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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=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 | 296.89 | Gross profit | 743.48 | Gross loss | -446.58 |
| Profit factor | 1.66 | Expected payoff | 12.37 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 253.50 (17.21%) | Relative drawdown | 17.21% (253.50) |
| Total trades | 24 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 11 (45.83%) | Loss trades (% of total) | 13 (54.17%) | ||
| Largest | profit trade | 96.62 | loss trade | -47.54 | |
| Average | profit trade | 67.59 | loss trade | -34.35 | |
| Maximum | consecutive wins (profit in money) | 6 (321.23) | consecutive losses (loss in money) | 6 (-198.39) | |
| Maximal | consecutive profit (count of wins) | 321.23 (6) | consecutive loss (count of losses) | -198.39 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.15 00:00 | sell | 1 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.15 00:00 | modify | 1 | 0.10 | 1.66889 | 1.67589 | 1.65389 | ||
| 3 | 2024.08.16 20:00 | t/p | 1 | 0.10 | 1.65389 | 1.67589 | 1.65389 | 96.43 | 1096.43 |
| 4 | 2024.08.29 16:00 | buy | 2 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.29 16:00 | modify | 2 | 0.10 | 1.62925 | 1.62225 | 1.64425 | ||
| 6 | 2024.09.03 16:00 | t/p | 2 | 0.10 | 1.64425 | 1.62225 | 1.64425 | 93.42 | 1189.86 |
| 7 | 2024.11.06 16:00 | buy | 3 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.06 16:00 | modify | 3 | 0.10 | 1.63366 | 1.62666 | 1.64866 | ||
| 9 | 2024.11.07 04:00 | s/l | 3 | 0.10 | 1.62666 | 1.62666 | 1.64866 | -47.54 | 1142.32 |
| 10 | 2024.11.08 00:00 | buy | 4 | 0.10 | 1.61760 | 0.00000 | 0.00000 | ||
| 11 | 2024.11.08 00:00 | modify | 4 | 0.10 | 1.61760 | 1.61060 | 1.63260 | ||
| 12 | 2024.11.08 12:00 | buy | 5 | 0.10 | 1.62586 | 0.00000 | 0.00000 | ||
| 13 | 2024.11.08 12:00 | modify | 5 | 0.10 | 1.62586 | 1.62435 | 1.63260 | ||
| 14 | 2024.11.08 12:00 | buy | 6 | 0.10 | 1.62586 | 0.00000 | 0.00000 | ||
| 15 | 2024.11.08 12:00 | modify | 6 | 0.10 | 1.62586 | 1.62435 | 1.63260 | ||
| 16 | 2024.11.08 12:00 | modify | 4 | 0.10 | 1.61760 | 1.62435 | 1.63260 | ||
| 17 | 2024.11.11 00:00 | s/l | 4 | 0.10 | 1.62435 | 1.62435 | 1.63260 | 42.35 | 1184.68 |
| 18 | 2024.11.11 00:00 | s/l | 5 | 0.10 | 1.62435 | 1.62435 | 1.63260 | -10.58 | 1174.10 |
| 19 | 2024.11.11 00:00 | s/l | 6 | 0.10 | 1.62435 | 1.62435 | 1.63260 | -10.58 | 1163.53 |
| 20 | 2024.11.22 04:00 | buy | 7 | 0.10 | 1.60883 | 0.00000 | 0.00000 | ||
| 21 | 2024.11.22 04:00 | modify | 7 | 0.10 | 1.60883 | 1.60183 | 1.62383 | ||
| 22 | 2024.11.22 12:00 | s/l | 7 | 0.10 | 1.60183 | 1.60183 | 1.62383 | -44.85 | 1118.68 |
| 23 | 2024.12.06 20:00 | sell | 8 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.06 20:00 | modify | 8 | 0.10 | 1.65291 | 1.65991 | 1.63791 | ||
| 25 | 2024.12.09 08:00 | sell | 9 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 26 | 2024.12.09 08:00 | modify | 9 | 0.10 | 1.64455 | 1.64616 | 1.63791 | ||
| 27 | 2024.12.09 08:00 | sell | 10 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.09 08:00 | modify | 10 | 0.10 | 1.64455 | 1.64616 | 1.63791 | ||
| 29 | 2024.12.09 08:00 | modify | 8 | 0.10 | 1.65291 | 1.64616 | 1.63791 | ||
| 30 | 2024.12.09 16:00 | t/p | 8 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 96.42 | 1215.10 |
| 31 | 2024.12.09 16:00 | t/p | 9 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 42.59 | 1257.69 |
| 32 | 2024.12.09 16:00 | t/p | 10 | 0.10 | 1.63791 | 1.64616 | 1.63791 | 42.59 | 1300.28 |
| 33 | 2024.12.09 20:00 | buy | 11 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.09 20:00 | modify | 11 | 0.10 | 1.63830 | 1.63130 | 1.65330 | ||
| 35 | 2024.12.10 04:00 | t/p | 11 | 0.10 | 1.65330 | 1.63130 | 1.65330 | 95.20 | 1395.48 |
| 36 | 2025.01.02 20:00 | buy | 12 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 37 | 2025.01.02 20:00 | modify | 12 | 0.10 | 1.65543 | 1.64843 | 1.67043 | ||
| 38 | 2025.01.09 00:00 | buy | 13 | 0.10 | 1.66074 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.09 00:00 | modify | 13 | 0.10 | 1.66074 | 1.65768 | 1.67043 | ||
| 40 | 2025.01.09 00:00 | modify | 12 | 0.10 | 1.65543 | 1.65768 | 1.67043 | ||
| 41 | 2025.01.10 00:00 | buy | 14 | 0.10 | 1.66374 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.10 00:00 | modify | 14 | 0.10 | 1.66374 | 1.66218 | 1.67043 | ||
| 43 | 2025.01.10 00:00 | buy | 15 | 0.10 | 1.66374 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.10 00:00 | modify | 15 | 0.10 | 1.66374 | 1.66218 | 1.67043 | ||
| 45 | 2025.01.10 00:00 | modify | 13 | 0.10 | 1.66074 | 1.66218 | 1.67043 | ||
| 46 | 2025.01.10 00:00 | modify | 12 | 0.10 | 1.65543 | 1.66218 | 1.67043 | ||
| 47 | 2025.01.10 04:00 | s/l | 12 | 0.10 | 1.66218 | 1.66218 | 1.67043 | 36.09 | 1431.57 |
| 48 | 2025.01.10 04:00 | s/l | 13 | 0.10 | 1.66218 | 1.66218 | 1.67043 | 8.33 | 1439.91 |
| 49 | 2025.01.10 04:00 | s/l | 14 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -9.99 | 1429.92 |
| 50 | 2025.01.10 04:00 | s/l | 15 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -9.99 | 1419.93 |
| 51 | 2025.02.12 20:00 | sell | 16 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.12 20:00 | modify | 16 | 0.10 | 1.65295 | 1.65995 | 1.63795 | ||
| 53 | 2025.02.13 08:00 | s/l | 16 | 0.10 | 1.65995 | 1.65995 | 1.63795 | -44.31 | 1375.62 |
| 54 | 2025.02.25 20:00 | sell | 17 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.25 20:00 | modify | 17 | 0.10 | 1.65713 | 1.66413 | 1.64213 | ||
| 56 | 2025.02.26 16:00 | s/l | 17 | 0.10 | 1.66413 | 1.66413 | 1.64213 | -44.70 | 1330.92 |
| 57 | 2025.03.04 12:00 | sell | 18 | 0.10 | 1.69052 | 0.00000 | 0.00000 | ||
| 58 | 2025.03.04 12:00 | modify | 18 | 0.10 | 1.69052 | 1.69752 | 1.67552 | ||
| 59 | 2025.03.04 20:00 | s/l | 18 | 0.10 | 1.69752 | 1.69752 | 1.67552 | -44.90 | 1286.02 |
| 60 | 2025.03.07 16:00 | sell | 19 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 61 | 2025.03.07 16:00 | modify | 19 | 0.10 | 1.72171 | 1.72871 | 1.70671 | ||
| 62 | 2025.03.11 00:00 | s/l | 19 | 0.10 | 1.72871 | 1.72871 | 1.70671 | -44.50 | 1241.52 |
| 63 | 2025.03.31 20:00 | sell | 20 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.31 20:00 | modify | 20 | 0.10 | 1.73033 | 1.73733 | 1.71533 | ||
| 65 | 2025.04.02 04:00 | t/p | 20 | 0.10 | 1.71533 | 1.73733 | 1.71533 | 96.62 | 1338.14 |
| 66 | 2025.04.02 12:00 | buy | 21 | 0.10 | 1.71331 | 0.00000 | 0.00000 | ||
| 67 | 2025.04.02 12:00 | modify | 21 | 0.10 | 1.71331 | 1.70631 | 1.72831 | ||
| 68 | 2025.04.03 00:00 | t/p | 21 | 0.10 | 1.72831 | 1.70631 | 1.72831 | 93.41 | 1431.55 |
| 69 | 2025.04.03 04:00 | sell | 22 | 0.10 | 1.73986 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.03 04:00 | modify | 22 | 0.10 | 1.73986 | 1.74686 | 1.72486 | ||
| 71 | 2025.04.03 12:00 | s/l | 22 | 0.10 | 1.74686 | 1.74686 | 1.72486 | -44.91 | 1386.64 |
| 72 | 2025.04.04 08:00 | sell | 23 | 0.10 | 1.77128 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.04 08:00 | modify | 23 | 0.10 | 1.77128 | 1.77828 | 1.75628 | ||
| 74 | 2025.04.04 12:00 | s/l | 23 | 0.10 | 1.77828 | 1.77828 | 1.75628 | -44.90 | 1341.74 |
| 75 | 2025.04.23 04:00 | buy | 24 | 0.10 | 1.78085 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.23 04:00 | modify | 24 | 0.10 | 1.78085 | 1.77385 | 1.79585 | ||
| 77 | 2025.04.23 08:00 | s/l | 24 | 0.10 | 1.77385 | 1.77385 | 1.79585 | -44.85 | 1296.89 |