Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.11.01 00:00 - 2025.10.31 20:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 762.69 | Gross profit | 1389.32 | Gross loss | -626.62 |
| Profit factor | 2.22 | Expected payoff | 23.83 | ||
| Absolute drawdown | 101.01 | Maximal drawdown | 229.42 (16.32%) | Relative drawdown | 16.32% (229.42) |
| Total trades | 32 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 17 (70.59%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 100.26 | loss trade | -102.29 | |
| Average | profit trade | 63.15 | loss trade | -62.66 | |
| Maximum | consecutive wins (profit in money) | 6 (368.39) | consecutive losses (loss in money) | 2 (-199.66) | |
| Maximal | consecutive profit (count of wins) | 368.39 (6) | consecutive loss (count of losses) | -199.66 (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 | 1.61845 | 1.64845 | ||
| 3 | 2024.11.07 16:00 | s/l | 1 | 0.10 | 1.61845 | 1.61845 | 1.64845 | -100.55 | 899.45 |
| 4 | 2024.11.22 07:00 | sell | 2 | 0.10 | 1.61231 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 07:00 | modify | 2 | 0.10 | 1.61231 | 1.62731 | 1.59731 | ||
| 6 | 2024.11.22 10:00 | t/p | 2 | 0.10 | 1.59731 | 1.62731 | 1.59731 | 97.94 | 997.39 |
| 7 | 2024.12.05 17:00 | sell | 3 | 0.10 | 1.64198 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.05 17:00 | modify | 3 | 0.10 | 1.64198 | 1.65698 | 1.62698 | ||
| 9 | 2024.12.09 14:00 | sell | 4 | 0.10 | 1.63593 | 0.00000 | 0.00000 | ||
| 10 | 2024.12.09 14:00 | modify | 4 | 0.10 | 1.63593 | 1.64048 | 1.62698 | ||
| 11 | 2024.12.09 14:00 | modify | 3 | 0.10 | 1.64198 | 1.64048 | 1.62698 | ||
| 12 | 2024.12.10 01:00 | s/l | 3 | 0.10 | 1.64048 | 1.64048 | 1.62698 | 10.66 | 1008.05 |
| 13 | 2024.12.10 01:00 | s/l | 4 | 0.10 | 1.64048 | 1.64048 | 1.62698 | -29.42 | 978.63 |
| 14 | 2024.12.12 03:00 | buy | 5 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 15 | 2024.12.12 03:00 | modify | 5 | 0.10 | 1.63979 | 1.62479 | 1.65479 | ||
| 16 | 2024.12.12 20:00 | buy | 6 | 0.10 | 1.64596 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.12 20:00 | modify | 6 | 0.10 | 1.64596 | 1.64129 | 1.65479 | ||
| 18 | 2024.12.12 20:00 | modify | 5 | 0.10 | 1.63979 | 1.64129 | 1.65479 | ||
| 19 | 2024.12.16 07:00 | buy | 7 | 0.10 | 1.65104 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.16 07:00 | modify | 7 | 0.10 | 1.65104 | 1.64504 | 1.65479 | ||
| 21 | 2024.12.16 07:00 | modify | 6 | 0.10 | 1.64596 | 1.64504 | 1.65479 | ||
| 22 | 2024.12.16 07:00 | modify | 5 | 0.10 | 1.63979 | 1.64504 | 1.65479 | ||
| 23 | 2024.12.17 07:00 | t/p | 5 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 95.31 | 1073.94 |
| 24 | 2024.12.17 07:00 | t/p | 6 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 55.03 | 1128.97 |
| 25 | 2024.12.17 07:00 | t/p | 7 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 23.61 | 1152.57 |
| 26 | 2024.12.19 14:00 | buy | 8 | 0.10 | 1.66346 | 0.00000 | 0.00000 | ||
| 27 | 2024.12.19 14:00 | modify | 8 | 0.10 | 1.66346 | 1.64846 | 1.67846 | ||
| 28 | 2024.12.23 14:00 | buy | 9 | 0.10 | 1.66972 | 0.00000 | 0.00000 | ||
| 29 | 2024.12.23 14:00 | modify | 9 | 0.10 | 1.66972 | 1.66496 | 1.67846 | ||
| 30 | 2024.12.23 14:00 | modify | 8 | 0.10 | 1.66346 | 1.66496 | 1.67846 | ||
| 31 | 2024.12.23 18:00 | s/l | 8 | 0.10 | 1.66496 | 1.66496 | 1.67846 | 8.05 | 1160.62 |
| 32 | 2024.12.23 18:00 | s/l | 9 | 0.10 | 1.66496 | 1.66496 | 1.67846 | -31.07 | 1129.55 |
| 33 | 2024.12.26 17:00 | sell | 10 | 0.10 | 1.67416 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.26 17:00 | modify | 10 | 0.10 | 1.67416 | 1.68916 | 1.65916 | ||
| 35 | 2025.01.02 15:00 | t/p | 10 | 0.10 | 1.65916 | 1.68916 | 1.65916 | 99.96 | 1229.51 |
| 36 | 2025.02.07 19:00 | buy | 11 | 0.10 | 1.64715 | 0.00000 | 0.00000 | ||
| 37 | 2025.02.07 19:00 | modify | 11 | 0.10 | 1.64715 | 1.63215 | 1.66215 | ||
| 38 | 2025.02.12 20:00 | buy | 12 | 0.10 | 1.65335 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.12 20:00 | modify | 12 | 0.10 | 1.65335 | 1.64865 | 1.66215 | ||
| 40 | 2025.02.12 20:00 | modify | 11 | 0.10 | 1.64715 | 1.64865 | 1.66215 | ||
| 41 | 2025.02.13 10:00 | t/p | 11 | 0.10 | 1.66215 | 1.64865 | 1.66215 | 92.69 | 1322.20 |
| 42 | 2025.02.13 10:00 | t/p | 12 | 0.10 | 1.66215 | 1.64865 | 1.66215 | 54.83 | 1377.02 |
| 43 | 2025.03.07 08:00 | sell | 13 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 44 | 2025.03.07 08:00 | modify | 13 | 0.10 | 1.71637 | 1.73137 | 1.70137 | ||
| 45 | 2025.03.11 02:00 | s/l | 13 | 0.10 | 1.73137 | 1.73137 | 1.70137 | -97.37 | 1279.65 |
| 46 | 2025.03.12 20:00 | buy | 14 | 0.10 | 1.72428 | 0.00000 | 0.00000 | ||
| 47 | 2025.03.12 20:00 | modify | 14 | 0.10 | 1.72428 | 1.70928 | 1.73928 | ||
| 48 | 2025.03.17 18:00 | s/l | 14 | 0.10 | 1.70928 | 1.70928 | 1.73928 | -102.29 | 1177.36 |
| 49 | 2025.03.17 19:00 | buy | 15 | 0.10 | 1.70986 | 0.00000 | 0.00000 | ||
| 50 | 2025.03.17 19:00 | modify | 15 | 0.10 | 1.70986 | 1.69486 | 1.72486 | ||
| 51 | 2025.03.18 14:00 | buy | 16 | 0.10 | 1.71591 | 0.00000 | 0.00000 | ||
| 52 | 2025.03.18 14:00 | modify | 16 | 0.10 | 1.71591 | 1.71136 | 1.72486 | ||
| 53 | 2025.03.18 14:00 | modify | 15 | 0.10 | 1.70986 | 1.71136 | 1.72486 | ||
| 54 | 2025.03.20 11:00 | t/p | 15 | 0.10 | 1.72486 | 1.71136 | 1.72486 | 93.56 | 1270.92 |
| 55 | 2025.03.20 11:00 | t/p | 16 | 0.10 | 1.72486 | 1.71136 | 1.72486 | 54.93 | 1325.85 |
| 56 | 2025.04.09 22:00 | buy | 17 | 0.10 | 1.77822 | 0.00000 | 0.00000 | ||
| 57 | 2025.04.09 22:00 | modify | 17 | 0.10 | 1.77822 | 1.76322 | 1.79322 | ||
| 58 | 2025.04.10 01:00 | t/p | 17 | 0.10 | 1.79322 | 1.76322 | 1.79322 | 95.31 | 1421.16 |
| 59 | 2025.04.11 19:00 | buy | 18 | 0.10 | 1.80073 | 0.00000 | 0.00000 | ||
| 60 | 2025.04.11 19:00 | modify | 18 | 0.10 | 1.80073 | 1.78573 | 1.81573 | ||
| 61 | 2025.04.14 01:00 | buy | 19 | 0.10 | 1.80673 | 0.00000 | 0.00000 | ||
| 62 | 2025.04.14 01:00 | modify | 19 | 0.10 | 1.80673 | 1.80223 | 1.81573 | ||
| 63 | 2025.04.14 01:00 | modify | 18 | 0.10 | 1.80073 | 1.80223 | 1.81573 | ||
| 64 | 2025.04.14 06:00 | s/l | 18 | 0.10 | 1.80223 | 1.80223 | 1.81573 | 8.92 | 1430.08 |
| 65 | 2025.04.14 06:00 | s/l | 19 | 0.10 | 1.80223 | 1.80223 | 1.81573 | -29.38 | 1400.70 |
| 66 | 2025.05.19 17:00 | buy | 20 | 0.10 | 1.74061 | 0.00000 | 0.00000 | ||
| 67 | 2025.05.19 17:00 | modify | 20 | 0.10 | 1.74061 | 1.72561 | 1.75561 | ||
| 68 | 2025.05.20 08:00 | t/p | 20 | 0.10 | 1.75561 | 1.72561 | 1.75561 | 97.06 | 1497.75 |
| 69 | 2025.06.11 21:00 | sell | 21 | 0.10 | 1.76471 | 0.00000 | 0.00000 | ||
| 70 | 2025.06.11 21:00 | modify | 21 | 0.10 | 1.76471 | 1.77971 | 1.74971 | ||
| 71 | 2025.06.12 10:00 | s/l | 21 | 0.10 | 1.77971 | 1.77971 | 1.74971 | -97.08 | 1400.68 |
| 72 | 2025.06.23 05:00 | sell | 22 | 0.10 | 1.79406 | 0.00000 | 0.00000 | ||
| 73 | 2025.06.23 05:00 | modify | 22 | 0.10 | 1.79406 | 1.80906 | 1.77906 | ||
| 74 | 2025.06.24 07:00 | sell | 23 | 0.10 | 1.78252 | 0.00000 | 0.00000 | ||
| 75 | 2025.06.24 07:00 | modify | 23 | 0.10 | 1.78252 | 1.78881 | 1.77906 | ||
| 76 | 2025.06.24 07:00 | modify | 22 | 0.10 | 1.79406 | 1.78881 | 1.77906 | ||
| 77 | 2025.06.24 21:00 | s/l | 22 | 0.10 | 1.78881 | 1.78881 | 1.77906 | 34.57 | 1435.24 |
| 78 | 2025.06.24 21:00 | s/l | 23 | 0.10 | 1.78881 | 1.78881 | 1.77906 | -41.07 | 1394.17 |
| 79 | 2025.07.04 09:00 | sell | 24 | 0.10 | 1.79521 | 0.00000 | 0.00000 | ||
| 80 | 2025.07.04 09:00 | modify | 24 | 0.10 | 1.79521 | 1.81021 | 1.78021 | ||
| 81 | 2025.07.10 14:00 | sell | 25 | 0.10 | 1.78621 | 0.00000 | 0.00000 | ||
| 82 | 2025.07.10 14:00 | modify | 25 | 0.10 | 1.78621 | 1.79071 | 1.78021 | ||
| 83 | 2025.07.10 14:00 | modify | 24 | 0.10 | 1.79521 | 1.79071 | 1.78021 | ||
| 84 | 2025.07.10 16:00 | t/p | 24 | 0.10 | 1.78021 | 1.79071 | 1.78021 | 99.67 | 1493.84 |
| 85 | 2025.07.10 16:00 | t/p | 25 | 0.10 | 1.78021 | 1.79071 | 1.78021 | 39.18 | 1533.02 |
| 86 | 2025.08.19 16:00 | sell | 26 | 0.10 | 1.80521 | 0.00000 | 0.00000 | ||
| 87 | 2025.08.19 16:00 | modify | 26 | 0.10 | 1.80521 | 1.82021 | 1.79021 | ||
| 88 | 2025.08.25 17:00 | sell | 27 | 0.10 | 1.79396 | 0.00000 | 0.00000 | ||
| 89 | 2025.08.25 17:00 | modify | 27 | 0.10 | 1.79396 | 1.79996 | 1.79021 | ||
| 90 | 2025.08.25 17:00 | modify | 26 | 0.10 | 1.80521 | 1.79996 | 1.79021 | ||
| 91 | 2025.08.27 02:00 | t/p | 26 | 0.10 | 1.79021 | 1.79996 | 1.79021 | 100.26 | 1633.28 |
| 92 | 2025.08.27 02:00 | t/p | 27 | 0.10 | 1.79021 | 1.79996 | 1.79021 | 25.07 | 1658.34 |
| 93 | 2025.10.08 17:00 | buy | 28 | 0.10 | 1.76409 | 0.00000 | 0.00000 | ||
| 94 | 2025.10.08 17:00 | modify | 28 | 0.10 | 1.76409 | 1.74909 | 1.77909 | ||
| 95 | 2025.10.10 16:00 | t/p | 28 | 0.10 | 1.77909 | 1.74909 | 1.77909 | 94.43 | 1752.78 |
| 96 | 2025.10.16 03:00 | sell | 29 | 0.10 | 1.79664 | 0.00000 | 0.00000 | ||
| 97 | 2025.10.16 03:00 | modify | 29 | 0.10 | 1.79664 | 1.81164 | 1.78164 | ||
| 98 | 2025.10.16 08:00 | sell | 30 | 0.10 | 1.79049 | 0.00000 | 0.00000 | ||
| 99 | 2025.10.16 08:00 | modify | 30 | 0.10 | 1.79049 | 1.79514 | 1.78164 | ||
| 100 | 2025.10.16 08:00 | modify | 29 | 0.10 | 1.79664 | 1.79514 | 1.78164 | ||
| 101 | 2025.10.16 14:00 | s/l | 29 | 0.10 | 1.79514 | 1.79514 | 1.78164 | 9.79 | 1762.57 |
| 102 | 2025.10.16 14:00 | s/l | 30 | 0.10 | 1.79514 | 1.79514 | 1.78164 | -30.37 | 1732.20 |
| 103 | 2025.10.16 20:00 | sell | 31 | 0.10 | 1.80261 | 0.00000 | 0.00000 | ||
| 104 | 2025.10.16 20:00 | modify | 31 | 0.10 | 1.80261 | 1.81761 | 1.78761 | ||
| 105 | 2025.10.20 18:00 | t/p | 31 | 0.10 | 1.78761 | 1.81761 | 1.78761 | 98.52 | 1830.71 |
| 106 | 2025.10.28 17:00 | buy | 32 | 0.10 | 1.77129 | 0.00000 | 0.00000 | ||
| 107 | 2025.10.28 17:00 | modify | 32 | 0.10 | 1.77129 | 1.75629 | 1.78629 | ||
| 108 | 2025.10.31 20:59 | close at stop | 32 | 0.10 | 1.76154 | 1.75629 | 1.78629 | -68.02 | 1762.69 |