Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 40 | ||
| Total net profit | 988.09 | Gross profit | 1263.50 | Gross loss | -275.41 |
| Profit factor | 4.59 | Expected payoff | 49.40 | ||
| Absolute drawdown | 74.29 | Maximal drawdown | 142.87 (10.05%) | Relative drawdown | 10.05% (142.87) |
| Total trades | 20 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 17 (85.00%) | Loss trades (% of total) | 3 (15.00%) | ||
| Largest | profit trade | 98.36 | loss trade | -91.81 | |
| Average | profit trade | 74.32 | loss trade | -91.80 | |
| Maximum | consecutive wins (profit in money) | 6 (421.17) | consecutive losses (loss in money) | 1 (-91.81) | |
| Maximal | consecutive profit (count of wins) | 421.17 (6) | consecutive loss (count of losses) | -91.81 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.29 08:00 | sell | 1 | 0.10 | 1.64642 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.29 08:00 | modify | 1 | 0.10 | 1.64642 | 1.66042 | 1.63142 | ||
| 3 | 2024.11.06 12:00 | t/p | 1 | 0.10 | 1.63142 | 1.66042 | 1.63142 | 98.36 | 1098.36 |
| 4 | 2024.11.13 16:00 | sell | 2 | 0.10 | 1.62905 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.13 16:00 | modify | 2 | 0.10 | 1.62905 | 1.64305 | 1.61405 | ||
| 6 | 2024.11.20 00:00 | sell | 3 | 0.10 | 1.62141 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.20 00:00 | modify | 3 | 0.10 | 1.62141 | 1.62830 | 1.61405 | ||
| 8 | 2024.11.20 00:00 | modify | 2 | 0.10 | 1.62905 | 1.62830 | 1.61405 | ||
| 9 | 2024.11.21 00:00 | sell | 4 | 0.10 | 1.61928 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.21 00:00 | modify | 4 | 0.10 | 1.61928 | 1.62380 | 1.61405 | ||
| 11 | 2024.11.21 00:00 | modify | 3 | 0.10 | 1.62141 | 1.62380 | 1.61405 | ||
| 12 | 2024.11.21 00:00 | modify | 2 | 0.10 | 1.62905 | 1.62380 | 1.61405 | ||
| 13 | 2024.11.21 12:00 | t/p | 2 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 98.36 | 1196.72 |
| 14 | 2024.11.21 12:00 | t/p | 3 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 48.26 | 1244.98 |
| 15 | 2024.11.21 12:00 | t/p | 4 | 0.10 | 1.61405 | 1.62380 | 1.61405 | 34.29 | 1279.27 |
| 16 | 2024.12.06 20:00 | sell | 5 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.06 20:00 | modify | 5 | 0.10 | 1.65291 | 1.66691 | 1.63791 | ||
| 18 | 2024.12.09 08:00 | sell | 6 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.09 08:00 | modify | 6 | 0.10 | 1.64455 | 1.64841 | 1.63791 | ||
| 20 | 2024.12.09 08:00 | modify | 5 | 0.10 | 1.65291 | 1.64841 | 1.63791 | ||
| 21 | 2024.12.09 16:00 | t/p | 5 | 0.10 | 1.63791 | 1.64841 | 1.63791 | 98.36 | 1377.63 |
| 22 | 2024.12.09 16:00 | t/p | 6 | 0.10 | 1.63791 | 1.64841 | 1.63791 | 43.54 | 1421.17 |
| 23 | 2024.12.17 20:00 | sell | 7 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.17 20:00 | modify | 7 | 0.10 | 1.65543 | 1.66943 | 1.64043 | ||
| 25 | 2024.12.19 00:00 | s/l | 7 | 0.10 | 1.66943 | 1.66943 | 1.64043 | -91.80 | 1329.37 |
| 26 | 2025.01.13 20:00 | buy | 8 | 0.10 | 1.65873 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.13 20:00 | modify | 8 | 0.10 | 1.65873 | 1.64473 | 1.67373 | ||
| 28 | 2025.01.28 04:00 | buy | 9 | 0.10 | 1.66848 | 0.00000 | 0.00000 | ||
| 29 | 2025.01.28 04:00 | modify | 9 | 0.10 | 1.66848 | 1.66398 | 1.67373 | ||
| 30 | 2025.01.28 04:00 | modify | 8 | 0.10 | 1.65873 | 1.66398 | 1.67373 | ||
| 31 | 2025.01.29 04:00 | t/p | 8 | 0.10 | 1.67373 | 1.66398 | 1.67373 | 98.34 | 1427.71 |
| 32 | 2025.01.29 04:00 | t/p | 9 | 0.10 | 1.67373 | 1.66398 | 1.67373 | 34.42 | 1462.13 |
| 33 | 2025.02.12 20:00 | sell | 10 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.12 20:00 | modify | 10 | 0.10 | 1.65295 | 1.66695 | 1.63795 | ||
| 35 | 2025.02.19 00:00 | sell | 11 | 0.10 | 1.64467 | 0.00000 | 0.00000 | ||
| 36 | 2025.02.19 00:00 | modify | 11 | 0.10 | 1.64467 | 1.64845 | 1.63795 | ||
| 37 | 2025.02.19 00:00 | modify | 10 | 0.10 | 1.65295 | 1.64845 | 1.63795 | ||
| 38 | 2025.02.20 08:00 | t/p | 10 | 0.10 | 1.63795 | 1.64845 | 1.63795 | 98.36 | 1560.49 |
| 39 | 2025.02.20 08:00 | t/p | 11 | 0.10 | 1.63795 | 1.64845 | 1.63795 | 44.06 | 1604.55 |
| 40 | 2025.02.25 20:00 | sell | 12 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.25 20:00 | modify | 12 | 0.10 | 1.65713 | 1.67113 | 1.64213 | ||
| 42 | 2025.02.28 04:00 | s/l | 12 | 0.10 | 1.67113 | 1.67113 | 1.64213 | -91.80 | 1512.75 |
| 43 | 2025.03.25 16:00 | buy | 13 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 44 | 2025.03.25 16:00 | modify | 13 | 0.10 | 1.71309 | 1.69909 | 1.72809 | ||
| 45 | 2025.03.31 00:00 | buy | 14 | 0.10 | 1.72304 | 0.00000 | 0.00000 | ||
| 46 | 2025.03.31 00:00 | modify | 14 | 0.10 | 1.72304 | 1.71834 | 1.72809 | ||
| 47 | 2025.03.31 00:00 | modify | 13 | 0.10 | 1.71309 | 1.71834 | 1.72809 | ||
| 48 | 2025.03.31 12:00 | t/p | 13 | 0.10 | 1.72809 | 1.71834 | 1.72809 | 98.33 | 1611.08 |
| 49 | 2025.03.31 12:00 | t/p | 14 | 0.10 | 1.72809 | 1.71834 | 1.72809 | 33.10 | 1644.18 |
| 50 | 2025.03.31 20:00 | sell | 15 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 51 | 2025.03.31 20:00 | modify | 15 | 0.10 | 1.73033 | 1.74433 | 1.71533 | ||
| 52 | 2025.04.02 04:00 | t/p | 15 | 0.10 | 1.71533 | 1.74433 | 1.71533 | 98.36 | 1742.54 |
| 53 | 2025.04.04 08:00 | sell | 16 | 0.10 | 1.77128 | 0.00000 | 0.00000 | ||
| 54 | 2025.04.04 08:00 | modify | 16 | 0.10 | 1.77128 | 1.78528 | 1.75628 | ||
| 55 | 2025.04.04 12:00 | s/l | 16 | 0.10 | 1.78528 | 1.78528 | 1.75628 | -91.81 | 1650.73 |
| 56 | 2025.07.07 08:00 | sell | 17 | 0.10 | 1.80564 | 0.00000 | 0.00000 | ||
| 57 | 2025.07.07 08:00 | modify | 17 | 0.10 | 1.80564 | 1.81964 | 1.79064 | ||
| 58 | 2025.07.08 08:00 | sell | 18 | 0.10 | 1.79709 | 0.00000 | 0.00000 | ||
| 59 | 2025.07.08 08:00 | modify | 18 | 0.10 | 1.79709 | 1.80114 | 1.79064 | ||
| 60 | 2025.07.08 08:00 | modify | 17 | 0.10 | 1.80564 | 1.80114 | 1.79064 | ||
| 61 | 2025.07.09 08:00 | t/p | 17 | 0.10 | 1.79064 | 1.80114 | 1.79064 | 98.36 | 1749.09 |
| 62 | 2025.07.09 08:00 | t/p | 18 | 0.10 | 1.79064 | 1.80114 | 1.79064 | 42.30 | 1791.39 |
| 63 | 2025.07.21 20:00 | sell | 19 | 0.10 | 1.79191 | 0.00000 | 0.00000 | ||
| 64 | 2025.07.21 20:00 | modify | 19 | 0.10 | 1.79191 | 1.80591 | 1.77691 | ||
| 65 | 2025.07.24 12:00 | t/p | 19 | 0.10 | 1.77691 | 1.80591 | 1.77691 | 98.36 | 1889.75 |
| 66 | 2025.07.29 08:00 | buy | 20 | 0.10 | 1.77686 | 0.00000 | 0.00000 | ||
| 67 | 2025.07.29 08:00 | modify | 20 | 0.10 | 1.77686 | 1.76286 | 1.79186 | ||
| 68 | 2025.08.01 20:00 | t/p | 20 | 0.10 | 1.79186 | 1.76286 | 1.79186 | 98.34 | 1988.09 |