Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (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=6; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 678.82 | Gross profit | 905.03 | Gross loss | -226.22 |
| Profit factor | 4.00 | Expected payoff | 32.32 | ||
| Absolute drawdown | 2.08 | Maximal drawdown | 172.76 (12.76%) | Relative drawdown | 12.76% (172.76) |
| Total trades | 21 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
| Largest | profit trade | 95.91 | loss trade | -87.38 | |
| Average | profit trade | 64.65 | loss trade | -32.32 | |
| Maximum | consecutive wins (profit in money) | 5 (324.14) | consecutive losses (loss in money) | 3 (-142.99) | |
| Maximal | consecutive profit (count of wins) | 325.14 (4) | consecutive loss (count of losses) | -142.99 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.10 00:00 | buy | 1 | 0.10 | 1.63851 | 0.00000 | 0.00000 | ||
| 2 | 2024.04.10 00:00 | modify | 1 | 0.10 | 1.63851 | 1.62451 | 1.65351 | ||
| 3 | 2024.04.16 04:00 | t/p | 1 | 0.10 | 1.65351 | 1.62451 | 1.65351 | 90.52 | 1090.52 |
| 4 | 2024.04.16 20:00 | sell | 2 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
| 5 | 2024.04.16 20:00 | modify | 2 | 0.10 | 1.65789 | 1.67189 | 1.64289 | ||
| 6 | 2024.04.24 00:00 | sell | 3 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 7 | 2024.04.24 00:00 | modify | 3 | 0.10 | 1.64961 | 1.65414 | 1.64289 | ||
| 8 | 2024.04.24 00:00 | modify | 2 | 0.10 | 1.65789 | 1.65414 | 1.64289 | ||
| 9 | 2024.04.24 04:00 | t/p | 2 | 0.10 | 1.64289 | 1.65414 | 1.64289 | 95.91 | 1186.43 |
| 10 | 2024.04.24 04:00 | t/p | 3 | 0.10 | 1.64289 | 1.65414 | 1.64289 | 42.40 | 1228.83 |
| 11 | 2024.05.01 00:00 | sell | 4 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
| 12 | 2024.05.01 00:00 | modify | 4 | 0.10 | 1.64722 | 1.66122 | 1.63222 | ||
| 13 | 2024.05.03 04:00 | t/p | 4 | 0.10 | 1.63222 | 1.66122 | 1.63222 | 95.27 | 1324.10 |
| 14 | 2024.05.03 08:00 | buy | 5 | 0.10 | 1.63303 | 0.00000 | 0.00000 | ||
| 15 | 2024.05.03 08:00 | modify | 5 | 0.10 | 1.63303 | 1.61903 | 1.64803 | ||
| 16 | 2024.06.07 16:00 | buy | 6 | 0.10 | 1.64082 | 0.00000 | 0.00000 | ||
| 17 | 2024.06.07 16:00 | modify | 6 | 0.10 | 1.64082 | 1.63453 | 1.64803 | ||
| 18 | 2024.06.07 16:00 | modify | 5 | 0.10 | 1.63303 | 1.63453 | 1.64803 | ||
| 19 | 2024.06.07 20:00 | buy | 7 | 0.10 | 1.64156 | 0.00000 | 0.00000 | ||
| 20 | 2024.06.07 20:00 | modify | 7 | 0.10 | 1.64156 | 1.63678 | 1.64803 | ||
| 21 | 2024.06.07 20:00 | modify | 6 | 0.10 | 1.64082 | 1.63678 | 1.64803 | ||
| 22 | 2024.06.07 20:00 | modify | 5 | 0.10 | 1.63303 | 1.63678 | 1.64803 | ||
| 23 | 2024.06.09 20:00 | s/l | 5 | 0.10 | 1.63678 | 1.63678 | 1.64803 | 0.03 | 1324.14 |
| 24 | 2024.06.09 20:00 | s/l | 6 | 0.10 | 1.63678 | 1.63678 | 1.64803 | -25.47 | 1298.67 |
| 25 | 2024.06.09 20:00 | s/l | 7 | 0.10 | 1.63678 | 1.63678 | 1.64803 | -30.14 | 1268.53 |
| 26 | 2024.07.16 20:00 | sell | 8 | 0.10 | 1.61851 | 0.00000 | 0.00000 | ||
| 27 | 2024.07.16 20:00 | modify | 8 | 0.10 | 1.61851 | 1.63251 | 1.60351 | ||
| 28 | 2024.07.22 04:00 | s/l | 8 | 0.10 | 1.63251 | 1.63251 | 1.60351 | -87.38 | 1181.14 |
| 29 | 2024.08.15 00:00 | sell | 9 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 30 | 2024.08.15 00:00 | modify | 9 | 0.10 | 1.66889 | 1.68289 | 1.65389 | ||
| 31 | 2024.08.16 20:00 | t/p | 9 | 0.10 | 1.65389 | 1.68289 | 1.65389 | 94.80 | 1275.94 |
| 32 | 2024.08.29 16:00 | buy | 10 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 33 | 2024.08.29 16:00 | modify | 10 | 0.10 | 1.62925 | 1.61525 | 1.64425 | ||
| 34 | 2024.09.03 16:00 | t/p | 10 | 0.10 | 1.64425 | 1.61525 | 1.64425 | 92.55 | 1368.49 |
| 35 | 2024.10.29 08:00 | sell | 11 | 0.10 | 1.64642 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.29 08:00 | modify | 11 | 0.10 | 1.64642 | 1.66042 | 1.63142 | ||
| 37 | 2024.11.06 12:00 | t/p | 11 | 0.10 | 1.63142 | 1.66042 | 1.63142 | 95.91 | 1464.40 |
| 38 | 2024.11.08 00:00 | buy | 12 | 0.10 | 1.61760 | 0.00000 | 0.00000 | ||
| 39 | 2024.11.08 00:00 | modify | 12 | 0.10 | 1.61760 | 1.60360 | 1.63260 | ||
| 40 | 2024.11.08 12:00 | buy | 13 | 0.10 | 1.62586 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.08 12:00 | modify | 13 | 0.10 | 1.62586 | 1.62135 | 1.63260 | ||
| 42 | 2024.11.08 12:00 | modify | 12 | 0.10 | 1.61760 | 1.62135 | 1.63260 | ||
| 43 | 2024.11.11 00:00 | buy | 14 | 0.10 | 1.62740 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.11 00:00 | modify | 14 | 0.10 | 1.62740 | 1.62435 | 1.63260 | ||
| 45 | 2024.11.11 00:00 | modify | 13 | 0.10 | 1.62586 | 1.62435 | 1.63260 | ||
| 46 | 2024.11.11 00:00 | modify | 12 | 0.10 | 1.61760 | 1.62435 | 1.63260 | ||
| 47 | 2024.11.11 08:00 | s/l | 12 | 0.10 | 1.62435 | 1.62435 | 1.63260 | 41.89 | 1506.28 |
| 48 | 2024.11.11 08:00 | s/l | 13 | 0.10 | 1.62435 | 1.62435 | 1.63260 | -10.19 | 1496.09 |
| 49 | 2024.11.11 08:00 | s/l | 14 | 0.10 | 1.62435 | 1.62435 | 1.63260 | -19.23 | 1476.86 |
| 50 | 2024.11.22 04:00 | buy | 15 | 0.10 | 1.60883 | 0.00000 | 0.00000 | ||
| 51 | 2024.11.22 04:00 | modify | 15 | 0.10 | 1.60883 | 1.59483 | 1.62383 | ||
| 52 | 2024.11.26 16:00 | t/p | 15 | 0.10 | 1.62383 | 1.59483 | 1.62383 | 93.22 | 1570.08 |
| 53 | 2024.12.06 20:00 | sell | 16 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 54 | 2024.12.06 20:00 | modify | 16 | 0.10 | 1.65291 | 1.66691 | 1.63791 | ||
| 55 | 2024.12.09 08:00 | sell | 17 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.09 08:00 | modify | 17 | 0.10 | 1.64455 | 1.64916 | 1.63791 | ||
| 57 | 2024.12.09 08:00 | modify | 16 | 0.10 | 1.65291 | 1.64916 | 1.63791 | ||
| 58 | 2024.12.09 16:00 | t/p | 16 | 0.10 | 1.63791 | 1.64916 | 1.63791 | 94.81 | 1664.89 |
| 59 | 2024.12.09 16:00 | t/p | 17 | 0.10 | 1.63791 | 1.64916 | 1.63791 | 41.90 | 1706.79 |
| 60 | 2025.01.02 20:00 | buy | 18 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 61 | 2025.01.02 20:00 | modify | 18 | 0.10 | 1.65543 | 1.64143 | 1.67043 | ||
| 62 | 2025.01.10 00:00 | buy | 19 | 0.10 | 1.66374 | 0.00000 | 0.00000 | ||
| 63 | 2025.01.10 00:00 | modify | 19 | 0.10 | 1.66374 | 1.65918 | 1.67043 | ||
| 64 | 2025.01.10 00:00 | modify | 18 | 0.10 | 1.65543 | 1.65918 | 1.67043 | ||
| 65 | 2025.01.10 08:00 | buy | 20 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 66 | 2025.01.10 08:00 | modify | 20 | 0.10 | 1.66294 | 1.65693 | 1.67043 | ||
| 67 | 2025.01.10 12:00 | modify | 20 | 0.10 | 1.66294 | 1.65918 | 1.67043 | ||
| 68 | 2025.01.13 12:00 | s/l | 18 | 0.10 | 1.65918 | 1.65918 | 1.67043 | 17.57 | 1724.35 |
| 69 | 2025.01.13 12:00 | s/l | 19 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -29.42 | 1694.93 |
| 70 | 2025.01.13 12:00 | s/l | 20 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -24.37 | 1670.56 |
| 71 | 2025.02.28 12:00 | sell | 21 | 0.10 | 1.67213 | 0.00000 | 0.00000 | ||
| 72 | 2025.02.28 12:00 | modify | 21 | 0.10 | 1.67213 | 1.68613 | 1.65713 | ||
| 73 | 2025.02.28 23:59 | close at stop | 21 | 0.10 | 1.67082 | 1.68613 | 1.65713 | 8.26 | 1678.82 |