Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; 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=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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1235.16 | Gross profit | 1558.89 | Gross loss | -323.74 |
| Profit factor | 4.82 | Expected payoff | 56.14 | ||
| Absolute drawdown | 110.28 | Maximal drawdown | 158.70 (7.97%) | Relative drawdown | 11.72% (118.12) |
| Total trades | 22 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 16 (75.00%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 155.63 | loss trade | -104.80 | |
| Average | profit trade | 91.70 | loss trade | -64.75 | |
| Maximum | consecutive wins (profit in money) | 6 (579.62) | consecutive losses (loss in money) | 1 (-104.80) | |
| Maximal | consecutive profit (count of wins) | 579.62 (6) | consecutive loss (count of losses) | -104.80 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.11 20:00 | buy | 1 | 0.10 | 1.06542 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.11 20:00 | modify | 1 | 0.10 | 1.06542 | 1.05542 | 1.08042 | ||
| 3 | 2024.11.14 04:00 | s/l | 1 | 0.10 | 1.05542 | 1.05542 | 1.08042 | -104.80 | 895.20 |
| 4 | 2024.11.22 20:00 | buy | 2 | 0.10 | 1.04138 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.22 20:00 | modify | 2 | 0.10 | 1.04138 | 1.03138 | 1.05638 | ||
| 6 | 2024.11.25 16:00 | buy | 3 | 0.10 | 1.04914 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.25 16:00 | modify | 3 | 0.10 | 1.04914 | 1.04513 | 1.05638 | ||
| 8 | 2024.11.25 16:00 | modify | 2 | 0.10 | 1.04138 | 1.04513 | 1.05638 | ||
| 9 | 2024.11.26 00:00 | s/l | 2 | 0.10 | 1.04513 | 1.04513 | 1.05638 | 35.58 | 930.78 |
| 10 | 2024.11.26 00:00 | s/l | 3 | 0.10 | 1.04513 | 1.04513 | 1.05638 | -41.06 | 889.72 |
| 11 | 2025.01.13 16:00 | buy | 4 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 12 | 2025.01.13 16:00 | modify | 4 | 0.10 | 1.01999 | 1.00999 | 1.03499 | ||
| 13 | 2025.01.15 16:00 | t/p | 4 | 0.10 | 1.03499 | 1.00999 | 1.03499 | 148.08 | 1037.80 |
| 14 | 2025.02.03 08:00 | buy | 5 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 15 | 2025.02.03 08:00 | modify | 5 | 0.10 | 1.02278 | 1.01278 | 1.03778 | ||
| 16 | 2025.02.04 16:00 | t/p | 5 | 0.10 | 1.03778 | 1.01278 | 1.03778 | 149.04 | 1186.84 |
| 17 | 2025.02.10 08:00 | buy | 6 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 18 | 2025.02.10 08:00 | modify | 6 | 0.10 | 1.03159 | 1.02159 | 1.04659 | ||
| 19 | 2025.02.12 20:00 | buy | 7 | 0.10 | 1.03938 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.12 20:00 | modify | 7 | 0.10 | 1.03938 | 1.03534 | 1.04659 | ||
| 21 | 2025.02.12 20:00 | modify | 6 | 0.10 | 1.03159 | 1.03534 | 1.04659 | ||
| 22 | 2025.02.13 08:00 | buy | 8 | 0.10 | 1.04286 | 0.00000 | 0.00000 | ||
| 23 | 2025.02.13 08:00 | modify | 8 | 0.10 | 1.04286 | 1.03684 | 1.04659 | ||
| 24 | 2025.02.13 08:00 | modify | 7 | 0.10 | 1.03938 | 1.03684 | 1.04659 | ||
| 25 | 2025.02.13 08:00 | modify | 6 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 26 | 2025.02.14 00:00 | t/p | 6 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 144.24 | 1331.08 |
| 27 | 2025.02.14 00:00 | t/p | 7 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 68.26 | 1399.34 |
| 28 | 2025.02.14 00:00 | t/p | 8 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 36.34 | 1435.69 |
| 29 | 2025.02.19 20:00 | buy | 9 | 0.10 | 1.04285 | 0.00000 | 0.00000 | ||
| 30 | 2025.02.19 20:00 | modify | 9 | 0.10 | 1.04285 | 1.03285 | 1.05785 | ||
| 31 | 2025.02.20 20:00 | buy | 10 | 0.10 | 1.05045 | 0.00000 | 0.00000 | ||
| 32 | 2025.02.20 20:00 | modify | 10 | 0.10 | 1.05045 | 1.04660 | 1.05785 | ||
| 33 | 2025.02.20 20:00 | modify | 9 | 0.10 | 1.04285 | 1.04660 | 1.05785 | ||
| 34 | 2025.02.21 12:00 | s/l | 9 | 0.10 | 1.04660 | 1.04660 | 1.05785 | 33.66 | 1469.35 |
| 35 | 2025.02.21 12:00 | s/l | 10 | 0.10 | 1.04660 | 1.04660 | 1.05785 | -39.46 | 1429.89 |
| 36 | 2025.04.21 12:00 | sell | 11 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 37 | 2025.04.21 12:00 | modify | 11 | 0.10 | 1.15427 | 1.16427 | 1.13927 | ||
| 38 | 2025.04.22 16:00 | sell | 12 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 39 | 2025.04.22 16:00 | modify | 12 | 0.10 | 1.14652 | 1.15052 | 1.13927 | ||
| 40 | 2025.04.22 16:00 | modify | 11 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 41 | 2025.04.23 00:00 | t/p | 11 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 150.80 | 1580.69 |
| 42 | 2025.04.23 00:00 | t/p | 12 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 72.90 | 1653.59 |
| 43 | 2025.05.12 12:00 | buy | 13 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 44 | 2025.05.12 12:00 | modify | 13 | 0.10 | 1.11140 | 1.10140 | 1.12640 | ||
| 45 | 2025.05.14 04:00 | buy | 14 | 0.10 | 1.11982 | 0.00000 | 0.00000 | ||
| 46 | 2025.05.14 04:00 | modify | 14 | 0.10 | 1.11982 | 1.11515 | 1.12640 | ||
| 47 | 2025.05.14 04:00 | modify | 13 | 0.10 | 1.11140 | 1.11515 | 1.12640 | ||
| 48 | 2025.05.14 12:00 | t/p | 13 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 148.08 | 1801.67 |
| 49 | 2025.05.14 12:00 | t/p | 14 | 0.10 | 1.12640 | 1.11515 | 1.12640 | 65.80 | 1867.47 |
| 50 | 2025.06.12 16:00 | sell | 15 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 51 | 2025.06.12 16:00 | modify | 15 | 0.10 | 1.15769 | 1.16769 | 1.14269 | ||
| 52 | 2025.06.23 04:00 | sell | 16 | 0.10 | 1.14937 | 0.00000 | 0.00000 | ||
| 53 | 2025.06.23 04:00 | modify | 16 | 0.10 | 1.14937 | 1.15394 | 1.14269 | ||
| 54 | 2025.06.23 04:00 | modify | 15 | 0.10 | 1.15769 | 1.15394 | 1.14269 | ||
| 55 | 2025.06.23 16:00 | s/l | 15 | 0.10 | 1.15394 | 1.15394 | 1.14269 | 41.12 | 1908.59 |
| 56 | 2025.06.23 16:00 | s/l | 16 | 0.10 | 1.15394 | 1.15394 | 1.14269 | -45.70 | 1862.89 |
| 57 | 2025.07.01 08:00 | sell | 17 | 0.10 | 1.17856 | 0.00000 | 0.00000 | ||
| 58 | 2025.07.01 08:00 | modify | 17 | 0.10 | 1.17856 | 1.18856 | 1.16356 | ||
| 59 | 2025.07.14 16:00 | sell | 18 | 0.10 | 1.16710 | 0.00000 | 0.00000 | ||
| 60 | 2025.07.14 16:00 | modify | 18 | 0.10 | 1.16710 | 1.17331 | 1.16356 | ||
| 61 | 2025.07.14 16:00 | modify | 17 | 0.10 | 1.17856 | 1.17331 | 1.16356 | ||
| 62 | 2025.07.15 16:00 | t/p | 17 | 0.10 | 1.16356 | 1.17331 | 1.16356 | 155.63 | 2018.53 |
| 63 | 2025.07.15 16:00 | t/p | 18 | 0.10 | 1.16356 | 1.17331 | 1.16356 | 35.80 | 2054.33 |
| 64 | 2025.10.09 20:00 | buy | 19 | 0.10 | 1.15623 | 0.00000 | 0.00000 | ||
| 65 | 2025.10.09 20:00 | modify | 19 | 0.10 | 1.15623 | 1.14623 | 1.17123 | ||
| 66 | 2025.10.15 08:00 | buy | 20 | 0.10 | 1.16385 | 0.00000 | 0.00000 | ||
| 67 | 2025.10.15 08:00 | modify | 20 | 0.10 | 1.16385 | 1.15998 | 1.17123 | ||
| 68 | 2025.10.15 08:00 | modify | 19 | 0.10 | 1.15623 | 1.15998 | 1.17123 | ||
| 69 | 2025.10.15 20:00 | buy | 21 | 0.10 | 1.16472 | 0.00000 | 0.00000 | ||
| 70 | 2025.10.15 20:00 | modify | 21 | 0.10 | 1.16472 | 1.15998 | 1.17123 | ||
| 71 | 2025.10.17 08:00 | t/p | 19 | 0.10 | 1.17123 | 1.15998 | 1.17123 | 142.32 | 2196.65 |
| 72 | 2025.10.17 08:00 | t/p | 20 | 0.10 | 1.17123 | 1.15998 | 1.17123 | 69.96 | 2266.61 |
| 73 | 2025.10.17 08:00 | t/p | 21 | 0.10 | 1.17123 | 1.15998 | 1.17123 | 61.26 | 2327.87 |
| 74 | 2025.10.21 16:00 | buy | 22 | 0.10 | 1.16182 | 0.00000 | 0.00000 | ||
| 75 | 2025.10.21 16:00 | modify | 22 | 0.10 | 1.16182 | 1.15182 | 1.17682 | ||
| 76 | 2025.10.31 23:59 | close at stop | 22 | 0.10 | 1.15370 | 1.15182 | 1.17682 | -92.72 | 2235.16 |