Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| 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=10; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 520.69 | Gross profit | 1008.24 | Gross loss | -487.55 |
| Profit factor | 2.07 | Expected payoff | 27.40 | ||
| Absolute drawdown | 123.96 | Maximal drawdown | 198.43 (18.47%) | Relative drawdown | 18.47% (198.43) |
| Total trades | 19 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
| Largest | profit trade | 91.88 | loss trade | -93.88 | |
| Average | profit trade | 77.56 | loss trade | -81.26 | |
| Maximum | consecutive wins (profit in money) | 4 (362.63) | consecutive losses (loss in money) | 2 (-125.69) | |
| Maximal | consecutive profit (count of wins) | 362.63 (4) | consecutive loss (count of losses) | -125.69 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 12:00 | buy | 1 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.06 12:00 | modify | 1 | 0.10 | 1.63345 | 1.61945 | 1.64745 | ||
| 3 | 2024.11.07 16:00 | s/l | 1 | 0.10 | 1.61945 | 1.61945 | 1.64745 | -93.88 | 906.12 |
| 4 | 2024.11.22 12:00 | buy | 2 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 12:00 | modify | 2 | 0.10 | 1.60215 | 1.58815 | 1.61615 | ||
| 6 | 2024.11.25 20:00 | t/p | 2 | 0.10 | 1.61615 | 1.58815 | 1.61615 | 90.43 | 996.55 |
| 7 | 2024.12.04 12:00 | sell | 3 | 0.10 | 1.63794 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.04 12:00 | modify | 3 | 0.10 | 1.63794 | 1.65194 | 1.62394 | ||
| 9 | 2024.12.06 16:00 | s/l | 3 | 0.10 | 1.65194 | 1.65194 | 1.62394 | -90.17 | 906.37 |
| 10 | 2024.12.09 16:00 | buy | 4 | 0.10 | 1.63810 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.09 16:00 | modify | 4 | 0.10 | 1.63810 | 1.62410 | 1.65210 | ||
| 12 | 2024.12.10 04:00 | t/p | 4 | 0.10 | 1.65210 | 1.62410 | 1.65210 | 90.43 | 996.80 |
| 13 | 2025.01.02 16:00 | buy | 5 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 14 | 2025.01.02 16:00 | modify | 5 | 0.10 | 1.65492 | 1.64092 | 1.66892 | ||
| 15 | 2025.01.09 08:00 | buy | 6 | 0.10 | 1.66500 | 0.00000 | 0.00000 | ||
| 16 | 2025.01.09 08:00 | modify | 6 | 0.10 | 1.66500 | 1.65982 | 1.66892 | ||
| 17 | 2025.01.09 08:00 | modify | 5 | 0.10 | 1.65492 | 1.65982 | 1.66892 | ||
| 18 | 2025.01.13 12:00 | s/l | 5 | 0.10 | 1.65982 | 1.65982 | 1.66892 | 24.21 | 1021.01 |
| 19 | 2025.01.13 12:00 | s/l | 6 | 0.10 | 1.65982 | 1.65982 | 1.66892 | -35.50 | 985.51 |
| 20 | 2025.03.04 16:00 | sell | 7 | 0.10 | 1.69591 | 0.00000 | 0.00000 | ||
| 21 | 2025.03.04 16:00 | modify | 7 | 0.10 | 1.69591 | 1.70991 | 1.68191 | ||
| 22 | 2025.03.06 16:00 | s/l | 7 | 0.10 | 1.70991 | 1.70991 | 1.68191 | -90.18 | 895.33 |
| 23 | 2025.03.31 12:00 | sell | 8 | 0.10 | 1.73084 | 0.00000 | 0.00000 | ||
| 24 | 2025.03.31 12:00 | modify | 8 | 0.10 | 1.73084 | 1.74484 | 1.71684 | ||
| 25 | 2025.04.02 00:00 | t/p | 8 | 0.10 | 1.71684 | 1.74484 | 1.71684 | 91.88 | 987.20 |
| 26 | 2025.04.07 16:00 | sell | 9 | 0.10 | 1.82461 | 0.00000 | 0.00000 | ||
| 27 | 2025.04.07 16:00 | modify | 9 | 0.10 | 1.82461 | 1.83861 | 1.81061 | ||
| 28 | 2025.04.08 08:00 | t/p | 9 | 0.10 | 1.81061 | 1.83861 | 1.81061 | 91.59 | 1078.80 |
| 29 | 2025.04.09 12:00 | sell | 10 | 0.10 | 1.83867 | 0.00000 | 0.00000 | ||
| 30 | 2025.04.09 12:00 | modify | 10 | 0.10 | 1.83867 | 1.85267 | 1.82467 | ||
| 31 | 2025.04.09 16:00 | t/p | 10 | 0.10 | 1.82467 | 1.85267 | 1.82467 | 91.31 | 1170.11 |
| 32 | 2025.05.13 16:00 | buy | 11 | 0.10 | 1.72716 | 0.00000 | 0.00000 | ||
| 33 | 2025.05.13 16:00 | modify | 11 | 0.10 | 1.72716 | 1.71316 | 1.74116 | ||
| 34 | 2025.05.15 00:00 | t/p | 11 | 0.10 | 1.74116 | 1.71316 | 1.74116 | 87.85 | 1257.95 |
| 35 | 2025.06.20 16:00 | sell | 12 | 0.10 | 1.78490 | 0.00000 | 0.00000 | ||
| 36 | 2025.06.20 16:00 | modify | 12 | 0.10 | 1.78490 | 1.79890 | 1.77090 | ||
| 37 | 2025.06.23 12:00 | s/l | 12 | 0.10 | 1.79890 | 1.79890 | 1.77090 | -91.04 | 1166.92 |
| 38 | 2025.06.23 12:00 | sell | 13 | 0.10 | 1.79603 | 0.00000 | 0.00000 | ||
| 39 | 2025.06.23 12:00 | modify | 13 | 0.10 | 1.79603 | 1.81003 | 1.78203 | ||
| 40 | 2025.06.24 12:00 | t/p | 13 | 0.10 | 1.78203 | 1.81003 | 1.78203 | 91.59 | 1258.51 |
| 41 | 2025.07.10 16:00 | buy | 14 | 0.10 | 1.77902 | 0.00000 | 0.00000 | ||
| 42 | 2025.07.10 16:00 | modify | 14 | 0.10 | 1.77902 | 1.76502 | 1.79302 | ||
| 43 | 2025.07.17 00:00 | buy | 15 | 0.10 | 1.78411 | 0.00000 | 0.00000 | ||
| 44 | 2025.07.17 00:00 | modify | 15 | 0.10 | 1.78411 | 1.78112 | 1.79302 | ||
| 45 | 2025.07.17 00:00 | modify | 14 | 0.10 | 1.77902 | 1.78112 | 1.79302 | ||
| 46 | 2025.07.17 04:00 | t/p | 14 | 0.10 | 1.79302 | 1.78112 | 1.79302 | 85.26 | 1343.78 |
| 47 | 2025.07.17 04:00 | t/p | 15 | 0.10 | 1.79302 | 1.78112 | 1.79302 | 58.10 | 1401.88 |
| 48 | 2025.07.23 12:00 | buy | 16 | 0.10 | 1.77741 | 0.00000 | 0.00000 | ||
| 49 | 2025.07.23 12:00 | modify | 16 | 0.10 | 1.77741 | 1.76341 | 1.79141 | ||
| 50 | 2025.07.28 12:00 | t/p | 16 | 0.10 | 1.79141 | 1.76341 | 1.79141 | 86.99 | 1488.86 |
| 51 | 2025.08.01 16:00 | sell | 17 | 0.10 | 1.78672 | 0.00000 | 0.00000 | ||
| 52 | 2025.08.01 16:00 | modify | 17 | 0.10 | 1.78672 | 1.80072 | 1.77272 | ||
| 53 | 2025.08.19 08:00 | s/l | 17 | 0.10 | 1.80072 | 1.80072 | 1.77272 | -86.77 | 1402.09 |
| 54 | 2025.10.10 16:00 | sell | 18 | 0.10 | 1.78834 | 0.00000 | 0.00000 | ||
| 55 | 2025.10.10 16:00 | modify | 18 | 0.10 | 1.78834 | 1.80234 | 1.77434 | ||
| 56 | 2025.10.13 08:00 | sell | 19 | 0.10 | 1.77848 | 0.00000 | 0.00000 | ||
| 57 | 2025.10.13 08:00 | modify | 19 | 0.10 | 1.77848 | 1.78344 | 1.77434 | ||
| 58 | 2025.10.13 08:00 | modify | 18 | 0.10 | 1.78834 | 1.78344 | 1.77434 | ||
| 59 | 2025.10.13 16:00 | t/p | 18 | 0.10 | 1.77434 | 1.78344 | 1.77434 | 91.59 | 1493.69 |
| 60 | 2025.10.13 16:00 | t/p | 19 | 0.10 | 1.77434 | 1.78344 | 1.77434 | 27.00 | 1520.69 |