Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7215 | Ticks modelled | 13430 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1098.76 | Gross profit | 1814.08 | Gross loss | -715.32 |
| Profit factor | 2.54 | Expected payoff | 28.17 | ||
| Absolute drawdown | 194.60 | Maximal drawdown | 307.66 (27.64%) | Relative drawdown | 27.64% (307.66) |
| Total trades | 39 | Short positions (won %) | 28 (67.86%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
| Largest | profit trade | 143.37 | loss trade | -165.95 | |
| Average | profit trade | 75.59 | loss trade | -47.69 | |
| Maximum | consecutive wins (profit in money) | 8 (602.56) | consecutive losses (loss in money) | 2 (-189.65) | |
| Maximal | consecutive profit (count of wins) | 602.56 (8) | consecutive loss (count of losses) | -189.65 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 15:00 | sell | 1 | 0.10 | 1.09577 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.08 15:00 | modify | 1 | 0.10 | 1.09577 | 1.11077 | 1.08177 | ||
| 3 | 2024.03.14 16:00 | sell | 2 | 0.10 | 1.08876 | 0.00000 | 0.00000 | ||
| 4 | 2024.03.14 16:00 | modify | 2 | 0.10 | 1.08876 | 1.09087 | 1.08177 | ||
| 5 | 2024.03.14 16:00 | modify | 1 | 0.10 | 1.09577 | 1.09087 | 1.08177 | ||
| 6 | 2024.03.15 01:00 | sell | 3 | 0.10 | 1.08778 | 0.00000 | 0.00000 | ||
| 7 | 2024.03.15 01:00 | modify | 3 | 0.10 | 1.08778 | 1.09017 | 1.08177 | ||
| 8 | 2024.03.15 01:00 | modify | 2 | 0.10 | 1.08876 | 1.09017 | 1.08177 | ||
| 9 | 2024.03.15 01:00 | modify | 1 | 0.10 | 1.09577 | 1.09017 | 1.08177 | ||
| 10 | 2024.03.15 10:00 | s/l | 1 | 0.10 | 1.09017 | 1.09017 | 1.08177 | 57.96 | 1057.96 |
| 11 | 2024.03.15 10:00 | s/l | 2 | 0.10 | 1.09017 | 1.09017 | 1.08177 | -13.82 | 1044.14 |
| 12 | 2024.03.15 10:00 | s/l | 3 | 0.10 | 1.09017 | 1.09017 | 1.08177 | -23.90 | 1020.24 |
| 13 | 2024.03.20 11:00 | buy | 4 | 0.10 | 1.08426 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.20 11:00 | modify | 4 | 0.10 | 1.08426 | 1.06926 | 1.09826 | ||
| 15 | 2024.03.21 11:00 | buy | 5 | 0.10 | 1.09223 | 0.00000 | 0.00000 | ||
| 16 | 2024.03.21 11:00 | modify | 5 | 0.10 | 1.09223 | 1.08986 | 1.09826 | ||
| 17 | 2024.03.21 11:00 | modify | 4 | 0.10 | 1.08426 | 1.08986 | 1.09826 | ||
| 18 | 2024.03.21 14:00 | s/l | 4 | 0.10 | 1.08986 | 1.08986 | 1.09826 | 53.72 | 1073.97 |
| 19 | 2024.03.21 14:00 | s/l | 5 | 0.10 | 1.08986 | 1.08986 | 1.09826 | -23.70 | 1050.27 |
| 20 | 2024.03.21 17:00 | buy | 6 | 0.10 | 1.08640 | 0.00000 | 0.00000 | ||
| 21 | 2024.03.21 17:00 | modify | 6 | 0.10 | 1.08640 | 1.07140 | 1.10040 | ||
| 22 | 2024.04.11 15:00 | s/l | 6 | 0.10 | 1.07140 | 1.07140 | 1.10040 | -165.95 | 884.32 |
| 23 | 2024.04.12 08:00 | buy | 7 | 0.10 | 1.06872 | 0.00000 | 0.00000 | ||
| 24 | 2024.04.12 08:00 | modify | 7 | 0.10 | 1.06872 | 1.05372 | 1.08272 | ||
| 25 | 2024.05.05 22:00 | buy | 8 | 0.10 | 1.07664 | 0.00000 | 0.00000 | ||
| 26 | 2024.05.05 22:00 | modify | 8 | 0.10 | 1.07664 | 1.07432 | 1.08272 | ||
| 27 | 2024.05.05 22:00 | modify | 7 | 0.10 | 1.06872 | 1.07432 | 1.08272 | ||
| 28 | 2024.05.07 20:00 | buy | 9 | 0.10 | 1.07595 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.07 20:00 | modify | 9 | 0.10 | 1.07595 | 1.07362 | 1.08272 | ||
| 30 | 2024.05.07 21:00 | modify | 9 | 0.10 | 1.07595 | 1.07432 | 1.08272 | ||
| 31 | 2024.05.08 02:00 | s/l | 7 | 0.10 | 1.07432 | 1.07432 | 1.08272 | 37.78 | 922.10 |
| 32 | 2024.05.08 02:00 | s/l | 8 | 0.10 | 1.07432 | 1.07432 | 1.08272 | -25.48 | 896.62 |
| 33 | 2024.05.08 02:00 | s/l | 9 | 0.10 | 1.07432 | 1.07432 | 1.08272 | -17.06 | 879.56 |
| 34 | 2024.06.03 17:00 | sell | 10 | 0.10 | 1.08849 | 0.00000 | 0.00000 | ||
| 35 | 2024.06.03 17:00 | modify | 10 | 0.10 | 1.08849 | 1.10349 | 1.07449 | ||
| 36 | 2024.06.07 15:00 | sell | 11 | 0.10 | 1.08125 | 0.00000 | 0.00000 | ||
| 37 | 2024.06.07 15:00 | modify | 11 | 0.10 | 1.08125 | 1.08359 | 1.07449 | ||
| 38 | 2024.06.07 15:00 | modify | 10 | 0.10 | 1.08849 | 1.08359 | 1.07449 | ||
| 39 | 2024.06.07 16:00 | sell | 12 | 0.10 | 1.08065 | 0.00000 | 0.00000 | ||
| 40 | 2024.06.07 16:00 | modify | 12 | 0.10 | 1.08065 | 1.08289 | 1.07449 | ||
| 41 | 2024.06.07 16:00 | modify | 11 | 0.10 | 1.08125 | 1.08289 | 1.07449 | ||
| 42 | 2024.06.07 16:00 | modify | 10 | 0.10 | 1.08849 | 1.08289 | 1.07449 | ||
| 43 | 2024.06.09 21:00 | sell | 13 | 0.10 | 1.07783 | 0.00000 | 0.00000 | ||
| 44 | 2024.06.09 21:00 | modify | 13 | 0.10 | 1.07783 | 1.08149 | 1.07449 | ||
| 45 | 2024.06.09 21:00 | modify | 12 | 0.10 | 1.08065 | 1.08149 | 1.07449 | ||
| 46 | 2024.06.09 21:00 | modify | 11 | 0.10 | 1.08125 | 1.08149 | 1.07449 | ||
| 47 | 2024.06.09 21:00 | modify | 10 | 0.10 | 1.08849 | 1.08149 | 1.07449 | ||
| 48 | 2024.06.10 10:00 | t/p | 10 | 0.10 | 1.07449 | 1.08149 | 1.07449 | 141.96 | 1021.53 |
| 49 | 2024.06.10 10:00 | t/p | 11 | 0.10 | 1.07449 | 1.08149 | 1.07449 | 67.88 | 1089.41 |
| 50 | 2024.06.10 10:00 | t/p | 12 | 0.10 | 1.07449 | 1.08149 | 1.07449 | 61.88 | 1151.29 |
| 51 | 2024.06.10 10:00 | t/p | 13 | 0.10 | 1.07449 | 1.08149 | 1.07449 | 33.68 | 1184.97 |
| 52 | 2024.06.12 16:00 | sell | 14 | 0.10 | 1.08424 | 0.00000 | 0.00000 | ||
| 53 | 2024.06.12 16:00 | modify | 14 | 0.10 | 1.08424 | 1.09924 | 1.07024 | ||
| 54 | 2024.06.13 15:00 | sell | 15 | 0.10 | 1.07714 | 0.00000 | 0.00000 | ||
| 55 | 2024.06.13 15:00 | modify | 15 | 0.10 | 1.07714 | 1.07934 | 1.07024 | ||
| 56 | 2024.06.13 15:00 | modify | 14 | 0.10 | 1.08424 | 1.07934 | 1.07024 | ||
| 57 | 2024.06.13 17:00 | sell | 16 | 0.10 | 1.07351 | 0.00000 | 0.00000 | ||
| 58 | 2024.06.13 17:00 | modify | 16 | 0.10 | 1.07351 | 1.07724 | 1.07024 | ||
| 59 | 2024.06.13 17:00 | modify | 15 | 0.10 | 1.07714 | 1.07724 | 1.07024 | ||
| 60 | 2024.06.13 17:00 | modify | 14 | 0.10 | 1.08424 | 1.07724 | 1.07024 | ||
| 61 | 2024.06.14 09:00 | t/p | 14 | 0.10 | 1.07024 | 1.07724 | 1.07024 | 141.12 | 1326.09 |
| 62 | 2024.06.14 09:00 | t/p | 15 | 0.10 | 1.07024 | 1.07724 | 1.07024 | 69.28 | 1395.37 |
| 63 | 2024.06.14 09:00 | t/p | 16 | 0.10 | 1.07024 | 1.07724 | 1.07024 | 32.98 | 1428.35 |
| 64 | 2024.07.11 14:00 | sell | 17 | 0.10 | 1.08866 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.11 14:00 | modify | 17 | 0.10 | 1.08866 | 1.10366 | 1.07466 | ||
| 66 | 2024.07.29 13:00 | sell | 18 | 0.10 | 1.08161 | 0.00000 | 0.00000 | ||
| 67 | 2024.07.29 13:00 | modify | 18 | 0.10 | 1.08161 | 1.08376 | 1.07466 | ||
| 68 | 2024.07.29 13:00 | modify | 17 | 0.10 | 1.08866 | 1.08376 | 1.07466 | ||
| 69 | 2024.07.30 09:00 | s/l | 17 | 0.10 | 1.08376 | 1.08376 | 1.07466 | 53.77 | 1482.12 |
| 70 | 2024.07.30 09:00 | s/l | 18 | 0.10 | 1.08376 | 1.08376 | 1.07466 | -21.22 | 1460.90 |
| 71 | 2024.08.02 16:00 | sell | 19 | 0.10 | 1.09132 | 0.00000 | 0.00000 | ||
| 72 | 2024.08.02 16:00 | modify | 19 | 0.10 | 1.09132 | 1.10632 | 1.07732 | ||
| 73 | 2024.08.19 15:00 | s/l | 19 | 0.10 | 1.10632 | 1.10632 | 1.07732 | -145.79 | 1315.11 |
| 74 | 2024.08.23 17:00 | sell | 20 | 0.10 | 1.11739 | 0.00000 | 0.00000 | ||
| 75 | 2024.08.23 17:00 | modify | 20 | 0.10 | 1.11739 | 1.13239 | 1.10339 | ||
| 76 | 2024.08.29 12:00 | sell | 21 | 0.10 | 1.10956 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.29 12:00 | modify | 21 | 0.10 | 1.10956 | 1.11179 | 1.10339 | ||
| 78 | 2024.08.29 12:00 | modify | 20 | 0.10 | 1.11739 | 1.11179 | 1.10339 | ||
| 79 | 2024.08.30 13:00 | sell | 22 | 0.10 | 1.10680 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.30 13:00 | modify | 22 | 0.10 | 1.10680 | 1.11039 | 1.10339 | ||
| 81 | 2024.08.30 13:00 | modify | 21 | 0.10 | 1.10956 | 1.11039 | 1.10339 | ||
| 82 | 2024.08.30 13:00 | modify | 20 | 0.10 | 1.11739 | 1.11039 | 1.10339 | ||
| 83 | 2024.09.03 18:00 | t/p | 20 | 0.10 | 1.10339 | 1.11039 | 1.10339 | 142.53 | 1457.64 |
| 84 | 2024.09.03 18:00 | t/p | 21 | 0.10 | 1.10339 | 1.11039 | 1.10339 | 62.54 | 1520.18 |
| 85 | 2024.09.03 18:00 | t/p | 22 | 0.10 | 1.10339 | 1.11039 | 1.10339 | 34.66 | 1554.84 |
| 86 | 2024.09.25 18:00 | buy | 23 | 0.10 | 1.11398 | 0.00000 | 0.00000 | ||
| 87 | 2024.09.25 18:00 | modify | 23 | 0.10 | 1.11398 | 1.09898 | 1.12798 | ||
| 88 | 2024.10.04 13:00 | s/l | 23 | 0.10 | 1.09898 | 1.09898 | 1.12798 | -158.35 | 1396.49 |
| 89 | 2024.12.05 16:00 | sell | 24 | 0.10 | 1.05721 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.05 16:00 | modify | 24 | 0.10 | 1.05721 | 1.07221 | 1.04321 | ||
| 91 | 2024.12.11 10:00 | sell | 25 | 0.10 | 1.05004 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.11 10:00 | modify | 25 | 0.10 | 1.05004 | 1.05231 | 1.04321 | ||
| 93 | 2024.12.11 10:00 | modify | 24 | 0.10 | 1.05721 | 1.05231 | 1.04321 | ||
| 94 | 2024.12.11 11:00 | sell | 26 | 0.10 | 1.04949 | 0.00000 | 0.00000 | ||
| 95 | 2024.12.11 11:00 | modify | 26 | 0.10 | 1.04949 | 1.05161 | 1.04321 | ||
| 96 | 2024.12.11 11:00 | modify | 25 | 0.10 | 1.05004 | 1.05161 | 1.04321 | ||
| 97 | 2024.12.11 11:00 | modify | 24 | 0.10 | 1.05721 | 1.05161 | 1.04321 | ||
| 98 | 2024.12.11 13:00 | s/l | 24 | 0.10 | 1.05161 | 1.05161 | 1.04321 | 57.12 | 1453.61 |
| 99 | 2024.12.11 13:00 | s/l | 25 | 0.10 | 1.05161 | 1.05161 | 1.04321 | -15.70 | 1437.91 |
| 100 | 2024.12.11 13:00 | s/l | 26 | 0.10 | 1.05161 | 1.05161 | 1.04321 | -21.20 | 1416.71 |
| 101 | 2024.12.13 11:00 | sell | 27 | 0.10 | 1.04870 | 0.00000 | 0.00000 | ||
| 102 | 2024.12.13 11:00 | modify | 27 | 0.10 | 1.04870 | 1.06370 | 1.03470 | ||
| 103 | 2024.12.18 21:00 | t/p | 27 | 0.10 | 1.03470 | 1.06370 | 1.03470 | 140.84 | 1557.55 |
| 104 | 2025.01.02 18:00 | buy | 28 | 0.10 | 1.02681 | 0.00000 | 0.00000 | ||
| 105 | 2025.01.02 18:00 | modify | 28 | 0.10 | 1.02681 | 1.01181 | 1.04081 | ||
| 106 | 2025.01.06 12:00 | t/p | 28 | 0.10 | 1.04081 | 1.01181 | 1.04081 | 138.48 | 1696.03 |
| 107 | 2025.01.08 10:00 | buy | 29 | 0.10 | 1.03223 | 0.00000 | 0.00000 | ||
| 108 | 2025.01.08 10:00 | modify | 29 | 0.10 | 1.03223 | 1.01723 | 1.04623 | ||
| 109 | 2025.01.20 14:00 | buy | 30 | 0.10 | 1.04010 | 0.00000 | 0.00000 | ||
| 110 | 2025.01.20 14:00 | modify | 30 | 0.10 | 1.04010 | 1.03783 | 1.04623 | ||
| 111 | 2025.01.20 14:00 | modify | 29 | 0.10 | 1.03223 | 1.03783 | 1.04623 | ||
| 112 | 2025.01.20 18:00 | s/l | 29 | 0.10 | 1.03783 | 1.03783 | 1.04623 | 46.89 | 1742.92 |
| 113 | 2025.01.20 18:00 | s/l | 30 | 0.10 | 1.03783 | 1.03783 | 1.04623 | -22.70 | 1720.22 |
| 114 | 2025.01.21 18:00 | sell | 31 | 0.10 | 1.04211 | 0.00000 | 0.00000 | ||
| 115 | 2025.01.21 18:00 | modify | 31 | 0.10 | 1.04211 | 1.05711 | 1.02811 | ||
| 116 | 2025.02.02 22:00 | t/p | 31 | 0.10 | 1.02811 | 1.05711 | 1.02811 | 143.37 | 1863.59 |
| 117 | 2025.02.04 17:00 | sell | 32 | 0.10 | 1.03782 | 0.00000 | 0.00000 | ||
| 118 | 2025.02.04 17:00 | modify | 32 | 0.10 | 1.03782 | 1.05282 | 1.02382 | ||
| 119 | 2025.02.10 03:00 | sell | 33 | 0.10 | 1.02996 | 0.00000 | 0.00000 | ||
| 120 | 2025.02.10 03:00 | modify | 33 | 0.10 | 1.02996 | 1.03222 | 1.02382 | ||
| 121 | 2025.02.10 03:00 | modify | 32 | 0.10 | 1.03782 | 1.03222 | 1.02382 | ||
| 122 | 2025.02.10 06:00 | s/l | 32 | 0.10 | 1.03222 | 1.03222 | 1.02382 | 57.68 | 1921.27 |
| 123 | 2025.02.10 06:00 | s/l | 33 | 0.10 | 1.03222 | 1.03222 | 1.02382 | -22.60 | 1898.67 |
| 124 | 2025.02.14 16:00 | sell | 34 | 0.10 | 1.05081 | 0.00000 | 0.00000 | ||
| 125 | 2025.02.14 16:00 | modify | 34 | 0.10 | 1.05081 | 1.06581 | 1.03681 | ||
| 126 | 2025.02.19 10:00 | sell | 35 | 0.10 | 1.04288 | 0.00000 | 0.00000 | ||
| 127 | 2025.02.19 10:00 | modify | 35 | 0.10 | 1.04288 | 1.04521 | 1.03681 | ||
| 128 | 2025.02.19 10:00 | modify | 34 | 0.10 | 1.05081 | 1.04521 | 1.03681 | ||
| 129 | 2025.02.20 13:00 | sell | 36 | 0.10 | 1.04356 | 0.00000 | 0.00000 | ||
| 130 | 2025.02.20 13:00 | modify | 36 | 0.10 | 1.04356 | 1.04591 | 1.03681 | ||
| 131 | 2025.02.20 14:00 | s/l | 34 | 0.10 | 1.04521 | 1.04521 | 1.03681 | 57.68 | 1956.36 |
| 132 | 2025.02.20 14:00 | s/l | 35 | 0.10 | 1.04521 | 1.04521 | 1.03681 | -22.46 | 1933.90 |
| 133 | 2025.02.20 14:00 | close | 36 | 0.10 | 1.04510 | 1.04591 | 1.03681 | -15.40 | 1918.50 |
| 134 | 2025.02.24 04:00 | sell | 37 | 0.10 | 1.05194 | 0.00000 | 0.00000 | ||
| 135 | 2025.02.24 04:00 | modify | 37 | 0.10 | 1.05194 | 1.06694 | 1.03794 | ||
| 136 | 2025.02.27 17:00 | sell | 38 | 0.10 | 1.04136 | 0.00000 | 0.00000 | ||
| 137 | 2025.02.27 17:00 | modify | 38 | 0.10 | 1.04136 | 1.04494 | 1.03794 | ||
| 138 | 2025.02.27 17:00 | modify | 37 | 0.10 | 1.05194 | 1.04494 | 1.03794 | ||
| 139 | 2025.02.28 19:00 | t/p | 37 | 0.10 | 1.03794 | 1.04494 | 1.03794 | 141.68 | 2060.18 |
| 140 | 2025.02.28 19:00 | t/p | 38 | 0.10 | 1.03794 | 1.04494 | 1.03794 | 34.48 | 2094.66 |
| 141 | 2025.02.28 20:00 | buy | 39 | 0.10 | 1.03706 | 0.00000 | 0.00000 | ||
| 142 | 2025.02.28 20:00 | modify | 39 | 0.10 | 1.03706 | 1.02206 | 1.05106 | ||
| 143 | 2025.02.28 21:59 | close at stop | 39 | 0.10 | 1.03747 | 1.02206 | 1.05106 | 4.10 | 2098.76 |