Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 332.36 | Gross profit | 1173.43 | Gross loss | -841.08 |
| Profit factor | 1.40 | Expected payoff | 11.46 | ||
| Absolute drawdown | 197.95 | Maximal drawdown | 273.31 (23.74%) | Relative drawdown | 23.74% (273.31) |
| Total trades | 29 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
| Largest | profit trade | 111.51 | loss trade | -84.12 | |
| Average | profit trade | 73.34 | loss trade | -64.70 | |
| Maximum | consecutive wins (profit in money) | 6 (492.68) | consecutive losses (loss in money) | 2 (-163.74) | |
| Maximal | consecutive profit (count of wins) | 492.68 (6) | consecutive loss (count of losses) | -163.74 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.01 04:00 | sell | 1 | 0.10 | 1.07527 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.01 04:00 | modify | 1 | 0.10 | 1.07527 | 1.08327 | 1.06427 | ||
| 3 | 2024.07.05 08:00 | s/l | 1 | 0.10 | 1.08327 | 1.08327 | 1.06427 | -77.74 | 922.26 |
| 4 | 2024.07.11 10:00 | sell | 2 | 0.10 | 1.08467 | 0.00000 | 0.00000 | ||
| 5 | 2024.07.11 10:00 | modify | 2 | 0.10 | 1.08467 | 1.09267 | 1.07367 | ||
| 6 | 2024.07.17 09:00 | s/l | 2 | 0.10 | 1.09267 | 1.09267 | 1.07367 | -78.49 | 843.76 |
| 7 | 2024.08.06 09:00 | buy | 3 | 0.10 | 1.09307 | 0.00000 | 0.00000 | ||
| 8 | 2024.08.06 09:00 | modify | 3 | 0.10 | 1.09307 | 1.08507 | 1.10407 | ||
| 9 | 2024.08.13 17:00 | buy | 4 | 0.10 | 1.09755 | 0.00000 | 0.00000 | ||
| 10 | 2024.08.13 17:00 | modify | 4 | 0.10 | 1.09755 | 1.09417 | 1.10407 | ||
| 11 | 2024.08.13 17:00 | modify | 3 | 0.10 | 1.09307 | 1.09417 | 1.10407 | ||
| 12 | 2024.08.14 08:00 | buy | 5 | 0.10 | 1.10086 | 0.00000 | 0.00000 | ||
| 13 | 2024.08.14 08:00 | modify | 5 | 0.10 | 1.10086 | 1.09747 | 1.10407 | ||
| 14 | 2024.08.14 08:00 | modify | 4 | 0.10 | 1.09755 | 1.09747 | 1.10407 | ||
| 15 | 2024.08.14 08:00 | modify | 3 | 0.10 | 1.09307 | 1.09747 | 1.10407 | ||
| 16 | 2024.08.14 14:00 | t/p | 3 | 0.10 | 1.10407 | 1.09747 | 1.10407 | 101.77 | 945.53 |
| 17 | 2024.08.14 14:00 | t/p | 4 | 0.10 | 1.10407 | 1.09747 | 1.10407 | 64.17 | 1009.70 |
| 18 | 2024.08.14 14:00 | t/p | 5 | 0.10 | 1.10407 | 1.09747 | 1.10407 | 32.10 | 1041.80 |
| 19 | 2024.08.19 03:00 | sell | 6 | 0.10 | 1.10306 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.19 03:00 | modify | 6 | 0.10 | 1.10306 | 1.11106 | 1.09206 | ||
| 21 | 2024.08.20 15:00 | s/l | 6 | 0.10 | 1.11106 | 1.11106 | 1.09206 | -79.62 | 962.18 |
| 22 | 2024.10.15 07:00 | buy | 7 | 0.10 | 1.08954 | 0.00000 | 0.00000 | ||
| 23 | 2024.10.15 07:00 | modify | 7 | 0.10 | 1.08954 | 1.08154 | 1.10054 | ||
| 24 | 2024.10.17 14:00 | s/l | 7 | 0.10 | 1.08154 | 1.08154 | 1.10054 | -84.12 | 878.07 |
| 25 | 2024.11.05 10:00 | sell | 8 | 0.10 | 1.08919 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.05 10:00 | modify | 8 | 0.10 | 1.08919 | 1.09719 | 1.07819 | ||
| 27 | 2024.11.06 03:00 | t/p | 8 | 0.10 | 1.07819 | 1.09719 | 1.07819 | 110.38 | 988.44 |
| 28 | 2025.01.08 10:00 | buy | 9 | 0.10 | 1.03223 | 0.00000 | 0.00000 | ||
| 29 | 2025.01.08 10:00 | modify | 9 | 0.10 | 1.03223 | 1.02423 | 1.04323 | ||
| 30 | 2025.01.10 14:00 | s/l | 9 | 0.10 | 1.02423 | 1.02423 | 1.04323 | -84.12 | 904.33 |
| 31 | 2025.02.03 02:00 | buy | 10 | 0.10 | 1.02406 | 0.00000 | 0.00000 | ||
| 32 | 2025.02.03 02:00 | modify | 10 | 0.10 | 1.02406 | 1.01606 | 1.03506 | ||
| 33 | 2025.02.03 16:00 | buy | 11 | 0.10 | 1.03192 | 0.00000 | 0.00000 | ||
| 34 | 2025.02.03 16:00 | modify | 11 | 0.10 | 1.03192 | 1.02846 | 1.03506 | ||
| 35 | 2025.02.03 16:00 | modify | 10 | 0.10 | 1.02406 | 1.02846 | 1.03506 | ||
| 36 | 2025.02.03 17:00 | s/l | 10 | 0.10 | 1.02846 | 1.02846 | 1.03506 | 44.00 | 948.33 |
| 37 | 2025.02.03 17:00 | s/l | 11 | 0.10 | 1.02846 | 1.02846 | 1.03506 | -34.60 | 913.73 |
| 38 | 2025.02.24 04:00 | sell | 12 | 0.10 | 1.05194 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.24 04:00 | modify | 12 | 0.10 | 1.05194 | 1.05994 | 1.04094 | ||
| 40 | 2025.02.24 20:00 | sell | 13 | 0.10 | 1.04750 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.24 20:00 | modify | 13 | 0.10 | 1.04750 | 1.05084 | 1.04094 | ||
| 42 | 2025.02.24 20:00 | modify | 12 | 0.10 | 1.05194 | 1.05084 | 1.04094 | ||
| 43 | 2025.02.25 14:00 | s/l | 12 | 0.10 | 1.05084 | 1.05084 | 1.04094 | 11.38 | 925.10 |
| 44 | 2025.02.25 14:00 | s/l | 13 | 0.10 | 1.05084 | 1.05084 | 1.04094 | -33.02 | 892.08 |
| 45 | 2025.03.18 10:00 | sell | 14 | 0.10 | 1.09498 | 0.00000 | 0.00000 | ||
| 46 | 2025.03.18 10:00 | modify | 14 | 0.10 | 1.09498 | 1.10298 | 1.08398 | ||
| 47 | 2025.03.20 02:00 | sell | 15 | 0.10 | 1.09055 | 0.00000 | 0.00000 | ||
| 48 | 2025.03.20 02:00 | modify | 15 | 0.10 | 1.09055 | 1.09388 | 1.08398 | ||
| 49 | 2025.03.20 02:00 | modify | 14 | 0.10 | 1.09498 | 1.09388 | 1.08398 | ||
| 50 | 2025.03.20 11:00 | t/p | 14 | 0.10 | 1.08398 | 1.09388 | 1.08398 | 111.51 | 1003.59 |
| 51 | 2025.03.20 11:00 | t/p | 15 | 0.10 | 1.08398 | 1.09388 | 1.08398 | 65.70 | 1069.29 |
| 52 | 2025.04.09 03:00 | sell | 16 | 0.10 | 1.10197 | 0.00000 | 0.00000 | ||
| 53 | 2025.04.09 03:00 | modify | 16 | 0.10 | 1.10197 | 1.10997 | 1.09097 | ||
| 54 | 2025.04.10 13:00 | s/l | 16 | 0.10 | 1.10997 | 1.10997 | 1.09097 | -78.87 | 990.42 |
| 55 | 2025.04.11 02:00 | sell | 17 | 0.10 | 1.13056 | 0.00000 | 0.00000 | ||
| 56 | 2025.04.11 02:00 | modify | 17 | 0.10 | 1.13056 | 1.13856 | 1.11956 | ||
| 57 | 2025.04.11 09:00 | s/l | 17 | 0.10 | 1.13856 | 1.13856 | 1.11956 | -80.00 | 910.42 |
| 58 | 2025.05.21 05:00 | sell | 18 | 0.10 | 1.13289 | 0.00000 | 0.00000 | ||
| 59 | 2025.05.21 05:00 | modify | 18 | 0.10 | 1.13289 | 1.14089 | 1.12189 | ||
| 60 | 2025.05.22 14:00 | sell | 19 | 0.10 | 1.12830 | 0.00000 | 0.00000 | ||
| 61 | 2025.05.22 14:00 | modify | 19 | 0.10 | 1.12830 | 1.13179 | 1.12189 | ||
| 62 | 2025.05.22 14:00 | modify | 18 | 0.10 | 1.13289 | 1.13179 | 1.12189 | ||
| 63 | 2025.05.22 18:00 | sell | 20 | 0.10 | 1.12678 | 0.00000 | 0.00000 | ||
| 64 | 2025.05.22 18:00 | modify | 20 | 0.10 | 1.12678 | 1.13014 | 1.12189 | ||
| 65 | 2025.05.22 18:00 | modify | 19 | 0.10 | 1.12830 | 1.13014 | 1.12189 | ||
| 66 | 2025.05.22 18:00 | modify | 18 | 0.10 | 1.13289 | 1.13014 | 1.12189 | ||
| 67 | 2025.05.23 01:00 | s/l | 18 | 0.10 | 1.13014 | 1.13014 | 1.12189 | 29.01 | 939.42 |
| 68 | 2025.05.23 01:00 | s/l | 19 | 0.10 | 1.13014 | 1.13014 | 1.12189 | -18.02 | 921.40 |
| 69 | 2025.05.23 01:00 | s/l | 20 | 0.10 | 1.13014 | 1.13014 | 1.12189 | -33.22 | 888.17 |
| 70 | 2025.05.26 03:00 | sell | 21 | 0.10 | 1.14095 | 0.00000 | 0.00000 | ||
| 71 | 2025.05.26 03:00 | modify | 21 | 0.10 | 1.14095 | 1.14895 | 1.12995 | ||
| 72 | 2025.05.27 07:00 | sell | 22 | 0.10 | 1.13650 | 0.00000 | 0.00000 | ||
| 73 | 2025.05.27 07:00 | modify | 22 | 0.10 | 1.13650 | 1.13985 | 1.12995 | ||
| 74 | 2025.05.27 07:00 | modify | 21 | 0.10 | 1.14095 | 1.13985 | 1.12995 | ||
| 75 | 2025.05.27 20:00 | sell | 23 | 0.10 | 1.13306 | 0.00000 | 0.00000 | ||
| 76 | 2025.05.27 20:00 | modify | 23 | 0.10 | 1.13306 | 1.13655 | 1.12995 | ||
| 77 | 2025.05.27 20:00 | modify | 22 | 0.10 | 1.13650 | 1.13655 | 1.12995 | ||
| 78 | 2025.05.27 20:00 | modify | 21 | 0.10 | 1.14095 | 1.13655 | 1.12995 | ||
| 79 | 2025.05.28 06:00 | t/p | 21 | 0.10 | 1.12995 | 1.13655 | 1.12995 | 110.75 | 998.93 |
| 80 | 2025.05.28 06:00 | t/p | 22 | 0.10 | 1.12995 | 1.13655 | 1.12995 | 65.88 | 1064.80 |
| 81 | 2025.05.28 06:00 | t/p | 23 | 0.10 | 1.12995 | 1.13655 | 1.12995 | 31.48 | 1096.28 |
| 82 | 2025.05.29 01:00 | buy | 24 | 0.10 | 1.12373 | 0.00000 | 0.00000 | ||
| 83 | 2025.05.29 01:00 | modify | 24 | 0.10 | 1.12373 | 1.11573 | 1.13473 | ||
| 84 | 2025.05.29 13:00 | t/p | 24 | 0.10 | 1.13473 | 1.11573 | 1.13473 | 110.00 | 1206.28 |
| 85 | 2025.05.30 10:00 | buy | 25 | 0.10 | 1.13284 | 0.00000 | 0.00000 | ||
| 86 | 2025.05.30 10:00 | modify | 25 | 0.10 | 1.13284 | 1.12484 | 1.14384 | ||
| 87 | 2025.06.02 02:00 | buy | 26 | 0.10 | 1.13728 | 0.00000 | 0.00000 | ||
| 88 | 2025.06.02 02:00 | modify | 26 | 0.10 | 1.13728 | 1.13394 | 1.14384 | ||
| 89 | 2025.06.02 02:00 | modify | 25 | 0.10 | 1.13284 | 1.13394 | 1.14384 | ||
| 90 | 2025.06.02 15:00 | t/p | 25 | 0.10 | 1.14384 | 1.13394 | 1.14384 | 108.97 | 1315.25 |
| 91 | 2025.06.02 15:00 | t/p | 26 | 0.10 | 1.14384 | 1.13394 | 1.14384 | 65.60 | 1380.85 |
| 92 | 2025.06.12 02:00 | sell | 27 | 0.10 | 1.15186 | 0.00000 | 0.00000 | ||
| 93 | 2025.06.12 02:00 | modify | 27 | 0.10 | 1.15186 | 1.15986 | 1.14086 | ||
| 94 | 2025.06.12 11:00 | s/l | 27 | 0.10 | 1.15986 | 1.15986 | 1.14086 | -80.00 | 1300.85 |
| 95 | 2025.06.16 09:00 | sell | 28 | 0.10 | 1.15784 | 0.00000 | 0.00000 | ||
| 96 | 2025.06.16 09:00 | modify | 28 | 0.10 | 1.15784 | 1.16584 | 1.14684 | ||
| 97 | 2025.06.18 20:00 | t/p | 28 | 0.10 | 1.14684 | 1.16584 | 1.14684 | 110.75 | 1411.60 |
| 98 | 2025.06.26 01:00 | sell | 29 | 0.10 | 1.16820 | 0.00000 | 0.00000 | ||
| 99 | 2025.06.26 01:00 | modify | 29 | 0.10 | 1.16820 | 1.17620 | 1.15720 | ||
| 100 | 2025.06.30 16:00 | s/l | 29 | 0.10 | 1.17620 | 1.17620 | 1.15720 | -79.25 | 1332.36 |