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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 637.29 | Gross profit | 1467.61 | Gross loss | -830.32 |
| Profit factor | 1.77 | Expected payoff | 15.54 | ||
| Absolute drawdown | 65.69 | Maximal drawdown | 265.48 (16.46%) | Relative drawdown | 16.46% (265.48) |
| Total trades | 41 | Short positions (won %) | 24 (50.00%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 22 (53.66%) | Loss trades (% of total) | 19 (46.34%) | ||
| Largest | profit trade | 88.32 | loss trade | -56.13 | |
| Average | profit trade | 66.71 | loss trade | -43.70 | |
| Maximum | consecutive wins (profit in money) | 6 (447.96) | consecutive losses (loss in money) | 4 (-214.31) | |
| Maximal | consecutive profit (count of wins) | 447.96 (6) | consecutive loss (count of losses) | -214.31 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.04 04:00 | sell | 1 | 0.10 | 1.64980 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.04 04:00 | modify | 1 | 0.10 | 1.64980 | 1.65780 | 1.63680 | ||
| 3 | 2024.09.06 16:00 | s/l | 1 | 0.10 | 1.65780 | 1.65780 | 1.63680 | -52.33 | 947.67 |
| 4 | 2024.09.06 16:00 | sell | 2 | 0.10 | 1.66051 | 0.00000 | 0.00000 | ||
| 5 | 2024.09.06 16:00 | modify | 2 | 0.10 | 1.66051 | 1.66851 | 1.64751 | ||
| 6 | 2024.09.12 04:00 | t/p | 2 | 0.10 | 1.64751 | 1.66851 | 1.64751 | 88.32 | 1035.99 |
| 7 | 2024.09.23 16:00 | buy | 3 | 0.10 | 1.62580 | 0.00000 | 0.00000 | ||
| 8 | 2024.09.23 16:00 | modify | 3 | 0.10 | 1.62580 | 1.61780 | 1.63880 | ||
| 9 | 2024.09.26 00:00 | buy | 4 | 0.10 | 1.63248 | 0.00000 | 0.00000 | ||
| 10 | 2024.09.26 00:00 | modify | 4 | 0.10 | 1.63248 | 1.62840 | 1.63880 | ||
| 11 | 2024.09.26 00:00 | modify | 3 | 0.10 | 1.62580 | 1.62840 | 1.63880 | ||
| 12 | 2024.09.26 04:00 | s/l | 3 | 0.10 | 1.62840 | 1.62840 | 1.63880 | 12.75 | 1048.74 |
| 13 | 2024.09.26 04:00 | s/l | 4 | 0.10 | 1.62840 | 1.62840 | 1.63880 | -27.22 | 1021.52 |
| 14 | 2024.10.08 04:00 | sell | 5 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 15 | 2024.10.08 04:00 | modify | 5 | 0.10 | 1.63118 | 1.63918 | 1.61818 | ||
| 16 | 2024.10.15 12:00 | sell | 6 | 0.10 | 1.62330 | 0.00000 | 0.00000 | ||
| 17 | 2024.10.15 12:00 | modify | 6 | 0.10 | 1.62330 | 1.62728 | 1.61818 | ||
| 18 | 2024.10.15 12:00 | modify | 5 | 0.10 | 1.63118 | 1.62728 | 1.61818 | ||
| 19 | 2024.10.16 00:00 | s/l | 5 | 0.10 | 1.62728 | 1.62728 | 1.61818 | 28.12 | 1049.64 |
| 20 | 2024.10.16 00:00 | s/l | 6 | 0.10 | 1.62728 | 1.62728 | 1.61818 | -26.30 | 1023.34 |
| 21 | 2024.10.17 16:00 | buy | 7 | 0.10 | 1.61734 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.17 16:00 | modify | 7 | 0.10 | 1.61734 | 1.60934 | 1.63034 | ||
| 23 | 2024.10.21 16:00 | buy | 8 | 0.10 | 1.62522 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.21 16:00 | modify | 8 | 0.10 | 1.62522 | 1.62124 | 1.63034 | ||
| 25 | 2024.10.21 16:00 | modify | 7 | 0.10 | 1.61734 | 1.62124 | 1.63034 | ||
| 26 | 2024.10.22 04:00 | s/l | 7 | 0.10 | 1.62124 | 1.62124 | 1.63034 | 23.27 | 1046.61 |
| 27 | 2024.10.22 04:00 | s/l | 8 | 0.10 | 1.62124 | 1.62124 | 1.63034 | -27.48 | 1019.13 |
| 28 | 2024.11.06 12:00 | buy | 9 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 29 | 2024.11.06 12:00 | modify | 9 | 0.10 | 1.63345 | 1.62545 | 1.64645 | ||
| 30 | 2024.11.07 04:00 | s/l | 9 | 0.10 | 1.62545 | 1.62545 | 1.64645 | -56.13 | 963.00 |
| 31 | 2024.11.22 12:00 | buy | 10 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.22 12:00 | modify | 10 | 0.10 | 1.60215 | 1.59415 | 1.61515 | ||
| 33 | 2024.11.25 20:00 | t/p | 10 | 0.10 | 1.61515 | 1.59415 | 1.61515 | 85.82 | 1048.83 |
| 34 | 2024.11.26 16:00 | sell | 11 | 0.10 | 1.62054 | 0.00000 | 0.00000 | ||
| 35 | 2024.11.26 16:00 | modify | 11 | 0.10 | 1.62054 | 1.62854 | 1.60754 | ||
| 36 | 2024.11.27 16:00 | s/l | 11 | 0.10 | 1.62854 | 1.62854 | 1.60754 | -53.13 | 995.70 |
| 37 | 2024.12.04 04:00 | sell | 12 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.04 04:00 | modify | 12 | 0.10 | 1.63574 | 1.64374 | 1.62274 | ||
| 39 | 2024.12.06 04:00 | s/l | 12 | 0.10 | 1.64374 | 1.64374 | 1.62274 | -52.34 | 943.36 |
| 40 | 2024.12.06 16:00 | sell | 13 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 41 | 2024.12.06 16:00 | modify | 13 | 0.10 | 1.65309 | 1.66109 | 1.64009 | ||
| 42 | 2024.12.09 16:00 | t/p | 13 | 0.10 | 1.64009 | 1.66109 | 1.64009 | 87.01 | 1030.37 |
| 43 | 2024.12.09 16:00 | buy | 14 | 0.10 | 1.63810 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.09 16:00 | modify | 14 | 0.10 | 1.63810 | 1.63010 | 1.65110 | ||
| 45 | 2024.12.10 04:00 | t/p | 14 | 0.10 | 1.65110 | 1.63010 | 1.65110 | 85.81 | 1116.18 |
| 46 | 2024.12.12 04:00 | buy | 15 | 0.10 | 1.63747 | 0.00000 | 0.00000 | ||
| 47 | 2024.12.12 04:00 | modify | 15 | 0.10 | 1.63747 | 1.62947 | 1.65047 | ||
| 48 | 2024.12.13 16:00 | t/p | 15 | 0.10 | 1.65047 | 1.62947 | 1.65047 | 85.81 | 1201.99 |
| 49 | 2025.01.02 16:00 | buy | 16 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.02 16:00 | modify | 16 | 0.10 | 1.65492 | 1.64692 | 1.66792 | ||
| 51 | 2025.01.10 08:00 | buy | 17 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.10 08:00 | modify | 17 | 0.10 | 1.66294 | 1.65882 | 1.66792 | ||
| 53 | 2025.01.10 08:00 | modify | 16 | 0.10 | 1.65492 | 1.65882 | 1.66792 | ||
| 54 | 2025.01.10 16:00 | buy | 18 | 0.10 | 1.66549 | 0.00000 | 0.00000 | ||
| 55 | 2025.01.10 16:00 | modify | 18 | 0.10 | 1.66549 | 1.66207 | 1.66792 | ||
| 56 | 2025.01.10 16:00 | modify | 17 | 0.10 | 1.66294 | 1.66207 | 1.66792 | ||
| 57 | 2025.01.10 16:00 | modify | 16 | 0.10 | 1.65492 | 1.66207 | 1.66792 | ||
| 58 | 2025.01.13 04:00 | s/l | 16 | 0.10 | 1.66207 | 1.66207 | 1.66792 | 39.45 | 1241.44 |
| 59 | 2025.01.13 04:00 | s/l | 17 | 0.10 | 1.66207 | 1.66207 | 1.66792 | -6.73 | 1234.71 |
| 60 | 2025.01.13 04:00 | s/l | 18 | 0.10 | 1.66207 | 1.66207 | 1.66792 | -23.74 | 1210.97 |
| 61 | 2025.02.12 16:00 | sell | 19 | 0.10 | 1.65330 | 0.00000 | 0.00000 | ||
| 62 | 2025.02.12 16:00 | modify | 19 | 0.10 | 1.65330 | 1.66130 | 1.64030 | ||
| 63 | 2025.02.13 12:00 | s/l | 19 | 0.10 | 1.66130 | 1.66130 | 1.64030 | -52.59 | 1158.38 |
| 64 | 2025.02.13 12:00 | sell | 20 | 0.10 | 1.66081 | 0.00000 | 0.00000 | ||
| 65 | 2025.02.13 12:00 | modify | 20 | 0.10 | 1.66081 | 1.66881 | 1.64781 | ||
| 66 | 2025.02.14 04:00 | sell | 21 | 0.10 | 1.65401 | 0.00000 | 0.00000 | ||
| 67 | 2025.02.14 04:00 | modify | 21 | 0.10 | 1.65401 | 1.65821 | 1.64781 | ||
| 68 | 2025.02.14 04:00 | modify | 20 | 0.10 | 1.66081 | 1.65821 | 1.64781 | ||
| 69 | 2025.02.17 08:00 | t/p | 20 | 0.10 | 1.64781 | 1.65821 | 1.64781 | 87.27 | 1245.66 |
| 70 | 2025.02.17 08:00 | t/p | 21 | 0.10 | 1.64781 | 1.65821 | 1.64781 | 41.63 | 1287.29 |
| 71 | 2025.02.25 16:00 | sell | 22 | 0.10 | 1.65754 | 0.00000 | 0.00000 | ||
| 72 | 2025.02.25 16:00 | modify | 22 | 0.10 | 1.65754 | 1.66554 | 1.64454 | ||
| 73 | 2025.02.27 16:00 | s/l | 22 | 0.10 | 1.66554 | 1.66554 | 1.64454 | -52.34 | 1234.95 |
| 74 | 2025.03.07 08:00 | sell | 23 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 75 | 2025.03.07 08:00 | modify | 23 | 0.10 | 1.71637 | 1.72437 | 1.70337 | ||
| 76 | 2025.03.07 16:00 | s/l | 23 | 0.10 | 1.72437 | 1.72437 | 1.70337 | -53.38 | 1181.57 |
| 77 | 2025.03.11 04:00 | sell | 24 | 0.10 | 1.72984 | 0.00000 | 0.00000 | ||
| 78 | 2025.03.11 04:00 | modify | 24 | 0.10 | 1.72984 | 1.73784 | 1.71684 | ||
| 79 | 2025.03.11 16:00 | s/l | 24 | 0.10 | 1.73784 | 1.73784 | 1.71684 | -53.39 | 1128.18 |
| 80 | 2025.03.31 12:00 | sell | 25 | 0.10 | 1.73084 | 0.00000 | 0.00000 | ||
| 81 | 2025.03.31 12:00 | modify | 25 | 0.10 | 1.73084 | 1.73884 | 1.71784 | ||
| 82 | 2025.04.01 16:00 | sell | 26 | 0.10 | 1.72015 | 0.00000 | 0.00000 | ||
| 83 | 2025.04.01 16:00 | modify | 26 | 0.10 | 1.72015 | 1.72369 | 1.71784 | ||
| 84 | 2025.04.01 16:00 | modify | 25 | 0.10 | 1.73084 | 1.72369 | 1.71784 | ||
| 85 | 2025.04.02 00:00 | t/p | 25 | 0.10 | 1.71784 | 1.72369 | 1.71784 | 87.27 | 1215.45 |
| 86 | 2025.04.02 00:00 | t/p | 26 | 0.10 | 1.71784 | 1.72369 | 1.71784 | 15.67 | 1231.12 |
| 87 | 2025.04.02 04:00 | buy | 27 | 0.10 | 1.71429 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.02 04:00 | modify | 27 | 0.10 | 1.71429 | 1.70629 | 1.72729 | ||
| 89 | 2025.04.03 00:00 | t/p | 27 | 0.10 | 1.72729 | 1.70629 | 1.72729 | 83.99 | 1315.11 |
| 90 | 2025.04.21 04:00 | sell | 28 | 0.10 | 1.79221 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.21 04:00 | modify | 28 | 0.10 | 1.79221 | 1.80021 | 1.77921 | ||
| 92 | 2025.04.23 08:00 | t/p | 28 | 0.10 | 1.77921 | 1.80021 | 1.77921 | 87.27 | 1402.38 |
| 93 | 2025.04.25 04:00 | buy | 29 | 0.10 | 1.76598 | 0.00000 | 0.00000 | ||
| 94 | 2025.04.25 04:00 | modify | 29 | 0.10 | 1.76598 | 1.75798 | 1.77898 | ||
| 95 | 2025.04.25 12:00 | t/p | 29 | 0.10 | 1.77898 | 1.75798 | 1.77898 | 86.74 | 1489.12 |
| 96 | 2025.04.29 16:00 | sell | 30 | 0.10 | 1.78499 | 0.00000 | 0.00000 | ||
| 97 | 2025.04.29 16:00 | modify | 30 | 0.10 | 1.78499 | 1.79299 | 1.77199 | ||
| 98 | 2025.04.30 16:00 | t/p | 30 | 0.10 | 1.77199 | 1.79299 | 1.77199 | 87.01 | 1576.14 |
| 99 | 2025.05.01 04:00 | buy | 31 | 0.10 | 1.76575 | 0.00000 | 0.00000 | ||
| 100 | 2025.05.01 04:00 | modify | 31 | 0.10 | 1.76575 | 1.75775 | 1.77875 | ||
| 101 | 2025.05.02 16:00 | s/l | 31 | 0.10 | 1.75775 | 1.75775 | 1.77875 | -54.30 | 1521.84 |
| 102 | 2025.05.12 08:00 | buy | 32 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 103 | 2025.05.12 08:00 | modify | 32 | 0.10 | 1.73412 | 1.72612 | 1.74712 | ||
| 104 | 2025.05.13 20:00 | s/l | 32 | 0.10 | 1.72612 | 1.72612 | 1.74712 | -54.30 | 1467.54 |
| 105 | 2025.05.15 12:00 | sell | 33 | 0.10 | 1.74477 | 0.00000 | 0.00000 | ||
| 106 | 2025.05.15 12:00 | modify | 33 | 0.10 | 1.74477 | 1.75277 | 1.73177 | ||
| 107 | 2025.05.20 08:00 | s/l | 33 | 0.10 | 1.75277 | 1.75277 | 1.73177 | -52.59 | 1414.95 |
| 108 | 2025.06.20 16:00 | sell | 34 | 0.10 | 1.78490 | 0.00000 | 0.00000 | ||
| 109 | 2025.06.20 16:00 | modify | 34 | 0.10 | 1.78490 | 1.79290 | 1.77190 | ||
| 110 | 2025.06.23 04:00 | s/l | 34 | 0.10 | 1.79290 | 1.79290 | 1.77190 | -53.12 | 1361.83 |
| 111 | 2025.06.23 04:00 | sell | 35 | 0.10 | 1.79490 | 0.00000 | 0.00000 | ||
| 112 | 2025.06.23 04:00 | modify | 35 | 0.10 | 1.79490 | 1.80290 | 1.78190 | ||
| 113 | 2025.06.24 12:00 | t/p | 35 | 0.10 | 1.78190 | 1.80290 | 1.78190 | 87.01 | 1448.84 |
| 114 | 2025.07.07 04:00 | sell | 36 | 0.10 | 1.80617 | 0.00000 | 0.00000 | ||
| 115 | 2025.07.07 04:00 | modify | 36 | 0.10 | 1.80617 | 1.81417 | 1.79317 | ||
| 116 | 2025.07.08 08:00 | t/p | 36 | 0.10 | 1.79317 | 1.81417 | 1.79317 | 87.01 | 1535.85 |
| 117 | 2025.07.10 16:00 | buy | 37 | 0.10 | 1.77902 | 0.00000 | 0.00000 | ||
| 118 | 2025.07.10 16:00 | modify | 37 | 0.10 | 1.77902 | 1.77102 | 1.79202 | ||
| 119 | 2025.07.17 04:00 | t/p | 37 | 0.10 | 1.79202 | 1.77102 | 1.79202 | 80.32 | 1616.17 |
| 120 | 2025.07.17 04:00 | sell | 38 | 0.10 | 1.79090 | 0.00000 | 0.00000 | ||
| 121 | 2025.07.17 04:00 | modify | 38 | 0.10 | 1.79090 | 1.79890 | 1.77790 | ||
| 122 | 2025.07.18 16:00 | sell | 39 | 0.10 | 1.78420 | 0.00000 | 0.00000 | ||
| 123 | 2025.07.18 16:00 | modify | 39 | 0.10 | 1.78420 | 1.78830 | 1.77790 | ||
| 124 | 2025.07.18 16:00 | modify | 38 | 0.10 | 1.79090 | 1.78830 | 1.77790 | ||
| 125 | 2025.07.21 08:00 | s/l | 38 | 0.10 | 1.78830 | 1.78830 | 1.77790 | 17.87 | 1634.05 |
| 126 | 2025.07.21 08:00 | s/l | 39 | 0.10 | 1.78830 | 1.78830 | 1.77790 | -27.10 | 1606.95 |
| 127 | 2025.07.23 12:00 | buy | 40 | 0.10 | 1.77741 | 0.00000 | 0.00000 | ||
| 128 | 2025.07.23 12:00 | modify | 40 | 0.10 | 1.77741 | 1.76941 | 1.79041 | ||
| 129 | 2025.07.28 08:00 | t/p | 40 | 0.10 | 1.79041 | 1.76941 | 1.79041 | 82.15 | 1689.10 |
| 130 | 2025.08.01 16:00 | sell | 41 | 0.10 | 1.78672 | 0.00000 | 0.00000 | ||
| 131 | 2025.08.01 16:00 | modify | 41 | 0.10 | 1.78672 | 1.79472 | 1.77372 | ||
| 132 | 2025.08.07 00:00 | s/l | 41 | 0.10 | 1.79472 | 1.79472 | 1.77372 | -51.82 | 1637.29 |