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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 | 40 | ||
| Total net profit | 291.33 | Gross profit | 706.70 | Gross loss | -415.37 |
| Profit factor | 1.70 | Expected payoff | 15.33 | ||
| Absolute drawdown | 216.34 | Maximal drawdown | 268.32 (25.51%) | Relative drawdown | 25.51% (268.32) |
| Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 96.62 | loss trade | -75.85 | |
| Average | profit trade | 64.25 | loss trade | -51.92 | |
| Maximum | consecutive wins (profit in money) | 5 (274.35) | consecutive losses (loss in money) | 3 (-160.71) | |
| Maximal | consecutive profit (count of wins) | 274.35 (5) | consecutive loss (count of losses) | -160.71 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 16:00 | buy | 1 | 0.10 | 1.62851 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.03 16:00 | modify | 1 | 0.10 | 1.62851 | 1.61751 | 1.64351 | ||
| 3 | 2024.05.14 16:00 | buy | 2 | 0.10 | 1.63396 | 0.00000 | 0.00000 | ||
| 4 | 2024.05.14 16:00 | modify | 2 | 0.10 | 1.63396 | 1.63076 | 1.64351 | ||
| 5 | 2024.05.14 16:00 | modify | 1 | 0.10 | 1.62851 | 1.63076 | 1.64351 | ||
| 6 | 2024.05.15 04:00 | s/l | 1 | 0.10 | 1.63076 | 1.63076 | 1.64351 | 5.47 | 1005.47 |
| 7 | 2024.05.15 04:00 | s/l | 2 | 0.10 | 1.63076 | 1.63076 | 1.64351 | -21.40 | 984.07 |
| 8 | 2024.07.22 16:00 | sell | 3 | 0.10 | 1.63901 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.22 16:00 | modify | 3 | 0.10 | 1.63901 | 1.65001 | 1.62401 | ||
| 10 | 2024.07.25 04:00 | s/l | 3 | 0.10 | 1.65001 | 1.65001 | 1.62401 | -69.56 | 914.52 |
| 11 | 2024.07.25 04:00 | sell | 4 | 0.10 | 1.65472 | 0.00000 | 0.00000 | ||
| 12 | 2024.07.25 04:00 | modify | 4 | 0.10 | 1.65472 | 1.66572 | 1.63972 | ||
| 13 | 2024.07.31 04:00 | s/l | 4 | 0.10 | 1.66572 | 1.66572 | 1.63972 | -69.76 | 844.76 |
| 14 | 2024.08.29 12:00 | buy | 5 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 15 | 2024.08.29 12:00 | modify | 5 | 0.10 | 1.62777 | 1.61677 | 1.64277 | ||
| 16 | 2024.09.03 16:00 | t/p | 5 | 0.10 | 1.64277 | 1.61677 | 1.64277 | 93.42 | 938.18 |
| 17 | 2024.09.04 04:00 | sell | 6 | 0.10 | 1.64980 | 0.00000 | 0.00000 | ||
| 18 | 2024.09.04 04:00 | modify | 6 | 0.10 | 1.64980 | 1.66080 | 1.63480 | ||
| 19 | 2024.09.06 16:00 | s/l | 6 | 0.10 | 1.66080 | 1.66080 | 1.63480 | -69.76 | 868.43 |
| 20 | 2024.09.23 16:00 | buy | 7 | 0.10 | 1.62580 | 0.00000 | 0.00000 | ||
| 21 | 2024.09.23 16:00 | modify | 7 | 0.10 | 1.62580 | 1.61480 | 1.64080 | ||
| 22 | 2024.09.27 16:00 | s/l | 7 | 0.10 | 1.61480 | 1.61480 | 1.64080 | -75.85 | 792.58 |
| 23 | 2024.10.08 04:00 | sell | 8 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.08 04:00 | modify | 8 | 0.10 | 1.63118 | 1.64218 | 1.61618 | ||
| 25 | 2024.10.10 16:00 | sell | 9 | 0.10 | 1.62267 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.10 16:00 | modify | 9 | 0.10 | 1.62267 | 1.62443 | 1.61618 | ||
| 27 | 2024.10.10 16:00 | modify | 8 | 0.10 | 1.63118 | 1.62443 | 1.61618 | ||
| 28 | 2024.10.10 20:00 | s/l | 8 | 0.10 | 1.62443 | 1.62443 | 1.61618 | 44.10 | 836.68 |
| 29 | 2024.10.10 20:00 | s/l | 9 | 0.10 | 1.62443 | 1.62443 | 1.61618 | -11.29 | 825.39 |
| 30 | 2024.11.22 12:00 | buy | 10 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 31 | 2024.11.22 12:00 | modify | 10 | 0.10 | 1.60215 | 1.59115 | 1.61715 | ||
| 32 | 2024.11.25 12:00 | buy | 11 | 0.10 | 1.61128 | 0.00000 | 0.00000 | ||
| 33 | 2024.11.25 12:00 | modify | 11 | 0.10 | 1.61128 | 1.60890 | 1.61715 | ||
| 34 | 2024.11.25 12:00 | modify | 10 | 0.10 | 1.60215 | 1.60890 | 1.61715 | ||
| 35 | 2024.11.26 00:00 | t/p | 10 | 0.10 | 1.61715 | 1.60890 | 1.61715 | 94.31 | 919.70 |
| 36 | 2024.11.26 00:00 | t/p | 11 | 0.10 | 1.61715 | 1.60890 | 1.61715 | 36.71 | 956.41 |
| 37 | 2024.12.06 16:00 | sell | 12 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.06 16:00 | modify | 12 | 0.10 | 1.65309 | 1.66409 | 1.63809 | ||
| 39 | 2024.12.09 08:00 | sell | 13 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.09 08:00 | modify | 13 | 0.10 | 1.64455 | 1.64634 | 1.63809 | ||
| 41 | 2024.12.09 08:00 | modify | 12 | 0.10 | 1.65309 | 1.64634 | 1.63809 | ||
| 42 | 2024.12.09 16:00 | t/p | 12 | 0.10 | 1.63809 | 1.64634 | 1.63809 | 96.42 | 1052.83 |
| 43 | 2024.12.09 16:00 | t/p | 13 | 0.10 | 1.63809 | 1.64634 | 1.63809 | 41.44 | 1094.27 |
| 44 | 2025.01.02 16:00 | buy | 14 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.02 16:00 | modify | 14 | 0.10 | 1.65492 | 1.64392 | 1.66992 | ||
| 46 | 2025.01.07 16:00 | buy | 15 | 0.10 | 1.66047 | 0.00000 | 0.00000 | ||
| 47 | 2025.01.07 16:00 | modify | 15 | 0.10 | 1.66047 | 1.65717 | 1.66992 | ||
| 48 | 2025.01.07 16:00 | modify | 14 | 0.10 | 1.65492 | 1.65717 | 1.66992 | ||
| 49 | 2025.01.14 00:00 | s/l | 14 | 0.10 | 1.65717 | 1.65717 | 1.66992 | 5.47 | 1099.74 |
| 50 | 2025.01.14 00:00 | s/l | 15 | 0.10 | 1.65717 | 1.65717 | 1.66992 | -27.41 | 1072.34 |
| 51 | 2025.02.13 12:00 | sell | 16 | 0.10 | 1.66081 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.13 12:00 | modify | 16 | 0.10 | 1.66081 | 1.67181 | 1.64581 | ||
| 53 | 2025.02.17 12:00 | t/p | 16 | 0.10 | 1.64581 | 1.67181 | 1.64581 | 96.62 | 1168.96 |
| 54 | 2025.03.07 08:00 | sell | 17 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 55 | 2025.03.07 08:00 | modify | 17 | 0.10 | 1.71637 | 1.72737 | 1.70137 | ||
| 56 | 2025.03.10 20:00 | s/l | 17 | 0.10 | 1.72737 | 1.72737 | 1.70137 | -70.36 | 1098.60 |
| 57 | 2025.03.31 12:00 | sell | 18 | 0.10 | 1.73084 | 0.00000 | 0.00000 | ||
| 58 | 2025.03.31 12:00 | modify | 18 | 0.10 | 1.73084 | 1.74184 | 1.71584 | ||
| 59 | 2025.04.02 04:00 | t/p | 18 | 0.10 | 1.71584 | 1.74184 | 1.71584 | 96.62 | 1195.22 |
| 60 | 2025.04.25 04:00 | buy | 19 | 0.10 | 1.76598 | 0.00000 | 0.00000 | ||
| 61 | 2025.04.25 04:00 | modify | 19 | 0.10 | 1.76598 | 1.75498 | 1.78098 | ||
| 62 | 2025.04.25 12:00 | t/p | 19 | 0.10 | 1.78098 | 1.75498 | 1.78098 | 96.11 | 1291.33 |