Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1082.43 | Gross profit | 1740.85 | Gross loss | -658.42 |
| Profit factor | 2.64 | Expected payoff | 28.48 | ||
| Absolute drawdown | 48.73 | Maximal drawdown | 153.95 (9.86%) | Relative drawdown | 9.86% (153.95) |
| Total trades | 38 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 18 (83.33%) |
| Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
| Largest | profit trade | 99.43 | loss trade | -63.51 | |
| Average | profit trade | 69.63 | loss trade | -50.65 | |
| Maximum | consecutive wins (profit in money) | 5 (431.22) | consecutive losses (loss in money) | 2 (-117.26) | |
| Maximal | consecutive profit (count of wins) | 431.22 (5) | consecutive loss (count of losses) | -117.26 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.25 06:00 | sell | 1 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.25 06:00 | modify | 1 | 0.10 | 1.65645 | 1.66545 | 1.64145 | ||
| 3 | 2024.07.29 23:00 | sell | 2 | 0.10 | 1.65020 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.29 23:00 | modify | 2 | 0.10 | 1.65020 | 1.65570 | 1.64145 | ||
| 5 | 2024.07.29 23:00 | modify | 1 | 0.10 | 1.65645 | 1.65570 | 1.64145 | ||
| 6 | 2024.07.30 02:00 | s/l | 1 | 0.10 | 1.65570 | 1.65570 | 1.64145 | 5.71 | 1005.71 |
| 7 | 2024.07.30 02:00 | s/l | 2 | 0.10 | 1.65570 | 1.65570 | 1.64145 | -35.81 | 969.90 |
| 8 | 2024.07.31 04:00 | sell | 3 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.31 04:00 | modify | 3 | 0.10 | 1.66530 | 1.67430 | 1.65030 | ||
| 10 | 2024.07.31 15:00 | sell | 4 | 0.10 | 1.65687 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.31 15:00 | modify | 4 | 0.10 | 1.65687 | 1.66080 | 1.65030 | ||
| 12 | 2024.07.31 15:00 | modify | 3 | 0.10 | 1.66530 | 1.66080 | 1.65030 | ||
| 13 | 2024.08.01 13:00 | t/p | 3 | 0.10 | 1.65030 | 1.66080 | 1.65030 | 99.17 | 1069.06 |
| 14 | 2024.08.01 13:00 | t/p | 4 | 0.10 | 1.65030 | 1.66080 | 1.65030 | 43.88 | 1112.94 |
| 15 | 2024.08.07 05:00 | buy | 5 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 16 | 2024.08.07 05:00 | modify | 5 | 0.10 | 1.66441 | 1.65541 | 1.67941 | ||
| 17 | 2024.08.08 00:00 | t/p | 5 | 0.10 | 1.67941 | 1.65541 | 1.67941 | 95.45 | 1208.39 |
| 18 | 2024.08.13 09:00 | buy | 6 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.13 09:00 | modify | 6 | 0.10 | 1.65457 | 1.64557 | 1.66957 | ||
| 20 | 2024.08.14 15:00 | t/p | 6 | 0.10 | 1.66957 | 1.64557 | 1.66957 | 97.28 | 1305.67 |
| 21 | 2024.08.29 11:00 | buy | 7 | 0.10 | 1.62725 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.29 11:00 | modify | 7 | 0.10 | 1.62725 | 1.61825 | 1.64225 | ||
| 23 | 2024.09.03 07:00 | t/p | 7 | 0.10 | 1.64225 | 1.61825 | 1.64225 | 95.45 | 1401.12 |
| 24 | 2024.10.07 18:00 | sell | 8 | 0.10 | 1.62400 | 0.00000 | 0.00000 | ||
| 25 | 2024.10.07 18:00 | modify | 8 | 0.10 | 1.62400 | 1.63300 | 1.60900 | ||
| 26 | 2024.10.08 03:00 | s/l | 8 | 0.10 | 1.63300 | 1.63300 | 1.60900 | -58.77 | 1342.35 |
| 27 | 2024.10.16 01:00 | sell | 9 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.16 01:00 | modify | 9 | 0.10 | 1.62949 | 1.63849 | 1.61449 | ||
| 29 | 2024.10.17 10:00 | sell | 10 | 0.10 | 1.62336 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.17 10:00 | modify | 10 | 0.10 | 1.62336 | 1.62874 | 1.61449 | ||
| 31 | 2024.10.17 10:00 | modify | 9 | 0.10 | 1.62949 | 1.62874 | 1.61449 | ||
| 32 | 2024.10.18 03:00 | t/p | 9 | 0.10 | 1.61449 | 1.62874 | 1.61449 | 99.43 | 1441.78 |
| 33 | 2024.10.18 03:00 | t/p | 10 | 0.10 | 1.61449 | 1.62874 | 1.61449 | 58.43 | 1500.21 |
| 34 | 2024.10.30 05:00 | sell | 11 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.30 05:00 | modify | 11 | 0.10 | 1.65309 | 1.66209 | 1.63809 | ||
| 36 | 2024.10.30 11:00 | sell | 12 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 37 | 2024.10.30 11:00 | modify | 12 | 0.10 | 1.64702 | 1.65234 | 1.63809 | ||
| 38 | 2024.10.30 11:00 | modify | 11 | 0.10 | 1.65309 | 1.65234 | 1.63809 | ||
| 39 | 2024.10.30 18:00 | s/l | 11 | 0.10 | 1.65234 | 1.65234 | 1.63809 | 4.92 | 1505.13 |
| 40 | 2024.10.30 18:00 | s/l | 12 | 0.10 | 1.65234 | 1.65234 | 1.63809 | -34.89 | 1470.24 |
| 41 | 2024.11.06 12:00 | buy | 13 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.06 12:00 | modify | 13 | 0.10 | 1.63345 | 1.62445 | 1.64845 | ||
| 43 | 2024.11.07 03:00 | s/l | 13 | 0.10 | 1.62445 | 1.62445 | 1.64845 | -61.67 | 1408.57 |
| 44 | 2024.11.22 07:00 | sell | 14 | 0.10 | 1.61231 | 0.00000 | 0.00000 | ||
| 45 | 2024.11.22 07:00 | modify | 14 | 0.10 | 1.61231 | 1.62131 | 1.59731 | ||
| 46 | 2024.11.22 10:00 | t/p | 14 | 0.10 | 1.59731 | 1.62131 | 1.59731 | 98.38 | 1506.95 |
| 47 | 2024.12.05 17:00 | sell | 15 | 0.10 | 1.64198 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.05 17:00 | modify | 15 | 0.10 | 1.64198 | 1.65098 | 1.62698 | ||
| 49 | 2024.12.06 14:00 | s/l | 15 | 0.10 | 1.65098 | 1.65098 | 1.62698 | -58.77 | 1448.18 |
| 50 | 2024.12.12 03:00 | buy | 16 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 51 | 2024.12.12 03:00 | modify | 16 | 0.10 | 1.63979 | 1.63079 | 1.65479 | ||
| 52 | 2024.12.12 20:00 | buy | 17 | 0.10 | 1.64596 | 0.00000 | 0.00000 | ||
| 53 | 2024.12.12 20:00 | modify | 17 | 0.10 | 1.64596 | 1.64054 | 1.65479 | ||
| 54 | 2024.12.12 20:00 | modify | 16 | 0.10 | 1.63979 | 1.64054 | 1.65479 | ||
| 55 | 2024.12.13 13:00 | buy | 18 | 0.10 | 1.64822 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.13 13:00 | modify | 18 | 0.10 | 1.64822 | 1.64429 | 1.65479 | ||
| 57 | 2024.12.13 13:00 | modify | 17 | 0.10 | 1.64596 | 1.64429 | 1.65479 | ||
| 58 | 2024.12.13 13:00 | modify | 16 | 0.10 | 1.63979 | 1.64429 | 1.65479 | ||
| 59 | 2024.12.16 07:00 | buy | 19 | 0.10 | 1.65104 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.16 07:00 | modify | 19 | 0.10 | 1.65104 | 1.64729 | 1.65479 | ||
| 61 | 2024.12.16 07:00 | modify | 18 | 0.10 | 1.64822 | 1.64729 | 1.65479 | ||
| 62 | 2024.12.16 07:00 | modify | 17 | 0.10 | 1.64596 | 1.64729 | 1.65479 | ||
| 63 | 2024.12.16 07:00 | modify | 16 | 0.10 | 1.63979 | 1.64729 | 1.65479 | ||
| 64 | 2024.12.17 07:00 | t/p | 16 | 0.10 | 1.65479 | 1.64729 | 1.65479 | 95.45 | 1543.63 |
| 65 | 2024.12.17 07:00 | t/p | 17 | 0.10 | 1.65479 | 1.64729 | 1.65479 | 55.05 | 1598.68 |
| 66 | 2024.12.17 07:00 | t/p | 18 | 0.10 | 1.65479 | 1.64729 | 1.65479 | 41.18 | 1639.86 |
| 67 | 2024.12.17 07:00 | t/p | 19 | 0.10 | 1.65479 | 1.64729 | 1.65479 | 23.63 | 1663.49 |
| 68 | 2024.12.19 01:00 | sell | 20 | 0.10 | 1.66764 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.19 01:00 | modify | 20 | 0.10 | 1.66764 | 1.67664 | 1.65264 | ||
| 70 | 2024.12.26 23:00 | s/l | 20 | 0.10 | 1.67664 | 1.67664 | 1.65264 | -57.20 | 1606.29 |
| 71 | 2025.01.29 02:00 | sell | 21 | 0.10 | 1.67306 | 0.00000 | 0.00000 | ||
| 72 | 2025.01.29 02:00 | modify | 21 | 0.10 | 1.67306 | 1.68206 | 1.65806 | ||
| 73 | 2025.02.04 03:00 | sell | 22 | 0.10 | 1.66158 | 0.00000 | 0.00000 | ||
| 74 | 2025.02.04 03:00 | modify | 22 | 0.10 | 1.66158 | 1.66556 | 1.65806 | ||
| 75 | 2025.02.04 03:00 | modify | 21 | 0.10 | 1.67306 | 1.66556 | 1.65806 | ||
| 76 | 2025.02.04 06:00 | s/l | 21 | 0.10 | 1.66556 | 1.66556 | 1.65806 | 50.76 | 1657.06 |
| 77 | 2025.02.04 06:00 | s/l | 22 | 0.10 | 1.66556 | 1.66556 | 1.65806 | -26.11 | 1630.95 |
| 78 | 2025.02.07 19:00 | buy | 23 | 0.10 | 1.64715 | 0.00000 | 0.00000 | ||
| 79 | 2025.02.07 19:00 | modify | 23 | 0.10 | 1.64715 | 1.63815 | 1.66215 | ||
| 80 | 2025.02.12 20:00 | buy | 24 | 0.10 | 1.65335 | 0.00000 | 0.00000 | ||
| 81 | 2025.02.12 20:00 | modify | 24 | 0.10 | 1.65335 | 1.64790 | 1.66215 | ||
| 82 | 2025.02.12 20:00 | modify | 23 | 0.10 | 1.64715 | 1.64790 | 1.66215 | ||
| 83 | 2025.02.13 02:00 | buy | 25 | 0.10 | 1.65566 | 0.00000 | 0.00000 | ||
| 84 | 2025.02.13 02:00 | modify | 25 | 0.10 | 1.65566 | 1.65165 | 1.66215 | ||
| 85 | 2025.02.13 02:00 | modify | 24 | 0.10 | 1.65335 | 1.65165 | 1.66215 | ||
| 86 | 2025.02.13 02:00 | modify | 23 | 0.10 | 1.64715 | 1.65165 | 1.66215 | ||
| 87 | 2025.02.13 10:00 | t/p | 23 | 0.10 | 1.66215 | 1.65165 | 1.66215 | 92.70 | 1723.64 |
| 88 | 2025.02.13 10:00 | t/p | 24 | 0.10 | 1.66215 | 1.65165 | 1.66215 | 54.86 | 1778.50 |
| 89 | 2025.02.13 10:00 | t/p | 25 | 0.10 | 1.66215 | 1.65165 | 1.66215 | 42.49 | 1820.99 |
| 90 | 2025.03.07 08:00 | sell | 26 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 91 | 2025.03.07 08:00 | modify | 26 | 0.10 | 1.71637 | 1.72537 | 1.70137 | ||
| 92 | 2025.03.07 13:00 | s/l | 26 | 0.10 | 1.72537 | 1.72537 | 1.70137 | -59.02 | 1761.97 |
| 93 | 2025.03.10 09:00 | buy | 27 | 0.10 | 1.71273 | 0.00000 | 0.00000 | ||
| 94 | 2025.03.10 09:00 | modify | 27 | 0.10 | 1.71273 | 1.70373 | 1.72773 | ||
| 95 | 2025.03.11 00:00 | t/p | 27 | 0.10 | 1.72773 | 1.70373 | 1.72773 | 97.28 | 1859.25 |
| 96 | 2025.03.12 20:00 | buy | 28 | 0.10 | 1.72428 | 0.00000 | 0.00000 | ||
| 97 | 2025.03.12 20:00 | modify | 28 | 0.10 | 1.72428 | 1.71528 | 1.73928 | ||
| 98 | 2025.03.17 09:00 | s/l | 28 | 0.10 | 1.71528 | 1.71528 | 1.73928 | -63.51 | 1795.75 |
| 99 | 2025.03.17 19:00 | buy | 29 | 0.10 | 1.70986 | 0.00000 | 0.00000 | ||
| 100 | 2025.03.17 19:00 | modify | 29 | 0.10 | 1.70986 | 1.70086 | 1.72486 | ||
| 101 | 2025.03.18 14:00 | buy | 30 | 0.10 | 1.71591 | 0.00000 | 0.00000 | ||
| 102 | 2025.03.18 14:00 | modify | 30 | 0.10 | 1.71591 | 1.71061 | 1.72486 | ||
| 103 | 2025.03.18 14:00 | modify | 29 | 0.10 | 1.70986 | 1.71061 | 1.72486 | ||
| 104 | 2025.03.20 11:00 | t/p | 29 | 0.10 | 1.72486 | 1.71061 | 1.72486 | 93.61 | 1889.36 |
| 105 | 2025.03.20 11:00 | t/p | 30 | 0.10 | 1.72486 | 1.71061 | 1.72486 | 54.92 | 1944.28 |
| 106 | 2025.04.09 22:00 | buy | 31 | 0.10 | 1.77822 | 0.00000 | 0.00000 | ||
| 107 | 2025.04.09 22:00 | modify | 31 | 0.10 | 1.77822 | 1.76922 | 1.79322 | ||
| 108 | 2025.04.10 01:00 | t/p | 31 | 0.10 | 1.79322 | 1.76922 | 1.79322 | 95.45 | 2039.73 |
| 109 | 2025.04.11 19:00 | buy | 32 | 0.10 | 1.80073 | 0.00000 | 0.00000 | ||
| 110 | 2025.04.11 19:00 | modify | 32 | 0.10 | 1.80073 | 1.79173 | 1.81573 | ||
| 111 | 2025.04.13 22:00 | s/l | 32 | 0.10 | 1.79173 | 1.79173 | 1.81573 | -58.92 | 1980.81 |
| 112 | 2025.04.21 02:00 | sell | 33 | 0.10 | 1.79519 | 0.00000 | 0.00000 | ||
| 113 | 2025.04.21 02:00 | modify | 33 | 0.10 | 1.79519 | 1.80419 | 1.78019 | ||
| 114 | 2025.04.22 22:00 | t/p | 33 | 0.10 | 1.78019 | 1.80419 | 1.78019 | 98.64 | 2079.45 |
| 115 | 2025.05.19 17:00 | buy | 34 | 0.10 | 1.74061 | 0.00000 | 0.00000 | ||
| 116 | 2025.05.19 17:00 | modify | 34 | 0.10 | 1.74061 | 1.73161 | 1.75561 | ||
| 117 | 2025.05.20 08:00 | t/p | 34 | 0.10 | 1.75561 | 1.73161 | 1.75561 | 97.28 | 2176.74 |
| 118 | 2025.06.11 21:00 | sell | 35 | 0.10 | 1.76471 | 0.00000 | 0.00000 | ||
| 119 | 2025.06.11 21:00 | modify | 35 | 0.10 | 1.76471 | 1.77371 | 1.74971 | ||
| 120 | 2025.06.12 02:00 | s/l | 35 | 0.10 | 1.77371 | 1.77371 | 1.74971 | -58.24 | 2118.49 |
| 121 | 2025.06.12 03:00 | sell | 36 | 0.10 | 1.77293 | 0.00000 | 0.00000 | ||
| 122 | 2025.06.12 03:00 | modify | 36 | 0.10 | 1.77293 | 1.78193 | 1.75793 | ||
| 123 | 2025.06.12 10:00 | s/l | 36 | 0.10 | 1.78193 | 1.78193 | 1.75793 | -59.02 | 2059.47 |
| 124 | 2025.06.23 05:00 | sell | 37 | 0.10 | 1.79406 | 0.00000 | 0.00000 | ||
| 125 | 2025.06.23 05:00 | modify | 37 | 0.10 | 1.79406 | 1.80306 | 1.77906 | ||
| 126 | 2025.06.24 07:00 | sell | 38 | 0.10 | 1.78252 | 0.00000 | 0.00000 | ||
| 127 | 2025.06.24 07:00 | modify | 38 | 0.10 | 1.78252 | 1.78656 | 1.77906 | ||
| 128 | 2025.06.24 07:00 | modify | 37 | 0.10 | 1.79406 | 1.78656 | 1.77906 | ||
| 129 | 2025.06.24 14:00 | s/l | 37 | 0.10 | 1.78656 | 1.78656 | 1.77906 | 49.45 | 2108.93 |
| 130 | 2025.06.24 14:00 | s/l | 38 | 0.10 | 1.78656 | 1.78656 | 1.77906 | -26.50 | 2082.43 |