Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=40; IT_TakeProfit=130; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1200.75 | Gross profit | 1759.52 | Gross loss | -558.77 |
| Profit factor | 3.15 | Expected payoff | 34.31 | ||
| Absolute drawdown | 18.40 | Maximal drawdown | 178.58 (10.35%) | Relative drawdown | 10.79% (167.05) |
| Total trades | 35 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 18 (55.56%) |
| Profit trades (% of total) | 19 (54.29%) | Loss trades (% of total) | 16 (45.71%) | ||
| Largest | profit trade | 132.83 | loss trade | -43.63 | |
| Average | profit trade | 92.61 | loss trade | -34.92 | |
| Maximum | consecutive wins (profit in money) | 5 (450.03) | consecutive losses (loss in money) | 3 (-127.26) | |
| Maximal | consecutive profit (count of wins) | 450.03 (5) | consecutive loss (count of losses) | -127.26 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.13 16:00 | buy | 1 | 0.10 | 1.07196 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.13 16:00 | modify | 1 | 0.10 | 1.07196 | 1.06796 | 1.08496 | ||
| 3 | 2024.02.15 20:00 | buy | 2 | 0.10 | 1.07717 | 0.00000 | 0.00000 | ||
| 4 | 2024.02.15 20:00 | modify | 2 | 0.10 | 1.07717 | 1.07261 | 1.08496 | ||
| 5 | 2024.02.15 20:00 | modify | 1 | 0.10 | 1.07196 | 1.07261 | 1.08496 | ||
| 6 | 2024.02.22 08:00 | t/p | 1 | 0.10 | 1.08496 | 1.07261 | 1.08496 | 123.34 | 1123.35 |
| 7 | 2024.02.22 08:00 | t/p | 2 | 0.10 | 1.08496 | 1.07261 | 1.08496 | 73.67 | 1197.01 |
| 8 | 2024.02.29 20:00 | buy | 3 | 0.10 | 1.08055 | 0.00000 | 0.00000 | ||
| 9 | 2024.02.29 20:00 | modify | 3 | 0.10 | 1.08055 | 1.07655 | 1.09355 | ||
| 10 | 2024.03.04 12:00 | buy | 4 | 0.10 | 1.08592 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.04 12:00 | modify | 4 | 0.10 | 1.08592 | 1.08120 | 1.09355 | ||
| 12 | 2024.03.04 12:00 | modify | 3 | 0.10 | 1.08055 | 1.08120 | 1.09355 | ||
| 13 | 2024.03.07 20:00 | t/p | 3 | 0.10 | 1.09355 | 1.08120 | 1.09355 | 125.77 | 1322.78 |
| 14 | 2024.03.07 20:00 | t/p | 4 | 0.10 | 1.09355 | 1.08120 | 1.09355 | 73.27 | 1396.05 |
| 15 | 2024.03.13 20:00 | sell | 5 | 0.10 | 1.09472 | 0.00000 | 0.00000 | ||
| 16 | 2024.03.13 20:00 | modify | 5 | 0.10 | 1.09472 | 1.09872 | 1.08172 | ||
| 17 | 2024.03.18 20:00 | sell | 6 | 0.10 | 1.08692 | 0.00000 | 0.00000 | ||
| 18 | 2024.03.18 20:00 | modify | 6 | 0.10 | 1.08692 | 1.09082 | 1.08172 | ||
| 19 | 2024.03.18 20:00 | sell | 7 | 0.10 | 1.08692 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.18 20:00 | modify | 7 | 0.10 | 1.08692 | 1.08952 | 1.08172 | ||
| 21 | 2024.03.18 20:00 | modify | 5 | 0.10 | 1.09472 | 1.08952 | 1.08172 | ||
| 22 | 2024.03.19 00:00 | modify | 6 | 0.10 | 1.08692 | 1.08952 | 1.08172 | ||
| 23 | 2024.03.20 20:00 | s/l | 5 | 0.10 | 1.08952 | 1.08952 | 1.08172 | 53.98 | 1450.03 |
| 24 | 2024.03.20 20:00 | s/l | 6 | 0.10 | 1.08952 | 1.08952 | 1.08172 | -25.43 | 1424.60 |
| 25 | 2024.03.20 20:00 | s/l | 7 | 0.10 | 1.08952 | 1.08952 | 1.08172 | -25.43 | 1399.16 |
| 26 | 2024.03.20 20:00 | sell | 8 | 0.10 | 1.09209 | 0.00000 | 0.00000 | ||
| 27 | 2024.03.20 20:00 | modify | 8 | 0.10 | 1.09209 | 1.09609 | 1.07909 | ||
| 28 | 2024.03.28 12:00 | t/p | 8 | 0.10 | 1.07909 | 1.09609 | 1.07909 | 132.83 | 1531.99 |
| 29 | 2024.04.01 16:00 | buy | 9 | 0.10 | 1.07357 | 0.00000 | 0.00000 | ||
| 30 | 2024.04.01 16:00 | modify | 9 | 0.10 | 1.07357 | 1.06957 | 1.08657 | ||
| 31 | 2024.04.04 16:00 | t/p | 9 | 0.10 | 1.08657 | 1.06957 | 1.08657 | 126.97 | 1658.97 |
| 32 | 2024.04.10 16:00 | buy | 10 | 0.10 | 1.07397 | 0.00000 | 0.00000 | ||
| 33 | 2024.04.10 16:00 | modify | 10 | 0.10 | 1.07397 | 1.06997 | 1.08697 | ||
| 34 | 2024.04.11 16:00 | s/l | 10 | 0.10 | 1.06997 | 1.06997 | 1.08697 | -41.81 | 1617.15 |
| 35 | 2024.04.26 16:00 | buy | 11 | 0.10 | 1.06884 | 0.00000 | 0.00000 | ||
| 36 | 2024.04.26 16:00 | modify | 11 | 0.10 | 1.06884 | 1.06484 | 1.08184 | ||
| 37 | 2024.05.06 04:00 | buy | 12 | 0.10 | 1.07677 | 0.00000 | 0.00000 | ||
| 38 | 2024.05.06 04:00 | modify | 12 | 0.10 | 1.07677 | 1.07274 | 1.08184 | ||
| 39 | 2024.05.06 04:00 | buy | 13 | 0.10 | 1.07677 | 0.00000 | 0.00000 | ||
| 40 | 2024.05.06 04:00 | modify | 13 | 0.10 | 1.07677 | 1.07404 | 1.08184 | ||
| 41 | 2024.05.06 04:00 | modify | 11 | 0.10 | 1.06884 | 1.07404 | 1.08184 | ||
| 42 | 2024.05.06 08:00 | modify | 12 | 0.10 | 1.07677 | 1.07404 | 1.08184 | ||
| 43 | 2024.05.08 04:00 | s/l | 11 | 0.10 | 1.07404 | 1.07404 | 1.08184 | 45.95 | 1663.10 |
| 44 | 2024.05.08 04:00 | s/l | 12 | 0.10 | 1.07404 | 1.07404 | 1.08184 | -28.51 | 1634.59 |
| 45 | 2024.05.08 04:00 | s/l | 13 | 0.10 | 1.07404 | 1.07404 | 1.08184 | -28.51 | 1606.08 |
| 46 | 2024.05.13 16:00 | sell | 14 | 0.10 | 1.07952 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.13 16:00 | modify | 14 | 0.10 | 1.07952 | 1.08352 | 1.06652 | ||
| 48 | 2024.05.15 08:00 | s/l | 14 | 0.10 | 1.08352 | 1.08352 | 1.06652 | -39.43 | 1566.65 |
| 49 | 2024.06.03 16:00 | sell | 15 | 0.10 | 1.08895 | 0.00000 | 0.00000 | ||
| 50 | 2024.06.03 16:00 | modify | 15 | 0.10 | 1.08895 | 1.09295 | 1.07595 | ||
| 51 | 2024.06.10 04:00 | t/p | 15 | 0.10 | 1.07595 | 1.09295 | 1.07595 | 131.98 | 1698.63 |
| 52 | 2024.06.12 16:00 | sell | 16 | 0.10 | 1.08424 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.12 16:00 | modify | 16 | 0.10 | 1.08424 | 1.08824 | 1.07124 | ||
| 54 | 2024.06.14 08:00 | t/p | 16 | 0.10 | 1.07124 | 1.08824 | 1.07124 | 131.13 | 1829.76 |
| 55 | 2024.08.13 16:00 | sell | 17 | 0.10 | 1.09536 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.13 16:00 | modify | 17 | 0.10 | 1.09536 | 1.09936 | 1.08236 | ||
| 57 | 2024.08.13 20:00 | s/l | 17 | 0.10 | 1.09936 | 1.09936 | 1.08236 | -40.00 | 1789.76 |
| 58 | 2024.08.16 20:00 | sell | 18 | 0.10 | 1.10245 | 0.00000 | 0.00000 | ||
| 59 | 2024.08.16 20:00 | modify | 18 | 0.10 | 1.10245 | 1.10645 | 1.08945 | ||
| 60 | 2024.08.19 16:00 | s/l | 18 | 0.10 | 1.10645 | 1.10645 | 1.08945 | -39.72 | 1750.05 |
| 61 | 2024.08.21 16:00 | sell | 19 | 0.10 | 1.11421 | 0.00000 | 0.00000 | ||
| 62 | 2024.08.21 16:00 | modify | 19 | 0.10 | 1.11421 | 1.11821 | 1.10121 | ||
| 63 | 2024.08.23 16:00 | s/l | 19 | 0.10 | 1.11821 | 1.11821 | 1.10121 | -38.87 | 1711.18 |
| 64 | 2024.08.23 16:00 | sell | 20 | 0.10 | 1.11753 | 0.00000 | 0.00000 | ||
| 65 | 2024.08.23 16:00 | modify | 20 | 0.10 | 1.11753 | 1.12153 | 1.10453 | ||
| 66 | 2024.08.28 12:00 | sell | 21 | 0.10 | 1.11206 | 0.00000 | 0.00000 | ||
| 67 | 2024.08.28 12:00 | modify | 21 | 0.10 | 1.11206 | 1.11688 | 1.10453 | ||
| 68 | 2024.08.28 12:00 | modify | 20 | 0.10 | 1.11753 | 1.11688 | 1.10453 | ||
| 69 | 2024.08.29 12:00 | sell | 22 | 0.10 | 1.10956 | 0.00000 | 0.00000 | ||
| 70 | 2024.08.29 12:00 | modify | 22 | 0.10 | 1.10956 | 1.11363 | 1.10453 | ||
| 71 | 2024.08.29 12:00 | sell | 23 | 0.10 | 1.10956 | 0.00000 | 0.00000 | ||
| 72 | 2024.08.29 12:00 | modify | 23 | 0.10 | 1.10956 | 1.11233 | 1.10453 | ||
| 73 | 2024.08.29 12:00 | modify | 21 | 0.10 | 1.11206 | 1.11233 | 1.10453 | ||
| 74 | 2024.08.29 12:00 | modify | 20 | 0.10 | 1.11753 | 1.11233 | 1.10453 | ||
| 75 | 2024.08.29 16:00 | modify | 22 | 0.10 | 1.10956 | 1.11233 | 1.10453 | ||
| 76 | 2024.09.02 04:00 | t/p | 20 | 0.10 | 1.10453 | 1.11233 | 1.10453 | 132.26 | 1843.44 |
| 77 | 2024.09.02 04:00 | t/p | 21 | 0.10 | 1.10453 | 1.11233 | 1.10453 | 76.72 | 1920.16 |
| 78 | 2024.09.02 04:00 | t/p | 22 | 0.10 | 1.10453 | 1.11233 | 1.10453 | 50.87 | 1971.02 |
| 79 | 2024.09.02 04:00 | t/p | 23 | 0.10 | 1.10453 | 1.11233 | 1.10453 | 50.87 | 2021.89 |
| 80 | 2024.09.04 16:00 | sell | 24 | 0.10 | 1.10809 | 0.00000 | 0.00000 | ||
| 81 | 2024.09.04 16:00 | modify | 24 | 0.10 | 1.10809 | 1.11209 | 1.09509 | ||
| 82 | 2024.09.05 16:00 | s/l | 24 | 0.10 | 1.11209 | 1.11209 | 1.09509 | -39.15 | 1982.74 |
| 83 | 2024.09.10 16:00 | buy | 25 | 0.10 | 1.10281 | 0.00000 | 0.00000 | ||
| 84 | 2024.09.10 16:00 | modify | 25 | 0.10 | 1.10281 | 1.09881 | 1.11581 | ||
| 85 | 2024.09.13 00:00 | buy | 26 | 0.10 | 1.10816 | 0.00000 | 0.00000 | ||
| 86 | 2024.09.13 00:00 | modify | 26 | 0.10 | 1.10816 | 1.10346 | 1.11581 | ||
| 87 | 2024.09.13 00:00 | modify | 25 | 0.10 | 1.10281 | 1.10346 | 1.11581 | ||
| 88 | 2024.09.16 04:00 | buy | 27 | 0.10 | 1.11070 | 0.00000 | 0.00000 | ||
| 89 | 2024.09.16 04:00 | modify | 27 | 0.10 | 1.11070 | 1.10671 | 1.11581 | ||
| 90 | 2024.09.16 04:00 | buy | 28 | 0.10 | 1.11070 | 0.00000 | 0.00000 | ||
| 91 | 2024.09.16 04:00 | modify | 28 | 0.10 | 1.11070 | 1.10801 | 1.11581 | ||
| 92 | 2024.09.16 04:00 | modify | 26 | 0.10 | 1.10816 | 1.10801 | 1.11581 | ||
| 93 | 2024.09.16 04:00 | modify | 25 | 0.10 | 1.10281 | 1.10801 | 1.11581 | ||
| 94 | 2024.09.16 08:00 | modify | 27 | 0.10 | 1.11070 | 1.10801 | 1.11581 | ||
| 95 | 2024.09.18 20:00 | t/p | 25 | 0.10 | 1.11581 | 1.10801 | 1.11581 | 125.16 | 2107.90 |
| 96 | 2024.09.18 20:00 | t/p | 26 | 0.10 | 1.11581 | 1.10801 | 1.11581 | 74.69 | 2182.58 |
| 97 | 2024.09.18 20:00 | t/p | 27 | 0.10 | 1.11581 | 1.10801 | 1.11581 | 49.89 | 2232.47 |
| 98 | 2024.09.18 20:00 | t/p | 28 | 0.10 | 1.11581 | 1.10801 | 1.11581 | 49.89 | 2282.36 |
| 99 | 2024.10.04 16:00 | buy | 29 | 0.10 | 1.09636 | 0.00000 | 0.00000 | ||
| 100 | 2024.10.04 16:00 | modify | 29 | 0.10 | 1.09636 | 1.09236 | 1.10936 | ||
| 101 | 2024.10.10 16:00 | s/l | 29 | 0.10 | 1.09236 | 1.09236 | 1.10936 | -43.63 | 2238.73 |
| 102 | 2024.10.15 20:00 | buy | 30 | 0.10 | 1.08898 | 0.00000 | 0.00000 | ||
| 103 | 2024.10.15 20:00 | modify | 30 | 0.10 | 1.08898 | 1.08498 | 1.10198 | ||
| 104 | 2024.10.17 08:00 | s/l | 30 | 0.10 | 1.08498 | 1.08498 | 1.10198 | -42.42 | 2196.31 |
| 105 | 2024.10.21 16:00 | buy | 31 | 0.10 | 1.08229 | 0.00000 | 0.00000 | ||
| 106 | 2024.10.21 16:00 | modify | 31 | 0.10 | 1.08229 | 1.07829 | 1.09529 | ||
| 107 | 2024.10.23 08:00 | s/l | 31 | 0.10 | 1.07829 | 1.07829 | 1.09529 | -41.21 | 2155.10 |
| 108 | 2024.11.05 20:00 | sell | 32 | 0.10 | 1.09311 | 0.00000 | 0.00000 | ||
| 109 | 2024.11.05 20:00 | modify | 32 | 0.10 | 1.09311 | 1.09711 | 1.08011 | ||
| 110 | 2024.11.06 04:00 | t/p | 32 | 0.10 | 1.08011 | 1.09711 | 1.08011 | 130.28 | 2285.38 |
| 111 | 2024.12.18 16:00 | buy | 33 | 0.10 | 1.04768 | 0.00000 | 0.00000 | ||
| 112 | 2024.12.18 16:00 | modify | 33 | 0.10 | 1.04768 | 1.04368 | 1.06068 | ||
| 113 | 2024.12.18 20:00 | s/l | 33 | 0.10 | 1.04368 | 1.04368 | 1.06068 | -40.00 | 2245.38 |
| 114 | 2024.12.26 20:00 | sell | 34 | 0.10 | 1.04175 | 0.00000 | 0.00000 | ||
| 115 | 2024.12.26 20:00 | modify | 34 | 0.10 | 1.04175 | 1.04575 | 1.02875 | ||
| 116 | 2024.12.30 16:00 | s/l | 34 | 0.10 | 1.04575 | 1.04575 | 1.02875 | -39.43 | 2205.95 |
| 117 | 2024.12.31 16:00 | buy | 35 | 0.10 | 1.03578 | 0.00000 | 0.00000 | ||
| 118 | 2024.12.31 16:00 | modify | 35 | 0.10 | 1.03578 | 1.03178 | 1.04878 | ||
| 119 | 2024.12.31 23:59 | close at stop | 35 | 0.10 | 1.03526 | 1.03178 | 1.04878 | -5.20 | 2200.75 |