Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1324.23 | Gross profit | 2775.50 | Gross loss | -1451.28 |
| Profit factor | 1.91 | Expected payoff | 34.85 | ||
| Absolute drawdown | 447.52 | Maximal drawdown | 452.79 (45.04%) | Relative drawdown | 45.04% (452.79) |
| Total trades | 38 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
| Largest | profit trade | 155.65 | loss trade | -157.49 | |
| Average | profit trade | 111.02 | loss trade | -111.64 | |
| Maximum | consecutive wins (profit in money) | 8 (750.03) | consecutive losses (loss in money) | 3 (-438.52) | |
| Maximal | consecutive profit (count of wins) | 750.03 (8) | consecutive loss (count of losses) | -438.52 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.01 16:00 | buy | 1 | 0.10 | 1.10692 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.01 16:00 | modify | 1 | 0.10 | 1.10692 | 1.09292 | 1.12192 | ||
| 3 | 2024.10.10 12:00 | s/l | 1 | 0.10 | 1.09292 | 1.09292 | 1.12192 | -151.32 | 848.68 |
| 4 | 2024.11.06 04:00 | buy | 2 | 0.10 | 1.07493 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.06 04:00 | modify | 2 | 0.10 | 1.07493 | 1.06093 | 1.08993 | ||
| 6 | 2024.11.12 16:00 | s/l | 2 | 0.10 | 1.06093 | 1.06093 | 1.08993 | -146.17 | 702.51 |
| 7 | 2024.11.21 20:00 | buy | 3 | 0.10 | 1.04873 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.21 20:00 | modify | 3 | 0.10 | 1.04873 | 1.03473 | 1.06373 | ||
| 9 | 2024.11.22 12:00 | s/l | 3 | 0.10 | 1.03473 | 1.03473 | 1.06373 | -141.03 | 561.48 |
| 10 | 2024.11.22 12:00 | buy | 4 | 0.10 | 1.04197 | 0.00000 | 0.00000 | ||
| 11 | 2024.11.22 12:00 | modify | 4 | 0.10 | 1.04197 | 1.02797 | 1.05697 | ||
| 12 | 2024.11.27 00:00 | buy | 5 | 0.10 | 1.04948 | 0.00000 | 0.00000 | ||
| 13 | 2024.11.27 00:00 | modify | 5 | 0.10 | 1.04948 | 1.04572 | 1.05697 | ||
| 14 | 2024.11.27 00:00 | modify | 4 | 0.10 | 1.04197 | 1.04572 | 1.05697 | ||
| 15 | 2024.11.27 16:00 | t/p | 4 | 0.10 | 1.05697 | 1.04572 | 1.05697 | 146.91 | 708.39 |
| 16 | 2024.11.27 16:00 | t/p | 5 | 0.10 | 1.05697 | 1.04572 | 1.05697 | 74.90 | 783.29 |
| 17 | 2024.11.27 16:00 | sell | 6 | 0.10 | 1.05706 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.27 16:00 | modify | 6 | 0.10 | 1.05706 | 1.07106 | 1.04206 | ||
| 19 | 2024.12.02 08:00 | sell | 7 | 0.10 | 1.05027 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.02 08:00 | modify | 7 | 0.10 | 1.05027 | 1.05406 | 1.04206 | ||
| 21 | 2024.12.02 08:00 | modify | 6 | 0.10 | 1.05706 | 1.05406 | 1.04206 | ||
| 22 | 2024.12.02 16:00 | s/l | 6 | 0.10 | 1.05406 | 1.05406 | 1.04206 | 31.88 | 815.18 |
| 23 | 2024.12.02 16:00 | s/l | 7 | 0.10 | 1.05406 | 1.05406 | 1.04206 | -37.90 | 777.28 |
| 24 | 2024.12.02 16:00 | buy | 8 | 0.10 | 1.04721 | 0.00000 | 0.00000 | ||
| 25 | 2024.12.02 16:00 | modify | 8 | 0.10 | 1.04721 | 1.03321 | 1.06221 | ||
| 26 | 2024.12.06 16:00 | t/p | 8 | 0.10 | 1.06221 | 1.03321 | 1.06221 | 143.83 | 921.10 |
| 27 | 2024.12.18 20:00 | buy | 9 | 0.10 | 1.03804 | 0.00000 | 0.00000 | ||
| 28 | 2024.12.18 20:00 | modify | 9 | 0.10 | 1.03804 | 1.02404 | 1.05304 | ||
| 29 | 2025.01.02 20:00 | s/l | 9 | 0.10 | 1.02404 | 1.02404 | 1.05304 | -157.49 | 763.61 |
| 30 | 2025.01.06 12:00 | sell | 10 | 0.10 | 1.04218 | 0.00000 | 0.00000 | ||
| 31 | 2025.01.06 12:00 | modify | 10 | 0.10 | 1.04218 | 1.05618 | 1.02718 | ||
| 32 | 2025.01.10 16:00 | t/p | 10 | 0.10 | 1.02718 | 1.05618 | 1.02718 | 152.26 | 915.87 |
| 33 | 2025.01.13 12:00 | buy | 11 | 0.10 | 1.01988 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.13 12:00 | modify | 11 | 0.10 | 1.01988 | 1.00588 | 1.03488 | ||
| 35 | 2025.01.14 00:00 | buy | 12 | 0.10 | 1.02667 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.14 00:00 | modify | 12 | 0.10 | 1.02667 | 1.02288 | 1.03488 | ||
| 37 | 2025.01.14 00:00 | modify | 11 | 0.10 | 1.01988 | 1.02288 | 1.03488 | ||
| 38 | 2025.01.15 16:00 | t/p | 11 | 0.10 | 1.03488 | 1.02288 | 1.03488 | 147.94 | 1063.81 |
| 39 | 2025.01.15 16:00 | t/p | 12 | 0.10 | 1.03488 | 1.02288 | 1.03488 | 81.07 | 1144.88 |
| 40 | 2025.01.20 16:00 | sell | 13 | 0.10 | 1.04005 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.20 16:00 | modify | 13 | 0.10 | 1.04005 | 1.05405 | 1.02505 | ||
| 42 | 2025.02.02 20:00 | t/p | 13 | 0.10 | 1.02505 | 1.05405 | 1.02505 | 154.89 | 1299.78 |
| 43 | 2025.02.04 16:00 | sell | 14 | 0.10 | 1.03800 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.04 16:00 | modify | 14 | 0.10 | 1.03800 | 1.05200 | 1.02300 | ||
| 45 | 2025.02.24 04:00 | s/l | 14 | 0.10 | 1.05200 | 1.05200 | 1.02300 | -132.47 | 1167.31 |
| 46 | 2025.02.27 16:00 | buy | 15 | 0.10 | 1.04179 | 0.00000 | 0.00000 | ||
| 47 | 2025.02.27 16:00 | modify | 15 | 0.10 | 1.04179 | 1.02779 | 1.05679 | ||
| 48 | 2025.03.03 16:00 | buy | 16 | 0.10 | 1.04874 | 0.00000 | 0.00000 | ||
| 49 | 2025.03.03 16:00 | modify | 16 | 0.10 | 1.04874 | 1.04479 | 1.05679 | ||
| 50 | 2025.03.03 16:00 | modify | 15 | 0.10 | 1.04179 | 1.04479 | 1.05679 | ||
| 51 | 2025.03.04 08:00 | buy | 17 | 0.10 | 1.04958 | 0.00000 | 0.00000 | ||
| 52 | 2025.03.04 08:00 | modify | 17 | 0.10 | 1.04958 | 1.04554 | 1.05679 | ||
| 53 | 2025.03.04 08:00 | modify | 16 | 0.10 | 1.04874 | 1.04554 | 1.05679 | ||
| 54 | 2025.03.04 08:00 | modify | 15 | 0.10 | 1.04179 | 1.04554 | 1.05679 | ||
| 55 | 2025.03.04 20:00 | t/p | 15 | 0.10 | 1.05679 | 1.04554 | 1.05679 | 146.91 | 1314.22 |
| 56 | 2025.03.04 20:00 | t/p | 16 | 0.10 | 1.05679 | 1.04554 | 1.05679 | 79.47 | 1393.69 |
| 57 | 2025.03.04 20:00 | t/p | 17 | 0.10 | 1.05679 | 1.04554 | 1.05679 | 72.10 | 1465.79 |
| 58 | 2025.03.11 16:00 | sell | 18 | 0.10 | 1.09269 | 0.00000 | 0.00000 | ||
| 59 | 2025.03.11 16:00 | modify | 18 | 0.10 | 1.09269 | 1.10669 | 1.07769 | ||
| 60 | 2025.03.20 12:00 | sell | 19 | 0.10 | 1.08494 | 0.00000 | 0.00000 | ||
| 61 | 2025.03.20 12:00 | modify | 19 | 0.10 | 1.08494 | 1.08894 | 1.07769 | ||
| 62 | 2025.03.20 12:00 | modify | 18 | 0.10 | 1.09269 | 1.08894 | 1.07769 | ||
| 63 | 2025.03.24 04:00 | sell | 20 | 0.10 | 1.08201 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.24 04:00 | modify | 20 | 0.10 | 1.08201 | 1.08744 | 1.07769 | ||
| 65 | 2025.03.24 04:00 | modify | 19 | 0.10 | 1.08494 | 1.08744 | 1.07769 | ||
| 66 | 2025.03.24 04:00 | modify | 18 | 0.10 | 1.09269 | 1.08744 | 1.07769 | ||
| 67 | 2025.03.26 16:00 | t/p | 18 | 0.10 | 1.07769 | 1.08744 | 1.07769 | 155.65 | 1621.44 |
| 68 | 2025.03.26 16:00 | t/p | 19 | 0.10 | 1.07769 | 1.08744 | 1.07769 | 74.01 | 1695.45 |
| 69 | 2025.03.26 16:00 | t/p | 20 | 0.10 | 1.07769 | 1.08744 | 1.07769 | 43.95 | 1739.40 |
| 70 | 2025.04.04 12:00 | sell | 21 | 0.10 | 1.10603 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.04 12:00 | modify | 21 | 0.10 | 1.10603 | 1.12003 | 1.09103 | ||
| 72 | 2025.04.06 20:00 | t/p | 21 | 0.10 | 1.09103 | 1.12003 | 1.09103 | 150.00 | 1889.40 |
| 73 | 2025.04.07 04:00 | buy | 22 | 0.10 | 1.09531 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.07 04:00 | modify | 22 | 0.10 | 1.09531 | 1.08131 | 1.11031 | ||
| 75 | 2025.04.09 04:00 | buy | 23 | 0.10 | 1.10222 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.09 04:00 | modify | 23 | 0.10 | 1.10222 | 1.09831 | 1.11031 | ||
| 77 | 2025.04.09 04:00 | modify | 22 | 0.10 | 1.09531 | 1.09831 | 1.11031 | ||
| 78 | 2025.04.09 20:00 | s/l | 22 | 0.10 | 1.09831 | 1.09831 | 1.11031 | 27.94 | 1917.34 |
| 79 | 2025.04.09 20:00 | s/l | 23 | 0.10 | 1.09831 | 1.09831 | 1.11031 | -39.10 | 1878.24 |
| 80 | 2025.04.10 12:00 | sell | 24 | 0.10 | 1.10700 | 0.00000 | 0.00000 | ||
| 81 | 2025.04.10 12:00 | modify | 24 | 0.10 | 1.10700 | 1.12100 | 1.09200 | ||
| 82 | 2025.04.10 16:00 | s/l | 24 | 0.10 | 1.12100 | 1.12100 | 1.09200 | -140.00 | 1738.24 |
| 83 | 2025.04.22 04:00 | sell | 25 | 0.10 | 1.15348 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.22 04:00 | modify | 25 | 0.10 | 1.15348 | 1.16748 | 1.13848 | ||
| 85 | 2025.04.22 16:00 | sell | 26 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.22 16:00 | modify | 26 | 0.10 | 1.14652 | 1.15048 | 1.13848 | ||
| 87 | 2025.04.22 16:00 | modify | 25 | 0.10 | 1.15348 | 1.15048 | 1.13848 | ||
| 88 | 2025.04.23 00:00 | t/p | 25 | 0.10 | 1.13848 | 1.15048 | 1.13848 | 150.38 | 1888.62 |
| 89 | 2025.04.23 00:00 | t/p | 26 | 0.10 | 1.13848 | 1.15048 | 1.13848 | 80.78 | 1969.39 |
| 90 | 2025.04.23 16:00 | buy | 27 | 0.10 | 1.13519 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.23 16:00 | modify | 27 | 0.10 | 1.13519 | 1.12119 | 1.15019 | ||
| 92 | 2025.05.08 20:00 | s/l | 27 | 0.10 | 1.12119 | 1.12119 | 1.15019 | -157.49 | 1811.90 |
| 93 | 2025.05.12 08:00 | buy | 28 | 0.10 | 1.11077 | 0.00000 | 0.00000 | ||
| 94 | 2025.05.12 08:00 | modify | 28 | 0.10 | 1.11077 | 1.09677 | 1.12577 | ||
| 95 | 2025.05.13 16:00 | buy | 29 | 0.10 | 1.11780 | 0.00000 | 0.00000 | ||
| 96 | 2025.05.13 16:00 | modify | 29 | 0.10 | 1.11780 | 1.11377 | 1.12577 | ||
| 97 | 2025.05.13 16:00 | modify | 28 | 0.10 | 1.11077 | 1.11377 | 1.12577 | ||
| 98 | 2025.05.14 12:00 | t/p | 28 | 0.10 | 1.12577 | 1.11377 | 1.12577 | 147.94 | 1959.84 |
| 99 | 2025.05.14 12:00 | t/p | 29 | 0.10 | 1.12577 | 1.11377 | 1.12577 | 78.67 | 2038.52 |
| 100 | 2025.05.19 12:00 | sell | 30 | 0.10 | 1.12728 | 0.00000 | 0.00000 | ||
| 101 | 2025.05.19 12:00 | modify | 30 | 0.10 | 1.12728 | 1.14128 | 1.11228 | ||
| 102 | 2025.05.26 04:00 | s/l | 30 | 0.10 | 1.14128 | 1.14128 | 1.11228 | -137.36 | 1901.15 |
| 103 | 2025.05.26 04:00 | sell | 31 | 0.10 | 1.14114 | 0.00000 | 0.00000 | ||
| 104 | 2025.05.26 04:00 | modify | 31 | 0.10 | 1.14114 | 1.15514 | 1.12614 | ||
| 105 | 2025.05.29 00:00 | t/p | 31 | 0.10 | 1.12614 | 1.15514 | 1.12614 | 151.88 | 2053.03 |
| 106 | 2025.05.29 16:00 | sell | 32 | 0.10 | 1.13694 | 0.00000 | 0.00000 | ||
| 107 | 2025.05.29 16:00 | modify | 32 | 0.10 | 1.13694 | 1.15094 | 1.12194 | ||
| 108 | 2025.06.12 00:00 | s/l | 32 | 0.10 | 1.15094 | 1.15094 | 1.12194 | -134.73 | 1918.30 |
| 109 | 2025.06.17 20:00 | buy | 33 | 0.10 | 1.14874 | 0.00000 | 0.00000 | ||
| 110 | 2025.06.17 20:00 | modify | 33 | 0.10 | 1.14874 | 1.13474 | 1.16374 | ||
| 111 | 2025.06.24 16:00 | t/p | 33 | 0.10 | 1.16374 | 1.13474 | 1.16374 | 142.80 | 2061.10 |
| 112 | 2025.06.26 04:00 | sell | 34 | 0.10 | 1.16945 | 0.00000 | 0.00000 | ||
| 113 | 2025.06.26 04:00 | modify | 34 | 0.10 | 1.16945 | 1.18345 | 1.15445 | ||
| 114 | 2025.07.15 16:00 | sell | 35 | 0.10 | 1.16179 | 0.00000 | 0.00000 | ||
| 115 | 2025.07.15 16:00 | modify | 35 | 0.10 | 1.16179 | 1.16570 | 1.15445 | ||
| 116 | 2025.07.15 16:00 | modify | 34 | 0.10 | 1.16945 | 1.16570 | 1.15445 | ||
| 117 | 2025.07.16 16:00 | s/l | 34 | 0.10 | 1.16570 | 1.16570 | 1.15445 | 44.28 | 2105.38 |
| 118 | 2025.07.16 16:00 | s/l | 35 | 0.10 | 1.16570 | 1.16570 | 1.15445 | -38.72 | 2066.66 |
| 119 | 2025.07.22 16:00 | sell | 36 | 0.10 | 1.17480 | 0.00000 | 0.00000 | ||
| 120 | 2025.07.22 16:00 | modify | 36 | 0.10 | 1.17480 | 1.18880 | 1.15980 | ||
| 121 | 2025.07.28 20:00 | t/p | 36 | 0.10 | 1.15980 | 1.18880 | 1.15980 | 152.26 | 2218.91 |
| 122 | 2025.07.30 16:00 | buy | 37 | 0.10 | 1.14718 | 0.00000 | 0.00000 | ||
| 123 | 2025.07.30 16:00 | modify | 37 | 0.10 | 1.14718 | 1.13318 | 1.16218 | ||
| 124 | 2025.08.06 16:00 | t/p | 37 | 0.10 | 1.16218 | 1.13318 | 1.16218 | 142.80 | 2361.71 |
| 125 | 2025.08.06 16:00 | sell | 38 | 0.10 | 1.16461 | 0.00000 | 0.00000 | ||
| 126 | 2025.08.06 16:00 | modify | 38 | 0.10 | 1.16461 | 1.17861 | 1.14961 | ||
| 127 | 2025.08.31 23:59 | close at stop | 38 | 0.10 | 1.16930 | 1.17861 | 1.14961 | -37.49 | 2324.23 |