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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 937.29 | Gross profit | 1789.73 | Gross loss | -852.44 |
| Profit factor | 2.10 | Expected payoff | 24.67 | ||
| Absolute drawdown | 30.15 | Maximal drawdown | 230.93 (12.50%) | Relative drawdown | 16.60% (215.34) |
| Total trades | 38 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 16 (75.00%) |
| Profit trades (% of total) | 24 (63.16%) | Loss trades (% of total) | 14 (36.84%) | ||
| Largest | profit trade | 94.83 | loss trade | -97.07 | |
| Average | profit trade | 74.57 | loss trade | -60.89 | |
| Maximum | consecutive wins (profit in money) | 6 (436.41) | consecutive losses (loss in money) | 4 (-193.40) | |
| Maximal | consecutive profit (count of wins) | 436.41 (6) | consecutive loss (count of losses) | -193.40 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.13 12:00 | sell | 1 | 0.10 | 1.62939 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.13 12:00 | modify | 1 | 0.10 | 1.62939 | 1.64239 | 1.61539 | ||
| 3 | 2024.11.21 12:00 | t/p | 1 | 0.10 | 1.61539 | 1.64239 | 1.61539 | 94.26 | 1094.26 |
| 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 | 1.58915 | 1.61615 | ||
| 6 | 2024.11.25 20:00 | t/p | 2 | 0.10 | 1.61615 | 1.58915 | 1.61615 | 90.49 | 1184.75 |
| 7 | 2024.12.02 08:00 | buy | 3 | 0.10 | 1.61694 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.02 08:00 | modify | 3 | 0.10 | 1.61694 | 1.60394 | 1.63094 | ||
| 9 | 2024.12.04 04:00 | t/p | 3 | 0.10 | 1.63094 | 1.60394 | 1.63094 | 89.61 | 1274.36 |
| 10 | 2024.12.04 04:00 | sell | 4 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.04 04:00 | modify | 4 | 0.10 | 1.63574 | 1.64874 | 1.62174 | ||
| 12 | 2024.12.06 12:00 | s/l | 4 | 0.10 | 1.64874 | 1.64874 | 1.62174 | -83.70 | 1190.66 |
| 13 | 2024.12.18 04:00 | sell | 5 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.18 04:00 | modify | 5 | 0.10 | 1.66176 | 1.67476 | 1.64776 | ||
| 15 | 2024.12.26 16:00 | s/l | 5 | 0.10 | 1.67476 | 1.67476 | 1.64776 | -81.97 | 1108.69 |
| 16 | 2024.12.27 08:00 | sell | 6 | 0.10 | 1.67492 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.27 08:00 | modify | 6 | 0.10 | 1.67492 | 1.68792 | 1.66092 | ||
| 18 | 2025.01.02 12:00 | t/p | 6 | 0.10 | 1.66092 | 1.68792 | 1.66092 | 93.10 | 1201.79 |
| 19 | 2025.01.06 16:00 | sell | 7 | 0.10 | 1.66385 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.06 16:00 | modify | 7 | 0.10 | 1.66385 | 1.67685 | 1.64985 | ||
| 21 | 2025.01.16 04:00 | t/p | 7 | 0.10 | 1.64985 | 1.67685 | 1.64985 | 94.83 | 1296.62 |
| 22 | 2025.01.24 04:00 | buy | 8 | 0.10 | 1.65344 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.24 04:00 | modify | 8 | 0.10 | 1.65344 | 1.64044 | 1.66744 | ||
| 24 | 2025.01.24 16:00 | buy | 9 | 0.10 | 1.66336 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.24 16:00 | modify | 9 | 0.10 | 1.66336 | 1.65904 | 1.66744 | ||
| 26 | 2025.01.24 16:00 | modify | 8 | 0.10 | 1.65344 | 1.65904 | 1.66744 | ||
| 27 | 2025.01.27 12:00 | t/p | 8 | 0.10 | 1.66744 | 1.65904 | 1.66744 | 90.49 | 1387.11 |
| 28 | 2025.01.27 12:00 | t/p | 9 | 0.10 | 1.66744 | 1.65904 | 1.66744 | 25.76 | 1412.86 |
| 29 | 2025.01.27 12:00 | sell | 10 | 0.10 | 1.66874 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.27 12:00 | modify | 10 | 0.10 | 1.66874 | 1.68174 | 1.65474 | ||
| 31 | 2025.02.06 00:00 | t/p | 10 | 0.10 | 1.65474 | 1.68174 | 1.65474 | 94.83 | 1507.69 |
| 32 | 2025.02.13 04:00 | sell | 11 | 0.10 | 1.65642 | 0.00000 | 0.00000 | ||
| 33 | 2025.02.13 04:00 | modify | 11 | 0.10 | 1.65642 | 1.66942 | 1.64242 | ||
| 34 | 2025.02.17 12:00 | sell | 12 | 0.10 | 1.64639 | 0.00000 | 0.00000 | ||
| 35 | 2025.02.17 12:00 | modify | 12 | 0.10 | 1.64639 | 1.65082 | 1.64242 | ||
| 36 | 2025.02.17 12:00 | modify | 11 | 0.10 | 1.65642 | 1.65082 | 1.64242 | ||
| 37 | 2025.02.18 04:00 | s/l | 11 | 0.10 | 1.65082 | 1.65082 | 1.64242 | 37.41 | 1545.10 |
| 38 | 2025.02.18 04:00 | s/l | 12 | 0.10 | 1.65082 | 1.65082 | 1.64242 | -28.62 | 1516.48 |
| 39 | 2025.02.20 08:00 | buy | 13 | 0.10 | 1.63914 | 0.00000 | 0.00000 | ||
| 40 | 2025.02.20 08:00 | modify | 13 | 0.10 | 1.63914 | 1.62614 | 1.65314 | ||
| 41 | 2025.02.24 00:00 | buy | 14 | 0.10 | 1.64477 | 0.00000 | 0.00000 | ||
| 42 | 2025.02.24 00:00 | modify | 14 | 0.10 | 1.64477 | 1.64264 | 1.65314 | ||
| 43 | 2025.02.24 00:00 | buy | 15 | 0.10 | 1.64477 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.24 00:00 | modify | 15 | 0.10 | 1.64477 | 1.64264 | 1.65314 | ||
| 45 | 2025.02.24 00:00 | modify | 13 | 0.10 | 1.63914 | 1.64264 | 1.65314 | ||
| 46 | 2025.02.25 12:00 | t/p | 13 | 0.10 | 1.65314 | 1.64264 | 1.65314 | 88.74 | 1605.22 |
| 47 | 2025.02.25 12:00 | t/p | 14 | 0.10 | 1.65314 | 1.64264 | 1.65314 | 53.75 | 1658.97 |
| 48 | 2025.02.25 12:00 | t/p | 15 | 0.10 | 1.65314 | 1.64264 | 1.65314 | 53.75 | 1712.71 |
| 49 | 2025.02.26 04:00 | sell | 16 | 0.10 | 1.66021 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.26 04:00 | modify | 16 | 0.10 | 1.66021 | 1.67321 | 1.64621 | ||
| 51 | 2025.02.28 08:00 | s/l | 16 | 0.10 | 1.67321 | 1.67321 | 1.64621 | -83.69 | 1629.02 |
| 52 | 2025.03.07 04:00 | sell | 17 | 0.10 | 1.71434 | 0.00000 | 0.00000 | ||
| 53 | 2025.03.07 04:00 | modify | 17 | 0.10 | 1.71434 | 1.72734 | 1.70034 | ||
| 54 | 2025.03.10 20:00 | s/l | 17 | 0.10 | 1.72734 | 1.72734 | 1.70034 | -84.56 | 1544.46 |
| 55 | 2025.03.25 12:00 | buy | 18 | 0.10 | 1.71253 | 0.00000 | 0.00000 | ||
| 56 | 2025.03.25 12:00 | modify | 18 | 0.10 | 1.71253 | 1.69953 | 1.72653 | ||
| 57 | 2025.03.31 08:00 | t/p | 18 | 0.10 | 1.72653 | 1.69953 | 1.72653 | 86.11 | 1630.57 |
| 58 | 2025.05.29 00:00 | buy | 19 | 0.10 | 1.74874 | 0.00000 | 0.00000 | ||
| 59 | 2025.05.29 00:00 | modify | 19 | 0.10 | 1.74874 | 1.73574 | 1.76274 | ||
| 60 | 2025.05.29 16:00 | t/p | 19 | 0.10 | 1.76274 | 1.73574 | 1.76274 | 91.36 | 1721.93 |
| 61 | 2025.06.20 16:00 | sell | 20 | 0.10 | 1.78490 | 0.00000 | 0.00000 | ||
| 62 | 2025.06.20 16:00 | modify | 20 | 0.10 | 1.78490 | 1.79790 | 1.77090 | ||
| 63 | 2025.06.23 12:00 | s/l | 20 | 0.10 | 1.79790 | 1.79790 | 1.77090 | -84.55 | 1637.38 |
| 64 | 2025.07.07 04:00 | sell | 21 | 0.10 | 1.80617 | 0.00000 | 0.00000 | ||
| 65 | 2025.07.07 04:00 | modify | 21 | 0.10 | 1.80617 | 1.81917 | 1.79217 | ||
| 66 | 2025.07.08 08:00 | t/p | 21 | 0.10 | 1.79217 | 1.81917 | 1.79217 | 91.66 | 1729.03 |
| 67 | 2025.07.17 04:00 | sell | 22 | 0.10 | 1.79090 | 0.00000 | 0.00000 | ||
| 68 | 2025.07.17 04:00 | modify | 22 | 0.10 | 1.79090 | 1.80390 | 1.77690 | ||
| 69 | 2025.07.18 12:00 | sell | 23 | 0.10 | 1.78512 | 0.00000 | 0.00000 | ||
| 70 | 2025.07.18 12:00 | modify | 23 | 0.10 | 1.78512 | 1.78740 | 1.77690 | ||
| 71 | 2025.07.18 12:00 | sell | 24 | 0.10 | 1.78512 | 0.00000 | 0.00000 | ||
| 72 | 2025.07.18 12:00 | modify | 24 | 0.10 | 1.78512 | 1.78740 | 1.77690 | ||
| 73 | 2025.07.18 12:00 | modify | 22 | 0.10 | 1.79090 | 1.78740 | 1.77690 | ||
| 74 | 2025.07.21 00:00 | s/l | 22 | 0.10 | 1.78740 | 1.78740 | 1.77690 | 23.43 | 1752.46 |
| 75 | 2025.07.21 00:00 | s/l | 23 | 0.10 | 1.78740 | 1.78740 | 1.77690 | -14.59 | 1737.87 |
| 76 | 2025.07.21 00:00 | s/l | 24 | 0.10 | 1.78740 | 1.78740 | 1.77690 | -14.59 | 1723.28 |
| 77 | 2025.07.21 16:00 | sell | 25 | 0.10 | 1.79241 | 0.00000 | 0.00000 | ||
| 78 | 2025.07.21 16:00 | modify | 25 | 0.10 | 1.79241 | 1.80541 | 1.77841 | ||
| 79 | 2025.07.23 12:00 | t/p | 25 | 0.10 | 1.77841 | 1.80541 | 1.77841 | 91.95 | 1815.22 |
| 80 | 2025.07.29 16:00 | buy | 26 | 0.10 | 1.77266 | 0.00000 | 0.00000 | ||
| 81 | 2025.07.29 16:00 | modify | 26 | 0.10 | 1.77266 | 1.75966 | 1.78666 | ||
| 82 | 2025.07.31 16:00 | buy | 27 | 0.10 | 1.77833 | 0.00000 | 0.00000 | ||
| 83 | 2025.07.31 16:00 | modify | 27 | 0.10 | 1.77833 | 1.77616 | 1.78666 | ||
| 84 | 2025.07.31 16:00 | buy | 28 | 0.10 | 1.77833 | 0.00000 | 0.00000 | ||
| 85 | 2025.07.31 16:00 | modify | 28 | 0.10 | 1.77833 | 1.77616 | 1.78666 | ||
| 86 | 2025.07.31 16:00 | modify | 26 | 0.10 | 1.77266 | 1.77616 | 1.78666 | ||
| 87 | 2025.07.31 20:00 | s/l | 26 | 0.10 | 1.77616 | 1.77616 | 1.78666 | 19.34 | 1834.57 |
| 88 | 2025.07.31 20:00 | s/l | 27 | 0.10 | 1.77616 | 1.77616 | 1.78666 | -14.16 | 1820.41 |
| 89 | 2025.07.31 20:00 | s/l | 28 | 0.10 | 1.77616 | 1.77616 | 1.78666 | -14.16 | 1806.25 |
| 90 | 2025.08.01 16:00 | sell | 29 | 0.10 | 1.78672 | 0.00000 | 0.00000 | ||
| 91 | 2025.08.01 16:00 | modify | 29 | 0.10 | 1.78672 | 1.79972 | 1.77272 | ||
| 92 | 2025.08.18 00:00 | s/l | 29 | 0.10 | 1.79972 | 1.79972 | 1.77272 | -80.52 | 1725.73 |
| 93 | 2025.08.19 08:00 | sell | 30 | 0.10 | 1.80130 | 0.00000 | 0.00000 | ||
| 94 | 2025.08.19 08:00 | modify | 30 | 0.10 | 1.80130 | 1.81430 | 1.78730 | ||
| 95 | 2025.08.20 16:00 | s/l | 30 | 0.10 | 1.81430 | 1.81430 | 1.78730 | -84.56 | 1641.17 |
| 96 | 2025.08.21 08:00 | sell | 31 | 0.10 | 1.81503 | 0.00000 | 0.00000 | ||
| 97 | 2025.08.21 08:00 | modify | 31 | 0.10 | 1.81503 | 1.82803 | 1.80103 | ||
| 98 | 2025.08.25 12:00 | t/p | 31 | 0.10 | 1.80103 | 1.82803 | 1.80103 | 91.95 | 1733.11 |
| 99 | 2025.08.27 16:00 | buy | 32 | 0.10 | 1.78794 | 0.00000 | 0.00000 | ||
| 100 | 2025.08.27 16:00 | modify | 32 | 0.10 | 1.78794 | 1.77494 | 1.80194 | ||
| 101 | 2025.09.10 00:00 | s/l | 32 | 0.10 | 1.77494 | 1.77494 | 1.80194 | -97.07 | 1636.05 |
| 102 | 2025.09.11 16:00 | buy | 33 | 0.10 | 1.76265 | 0.00000 | 0.00000 | ||
| 103 | 2025.09.11 16:00 | modify | 33 | 0.10 | 1.76265 | 1.74965 | 1.77665 | ||
| 104 | 2025.09.16 16:00 | t/p | 33 | 0.10 | 1.77665 | 1.74965 | 1.77665 | 88.74 | 1724.78 |
| 105 | 2025.09.23 04:00 | sell | 34 | 0.10 | 1.79198 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.23 04:00 | modify | 34 | 0.10 | 1.79198 | 1.80498 | 1.77798 | ||
| 107 | 2025.09.24 16:00 | t/p | 34 | 0.10 | 1.77798 | 1.80498 | 1.77798 | 91.67 | 1816.45 |
| 108 | 2025.10.08 16:00 | buy | 35 | 0.10 | 1.76376 | 0.00000 | 0.00000 | ||
| 109 | 2025.10.08 16:00 | modify | 35 | 0.10 | 1.76376 | 1.75076 | 1.77776 | ||
| 110 | 2025.10.10 16:00 | t/p | 35 | 0.10 | 1.77776 | 1.75076 | 1.77776 | 87.86 | 1904.32 |
| 111 | 2025.10.10 16:00 | sell | 36 | 0.10 | 1.78834 | 0.00000 | 0.00000 | ||
| 112 | 2025.10.10 16:00 | modify | 36 | 0.10 | 1.78834 | 1.80134 | 1.77434 | ||
| 113 | 2025.10.13 08:00 | sell | 37 | 0.10 | 1.77848 | 0.00000 | 0.00000 | ||
| 114 | 2025.10.13 08:00 | modify | 37 | 0.10 | 1.77848 | 1.78274 | 1.77434 | ||
| 115 | 2025.10.13 08:00 | modify | 36 | 0.10 | 1.78834 | 1.78274 | 1.77434 | ||
| 116 | 2025.10.13 16:00 | t/p | 36 | 0.10 | 1.77434 | 1.78274 | 1.77434 | 91.66 | 1995.97 |
| 117 | 2025.10.13 16:00 | t/p | 37 | 0.10 | 1.77434 | 1.78274 | 1.77434 | 27.02 | 2022.99 |
| 118 | 2025.10.28 16:00 | buy | 38 | 0.10 | 1.77101 | 0.00000 | 0.00000 | ||
| 119 | 2025.10.28 16:00 | modify | 38 | 0.10 | 1.77101 | 1.75801 | 1.78501 | ||
| 120 | 2025.10.29 08:00 | s/l | 38 | 0.10 | 1.75801 | 1.75801 | 1.78501 | -85.70 | 1937.29 |