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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 405.27 | Gross profit | 1150.90 | Gross loss | -745.63 |
| Profit factor | 1.54 | Expected payoff | 11.92 | ||
| Absolute drawdown | 61.98 | Maximal drawdown | 345.18 (21.63%) | Relative drawdown | 21.63% (345.18) |
| Total trades | 34 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 16 (37.50%) |
| Profit trades (% of total) | 17 (50.00%) | Loss trades (% of total) | 17 (50.00%) | ||
| Largest | profit trade | 99.06 | loss trade | -63.97 | |
| Average | profit trade | 67.70 | loss trade | -43.86 | |
| Maximum | consecutive wins (profit in money) | 4 (226.34) | consecutive losses (loss in money) | 6 (-302.68) | |
| Maximal | consecutive profit (count of wins) | 289.34 (3) | consecutive loss (count of losses) | -302.68 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.07 16:00 | buy | 1 | 0.10 | 1.61734 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.07 16:00 | modify | 1 | 0.10 | 1.61734 | 1.60834 | 1.63234 | ||
| 3 | 2024.11.08 16:00 | buy | 2 | 0.10 | 1.62879 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.08 16:00 | modify | 2 | 0.10 | 1.62879 | 1.62334 | 1.63234 | ||
| 5 | 2024.11.08 16:00 | modify | 1 | 0.10 | 1.61734 | 1.62334 | 1.63234 | ||
| 6 | 2024.11.11 12:00 | s/l | 1 | 0.10 | 1.62334 | 1.62334 | 1.63234 | 37.41 | 1037.41 |
| 7 | 2024.11.11 12:00 | s/l | 2 | 0.10 | 1.62334 | 1.62334 | 1.63234 | -36.44 | 1000.97 |
| 8 | 2024.11.21 12:00 | buy | 3 | 0.10 | 1.61423 | 0.00000 | 0.00000 | ||
| 9 | 2024.11.21 12:00 | modify | 3 | 0.10 | 1.61423 | 1.60523 | 1.62923 | ||
| 10 | 2024.11.22 12:00 | s/l | 3 | 0.10 | 1.60523 | 1.60523 | 1.62923 | -59.61 | 941.35 |
| 11 | 2024.11.22 12:00 | buy | 4 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.22 12:00 | modify | 4 | 0.10 | 1.60215 | 1.59315 | 1.61715 | ||
| 13 | 2024.11.25 16:00 | buy | 5 | 0.10 | 1.61345 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.25 16:00 | modify | 5 | 0.10 | 1.61345 | 1.60815 | 1.61715 | ||
| 15 | 2024.11.25 16:00 | modify | 4 | 0.10 | 1.60215 | 1.60815 | 1.61715 | ||
| 16 | 2024.11.26 00:00 | t/p | 4 | 0.10 | 1.61715 | 1.60815 | 1.61715 | 96.14 | 1037.50 |
| 17 | 2024.11.26 00:00 | t/p | 5 | 0.10 | 1.61715 | 1.60815 | 1.61715 | 23.27 | 1060.76 |
| 18 | 2024.12.06 16:00 | sell | 6 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.06 16:00 | modify | 6 | 0.10 | 1.65309 | 1.66209 | 1.63809 | ||
| 20 | 2024.12.09 16:00 | t/p | 6 | 0.10 | 1.63809 | 1.66209 | 1.63809 | 98.20 | 1158.96 |
| 21 | 2025.01.02 16:00 | buy | 7 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.02 16:00 | modify | 7 | 0.10 | 1.65492 | 1.64592 | 1.66992 | ||
| 23 | 2025.01.21 04:00 | buy | 8 | 0.10 | 1.66256 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.21 04:00 | modify | 8 | 0.10 | 1.66256 | 1.65567 | 1.66992 | ||
| 25 | 2025.01.21 04:00 | buy | 9 | 0.10 | 1.66256 | 0.00000 | 0.00000 | ||
| 26 | 2025.01.21 04:00 | modify | 9 | 0.10 | 1.66256 | 1.65867 | 1.66992 | ||
| 27 | 2025.01.21 04:00 | modify | 7 | 0.10 | 1.65492 | 1.65867 | 1.66992 | ||
| 28 | 2025.01.21 08:00 | modify | 8 | 0.10 | 1.66256 | 1.65867 | 1.66992 | ||
| 29 | 2025.01.22 20:00 | s/l | 7 | 0.10 | 1.65867 | 1.65867 | 1.66992 | 8.74 | 1167.70 |
| 30 | 2025.01.22 20:00 | s/l | 8 | 0.10 | 1.65867 | 1.65867 | 1.66992 | -26.26 | 1141.43 |
| 31 | 2025.01.22 20:00 | s/l | 9 | 0.10 | 1.65867 | 1.65867 | 1.66992 | -26.26 | 1115.17 |
| 32 | 2025.02.13 08:00 | sell | 10 | 0.10 | 1.65904 | 0.00000 | 0.00000 | ||
| 33 | 2025.02.13 08:00 | modify | 10 | 0.10 | 1.65904 | 1.66804 | 1.64404 | ||
| 34 | 2025.02.18 04:00 | sell | 11 | 0.10 | 1.64759 | 0.00000 | 0.00000 | ||
| 35 | 2025.02.18 04:00 | modify | 11 | 0.10 | 1.64759 | 1.65304 | 1.64404 | ||
| 36 | 2025.02.18 04:00 | modify | 10 | 0.10 | 1.65904 | 1.65304 | 1.64404 | ||
| 37 | 2025.02.19 00:00 | t/p | 10 | 0.10 | 1.64404 | 1.65304 | 1.64404 | 99.06 | 1214.23 |
| 38 | 2025.02.19 00:00 | t/p | 11 | 0.10 | 1.64404 | 1.65304 | 1.64404 | 23.46 | 1237.69 |
| 39 | 2025.03.07 08:00 | sell | 12 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 40 | 2025.03.07 08:00 | modify | 12 | 0.10 | 1.71637 | 1.72537 | 1.70137 | ||
| 41 | 2025.03.07 16:00 | s/l | 12 | 0.10 | 1.72537 | 1.72537 | 1.70137 | -58.75 | 1178.94 |
| 42 | 2025.03.11 16:00 | sell | 13 | 0.10 | 1.73869 | 0.00000 | 0.00000 | ||
| 43 | 2025.03.11 16:00 | modify | 13 | 0.10 | 1.73869 | 1.74769 | 1.72369 | ||
| 44 | 2025.03.12 20:00 | t/p | 13 | 0.10 | 1.72369 | 1.74769 | 1.72369 | 98.20 | 1277.14 |
| 45 | 2025.03.25 12:00 | buy | 14 | 0.10 | 1.71253 | 0.00000 | 0.00000 | ||
| 46 | 2025.03.25 12:00 | modify | 14 | 0.10 | 1.71253 | 1.70353 | 1.72753 | ||
| 47 | 2025.03.31 08:00 | t/p | 14 | 0.10 | 1.72753 | 1.70353 | 1.72753 | 92.66 | 1369.79 |
| 48 | 2025.03.31 12:00 | sell | 15 | 0.10 | 1.73084 | 0.00000 | 0.00000 | ||
| 49 | 2025.03.31 12:00 | modify | 15 | 0.10 | 1.73084 | 1.73984 | 1.71584 | ||
| 50 | 2025.04.02 04:00 | t/p | 15 | 0.10 | 1.71584 | 1.73984 | 1.71584 | 98.49 | 1468.28 |
| 51 | 2025.05.12 08:00 | buy | 16 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 52 | 2025.05.12 08:00 | modify | 16 | 0.10 | 1.73412 | 1.72512 | 1.74912 | ||
| 53 | 2025.05.14 04:00 | s/l | 16 | 0.10 | 1.72512 | 1.72512 | 1.74912 | -60.48 | 1407.80 |
| 54 | 2025.06.20 16:00 | sell | 17 | 0.10 | 1.78490 | 0.00000 | 0.00000 | ||
| 55 | 2025.06.20 16:00 | modify | 17 | 0.10 | 1.78490 | 1.79390 | 1.76990 | ||
| 56 | 2025.06.23 04:00 | s/l | 17 | 0.10 | 1.79390 | 1.79390 | 1.76990 | -58.45 | 1349.35 |
| 57 | 2025.07.10 16:00 | buy | 18 | 0.10 | 1.77902 | 0.00000 | 0.00000 | ||
| 58 | 2025.07.10 16:00 | modify | 18 | 0.10 | 1.77902 | 1.77002 | 1.79402 | ||
| 59 | 2025.07.17 04:00 | t/p | 18 | 0.10 | 1.79402 | 1.77002 | 1.79402 | 91.77 | 1441.12 |
| 60 | 2025.07.17 08:00 | sell | 19 | 0.10 | 1.79283 | 0.00000 | 0.00000 | ||
| 61 | 2025.07.17 08:00 | modify | 19 | 0.10 | 1.79283 | 1.80183 | 1.77783 | ||
| 62 | 2025.07.18 12:00 | sell | 20 | 0.10 | 1.78512 | 0.00000 | 0.00000 | ||
| 63 | 2025.07.18 12:00 | modify | 20 | 0.10 | 1.78512 | 1.79208 | 1.77783 | ||
| 64 | 2025.07.18 12:00 | sell | 21 | 0.10 | 1.78512 | 0.00000 | 0.00000 | ||
| 65 | 2025.07.18 12:00 | modify | 21 | 0.10 | 1.78512 | 1.78908 | 1.77783 | ||
| 66 | 2025.07.18 12:00 | modify | 19 | 0.10 | 1.79283 | 1.78908 | 1.77783 | ||
| 67 | 2025.07.18 16:00 | modify | 20 | 0.10 | 1.78512 | 1.78908 | 1.77783 | ||
| 68 | 2025.07.20 20:00 | sell | 22 | 0.10 | 1.78151 | 0.00000 | 0.00000 | ||
| 69 | 2025.07.20 20:00 | modify | 22 | 0.10 | 1.78151 | 1.78683 | 1.77783 | ||
| 70 | 2025.07.20 20:00 | modify | 21 | 0.10 | 1.78512 | 1.78683 | 1.77783 | ||
| 71 | 2025.07.20 20:00 | modify | 20 | 0.10 | 1.78512 | 1.78683 | 1.77783 | ||
| 72 | 2025.07.20 20:00 | modify | 19 | 0.10 | 1.79283 | 1.78683 | 1.77783 | ||
| 73 | 2025.07.21 00:00 | s/l | 19 | 0.10 | 1.78683 | 1.78683 | 1.77783 | 39.74 | 1480.86 |
| 74 | 2025.07.21 00:00 | s/l | 20 | 0.10 | 1.78683 | 1.78683 | 1.77783 | -10.88 | 1469.97 |
| 75 | 2025.07.21 00:00 | s/l | 21 | 0.10 | 1.78683 | 1.78683 | 1.77783 | -10.88 | 1459.09 |
| 76 | 2025.07.21 00:00 | s/l | 22 | 0.10 | 1.78683 | 1.78683 | 1.77783 | -34.44 | 1424.65 |
| 77 | 2025.07.22 08:00 | sell | 23 | 0.10 | 1.79617 | 0.00000 | 0.00000 | ||
| 78 | 2025.07.22 08:00 | modify | 23 | 0.10 | 1.79617 | 1.80517 | 1.78117 | ||
| 79 | 2025.07.23 08:00 | sell | 24 | 0.10 | 1.78478 | 0.00000 | 0.00000 | ||
| 80 | 2025.07.23 08:00 | modify | 24 | 0.10 | 1.78478 | 1.79017 | 1.78117 | ||
| 81 | 2025.07.23 08:00 | modify | 23 | 0.10 | 1.79617 | 1.79017 | 1.78117 | ||
| 82 | 2025.07.23 12:00 | t/p | 23 | 0.10 | 1.78117 | 1.79017 | 1.78117 | 98.20 | 1522.85 |
| 83 | 2025.07.23 12:00 | t/p | 24 | 0.10 | 1.78117 | 1.79017 | 1.78117 | 23.56 | 1546.41 |
| 84 | 2025.08.20 16:00 | sell | 25 | 0.10 | 1.81220 | 0.00000 | 0.00000 | ||
| 85 | 2025.08.20 16:00 | modify | 25 | 0.10 | 1.81220 | 1.82120 | 1.79720 | ||
| 86 | 2025.08.22 04:00 | sell | 26 | 0.10 | 1.80440 | 0.00000 | 0.00000 | ||
| 87 | 2025.08.22 04:00 | modify | 26 | 0.10 | 1.80440 | 1.81145 | 1.79720 | ||
| 88 | 2025.08.22 04:00 | sell | 27 | 0.10 | 1.80440 | 0.00000 | 0.00000 | ||
| 89 | 2025.08.22 04:00 | modify | 27 | 0.10 | 1.80440 | 1.80845 | 1.79720 | ||
| 90 | 2025.08.22 04:00 | modify | 25 | 0.10 | 1.81220 | 1.80845 | 1.79720 | ||
| 91 | 2025.08.22 08:00 | modify | 26 | 0.10 | 1.80440 | 1.80845 | 1.79720 | ||
| 92 | 2025.08.22 16:00 | s/l | 25 | 0.10 | 1.80845 | 1.80845 | 1.79720 | 25.62 | 1572.03 |
| 93 | 2025.08.22 16:00 | s/l | 26 | 0.10 | 1.80845 | 1.80845 | 1.79720 | -26.44 | 1545.59 |
| 94 | 2025.08.22 16:00 | s/l | 27 | 0.10 | 1.80845 | 1.80845 | 1.79720 | -26.44 | 1519.15 |
| 95 | 2025.08.25 16:00 | buy | 28 | 0.10 | 1.79599 | 0.00000 | 0.00000 | ||
| 96 | 2025.08.25 16:00 | modify | 28 | 0.10 | 1.79599 | 1.78699 | 1.81099 | ||
| 97 | 2025.08.27 16:00 | s/l | 28 | 0.10 | 1.78699 | 1.78699 | 1.81099 | -60.49 | 1458.66 |
| 98 | 2025.09.10 16:00 | buy | 29 | 0.10 | 1.76843 | 0.00000 | 0.00000 | ||
| 99 | 2025.09.10 16:00 | modify | 29 | 0.10 | 1.76843 | 1.75943 | 1.78343 | ||
| 100 | 2025.09.12 04:00 | s/l | 29 | 0.10 | 1.75943 | 1.75943 | 1.78343 | -62.24 | 1396.43 |
| 101 | 2025.09.30 12:00 | buy | 30 | 0.10 | 1.77669 | 0.00000 | 0.00000 | ||
| 102 | 2025.09.30 12:00 | modify | 30 | 0.10 | 1.77669 | 1.76769 | 1.79169 | ||
| 103 | 2025.10.06 08:00 | s/l | 30 | 0.10 | 1.76769 | 1.76769 | 1.79169 | -63.97 | 1332.45 |
| 104 | 2025.10.06 08:00 | buy | 31 | 0.10 | 1.76618 | 0.00000 | 0.00000 | ||
| 105 | 2025.10.06 08:00 | modify | 31 | 0.10 | 1.76618 | 1.75718 | 1.78118 | ||
| 106 | 2025.10.09 16:00 | s/l | 31 | 0.10 | 1.75718 | 1.75718 | 1.78118 | -63.10 | 1269.35 |
| 107 | 2025.10.10 16:00 | sell | 32 | 0.10 | 1.78834 | 0.00000 | 0.00000 | ||
| 108 | 2025.10.10 16:00 | modify | 32 | 0.10 | 1.78834 | 1.79734 | 1.77334 | ||
| 109 | 2025.10.14 04:00 | t/p | 32 | 0.10 | 1.77334 | 1.79734 | 1.77334 | 98.49 | 1367.84 |
| 110 | 2025.10.17 08:00 | sell | 33 | 0.10 | 1.81213 | 0.00000 | 0.00000 | ||
| 111 | 2025.10.17 08:00 | modify | 33 | 0.10 | 1.81213 | 1.82113 | 1.79713 | ||
| 112 | 2025.10.17 20:00 | t/p | 33 | 0.10 | 1.79713 | 1.82113 | 1.79713 | 97.91 | 1465.75 |
| 113 | 2025.10.27 16:00 | buy | 34 | 0.10 | 1.77583 | 0.00000 | 0.00000 | ||
| 114 | 2025.10.27 16:00 | modify | 34 | 0.10 | 1.77583 | 1.76683 | 1.79083 | ||
| 115 | 2025.10.29 04:00 | s/l | 34 | 0.10 | 1.76683 | 1.76683 | 1.79083 | -60.48 | 1405.27 |