Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7220 | Ticks modelled | 13440 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1138.51 | Gross profit | 1533.71 | Gross loss | -395.20 |
| Profit factor | 3.88 | Expected payoff | 40.66 | ||
| Absolute drawdown | 77.20 | Maximal drawdown | 178.69 (10.10%) | Relative drawdown | 10.10% (178.69) |
| Total trades | 28 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 15 (73.33%) |
| Profit trades (% of total) | 19 (67.86%) | Loss trades (% of total) | 9 (32.14%) | ||
| Largest | profit trade | 121.21 | loss trade | -90.00 | |
| Average | profit trade | 80.72 | loss trade | -43.91 | |
| Maximum | consecutive wins (profit in money) | 6 (482.89) | consecutive losses (loss in money) | 2 (-178.39) | |
| Maximal | consecutive profit (count of wins) | 482.89 (6) | consecutive loss (count of losses) | -178.39 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 03:00 | buy | 1 | 0.10 | 1.07656 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.06 03:00 | modify | 1 | 0.10 | 1.07656 | 1.06756 | 1.08856 | ||
| 3 | 2024.11.07 16:00 | buy | 2 | 0.10 | 1.08140 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.07 16:00 | modify | 2 | 0.10 | 1.08140 | 1.07716 | 1.08856 | ||
| 5 | 2024.11.07 16:00 | modify | 1 | 0.10 | 1.07656 | 1.07716 | 1.08856 | ||
| 6 | 2024.11.07 20:00 | s/l | 1 | 0.10 | 1.07716 | 1.07716 | 1.08856 | 3.12 | 1003.12 |
| 7 | 2024.11.07 20:00 | s/l | 2 | 0.10 | 1.07716 | 1.07716 | 1.08856 | -42.40 | 960.72 |
| 8 | 2024.11.22 10:00 | buy | 3 | 0.10 | 1.04049 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.22 10:00 | modify | 3 | 0.10 | 1.04049 | 1.03149 | 1.05249 | ||
| 10 | 2024.11.25 14:00 | t/p | 3 | 0.10 | 1.05249 | 1.03149 | 1.05249 | 119.04 | 1079.76 |
| 11 | 2024.12.18 20:00 | buy | 4 | 0.10 | 1.03804 | 0.00000 | 0.00000 | ||
| 12 | 2024.12.18 20:00 | modify | 4 | 0.10 | 1.03804 | 1.02904 | 1.05004 | ||
| 13 | 2024.12.20 17:00 | buy | 5 | 0.10 | 1.04312 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.20 17:00 | modify | 5 | 0.10 | 1.04312 | 1.03864 | 1.05004 | ||
| 15 | 2024.12.20 17:00 | modify | 4 | 0.10 | 1.03804 | 1.03864 | 1.05004 | ||
| 16 | 2024.12.22 23:00 | buy | 6 | 0.10 | 1.04355 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.22 23:00 | modify | 6 | 0.10 | 1.04355 | 1.04164 | 1.05004 | ||
| 18 | 2024.12.22 23:00 | modify | 5 | 0.10 | 1.04312 | 1.04164 | 1.05004 | ||
| 19 | 2024.12.22 23:00 | modify | 4 | 0.10 | 1.03804 | 1.04164 | 1.05004 | ||
| 20 | 2024.12.23 08:00 | s/l | 4 | 0.10 | 1.04164 | 1.04164 | 1.05004 | 31.20 | 1110.96 |
| 21 | 2024.12.23 08:00 | s/l | 5 | 0.10 | 1.04164 | 1.04164 | 1.05004 | -15.76 | 1095.20 |
| 22 | 2024.12.23 08:00 | s/l | 6 | 0.10 | 1.04164 | 1.04164 | 1.05004 | -20.06 | 1075.14 |
| 23 | 2025.01.02 17:00 | buy | 7 | 0.10 | 1.02641 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.02 17:00 | modify | 7 | 0.10 | 1.02641 | 1.01741 | 1.03841 | ||
| 25 | 2025.01.06 03:00 | buy | 8 | 0.10 | 1.03190 | 0.00000 | 0.00000 | ||
| 26 | 2025.01.06 03:00 | modify | 8 | 0.10 | 1.03190 | 1.03001 | 1.03841 | ||
| 27 | 2025.01.06 03:00 | modify | 7 | 0.10 | 1.02641 | 1.03001 | 1.03841 | ||
| 28 | 2025.01.06 12:00 | t/p | 7 | 0.10 | 1.03841 | 1.03001 | 1.03841 | 118.08 | 1193.22 |
| 29 | 2025.01.06 12:00 | t/p | 8 | 0.10 | 1.03841 | 1.03001 | 1.03841 | 65.10 | 1258.32 |
| 30 | 2025.01.06 12:00 | sell | 9 | 0.10 | 1.04218 | 0.00000 | 0.00000 | ||
| 31 | 2025.01.06 12:00 | modify | 9 | 0.10 | 1.04218 | 1.05118 | 1.03018 | ||
| 32 | 2025.01.07 16:00 | sell | 10 | 0.10 | 1.03727 | 0.00000 | 0.00000 | ||
| 33 | 2025.01.07 16:00 | modify | 10 | 0.10 | 1.03727 | 1.04158 | 1.03018 | ||
| 34 | 2025.01.07 16:00 | modify | 9 | 0.10 | 1.04218 | 1.04158 | 1.03018 | ||
| 35 | 2025.01.07 18:00 | sell | 11 | 0.10 | 1.03666 | 0.00000 | 0.00000 | ||
| 36 | 2025.01.07 18:00 | modify | 11 | 0.10 | 1.03666 | 1.03858 | 1.03018 | ||
| 37 | 2025.01.07 18:00 | modify | 10 | 0.10 | 1.03727 | 1.03858 | 1.03018 | ||
| 38 | 2025.01.07 18:00 | modify | 9 | 0.10 | 1.04218 | 1.03858 | 1.03018 | ||
| 39 | 2025.01.08 12:00 | t/p | 9 | 0.10 | 1.03018 | 1.03858 | 1.03018 | 120.80 | 1379.13 |
| 40 | 2025.01.08 12:00 | t/p | 10 | 0.10 | 1.03018 | 1.03858 | 1.03018 | 71.30 | 1450.43 |
| 41 | 2025.01.08 12:00 | t/p | 11 | 0.10 | 1.03018 | 1.03858 | 1.03018 | 65.20 | 1515.63 |
| 42 | 2025.01.20 15:00 | sell | 12 | 0.10 | 1.04147 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.20 15:00 | modify | 12 | 0.10 | 1.04147 | 1.05047 | 1.02947 | ||
| 44 | 2025.01.21 09:00 | sell | 13 | 0.10 | 1.03606 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.21 09:00 | modify | 13 | 0.10 | 1.03606 | 1.03787 | 1.02947 | ||
| 46 | 2025.01.21 09:00 | modify | 12 | 0.10 | 1.04147 | 1.03787 | 1.02947 | ||
| 47 | 2025.01.21 10:00 | sell | 14 | 0.10 | 1.03532 | 0.00000 | 0.00000 | ||
| 48 | 2025.01.21 10:00 | modify | 14 | 0.10 | 1.03532 | 1.03727 | 1.02947 | ||
| 49 | 2025.01.21 10:00 | modify | 13 | 0.10 | 1.03606 | 1.03727 | 1.02947 | ||
| 50 | 2025.01.21 10:00 | modify | 12 | 0.10 | 1.04147 | 1.03727 | 1.02947 | ||
| 51 | 2025.01.21 14:00 | s/l | 12 | 0.10 | 1.03727 | 1.03727 | 1.02947 | 42.40 | 1558.03 |
| 52 | 2025.01.21 14:00 | s/l | 13 | 0.10 | 1.03727 | 1.03727 | 1.02947 | -12.10 | 1545.93 |
| 53 | 2025.01.21 14:00 | s/l | 14 | 0.10 | 1.03727 | 1.03727 | 1.02947 | -19.50 | 1526.43 |
| 54 | 2025.02.02 23:00 | buy | 15 | 0.10 | 1.02539 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.02 23:00 | modify | 15 | 0.10 | 1.02539 | 1.01639 | 1.03739 | ||
| 56 | 2025.02.04 07:00 | buy | 16 | 0.10 | 1.03094 | 0.00000 | 0.00000 | ||
| 57 | 2025.02.04 07:00 | modify | 16 | 0.10 | 1.03094 | 1.02899 | 1.03739 | ||
| 58 | 2025.02.04 07:00 | modify | 15 | 0.10 | 1.02539 | 1.02899 | 1.03739 | ||
| 59 | 2025.02.04 08:00 | buy | 17 | 0.10 | 1.03141 | 0.00000 | 0.00000 | ||
| 60 | 2025.02.04 08:00 | modify | 17 | 0.10 | 1.03141 | 1.02959 | 1.03739 | ||
| 61 | 2025.02.04 08:00 | modify | 16 | 0.10 | 1.03094 | 1.02959 | 1.03739 | ||
| 62 | 2025.02.04 08:00 | modify | 15 | 0.10 | 1.02539 | 1.02959 | 1.03739 | ||
| 63 | 2025.02.04 16:00 | t/p | 15 | 0.10 | 1.03739 | 1.02959 | 1.03739 | 118.08 | 1644.52 |
| 64 | 2025.02.04 16:00 | t/p | 16 | 0.10 | 1.03739 | 1.02959 | 1.03739 | 64.50 | 1709.02 |
| 65 | 2025.02.04 16:00 | t/p | 17 | 0.10 | 1.03739 | 1.02959 | 1.03739 | 59.80 | 1768.82 |
| 66 | 2025.03.05 15:00 | sell | 18 | 0.10 | 1.07684 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.05 15:00 | modify | 18 | 0.10 | 1.07684 | 1.08584 | 1.06484 | ||
| 68 | 2025.03.07 10:00 | s/l | 18 | 0.10 | 1.08584 | 1.08584 | 1.06484 | -88.39 | 1680.42 |
| 69 | 2025.04.11 01:00 | sell | 19 | 0.10 | 1.13099 | 0.00000 | 0.00000 | ||
| 70 | 2025.04.11 01:00 | modify | 19 | 0.10 | 1.13099 | 1.13999 | 1.11899 | ||
| 71 | 2025.04.11 09:00 | s/l | 19 | 0.10 | 1.13999 | 1.13999 | 1.11899 | -90.00 | 1590.42 |
| 72 | 2025.04.11 09:00 | sell | 20 | 0.10 | 1.14270 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.11 09:00 | modify | 20 | 0.10 | 1.14270 | 1.15170 | 1.13070 | ||
| 74 | 2025.04.11 17:00 | t/p | 20 | 0.10 | 1.13070 | 1.15170 | 1.13070 | 120.00 | 1710.42 |
| 75 | 2025.04.21 03:00 | sell | 21 | 0.10 | 1.15043 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.21 03:00 | modify | 21 | 0.10 | 1.15043 | 1.15943 | 1.13843 | ||
| 77 | 2025.04.22 22:00 | t/p | 21 | 0.10 | 1.13843 | 1.15943 | 1.13843 | 120.40 | 1830.83 |
| 78 | 2025.04.22 23:00 | buy | 22 | 0.10 | 1.13402 | 0.00000 | 0.00000 | ||
| 79 | 2025.04.22 23:00 | modify | 22 | 0.10 | 1.13402 | 1.12502 | 1.14602 | ||
| 80 | 2025.04.23 01:00 | buy | 23 | 0.10 | 1.14004 | 0.00000 | 0.00000 | ||
| 81 | 2025.04.23 01:00 | modify | 23 | 0.10 | 1.14004 | 1.13822 | 1.14602 | ||
| 82 | 2025.04.23 01:00 | modify | 22 | 0.10 | 1.13402 | 1.13822 | 1.14602 | ||
| 83 | 2025.04.23 04:00 | s/l | 22 | 0.10 | 1.13822 | 1.13822 | 1.14602 | 41.04 | 1871.87 |
| 84 | 2025.04.23 04:00 | s/l | 23 | 0.10 | 1.13822 | 1.13822 | 1.14602 | -18.20 | 1853.67 |
| 85 | 2025.05.12 08:00 | buy | 24 | 0.10 | 1.11077 | 0.00000 | 0.00000 | ||
| 86 | 2025.05.12 08:00 | modify | 24 | 0.10 | 1.11077 | 1.10177 | 1.12277 | ||
| 87 | 2025.05.13 15:00 | buy | 25 | 0.10 | 1.11644 | 0.00000 | 0.00000 | ||
| 88 | 2025.05.13 15:00 | modify | 25 | 0.10 | 1.11644 | 1.11437 | 1.12277 | ||
| 89 | 2025.05.13 15:00 | modify | 24 | 0.10 | 1.11077 | 1.11437 | 1.12277 | ||
| 90 | 2025.05.14 09:00 | t/p | 24 | 0.10 | 1.12277 | 1.11437 | 1.12277 | 118.08 | 1971.75 |
| 91 | 2025.05.14 09:00 | t/p | 25 | 0.10 | 1.12277 | 1.11437 | 1.12277 | 62.34 | 2034.09 |
| 92 | 2025.08.01 13:00 | sell | 26 | 0.10 | 1.15453 | 0.00000 | 0.00000 | ||
| 93 | 2025.08.01 13:00 | modify | 26 | 0.10 | 1.15453 | 1.16353 | 1.14253 | ||
| 94 | 2025.08.06 14:00 | s/l | 26 | 0.10 | 1.16353 | 1.16353 | 1.14253 | -88.79 | 1945.29 |
| 95 | 2025.08.22 15:00 | sell | 27 | 0.10 | 1.17180 | 0.00000 | 0.00000 | ||
| 96 | 2025.08.22 15:00 | modify | 27 | 0.10 | 1.17180 | 1.18080 | 1.15980 | ||
| 97 | 2025.08.25 16:00 | sell | 28 | 0.10 | 1.16692 | 0.00000 | 0.00000 | ||
| 98 | 2025.08.25 16:00 | modify | 28 | 0.10 | 1.16692 | 1.17120 | 1.15980 | ||
| 99 | 2025.08.25 16:00 | modify | 27 | 0.10 | 1.17180 | 1.17120 | 1.15980 | ||
| 100 | 2025.08.27 09:00 | t/p | 27 | 0.10 | 1.15980 | 1.17120 | 1.15980 | 121.21 | 2066.50 |
| 101 | 2025.08.27 09:00 | t/p | 28 | 0.10 | 1.15980 | 1.17120 | 1.15980 | 72.00 | 2138.51 |