Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=8; 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=40; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7215 | Ticks modelled | 13430 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1311.34 | Gross profit | 1549.37 | Gross loss | -238.04 |
| Profit factor | 6.51 | Expected payoff | 59.61 | ||
| Absolute drawdown | 19.26 | Maximal drawdown | 185.48 (10.28%) | Relative drawdown | 12.67% (146.86) |
| Total trades | 22 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 16 (72.73%) | Loss trades (% of total) | 6 (27.27%) | ||
| Largest | profit trade | 142.81 | loss trade | -39.72 | |
| Average | profit trade | 96.84 | loss trade | -39.67 | |
| Maximum | consecutive wins (profit in money) | 8 (800.57) | consecutive losses (loss in money) | 4 (-158.88) | |
| Maximal | consecutive profit (count of wins) | 800.57 (8) | consecutive loss (count of losses) | -158.88 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.20 22:00 | sell | 1 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.20 22:00 | modify | 1 | 0.10 | 1.09206 | 1.09606 | 1.07806 | ||
| 3 | 2024.03.22 02:00 | sell | 2 | 0.10 | 1.08504 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.22 02:00 | modify | 2 | 0.10 | 1.08504 | 1.09136 | 1.07806 | ||
| 5 | 2024.03.22 02:00 | modify | 1 | 0.10 | 1.09206 | 1.09136 | 1.07806 | ||
| 6 | 2024.03.25 16:00 | sell | 3 | 0.10 | 1.08366 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.25 16:00 | modify | 3 | 0.10 | 1.08366 | 1.08716 | 1.07806 | ||
| 8 | 2024.03.25 16:00 | modify | 2 | 0.10 | 1.08504 | 1.08716 | 1.07806 | ||
| 9 | 2024.03.25 16:00 | modify | 1 | 0.10 | 1.09206 | 1.08716 | 1.07806 | ||
| 10 | 2024.03.26 08:00 | sell | 4 | 0.10 | 1.08421 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.26 08:00 | modify | 4 | 0.10 | 1.08421 | 1.08856 | 1.07806 | ||
| 12 | 2024.03.26 09:00 | modify | 4 | 0.10 | 1.08421 | 1.08716 | 1.07806 | ||
| 13 | 2024.03.28 10:00 | t/p | 1 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 142.81 | 1142.81 |
| 14 | 2024.03.28 10:00 | t/p | 2 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 71.48 | 1214.29 |
| 15 | 2024.03.28 10:00 | t/p | 3 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 57.40 | 1271.69 |
| 16 | 2024.03.28 10:00 | t/p | 4 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 62.62 | 1334.32 |
| 17 | 2024.04.01 17:00 | buy | 5 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
| 18 | 2024.04.01 17:00 | modify | 5 | 0.10 | 1.07396 | 1.06996 | 1.08796 | ||
| 19 | 2024.04.03 15:00 | buy | 6 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
| 20 | 2024.04.03 15:00 | modify | 6 | 0.10 | 1.08258 | 1.07886 | 1.08796 | ||
| 21 | 2024.04.03 15:00 | modify | 5 | 0.10 | 1.07396 | 1.07886 | 1.08796 | ||
| 22 | 2024.04.09 13:00 | t/p | 5 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 133.93 | 1468.24 |
| 23 | 2024.04.09 13:00 | t/p | 6 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 49.24 | 1517.48 |
| 24 | 2024.06.03 22:00 | sell | 7 | 0.10 | 1.09028 | 0.00000 | 0.00000 | ||
| 25 | 2024.06.03 22:00 | modify | 7 | 0.10 | 1.09028 | 1.09428 | 1.07628 | ||
| 26 | 2024.06.10 04:00 | t/p | 7 | 0.10 | 1.07628 | 1.09428 | 1.07628 | 141.96 | 1659.45 |
| 27 | 2024.06.12 18:00 | sell | 8 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
| 28 | 2024.06.12 18:00 | modify | 8 | 0.10 | 1.08384 | 1.08784 | 1.06984 | ||
| 29 | 2024.06.14 09:00 | t/p | 8 | 0.10 | 1.06984 | 1.08784 | 1.06984 | 141.12 | 1800.57 |
| 30 | 2024.08.02 17:00 | sell | 9 | 0.10 | 1.09120 | 0.00000 | 0.00000 | ||
| 31 | 2024.08.02 17:00 | modify | 9 | 0.10 | 1.09120 | 1.09520 | 1.07720 | ||
| 32 | 2024.08.05 08:00 | s/l | 9 | 0.10 | 1.09520 | 1.09520 | 1.07720 | -39.72 | 1760.85 |
| 33 | 2024.08.13 20:00 | sell | 10 | 0.10 | 1.09960 | 0.00000 | 0.00000 | ||
| 34 | 2024.08.13 20:00 | modify | 10 | 0.10 | 1.09960 | 1.10360 | 1.08560 | ||
| 35 | 2024.08.14 13:00 | s/l | 10 | 0.10 | 1.10360 | 1.10360 | 1.08560 | -39.72 | 1721.13 |
| 36 | 2024.08.19 22:00 | sell | 11 | 0.10 | 1.10836 | 0.00000 | 0.00000 | ||
| 37 | 2024.08.19 22:00 | modify | 11 | 0.10 | 1.10836 | 1.11236 | 1.09436 | ||
| 38 | 2024.08.20 19:00 | s/l | 11 | 0.10 | 1.11236 | 1.11236 | 1.09436 | -39.72 | 1681.41 |
| 39 | 2024.08.20 22:00 | sell | 12 | 0.10 | 1.11290 | 0.00000 | 0.00000 | ||
| 40 | 2024.08.20 22:00 | modify | 12 | 0.10 | 1.11290 | 1.11690 | 1.09890 | ||
| 41 | 2024.08.21 19:00 | s/l | 12 | 0.10 | 1.11690 | 1.11690 | 1.09890 | -39.72 | 1641.69 |
| 42 | 2024.08.23 17:00 | sell | 13 | 0.10 | 1.11739 | 0.00000 | 0.00000 | ||
| 43 | 2024.08.23 17:00 | modify | 13 | 0.10 | 1.11739 | 1.12139 | 1.10339 | ||
| 44 | 2024.08.29 12:00 | sell | 14 | 0.10 | 1.10956 | 0.00000 | 0.00000 | ||
| 45 | 2024.08.29 12:00 | modify | 14 | 0.10 | 1.10956 | 1.11389 | 1.10339 | ||
| 46 | 2024.08.29 12:00 | modify | 13 | 0.10 | 1.11739 | 1.11389 | 1.10339 | ||
| 47 | 2024.09.03 18:00 | t/p | 13 | 0.10 | 1.10339 | 1.11389 | 1.10339 | 142.53 | 1784.22 |
| 48 | 2024.09.03 18:00 | t/p | 14 | 0.10 | 1.10339 | 1.11389 | 1.10339 | 62.54 | 1846.76 |
| 49 | 2024.09.12 22:00 | sell | 15 | 0.10 | 1.10738 | 0.00000 | 0.00000 | ||
| 50 | 2024.09.12 22:00 | modify | 15 | 0.10 | 1.10738 | 1.11138 | 1.09338 | ||
| 51 | 2024.09.16 07:00 | s/l | 15 | 0.10 | 1.11138 | 1.11138 | 1.09338 | -39.44 | 1807.32 |
| 52 | 2024.09.24 22:00 | sell | 16 | 0.10 | 1.11782 | 0.00000 | 0.00000 | ||
| 53 | 2024.09.24 22:00 | modify | 16 | 0.10 | 1.11782 | 1.12182 | 1.10382 | ||
| 54 | 2024.10.02 16:00 | t/p | 16 | 0.10 | 1.10382 | 1.12182 | 1.10382 | 142.24 | 1949.57 |
| 55 | 2025.01.02 18:00 | buy | 17 | 0.10 | 1.02681 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.02 18:00 | modify | 17 | 0.10 | 1.02681 | 1.02281 | 1.04081 | ||
| 57 | 2025.01.06 09:00 | buy | 18 | 0.10 | 1.03529 | 0.00000 | 0.00000 | ||
| 58 | 2025.01.06 09:00 | modify | 18 | 0.10 | 1.03529 | 1.03171 | 1.04081 | ||
| 59 | 2025.01.06 09:00 | modify | 17 | 0.10 | 1.02681 | 1.03171 | 1.04081 | ||
| 60 | 2025.01.06 12:00 | t/p | 17 | 0.10 | 1.04081 | 1.03171 | 1.04081 | 138.48 | 2088.05 |
| 61 | 2025.01.06 12:00 | t/p | 18 | 0.10 | 1.04081 | 1.03171 | 1.04081 | 55.20 | 2143.25 |
| 62 | 2025.02.11 18:00 | sell | 19 | 0.10 | 1.03451 | 0.00000 | 0.00000 | ||
| 63 | 2025.02.11 18:00 | modify | 19 | 0.10 | 1.03451 | 1.03851 | 1.02051 | ||
| 64 | 2025.02.12 12:00 | s/l | 19 | 0.10 | 1.03851 | 1.03851 | 1.02051 | -39.72 | 2103.53 |
| 65 | 2025.02.20 22:00 | sell | 20 | 0.10 | 1.05001 | 0.00000 | 0.00000 | ||
| 66 | 2025.02.20 22:00 | modify | 20 | 0.10 | 1.05001 | 1.05401 | 1.03601 | ||
| 67 | 2025.02.27 14:00 | sell | 21 | 0.10 | 1.04231 | 0.00000 | 0.00000 | ||
| 68 | 2025.02.27 14:00 | modify | 21 | 0.10 | 1.04231 | 1.04651 | 1.03601 | ||
| 69 | 2025.02.27 14:00 | modify | 20 | 0.10 | 1.05001 | 1.04651 | 1.03601 | ||
| 70 | 2025.02.27 16:00 | sell | 22 | 0.10 | 1.04149 | 0.00000 | 0.00000 | ||
| 71 | 2025.02.27 16:00 | modify | 22 | 0.10 | 1.04149 | 1.04511 | 1.03601 | ||
| 72 | 2025.02.27 16:00 | modify | 21 | 0.10 | 1.04231 | 1.04511 | 1.03601 | ||
| 73 | 2025.02.27 16:00 | modify | 20 | 0.10 | 1.05001 | 1.04511 | 1.03601 | ||
| 74 | 2025.02.28 21:59 | close at stop | 22 | 0.10 | 1.03777 | 1.04511 | 1.03601 | 37.48 | 2141.01 |
| 75 | 2025.02.28 21:59 | close at stop | 21 | 0.10 | 1.03777 | 1.04511 | 1.03601 | 45.68 | 2186.69 |
| 76 | 2025.02.28 21:59 | close at stop | 20 | 0.10 | 1.03777 | 1.04511 | 1.03601 | 124.64 | 2311.34 |