Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 30 | ||
| Total net profit | 842.22 | Gross profit | 1198.64 | Gross loss | -356.42 |
| Profit factor | 3.36 | Expected payoff | 46.79 | ||
| Absolute drawdown | 34.48 | Maximal drawdown | 223.62 (14.50%) | Relative drawdown | 14.50% (223.62) |
| Total trades | 18 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 157.49 | loss trade | -63.90 | |
| Average | profit trade | 99.89 | loss trade | -59.40 | |
| Maximum | consecutive wins (profit in money) | 6 (498.77) | consecutive losses (loss in money) | 3 (-179.94) | |
| Maximal | consecutive profit (count of wins) | 498.77 (6) | consecutive loss (count of losses) | -179.94 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.14 16:00 | buy | 1 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.14 16:00 | modify | 1 | 0.10 | 1.07016 | 1.06416 | 1.08516 | ||
| 3 | 2024.07.04 20:00 | buy | 2 | 0.10 | 1.08159 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.04 20:00 | modify | 2 | 0.10 | 1.08159 | 1.07541 | 1.08516 | ||
| 5 | 2024.07.04 20:00 | modify | 1 | 0.10 | 1.07016 | 1.07541 | 1.08516 | ||
| 6 | 2024.07.11 12:00 | t/p | 1 | 0.10 | 1.08516 | 1.07541 | 1.08516 | 123.66 | 1123.66 |
| 7 | 2024.07.11 12:00 | t/p | 2 | 0.10 | 1.08516 | 1.07541 | 1.08516 | 28.87 | 1152.54 |
| 8 | 2024.07.17 16:00 | sell | 3 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.17 16:00 | modify | 3 | 0.10 | 1.09323 | 1.09923 | 1.07823 | ||
| 10 | 2024.07.23 12:00 | sell | 4 | 0.10 | 1.08569 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.23 12:00 | modify | 4 | 0.10 | 1.08569 | 1.09023 | 1.07823 | ||
| 12 | 2024.07.23 12:00 | modify | 3 | 0.10 | 1.09323 | 1.09023 | 1.07823 | ||
| 13 | 2024.07.24 00:00 | sell | 5 | 0.10 | 1.08495 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.24 00:00 | modify | 5 | 0.10 | 1.08495 | 1.08948 | 1.07823 | ||
| 15 | 2024.07.24 00:00 | modify | 4 | 0.10 | 1.08569 | 1.08948 | 1.07823 | ||
| 16 | 2024.07.24 00:00 | modify | 3 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 17 | 2024.07.29 12:00 | sell | 6 | 0.10 | 1.08178 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.29 12:00 | modify | 6 | 0.10 | 1.08178 | 1.08798 | 1.07823 | ||
| 19 | 2024.07.29 12:00 | modify | 5 | 0.10 | 1.08495 | 1.08798 | 1.07823 | ||
| 20 | 2024.07.29 12:00 | modify | 4 | 0.10 | 1.08569 | 1.08798 | 1.07823 | ||
| 21 | 2024.07.29 12:00 | modify | 3 | 0.10 | 1.09323 | 1.08798 | 1.07823 | ||
| 22 | 2024.08.01 12:00 | t/p | 3 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 157.49 | 1310.02 |
| 23 | 2024.08.01 12:00 | t/p | 4 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 79.44 | 1389.46 |
| 24 | 2024.08.01 12:00 | t/p | 5 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 71.60 | 1461.07 |
| 25 | 2024.08.01 12:00 | t/p | 6 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 37.70 | 1498.77 |
| 26 | 2024.08.05 16:00 | sell | 7 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 27 | 2024.08.05 16:00 | modify | 7 | 0.10 | 1.09561 | 1.10161 | 1.08061 | ||
| 28 | 2024.08.14 12:00 | s/l | 7 | 0.10 | 1.10161 | 1.10161 | 1.08061 | -56.04 | 1442.73 |
| 29 | 2024.11.22 04:00 | buy | 8 | 0.10 | 1.04780 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.22 04:00 | modify | 8 | 0.10 | 1.04780 | 1.04180 | 1.06280 | ||
| 31 | 2024.11.22 12:00 | s/l | 8 | 0.10 | 1.04180 | 1.04180 | 1.06280 | -60.00 | 1382.73 |
| 32 | 2025.01.08 16:00 | buy | 9 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.08 16:00 | modify | 9 | 0.10 | 1.03047 | 1.02447 | 1.04547 | ||
| 34 | 2025.01.10 16:00 | s/l | 9 | 0.10 | 1.02447 | 1.02447 | 1.04547 | -63.90 | 1318.83 |
| 35 | 2025.01.13 16:00 | buy | 10 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.13 16:00 | modify | 10 | 0.10 | 1.01999 | 1.01399 | 1.03499 | ||
| 37 | 2025.01.15 16:00 | t/p | 10 | 0.10 | 1.03499 | 1.01399 | 1.03499 | 148.05 | 1466.88 |
| 38 | 2025.02.03 08:00 | buy | 11 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.03 08:00 | modify | 11 | 0.10 | 1.02278 | 1.01678 | 1.03778 | ||
| 40 | 2025.02.04 16:00 | t/p | 11 | 0.10 | 1.03778 | 1.01678 | 1.03778 | 149.02 | 1615.90 |
| 41 | 2025.02.10 04:00 | buy | 12 | 0.10 | 1.03144 | 0.00000 | 0.00000 | ||
| 42 | 2025.02.10 04:00 | modify | 12 | 0.10 | 1.03144 | 1.02544 | 1.04644 | ||
| 43 | 2025.02.13 08:00 | buy | 13 | 0.10 | 1.04286 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.13 08:00 | modify | 13 | 0.10 | 1.04286 | 1.03669 | 1.04644 | ||
| 45 | 2025.02.13 08:00 | modify | 12 | 0.10 | 1.03144 | 1.03669 | 1.04644 | ||
| 46 | 2025.02.14 00:00 | t/p | 12 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 144.15 | 1760.05 |
| 47 | 2025.02.14 00:00 | t/p | 13 | 0.10 | 1.04644 | 1.03669 | 1.04644 | 34.82 | 1794.88 |
| 48 | 2025.02.14 04:00 | sell | 14 | 0.10 | 1.04587 | 0.00000 | 0.00000 | ||
| 49 | 2025.02.14 04:00 | modify | 14 | 0.10 | 1.04587 | 1.05187 | 1.03087 | ||
| 50 | 2025.02.24 04:00 | s/l | 14 | 0.10 | 1.05187 | 1.05187 | 1.03087 | -56.48 | 1738.40 |
| 51 | 2025.03.05 04:00 | sell | 15 | 0.10 | 1.06181 | 0.00000 | 0.00000 | ||
| 52 | 2025.03.05 04:00 | modify | 15 | 0.10 | 1.06181 | 1.06781 | 1.04681 | ||
| 53 | 2025.03.05 08:00 | s/l | 15 | 0.10 | 1.06781 | 1.06781 | 1.04681 | -60.00 | 1678.40 |
| 54 | 2025.03.06 04:00 | sell | 16 | 0.10 | 1.07894 | 0.00000 | 0.00000 | ||
| 55 | 2025.03.06 04:00 | modify | 16 | 0.10 | 1.07894 | 1.08494 | 1.06394 | ||
| 56 | 2025.03.06 16:00 | s/l | 16 | 0.10 | 1.08494 | 1.08494 | 1.06394 | -60.00 | 1618.40 |
| 57 | 2025.04.21 12:00 | sell | 17 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 58 | 2025.04.21 12:00 | modify | 17 | 0.10 | 1.15427 | 1.16027 | 1.13927 | ||
| 59 | 2025.04.22 16:00 | sell | 18 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 60 | 2025.04.22 16:00 | modify | 18 | 0.10 | 1.14652 | 1.15127 | 1.13927 | ||
| 61 | 2025.04.22 16:00 | modify | 17 | 0.10 | 1.15427 | 1.15127 | 1.13927 | ||
| 62 | 2025.04.23 00:00 | t/p | 17 | 0.10 | 1.13927 | 1.15127 | 1.13927 | 150.88 | 1769.28 |
| 63 | 2025.04.23 00:00 | t/p | 18 | 0.10 | 1.13927 | 1.15127 | 1.13927 | 72.94 | 1842.22 |