Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 7212 | Ticks modelled | 13424 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1097.42 | Gross profit | 1425.40 | Gross loss | -327.98 |
| Profit factor | 4.35 | Expected payoff | 29.66 | ||
| Absolute drawdown | 31.94 | Maximal drawdown | 133.33 (8.93%) | Relative drawdown | 8.93% (133.33) |
| Total trades | 37 | Short positions (won %) | 19 (36.84%) | Long positions (won %) | 18 (88.89%) |
| Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
| Largest | profit trade | 95.43 | loss trade | -37.86 | |
| Average | profit trade | 61.97 | loss trade | -23.43 | |
| Maximum | consecutive wins (profit in money) | 6 (468.21) | consecutive losses (loss in money) | 3 (-60.38) | |
| Maximal | consecutive profit (count of wins) | 468.21 (6) | consecutive loss (count of losses) | -75.22 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 12:00 | buy | 1 | 0.10 | 1.64988 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.07 12:00 | modify | 1 | 0.10 | 1.64988 | 1.64388 | 1.66488 | ||
| 3 | 2024.03.15 02:00 | buy | 2 | 0.10 | 1.65741 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.15 02:00 | modify | 2 | 0.10 | 1.65741 | 1.65363 | 1.66488 | ||
| 5 | 2024.03.15 02:00 | buy | 3 | 0.10 | 1.65741 | 0.00000 | 0.00000 | ||
| 6 | 2024.03.15 02:00 | modify | 3 | 0.10 | 1.65741 | 1.65513 | 1.66488 | ||
| 7 | 2024.03.15 02:00 | modify | 1 | 0.10 | 1.64988 | 1.65513 | 1.66488 | ||
| 8 | 2024.03.15 03:00 | modify | 2 | 0.10 | 1.65741 | 1.65513 | 1.66488 | ||
| 9 | 2024.03.18 23:00 | buy | 4 | 0.10 | 1.65819 | 0.00000 | 0.00000 | ||
| 10 | 2024.03.18 23:00 | modify | 4 | 0.10 | 1.65819 | 1.65663 | 1.66488 | ||
| 11 | 2024.03.19 00:00 | modify | 4 | 0.10 | 1.65819 | 1.65513 | 1.66488 | ||
| 12 | 2024.03.19 05:00 | t/p | 1 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 87.83 | 1087.83 |
| 13 | 2024.03.19 05:00 | t/p | 2 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 45.75 | 1133.59 |
| 14 | 2024.03.19 05:00 | t/p | 3 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 45.75 | 1179.34 |
| 15 | 2024.03.19 05:00 | t/p | 4 | 0.10 | 1.66488 | 1.65513 | 1.66488 | 41.51 | 1220.84 |
| 16 | 2024.03.22 05:00 | sell | 5 | 0.10 | 1.66040 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.22 05:00 | modify | 5 | 0.10 | 1.66040 | 1.66640 | 1.64540 | ||
| 18 | 2024.03.29 20:00 | sell | 6 | 0.10 | 1.65263 | 0.00000 | 0.00000 | ||
| 19 | 2024.03.29 20:00 | modify | 6 | 0.10 | 1.65263 | 1.65665 | 1.64540 | ||
| 20 | 2024.03.29 20:00 | sell | 7 | 0.10 | 1.65263 | 0.00000 | 0.00000 | ||
| 21 | 2024.03.29 20:00 | modify | 7 | 0.10 | 1.65263 | 1.65515 | 1.64540 | ||
| 22 | 2024.03.29 20:00 | modify | 5 | 0.10 | 1.66040 | 1.65515 | 1.64540 | ||
| 23 | 2024.03.31 21:00 | s/l | 5 | 0.10 | 1.65515 | 1.65515 | 1.64540 | 34.22 | 1255.07 |
| 24 | 2024.03.31 21:00 | s/l | 7 | 0.10 | 1.65515 | 1.65515 | 1.64540 | -15.90 | 1239.17 |
| 25 | 2024.03.31 21:00 | close | 6 | 0.10 | 1.65368 | 1.65665 | 1.64540 | -6.62 | 1232.55 |
| 26 | 2024.04.16 03:00 | sell | 8 | 0.10 | 1.65368 | 0.00000 | 0.00000 | ||
| 27 | 2024.04.16 03:00 | modify | 8 | 0.10 | 1.65368 | 1.65968 | 1.63868 | ||
| 28 | 2024.04.16 14:00 | s/l | 8 | 0.10 | 1.65968 | 1.65968 | 1.63868 | -37.86 | 1194.69 |
| 29 | 2024.04.23 09:00 | sell | 9 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
| 30 | 2024.04.23 09:00 | modify | 9 | 0.10 | 1.65571 | 1.66171 | 1.64071 | ||
| 31 | 2024.04.26 06:00 | t/p | 9 | 0.10 | 1.64071 | 1.66171 | 1.64071 | 95.43 | 1290.11 |
| 32 | 2024.06.18 07:00 | buy | 10 | 0.10 | 1.61902 | 0.00000 | 0.00000 | ||
| 33 | 2024.06.18 07:00 | modify | 10 | 0.10 | 1.61902 | 1.61302 | 1.63402 | ||
| 34 | 2024.06.18 21:00 | s/l | 10 | 0.10 | 1.61302 | 1.61302 | 1.63402 | -37.83 | 1252.28 |
| 35 | 2024.06.26 08:00 | buy | 11 | 0.10 | 1.60110 | 0.00000 | 0.00000 | ||
| 36 | 2024.06.26 08:00 | modify | 11 | 0.10 | 1.60110 | 1.59510 | 1.61610 | ||
| 37 | 2024.07.01 00:00 | buy | 12 | 0.10 | 1.60884 | 0.00000 | 0.00000 | ||
| 38 | 2024.07.01 00:00 | modify | 12 | 0.10 | 1.60884 | 1.60485 | 1.61610 | ||
| 39 | 2024.07.01 00:00 | buy | 13 | 0.10 | 1.60884 | 0.00000 | 0.00000 | ||
| 40 | 2024.07.01 00:00 | modify | 13 | 0.10 | 1.60884 | 1.60635 | 1.61610 | ||
| 41 | 2024.07.01 00:00 | modify | 11 | 0.10 | 1.60110 | 1.60635 | 1.61610 | ||
| 42 | 2024.07.01 01:00 | modify | 12 | 0.10 | 1.60884 | 1.60635 | 1.61610 | ||
| 43 | 2024.07.02 03:00 | t/p | 11 | 0.10 | 1.61610 | 1.60635 | 1.61610 | 90.52 | 1342.81 |
| 44 | 2024.07.02 03:00 | t/p | 12 | 0.10 | 1.61610 | 1.60635 | 1.61610 | 45.11 | 1387.91 |
| 45 | 2024.07.02 03:00 | t/p | 13 | 0.10 | 1.61610 | 1.60635 | 1.61610 | 45.11 | 1433.02 |
| 46 | 2024.07.25 06:00 | sell | 14 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 47 | 2024.07.25 06:00 | modify | 14 | 0.10 | 1.65645 | 1.66245 | 1.64145 | ||
| 48 | 2024.07.25 10:00 | s/l | 14 | 0.10 | 1.66245 | 1.66245 | 1.64145 | -37.86 | 1395.16 |
| 49 | 2024.07.25 12:00 | sell | 15 | 0.10 | 1.66337 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.25 12:00 | modify | 15 | 0.10 | 1.66337 | 1.66937 | 1.64837 | ||
| 51 | 2024.07.26 07:00 | sell | 16 | 0.10 | 1.65560 | 0.00000 | 0.00000 | ||
| 52 | 2024.07.26 07:00 | modify | 16 | 0.10 | 1.65560 | 1.65962 | 1.64837 | ||
| 53 | 2024.07.26 07:00 | sell | 17 | 0.10 | 1.65560 | 0.00000 | 0.00000 | ||
| 54 | 2024.07.26 07:00 | modify | 17 | 0.10 | 1.65560 | 1.65812 | 1.64837 | ||
| 55 | 2024.07.26 07:00 | modify | 15 | 0.10 | 1.66337 | 1.65812 | 1.64837 | ||
| 56 | 2024.07.26 08:00 | modify | 16 | 0.10 | 1.65560 | 1.65812 | 1.64837 | ||
| 57 | 2024.07.26 13:00 | sell | 18 | 0.10 | 1.65502 | 0.00000 | 0.00000 | ||
| 58 | 2024.07.26 13:00 | modify | 18 | 0.10 | 1.65502 | 1.65662 | 1.64837 | ||
| 59 | 2024.07.26 14:00 | modify | 18 | 0.10 | 1.65502 | 1.65812 | 1.64837 | ||
| 60 | 2024.07.28 21:00 | s/l | 15 | 0.10 | 1.65812 | 1.65812 | 1.64837 | 33.28 | 1428.43 |
| 61 | 2024.07.28 21:00 | s/l | 16 | 0.10 | 1.65812 | 1.65812 | 1.64837 | -15.90 | 1412.53 |
| 62 | 2024.07.28 21:00 | s/l | 17 | 0.10 | 1.65812 | 1.65812 | 1.64837 | -15.90 | 1396.63 |
| 63 | 2024.07.28 21:00 | s/l | 18 | 0.10 | 1.65812 | 1.65812 | 1.64837 | -19.56 | 1377.07 |
| 64 | 2024.07.31 04:00 | sell | 19 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.31 04:00 | modify | 19 | 0.10 | 1.66530 | 1.67130 | 1.65030 | ||
| 66 | 2024.07.31 15:00 | sell | 20 | 0.10 | 1.65687 | 0.00000 | 0.00000 | ||
| 67 | 2024.07.31 15:00 | modify | 20 | 0.10 | 1.65687 | 1.65855 | 1.65030 | ||
| 68 | 2024.07.31 15:00 | modify | 19 | 0.10 | 1.66530 | 1.65855 | 1.65030 | ||
| 69 | 2024.07.31 16:00 | s/l | 19 | 0.10 | 1.65855 | 1.65855 | 1.65030 | 42.59 | 1419.66 |
| 70 | 2024.07.31 16:00 | s/l | 20 | 0.10 | 1.65855 | 1.65855 | 1.65030 | -10.60 | 1409.06 |
| 71 | 2024.08.07 05:00 | buy | 21 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 72 | 2024.08.07 05:00 | modify | 21 | 0.10 | 1.66441 | 1.65841 | 1.67941 | ||
| 73 | 2024.08.08 00:00 | t/p | 21 | 0.10 | 1.67941 | 1.65841 | 1.67941 | 92.55 | 1501.61 |
| 74 | 2024.08.13 09:00 | buy | 22 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 75 | 2024.08.13 09:00 | modify | 22 | 0.10 | 1.65457 | 1.64857 | 1.66957 | ||
| 76 | 2024.08.14 09:00 | buy | 23 | 0.10 | 1.66212 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.14 09:00 | modify | 23 | 0.10 | 1.66212 | 1.65832 | 1.66957 | ||
| 78 | 2024.08.14 09:00 | buy | 24 | 0.10 | 1.66212 | 0.00000 | 0.00000 | ||
| 79 | 2024.08.14 09:00 | modify | 24 | 0.10 | 1.66212 | 1.65982 | 1.66957 | ||
| 80 | 2024.08.14 09:00 | modify | 22 | 0.10 | 1.65457 | 1.65982 | 1.66957 | ||
| 81 | 2024.08.14 10:00 | modify | 23 | 0.10 | 1.66212 | 1.65982 | 1.66957 | ||
| 82 | 2024.08.14 15:00 | t/p | 22 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 93.90 | 1595.51 |
| 83 | 2024.08.14 15:00 | t/p | 23 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 46.97 | 1642.48 |
| 84 | 2024.08.14 15:00 | t/p | 24 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 46.97 | 1689.45 |
| 85 | 2024.08.29 11:00 | buy | 25 | 0.10 | 1.62725 | 0.00000 | 0.00000 | ||
| 86 | 2024.08.29 11:00 | modify | 25 | 0.10 | 1.62725 | 1.62125 | 1.64225 | ||
| 87 | 2024.09.03 07:00 | t/p | 25 | 0.10 | 1.64225 | 1.62125 | 1.64225 | 92.55 | 1781.99 |
| 88 | 2024.10.16 01:00 | sell | 26 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 89 | 2024.10.16 01:00 | modify | 26 | 0.10 | 1.62949 | 1.63549 | 1.61449 | ||
| 90 | 2024.10.18 03:00 | t/p | 26 | 0.10 | 1.61449 | 1.63549 | 1.61449 | 95.28 | 1877.27 |
| 91 | 2024.10.30 05:00 | sell | 27 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 92 | 2024.10.30 05:00 | modify | 27 | 0.10 | 1.65309 | 1.65909 | 1.63809 | ||
| 93 | 2024.10.31 14:00 | s/l | 27 | 0.10 | 1.65909 | 1.65909 | 1.63809 | -37.39 | 1839.89 |
| 94 | 2024.11.06 12:00 | buy | 28 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 95 | 2024.11.06 12:00 | modify | 28 | 0.10 | 1.63345 | 1.62745 | 1.64845 | ||
| 96 | 2024.11.06 13:00 | s/l | 28 | 0.10 | 1.62745 | 1.62745 | 1.64845 | -37.83 | 1802.06 |
| 97 | 2024.11.22 07:00 | sell | 29 | 0.10 | 1.61231 | 0.00000 | 0.00000 | ||
| 98 | 2024.11.22 07:00 | modify | 29 | 0.10 | 1.61231 | 1.61831 | 1.59731 | ||
| 99 | 2024.11.22 10:00 | t/p | 29 | 0.10 | 1.59731 | 1.61831 | 1.59731 | 94.64 | 1896.70 |
| 100 | 2024.12.12 03:00 | buy | 30 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 101 | 2024.12.12 03:00 | modify | 30 | 0.10 | 1.63979 | 1.63379 | 1.65479 | ||
| 102 | 2024.12.13 10:00 | buy | 31 | 0.10 | 1.64746 | 0.00000 | 0.00000 | ||
| 103 | 2024.12.13 10:00 | modify | 31 | 0.10 | 1.64746 | 1.64354 | 1.65479 | ||
| 104 | 2024.12.13 10:00 | buy | 32 | 0.10 | 1.64746 | 0.00000 | 0.00000 | ||
| 105 | 2024.12.13 10:00 | modify | 32 | 0.10 | 1.64746 | 1.64504 | 1.65479 | ||
| 106 | 2024.12.13 10:00 | modify | 30 | 0.10 | 1.63979 | 1.64504 | 1.65479 | ||
| 107 | 2024.12.13 11:00 | modify | 31 | 0.10 | 1.64746 | 1.64504 | 1.65479 | ||
| 108 | 2024.12.13 13:00 | buy | 33 | 0.10 | 1.64822 | 0.00000 | 0.00000 | ||
| 109 | 2024.12.13 13:00 | modify | 33 | 0.10 | 1.64822 | 1.64654 | 1.65479 | ||
| 110 | 2024.12.13 14:00 | modify | 33 | 0.10 | 1.64822 | 1.64504 | 1.65479 | ||
| 111 | 2024.12.17 07:00 | t/p | 30 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 92.55 | 1989.24 |
| 112 | 2024.12.17 07:00 | t/p | 31 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 44.86 | 2034.10 |
| 113 | 2024.12.17 07:00 | t/p | 32 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 44.86 | 2078.96 |
| 114 | 2024.12.17 07:00 | t/p | 33 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 40.07 | 2119.04 |
| 115 | 2024.12.19 01:00 | sell | 34 | 0.10 | 1.66764 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.19 01:00 | modify | 34 | 0.10 | 1.66764 | 1.67364 | 1.65264 | ||
| 117 | 2024.12.19 15:00 | sell | 35 | 0.10 | 1.65990 | 0.00000 | 0.00000 | ||
| 118 | 2024.12.19 15:00 | modify | 35 | 0.10 | 1.65990 | 1.66389 | 1.65264 | ||
| 119 | 2024.12.19 15:00 | sell | 36 | 0.10 | 1.65990 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.19 15:00 | modify | 36 | 0.10 | 1.65990 | 1.66239 | 1.65264 | ||
| 121 | 2024.12.19 15:00 | modify | 34 | 0.10 | 1.66764 | 1.66239 | 1.65264 | ||
| 122 | 2024.12.19 16:00 | s/l | 34 | 0.10 | 1.66239 | 1.66239 | 1.65264 | 33.12 | 2152.16 |
| 123 | 2024.12.19 16:00 | s/l | 36 | 0.10 | 1.66239 | 1.66239 | 1.65264 | -15.71 | 2136.45 |
| 124 | 2024.12.19 16:00 | close | 35 | 0.10 | 1.66021 | 1.66389 | 1.65264 | -1.95 | 2134.50 |
| 125 | 2025.01.29 02:00 | sell | 37 | 0.10 | 1.67306 | 0.00000 | 0.00000 | ||
| 126 | 2025.01.29 02:00 | modify | 37 | 0.10 | 1.67306 | 1.67906 | 1.65806 | ||
| 127 | 2025.02.03 03:00 | s/l | 37 | 0.10 | 1.67906 | 1.67906 | 1.65806 | -37.07 | 2097.42 |