Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 7214 | Ticks modelled | 13428 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 710.40 | Gross profit | 1005.97 | Gross loss | -295.57 |
| Profit factor | 3.40 | Expected payoff | 19.73 | ||
| Absolute drawdown | 1.48 | Maximal drawdown | 228.67 (12.40%) | Relative drawdown | 12.40% (228.67) |
| Total trades | 36 | Short positions (won %) | 34 (61.76%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 23 (63.89%) | Loss trades (% of total) | 13 (36.11%) | ||
| Largest | profit trade | 79.19 | loss trade | -83.19 | |
| Average | profit trade | 43.74 | loss trade | -22.74 | |
| Maximum | consecutive wins (profit in money) | 7 (349.89) | consecutive losses (loss in money) | 3 (-115.01) | |
| Maximal | consecutive profit (count of wins) | 349.89 (7) | consecutive loss (count of losses) | -115.01 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.11 04:00 | sell | 1 | 0.10 | 1.63221 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.11 04:00 | modify | 1 | 0.10 | 1.63221 | 1.64521 | 1.62021 | ||
| 3 | 2024.06.12 13:00 | t/p | 1 | 0.10 | 1.62021 | 1.64521 | 1.62021 | 77.18 | 1077.18 |
| 4 | 2024.07.31 04:00 | sell | 2 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 5 | 2024.07.31 04:00 | modify | 2 | 0.10 | 1.66530 | 1.67830 | 1.65330 | ||
| 6 | 2024.07.31 19:00 | t/p | 2 | 0.10 | 1.65330 | 1.67830 | 1.65330 | 76.98 | 1154.16 |
| 7 | 2024.08.07 05:00 | buy | 3 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 8 | 2024.08.07 05:00 | modify | 3 | 0.10 | 1.66441 | 1.65141 | 1.67641 | ||
| 9 | 2024.08.07 23:00 | t/p | 3 | 0.10 | 1.67641 | 1.65141 | 1.67641 | 76.89 | 1231.05 |
| 10 | 2024.08.22 04:00 | sell | 4 | 0.10 | 1.65525 | 0.00000 | 0.00000 | ||
| 11 | 2024.08.22 04:00 | modify | 4 | 0.10 | 1.65525 | 1.66825 | 1.64325 | ||
| 12 | 2024.08.26 10:00 | sell | 5 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 13 | 2024.08.26 10:00 | modify | 5 | 0.10 | 1.64961 | 1.65345 | 1.64325 | ||
| 14 | 2024.08.26 10:00 | sell | 6 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 15 | 2024.08.26 10:00 | modify | 6 | 0.10 | 1.64961 | 1.65225 | 1.64325 | ||
| 16 | 2024.08.26 10:00 | modify | 4 | 0.10 | 1.65525 | 1.65225 | 1.64325 | ||
| 17 | 2024.08.26 11:00 | modify | 5 | 0.10 | 1.64961 | 1.65225 | 1.64325 | ||
| 18 | 2024.08.27 12:00 | sell | 7 | 0.10 | 1.64547 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.27 12:00 | modify | 7 | 0.10 | 1.64547 | 1.64865 | 1.64325 | ||
| 20 | 2024.08.27 12:00 | modify | 6 | 0.10 | 1.64961 | 1.64865 | 1.64325 | ||
| 21 | 2024.08.27 12:00 | modify | 5 | 0.10 | 1.64961 | 1.64865 | 1.64325 | ||
| 22 | 2024.08.27 12:00 | modify | 4 | 0.10 | 1.65525 | 1.64865 | 1.64325 | ||
| 23 | 2024.08.27 14:00 | s/l | 4 | 0.10 | 1.64865 | 1.64865 | 1.64325 | 42.94 | 1273.99 |
| 24 | 2024.08.27 14:00 | s/l | 5 | 0.10 | 1.64865 | 1.64865 | 1.64325 | 6.36 | 1280.35 |
| 25 | 2024.08.27 14:00 | s/l | 6 | 0.10 | 1.64865 | 1.64865 | 1.64325 | 6.36 | 1286.71 |
| 26 | 2024.08.27 14:00 | s/l | 7 | 0.10 | 1.64865 | 1.64865 | 1.64325 | -20.40 | 1266.31 |
| 27 | 2024.09.20 02:00 | sell | 8 | 0.10 | 1.63956 | 0.00000 | 0.00000 | ||
| 28 | 2024.09.20 02:00 | modify | 8 | 0.10 | 1.63956 | 1.65256 | 1.62756 | ||
| 29 | 2024.09.23 12:00 | t/p | 8 | 0.10 | 1.62756 | 1.65256 | 1.62756 | 77.18 | 1343.49 |
| 30 | 2024.09.25 04:00 | sell | 9 | 0.10 | 1.62519 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.25 04:00 | modify | 9 | 0.10 | 1.62519 | 1.63819 | 1.61319 | ||
| 32 | 2024.09.26 11:00 | sell | 10 | 0.10 | 1.61963 | 0.00000 | 0.00000 | ||
| 33 | 2024.09.26 11:00 | modify | 10 | 0.10 | 1.61963 | 1.62339 | 1.61319 | ||
| 34 | 2024.09.26 11:00 | sell | 11 | 0.10 | 1.61963 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.26 11:00 | modify | 11 | 0.10 | 1.61963 | 1.62219 | 1.61319 | ||
| 36 | 2024.09.26 11:00 | modify | 9 | 0.10 | 1.62519 | 1.62219 | 1.61319 | ||
| 37 | 2024.09.26 12:00 | modify | 10 | 0.10 | 1.61963 | 1.62219 | 1.61319 | ||
| 38 | 2024.09.26 13:00 | s/l | 9 | 0.10 | 1.62219 | 1.62219 | 1.61319 | 19.85 | 1363.35 |
| 39 | 2024.09.26 13:00 | s/l | 10 | 0.10 | 1.62219 | 1.62219 | 1.61319 | -16.42 | 1346.93 |
| 40 | 2024.09.26 13:00 | s/l | 11 | 0.10 | 1.62219 | 1.62219 | 1.61319 | -16.42 | 1330.51 |
| 41 | 2024.10.16 01:00 | sell | 12 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 42 | 2024.10.16 01:00 | modify | 12 | 0.10 | 1.62949 | 1.64249 | 1.61749 | ||
| 43 | 2024.10.17 14:00 | t/p | 12 | 0.10 | 1.61749 | 1.64249 | 1.61749 | 77.58 | 1408.09 |
| 44 | 2024.10.30 05:00 | sell | 13 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 45 | 2024.10.30 05:00 | modify | 13 | 0.10 | 1.65309 | 1.66609 | 1.64109 | ||
| 46 | 2024.11.05 07:00 | sell | 14 | 0.10 | 1.64765 | 0.00000 | 0.00000 | ||
| 47 | 2024.11.05 07:00 | modify | 14 | 0.10 | 1.64765 | 1.65129 | 1.64109 | ||
| 48 | 2024.11.05 07:00 | sell | 15 | 0.10 | 1.64765 | 0.00000 | 0.00000 | ||
| 49 | 2024.11.05 07:00 | modify | 15 | 0.10 | 1.64765 | 1.65009 | 1.64109 | ||
| 50 | 2024.11.05 07:00 | modify | 13 | 0.10 | 1.65309 | 1.65009 | 1.64109 | ||
| 51 | 2024.11.05 08:00 | modify | 14 | 0.10 | 1.64765 | 1.65009 | 1.64109 | ||
| 52 | 2024.11.05 15:00 | sell | 16 | 0.10 | 1.64344 | 0.00000 | 0.00000 | ||
| 53 | 2024.11.05 15:00 | modify | 16 | 0.10 | 1.64344 | 1.64649 | 1.64109 | ||
| 54 | 2024.11.05 15:00 | modify | 15 | 0.10 | 1.64765 | 1.64649 | 1.64109 | ||
| 55 | 2024.11.05 15:00 | modify | 14 | 0.10 | 1.64765 | 1.64649 | 1.64109 | ||
| 56 | 2024.11.05 15:00 | modify | 13 | 0.10 | 1.65309 | 1.64649 | 1.64109 | ||
| 57 | 2024.11.05 17:00 | s/l | 13 | 0.10 | 1.64649 | 1.64649 | 1.64109 | 43.54 | 1451.63 |
| 58 | 2024.11.05 17:00 | s/l | 14 | 0.10 | 1.64649 | 1.64649 | 1.64109 | 7.45 | 1459.08 |
| 59 | 2024.11.05 17:00 | s/l | 15 | 0.10 | 1.64649 | 1.64649 | 1.64109 | 7.45 | 1466.53 |
| 60 | 2024.11.05 17:00 | s/l | 16 | 0.10 | 1.64649 | 1.64649 | 1.64109 | -19.56 | 1446.97 |
| 61 | 2024.11.12 04:00 | sell | 17 | 0.10 | 1.62357 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.12 04:00 | modify | 17 | 0.10 | 1.62357 | 1.63657 | 1.61157 | ||
| 63 | 2024.11.21 12:00 | sell | 18 | 0.10 | 1.61383 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.21 12:00 | modify | 18 | 0.10 | 1.61383 | 1.61697 | 1.61157 | ||
| 65 | 2024.11.21 12:00 | modify | 17 | 0.10 | 1.62357 | 1.61697 | 1.61157 | ||
| 66 | 2024.11.21 17:00 | t/p | 17 | 0.10 | 1.61157 | 1.61697 | 1.61157 | 79.19 | 1526.16 |
| 67 | 2024.11.21 17:00 | t/p | 18 | 0.10 | 1.61157 | 1.61697 | 1.61157 | 14.50 | 1540.66 |
| 68 | 2024.12.11 01:00 | sell | 19 | 0.10 | 1.65165 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.11 01:00 | modify | 19 | 0.10 | 1.65165 | 1.66465 | 1.63965 | ||
| 70 | 2024.12.11 22:00 | sell | 20 | 0.10 | 1.64604 | 0.00000 | 0.00000 | ||
| 71 | 2024.12.11 22:00 | modify | 20 | 0.10 | 1.64604 | 1.64985 | 1.63965 | ||
| 72 | 2024.12.11 22:00 | sell | 21 | 0.10 | 1.64604 | 0.00000 | 0.00000 | ||
| 73 | 2024.12.11 22:00 | modify | 21 | 0.10 | 1.64604 | 1.64865 | 1.63965 | ||
| 74 | 2024.12.11 22:00 | modify | 19 | 0.10 | 1.65165 | 1.64865 | 1.63965 | ||
| 75 | 2024.12.11 23:00 | modify | 20 | 0.10 | 1.64604 | 1.64865 | 1.63965 | ||
| 76 | 2024.12.12 01:00 | t/p | 19 | 0.10 | 1.63965 | 1.64865 | 1.63965 | 77.57 | 1618.23 |
| 77 | 2024.12.12 01:00 | t/p | 20 | 0.10 | 1.63965 | 1.64865 | 1.63965 | 41.59 | 1659.82 |
| 78 | 2024.12.12 01:00 | t/p | 21 | 0.10 | 1.63965 | 1.64865 | 1.63965 | 41.59 | 1701.41 |
| 79 | 2024.12.12 03:00 | buy | 22 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.12 03:00 | modify | 22 | 0.10 | 1.63979 | 1.62679 | 1.65179 | ||
| 81 | 2024.12.13 17:00 | t/p | 22 | 0.10 | 1.65179 | 1.62679 | 1.65179 | 75.99 | 1777.40 |
| 82 | 2024.12.19 01:00 | sell | 23 | 0.10 | 1.66764 | 0.00000 | 0.00000 | ||
| 83 | 2024.12.19 01:00 | modify | 23 | 0.10 | 1.66764 | 1.68064 | 1.65564 | ||
| 84 | 2024.12.20 07:00 | sell | 24 | 0.10 | 1.66195 | 0.00000 | 0.00000 | ||
| 85 | 2024.12.20 07:00 | modify | 24 | 0.10 | 1.66195 | 1.66584 | 1.65564 | ||
| 86 | 2024.12.20 07:00 | sell | 25 | 0.10 | 1.66195 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.20 07:00 | modify | 25 | 0.10 | 1.66195 | 1.66464 | 1.65564 | ||
| 88 | 2024.12.20 07:00 | modify | 23 | 0.10 | 1.66764 | 1.66464 | 1.65564 | ||
| 89 | 2024.12.20 08:00 | s/l | 23 | 0.10 | 1.66464 | 1.66464 | 1.65564 | 19.45 | 1796.86 |
| 90 | 2024.12.20 08:00 | s/l | 24 | 0.10 | 1.66584 | 1.66584 | 1.65564 | -24.95 | 1771.91 |
| 91 | 2024.12.20 08:00 | s/l | 25 | 0.10 | 1.66464 | 1.66464 | 1.65564 | -17.25 | 1754.66 |
| 92 | 2025.01.09 04:00 | sell | 26 | 0.10 | 1.66318 | 0.00000 | 0.00000 | ||
| 93 | 2025.01.09 04:00 | modify | 26 | 0.10 | 1.66318 | 1.67618 | 1.65118 | ||
| 94 | 2025.01.14 00:00 | sell | 27 | 0.10 | 1.65767 | 0.00000 | 0.00000 | ||
| 95 | 2025.01.14 00:00 | modify | 27 | 0.10 | 1.65767 | 1.66138 | 1.65118 | ||
| 96 | 2025.01.14 00:00 | sell | 28 | 0.10 | 1.65767 | 0.00000 | 0.00000 | ||
| 97 | 2025.01.14 00:00 | modify | 28 | 0.10 | 1.65767 | 1.66018 | 1.65118 | ||
| 98 | 2025.01.14 00:00 | modify | 26 | 0.10 | 1.66318 | 1.66018 | 1.65118 | ||
| 99 | 2025.01.14 01:00 | modify | 27 | 0.10 | 1.65767 | 1.66018 | 1.65118 | ||
| 100 | 2025.01.14 13:00 | s/l | 26 | 0.10 | 1.66018 | 1.66018 | 1.65118 | 19.85 | 1774.51 |
| 101 | 2025.01.14 13:00 | s/l | 27 | 0.10 | 1.66018 | 1.66018 | 1.65118 | -16.10 | 1758.41 |
| 102 | 2025.01.14 13:00 | s/l | 28 | 0.10 | 1.66018 | 1.66018 | 1.65118 | -16.10 | 1742.31 |
| 103 | 2025.01.29 02:00 | sell | 29 | 0.10 | 1.67306 | 0.00000 | 0.00000 | ||
| 104 | 2025.01.29 02:00 | modify | 29 | 0.10 | 1.67306 | 1.68606 | 1.66106 | ||
| 105 | 2025.01.31 15:00 | sell | 30 | 0.10 | 1.66758 | 0.00000 | 0.00000 | ||
| 106 | 2025.01.31 15:00 | modify | 30 | 0.10 | 1.66758 | 1.67126 | 1.66106 | ||
| 107 | 2025.01.31 15:00 | sell | 31 | 0.10 | 1.66758 | 0.00000 | 0.00000 | ||
| 108 | 2025.01.31 15:00 | modify | 31 | 0.10 | 1.66758 | 1.67006 | 1.66106 | ||
| 109 | 2025.01.31 15:00 | modify | 29 | 0.10 | 1.67306 | 1.67006 | 1.66106 | ||
| 110 | 2025.01.31 16:00 | modify | 30 | 0.10 | 1.66758 | 1.67006 | 1.66106 | ||
| 111 | 2025.01.31 20:00 | s/l | 29 | 0.10 | 1.67006 | 1.67006 | 1.66106 | 20.05 | 1762.36 |
| 112 | 2025.01.31 20:00 | s/l | 30 | 0.10 | 1.67006 | 1.67006 | 1.66106 | -15.91 | 1746.45 |
| 113 | 2025.01.31 20:00 | s/l | 31 | 0.10 | 1.67006 | 1.67006 | 1.66106 | -15.91 | 1730.54 |
| 114 | 2025.03.04 04:00 | sell | 32 | 0.10 | 1.68977 | 0.00000 | 0.00000 | ||
| 115 | 2025.03.04 04:00 | modify | 32 | 0.10 | 1.68977 | 1.70277 | 1.67777 | ||
| 116 | 2025.03.05 09:00 | s/l | 32 | 0.10 | 1.70277 | 1.70277 | 1.67777 | -83.19 | 1647.35 |
| 117 | 2025.03.28 05:00 | sell | 33 | 0.10 | 1.71707 | 0.00000 | 0.00000 | ||
| 118 | 2025.03.28 05:00 | modify | 33 | 0.10 | 1.71707 | 1.73007 | 1.70507 | ||
| 119 | 2025.03.28 09:00 | sell | 34 | 0.10 | 1.71147 | 0.00000 | 0.00000 | ||
| 120 | 2025.03.28 09:00 | modify | 34 | 0.10 | 1.71147 | 1.71527 | 1.70507 | ||
| 121 | 2025.03.28 09:00 | sell | 35 | 0.10 | 1.71147 | 0.00000 | 0.00000 | ||
| 122 | 2025.03.28 09:00 | modify | 35 | 0.10 | 1.71147 | 1.71407 | 1.70507 | ||
| 123 | 2025.03.28 09:00 | modify | 33 | 0.10 | 1.71707 | 1.71407 | 1.70507 | ||
| 124 | 2025.03.28 10:00 | modify | 34 | 0.10 | 1.71147 | 1.71407 | 1.70507 | ||
| 125 | 2025.03.28 14:00 | s/l | 33 | 0.10 | 1.71407 | 1.71407 | 1.70507 | 19.24 | 1666.59 |
| 126 | 2025.03.28 14:00 | s/l | 34 | 0.10 | 1.71407 | 1.71407 | 1.70507 | -16.68 | 1649.91 |
| 127 | 2025.03.28 14:00 | s/l | 35 | 0.10 | 1.71407 | 1.71407 | 1.70507 | -16.68 | 1633.23 |
| 128 | 2025.04.21 02:00 | sell | 36 | 0.10 | 1.79519 | 0.00000 | 0.00000 | ||
| 129 | 2025.04.21 02:00 | modify | 36 | 0.10 | 1.79519 | 1.80819 | 1.78319 | ||
| 130 | 2025.04.22 22:00 | t/p | 36 | 0.10 | 1.78319 | 1.80819 | 1.78319 | 77.17 | 1710.40 |