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=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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 318.73 | Gross profit | 513.54 | Gross loss | -194.81 |
| Profit factor | 2.64 | Expected payoff | 21.25 | ||
| Absolute drawdown | 64.41 | Maximal drawdown | 140.25 (10.89%) | Relative drawdown | 12.74% (136.62) |
| Total trades | 15 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
| Largest | profit trade | 96.62 | loss trade | -57.53 | |
| Average | profit trade | 64.19 | loss trade | -27.83 | |
| Maximum | consecutive wins (profit in money) | 4 (267.63) | consecutive losses (loss in money) | 3 (-47.85) | |
| Maximal | consecutive profit (count of wins) | 267.63 (4) | consecutive loss (count of losses) | -73.78 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.05 20:00 | buy | 1 | 0.10 | 1.62535 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.05 20:00 | modify | 1 | 0.10 | 1.62535 | 1.61635 | 1.64035 | ||
| 3 | 2024.05.14 12:00 | buy | 2 | 0.10 | 1.63309 | 0.00000 | 0.00000 | ||
| 4 | 2024.05.14 12:00 | modify | 2 | 0.10 | 1.63309 | 1.63060 | 1.64035 | ||
| 5 | 2024.05.14 12:00 | modify | 1 | 0.10 | 1.62535 | 1.63060 | 1.64035 | ||
| 6 | 2024.05.15 04:00 | s/l | 1 | 0.10 | 1.63060 | 1.63060 | 1.64035 | 24.68 | 1024.68 |
| 7 | 2024.05.15 04:00 | s/l | 2 | 0.10 | 1.63060 | 1.63060 | 1.64035 | -16.86 | 1007.82 |
| 8 | 2024.07.16 20:00 | sell | 3 | 0.10 | 1.61851 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.16 20:00 | modify | 3 | 0.10 | 1.61851 | 1.62751 | 1.60351 | ||
| 10 | 2024.07.18 04:00 | s/l | 3 | 0.10 | 1.62751 | 1.62751 | 1.60351 | -56.93 | 950.90 |
| 11 | 2024.08.29 16:00 | buy | 4 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
| 12 | 2024.08.29 16:00 | modify | 4 | 0.10 | 1.62925 | 1.62025 | 1.64425 | ||
| 13 | 2024.09.03 16:00 | t/p | 4 | 0.10 | 1.64425 | 1.62025 | 1.64425 | 93.42 | 1044.32 |
| 14 | 2024.12.06 20:00 | sell | 5 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 15 | 2024.12.06 20:00 | modify | 5 | 0.10 | 1.65291 | 1.66191 | 1.63791 | ||
| 16 | 2024.12.09 08:00 | sell | 6 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.09 08:00 | modify | 6 | 0.10 | 1.64455 | 1.64916 | 1.63791 | ||
| 18 | 2024.12.09 08:00 | modify | 5 | 0.10 | 1.65291 | 1.64916 | 1.63791 | ||
| 19 | 2024.12.09 16:00 | t/p | 5 | 0.10 | 1.63791 | 1.64916 | 1.63791 | 96.42 | 1140.74 |
| 20 | 2024.12.09 16:00 | t/p | 6 | 0.10 | 1.63791 | 1.64916 | 1.63791 | 42.59 | 1183.33 |
| 21 | 2025.01.02 20:00 | buy | 7 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.02 20:00 | modify | 7 | 0.10 | 1.65543 | 1.64643 | 1.67043 | ||
| 23 | 2025.01.10 00:00 | buy | 8 | 0.10 | 1.66374 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.10 00:00 | modify | 8 | 0.10 | 1.66374 | 1.65918 | 1.67043 | ||
| 25 | 2025.01.10 00:00 | modify | 7 | 0.10 | 1.65543 | 1.65918 | 1.67043 | ||
| 26 | 2025.01.10 08:00 | buy | 9 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.10 08:00 | modify | 9 | 0.10 | 1.66294 | 1.66068 | 1.67043 | ||
| 28 | 2025.01.10 12:00 | modify | 9 | 0.10 | 1.66294 | 1.65918 | 1.67043 | ||
| 29 | 2025.01.10 20:00 | buy | 10 | 0.10 | 1.66691 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.10 20:00 | modify | 10 | 0.10 | 1.66691 | 1.66218 | 1.67043 | ||
| 31 | 2025.01.10 20:00 | modify | 8 | 0.10 | 1.66374 | 1.66218 | 1.67043 | ||
| 32 | 2025.01.10 20:00 | modify | 9 | 0.10 | 1.66294 | 1.66218 | 1.67043 | ||
| 33 | 2025.01.10 20:00 | modify | 7 | 0.10 | 1.65543 | 1.66218 | 1.67043 | ||
| 34 | 2025.01.13 04:00 | s/l | 7 | 0.10 | 1.66218 | 1.66218 | 1.67043 | 35.19 | 1218.53 |
| 35 | 2025.01.13 04:00 | s/l | 8 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -10.89 | 1207.64 |
| 36 | 2025.01.13 04:00 | s/l | 9 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -5.77 | 1201.88 |
| 37 | 2025.01.13 04:00 | s/l | 10 | 0.10 | 1.66218 | 1.66218 | 1.67043 | -31.20 | 1170.68 |
| 38 | 2025.03.07 16:00 | sell | 11 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 39 | 2025.03.07 16:00 | modify | 11 | 0.10 | 1.72171 | 1.73071 | 1.70671 | ||
| 40 | 2025.03.09 20:00 | sell | 12 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 41 | 2025.03.09 20:00 | modify | 12 | 0.10 | 1.71399 | 1.71646 | 1.70671 | ||
| 42 | 2025.03.09 20:00 | modify | 11 | 0.10 | 1.72171 | 1.71646 | 1.70671 | ||
| 43 | 2025.03.10 00:00 | s/l | 11 | 0.10 | 1.71646 | 1.71646 | 1.70671 | 33.88 | 1204.56 |
| 44 | 2025.03.10 00:00 | s/l | 12 | 0.10 | 1.71646 | 1.71646 | 1.70671 | -15.65 | 1188.91 |
| 45 | 2025.03.25 16:00 | buy | 13 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 46 | 2025.03.25 16:00 | modify | 13 | 0.10 | 1.71309 | 1.70409 | 1.72809 | ||
| 47 | 2025.03.31 12:00 | t/p | 13 | 0.10 | 1.72809 | 1.70409 | 1.72809 | 90.73 | 1279.64 |
| 48 | 2025.03.31 20:00 | sell | 14 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 49 | 2025.03.31 20:00 | modify | 14 | 0.10 | 1.73033 | 1.73933 | 1.71533 | ||
| 50 | 2025.04.02 04:00 | t/p | 14 | 0.10 | 1.71533 | 1.73933 | 1.71533 | 96.62 | 1376.26 |
| 51 | 2025.04.04 20:00 | sell | 15 | 0.10 | 1.81227 | 0.00000 | 0.00000 | ||
| 52 | 2025.04.04 20:00 | modify | 15 | 0.10 | 1.81227 | 1.82127 | 1.79727 | ||
| 53 | 2025.04.07 00:00 | s/l | 15 | 0.10 | 1.82127 | 1.82127 | 1.79727 | -57.53 | 1318.73 |