Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 7214 | Ticks modelled | 13428 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 507.58 | Gross profit | 940.00 | Gross loss | -432.42 |
| Profit factor | 2.17 | Expected payoff | 15.38 | ||
| Absolute drawdown | 16.39 | Maximal drawdown | 301.23 (21.09%) | Relative drawdown | 21.09% (301.23) |
| Total trades | 33 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 20 (60.00%) |
| Profit trades (% of total) | 19 (57.58%) | Loss trades (% of total) | 14 (42.42%) | ||
| Largest | profit trade | 84.79 | loss trade | -98.79 | |
| Average | profit trade | 49.47 | loss trade | -30.89 | |
| Maximum | consecutive wins (profit in money) | 5 (310.87) | consecutive losses (loss in money) | 3 (-57.39) | |
| Maximal | consecutive profit (count of wins) | 310.87 (5) | consecutive loss (count of losses) | -133.56 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.26 08:00 | buy | 1 | 0.10 | 1.60110 | 0.00000 | 0.00000 | ||
| 2 | 2024.06.26 08:00 | modify | 1 | 0.10 | 1.60110 | 1.58610 | 1.61410 | ||
| 3 | 2024.06.26 16:00 | buy | 2 | 0.10 | 1.60714 | 0.00000 | 0.00000 | ||
| 4 | 2024.06.26 16:00 | modify | 2 | 0.10 | 1.60714 | 1.60175 | 1.61410 | ||
| 5 | 2024.06.26 16:00 | modify | 1 | 0.10 | 1.60110 | 1.60175 | 1.61410 | ||
| 6 | 2024.06.28 02:00 | t/p | 1 | 0.10 | 1.61410 | 1.60175 | 1.61410 | 79.71 | 1079.71 |
| 7 | 2024.06.28 02:00 | t/p | 2 | 0.10 | 1.61410 | 1.60175 | 1.61410 | 41.01 | 1120.72 |
| 8 | 2024.06.28 15:00 | buy | 3 | 0.10 | 1.60507 | 0.00000 | 0.00000 | ||
| 9 | 2024.06.28 15:00 | modify | 3 | 0.10 | 1.60507 | 1.59007 | 1.61807 | ||
| 10 | 2024.07.01 01:00 | buy | 4 | 0.10 | 1.61118 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.01 01:00 | modify | 4 | 0.10 | 1.61118 | 1.60572 | 1.61807 | ||
| 12 | 2024.07.01 01:00 | modify | 3 | 0.10 | 1.60507 | 1.60572 | 1.61807 | ||
| 13 | 2024.07.01 04:00 | buy | 5 | 0.10 | 1.61298 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.01 04:00 | modify | 5 | 0.10 | 1.61298 | 1.61092 | 1.61807 | ||
| 15 | 2024.07.01 04:00 | modify | 4 | 0.10 | 1.61118 | 1.61092 | 1.61807 | ||
| 16 | 2024.07.01 04:00 | modify | 3 | 0.10 | 1.60507 | 1.61092 | 1.61807 | ||
| 17 | 2024.07.01 05:00 | buy | 6 | 0.10 | 1.61366 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.01 05:00 | modify | 6 | 0.10 | 1.61366 | 1.60962 | 1.61807 | ||
| 19 | 2024.07.01 05:00 | modify | 5 | 0.10 | 1.61298 | 1.60962 | 1.61807 | ||
| 20 | 2024.07.01 05:00 | modify | 4 | 0.10 | 1.61118 | 1.60962 | 1.61807 | ||
| 21 | 2024.07.01 05:00 | modify | 3 | 0.10 | 1.60507 | 1.60962 | 1.61807 | ||
| 22 | 2024.07.01 09:00 | s/l | 3 | 0.10 | 1.60962 | 1.60962 | 1.61807 | 28.26 | 1148.98 |
| 23 | 2024.07.01 09:00 | s/l | 4 | 0.10 | 1.60962 | 1.60962 | 1.61807 | -9.99 | 1138.99 |
| 24 | 2024.07.01 09:00 | s/l | 5 | 0.10 | 1.60962 | 1.60962 | 1.61807 | -21.52 | 1117.47 |
| 25 | 2024.07.01 09:00 | s/l | 6 | 0.10 | 1.60962 | 1.60962 | 1.61807 | -25.88 | 1091.59 |
| 26 | 2024.07.25 06:00 | sell | 7 | 0.10 | 1.65645 | 0.00000 | 0.00000 | ||
| 27 | 2024.07.25 06:00 | modify | 7 | 0.10 | 1.65645 | 1.67145 | 1.64345 | ||
| 28 | 2024.07.30 06:00 | sell | 8 | 0.10 | 1.65037 | 0.00000 | 0.00000 | ||
| 29 | 2024.07.30 06:00 | modify | 8 | 0.10 | 1.65037 | 1.65580 | 1.64345 | ||
| 30 | 2024.07.30 06:00 | modify | 7 | 0.10 | 1.65645 | 1.65580 | 1.64345 | ||
| 31 | 2024.07.30 11:00 | s/l | 7 | 0.10 | 1.65580 | 1.65580 | 1.64345 | 4.77 | 1096.37 |
| 32 | 2024.07.30 11:00 | s/l | 8 | 0.10 | 1.65580 | 1.65580 | 1.64345 | -34.84 | 1061.53 |
| 33 | 2024.07.31 04:00 | sell | 9 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 34 | 2024.07.31 04:00 | modify | 9 | 0.10 | 1.66530 | 1.68030 | 1.65230 | ||
| 35 | 2024.08.01 07:00 | sell | 10 | 0.10 | 1.65655 | 0.00000 | 0.00000 | ||
| 36 | 2024.08.01 07:00 | modify | 10 | 0.10 | 1.65655 | 1.66075 | 1.65230 | ||
| 37 | 2024.08.01 07:00 | modify | 9 | 0.10 | 1.66530 | 1.66075 | 1.65230 | ||
| 38 | 2024.08.01 10:00 | t/p | 9 | 0.10 | 1.65230 | 1.66075 | 1.65230 | 84.00 | 1145.53 |
| 39 | 2024.08.01 10:00 | t/p | 10 | 0.10 | 1.65230 | 1.66075 | 1.65230 | 27.27 | 1172.80 |
| 40 | 2024.08.07 05:00 | buy | 11 | 0.10 | 1.66441 | 0.00000 | 0.00000 | ||
| 41 | 2024.08.07 05:00 | modify | 11 | 0.10 | 1.66441 | 1.64941 | 1.67741 | ||
| 42 | 2024.08.08 00:00 | t/p | 11 | 0.10 | 1.67741 | 1.64941 | 1.67741 | 80.61 | 1253.41 |
| 43 | 2024.08.13 09:00 | buy | 12 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 44 | 2024.08.13 09:00 | modify | 12 | 0.10 | 1.65457 | 1.63957 | 1.66757 | ||
| 45 | 2024.08.14 14:00 | t/p | 12 | 0.10 | 1.66757 | 1.63957 | 1.66757 | 82.39 | 1335.81 |
| 46 | 2024.08.29 11:00 | buy | 13 | 0.10 | 1.62725 | 0.00000 | 0.00000 | ||
| 47 | 2024.08.29 11:00 | modify | 13 | 0.10 | 1.62725 | 1.61225 | 1.64025 | ||
| 48 | 2024.08.30 14:00 | buy | 14 | 0.10 | 1.63311 | 0.00000 | 0.00000 | ||
| 49 | 2024.08.30 14:00 | modify | 14 | 0.10 | 1.63311 | 1.62790 | 1.64025 | ||
| 50 | 2024.08.30 14:00 | modify | 13 | 0.10 | 1.62725 | 1.62790 | 1.64025 | ||
| 51 | 2024.08.30 16:00 | buy | 15 | 0.10 | 1.63521 | 0.00000 | 0.00000 | ||
| 52 | 2024.08.30 16:00 | modify | 15 | 0.10 | 1.63521 | 1.63310 | 1.64025 | ||
| 53 | 2024.08.30 16:00 | modify | 14 | 0.10 | 1.63311 | 1.63310 | 1.64025 | ||
| 54 | 2024.08.30 16:00 | modify | 13 | 0.10 | 1.62725 | 1.63310 | 1.64025 | ||
| 55 | 2024.08.30 20:00 | s/l | 13 | 0.10 | 1.63310 | 1.63310 | 1.64025 | 36.58 | 1372.39 |
| 56 | 2024.08.30 20:00 | s/l | 14 | 0.10 | 1.63310 | 1.63310 | 1.64025 | -0.07 | 1372.32 |
| 57 | 2024.08.30 20:00 | s/l | 15 | 0.10 | 1.63310 | 1.63310 | 1.64025 | -13.52 | 1358.80 |
| 58 | 2024.10.07 18:00 | sell | 16 | 0.10 | 1.62400 | 0.00000 | 0.00000 | ||
| 59 | 2024.10.07 18:00 | modify | 16 | 0.10 | 1.62400 | 1.63900 | 1.61100 | ||
| 60 | 2024.10.17 21:00 | sell | 17 | 0.10 | 1.61546 | 0.00000 | 0.00000 | ||
| 61 | 2024.10.17 21:00 | modify | 17 | 0.10 | 1.61546 | 1.61945 | 1.61100 | ||
| 62 | 2024.10.17 21:00 | modify | 16 | 0.10 | 1.62400 | 1.61945 | 1.61100 | ||
| 63 | 2024.10.18 02:00 | sell | 18 | 0.10 | 1.61592 | 0.00000 | 0.00000 | ||
| 64 | 2024.10.18 02:00 | modify | 18 | 0.10 | 1.61592 | 1.61815 | 1.61100 | ||
| 65 | 2024.10.18 03:00 | modify | 18 | 0.10 | 1.61592 | 1.61945 | 1.61100 | ||
| 66 | 2024.10.18 15:00 | s/l | 16 | 0.10 | 1.61945 | 1.61945 | 1.61100 | 31.80 | 1390.60 |
| 67 | 2024.10.18 15:00 | s/l | 17 | 0.10 | 1.61945 | 1.61945 | 1.61100 | -25.40 | 1365.20 |
| 68 | 2024.10.18 15:00 | s/l | 18 | 0.10 | 1.61945 | 1.61945 | 1.61100 | -22.65 | 1342.55 |
| 69 | 2024.10.30 05:00 | sell | 19 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 70 | 2024.10.30 05:00 | modify | 19 | 0.10 | 1.65309 | 1.66809 | 1.64009 | ||
| 71 | 2024.10.30 11:00 | sell | 20 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 72 | 2024.10.30 11:00 | modify | 20 | 0.10 | 1.64702 | 1.65244 | 1.64009 | ||
| 73 | 2024.10.30 11:00 | modify | 19 | 0.10 | 1.65309 | 1.65244 | 1.64009 | ||
| 74 | 2024.10.30 18:00 | s/l | 19 | 0.10 | 1.65244 | 1.65244 | 1.64009 | 4.17 | 1346.72 |
| 75 | 2024.10.30 18:00 | s/l | 20 | 0.10 | 1.65244 | 1.65244 | 1.64009 | -34.77 | 1311.95 |
| 76 | 2024.11.06 12:00 | buy | 21 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 77 | 2024.11.06 12:00 | modify | 21 | 0.10 | 1.63345 | 1.61845 | 1.64645 | ||
| 78 | 2024.11.07 16:00 | s/l | 21 | 0.10 | 1.61845 | 1.61845 | 1.64645 | -98.79 | 1213.16 |
| 79 | 2024.12.05 17:00 | sell | 22 | 0.10 | 1.64198 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.05 17:00 | modify | 22 | 0.10 | 1.64198 | 1.65698 | 1.62898 | ||
| 81 | 2024.12.09 14:00 | sell | 23 | 0.10 | 1.63593 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.09 14:00 | modify | 23 | 0.10 | 1.63593 | 1.64133 | 1.62898 | ||
| 83 | 2024.12.09 14:00 | modify | 22 | 0.10 | 1.64198 | 1.64133 | 1.62898 | ||
| 84 | 2024.12.10 01:00 | s/l | 22 | 0.10 | 1.64133 | 1.64133 | 1.62898 | 4.77 | 1217.94 |
| 85 | 2024.12.10 01:00 | s/l | 23 | 0.10 | 1.64133 | 1.64133 | 1.62898 | -34.44 | 1183.50 |
| 86 | 2024.12.12 03:00 | buy | 24 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.12 03:00 | modify | 24 | 0.10 | 1.63979 | 1.62479 | 1.65279 | ||
| 88 | 2024.12.13 15:00 | buy | 25 | 0.10 | 1.64831 | 0.00000 | 0.00000 | ||
| 89 | 2024.12.13 15:00 | modify | 25 | 0.10 | 1.64831 | 1.64434 | 1.65279 | ||
| 90 | 2024.12.13 15:00 | modify | 24 | 0.10 | 1.63979 | 1.64434 | 1.65279 | ||
| 91 | 2024.12.16 16:00 | t/p | 24 | 0.10 | 1.65279 | 1.64434 | 1.65279 | 81.51 | 1265.01 |
| 92 | 2024.12.16 16:00 | t/p | 25 | 0.10 | 1.65279 | 1.64434 | 1.65279 | 27.81 | 1292.82 |
| 93 | 2024.12.26 17:00 | sell | 26 | 0.10 | 1.67416 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.26 17:00 | modify | 26 | 0.10 | 1.67416 | 1.68916 | 1.66116 | ||
| 95 | 2025.01.02 11:00 | t/p | 26 | 0.10 | 1.66116 | 1.68916 | 1.66116 | 84.79 | 1377.62 |
| 96 | 2025.02.07 19:00 | buy | 27 | 0.10 | 1.64715 | 0.00000 | 0.00000 | ||
| 97 | 2025.02.07 19:00 | modify | 27 | 0.10 | 1.64715 | 1.63215 | 1.66015 | ||
| 98 | 2025.02.12 11:00 | buy | 28 | 0.10 | 1.65306 | 0.00000 | 0.00000 | ||
| 99 | 2025.02.12 11:00 | modify | 28 | 0.10 | 1.65306 | 1.64780 | 1.66015 | ||
| 100 | 2025.02.12 11:00 | modify | 27 | 0.10 | 1.64715 | 1.64780 | 1.66015 | ||
| 101 | 2025.02.12 14:00 | buy | 29 | 0.10 | 1.65524 | 0.00000 | 0.00000 | ||
| 102 | 2025.02.12 14:00 | modify | 29 | 0.10 | 1.65524 | 1.65300 | 1.66015 | ||
| 103 | 2025.02.12 14:00 | modify | 28 | 0.10 | 1.65306 | 1.65300 | 1.66015 | ||
| 104 | 2025.02.12 14:00 | modify | 27 | 0.10 | 1.64715 | 1.65300 | 1.66015 | ||
| 105 | 2025.02.12 16:00 | s/l | 27 | 0.10 | 1.65300 | 1.65300 | 1.66015 | 34.79 | 1412.41 |
| 106 | 2025.02.12 16:00 | s/l | 28 | 0.10 | 1.65300 | 1.65300 | 1.66015 | -0.39 | 1412.02 |
| 107 | 2025.02.12 16:00 | s/l | 29 | 0.10 | 1.65300 | 1.65300 | 1.66015 | -14.35 | 1397.67 |
| 108 | 2025.03.07 08:00 | sell | 30 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 109 | 2025.03.07 08:00 | modify | 30 | 0.10 | 1.71637 | 1.73137 | 1.70337 | ||
| 110 | 2025.03.11 02:00 | s/l | 30 | 0.10 | 1.73137 | 1.73137 | 1.70337 | -95.82 | 1301.85 |
| 111 | 2025.03.17 19:00 | buy | 31 | 0.10 | 1.70986 | 0.00000 | 0.00000 | ||
| 112 | 2025.03.17 19:00 | modify | 31 | 0.10 | 1.70986 | 1.69486 | 1.72286 | ||
| 113 | 2025.03.18 14:00 | buy | 32 | 0.10 | 1.71591 | 0.00000 | 0.00000 | ||
| 114 | 2025.03.18 14:00 | modify | 32 | 0.10 | 1.71591 | 1.71051 | 1.72286 | ||
| 115 | 2025.03.18 14:00 | modify | 31 | 0.10 | 1.70986 | 1.71051 | 1.72286 | ||
| 116 | 2025.03.19 09:00 | t/p | 31 | 0.10 | 1.72286 | 1.71051 | 1.72286 | 81.50 | 1383.35 |
| 117 | 2025.03.19 09:00 | t/p | 32 | 0.10 | 1.72286 | 1.71051 | 1.72286 | 43.62 | 1426.98 |
| 118 | 2025.04.09 22:00 | buy | 33 | 0.10 | 1.77822 | 0.00000 | 0.00000 | ||
| 119 | 2025.04.09 22:00 | modify | 33 | 0.10 | 1.77822 | 1.76322 | 1.79122 | ||
| 120 | 2025.04.10 01:00 | t/p | 33 | 0.10 | 1.79122 | 1.76322 | 1.79122 | 80.60 | 1507.58 |