Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 448.00 | Gross profit | 1708.11 | Gross loss | -1260.10 |
| Profit factor | 1.36 | Expected payoff | 11.49 | ||
| Absolute drawdown | 88.22 | Maximal drawdown | 322.64 (23.19%) | Relative drawdown | 23.19% (322.64) |
| Total trades | 39 | Short positions (won %) | 23 (34.78%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 18 (46.15%) | Loss trades (% of total) | 21 (53.85%) | ||
| Largest | profit trade | 143.39 | loss trade | -79.26 | |
| Average | profit trade | 94.89 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 3 (330.98) | consecutive losses (loss in money) | 3 (-185.78) | |
| Maximal | consecutive profit (count of wins) | 330.98 (3) | consecutive loss (count of losses) | -185.78 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.02 16:00 | sell | 1 | 0.10 | 1.09132 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.02 16:00 | modify | 1 | 0.10 | 1.09132 | 1.09832 | 1.07732 | ||
| 3 | 2024.08.05 16:00 | s/l | 1 | 0.10 | 1.09832 | 1.09832 | 1.07732 | -69.62 | 930.38 |
| 4 | 2024.08.23 16:00 | sell | 2 | 0.10 | 1.11753 | 0.00000 | 0.00000 | ||
| 5 | 2024.08.23 16:00 | modify | 2 | 0.10 | 1.11753 | 1.12453 | 1.10353 | ||
| 6 | 2024.09.03 20:00 | t/p | 2 | 0.10 | 1.10353 | 1.12453 | 1.10353 | 143.39 | 1073.76 |
| 7 | 2024.09.23 08:00 | buy | 3 | 0.10 | 1.11042 | 0.00000 | 0.00000 | ||
| 8 | 2024.09.23 08:00 | modify | 3 | 0.10 | 1.11042 | 1.10342 | 1.12442 | ||
| 9 | 2024.10.02 16:00 | s/l | 3 | 0.10 | 1.10342 | 1.10342 | 1.12442 | -79.26 | 994.50 |
| 10 | 2024.10.04 16:00 | buy | 4 | 0.10 | 1.09636 | 0.00000 | 0.00000 | ||
| 11 | 2024.10.04 16:00 | modify | 4 | 0.10 | 1.09636 | 1.08936 | 1.11036 | ||
| 12 | 2024.10.14 20:00 | s/l | 4 | 0.10 | 1.08936 | 1.08936 | 1.11036 | -78.23 | 916.27 |
| 13 | 2024.11.07 16:00 | sell | 5 | 0.10 | 1.08110 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.07 16:00 | modify | 5 | 0.10 | 1.08110 | 1.08810 | 1.06710 | ||
| 15 | 2024.11.11 12:00 | t/p | 5 | 0.10 | 1.06710 | 1.08810 | 1.06710 | 140.75 | 1057.03 |
| 16 | 2024.11.20 16:00 | buy | 6 | 0.10 | 1.05245 | 0.00000 | 0.00000 | ||
| 17 | 2024.11.20 16:00 | modify | 6 | 0.10 | 1.05245 | 1.04545 | 1.06645 | ||
| 18 | 2024.11.22 12:00 | s/l | 6 | 0.10 | 1.04545 | 1.04545 | 1.06645 | -74.12 | 982.91 |
| 19 | 2024.11.22 12:00 | buy | 7 | 0.10 | 1.04197 | 0.00000 | 0.00000 | ||
| 20 | 2024.11.22 12:00 | modify | 7 | 0.10 | 1.04197 | 1.03497 | 1.05597 | ||
| 21 | 2024.11.27 16:00 | t/p | 7 | 0.10 | 1.05597 | 1.03497 | 1.05597 | 136.91 | 1119.82 |
| 22 | 2024.11.27 16:00 | sell | 8 | 0.10 | 1.05706 | 0.00000 | 0.00000 | ||
| 23 | 2024.11.27 16:00 | modify | 8 | 0.10 | 1.05706 | 1.06406 | 1.04306 | ||
| 24 | 2024.12.04 20:00 | sell | 9 | 0.10 | 1.05138 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.04 20:00 | modify | 9 | 0.10 | 1.05138 | 1.05426 | 1.04306 | ||
| 26 | 2024.12.04 20:00 | modify | 8 | 0.10 | 1.05706 | 1.05426 | 1.04306 | ||
| 27 | 2024.12.05 12:00 | s/l | 8 | 0.10 | 1.05426 | 1.05426 | 1.04306 | 31.77 | 1151.59 |
| 28 | 2024.12.05 12:00 | s/l | 9 | 0.10 | 1.05426 | 1.05426 | 1.04306 | -27.67 | 1123.92 |
| 29 | 2024.12.30 16:00 | buy | 10 | 0.10 | 1.03833 | 0.00000 | 0.00000 | ||
| 30 | 2024.12.30 16:00 | modify | 10 | 0.10 | 1.03833 | 1.03133 | 1.05233 | ||
| 31 | 2025.01.02 16:00 | s/l | 10 | 0.10 | 1.03133 | 1.03133 | 1.05233 | -75.14 | 1048.77 |
| 32 | 2025.01.02 16:00 | buy | 11 | 0.10 | 1.02770 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.02 16:00 | modify | 11 | 0.10 | 1.02770 | 1.02070 | 1.04170 | ||
| 34 | 2025.01.06 12:00 | t/p | 11 | 0.10 | 1.04170 | 1.02070 | 1.04170 | 137.94 | 1186.72 |
| 35 | 2025.01.06 12:00 | sell | 12 | 0.10 | 1.04218 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.06 12:00 | modify | 12 | 0.10 | 1.04218 | 1.04918 | 1.02818 | ||
| 37 | 2025.01.08 12:00 | t/p | 12 | 0.10 | 1.02818 | 1.04918 | 1.02818 | 140.75 | 1327.47 |
| 38 | 2025.01.20 16:00 | sell | 13 | 0.10 | 1.04005 | 0.00000 | 0.00000 | ||
| 39 | 2025.01.20 16:00 | modify | 13 | 0.10 | 1.04005 | 1.04705 | 1.02605 | ||
| 40 | 2025.01.24 08:00 | s/l | 13 | 0.10 | 1.04705 | 1.04705 | 1.02605 | -67.74 | 1259.73 |
| 41 | 2025.01.24 16:00 | sell | 14 | 0.10 | 1.05162 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.24 16:00 | modify | 14 | 0.10 | 1.05162 | 1.05862 | 1.03762 | ||
| 43 | 2025.01.29 12:00 | sell | 15 | 0.10 | 1.04014 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.29 12:00 | modify | 15 | 0.10 | 1.04014 | 1.04532 | 1.03762 | ||
| 45 | 2025.01.29 12:00 | modify | 14 | 0.10 | 1.05162 | 1.04532 | 1.03762 | ||
| 46 | 2025.01.30 16:00 | s/l | 14 | 0.10 | 1.04532 | 1.04532 | 1.03762 | 65.26 | 1324.99 |
| 47 | 2025.01.30 16:00 | s/l | 15 | 0.10 | 1.04532 | 1.04532 | 1.03762 | -50.67 | 1274.32 |
| 48 | 2025.02.03 16:00 | sell | 16 | 0.10 | 1.03162 | 0.00000 | 0.00000 | ||
| 49 | 2025.02.03 16:00 | modify | 16 | 0.10 | 1.03162 | 1.03862 | 1.01762 | ||
| 50 | 2025.02.04 16:00 | s/l | 16 | 0.10 | 1.03862 | 1.03862 | 1.01762 | -69.62 | 1204.69 |
| 51 | 2025.02.04 16:00 | sell | 17 | 0.10 | 1.03800 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.04 16:00 | modify | 17 | 0.10 | 1.03800 | 1.04500 | 1.02400 | ||
| 53 | 2025.02.14 00:00 | s/l | 17 | 0.10 | 1.04500 | 1.04500 | 1.02400 | -65.48 | 1139.21 |
| 54 | 2025.02.27 16:00 | buy | 18 | 0.10 | 1.04179 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.27 16:00 | modify | 18 | 0.10 | 1.04179 | 1.03479 | 1.05579 | ||
| 56 | 2025.03.04 16:00 | t/p | 18 | 0.10 | 1.05579 | 1.03479 | 1.05579 | 136.91 | 1276.12 |
| 57 | 2025.03.05 08:00 | sell | 19 | 0.10 | 1.06743 | 0.00000 | 0.00000 | ||
| 58 | 2025.03.05 08:00 | modify | 19 | 0.10 | 1.06743 | 1.07443 | 1.05343 | ||
| 59 | 2025.03.05 16:00 | s/l | 19 | 0.10 | 1.07443 | 1.07443 | 1.05343 | -70.00 | 1206.12 |
| 60 | 2025.03.05 16:00 | sell | 20 | 0.10 | 1.07651 | 0.00000 | 0.00000 | ||
| 61 | 2025.03.05 16:00 | modify | 20 | 0.10 | 1.07651 | 1.08351 | 1.06251 | ||
| 62 | 2025.03.06 16:00 | s/l | 20 | 0.10 | 1.08351 | 1.08351 | 1.06251 | -68.87 | 1137.25 |
| 63 | 2025.03.11 08:00 | sell | 21 | 0.10 | 1.08906 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.11 08:00 | modify | 21 | 0.10 | 1.08906 | 1.09606 | 1.07506 | ||
| 65 | 2025.03.21 04:00 | sell | 22 | 0.10 | 1.08345 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.21 04:00 | modify | 22 | 0.10 | 1.08345 | 1.08626 | 1.07506 | ||
| 67 | 2025.03.21 04:00 | modify | 21 | 0.10 | 1.08906 | 1.08626 | 1.07506 | ||
| 68 | 2025.03.21 16:00 | s/l | 21 | 0.10 | 1.08626 | 1.08626 | 1.07506 | 32.52 | 1169.77 |
| 69 | 2025.03.21 16:00 | s/l | 22 | 0.10 | 1.08626 | 1.08626 | 1.07506 | -28.10 | 1141.67 |
| 70 | 2025.04.02 16:00 | sell | 23 | 0.10 | 1.08673 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.02 16:00 | modify | 23 | 0.10 | 1.08673 | 1.09373 | 1.07273 | ||
| 72 | 2025.04.03 08:00 | s/l | 23 | 0.10 | 1.09373 | 1.09373 | 1.07273 | -68.87 | 1072.80 |
| 73 | 2025.04.04 08:00 | buy | 24 | 0.10 | 1.10069 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.04 08:00 | modify | 24 | 0.10 | 1.10069 | 1.09369 | 1.11469 | ||
| 75 | 2025.04.04 12:00 | buy | 25 | 0.10 | 1.10633 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.04 12:00 | modify | 25 | 0.10 | 1.10633 | 1.10349 | 1.11469 | ||
| 77 | 2025.04.04 12:00 | modify | 24 | 0.10 | 1.10069 | 1.10349 | 1.11469 | ||
| 78 | 2025.04.04 16:00 | s/l | 24 | 0.10 | 1.10349 | 1.10349 | 1.11469 | 28.00 | 1100.80 |
| 79 | 2025.04.04 16:00 | s/l | 25 | 0.10 | 1.10349 | 1.10349 | 1.11469 | -28.40 | 1072.40 |
| 80 | 2025.04.07 16:00 | buy | 26 | 0.10 | 1.09142 | 0.00000 | 0.00000 | ||
| 81 | 2025.04.07 16:00 | modify | 26 | 0.10 | 1.09142 | 1.08442 | 1.10542 | ||
| 82 | 2025.04.09 08:00 | t/p | 26 | 0.10 | 1.10542 | 1.08442 | 1.10542 | 137.94 | 1210.34 |
| 83 | 2025.04.10 08:00 | sell | 27 | 0.10 | 1.10264 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.10 08:00 | modify | 27 | 0.10 | 1.10264 | 1.10964 | 1.08864 | ||
| 85 | 2025.04.10 16:00 | s/l | 27 | 0.10 | 1.10964 | 1.10964 | 1.08864 | -70.00 | 1140.34 |
| 86 | 2025.04.15 16:00 | buy | 28 | 0.10 | 1.12918 | 0.00000 | 0.00000 | ||
| 87 | 2025.04.15 16:00 | modify | 28 | 0.10 | 1.12918 | 1.12218 | 1.14318 | ||
| 88 | 2025.04.17 20:00 | buy | 29 | 0.10 | 1.13761 | 0.00000 | 0.00000 | ||
| 89 | 2025.04.17 20:00 | modify | 29 | 0.10 | 1.13761 | 1.13268 | 1.14318 | ||
| 90 | 2025.04.17 20:00 | modify | 28 | 0.10 | 1.12918 | 1.13268 | 1.14318 | ||
| 91 | 2025.04.21 00:00 | t/p | 28 | 0.10 | 1.14318 | 1.13268 | 1.14318 | 133.83 | 1274.17 |
| 92 | 2025.04.21 00:00 | t/p | 29 | 0.10 | 1.14318 | 1.13268 | 1.14318 | 53.64 | 1327.81 |
| 93 | 2025.05.08 16:00 | buy | 30 | 0.10 | 1.12507 | 0.00000 | 0.00000 | ||
| 94 | 2025.05.08 16:00 | modify | 30 | 0.10 | 1.12507 | 1.11807 | 1.13907 | ||
| 95 | 2025.05.12 08:00 | s/l | 30 | 0.10 | 1.11807 | 1.11807 | 1.13907 | -72.06 | 1255.76 |
| 96 | 2025.05.12 08:00 | buy | 31 | 0.10 | 1.11077 | 0.00000 | 0.00000 | ||
| 97 | 2025.05.12 08:00 | modify | 31 | 0.10 | 1.11077 | 1.10377 | 1.12477 | ||
| 98 | 2025.05.13 20:00 | buy | 32 | 0.10 | 1.11926 | 0.00000 | 0.00000 | ||
| 99 | 2025.05.13 20:00 | modify | 32 | 0.10 | 1.11926 | 1.11427 | 1.12477 | ||
| 100 | 2025.05.13 20:00 | modify | 31 | 0.10 | 1.11077 | 1.11427 | 1.12477 | ||
| 101 | 2025.05.14 12:00 | t/p | 31 | 0.10 | 1.12477 | 1.11427 | 1.12477 | 137.94 | 1393.70 |
| 102 | 2025.05.14 12:00 | t/p | 32 | 0.10 | 1.12477 | 1.11427 | 1.12477 | 54.07 | 1447.77 |
| 103 | 2025.05.16 16:00 | buy | 33 | 0.10 | 1.11431 | 0.00000 | 0.00000 | ||
| 104 | 2025.05.16 16:00 | modify | 33 | 0.10 | 1.11431 | 1.10731 | 1.12831 | ||
| 105 | 2025.05.19 12:00 | t/p | 33 | 0.10 | 1.12831 | 1.10731 | 1.12831 | 138.97 | 1586.74 |
| 106 | 2025.05.29 16:00 | sell | 34 | 0.10 | 1.13694 | 0.00000 | 0.00000 | ||
| 107 | 2025.05.29 16:00 | modify | 34 | 0.10 | 1.13694 | 1.14394 | 1.12294 | ||
| 108 | 2025.06.02 08:00 | s/l | 34 | 0.10 | 1.14394 | 1.14394 | 1.12294 | -69.25 | 1517.49 |
| 109 | 2025.06.02 08:00 | sell | 35 | 0.10 | 1.14237 | 0.00000 | 0.00000 | ||
| 110 | 2025.06.02 08:00 | modify | 35 | 0.10 | 1.14237 | 1.14937 | 1.12837 | ||
| 111 | 2025.06.04 04:00 | sell | 36 | 0.10 | 1.13677 | 0.00000 | 0.00000 | ||
| 112 | 2025.06.04 04:00 | modify | 36 | 0.10 | 1.13677 | 1.13957 | 1.12837 | ||
| 113 | 2025.06.04 04:00 | modify | 35 | 0.10 | 1.14237 | 1.13957 | 1.12837 | ||
| 114 | 2025.06.04 08:00 | s/l | 35 | 0.10 | 1.13957 | 1.13957 | 1.12837 | 28.75 | 1546.25 |
| 115 | 2025.06.04 08:00 | s/l | 36 | 0.10 | 1.13957 | 1.13957 | 1.12837 | -28.00 | 1518.25 |
| 116 | 2025.06.11 16:00 | sell | 37 | 0.10 | 1.14891 | 0.00000 | 0.00000 | ||
| 117 | 2025.06.11 16:00 | modify | 37 | 0.10 | 1.14891 | 1.15591 | 1.13491 | ||
| 118 | 2025.06.12 12:00 | s/l | 37 | 0.10 | 1.15591 | 1.15591 | 1.13491 | -68.87 | 1449.38 |
| 119 | 2025.06.12 12:00 | sell | 38 | 0.10 | 1.15894 | 0.00000 | 0.00000 | ||
| 120 | 2025.06.12 12:00 | modify | 38 | 0.10 | 1.15894 | 1.16594 | 1.14494 | ||
| 121 | 2025.06.15 20:00 | sell | 39 | 0.10 | 1.15309 | 0.00000 | 0.00000 | ||
| 122 | 2025.06.15 20:00 | modify | 39 | 0.10 | 1.15309 | 1.15614 | 1.14494 | ||
| 123 | 2025.06.15 20:00 | modify | 38 | 0.10 | 1.15894 | 1.15614 | 1.14494 | ||
| 124 | 2025.06.16 08:00 | s/l | 38 | 0.10 | 1.15614 | 1.15614 | 1.14494 | 28.75 | 1478.13 |
| 125 | 2025.06.16 08:00 | s/l | 39 | 0.10 | 1.15614 | 1.15614 | 1.14494 | -30.12 | 1448.00 |