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=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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1501.95 | Gross profit | 1917.59 | Gross loss | -415.65 |
| Profit factor | 4.61 | Expected payoff | 53.64 | ||
| Absolute drawdown | 26.12 | Maximal drawdown | 193.97 (14.50%) | Relative drawdown | 14.50% (193.97) |
| Total trades | 28 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
| Largest | profit trade | 155.27 | loss trade | -85.14 | |
| Average | profit trade | 91.31 | loss trade | -59.38 | |
| Maximum | consecutive wins (profit in money) | 7 (667.98) | consecutive losses (loss in money) | 2 (-125.24) | |
| Maximal | consecutive profit (count of wins) | 667.98 (7) | consecutive loss (count of losses) | -125.24 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.10 20:00 | buy | 1 | 0.10 | 1.10297 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.10 20:00 | modify | 1 | 0.10 | 1.10297 | 1.09497 | 1.11797 | ||
| 3 | 2024.09.16 04:00 | buy | 2 | 0.10 | 1.11070 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.16 04:00 | modify | 2 | 0.10 | 1.11070 | 1.10672 | 1.11797 | ||
| 5 | 2024.09.16 04:00 | modify | 1 | 0.10 | 1.10297 | 1.10672 | 1.11797 | ||
| 6 | 2024.09.18 20:00 | t/p | 1 | 0.10 | 1.11797 | 1.10672 | 1.11797 | 141.77 | 1141.77 |
| 7 | 2024.09.18 20:00 | t/p | 2 | 0.10 | 1.11797 | 1.10672 | 1.11797 | 70.64 | 1212.41 |
| 8 | 2024.10.01 20:00 | buy | 3 | 0.10 | 1.10707 | 0.00000 | 0.00000 | ||
| 9 | 2024.10.01 20:00 | modify | 3 | 0.10 | 1.10707 | 1.09907 | 1.12207 | ||
| 10 | 2024.10.04 16:00 | s/l | 3 | 0.10 | 1.09907 | 1.09907 | 1.12207 | -85.14 | 1127.27 |
| 11 | 2024.10.30 20:00 | sell | 4 | 0.10 | 1.08605 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.30 20:00 | modify | 4 | 0.10 | 1.08605 | 1.09405 | 1.07105 | ||
| 13 | 2024.11.06 04:00 | sell | 5 | 0.10 | 1.07463 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.06 04:00 | modify | 5 | 0.10 | 1.07463 | 1.08080 | 1.07105 | ||
| 15 | 2024.11.06 04:00 | modify | 4 | 0.10 | 1.08605 | 1.08080 | 1.07105 | ||
| 16 | 2024.11.06 08:00 | t/p | 4 | 0.10 | 1.07105 | 1.08080 | 1.07105 | 152.64 | 1279.90 |
| 17 | 2024.11.06 08:00 | t/p | 5 | 0.10 | 1.07105 | 1.08080 | 1.07105 | 35.80 | 1315.70 |
| 18 | 2024.11.11 20:00 | buy | 6 | 0.10 | 1.06542 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.11 20:00 | modify | 6 | 0.10 | 1.06542 | 1.05742 | 1.08042 | ||
| 20 | 2024.11.13 16:00 | s/l | 6 | 0.10 | 1.05742 | 1.05742 | 1.08042 | -82.06 | 1233.64 |
| 21 | 2024.11.22 20:00 | buy | 7 | 0.10 | 1.04138 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.22 20:00 | modify | 7 | 0.10 | 1.04138 | 1.03338 | 1.05638 | ||
| 23 | 2024.11.25 16:00 | buy | 8 | 0.10 | 1.04914 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.25 16:00 | modify | 8 | 0.10 | 1.04914 | 1.04513 | 1.05638 | ||
| 25 | 2024.11.25 16:00 | modify | 7 | 0.10 | 1.04138 | 1.04513 | 1.05638 | ||
| 26 | 2024.11.26 00:00 | s/l | 7 | 0.10 | 1.04513 | 1.04513 | 1.05638 | 35.44 | 1269.09 |
| 27 | 2024.11.26 00:00 | s/l | 8 | 0.10 | 1.04513 | 1.04513 | 1.05638 | -41.13 | 1227.96 |
| 28 | 2025.01.08 16:00 | buy | 9 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 29 | 2025.01.08 16:00 | modify | 9 | 0.10 | 1.03047 | 1.02247 | 1.04547 | ||
| 30 | 2025.01.10 16:00 | s/l | 9 | 0.10 | 1.02247 | 1.02247 | 1.04547 | -84.12 | 1143.84 |
| 31 | 2025.01.13 16:00 | buy | 10 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.13 16:00 | modify | 10 | 0.10 | 1.01999 | 1.01199 | 1.03499 | ||
| 33 | 2025.01.15 16:00 | t/p | 10 | 0.10 | 1.03499 | 1.01199 | 1.03499 | 147.94 | 1291.78 |
| 34 | 2025.02.03 08:00 | buy | 11 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 35 | 2025.02.03 08:00 | modify | 11 | 0.10 | 1.02278 | 1.01478 | 1.03778 | ||
| 36 | 2025.02.04 16:00 | t/p | 11 | 0.10 | 1.03778 | 1.01478 | 1.03778 | 148.97 | 1440.76 |
| 37 | 2025.02.10 08:00 | buy | 12 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 38 | 2025.02.10 08:00 | modify | 12 | 0.10 | 1.03159 | 1.02359 | 1.04659 | ||
| 39 | 2025.02.12 20:00 | buy | 13 | 0.10 | 1.03938 | 0.00000 | 0.00000 | ||
| 40 | 2025.02.12 20:00 | modify | 13 | 0.10 | 1.03938 | 1.03534 | 1.04659 | ||
| 41 | 2025.02.12 20:00 | modify | 12 | 0.10 | 1.03159 | 1.03534 | 1.04659 | ||
| 42 | 2025.02.13 08:00 | buy | 14 | 0.10 | 1.04286 | 0.00000 | 0.00000 | ||
| 43 | 2025.02.13 08:00 | modify | 14 | 0.10 | 1.04286 | 1.03684 | 1.04659 | ||
| 44 | 2025.02.13 08:00 | modify | 13 | 0.10 | 1.03938 | 1.03684 | 1.04659 | ||
| 45 | 2025.02.13 08:00 | modify | 12 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 46 | 2025.02.14 00:00 | t/p | 12 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 143.83 | 1584.58 |
| 47 | 2025.02.14 00:00 | t/p | 13 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 67.98 | 1652.57 |
| 48 | 2025.02.14 00:00 | t/p | 14 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 36.27 | 1688.84 |
| 49 | 2025.02.19 20:00 | buy | 15 | 0.10 | 1.04285 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.19 20:00 | modify | 15 | 0.10 | 1.04285 | 1.03485 | 1.05785 | ||
| 51 | 2025.02.20 20:00 | buy | 16 | 0.10 | 1.05045 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.20 20:00 | modify | 16 | 0.10 | 1.05045 | 1.04660 | 1.05785 | ||
| 53 | 2025.02.20 20:00 | modify | 15 | 0.10 | 1.04285 | 1.04660 | 1.05785 | ||
| 54 | 2025.02.21 12:00 | s/l | 15 | 0.10 | 1.04660 | 1.04660 | 1.05785 | 33.38 | 1722.22 |
| 55 | 2025.02.21 12:00 | s/l | 16 | 0.10 | 1.04660 | 1.04660 | 1.05785 | -39.53 | 1682.69 |
| 56 | 2025.03.17 20:00 | sell | 17 | 0.10 | 1.09208 | 0.00000 | 0.00000 | ||
| 57 | 2025.03.17 20:00 | modify | 17 | 0.10 | 1.09208 | 1.10008 | 1.07708 | ||
| 58 | 2025.03.21 16:00 | sell | 18 | 0.10 | 1.08060 | 0.00000 | 0.00000 | ||
| 59 | 2025.03.21 16:00 | modify | 18 | 0.10 | 1.08060 | 1.08683 | 1.07708 | ||
| 60 | 2025.03.21 16:00 | modify | 17 | 0.10 | 1.09208 | 1.08683 | 1.07708 | ||
| 61 | 2025.03.26 16:00 | t/p | 17 | 0.10 | 1.07708 | 1.08683 | 1.07708 | 153.39 | 1836.08 |
| 62 | 2025.03.26 16:00 | t/p | 18 | 0.10 | 1.07708 | 1.08683 | 1.07708 | 36.33 | 1872.41 |
| 63 | 2025.04.21 12:00 | sell | 19 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 64 | 2025.04.21 12:00 | modify | 19 | 0.10 | 1.15427 | 1.16227 | 1.13927 | ||
| 65 | 2025.04.22 16:00 | sell | 20 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 66 | 2025.04.22 16:00 | modify | 20 | 0.10 | 1.14652 | 1.15052 | 1.13927 | ||
| 67 | 2025.04.22 16:00 | modify | 19 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 68 | 2025.04.23 00:00 | t/p | 19 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 150.75 | 2023.16 |
| 69 | 2025.04.23 00:00 | t/p | 20 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 72.88 | 2096.04 |
| 70 | 2025.05.12 12:00 | buy | 21 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 71 | 2025.05.12 12:00 | modify | 21 | 0.10 | 1.11140 | 1.10340 | 1.12640 | ||
| 72 | 2025.05.14 04:00 | buy | 22 | 0.10 | 1.11982 | 0.00000 | 0.00000 | ||
| 73 | 2025.05.14 04:00 | modify | 22 | 0.10 | 1.11982 | 1.11515 | 1.12640 | ||
| 74 | 2025.05.14 04:00 | modify | 21 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 75 | 2025.05.14 12:00 | t/p | 21 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 147.94 | 2243.98 |
| 76 | 2025.05.14 12:00 | t/p | 22 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 65.80 | 2309.78 |
| 77 | 2025.06.12 16:00 | sell | 23 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 78 | 2025.06.12 16:00 | modify | 23 | 0.10 | 1.15769 | 1.16569 | 1.14269 | ||
| 79 | 2025.06.23 04:00 | sell | 24 | 0.10 | 1.14937 | 0.00000 | 0.00000 | ||
| 80 | 2025.06.23 04:00 | modify | 24 | 0.10 | 1.14937 | 1.15394 | 1.14269 | ||
| 81 | 2025.06.23 04:00 | modify | 23 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 82 | 2025.06.23 16:00 | s/l | 23 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 40.89 | 2350.67 |
| 83 | 2025.06.23 16:00 | s/l | 24 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -45.70 | 2304.97 |
| 84 | 2025.07.01 08:00 | sell | 25 | 0.10 | 1.17856 | 0.00000 | 0.00000 | ||
| 85 | 2025.07.01 08:00 | modify | 25 | 0.10 | 1.17856 | 1.18656 | 1.16356 | ||
| 86 | 2025.07.14 16:00 | sell | 26 | 0.10 | 1.16710 | 0.00000 | 0.00000 | ||
| 87 | 2025.07.14 16:00 | modify | 26 | 0.10 | 1.16710 | 1.17331 | 1.16356 | ||
| 88 | 2025.07.14 16:00 | modify | 25 | 0.10 | 1.17856 | 1.17331 | 1.16356 | ||
| 89 | 2025.07.15 16:00 | t/p | 25 | 0.10 | 1.16356 | 1.17331 | 1.16356 | 155.27 | 2460.24 |
| 90 | 2025.07.15 16:00 | t/p | 26 | 0.10 | 1.16356 | 1.17331 | 1.16356 | 35.78 | 2496.02 |
| 91 | 2025.08.13 16:00 | sell | 27 | 0.10 | 1.17136 | 0.00000 | 0.00000 | ||
| 92 | 2025.08.13 16:00 | modify | 27 | 0.10 | 1.17136 | 1.17936 | 1.15636 | ||
| 93 | 2025.08.27 00:00 | sell | 28 | 0.10 | 1.16370 | 0.00000 | 0.00000 | ||
| 94 | 2025.08.27 00:00 | modify | 28 | 0.10 | 1.16370 | 1.16761 | 1.15636 | ||
| 95 | 2025.08.27 00:00 | modify | 27 | 0.10 | 1.17136 | 1.16761 | 1.15636 | ||
| 96 | 2025.08.28 12:00 | s/l | 27 | 0.10 | 1.16761 | 1.16761 | 1.15636 | 43.90 | 2539.92 |
| 97 | 2025.08.28 12:00 | s/l | 28 | 0.10 | 1.16761 | 1.16761 | 1.15636 | -37.97 | 2501.95 |