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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1489.46 | Gross profit | 2052.21 | Gross loss | -562.75 |
| Profit factor | 3.65 | Expected payoff | 57.29 | ||
| Absolute drawdown | 123.81 | Maximal drawdown | 334.73 (22.38%) | Relative drawdown | 22.38% (334.73) |
| Total trades | 26 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
| Largest | profit trade | 158.66 | loss trade | -138.52 | |
| Average | profit trade | 102.61 | loss trade | -93.79 | |
| Maximum | consecutive wins (profit in money) | 9 (861.49) | consecutive losses (loss in money) | 2 (-263.66) | |
| Maximal | consecutive profit (count of wins) | 861.49 (9) | consecutive loss (count of losses) | -263.66 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.05 04:00 | sell | 1 | 0.10 | 1.08216 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.05 04:00 | modify | 1 | 0.10 | 1.08216 | 1.09416 | 1.06716 | ||
| 3 | 2024.07.17 12:00 | s/l | 1 | 0.10 | 1.09416 | 1.09416 | 1.06716 | -116.23 | 883.76 |
| 4 | 2024.07.17 12:00 | sell | 2 | 0.10 | 1.09345 | 0.00000 | 0.00000 | ||
| 5 | 2024.07.17 12:00 | modify | 2 | 0.10 | 1.09345 | 1.10545 | 1.07845 | ||
| 6 | 2024.07.23 20:00 | sell | 3 | 0.10 | 1.08508 | 0.00000 | 0.00000 | ||
| 7 | 2024.07.23 20:00 | modify | 3 | 0.10 | 1.08508 | 1.08895 | 1.07845 | ||
| 8 | 2024.07.23 20:00 | sell | 4 | 0.10 | 1.08508 | 0.00000 | 0.00000 | ||
| 9 | 2024.07.23 20:00 | modify | 4 | 0.10 | 1.08508 | 1.08745 | 1.07845 | ||
| 10 | 2024.07.23 20:00 | modify | 2 | 0.10 | 1.09345 | 1.08745 | 1.07845 | ||
| 11 | 2024.07.24 00:00 | modify | 3 | 0.10 | 1.08508 | 1.08745 | 1.07845 | ||
| 12 | 2024.08.01 12:00 | t/p | 2 | 0.10 | 1.07845 | 1.08745 | 1.07845 | 156.40 | 1040.17 |
| 13 | 2024.08.01 12:00 | t/p | 3 | 0.10 | 1.07845 | 1.08745 | 1.07845 | 70.44 | 1110.61 |
| 14 | 2024.08.01 12:00 | t/p | 4 | 0.10 | 1.07845 | 1.08745 | 1.07845 | 70.44 | 1181.05 |
| 15 | 2024.08.01 12:00 | buy | 5 | 0.10 | 1.07949 | 0.00000 | 0.00000 | ||
| 16 | 2024.08.01 12:00 | modify | 5 | 0.10 | 1.07949 | 1.06749 | 1.09449 | ||
| 17 | 2024.08.05 08:00 | t/p | 5 | 0.10 | 1.09449 | 1.06749 | 1.09449 | 147.94 | 1328.99 |
| 18 | 2024.08.28 12:00 | buy | 6 | 0.10 | 1.11236 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.28 12:00 | modify | 6 | 0.10 | 1.11236 | 1.10036 | 1.12736 | ||
| 20 | 2024.09.11 16:00 | s/l | 6 | 0.10 | 1.10036 | 1.10036 | 1.12736 | -134.40 | 1194.59 |
| 21 | 2024.09.16 04:00 | sell | 7 | 0.10 | 1.11040 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.16 04:00 | modify | 7 | 0.10 | 1.11040 | 1.12240 | 1.09540 | ||
| 23 | 2024.10.03 04:00 | sell | 8 | 0.10 | 1.10356 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.03 04:00 | modify | 8 | 0.10 | 1.10356 | 1.10665 | 1.09540 | ||
| 25 | 2024.10.03 04:00 | modify | 7 | 0.10 | 1.11040 | 1.10665 | 1.09540 | ||
| 26 | 2024.10.09 08:00 | t/p | 7 | 0.10 | 1.09540 | 1.10665 | 1.09540 | 158.66 | 1353.25 |
| 27 | 2024.10.09 08:00 | t/p | 8 | 0.10 | 1.09540 | 1.10665 | 1.09540 | 83.11 | 1436.35 |
| 28 | 2024.10.17 04:00 | buy | 9 | 0.10 | 1.08560 | 0.00000 | 0.00000 | ||
| 29 | 2024.10.17 04:00 | modify | 9 | 0.10 | 1.08560 | 1.07360 | 1.10060 | ||
| 30 | 2024.11.06 04:00 | s/l | 9 | 0.10 | 1.07360 | 1.07360 | 1.10060 | -138.52 | 1297.83 |
| 31 | 2024.11.06 04:00 | buy | 10 | 0.10 | 1.07493 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.06 04:00 | modify | 10 | 0.10 | 1.07493 | 1.06293 | 1.08993 | ||
| 33 | 2024.11.11 16:00 | s/l | 10 | 0.10 | 1.06293 | 1.06293 | 1.08993 | -125.14 | 1172.69 |
| 34 | 2024.11.29 08:00 | sell | 11 | 0.10 | 1.05794 | 0.00000 | 0.00000 | ||
| 35 | 2024.11.29 08:00 | modify | 11 | 0.10 | 1.05794 | 1.06994 | 1.04294 | ||
| 36 | 2024.12.18 08:00 | sell | 12 | 0.10 | 1.04967 | 0.00000 | 0.00000 | ||
| 37 | 2024.12.18 08:00 | modify | 12 | 0.10 | 1.04967 | 1.05344 | 1.04294 | ||
| 38 | 2024.12.18 08:00 | sell | 13 | 0.10 | 1.04967 | 0.00000 | 0.00000 | ||
| 39 | 2024.12.18 08:00 | modify | 13 | 0.10 | 1.04967 | 1.05194 | 1.04294 | ||
| 40 | 2024.12.18 08:00 | modify | 11 | 0.10 | 1.05794 | 1.05194 | 1.04294 | ||
| 41 | 2024.12.18 12:00 | modify | 12 | 0.10 | 1.04967 | 1.05194 | 1.04294 | ||
| 42 | 2024.12.18 20:00 | t/p | 11 | 0.10 | 1.04294 | 1.05194 | 1.04294 | 156.40 | 1329.09 |
| 43 | 2024.12.18 20:00 | t/p | 12 | 0.10 | 1.04294 | 1.05194 | 1.04294 | 67.30 | 1396.39 |
| 44 | 2024.12.18 20:00 | t/p | 13 | 0.10 | 1.04294 | 1.05194 | 1.04294 | 67.30 | 1463.69 |
| 45 | 2024.12.27 12:00 | sell | 14 | 0.10 | 1.04387 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.27 12:00 | modify | 14 | 0.10 | 1.04387 | 1.05587 | 1.02887 | ||
| 47 | 2024.12.31 16:00 | sell | 15 | 0.10 | 1.03548 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.31 16:00 | modify | 15 | 0.10 | 1.03548 | 1.03937 | 1.02887 | ||
| 49 | 2024.12.31 16:00 | sell | 16 | 0.10 | 1.03548 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.31 16:00 | modify | 16 | 0.10 | 1.03548 | 1.03787 | 1.02887 | ||
| 51 | 2024.12.31 16:00 | modify | 14 | 0.10 | 1.04387 | 1.03787 | 1.02887 | ||
| 52 | 2024.12.31 20:00 | modify | 15 | 0.10 | 1.03548 | 1.03787 | 1.02887 | ||
| 53 | 2025.01.02 16:00 | t/p | 14 | 0.10 | 1.02887 | 1.03787 | 1.02887 | 152.26 | 1615.95 |
| 54 | 2025.01.02 16:00 | t/p | 15 | 0.10 | 1.02887 | 1.03787 | 1.02887 | 67.61 | 1683.55 |
| 55 | 2025.01.02 16:00 | t/p | 16 | 0.10 | 1.02887 | 1.03787 | 1.02887 | 67.61 | 1751.16 |
| 56 | 2025.02.19 12:00 | buy | 17 | 0.10 | 1.04273 | 0.00000 | 0.00000 | ||
| 57 | 2025.02.19 12:00 | modify | 17 | 0.10 | 1.04273 | 1.03073 | 1.05773 | ||
| 58 | 2025.03.04 08:00 | buy | 18 | 0.10 | 1.04958 | 0.00000 | 0.00000 | ||
| 59 | 2025.03.04 08:00 | modify | 18 | 0.10 | 1.04958 | 1.04648 | 1.05773 | ||
| 60 | 2025.03.04 08:00 | modify | 17 | 0.10 | 1.04273 | 1.04648 | 1.05773 | ||
| 61 | 2025.03.04 20:00 | t/p | 17 | 0.10 | 1.05773 | 1.04648 | 1.05773 | 136.62 | 1887.78 |
| 62 | 2025.03.04 20:00 | t/p | 18 | 0.10 | 1.05773 | 1.04648 | 1.05773 | 81.50 | 1969.28 |
| 63 | 2025.03.11 08:00 | sell | 19 | 0.10 | 1.08906 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.11 08:00 | modify | 19 | 0.10 | 1.08906 | 1.10106 | 1.07406 | ||
| 65 | 2025.03.21 16:00 | sell | 20 | 0.10 | 1.08060 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.21 16:00 | modify | 20 | 0.10 | 1.08060 | 1.08456 | 1.07406 | ||
| 67 | 2025.03.21 16:00 | sell | 21 | 0.10 | 1.08060 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.21 16:00 | modify | 21 | 0.10 | 1.08060 | 1.08306 | 1.07406 | ||
| 69 | 2025.03.21 16:00 | modify | 19 | 0.10 | 1.08906 | 1.08306 | 1.07406 | ||
| 70 | 2025.03.21 20:00 | modify | 20 | 0.10 | 1.08060 | 1.08306 | 1.07406 | ||
| 71 | 2025.03.24 00:00 | s/l | 19 | 0.10 | 1.08306 | 1.08306 | 1.07406 | 64.89 | 2034.18 |
| 72 | 2025.03.24 00:00 | s/l | 20 | 0.10 | 1.08306 | 1.08306 | 1.07406 | -24.22 | 2009.95 |
| 73 | 2025.03.24 00:00 | s/l | 21 | 0.10 | 1.08306 | 1.08306 | 1.07406 | -24.22 | 1985.73 |
| 74 | 2025.05.12 08:00 | buy | 22 | 0.10 | 1.11077 | 0.00000 | 0.00000 | ||
| 75 | 2025.05.12 08:00 | modify | 22 | 0.10 | 1.11077 | 1.09877 | 1.12577 | ||
| 76 | 2025.05.13 16:00 | buy | 23 | 0.10 | 1.11780 | 0.00000 | 0.00000 | ||
| 77 | 2025.05.13 16:00 | modify | 23 | 0.10 | 1.11780 | 1.11452 | 1.12577 | ||
| 78 | 2025.05.13 16:00 | modify | 22 | 0.10 | 1.11077 | 1.11452 | 1.12577 | ||
| 79 | 2025.05.13 20:00 | buy | 24 | 0.10 | 1.11926 | 0.00000 | 0.00000 | ||
| 80 | 2025.05.13 20:00 | modify | 24 | 0.10 | 1.11926 | 1.11527 | 1.12577 | ||
| 81 | 2025.05.13 20:00 | buy | 25 | 0.10 | 1.11926 | 0.00000 | 0.00000 | ||
| 82 | 2025.05.13 20:00 | modify | 25 | 0.10 | 1.11926 | 1.11677 | 1.12577 | ||
| 83 | 2025.05.13 20:00 | modify | 23 | 0.10 | 1.11780 | 1.11677 | 1.12577 | ||
| 84 | 2025.05.13 20:00 | modify | 22 | 0.10 | 1.11077 | 1.11677 | 1.12577 | ||
| 85 | 2025.05.14 00:00 | modify | 24 | 0.10 | 1.11926 | 1.11677 | 1.12577 | ||
| 86 | 2025.05.14 12:00 | t/p | 22 | 0.10 | 1.12577 | 1.11677 | 1.12577 | 147.94 | 2133.67 |
| 87 | 2025.05.14 12:00 | t/p | 23 | 0.10 | 1.12577 | 1.11677 | 1.12577 | 78.67 | 2212.34 |
| 88 | 2025.05.14 12:00 | t/p | 24 | 0.10 | 1.12577 | 1.11677 | 1.12577 | 64.07 | 2276.41 |
| 89 | 2025.05.14 12:00 | t/p | 25 | 0.10 | 1.12577 | 1.11677 | 1.12577 | 64.07 | 2340.49 |
| 90 | 2025.06.23 12:00 | buy | 26 | 0.10 | 1.14756 | 0.00000 | 0.00000 | ||
| 91 | 2025.06.23 12:00 | modify | 26 | 0.10 | 1.14756 | 1.13556 | 1.16256 | ||
| 92 | 2025.06.24 16:00 | t/p | 26 | 0.10 | 1.16256 | 1.13556 | 1.16256 | 148.97 | 2489.46 |