | 1.09349 | 1.10349 | 1.07949 | ||
| 43 | 2024.03.28 12:00 | t/p | 11 | 0.10 | 1.07949 | 1.10349 | 1.07949 | 141.98 | 1563.88 |
| 44 | 2024.04.04 12:00 | sell | 12 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
| 45 | 2024.04.04 12:00 | modify | 12 | 0.10 | 1.08529 | 1.09529 | 1.07129 | ||
| 46 | 2024.04.11 16:00 | t/p | 12 | 0.10 | 1.07129 | 1.09529 | 1.07129 | 141.98 | 1705.86 |
| 47 | 2024.04.18 00:00 | sell | 13 | 0.10 | 1.06690 | 0.00000 | 0.00000 | ||
| 48 | 2024.04.18 00:00 | modify | 13 | 0.10 | 1.06690 | 1.07690 | 1.05290 | ||
| 49 | 2024.05.03 16:00 | s/l | 13 | 0.10 | 1.07690 | 1.07690 | 1.05290 | -95.75 | 1610.11 |
| 50 | 2024.05.15 08:00 | sell | 14 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 51 | 2024.05.15 08:00 | modify | 14 | 0.10 | 1.08258 | 1.09258 | 1.06858 | ||
| 52 | 2024.06.10 04:00 | sell | 15 | 0.10 | 1.07554 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.10 04:00 | modify | 15 | 0.10 | 1.07554 | 1.08188 | 1.06858 | ||
| 54 | 2024.06.10 04:00 | modify | 14 | 0.10 | 1.08258 | 1.08188 | 1.06858 | ||
| 55 | 2024.06.12 16:00 | s/l | 14 | 0.10 | 1.08188 | 1.08188 | 1.06858 | 14.92 | 1625.03 |
| 56 | 2024.06.12 16:00 | s/l | 15 | 0.10 | 1.08188 | 1.08188 | 1.06858 | -62.83 | 1562.20 |
| 57 | 2024.06.14 16:00 | buy | 16 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 58 | 2024.06.14 16:00 | modify | 16 | 0.10 | 1.07016 | 1.06016 | 1.08416 | ||
| 59 | 2024.07.04 00:00 | buy | 17 | 0.10 | 1.07940 | 0.00000 | 0.00000 | ||
| 60 | 2024.07.04 00:00 | modify | 17 | 0.10 | 1.07940 | 1.07506 | 1.08416 | ||
| 61 | 2024.07.04 00:00 | modify | 16 | 0.10 | 1.07016 | 1.07506 | 1.08416 | ||
| 62 | 2024.07.05 16:00 | t/p | 16 | 0.10 | 1.08416 | 1.07506 | 1.08416 | 127.30 | 1689.49 |
| 63 | 2024.07.05 16:00 | t/p | 17 | 0.10 | 1.08416 | 1.07506 | 1.08416 | 47.00 | 1736.49 |
| 64 | 2024.07.17 16:00 | sell | 18 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.17 16:00 | modify | 18 | 0.10 | 1.09323 | 1.10323 | 1.07923 | ||
| 66 | 2024.07.24 20:00 | sell | 19 | 0.10 | 1.08388 | 0.00000 | 0.00000 | ||
| 67 | 2024.07.24 20:00 | modify | 19 | 0.10 | 1.08388 | 1.08833 | 1.07923 | ||
| 68 | 2024.07.24 20:00 | modify | 18 | 0.10 | 1.09323 | 1.08833 | 1.07923 | ||
| 69 | 2024.07.25 12:00 | sell | 20 | 0.10 | 1.08456 | 0.00000 | 0.00000 | ||
| 70 | 2024.07.25 12:00 | modify | 20 | 0.10 | 1.08456 | 1.08903 | 1.07923 | ||
| 71 | 2024.07.25 16:00 | modify | 20 | 0.10 | 1.08456 | 1.08833 | 1.07923 | ||
| 72 | 2024.08.01 12:00 | t/p | 18 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 144.81 | 1881.30 |
| 73 | 2024.08.01 12:00 | t/p | 19 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 49.33 | 1930.63 |
| 74 | 2024.08.01 12:00 | t/p | 20 | 0.10 | 1.07923 | 1.08833 | 1.07923 | 55.28 | 1985.91 |
| 75 | 2024.08.05 16:00 | sell | 21 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 76 | 2024.08.05 16:00 | modify | 21 | 0.10 | 1.09561 | 1.10561 | 1.08161 | ||
| 77 | 2024.08.19 16:00 | s/l | 21 | 0.10 | 1.10561 | 1.10561 | 1.08161 | -96.04 | 1889.87 |
| 78 | 2024.08.26 00:00 | sell | 22 | 0.10 | 1.11892 | 0.00000 | 0.00000 | ||
| 79 | 2024.08.26 00:00 | modify | 22 | 0.10 | 1.11892 | 1.12892 | 1.10492 | ||
| 80 | 2024.08.29 12:00 | sell | 23 | 0.10 | 1.10956 | 0.00000 | 0.00000 | ||
| 81 | 2024.08.29 12:00 | modify | 23 | 0.10 | 1.10956 | 1.11402 | 1.10492 | ||
| 82 | 2024.08.29 12:00 | modify | 22 | 0.10 | 1.11892 | 1.11402 | 1.10492 | ||
| 83 | 2024.08.30 20:00 | t/p | 22 | 0.10 | 1.10492 | 1.11402 | 1.10492 | 141.70 | 2031.57 |
| 84 | 2024.08.30 20:00 | t/p | 23 | 0.10 | 1.10492 | 1.11402 | 1.10492 | 46.68 | 2078.25 |
| 85 | 2024.09.10 04:00 | buy | 24 | 0.10 | 1.10414 | 0.00000 | 0.00000 | ||
| 86 | 2024.09.10 04:00 | modify | 24 | 0.10 | 1.10414 | 1.09414 | 1.11814 | ||
| 87 | 2024.09.16 12:00 | buy | 25 | 0.10 | 1.11268 | 0.00000 | 0.00000 | ||
| 88 | 2024.09.16 12:00 | modify | 25 | 0.10 | 1.11268 | 1.10834 | 1.11814 | ||
| 89 | 2024.09.16 12:00 | modify | 24 | 0.10 | 1.10414 | 1.10834 | 1.11814 | ||
| 90 | 2024.09.18 08:00 | buy | 26 | 0.10 | 1.11341 | 0.00000 | 0.00000 | ||
| 91 | 2024.09.18 08:00 | modify | 26 | 0.10 | 1.11341 | 1.10904 | 1.11814 | ||
| 92 | 2024.09.18 08:00 | modify | 25 | 0.10 | 1.11268 | 1.10904 | 1.11814 | ||
| 93 | 2024.09.18 08:00 | modify | 24 | 0.10 | 1.10414 | 1.10904 | 1.11814 | ||
| 94 | 2024.09.18 20:00 | t/p | 24 | 0.10 | 1.11814 | 1.10904 | 1.11814 | 135.16 | 2213.41 |
| 95 | 2024.09.18 20:00 | t/p | 25 | 0.10 | 1.11814 | 1.10904 | 1.11814 | 53.39 | 2266.80 |
| 96 | 2024.09.18 20:00 | t/p | 26 | 0.10 | 1.11814 | 1.10904 | 1.11814 | 47.30 | 2314.10 |
| 97 | 2024.10.10 00:00 | buy | 27 | 0.10 | 1.09452 | 0.00000 | 0.00000 | ||
| 98 | 2024.10.10 00:00 | modify | 27 | 0.10 | 1.09452 | 1.08452 | 1.10852 | ||
| 99 | 2024.10.17 16:00 | s/l | 27 | 0.10 | 1.08452 | 1.08452 | 1.10852 | -104.23 | 2209.87 |
| 100 | 2024.10.18 00:00 | buy | 28 | 0.10 | 1.08321 | 0.00000 | 0.00000 | ||
| 101 | 2024.10.18 00:00 | modify | 28 | 0.10 | 1.08321 | 1.07321 | 1.09721 | ||
| 102 | 2024.11.04 04:00 | buy | 29 | 0.10 | 1.09045 | 0.00000 | 0.00000 | ||
| 103 | 2024.11.04 04:00 | modify | 29 | 0.10 | 1.09045 | 1.08391 | 1.09721 | ||
| 104 | 2024.11.04 04:00 | modify | 28 | 0.10 | 1.08321 | 1.08391 | 1.09721 | ||
| 105 | 2024.11.04 12:00 | buy | 30 | 0.10 | 1.09163 | 0.00000 | 0.00000 | ||
| 106 | 2024.11.04 12:00 | modify | 30 | 0.10 | 1.09163 | 1.08741 | 1.09721 | ||
| 107 | 2024.11.04 12:00 | modify | 29 | 0.10 | 1.09045 | 1.08741 | 1.09721 | ||
| 108 | 2024.11.04 12:00 | modify | 28 | 0.10 | 1.08321 | 1.08741 | 1.09721 | ||
| 109 | 2024.11.05 00:00 | s/l | 28 | 0.10 | 1.08741 | 1.08741 | 1.09721 | 32.32 | 2242.19 |
| 110 | 2024.11.05 00:00 | s/l | 29 | 0.10 | 1.08741 | 1.08741 | 1.09721 | -31.00 | 2211.18 |
| 111 | 2024.11.05 00:00 | s/l | 30 | 0.10 | 1.08741 | 1.08741 | 1.09721 | -42.80 | 2168.38 |
| 112 | 2024.11.22 04:00 | buy | 31 | 0.10 | 1.04780 | 0.00000 | 0.00000 | ||
| 113 | 2024.11.22 04:00 | modify | 31 | 0.10 | 1.04780 | 1.03780 | 1.06180 | ||
| 114 | 2024.11.22 12:00 | s/l | 31 | 0.10 | 1.03780 | 1.03780 | 1.06180 | -100.00 | 2068.38 |
| 115 | 2024.12.06 00:00 | sell | 32 | 0.10 | 1.05864 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.06 00:00 | modify | 32 | 0.10 | 1.05864 | 1.06864 | 1.04464 | ||
| 117 | 2024.12.18 20:00 | t/p | 32 | 0.10 | 1.04464 | 1.06864 | 1.04464 | 142.83 | 2211.21 |