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=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=150; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 | 7212 | Ticks modelled | 13424 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 610.29 | Gross profit | 1281.18 | Gross loss | -670.89 |
| Profit factor | 1.91 | Expected payoff | 14.53 | ||
| Absolute drawdown | 213.07 | Maximal drawdown | 348.53 (30.69%) | Relative drawdown | 30.69% (348.53) |
| Total trades | 42 | Short positions (won %) | 29 (58.62%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 24 (57.14%) | Loss trades (% of total) | 18 (42.86%) | ||
| Largest | profit trade | 96.37 | loss trade | -99.29 | |
| Average | profit trade | 53.38 | loss trade | -37.27 | |
| Maximum | consecutive wins (profit in money) | 6 (353.36) | consecutive losses (loss in money) | 3 (-202.26) | |
| Maximal | consecutive profit (count of wins) | 353.36 (6) | consecutive loss (count of losses) | -202.26 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.11 04:00 | sell | 1 | 0.10 | 1.65475 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.11 04:00 | modify | 1 | 0.10 | 1.65475 | 1.66975 | 1.63975 | ||
| 3 | 2024.04.04 02:00 | sell | 2 | 0.10 | 1.64772 | 0.00000 | 0.00000 | ||
| 4 | 2024.04.04 02:00 | modify | 2 | 0.10 | 1.64772 | 1.64950 | 1.63975 | ||
| 5 | 2024.04.04 02:00 | modify | 1 | 0.10 | 1.65475 | 1.64950 | 1.63975 | ||
| 6 | 2024.04.04 10:00 | sell | 3 | 0.10 | 1.64423 | 0.00000 | 0.00000 | ||
| 7 | 2024.04.04 10:00 | modify | 3 | 0.10 | 1.64423 | 1.64800 | 1.63975 | ||
| 8 | 2024.04.04 10:00 | modify | 2 | 0.10 | 1.64772 | 1.64800 | 1.63975 | ||
| 9 | 2024.04.04 10:00 | modify | 1 | 0.10 | 1.65475 | 1.64800 | 1.63975 | ||
| 10 | 2024.04.05 02:00 | s/l | 1 | 0.10 | 1.64800 | 1.64800 | 1.63975 | 46.85 | 1046.85 |
| 11 | 2024.04.05 02:00 | s/l | 2 | 0.10 | 1.64800 | 1.64800 | 1.63975 | -1.61 | 1045.23 |
| 12 | 2024.04.05 02:00 | s/l | 3 | 0.10 | 1.64800 | 1.64800 | 1.63975 | -23.63 | 1021.60 |
| 13 | 2024.04.16 03:00 | sell | 4 | 0.10 | 1.65368 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.16 03:00 | modify | 4 | 0.10 | 1.65368 | 1.66868 | 1.63868 | ||
| 15 | 2024.04.24 08:00 | sell | 5 | 0.10 | 1.64293 | 0.00000 | 0.00000 | ||
| 16 | 2024.04.24 08:00 | modify | 5 | 0.10 | 1.64293 | 1.64693 | 1.63868 | ||
| 17 | 2024.04.24 08:00 | modify | 4 | 0.10 | 1.65368 | 1.64693 | 1.63868 | ||
| 18 | 2024.04.24 15:00 | s/l | 4 | 0.10 | 1.64693 | 1.64693 | 1.63868 | 43.85 | 1065.45 |
| 19 | 2024.04.24 15:00 | s/l | 5 | 0.10 | 1.64693 | 1.64693 | 1.63868 | -25.23 | 1040.22 |
| 20 | 2024.04.26 08:00 | buy | 6 | 0.10 | 1.64024 | 0.00000 | 0.00000 | ||
| 21 | 2024.04.26 08:00 | modify | 6 | 0.10 | 1.64024 | 1.62524 | 1.65524 | ||
| 22 | 2024.04.30 20:00 | buy | 7 | 0.10 | 1.64790 | 0.00000 | 0.00000 | ||
| 23 | 2024.04.30 20:00 | modify | 7 | 0.10 | 1.64790 | 1.64549 | 1.65524 | ||
| 24 | 2024.04.30 20:00 | modify | 6 | 0.10 | 1.64024 | 1.64549 | 1.65524 | ||
| 25 | 2024.04.30 22:00 | s/l | 6 | 0.10 | 1.64549 | 1.64549 | 1.65524 | 31.75 | 1071.97 |
| 26 | 2024.04.30 22:00 | s/l | 7 | 0.10 | 1.64549 | 1.64549 | 1.65524 | -15.19 | 1056.78 |
| 27 | 2024.05.21 06:00 | sell | 8 | 0.10 | 1.63088 | 0.00000 | 0.00000 | ||
| 28 | 2024.05.21 06:00 | modify | 8 | 0.10 | 1.63088 | 1.64588 | 1.61588 | ||
| 29 | 2024.06.12 04:00 | sell | 9 | 0.10 | 1.62311 | 0.00000 | 0.00000 | ||
| 30 | 2024.06.12 04:00 | modify | 9 | 0.10 | 1.62311 | 1.62563 | 1.61588 | ||
| 31 | 2024.06.12 04:00 | modify | 8 | 0.10 | 1.63088 | 1.62563 | 1.61588 | ||
| 32 | 2024.06.12 09:00 | s/l | 8 | 0.10 | 1.62563 | 1.62563 | 1.61588 | 36.60 | 1093.38 |
| 33 | 2024.06.12 09:00 | s/l | 9 | 0.10 | 1.62563 | 1.62563 | 1.61588 | -15.90 | 1077.48 |
| 34 | 2024.06.18 07:00 | buy | 10 | 0.10 | 1.61902 | 0.00000 | 0.00000 | ||
| 35 | 2024.06.18 07:00 | modify | 10 | 0.10 | 1.61902 | 1.60402 | 1.63402 | ||
| 36 | 2024.06.21 12:00 | s/l | 10 | 0.10 | 1.60402 | 1.60402 | 1.63402 | -97.94 | 979.54 |
| 37 | 2024.06.25 08:00 | buy | 11 | 0.10 | 1.60928 | 0.00000 | 0.00000 | ||
| 38 | 2024.06.25 08:00 | modify | 11 | 0.10 | 1.60928 | 1.59428 | 1.62428 | ||
| 39 | 2024.07.02 03:00 | buy | 12 | 0.10 | 1.61694 | 0.00000 | 0.00000 | ||
| 40 | 2024.07.02 03:00 | modify | 12 | 0.10 | 1.61694 | 1.61453 | 1.62428 | ||
| 41 | 2024.07.02 03:00 | modify | 11 | 0.10 | 1.60928 | 1.61453 | 1.62428 | ||
| 42 | 2024.07.02 06:00 | s/l | 11 | 0.10 | 1.61453 | 1.61453 | 1.62428 | 28.38 | 1007.92 |
| 43 | 2024.07.02 06:00 | s/l | 12 | 0.10 | 1.61453 | 1.61453 | 1.62428 | -15.19 | 992.73 |
| 44 | 2024.07.16 06:00 | sell | 13 | 0.10 | 1.61558 | 0.00000 | 0.00000 | ||
| 45 | 2024.07.16 06:00 | modify | 13 | 0.10 | 1.61558 | 1.63058 | 1.60058 | ||
| 46 | 2024.07.22 02:00 | s/l | 13 | 0.10 | 1.63058 | 1.63058 | 1.60058 | -93.69 | 899.03 |
| 47 | 2024.07.25 06:00 | sell | 14 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 48 | 2024.07.25 06:00 | modify | 14 | 0.10 | 1.65645 | 1.67145 | 1.64145 | ||
| 49 | 2024.08.02 15:00 | s/l | 14 | 0.10 | 1.67145 | 1.67145 | 1.64145 | -93.38 | 805.65 |
| 50 | 2024.08.07 05:00 | buy | 15 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 51 | 2024.08.07 05:00 | modify | 15 | 0.10 | 1.66441 | 1.64941 | 1.67941 | ||
| 52 | 2024.08.08 00:00 | t/p | 15 | 0.10 | 1.67941 | 1.64941 | 1.67941 | 92.55 | 898.20 |
| 53 | 2024.08.13 09:00 | buy | 16 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 54 | 2024.08.13 09:00 | modify | 16 | 0.10 | 1.65457 | 1.63957 | 1.66957 | ||
| 55 | 2024.08.14 09:00 | buy | 17 | 0.10 | 1.66212 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.14 09:00 | modify | 17 | 0.10 | 1.66212 | 1.65982 | 1.66957 | ||
| 57 | 2024.08.14 09:00 | modify | 16 | 0.10 | 1.65457 | 1.65982 | 1.66957 | ||
| 58 | 2024.08.14 15:00 | t/p | 16 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 93.90 | 992.09 |
| 59 | 2024.08.14 15:00 | t/p | 17 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 46.97 | 1039.06 |
| 60 | 2024.08.22 04:00 | sell | 18 | 0.10 | 1.65525 | 0.00000 | 0.00000 | ||
| 61 | 2024.08.22 04:00 | modify | 18 | 0.10 | 1.65525 | 1.67025 | 1.64025 | ||
| 62 | 2024.08.26 00:00 | sell | 19 | 0.10 | 1.64841 | 0.00000 | 0.00000 | ||
| 63 | 2024.08.26 00:00 | modify | 19 | 0.10 | 1.64841 | 1.65000 | 1.64025 | ||
| 64 | 2024.08.26 00:00 | modify | 18 | 0.10 | 1.65525 | 1.65000 | 1.64025 | ||
| 65 | 2024.08.26 04:00 | s/l | 18 | 0.10 | 1.65000 | 1.65000 | 1.64025 | 33.44 | 1072.50 |
| 66 | 2024.08.26 04:00 | s/l | 19 | 0.10 | 1.65000 | 1.65000 | 1.64025 | -10.04 | 1062.46 |
| 67 | 2024.09.12 00:00 | buy | 20 | 0.10 | 1.64993 | 0.00000 | 0.00000 | ||
| 68 | 2024.09.12 00:00 | modify | 20 | 0.10 | 1.64993 | 1.63493 | 1.66493 | ||
| 69 | 2024.09.19 07:00 | s/l | 20 | 0.10 | 1.63493 | 1.63493 | 1.66493 | -99.29 | 963.17 |
| 70 | 2024.09.20 02:00 | sell | 21 | 0.10 | 1.63956 | 0.00000 | 0.00000 | ||
| 71 | 2024.09.20 02:00 | modify | 21 | 0.10 | 1.63956 | 1.65456 | 1.62456 | ||
| 72 | 2024.09.23 19:00 | t/p | 21 | 0.10 | 1.62456 | 1.65456 | 1.62456 | 94.80 | 1057.97 |
| 73 | 2024.09.25 04:00 | sell | 22 | 0.10 | 1.62519 | 0.00000 | 0.00000 | ||
| 74 | 2024.09.25 04:00 | modify | 22 | 0.10 | 1.62519 | 1.64019 | 1.61019 | ||
| 75 | 2024.09.27 08:00 | sell | 23 | 0.10 | 1.61767 | 0.00000 | 0.00000 | ||
| 76 | 2024.09.27 08:00 | modify | 23 | 0.10 | 1.61767 | 1.61994 | 1.61019 | ||
| 77 | 2024.09.27 08:00 | modify | 22 | 0.10 | 1.62519 | 1.61994 | 1.61019 | ||
| 78 | 2024.09.27 10:00 | s/l | 22 | 0.10 | 1.61994 | 1.61994 | 1.61019 | 33.76 | 1091.73 |
| 79 | 2024.09.27 10:00 | s/l | 23 | 0.10 | 1.61994 | 1.61994 | 1.61019 | -14.32 | 1077.41 |
| 80 | 2024.10.16 01:00 | sell | 24 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 81 | 2024.10.16 01:00 | modify | 24 | 0.10 | 1.62949 | 1.64449 | 1.61449 | ||
| 82 | 2024.10.18 03:00 | t/p | 24 | 0.10 | 1.61449 | 1.64449 | 1.61449 | 95.28 | 1172.69 |
| 83 | 2024.10.30 05:00 | sell | 25 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 84 | 2024.10.30 05:00 | modify | 25 | 0.10 | 1.65309 | 1.66809 | 1.63809 | ||
| 85 | 2024.11.05 09:00 | sell | 26 | 0.10 | 1.64558 | 0.00000 | 0.00000 | ||
| 86 | 2024.11.05 09:00 | modify | 26 | 0.10 | 1.64558 | 1.64784 | 1.63809 | ||
| 87 | 2024.11.05 09:00 | modify | 25 | 0.10 | 1.65309 | 1.64784 | 1.63809 | ||
| 88 | 2024.11.05 18:00 | s/l | 25 | 0.10 | 1.64784 | 1.64784 | 1.63809 | 34.07 | 1206.75 |
| 89 | 2024.11.05 18:00 | s/l | 26 | 0.10 | 1.64784 | 1.64784 | 1.63809 | -14.26 | 1192.49 |
| 90 | 2024.11.12 04:00 | sell | 27 | 0.10 | 1.62357 | 0.00000 | 0.00000 | ||
| 91 | 2024.11.12 04:00 | modify | 27 | 0.10 | 1.62357 | 1.63857 | 1.60857 | ||
| 92 | 2024.11.21 09:00 | sell | 28 | 0.10 | 1.61663 | 0.00000 | 0.00000 | ||
| 93 | 2024.11.21 09:00 | modify | 28 | 0.10 | 1.61663 | 1.61832 | 1.60857 | ||
| 94 | 2024.11.21 09:00 | modify | 27 | 0.10 | 1.62357 | 1.61832 | 1.60857 | ||
| 95 | 2024.11.21 16:00 | sell | 29 | 0.10 | 1.61307 | 0.00000 | 0.00000 | ||
| 96 | 2024.11.21 16:00 | modify | 29 | 0.10 | 1.61307 | 1.61682 | 1.60857 | ||
| 97 | 2024.11.21 16:00 | modify | 28 | 0.10 | 1.61663 | 1.61682 | 1.60857 | ||
| 98 | 2024.11.21 16:00 | modify | 27 | 0.10 | 1.62357 | 1.61682 | 1.60857 | ||
| 99 | 2024.11.21 22:00 | t/p | 27 | 0.10 | 1.60857 | 1.61682 | 1.60857 | 96.37 | 1288.87 |
| 100 | 2024.11.21 22:00 | t/p | 28 | 0.10 | 1.60857 | 1.61682 | 1.60857 | 50.86 | 1339.73 |
| 101 | 2024.11.21 22:00 | t/p | 29 | 0.10 | 1.60857 | 1.61682 | 1.60857 | 28.40 | 1368.13 |
| 102 | 2024.11.22 07:00 | sell | 30 | 0.10 | 1.61231 | 0.00000 | 0.00000 | ||
| 103 | 2024.11.22 07:00 | modify | 30 | 0.10 | 1.61231 | 1.62731 | 1.59731 | ||
| 104 | 2024.11.22 09:00 | sell | 31 | 0.10 | 1.60534 | 0.00000 | 0.00000 | ||
| 105 | 2024.11.22 09:00 | modify | 31 | 0.10 | 1.60534 | 1.60706 | 1.59731 | ||
| 106 | 2024.11.22 09:00 | modify | 30 | 0.10 | 1.61231 | 1.60706 | 1.59731 | ||
| 107 | 2024.11.22 10:00 | t/p | 30 | 0.10 | 1.59731 | 1.60706 | 1.59731 | 94.64 | 1462.77 |
| 108 | 2024.11.22 10:00 | t/p | 31 | 0.10 | 1.59731 | 1.60706 | 1.59731 | 50.66 | 1513.43 |
| 109 | 2024.12.02 09:00 | buy | 32 | 0.10 | 1.61693 | 0.00000 | 0.00000 | ||
| 110 | 2024.12.02 09:00 | modify | 32 | 0.10 | 1.61693 | 1.60193 | 1.63193 | ||
| 111 | 2024.12.03 03:00 | buy | 33 | 0.10 | 1.62369 | 0.00000 | 0.00000 | ||
| 112 | 2024.12.03 03:00 | modify | 33 | 0.10 | 1.62369 | 1.62218 | 1.63193 | ||
| 113 | 2024.12.03 03:00 | modify | 32 | 0.10 | 1.61693 | 1.62218 | 1.63193 | ||
| 114 | 2024.12.03 04:00 | s/l | 32 | 0.10 | 1.62218 | 1.62218 | 1.63193 | 32.43 | 1545.85 |
| 115 | 2024.12.03 04:00 | s/l | 33 | 0.10 | 1.62218 | 1.62218 | 1.63193 | -9.52 | 1536.33 |
| 116 | 2024.12.11 01:00 | sell | 34 | 0.10 | 1.65165 | 0.00000 | 0.00000 | ||
| 117 | 2024.12.11 01:00 | modify | 34 | 0.10 | 1.65165 | 1.66665 | 1.63665 | ||
| 118 | 2024.12.12 07:00 | t/p | 34 | 0.10 | 1.63665 | 1.66665 | 1.63665 | 95.12 | 1631.46 |
| 119 | 2024.12.18 06:00 | sell | 35 | 0.10 | 1.66344 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.18 06:00 | modify | 35 | 0.10 | 1.66344 | 1.67844 | 1.64844 | ||
| 121 | 2024.12.27 11:00 | s/l | 35 | 0.10 | 1.67844 | 1.67844 | 1.64844 | -92.92 | 1538.54 |
| 122 | 2025.01.09 04:00 | sell | 36 | 0.10 | 1.66318 | 0.00000 | 0.00000 | ||
| 123 | 2025.01.09 04:00 | modify | 36 | 0.10 | 1.66318 | 1.67818 | 1.64818 | ||
| 124 | 2025.01.13 22:00 | sell | 37 | 0.10 | 1.65557 | 0.00000 | 0.00000 | ||
| 125 | 2025.01.13 22:00 | modify | 37 | 0.10 | 1.65557 | 1.65793 | 1.64818 | ||
| 126 | 2025.01.13 22:00 | modify | 36 | 0.10 | 1.66318 | 1.65793 | 1.64818 | ||
| 127 | 2025.01.13 23:00 | s/l | 36 | 0.10 | 1.65793 | 1.65793 | 1.64818 | 33.44 | 1571.97 |
| 128 | 2025.01.13 23:00 | s/l | 37 | 0.10 | 1.65793 | 1.65793 | 1.64818 | -14.89 | 1557.08 |
| 129 | 2025.01.29 02:00 | sell | 38 | 0.10 | 1.67306 | 0.00000 | 0.00000 | ||
| 130 | 2025.01.29 02:00 | modify | 38 | 0.10 | 1.67306 | 1.68806 | 1.65806 | ||
| 131 | 2025.02.04 07:00 | sell | 39 | 0.10 | 1.66250 | 0.00000 | 0.00000 | ||
| 132 | 2025.02.04 07:00 | modify | 39 | 0.10 | 1.66250 | 1.66631 | 1.65806 | ||
| 133 | 2025.02.04 07:00 | modify | 38 | 0.10 | 1.67306 | 1.66631 | 1.65806 | ||
| 134 | 2025.02.04 09:00 | s/l | 38 | 0.10 | 1.66631 | 1.66631 | 1.65806 | 43.54 | 1600.62 |
| 135 | 2025.02.04 09:00 | s/l | 39 | 0.10 | 1.66631 | 1.66631 | 1.65806 | -24.04 | 1576.58 |
| 136 | 2025.02.19 07:00 | buy | 40 | 0.10 | 1.64265 | 0.00000 | 0.00000 | ||
| 137 | 2025.02.19 07:00 | modify | 40 | 0.10 | 1.64265 | 1.62765 | 1.65765 | ||
| 138 | 2025.02.24 06:00 | buy | 41 | 0.10 | 1.64946 | 0.00000 | 0.00000 | ||
| 139 | 2025.02.24 06:00 | modify | 41 | 0.10 | 1.64946 | 1.64790 | 1.65765 | ||
| 140 | 2025.02.24 06:00 | modify | 40 | 0.10 | 1.64265 | 1.64790 | 1.65765 | ||
| 141 | 2025.02.24 07:00 | s/l | 40 | 0.10 | 1.64790 | 1.64790 | 1.65765 | 29.73 | 1606.31 |
| 142 | 2025.02.24 07:00 | s/l | 41 | 0.10 | 1.64790 | 1.64790 | 1.65765 | -9.84 | 1596.47 |
| 143 | 2025.02.28 09:00 | sell | 42 | 0.10 | 1.67301 | 0.00000 | 0.00000 | ||
| 144 | 2025.02.28 09:00 | modify | 42 | 0.10 | 1.67301 | 1.68801 | 1.65801 | ||
| 145 | 2025.02.28 21:59 | close at stop | 42 | 0.10 | 1.67082 | 1.68801 | 1.65801 | 13.82 | 1610.29 |