Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=12; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 826.59 | Gross profit | 1041.50 | Gross loss | -214.91 |
| Profit factor | 4.85 | Expected payoff | 34.44 | ||
| Absolute drawdown | 78.16 | Maximal drawdown | 125.85 (11.55%) | Relative drawdown | 11.55% (125.85) |
| Total trades | 24 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 93.80 | loss trade | -49.51 | |
| Average | profit trade | 57.86 | loss trade | -35.82 | |
| Maximum | consecutive wins (profit in money) | 6 (437.81) | consecutive losses (loss in money) | 2 (-82.99) | |
| Maximal | consecutive profit (count of wins) | 437.81 (6) | consecutive loss (count of losses) | -82.99 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.22 05:00 | sell | 1 | 0.10 | 1.66040 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.22 05:00 | modify | 1 | 0.10 | 1.66040 | 1.66840 | 1.64540 | ||
| 3 | 2024.03.25 03:00 | sell | 2 | 0.10 | 1.65424 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.25 03:00 | modify | 2 | 0.10 | 1.65424 | 1.65965 | 1.64540 | ||
| 5 | 2024.03.25 03:00 | modify | 1 | 0.10 | 1.66040 | 1.65965 | 1.64540 | ||
| 6 | 2024.03.25 08:00 | s/l | 1 | 0.10 | 1.65965 | 1.65965 | 1.64540 | 4.83 | 1004.83 |
| 7 | 2024.03.25 08:00 | s/l | 2 | 0.10 | 1.65965 | 1.65965 | 1.64540 | -33.48 | 971.35 |
| 8 | 2024.04.16 03:00 | sell | 3 | 0.10 | 1.65368 | 0.00000 | 0.00000 | ||
| 9 | 2024.04.16 03:00 | modify | 3 | 0.10 | 1.65368 | 1.66168 | 1.63868 | ||
| 10 | 2024.04.16 15:00 | s/l | 3 | 0.10 | 1.66168 | 1.66168 | 1.63868 | -49.51 | 921.84 |
| 11 | 2024.04.23 09:00 | sell | 4 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
| 12 | 2024.04.23 09:00 | modify | 4 | 0.10 | 1.65571 | 1.66371 | 1.64071 | ||
| 13 | 2024.04.24 00:00 | sell | 5 | 0.10 | 1.64961 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.24 00:00 | modify | 5 | 0.10 | 1.64961 | 1.65496 | 1.64071 | ||
| 15 | 2024.04.24 00:00 | modify | 4 | 0.10 | 1.65571 | 1.65496 | 1.64071 | ||
| 16 | 2024.04.24 17:00 | sell | 6 | 0.10 | 1.64670 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.24 17:00 | modify | 6 | 0.10 | 1.64670 | 1.65196 | 1.64071 | ||
| 18 | 2024.04.24 17:00 | modify | 5 | 0.10 | 1.64961 | 1.65196 | 1.64071 | ||
| 19 | 2024.04.24 17:00 | modify | 4 | 0.10 | 1.65571 | 1.65196 | 1.64071 | ||
| 20 | 2024.04.26 06:00 | t/p | 4 | 0.10 | 1.64071 | 1.65196 | 1.64071 | 93.80 | 1015.65 |
| 21 | 2024.04.26 06:00 | t/p | 5 | 0.10 | 1.64071 | 1.65196 | 1.64071 | 55.86 | 1071.50 |
| 22 | 2024.04.26 06:00 | t/p | 6 | 0.10 | 1.64071 | 1.65196 | 1.64071 | 37.85 | 1109.35 |
| 23 | 2024.06.26 08:00 | buy | 7 | 0.10 | 1.60110 | 0.00000 | 0.00000 | ||
| 24 | 2024.06.26 08:00 | modify | 7 | 0.10 | 1.60110 | 1.59310 | 1.61610 | ||
| 25 | 2024.06.26 16:00 | buy | 8 | 0.10 | 1.60714 | 0.00000 | 0.00000 | ||
| 26 | 2024.06.26 16:00 | modify | 8 | 0.10 | 1.60714 | 1.60185 | 1.61610 | ||
| 27 | 2024.06.26 16:00 | modify | 7 | 0.10 | 1.60110 | 1.60185 | 1.61610 | ||
| 28 | 2024.07.01 00:00 | buy | 9 | 0.10 | 1.60884 | 0.00000 | 0.00000 | ||
| 29 | 2024.07.01 00:00 | modify | 9 | 0.10 | 1.60884 | 1.60635 | 1.61610 | ||
| 30 | 2024.07.01 00:00 | modify | 8 | 0.10 | 1.60714 | 1.60635 | 1.61610 | ||
| 31 | 2024.07.01 00:00 | modify | 7 | 0.10 | 1.60110 | 1.60635 | 1.61610 | ||
| 32 | 2024.07.02 03:00 | t/p | 7 | 0.10 | 1.61610 | 1.60635 | 1.61610 | 89.45 | 1198.80 |
| 33 | 2024.07.02 03:00 | t/p | 8 | 0.10 | 1.61610 | 1.60635 | 1.61610 | 52.08 | 1250.88 |
| 34 | 2024.07.02 03:00 | t/p | 9 | 0.10 | 1.61610 | 1.60635 | 1.61610 | 44.36 | 1295.24 |
| 35 | 2024.07.25 06:00 | sell | 10 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 36 | 2024.07.25 06:00 | modify | 10 | 0.10 | 1.65645 | 1.66445 | 1.64145 | ||
| 37 | 2024.07.25 11:00 | s/l | 10 | 0.10 | 1.66445 | 1.66445 | 1.64145 | -49.50 | 1245.74 |
| 38 | 2024.07.31 04:00 | sell | 11 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 39 | 2024.07.31 04:00 | modify | 11 | 0.10 | 1.66530 | 1.67330 | 1.65030 | ||
| 40 | 2024.08.01 13:00 | t/p | 11 | 0.10 | 1.65030 | 1.67330 | 1.65030 | 93.40 | 1339.14 |
| 41 | 2024.08.07 05:00 | buy | 12 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 42 | 2024.08.07 05:00 | modify | 12 | 0.10 | 1.66441 | 1.65641 | 1.67941 | ||
| 43 | 2024.08.08 00:00 | t/p | 12 | 0.10 | 1.67941 | 1.65641 | 1.67941 | 91.13 | 1430.28 |
| 44 | 2024.08.13 09:00 | buy | 13 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 45 | 2024.08.13 09:00 | modify | 13 | 0.10 | 1.65457 | 1.64657 | 1.66957 | ||
| 46 | 2024.08.14 09:00 | buy | 14 | 0.10 | 1.66212 | 0.00000 | 0.00000 | ||
| 47 | 2024.08.14 09:00 | modify | 14 | 0.10 | 1.66212 | 1.65982 | 1.66957 | ||
| 48 | 2024.08.14 09:00 | modify | 13 | 0.10 | 1.65457 | 1.65982 | 1.66957 | ||
| 49 | 2024.08.14 15:00 | t/p | 13 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 92.25 | 1522.53 |
| 50 | 2024.08.14 15:00 | t/p | 14 | 0.10 | 1.66957 | 1.65982 | 1.66957 | 46.10 | 1568.63 |
| 51 | 2024.08.29 11:00 | buy | 15 | 0.10 | 1.62725 | 0.00000 | 0.00000 | ||
| 52 | 2024.08.29 11:00 | modify | 15 | 0.10 | 1.62725 | 1.61925 | 1.64225 | ||
| 53 | 2024.09.03 07:00 | t/p | 15 | 0.10 | 1.64225 | 1.61925 | 1.64225 | 91.13 | 1659.76 |
| 54 | 2024.10.16 01:00 | sell | 16 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 55 | 2024.10.16 01:00 | modify | 16 | 0.10 | 1.62949 | 1.63749 | 1.61449 | ||
| 56 | 2024.10.17 02:00 | sell | 17 | 0.10 | 1.62023 | 0.00000 | 0.00000 | ||
| 57 | 2024.10.17 02:00 | modify | 17 | 0.10 | 1.62023 | 1.62574 | 1.61449 | ||
| 58 | 2024.10.17 02:00 | modify | 16 | 0.10 | 1.62949 | 1.62574 | 1.61449 | ||
| 59 | 2024.10.17 08:00 | s/l | 16 | 0.10 | 1.62574 | 1.62574 | 1.61449 | 23.79 | 1683.55 |
| 60 | 2024.10.17 08:00 | s/l | 17 | 0.10 | 1.62574 | 1.62574 | 1.61449 | -34.10 | 1649.45 |
| 61 | 2024.10.30 05:00 | sell | 18 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 62 | 2024.10.30 05:00 | modify | 18 | 0.10 | 1.65309 | 1.66109 | 1.63809 | ||
| 63 | 2024.10.30 11:00 | sell | 19 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.30 11:00 | modify | 19 | 0.10 | 1.64702 | 1.65234 | 1.63809 | ||
| 65 | 2024.10.30 11:00 | modify | 18 | 0.10 | 1.65309 | 1.65234 | 1.63809 | ||
| 66 | 2024.10.30 18:00 | s/l | 18 | 0.10 | 1.65234 | 1.65234 | 1.63809 | 4.64 | 1654.09 |
| 67 | 2024.10.30 18:00 | s/l | 19 | 0.10 | 1.65234 | 1.65234 | 1.63809 | -32.92 | 1621.17 |
| 68 | 2024.12.12 03:00 | buy | 20 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.12 03:00 | modify | 20 | 0.10 | 1.63979 | 1.63179 | 1.65479 | ||
| 70 | 2024.12.12 20:00 | buy | 21 | 0.10 | 1.64596 | 0.00000 | 0.00000 | ||
| 71 | 2024.12.12 20:00 | modify | 21 | 0.10 | 1.64596 | 1.64054 | 1.65479 | ||
| 72 | 2024.12.12 20:00 | modify | 20 | 0.10 | 1.63979 | 1.64054 | 1.65479 | ||
| 73 | 2024.12.13 10:00 | buy | 22 | 0.10 | 1.64746 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.13 10:00 | modify | 22 | 0.10 | 1.64746 | 1.64504 | 1.65479 | ||
| 75 | 2024.12.13 10:00 | modify | 21 | 0.10 | 1.64596 | 1.64504 | 1.65479 | ||
| 76 | 2024.12.13 10:00 | modify | 20 | 0.10 | 1.63979 | 1.64504 | 1.65479 | ||
| 77 | 2024.12.17 07:00 | t/p | 20 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 91.13 | 1712.30 |
| 78 | 2024.12.17 07:00 | t/p | 21 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 52.96 | 1765.26 |
| 79 | 2024.12.17 07:00 | t/p | 22 | 0.10 | 1.65479 | 1.64504 | 1.65479 | 44.24 | 1809.50 |
| 80 | 2024.12.19 01:00 | sell | 23 | 0.10 | 1.66764 | 0.00000 | 0.00000 | ||
| 81 | 2024.12.19 01:00 | modify | 23 | 0.10 | 1.66764 | 1.67564 | 1.65264 | ||
| 82 | 2024.12.19 15:00 | sell | 24 | 0.10 | 1.65990 | 0.00000 | 0.00000 | ||
| 83 | 2024.12.19 15:00 | modify | 24 | 0.10 | 1.65990 | 1.66239 | 1.65264 | ||
| 84 | 2024.12.19 15:00 | modify | 23 | 0.10 | 1.66764 | 1.66239 | 1.65264 | ||
| 85 | 2024.12.19 16:00 | s/l | 23 | 0.10 | 1.66239 | 1.66239 | 1.65264 | 32.49 | 1841.99 |
| 86 | 2024.12.19 16:00 | s/l | 24 | 0.10 | 1.66239 | 1.66239 | 1.65264 | -15.40 | 1826.59 |