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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 774.97 | Gross profit | 1042.80 | Gross loss | -267.83 |
| Profit factor | 3.89 | Expected payoff | 25.83 | ||
| Absolute drawdown | 23.06 | Maximal drawdown | 77.11 (5.28%) | Relative drawdown | 5.62% (58.39) |
| Total trades | 30 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 20 (66.67%) | Loss trades (% of total) | 10 (33.33%) | ||
| Largest | profit trade | 71.76 | loss trade | -44.91 | |
| Average | profit trade | 52.14 | loss trade | -26.78 | |
| Maximum | consecutive wins (profit in money) | 6 (306.18) | consecutive losses (loss in money) | 2 (-30.12) | |
| Maximal | consecutive profit (count of wins) | 306.18 (6) | consecutive loss (count of losses) | -44.91 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 14:00 | buy | 1 | 0.10 | 1.62621 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.03 14:00 | modify | 1 | 0.10 | 1.62621 | 1.61921 | 1.63721 | ||
| 3 | 2024.05.07 10:00 | buy | 2 | 0.10 | 1.63186 | 0.00000 | 0.00000 | ||
| 4 | 2024.05.07 10:00 | modify | 2 | 0.10 | 1.63186 | 1.62896 | 1.63721 | ||
| 5 | 2024.05.07 10:00 | buy | 3 | 0.10 | 1.63186 | 0.00000 | 0.00000 | ||
| 6 | 2024.05.07 10:00 | modify | 3 | 0.10 | 1.63186 | 1.62951 | 1.63721 | ||
| 7 | 2024.05.07 10:00 | modify | 1 | 0.10 | 1.62621 | 1.62951 | 1.63721 | ||
| 8 | 2024.05.07 11:00 | modify | 2 | 0.10 | 1.63186 | 1.62951 | 1.63721 | ||
| 9 | 2024.05.07 12:00 | s/l | 1 | 0.10 | 1.62951 | 1.62951 | 1.63721 | 19.35 | 1019.35 |
| 10 | 2024.05.07 12:00 | s/l | 2 | 0.10 | 1.62951 | 1.62951 | 1.63721 | -15.06 | 1004.29 |
| 11 | 2024.05.07 12:00 | s/l | 3 | 0.10 | 1.62951 | 1.62951 | 1.63721 | -15.06 | 989.23 |
| 12 | 2024.06.07 14:00 | sell | 4 | 0.10 | 1.64027 | 0.00000 | 0.00000 | ||
| 13 | 2024.06.07 14:00 | modify | 4 | 0.10 | 1.64027 | 1.64727 | 1.62927 | ||
| 14 | 2024.06.10 14:00 | t/p | 4 | 0.10 | 1.62927 | 1.64727 | 1.62927 | 70.76 | 1059.99 |
| 15 | 2024.06.28 14:00 | buy | 5 | 0.10 | 1.60432 | 0.00000 | 0.00000 | ||
| 16 | 2024.06.28 14:00 | modify | 5 | 0.10 | 1.60432 | 1.59732 | 1.61532 | ||
| 17 | 2024.07.02 02:00 | t/p | 5 | 0.10 | 1.61532 | 1.59732 | 1.61532 | 68.69 | 1128.68 |
| 18 | 2024.08.01 13:00 | buy | 6 | 0.10 | 1.64973 | 0.00000 | 0.00000 | ||
| 19 | 2024.08.01 13:00 | modify | 6 | 0.10 | 1.64973 | 1.64273 | 1.66073 | ||
| 20 | 2024.08.01 19:00 | t/p | 6 | 0.10 | 1.66073 | 1.64273 | 1.66073 | 70.48 | 1199.16 |
| 21 | 2024.08.02 13:00 | sell | 7 | 0.10 | 1.66765 | 0.00000 | 0.00000 | ||
| 22 | 2024.08.02 13:00 | modify | 7 | 0.10 | 1.66765 | 1.67465 | 1.65665 | ||
| 23 | 2024.08.02 15:00 | s/l | 7 | 0.10 | 1.67465 | 1.67465 | 1.65665 | -44.90 | 1154.26 |
| 24 | 2024.08.05 13:00 | sell | 8 | 0.10 | 1.70692 | 0.00000 | 0.00000 | ||
| 25 | 2024.08.05 13:00 | modify | 8 | 0.10 | 1.70692 | 1.71392 | 1.69592 | ||
| 26 | 2024.08.05 14:00 | t/p | 8 | 0.10 | 1.69592 | 1.71392 | 1.69592 | 70.56 | 1224.82 |
| 27 | 2024.08.14 14:00 | sell | 9 | 0.10 | 1.66816 | 0.00000 | 0.00000 | ||
| 28 | 2024.08.14 14:00 | modify | 9 | 0.10 | 1.66816 | 1.67516 | 1.65716 | ||
| 29 | 2024.08.15 08:00 | sell | 10 | 0.10 | 1.66255 | 0.00000 | 0.00000 | ||
| 30 | 2024.08.15 08:00 | modify | 10 | 0.10 | 1.66255 | 1.66541 | 1.65716 | ||
| 31 | 2024.08.15 08:00 | sell | 11 | 0.10 | 1.66255 | 0.00000 | 0.00000 | ||
| 32 | 2024.08.15 08:00 | modify | 11 | 0.10 | 1.66255 | 1.66486 | 1.65716 | ||
| 33 | 2024.08.15 08:00 | modify | 9 | 0.10 | 1.66816 | 1.66486 | 1.65716 | ||
| 34 | 2024.08.15 09:00 | modify | 10 | 0.10 | 1.66255 | 1.66486 | 1.65716 | ||
| 35 | 2024.08.15 12:00 | sell | 12 | 0.10 | 1.66083 | 0.00000 | 0.00000 | ||
| 36 | 2024.08.15 12:00 | modify | 12 | 0.10 | 1.66083 | 1.66431 | 1.65716 | ||
| 37 | 2024.08.15 12:00 | modify | 11 | 0.10 | 1.66255 | 1.66431 | 1.65716 | ||
| 38 | 2024.08.15 12:00 | modify | 10 | 0.10 | 1.66255 | 1.66431 | 1.65716 | ||
| 39 | 2024.08.15 12:00 | modify | 9 | 0.10 | 1.66816 | 1.66431 | 1.65716 | ||
| 40 | 2024.08.15 13:00 | t/p | 9 | 0.10 | 1.65716 | 1.66431 | 1.65716 | 71.16 | 1295.98 |
| 41 | 2024.08.15 13:00 | t/p | 10 | 0.10 | 1.65716 | 1.66431 | 1.65716 | 34.58 | 1330.56 |
| 42 | 2024.08.15 13:00 | t/p | 11 | 0.10 | 1.65716 | 1.66431 | 1.65716 | 34.58 | 1365.14 |
| 43 | 2024.08.15 13:00 | t/p | 12 | 0.10 | 1.65716 | 1.66431 | 1.65716 | 23.54 | 1388.68 |
| 44 | 2024.09.06 15:00 | sell | 13 | 0.10 | 1.65714 | 0.00000 | 0.00000 | ||
| 45 | 2024.09.06 15:00 | modify | 13 | 0.10 | 1.65714 | 1.66414 | 1.64614 | ||
| 46 | 2024.09.12 05:00 | t/p | 13 | 0.10 | 1.64614 | 1.66414 | 1.64614 | 71.76 | 1460.44 |
| 47 | 2024.10.07 15:00 | sell | 14 | 0.10 | 1.62253 | 0.00000 | 0.00000 | ||
| 48 | 2024.10.07 15:00 | modify | 14 | 0.10 | 1.62253 | 1.62953 | 1.61153 | ||
| 49 | 2024.10.08 03:00 | s/l | 14 | 0.10 | 1.62953 | 1.62953 | 1.61153 | -44.70 | 1415.75 |
| 50 | 2024.10.17 14:00 | buy | 15 | 0.10 | 1.61951 | 0.00000 | 0.00000 | ||
| 51 | 2024.10.17 14:00 | modify | 15 | 0.10 | 1.61951 | 1.61251 | 1.63051 | ||
| 52 | 2024.10.21 16:00 | buy | 16 | 0.10 | 1.62522 | 0.00000 | 0.00000 | ||
| 53 | 2024.10.21 16:00 | modify | 16 | 0.10 | 1.62522 | 1.62226 | 1.63051 | ||
| 54 | 2024.10.21 16:00 | buy | 17 | 0.10 | 1.62522 | 0.00000 | 0.00000 | ||
| 55 | 2024.10.21 16:00 | modify | 17 | 0.10 | 1.62522 | 1.62281 | 1.63051 | ||
| 56 | 2024.10.21 16:00 | modify | 15 | 0.10 | 1.61951 | 1.62281 | 1.63051 | ||
| 57 | 2024.10.21 17:00 | modify | 16 | 0.10 | 1.62522 | 1.62281 | 1.63051 | ||
| 58 | 2024.10.22 03:00 | s/l | 15 | 0.10 | 1.62281 | 1.62281 | 1.63051 | 18.45 | 1434.20 |
| 59 | 2024.10.22 03:00 | s/l | 16 | 0.10 | 1.62281 | 1.62281 | 1.63051 | -16.34 | 1417.87 |
| 60 | 2024.10.22 03:00 | s/l | 17 | 0.10 | 1.62281 | 1.62281 | 1.63051 | -16.34 | 1401.53 |
| 61 | 2024.12.09 14:00 | buy | 18 | 0.10 | 1.63633 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.09 14:00 | modify | 18 | 0.10 | 1.63633 | 1.62933 | 1.64733 | ||
| 63 | 2024.12.10 04:00 | t/p | 18 | 0.10 | 1.64733 | 1.62933 | 1.64733 | 69.57 | 1471.11 |
| 64 | 2025.03.11 15:00 | sell | 19 | 0.10 | 1.74159 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.11 15:00 | modify | 19 | 0.10 | 1.74159 | 1.74859 | 1.73059 | ||
| 66 | 2025.03.12 11:00 | sell | 20 | 0.10 | 1.73420 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.12 11:00 | modify | 20 | 0.10 | 1.73420 | 1.73774 | 1.73059 | ||
| 68 | 2025.03.12 11:00 | modify | 19 | 0.10 | 1.74159 | 1.73774 | 1.73059 | ||
| 69 | 2025.03.12 13:00 | t/p | 19 | 0.10 | 1.73059 | 1.73774 | 1.73059 | 70.76 | 1541.87 |
| 70 | 2025.03.12 13:00 | t/p | 20 | 0.10 | 1.73059 | 1.73774 | 1.73059 | 23.16 | 1565.03 |
| 71 | 2025.03.28 15:00 | sell | 21 | 0.10 | 1.71967 | 0.00000 | 0.00000 | ||
| 72 | 2025.03.28 15:00 | modify | 21 | 0.10 | 1.71967 | 1.72667 | 1.70867 | ||
| 73 | 2025.03.31 08:00 | s/l | 21 | 0.10 | 1.72667 | 1.72667 | 1.70867 | -44.70 | 1520.33 |
| 74 | 2025.03.31 14:00 | sell | 22 | 0.10 | 1.73482 | 0.00000 | 0.00000 | ||
| 75 | 2025.03.31 14:00 | modify | 22 | 0.10 | 1.73482 | 1.74182 | 1.72382 | ||
| 76 | 2025.04.01 15:00 | t/p | 22 | 0.10 | 1.72382 | 1.74182 | 1.72382 | 70.76 | 1591.09 |
| 77 | 2025.04.02 15:00 | sell | 23 | 0.10 | 1.72274 | 0.00000 | 0.00000 | ||
| 78 | 2025.04.02 15:00 | modify | 23 | 0.10 | 1.72274 | 1.72974 | 1.71174 | ||
| 79 | 2025.04.02 22:00 | s/l | 23 | 0.10 | 1.72974 | 1.72974 | 1.71174 | -44.91 | 1546.18 |
| 80 | 2025.04.15 13:00 | buy | 24 | 0.10 | 1.77584 | 0.00000 | 0.00000 | ||
| 81 | 2025.04.15 13:00 | modify | 24 | 0.10 | 1.77584 | 1.76884 | 1.78684 | ||
| 82 | 2025.04.16 01:00 | t/p | 24 | 0.10 | 1.78684 | 1.76884 | 1.78684 | 69.57 | 1615.75 |
| 83 | 2025.04.17 13:00 | buy | 25 | 0.10 | 1.77988 | 0.00000 | 0.00000 | ||
| 84 | 2025.04.17 13:00 | modify | 25 | 0.10 | 1.77988 | 1.77288 | 1.79088 | ||
| 85 | 2025.04.18 09:00 | buy | 26 | 0.10 | 1.78550 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.18 09:00 | modify | 26 | 0.10 | 1.78550 | 1.78263 | 1.79088 | ||
| 87 | 2025.04.18 09:00 | buy | 27 | 0.10 | 1.78550 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.18 09:00 | modify | 27 | 0.10 | 1.78550 | 1.78318 | 1.79088 | ||
| 89 | 2025.04.18 09:00 | modify | 25 | 0.10 | 1.77988 | 1.78318 | 1.79088 | ||
| 90 | 2025.04.18 10:00 | s/l | 25 | 0.10 | 1.78318 | 1.78318 | 1.79088 | 20.24 | 1636.00 |
| 91 | 2025.04.18 10:00 | s/l | 27 | 0.10 | 1.78318 | 1.78318 | 1.79088 | -14.87 | 1621.13 |
| 92 | 2025.04.18 10:00 | close | 26 | 0.10 | 1.78379 | 1.78263 | 1.79088 | -10.96 | 1610.17 |
| 93 | 2025.04.23 14:00 | buy | 28 | 0.10 | 1.76774 | 0.00000 | 0.00000 | ||
| 94 | 2025.04.23 14:00 | modify | 28 | 0.10 | 1.76774 | 1.76074 | 1.77874 | ||
| 95 | 2025.04.23 16:00 | t/p | 28 | 0.10 | 1.77874 | 1.76074 | 1.77874 | 70.48 | 1680.65 |
| 96 | 2025.04.29 15:00 | sell | 29 | 0.10 | 1.78401 | 0.00000 | 0.00000 | ||
| 97 | 2025.04.29 15:00 | modify | 29 | 0.10 | 1.78401 | 1.79101 | 1.77301 | ||
| 98 | 2025.04.30 04:00 | sell | 30 | 0.10 | 1.77668 | 0.00000 | 0.00000 | ||
| 99 | 2025.04.30 04:00 | modify | 30 | 0.10 | 1.77668 | 1.78016 | 1.77301 | ||
| 100 | 2025.04.30 04:00 | modify | 29 | 0.10 | 1.78401 | 1.78016 | 1.77301 | ||
| 101 | 2025.04.30 07:00 | t/p | 29 | 0.10 | 1.77301 | 1.78016 | 1.77301 | 70.77 | 1751.42 |
| 102 | 2025.04.30 07:00 | t/p | 30 | 0.10 | 1.77301 | 1.78016 | 1.77301 | 23.55 | 1774.97 |