Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 287.42 | Gross profit | 1091.26 | Gross loss | -803.85 |
| Profit factor | 1.36 | Expected payoff | 8.45 | ||
| Absolute drawdown | 23.09 | Maximal drawdown | 348.28 (25.09%) | Relative drawdown | 25.09% (348.28) |
| Total trades | 34 | Short positions (won %) | 21 (38.10%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 15 (44.12%) | Loss trades (% of total) | 19 (55.88%) | ||
| Largest | profit trade | 86.05 | loss trade | -55.13 | |
| Average | profit trade | 72.75 | loss trade | -42.31 | |
| Maximum | consecutive wins (profit in money) | 5 (424.58) | consecutive losses (loss in money) | 6 (-254.53) | |
| Maximal | consecutive profit (count of wins) | 424.58 (5) | consecutive loss (count of losses) | -262.32 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.25 08:00 | sell | 1 | 0.10 | 1.66025 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.25 08:00 | modify | 1 | 0.10 | 1.66025 | 1.66825 | 1.64725 | ||
| 3 | 2024.07.29 20:00 | sell | 2 | 0.10 | 1.65236 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.29 20:00 | modify | 2 | 0.10 | 1.65236 | 1.65700 | 1.64725 | ||
| 5 | 2024.07.29 20:00 | sell | 3 | 0.10 | 1.65236 | 0.00000 | 0.00000 | ||
| 6 | 2024.07.29 20:00 | modify | 3 | 0.10 | 1.65236 | 1.65570 | 1.64725 | ||
| 7 | 2024.07.29 20:00 | modify | 1 | 0.10 | 1.66025 | 1.65570 | 1.64725 | ||
| 8 | 2024.07.30 00:00 | modify | 2 | 0.10 | 1.65236 | 1.65570 | 1.64725 | ||
| 9 | 2024.07.30 04:00 | s/l | 1 | 0.10 | 1.65570 | 1.65570 | 1.64725 | 30.63 | 1030.63 |
| 10 | 2024.07.30 04:00 | s/l | 2 | 0.10 | 1.65570 | 1.65570 | 1.64725 | -21.65 | 1008.98 |
| 11 | 2024.07.30 04:00 | s/l | 3 | 0.10 | 1.65570 | 1.65570 | 1.64725 | -21.65 | 987.33 |
| 12 | 2024.07.31 04:00 | sell | 4 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 13 | 2024.07.31 04:00 | modify | 4 | 0.10 | 1.66530 | 1.67330 | 1.65230 | ||
| 14 | 2024.08.01 12:00 | t/p | 4 | 0.10 | 1.65230 | 1.67330 | 1.65230 | 86.05 | 1073.38 |
| 15 | 2024.08.02 16:00 | sell | 5 | 0.10 | 1.67246 | 0.00000 | 0.00000 | ||
| 16 | 2024.08.02 16:00 | modify | 5 | 0.10 | 1.67246 | 1.68046 | 1.65946 | ||
| 17 | 2024.08.05 04:00 | s/l | 5 | 0.10 | 1.68046 | 1.68046 | 1.65946 | -52.21 | 1021.17 |
| 18 | 2024.08.07 04:00 | buy | 6 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.07 04:00 | modify | 6 | 0.10 | 1.66380 | 1.65580 | 1.67680 | ||
| 20 | 2024.08.08 00:00 | t/p | 6 | 0.10 | 1.67680 | 1.65580 | 1.67680 | 82.36 | 1103.53 |
| 21 | 2024.08.29 12:00 | buy | 7 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.29 12:00 | modify | 7 | 0.10 | 1.62777 | 1.61977 | 1.64077 | ||
| 23 | 2024.09.03 08:00 | t/p | 7 | 0.10 | 1.64077 | 1.61977 | 1.64077 | 82.36 | 1185.89 |
| 24 | 2024.09.04 04:00 | sell | 8 | 0.10 | 1.64980 | 0.00000 | 0.00000 | ||
| 25 | 2024.09.04 04:00 | modify | 8 | 0.10 | 1.64980 | 1.65780 | 1.63680 | ||
| 26 | 2024.09.06 16:00 | s/l | 8 | 0.10 | 1.65780 | 1.65780 | 1.63680 | -51.42 | 1134.46 |
| 27 | 2024.10.08 04:00 | sell | 9 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.08 04:00 | modify | 9 | 0.10 | 1.63118 | 1.63918 | 1.61818 | ||
| 29 | 2024.10.15 12:00 | sell | 10 | 0.10 | 1.62330 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.15 12:00 | modify | 10 | 0.10 | 1.62330 | 1.62793 | 1.61818 | ||
| 31 | 2024.10.15 12:00 | sell | 11 | 0.10 | 1.62330 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.15 12:00 | modify | 11 | 0.10 | 1.62330 | 1.62663 | 1.61818 | ||
| 33 | 2024.10.15 12:00 | modify | 9 | 0.10 | 1.63118 | 1.62663 | 1.61818 | ||
| 34 | 2024.10.15 16:00 | s/l | 9 | 0.10 | 1.62663 | 1.62663 | 1.61818 | 31.67 | 1166.14 |
| 35 | 2024.10.15 16:00 | s/l | 11 | 0.10 | 1.62663 | 1.62663 | 1.61818 | -21.84 | 1144.30 |
| 36 | 2024.10.15 16:00 | close | 10 | 0.10 | 1.62508 | 1.62793 | 1.61818 | -11.67 | 1132.63 |
| 37 | 2024.11.06 12:00 | buy | 12 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.06 12:00 | modify | 12 | 0.10 | 1.63345 | 1.62545 | 1.64645 | ||
| 39 | 2024.11.07 04:00 | s/l | 12 | 0.10 | 1.62545 | 1.62545 | 1.64645 | -55.13 | 1077.50 |
| 40 | 2024.11.07 04:00 | buy | 13 | 0.10 | 1.62239 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.07 04:00 | modify | 13 | 0.10 | 1.62239 | 1.61439 | 1.63539 | ||
| 42 | 2024.11.18 12:00 | t/p | 13 | 0.10 | 1.63539 | 1.61439 | 1.63539 | 76.86 | 1154.35 |
| 43 | 2024.11.22 12:00 | buy | 14 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.22 12:00 | modify | 14 | 0.10 | 1.60215 | 1.59415 | 1.61515 | ||
| 45 | 2024.11.25 20:00 | t/p | 14 | 0.10 | 1.61515 | 1.59415 | 1.61515 | 84.18 | 1238.53 |
| 46 | 2024.12.04 04:00 | sell | 15 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 47 | 2024.12.04 04:00 | modify | 15 | 0.10 | 1.63574 | 1.64374 | 1.62274 | ||
| 48 | 2024.12.06 04:00 | s/l | 15 | 0.10 | 1.64374 | 1.64374 | 1.62274 | -51.42 | 1187.11 |
| 49 | 2024.12.06 16:00 | sell | 16 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.06 16:00 | modify | 16 | 0.10 | 1.65309 | 1.66109 | 1.64009 | ||
| 51 | 2024.12.09 16:00 | t/p | 16 | 0.10 | 1.64009 | 1.66109 | 1.64009 | 85.52 | 1272.63 |
| 52 | 2025.01.02 16:00 | buy | 17 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.02 16:00 | modify | 17 | 0.10 | 1.65492 | 1.64692 | 1.66792 | ||
| 54 | 2025.01.10 08:00 | buy | 18 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 55 | 2025.01.10 08:00 | modify | 18 | 0.10 | 1.66294 | 1.65817 | 1.66792 | ||
| 56 | 2025.01.10 08:00 | buy | 19 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 57 | 2025.01.10 08:00 | modify | 19 | 0.10 | 1.66294 | 1.65947 | 1.66792 | ||
| 58 | 2025.01.10 08:00 | modify | 17 | 0.10 | 1.65492 | 1.65947 | 1.66792 | ||
| 59 | 2025.01.10 12:00 | modify | 18 | 0.10 | 1.66294 | 1.65947 | 1.66792 | ||
| 60 | 2025.01.13 12:00 | s/l | 17 | 0.10 | 1.65947 | 1.65947 | 1.66792 | 21.54 | 1294.17 |
| 61 | 2025.01.13 12:00 | s/l | 18 | 0.10 | 1.65947 | 1.65947 | 1.66792 | -23.64 | 1270.53 |
| 62 | 2025.01.13 12:00 | s/l | 19 | 0.10 | 1.65947 | 1.65947 | 1.66792 | -23.64 | 1246.90 |
| 63 | 2025.02.25 16:00 | sell | 20 | 0.10 | 1.65754 | 0.00000 | 0.00000 | ||
| 64 | 2025.02.25 16:00 | modify | 20 | 0.10 | 1.65754 | 1.66554 | 1.64454 | ||
| 65 | 2025.02.27 16:00 | s/l | 20 | 0.10 | 1.66554 | 1.66554 | 1.64454 | -51.42 | 1195.47 |
| 66 | 2025.03.04 04:00 | sell | 21 | 0.10 | 1.68977 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.04 04:00 | modify | 21 | 0.10 | 1.68977 | 1.69777 | 1.67677 | ||
| 68 | 2025.03.04 20:00 | s/l | 21 | 0.10 | 1.69777 | 1.69777 | 1.67677 | -52.47 | 1143.00 |
| 69 | 2025.03.05 16:00 | sell | 22 | 0.10 | 1.70704 | 0.00000 | 0.00000 | ||
| 70 | 2025.03.05 16:00 | modify | 22 | 0.10 | 1.70704 | 1.71504 | 1.69404 | ||
| 71 | 2025.03.07 04:00 | s/l | 22 | 0.10 | 1.71504 | 1.71504 | 1.69404 | -51.42 | 1091.58 |
| 72 | 2025.03.07 12:00 | sell | 23 | 0.10 | 1.72316 | 0.00000 | 0.00000 | ||
| 73 | 2025.03.07 12:00 | modify | 23 | 0.10 | 1.72316 | 1.73116 | 1.71016 | ||
| 74 | 2025.03.11 04:00 | s/l | 23 | 0.10 | 1.73116 | 1.73116 | 1.71016 | -51.95 | 1039.64 |
| 75 | 2025.03.11 16:00 | sell | 24 | 0.10 | 1.73869 | 0.00000 | 0.00000 | ||
| 76 | 2025.03.11 16:00 | modify | 24 | 0.10 | 1.73869 | 1.74669 | 1.72569 | ||
| 77 | 2025.03.12 20:00 | t/p | 24 | 0.10 | 1.72569 | 1.74669 | 1.72569 | 85.53 | 1125.17 |
| 78 | 2025.03.31 16:00 | sell | 25 | 0.10 | 1.73131 | 0.00000 | 0.00000 | ||
| 79 | 2025.03.31 16:00 | modify | 25 | 0.10 | 1.73131 | 1.73931 | 1.71831 | ||
| 80 | 2025.04.02 00:00 | t/p | 25 | 0.10 | 1.71831 | 1.73931 | 1.71831 | 85.78 | 1210.95 |
| 81 | 2025.04.02 08:00 | buy | 26 | 0.10 | 1.71230 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.02 08:00 | modify | 26 | 0.10 | 1.71230 | 1.70430 | 1.72530 | ||
| 83 | 2025.04.02 20:00 | t/p | 26 | 0.10 | 1.72530 | 1.70430 | 1.72530 | 85.11 | 1296.06 |
| 84 | 2025.04.09 20:00 | buy | 27 | 0.10 | 1.77976 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.09 20:00 | modify | 27 | 0.10 | 1.77976 | 1.77176 | 1.79276 | ||
| 86 | 2025.04.10 04:00 | t/p | 27 | 0.10 | 1.79276 | 1.77176 | 1.79276 | 82.36 | 1378.42 |
| 87 | 2025.04.21 04:00 | sell | 28 | 0.10 | 1.79221 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.21 04:00 | modify | 28 | 0.10 | 1.79221 | 1.80021 | 1.77921 | ||
| 89 | 2025.04.23 08:00 | t/p | 28 | 0.10 | 1.77921 | 1.80021 | 1.77921 | 85.79 | 1464.22 |
| 90 | 2025.04.23 08:00 | buy | 29 | 0.10 | 1.77632 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.23 08:00 | modify | 29 | 0.10 | 1.77632 | 1.76832 | 1.78932 | ||
| 92 | 2025.04.23 16:00 | s/l | 29 | 0.10 | 1.76832 | 1.76832 | 1.78932 | -52.37 | 1411.85 |
| 93 | 2025.05.01 04:00 | buy | 30 | 0.10 | 1.76575 | 0.00000 | 0.00000 | ||
| 94 | 2025.05.01 04:00 | modify | 30 | 0.10 | 1.76575 | 1.75775 | 1.77875 | ||
| 95 | 2025.05.02 16:00 | s/l | 30 | 0.10 | 1.75775 | 1.75775 | 1.77875 | -53.30 | 1358.55 |
| 96 | 2025.05.12 08:00 | buy | 31 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 97 | 2025.05.12 08:00 | modify | 31 | 0.10 | 1.73412 | 1.72612 | 1.74712 | ||
| 98 | 2025.05.13 20:00 | s/l | 31 | 0.10 | 1.72612 | 1.72612 | 1.74712 | -53.29 | 1305.26 |
| 99 | 2025.05.15 12:00 | sell | 32 | 0.10 | 1.74477 | 0.00000 | 0.00000 | ||
| 100 | 2025.05.15 12:00 | modify | 32 | 0.10 | 1.74477 | 1.75277 | 1.73177 | ||
| 101 | 2025.05.20 08:00 | s/l | 32 | 0.10 | 1.75277 | 1.75277 | 1.73177 | -51.68 | 1253.58 |
| 102 | 2025.06.11 20:00 | sell | 33 | 0.10 | 1.76659 | 0.00000 | 0.00000 | ||
| 103 | 2025.06.11 20:00 | modify | 33 | 0.10 | 1.76659 | 1.77459 | 1.75359 | ||
| 104 | 2025.06.12 04:00 | s/l | 33 | 0.10 | 1.77459 | 1.77459 | 1.75359 | -51.68 | 1201.89 |
| 105 | 2025.06.23 04:00 | sell | 34 | 0.10 | 1.79490 | 0.00000 | 0.00000 | ||
| 106 | 2025.06.23 04:00 | modify | 34 | 0.10 | 1.79490 | 1.80290 | 1.78190 | ||
| 107 | 2025.06.24 12:00 | t/p | 34 | 0.10 | 1.78190 | 1.80290 | 1.78190 | 85.52 | 1287.42 |