Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 814.12 | Gross profit | 1359.48 | Gross loss | -545.37 |
| Profit factor | 2.49 | Expected payoff | 23.94 | ||
| Absolute drawdown | 23.09 | Maximal drawdown | 126.12 (6.83%) | Relative drawdown | 8.73% (116.59) |
| Total trades | 34 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 21 (61.76%) | Loss trades (% of total) | 13 (38.24%) | ||
| Largest | profit trade | 80.28 | loss trade | -68.22 | |
| Average | profit trade | 64.74 | loss trade | -41.95 | |
| Maximum | consecutive wins (profit in money) | 4 (244.75) | consecutive losses (loss in money) | 2 (-77.63) | |
| Maximal | consecutive profit (count of wins) | 244.75 (4) | consecutive loss (count of losses) | -77.63 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.25 08:00 | sell | 1 | 0.10 | 1.66025 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.25 08:00 | modify | 1 | 0.10 | 1.66025 | 1.67025 | 1.64825 | ||
| 3 | 2024.07.29 04:00 | sell | 2 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 4 | 2024.07.29 04:00 | modify | 2 | 0.10 | 1.65457 | 1.65665 | 1.64825 | ||
| 5 | 2024.07.29 04:00 | sell | 3 | 0.10 | 1.65457 | 0.00000 | 0.00000 | ||
| 6 | 2024.07.29 04:00 | modify | 3 | 0.10 | 1.65457 | 1.65725 | 1.64825 | ||
| 7 | 2024.07.29 04:00 | modify | 1 | 0.10 | 1.66025 | 1.65725 | 1.64825 | ||
| 8 | 2024.07.29 08:00 | s/l | 1 | 0.10 | 1.65725 | 1.65725 | 1.64825 | 20.19 | 1020.19 |
| 9 | 2024.07.29 08:00 | s/l | 2 | 0.10 | 1.65665 | 1.65665 | 1.64825 | -13.64 | 1006.55 |
| 10 | 2024.07.29 08:00 | s/l | 3 | 0.10 | 1.65725 | 1.65725 | 1.64825 | -17.58 | 988.97 |
| 11 | 2024.07.31 04:00 | sell | 4 | 0.10 | 1.66530 | 0.00000 | 0.00000 | ||
| 12 | 2024.07.31 04:00 | modify | 4 | 0.10 | 1.66530 | 1.67530 | 1.65330 | ||
| 13 | 2024.07.31 20:00 | t/p | 4 | 0.10 | 1.65330 | 1.67530 | 1.65330 | 78.70 | 1067.67 |
| 14 | 2024.08.02 16:00 | sell | 5 | 0.10 | 1.67246 | 0.00000 | 0.00000 | ||
| 15 | 2024.08.02 16:00 | modify | 5 | 0.10 | 1.67246 | 1.68246 | 1.66046 | ||
| 16 | 2024.08.05 04:00 | s/l | 5 | 0.10 | 1.68246 | 1.68246 | 1.66046 | -65.33 | 1002.35 |
| 17 | 2024.08.07 04:00 | buy | 6 | 0.10 | 1.66380 | 0.00000 | 0.00000 | ||
| 18 | 2024.08.07 04:00 | modify | 6 | 0.10 | 1.66380 | 1.65380 | 1.67580 | ||
| 19 | 2024.08.07 20:00 | t/p | 6 | 0.10 | 1.67580 | 1.65380 | 1.67580 | 78.56 | 1080.91 |
| 20 | 2024.08.08 16:00 | buy | 7 | 0.10 | 1.65912 | 0.00000 | 0.00000 | ||
| 21 | 2024.08.08 16:00 | modify | 7 | 0.10 | 1.65912 | 1.64912 | 1.67112 | ||
| 22 | 2024.08.15 04:00 | t/p | 7 | 0.10 | 1.67112 | 1.64912 | 1.67112 | 72.14 | 1153.05 |
| 23 | 2024.08.29 12:00 | buy | 8 | 0.10 | 1.62777 | 0.00000 | 0.00000 | ||
| 24 | 2024.08.29 12:00 | modify | 8 | 0.10 | 1.62777 | 1.61777 | 1.63977 | ||
| 25 | 2024.08.30 16:00 | buy | 9 | 0.10 | 1.63521 | 0.00000 | 0.00000 | ||
| 26 | 2024.08.30 16:00 | modify | 9 | 0.10 | 1.63521 | 1.63317 | 1.63977 | ||
| 27 | 2024.08.30 16:00 | modify | 8 | 0.10 | 1.62777 | 1.63317 | 1.63977 | ||
| 28 | 2024.08.30 20:00 | s/l | 8 | 0.10 | 1.63317 | 1.63317 | 1.63977 | 34.43 | 1187.48 |
| 29 | 2024.08.30 20:00 | s/l | 9 | 0.10 | 1.63317 | 1.63317 | 1.63977 | -13.36 | 1174.12 |
| 30 | 2024.09.06 16:00 | sell | 10 | 0.10 | 1.66051 | 0.00000 | 0.00000 | ||
| 31 | 2024.09.06 16:00 | modify | 10 | 0.10 | 1.66051 | 1.67051 | 1.64851 | ||
| 32 | 2024.09.12 04:00 | t/p | 10 | 0.10 | 1.64851 | 1.67051 | 1.64851 | 80.28 | 1254.40 |
| 33 | 2024.10.08 04:00 | sell | 11 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.08 04:00 | modify | 11 | 0.10 | 1.63118 | 1.64118 | 1.61918 | ||
| 35 | 2024.10.11 20:00 | t/p | 11 | 0.10 | 1.61918 | 1.64118 | 1.61918 | 80.01 | 1334.41 |
| 36 | 2024.11.06 12:00 | buy | 12 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 37 | 2024.11.06 12:00 | modify | 12 | 0.10 | 1.63345 | 1.62345 | 1.64545 | ||
| 38 | 2024.11.07 04:00 | s/l | 12 | 0.10 | 1.62345 | 1.62345 | 1.64545 | -68.22 | 1266.19 |
| 39 | 2024.11.07 04:00 | buy | 13 | 0.10 | 1.62239 | 0.00000 | 0.00000 | ||
| 40 | 2024.11.07 04:00 | modify | 13 | 0.10 | 1.62239 | 1.61239 | 1.63439 | ||
| 41 | 2024.11.13 12:00 | buy | 14 | 0.10 | 1.62979 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.13 12:00 | modify | 14 | 0.10 | 1.62979 | 1.62779 | 1.63439 | ||
| 43 | 2024.11.13 12:00 | modify | 13 | 0.10 | 1.62239 | 1.62779 | 1.63439 | ||
| 44 | 2024.11.13 16:00 | s/l | 13 | 0.10 | 1.62779 | 1.62779 | 1.63439 | 31.68 | 1297.87 |
| 45 | 2024.11.13 16:00 | s/l | 14 | 0.10 | 1.62779 | 1.62779 | 1.63439 | -13.10 | 1284.77 |
| 46 | 2024.12.04 04:00 | sell | 15 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 47 | 2024.12.04 04:00 | modify | 15 | 0.10 | 1.63574 | 1.64574 | 1.62374 | ||
| 48 | 2024.12.06 04:00 | s/l | 15 | 0.10 | 1.64574 | 1.64574 | 1.62374 | -64.53 | 1220.24 |
| 49 | 2024.12.09 16:00 | buy | 16 | 0.10 | 1.63810 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.09 16:00 | modify | 16 | 0.10 | 1.63810 | 1.62810 | 1.65010 | ||
| 51 | 2024.12.10 04:00 | t/p | 16 | 0.10 | 1.65010 | 1.62810 | 1.65010 | 77.64 | 1297.88 |
| 52 | 2024.12.12 04:00 | buy | 17 | 0.10 | 1.63747 | 0.00000 | 0.00000 | ||
| 53 | 2024.12.12 04:00 | modify | 17 | 0.10 | 1.63747 | 1.62747 | 1.64947 | ||
| 54 | 2024.12.13 16:00 | t/p | 17 | 0.10 | 1.64947 | 1.62747 | 1.64947 | 77.65 | 1375.54 |
| 55 | 2025.01.02 16:00 | buy | 18 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.02 16:00 | modify | 18 | 0.10 | 1.65492 | 1.64492 | 1.66692 | ||
| 57 | 2025.01.07 16:00 | buy | 19 | 0.10 | 1.66047 | 0.00000 | 0.00000 | ||
| 58 | 2025.01.07 16:00 | modify | 19 | 0.10 | 1.66047 | 1.65852 | 1.66692 | ||
| 59 | 2025.01.07 16:00 | buy | 20 | 0.10 | 1.66047 | 0.00000 | 0.00000 | ||
| 60 | 2025.01.07 16:00 | modify | 20 | 0.10 | 1.66047 | 1.65792 | 1.66692 | ||
| 61 | 2025.01.07 16:00 | modify | 18 | 0.10 | 1.65492 | 1.65792 | 1.66692 | ||
| 62 | 2025.01.07 20:00 | s/l | 19 | 0.10 | 1.65852 | 1.65852 | 1.66692 | -12.77 | 1362.77 |
| 63 | 2025.01.08 04:00 | s/l | 18 | 0.10 | 1.65792 | 1.65792 | 1.66692 | 15.97 | 1378.74 |
| 64 | 2025.01.08 04:00 | s/l | 20 | 0.10 | 1.65792 | 1.65792 | 1.66692 | -17.62 | 1361.12 |
| 65 | 2025.03.07 12:00 | sell | 21 | 0.10 | 1.72316 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.07 12:00 | modify | 21 | 0.10 | 1.72316 | 1.73316 | 1.71116 | ||
| 67 | 2025.03.10 04:00 | sell | 22 | 0.10 | 1.71772 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.10 04:00 | modify | 22 | 0.10 | 1.71772 | 1.71956 | 1.71116 | ||
| 69 | 2025.03.10 04:00 | sell | 23 | 0.10 | 1.71772 | 0.00000 | 0.00000 | ||
| 70 | 2025.03.10 04:00 | modify | 23 | 0.10 | 1.71772 | 1.72016 | 1.71116 | ||
| 71 | 2025.03.10 04:00 | modify | 21 | 0.10 | 1.72316 | 1.72016 | 1.71116 | ||
| 72 | 2025.03.10 08:00 | t/p | 21 | 0.10 | 1.71116 | 1.72016 | 1.71116 | 78.96 | 1440.08 |
| 73 | 2025.03.10 08:00 | t/p | 22 | 0.10 | 1.71116 | 1.71956 | 1.71116 | 43.02 | 1483.10 |
| 74 | 2025.03.10 08:00 | t/p | 23 | 0.10 | 1.71116 | 1.72016 | 1.71116 | 43.02 | 1526.12 |
| 75 | 2025.03.11 08:00 | sell | 24 | 0.10 | 1.73262 | 0.00000 | 0.00000 | ||
| 76 | 2025.03.11 08:00 | modify | 24 | 0.10 | 1.73262 | 1.74262 | 1.72062 | ||
| 77 | 2025.03.13 00:00 | t/p | 24 | 0.10 | 1.72062 | 1.74262 | 1.72062 | 79.75 | 1605.87 |
| 78 | 2025.04.04 04:00 | sell | 25 | 0.10 | 1.77364 | 0.00000 | 0.00000 | ||
| 79 | 2025.04.04 04:00 | modify | 25 | 0.10 | 1.77364 | 1.78364 | 1.76164 | ||
| 80 | 2025.04.04 12:00 | s/l | 25 | 0.10 | 1.78364 | 1.78364 | 1.76164 | -65.59 | 1540.28 |
| 81 | 2025.04.07 08:00 | sell | 26 | 0.10 | 1.83076 | 0.00000 | 0.00000 | ||
| 82 | 2025.04.07 08:00 | modify | 26 | 0.10 | 1.83076 | 1.84076 | 1.81876 | ||
| 83 | 2025.04.07 12:00 | t/p | 26 | 0.10 | 1.81876 | 1.84076 | 1.81876 | 78.71 | 1618.99 |
| 84 | 2025.04.08 08:00 | buy | 27 | 0.10 | 1.80551 | 0.00000 | 0.00000 | ||
| 85 | 2025.04.08 08:00 | modify | 27 | 0.10 | 1.80551 | 1.79551 | 1.81751 | ||
| 86 | 2025.04.08 20:00 | t/p | 27 | 0.10 | 1.81751 | 1.79551 | 1.81751 | 78.56 | 1697.55 |
| 87 | 2025.04.15 04:00 | buy | 28 | 0.10 | 1.78626 | 0.00000 | 0.00000 | ||
| 88 | 2025.04.15 04:00 | modify | 28 | 0.10 | 1.78626 | 1.77626 | 1.79826 | ||
| 89 | 2025.04.15 16:00 | s/l | 28 | 0.10 | 1.77626 | 1.77626 | 1.79826 | -65.47 | 1632.08 |
| 90 | 2025.04.16 08:00 | sell | 29 | 0.10 | 1.79311 | 0.00000 | 0.00000 | ||
| 91 | 2025.04.16 08:00 | modify | 29 | 0.10 | 1.79311 | 1.80311 | 1.78111 | ||
| 92 | 2025.04.16 12:00 | t/p | 29 | 0.10 | 1.78111 | 1.80311 | 1.78111 | 78.70 | 1710.78 |
| 93 | 2025.04.23 08:00 | buy | 30 | 0.10 | 1.77632 | 0.00000 | 0.00000 | ||
| 94 | 2025.04.23 08:00 | modify | 30 | 0.10 | 1.77632 | 1.76632 | 1.78832 | ||
| 95 | 2025.04.23 16:00 | s/l | 30 | 0.10 | 1.76632 | 1.76632 | 1.78832 | -65.46 | 1645.32 |
| 96 | 2025.04.25 04:00 | buy | 31 | 0.10 | 1.76598 | 0.00000 | 0.00000 | ||
| 97 | 2025.04.25 04:00 | modify | 31 | 0.10 | 1.76598 | 1.75598 | 1.77798 | ||
| 98 | 2025.04.25 12:00 | t/p | 31 | 0.10 | 1.77798 | 1.75598 | 1.77798 | 78.56 | 1723.88 |
| 99 | 2025.05.12 08:00 | buy | 32 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 100 | 2025.05.12 08:00 | modify | 32 | 0.10 | 1.73412 | 1.72412 | 1.74612 | ||
| 101 | 2025.05.15 12:00 | t/p | 32 | 0.10 | 1.74612 | 1.72412 | 1.74612 | 73.97 | 1797.85 |
| 102 | 2025.05.20 08:00 | sell | 33 | 0.10 | 1.75521 | 0.00000 | 0.00000 | ||
| 103 | 2025.05.20 08:00 | modify | 33 | 0.10 | 1.75521 | 1.76521 | 1.74321 | ||
| 104 | 2025.05.29 16:00 | s/l | 33 | 0.10 | 1.76521 | 1.76521 | 1.74321 | -62.70 | 1735.16 |
| 105 | 2025.06.23 04:00 | sell | 34 | 0.10 | 1.79490 | 0.00000 | 0.00000 | ||
| 106 | 2025.06.23 04:00 | modify | 34 | 0.10 | 1.79490 | 1.80490 | 1.78290 | ||
| 107 | 2025.06.24 08:00 | t/p | 34 | 0.10 | 1.78290 | 1.80490 | 1.78290 | 78.96 | 1814.12 |