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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 1352.38 | Gross profit | 1597.95 | Gross loss | -245.57 |
| Profit factor | 6.51 | Expected payoff | 71.18 | ||
| Absolute drawdown | 9.77 | Maximal drawdown | 212.98 (15.36%) | Relative drawdown | 15.36% (212.98) |
| Total trades | 19 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 16 (84.21%) | Loss trades (% of total) | 3 (15.79%) | ||
| Largest | profit trade | 157.53 | loss trade | -105.14 | |
| Average | profit trade | 99.87 | loss trade | -81.86 | |
| Maximum | consecutive wins (profit in money) | 10 (1023.26) | consecutive losses (loss in money) | 1 (-105.14) | |
| Maximal | consecutive profit (count of wins) | 1023.26 (10) | consecutive loss (count of losses) | -105.14 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 16:00 | sell | 1 | 0.10 | 1.09323 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.17 16:00 | modify | 1 | 0.10 | 1.09323 | 1.10323 | 1.07823 | ||
| 3 | 2024.07.23 12:00 | sell | 2 | 0.10 | 1.08569 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.23 12:00 | modify | 2 | 0.10 | 1.08569 | 1.09023 | 1.07823 | ||
| 5 | 2024.07.23 12:00 | modify | 1 | 0.10 | 1.09323 | 1.09023 | 1.07823 | ||
| 6 | 2024.07.24 00:00 | sell | 3 | 0.10 | 1.08495 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.24 00:00 | modify | 3 | 0.10 | 1.08495 | 1.08948 | 1.07823 | ||
| 8 | 2024.07.24 00:00 | modify | 2 | 0.10 | 1.08569 | 1.08948 | 1.07823 | ||
| 9 | 2024.07.24 00:00 | modify | 1 | 0.10 | 1.09323 | 1.08948 | 1.07823 | ||
| 10 | 2024.07.29 12:00 | sell | 4 | 0.10 | 1.08178 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.29 12:00 | modify | 4 | 0.10 | 1.08178 | 1.08798 | 1.07823 | ||
| 12 | 2024.07.29 12:00 | modify | 3 | 0.10 | 1.08495 | 1.08798 | 1.07823 | ||
| 13 | 2024.07.29 12:00 | modify | 2 | 0.10 | 1.08569 | 1.08798 | 1.07823 | ||
| 14 | 2024.07.29 12:00 | modify | 1 | 0.10 | 1.09323 | 1.08798 | 1.07823 | ||
| 15 | 2024.08.01 12:00 | t/p | 1 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 156.40 | 1156.40 |
| 16 | 2024.08.01 12:00 | t/p | 2 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 78.74 | 1235.14 |
| 17 | 2024.08.01 12:00 | t/p | 3 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 70.97 | 1306.11 |
| 18 | 2024.08.01 12:00 | t/p | 4 | 0.10 | 1.07823 | 1.08798 | 1.07823 | 37.38 | 1343.49 |
| 19 | 2024.08.05 16:00 | sell | 5 | 0.10 | 1.09561 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.05 16:00 | modify | 5 | 0.10 | 1.09561 | 1.10561 | 1.08061 | ||
| 21 | 2024.08.19 16:00 | s/l | 5 | 0.10 | 1.10561 | 1.10561 | 1.08061 | -94.73 | 1248.76 |
| 22 | 2024.09.16 16:00 | sell | 6 | 0.10 | 1.11226 | 0.00000 | 0.00000 | ||
| 23 | 2024.09.16 16:00 | modify | 6 | 0.10 | 1.11226 | 1.12226 | 1.09726 | ||
| 24 | 2024.10.03 00:00 | sell | 7 | 0.10 | 1.10459 | 0.00000 | 0.00000 | ||
| 25 | 2024.10.03 00:00 | modify | 7 | 0.10 | 1.10459 | 1.10926 | 1.09726 | ||
| 26 | 2024.10.03 00:00 | modify | 6 | 0.10 | 1.11226 | 1.10926 | 1.09726 | ||
| 27 | 2024.10.04 16:00 | t/p | 6 | 0.10 | 1.09726 | 1.10926 | 1.09726 | 157.53 | 1406.29 |
| 28 | 2024.10.04 16:00 | t/p | 7 | 0.10 | 1.09726 | 1.10926 | 1.09726 | 73.68 | 1479.97 |
| 29 | 2025.01.08 16:00 | buy | 8 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.08 16:00 | modify | 8 | 0.10 | 1.03047 | 1.02047 | 1.04547 | ||
| 31 | 2025.01.13 12:00 | s/l | 8 | 0.10 | 1.02047 | 1.02047 | 1.04547 | -105.14 | 1374.82 |
| 32 | 2025.01.13 16:00 | buy | 9 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.13 16:00 | modify | 9 | 0.10 | 1.01999 | 1.00999 | 1.03499 | ||
| 34 | 2025.01.15 16:00 | t/p | 9 | 0.10 | 1.03499 | 1.00999 | 1.03499 | 147.94 | 1522.76 |
| 35 | 2025.02.03 08:00 | buy | 10 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.03 08:00 | modify | 10 | 0.10 | 1.02278 | 1.01278 | 1.03778 | ||
| 37 | 2025.02.04 16:00 | t/p | 10 | 0.10 | 1.03778 | 1.01278 | 1.03778 | 148.97 | 1671.74 |
| 38 | 2025.02.10 08:00 | buy | 11 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.10 08:00 | modify | 11 | 0.10 | 1.03159 | 1.02159 | 1.04659 | ||
| 40 | 2025.02.12 20:00 | buy | 12 | 0.10 | 1.03938 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.12 20:00 | modify | 12 | 0.10 | 1.03938 | 1.03459 | 1.04659 | ||
| 42 | 2025.02.12 20:00 | modify | 11 | 0.10 | 1.03159 | 1.03459 | 1.04659 | ||
| 43 | 2025.02.13 08:00 | buy | 13 | 0.10 | 1.04286 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.13 08:00 | modify | 13 | 0.10 | 1.04286 | 1.03684 | 1.04659 | ||
| 45 | 2025.02.13 08:00 | modify | 12 | 0.10 | 1.03938 | 1.03684 | 1.04659 | ||
| 46 | 2025.02.13 08:00 | modify | 11 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 47 | 2025.02.14 00:00 | t/p | 11 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 143.83 | 1815.56 |
| 48 | 2025.02.14 00:00 | t/p | 12 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 67.98 | 1883.55 |
| 49 | 2025.02.14 00:00 | t/p | 13 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 36.27 | 1919.82 |
| 50 | 2025.04.21 12:00 | sell | 14 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 51 | 2025.04.21 12:00 | modify | 14 | 0.10 | 1.15427 | 1.16427 | 1.13927 | ||
| 52 | 2025.04.22 16:00 | sell | 15 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.22 16:00 | modify | 15 | 0.10 | 1.14652 | 1.15127 | 1.13927 | ||
| 54 | 2025.04.22 16:00 | modify | 14 | 0.10 | 1.15427 | 1.15127 | 1.13927 | ||
| 55 | 2025.04.23 00:00 | t/p | 14 | 0.10 | 1.13927 | 1.15127 | 1.13927 | 150.75 | 2070.57 |
| 56 | 2025.04.23 00:00 | t/p | 15 | 0.10 | 1.13927 | 1.15127 | 1.13927 | 72.88 | 2143.45 |
| 57 | 2025.05.12 12:00 | buy | 16 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 58 | 2025.05.12 12:00 | modify | 16 | 0.10 | 1.11140 | 1.10140 | 1.12640 | ||
| 59 | 2025.05.14 04:00 | buy | 17 | 0.10 | 1.11982 | 0.00000 | 0.00000 | ||
| 60 | 2025.05.14 04:00 | modify | 17 | 0.10 | 1.11982 | 1.11515 | 1.12640 | ||
| 61 | 2025.05.14 04:00 | modify | 16 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 62 | 2025.05.14 12:00 | t/p | 16 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 147.94 | 2291.39 |
| 63 | 2025.05.14 12:00 | t/p | 17 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 65.80 | 2357.19 |
| 64 | 2025.06.12 16:00 | sell | 18 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 65 | 2025.06.12 16:00 | modify | 18 | 0.10 | 1.15769 | 1.16769 | 1.14269 | ||
| 66 | 2025.06.23 04:00 | sell | 19 | 0.10 | 1.14937 | 0.00000 | 0.00000 | ||
| 67 | 2025.06.23 04:00 | modify | 19 | 0.10 | 1.14937 | 1.15394 | 1.14269 | ||
| 68 | 2025.06.23 04:00 | modify | 18 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 69 | 2025.06.23 16:00 | s/l | 18 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 40.89 | 2398.08 |
| 70 | 2025.06.23 16:00 | s/l | 19 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -45.70 | 2352.38 |