Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 521.82 | Gross profit | 1192.98 | Gross loss | -671.17 |
| Profit factor | 1.78 | Expected payoff | 16.83 | ||
| Absolute drawdown | 22.58 | Maximal drawdown | 188.31 (11.56%) | Relative drawdown | 11.56% (188.31) |
| Total trades | 31 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 85.60 | loss trade | -79.57 | |
| Average | profit trade | 62.79 | loss trade | -55.93 | |
| Maximum | consecutive wins (profit in money) | 3 (191.25) | consecutive losses (loss in money) | 2 (-155.56) | |
| Maximal | consecutive profit (count of wins) | 191.25 (3) | consecutive loss (count of losses) | -155.56 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.25 08:00 | sell | 1 | 0.10 | 1.66025 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.25 08:00 | modify | 1 | 0.10 | 1.66025 | 1.67225 | 1.64725 | ||
| 3 | 2024.07.30 20:00 | sell | 2 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.30 20:00 | modify | 2 | 0.10 | 1.65309 | 1.65635 | 1.64725 | ||
| 5 | 2024.07.30 20:00 | modify | 1 | 0.10 | 1.66025 | 1.65635 | 1.64725 | ||
| 6 | 2024.07.31 04:00 | s/l | 1 | 0.10 | 1.65635 | 1.65635 | 1.64725 | 25.82 | 1025.82 |
| 7 | 2024.07.31 04:00 | s/l | 2 | 0.10 | 1.65635 | 1.65635 | 1.64725 | -20.71 | 1005.11 |
| 8 | 2024.07.31 04:00 | sell | 3 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.31 04:00 | modify | 3 | 0.10 | 1.66530 | 1.67730 | 1.65230 | ||
| 10 | 2024.08.01 08:00 | sell | 4 | 0.10 | 1.65550 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.01 08:00 | modify | 4 | 0.10 | 1.65550 | 1.66075 | 1.65230 | ||
| 12 | 2024.08.01 08:00 | modify | 3 | 0.10 | 1.66530 | 1.66075 | 1.65230 | ||
| 13 | 2024.08.01 12:00 | t/p | 3 | 0.10 | 1.65230 | 1.66075 | 1.65230 | 84.00 | 1089.11 |
| 14 | 2024.08.01 12:00 | t/p | 4 | 0.10 | 1.65230 | 1.66075 | 1.65230 | 20.53 | 1109.64 |
| 15 | 2024.08.02 16:00 | sell | 5 | 0.10 | 1.67246 | 0.00000 | 0.00000 | ||
| 16 | 2024.08.02 16:00 | modify | 5 | 0.10 | 1.67246 | 1.68446 | 1.65946 | ||
| 17 | 2024.08.05 08:00 | s/l | 5 | 0.10 | 1.68446 | 1.68446 | 1.65946 | -76.77 | 1032.87 |
| 18 | 2024.08.07 04:00 | buy | 6 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.07 04:00 | modify | 6 | 0.10 | 1.66380 | 1.65180 | 1.67680 | ||
| 20 | 2024.08.08 00:00 | t/p | 6 | 0.10 | 1.67680 | 1.65180 | 1.67680 | 80.60 | 1113.48 |
| 21 | 2024.08.08 16:00 | buy | 7 | 0.10 | 1.65912 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.08 16:00 | modify | 7 | 0.10 | 1.65912 | 1.64712 | 1.67212 | ||
| 23 | 2024.08.15 04:00 | t/p | 7 | 0.10 | 1.67212 | 1.64712 | 1.67212 | 77.02 | 1190.50 |
| 24 | 2024.08.29 12:00 | buy | 8 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 25 | 2024.08.29 12:00 | modify | 8 | 0.10 | 1.62777 | 1.61577 | 1.64077 | ||
| 26 | 2024.08.30 16:00 | buy | 9 | 0.10 | 1.63521 | 0.00000 | 0.00000 | ||
| 27 | 2024.08.30 16:00 | modify | 9 | 0.10 | 1.63521 | 1.63167 | 1.64077 | ||
| 28 | 2024.08.30 16:00 | modify | 8 | 0.10 | 1.62777 | 1.63167 | 1.64077 | ||
| 29 | 2024.09.02 00:00 | s/l | 8 | 0.10 | 1.63167 | 1.63167 | 1.64077 | 23.20 | 1213.70 |
| 30 | 2024.09.02 00:00 | s/l | 9 | 0.10 | 1.63167 | 1.63167 | 1.64077 | -23.58 | 1190.13 |
| 31 | 2024.09.06 16:00 | sell | 10 | 0.10 | 1.66051 | 0.00000 | 0.00000 | ||
| 32 | 2024.09.06 16:00 | modify | 10 | 0.10 | 1.66051 | 1.67251 | 1.64751 | ||
| 33 | 2024.09.12 04:00 | t/p | 10 | 0.10 | 1.64751 | 1.67251 | 1.64751 | 84.59 | 1274.72 |
| 34 | 2024.10.08 04:00 | sell | 11 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.08 04:00 | modify | 11 | 0.10 | 1.63118 | 1.64318 | 1.61818 | ||
| 36 | 2024.10.17 16:00 | t/p | 11 | 0.10 | 1.61818 | 1.64318 | 1.61818 | 85.60 | 1360.32 |
| 37 | 2024.11.06 12:00 | buy | 12 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.06 12:00 | modify | 12 | 0.10 | 1.63345 | 1.62145 | 1.64645 | ||
| 39 | 2024.11.07 08:00 | s/l | 12 | 0.10 | 1.62145 | 1.62145 | 1.64645 | -79.57 | 1280.75 |
| 40 | 2024.11.07 16:00 | buy | 13 | 0.10 | 1.61734 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.07 16:00 | modify | 13 | 0.10 | 1.61734 | 1.60534 | 1.63034 | ||
| 42 | 2024.11.08 20:00 | t/p | 13 | 0.10 | 1.63034 | 1.60534 | 1.63034 | 82.39 | 1363.15 |
| 43 | 2024.12.04 04:00 | sell | 14 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.04 04:00 | modify | 14 | 0.10 | 1.63574 | 1.64774 | 1.62274 | ||
| 45 | 2024.12.06 12:00 | s/l | 14 | 0.10 | 1.64774 | 1.64774 | 1.62274 | -76.18 | 1286.97 |
| 46 | 2024.12.09 16:00 | buy | 15 | 0.10 | 1.63810 | 0.00000 | 0.00000 | ||
| 47 | 2024.12.09 16:00 | modify | 15 | 0.10 | 1.63810 | 1.62610 | 1.65110 | ||
| 48 | 2024.12.10 04:00 | t/p | 15 | 0.10 | 1.65110 | 1.62610 | 1.65110 | 82.39 | 1369.36 |
| 49 | 2024.12.12 04:00 | buy | 16 | 0.10 | 1.63747 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.12 04:00 | modify | 16 | 0.10 | 1.63747 | 1.62547 | 1.65047 | ||
| 51 | 2024.12.13 16:00 | t/p | 16 | 0.10 | 1.65047 | 1.62547 | 1.65047 | 82.39 | 1451.76 |
| 52 | 2025.01.02 16:00 | buy | 17 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.02 16:00 | modify | 17 | 0.10 | 1.65492 | 1.64292 | 1.66792 | ||
| 54 | 2025.01.07 00:00 | buy | 18 | 0.10 | 1.66468 | 0.00000 | 0.00000 | ||
| 55 | 2025.01.07 00:00 | modify | 18 | 0.10 | 1.66468 | 1.65947 | 1.66792 | ||
| 56 | 2025.01.07 00:00 | modify | 17 | 0.10 | 1.65492 | 1.65947 | 1.66792 | ||
| 57 | 2025.01.07 08:00 | s/l | 17 | 0.10 | 1.65947 | 1.65947 | 1.66792 | 26.46 | 1478.22 |
| 58 | 2025.01.07 08:00 | s/l | 18 | 0.10 | 1.65947 | 1.65947 | 1.66792 | -33.38 | 1444.84 |
| 59 | 2025.03.07 12:00 | sell | 19 | 0.10 | 1.72316 | 0.00000 | 0.00000 | ||
| 60 | 2025.03.07 12:00 | modify | 19 | 0.10 | 1.72316 | 1.73516 | 1.71016 | ||
| 61 | 2025.03.10 04:00 | sell | 20 | 0.10 | 1.71772 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.10 04:00 | modify | 20 | 0.10 | 1.71772 | 1.72251 | 1.71016 | ||
| 63 | 2025.03.10 04:00 | modify | 19 | 0.10 | 1.72316 | 1.72251 | 1.71016 | ||
| 64 | 2025.03.10 20:00 | s/l | 19 | 0.10 | 1.72251 | 1.72251 | 1.71016 | 4.37 | 1449.21 |
| 65 | 2025.03.10 20:00 | s/l | 20 | 0.10 | 1.72251 | 1.72251 | 1.71016 | -30.73 | 1418.48 |
| 66 | 2025.03.11 08:00 | sell | 21 | 0.10 | 1.73262 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.11 08:00 | modify | 21 | 0.10 | 1.73262 | 1.74462 | 1.71962 | ||
| 68 | 2025.03.13 04:00 | t/p | 21 | 0.10 | 1.71962 | 1.74462 | 1.71962 | 84.19 | 1502.68 |
| 69 | 2025.04.04 04:00 | sell | 22 | 0.10 | 1.77364 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.04 04:00 | modify | 22 | 0.10 | 1.77364 | 1.78564 | 1.76064 | ||
| 71 | 2025.04.04 12:00 | s/l | 22 | 0.10 | 1.78564 | 1.78564 | 1.76064 | -76.97 | 1425.71 |
| 72 | 2025.04.07 08:00 | sell | 23 | 0.10 | 1.83076 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.07 08:00 | modify | 23 | 0.10 | 1.83076 | 1.84276 | 1.81776 | ||
| 74 | 2025.04.07 12:00 | t/p | 23 | 0.10 | 1.81776 | 1.84276 | 1.81776 | 83.39 | 1509.10 |
| 75 | 2025.04.08 08:00 | buy | 24 | 0.10 | 1.80551 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.08 08:00 | modify | 24 | 0.10 | 1.80551 | 1.79351 | 1.81851 | ||
| 77 | 2025.04.08 20:00 | t/p | 24 | 0.10 | 1.81851 | 1.79351 | 1.81851 | 83.29 | 1592.39 |
| 78 | 2025.04.08 20:00 | sell | 25 | 0.10 | 1.83725 | 0.00000 | 0.00000 | ||
| 79 | 2025.04.08 20:00 | modify | 25 | 0.10 | 1.83725 | 1.84925 | 1.82425 | ||
| 80 | 2025.04.09 04:00 | s/l | 25 | 0.10 | 1.84925 | 1.84925 | 1.82425 | -76.78 | 1515.61 |
| 81 | 2025.04.09 20:00 | buy | 26 | 0.10 | 1.77976 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.09 20:00 | modify | 26 | 0.10 | 1.77976 | 1.76776 | 1.79276 | ||
| 83 | 2025.04.10 04:00 | t/p | 26 | 0.10 | 1.79276 | 1.76776 | 1.79276 | 80.60 | 1596.21 |
| 84 | 2025.04.11 20:00 | buy | 27 | 0.10 | 1.80266 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.11 20:00 | modify | 27 | 0.10 | 1.80266 | 1.79066 | 1.81566 | ||
| 86 | 2025.04.15 04:00 | s/l | 27 | 0.10 | 1.79066 | 1.79066 | 1.81566 | -78.67 | 1517.54 |
| 87 | 2025.04.15 04:00 | buy | 28 | 0.10 | 1.78626 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.15 04:00 | modify | 28 | 0.10 | 1.78626 | 1.77426 | 1.79926 | ||
| 89 | 2025.04.15 16:00 | s/l | 28 | 0.10 | 1.77426 | 1.77426 | 1.79926 | -76.89 | 1440.65 |
| 90 | 2025.04.16 08:00 | sell | 29 | 0.10 | 1.79311 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.16 08:00 | modify | 29 | 0.10 | 1.79311 | 1.80511 | 1.78011 | ||
| 92 | 2025.04.16 12:00 | t/p | 29 | 0.10 | 1.78011 | 1.80511 | 1.78011 | 83.39 | 1524.04 |
| 93 | 2025.04.23 08:00 | buy | 30 | 0.10 | 1.77632 | 0.00000 | 0.00000 | ||
| 94 | 2025.04.23 08:00 | modify | 30 | 0.10 | 1.77632 | 1.76432 | 1.78932 | ||
| 95 | 2025.04.30 00:00 | buy | 31 | 0.10 | 1.78349 | 0.00000 | 0.00000 | ||
| 96 | 2025.04.30 00:00 | modify | 31 | 0.10 | 1.78349 | 1.78022 | 1.78932 | ||
| 97 | 2025.04.30 00:00 | modify | 30 | 0.10 | 1.77632 | 1.78022 | 1.78932 | ||
| 98 | 2025.04.30 04:00 | s/l | 30 | 0.10 | 1.78022 | 1.78022 | 1.78932 | 18.72 | 1542.77 |
| 99 | 2025.04.30 04:00 | s/l | 31 | 0.10 | 1.78022 | 1.78022 | 1.78932 | -20.95 | 1521.82 |