Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 550.82 | Gross profit | 1056.45 | Gross loss | -505.63 |
| Profit factor | 2.09 | Expected payoff | 21.19 | ||
| Absolute drawdown | 13.12 | Maximal drawdown | 158.65 (10.45%) | Relative drawdown | 11.51% (154.42) |
| Total trades | 26 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
| Largest | profit trade | 88.09 | loss trade | -101.05 | |
| Average | profit trade | 62.14 | loss trade | -56.18 | |
| Maximum | consecutive wins (profit in money) | 4 (198.56) | consecutive losses (loss in money) | 1 (-101.05) | |
| Maximal | consecutive profit (count of wins) | 200.01 (3) | consecutive loss (count of losses) | -101.05 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.06 16:00 | sell | 1 | 0.10 | 1.66051 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.06 16:00 | modify | 1 | 0.10 | 1.66051 | 1.67551 | 1.64751 | ||
| 3 | 2024.09.12 04:00 | t/p | 1 | 0.10 | 1.64751 | 1.67551 | 1.64751 | 86.79 | 1086.79 |
| 4 | 2024.10.08 04:00 | sell | 2 | 0.10 | 1.63118 | 0.00000 | 0.00000 | ||
| 5 | 2024.10.08 04:00 | modify | 2 | 0.10 | 1.63118 | 1.64618 | 1.61818 | ||
| 6 | 2024.10.17 16:00 | t/p | 2 | 0.10 | 1.61818 | 1.64618 | 1.61818 | 88.09 | 1174.88 |
| 7 | 2024.11.06 12:00 | buy | 3 | 0.10 | 1.63345 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.06 12:00 | modify | 3 | 0.10 | 1.63345 | 1.61845 | 1.64645 | ||
| 9 | 2024.11.07 16:00 | s/l | 3 | 0.10 | 1.61845 | 1.61845 | 1.64645 | -101.05 | 1073.83 |
| 10 | 2024.11.07 16:00 | buy | 4 | 0.10 | 1.61734 | 0.00000 | 0.00000 | ||
| 11 | 2024.11.07 16:00 | modify | 4 | 0.10 | 1.61734 | 1.60234 | 1.63034 | ||
| 12 | 2024.11.08 20:00 | t/p | 4 | 0.10 | 1.63034 | 1.60234 | 1.63034 | 84.32 | 1158.14 |
| 13 | 2024.12.04 04:00 | sell | 5 | 0.10 | 1.63574 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.04 04:00 | modify | 5 | 0.10 | 1.63574 | 1.65074 | 1.62274 | ||
| 15 | 2024.12.06 16:00 | s/l | 5 | 0.10 | 1.65074 | 1.65074 | 1.62274 | -97.33 | 1060.82 |
| 16 | 2024.12.09 16:00 | buy | 6 | 0.10 | 1.63810 | 0.00000 | 0.00000 | ||
| 17 | 2024.12.09 16:00 | modify | 6 | 0.10 | 1.63810 | 1.62310 | 1.65110 | ||
| 18 | 2024.12.10 04:00 | t/p | 6 | 0.10 | 1.65110 | 1.62310 | 1.65110 | 84.32 | 1145.13 |
| 19 | 2024.12.12 04:00 | buy | 7 | 0.10 | 1.63747 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.12 04:00 | modify | 7 | 0.10 | 1.63747 | 1.62247 | 1.65047 | ||
| 21 | 2024.12.13 16:00 | t/p | 7 | 0.10 | 1.65047 | 1.62247 | 1.65047 | 84.32 | 1229.45 |
| 22 | 2025.01.02 16:00 | buy | 8 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 23 | 2025.01.02 16:00 | modify | 8 | 0.10 | 1.65492 | 1.63992 | 1.66792 | ||
| 24 | 2025.01.07 00:00 | buy | 9 | 0.10 | 1.66468 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.07 00:00 | modify | 9 | 0.10 | 1.66468 | 1.66012 | 1.66792 | ||
| 26 | 2025.01.07 00:00 | modify | 8 | 0.10 | 1.65492 | 1.66012 | 1.66792 | ||
| 27 | 2025.01.07 04:00 | s/l | 8 | 0.10 | 1.66012 | 1.66012 | 1.66792 | 31.38 | 1260.83 |
| 28 | 2025.01.07 04:00 | s/l | 9 | 0.10 | 1.66012 | 1.66012 | 1.66792 | -29.90 | 1230.93 |
| 29 | 2025.03.07 12:00 | sell | 10 | 0.10 | 1.72316 | 0.00000 | 0.00000 | ||
| 30 | 2025.03.07 12:00 | modify | 10 | 0.10 | 1.72316 | 1.73816 | 1.71016 | ||
| 31 | 2025.03.10 04:00 | sell | 11 | 0.10 | 1.71772 | 0.00000 | 0.00000 | ||
| 32 | 2025.03.10 04:00 | modify | 11 | 0.10 | 1.71772 | 1.72056 | 1.71016 | ||
| 33 | 2025.03.10 04:00 | modify | 10 | 0.10 | 1.72316 | 1.72056 | 1.71016 | ||
| 34 | 2025.03.10 20:00 | s/l | 10 | 0.10 | 1.72056 | 1.72056 | 1.71016 | 17.31 | 1248.24 |
| 35 | 2025.03.10 20:00 | s/l | 11 | 0.10 | 1.72056 | 1.72056 | 1.71016 | -18.62 | 1229.62 |
| 36 | 2025.03.11 08:00 | sell | 12 | 0.10 | 1.73262 | 0.00000 | 0.00000 | ||
| 37 | 2025.03.11 08:00 | modify | 12 | 0.10 | 1.73262 | 1.74762 | 1.71962 | ||
| 38 | 2025.03.13 04:00 | t/p | 12 | 0.10 | 1.71962 | 1.74762 | 1.71962 | 86.28 | 1315.90 |
| 39 | 2025.04.04 04:00 | sell | 13 | 0.10 | 1.77364 | 0.00000 | 0.00000 | ||
| 40 | 2025.04.04 04:00 | modify | 13 | 0.10 | 1.77364 | 1.78864 | 1.76064 | ||
| 41 | 2025.04.04 12:00 | s/l | 13 | 0.10 | 1.78864 | 1.78864 | 1.76064 | -98.36 | 1217.54 |
| 42 | 2025.04.07 08:00 | sell | 14 | 0.10 | 1.83076 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.07 08:00 | modify | 14 | 0.10 | 1.83076 | 1.84576 | 1.81776 | ||
| 44 | 2025.04.07 12:00 | t/p | 14 | 0.10 | 1.81776 | 1.84576 | 1.81776 | 85.24 | 1302.78 |
| 45 | 2025.04.08 08:00 | buy | 15 | 0.10 | 1.80551 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.08 08:00 | modify | 15 | 0.10 | 1.80551 | 1.79051 | 1.81851 | ||
| 47 | 2025.04.08 20:00 | t/p | 15 | 0.10 | 1.81851 | 1.79051 | 1.81851 | 85.23 | 1388.01 |
| 48 | 2025.04.15 04:00 | buy | 16 | 0.10 | 1.78626 | 0.00000 | 0.00000 | ||
| 49 | 2025.04.15 04:00 | modify | 16 | 0.10 | 1.78626 | 1.77126 | 1.79926 | ||
| 50 | 2025.04.16 08:00 | buy | 17 | 0.10 | 1.79351 | 0.00000 | 0.00000 | ||
| 51 | 2025.04.16 08:00 | modify | 17 | 0.10 | 1.79351 | 1.79016 | 1.79926 | ||
| 52 | 2025.04.16 08:00 | modify | 16 | 0.10 | 1.78626 | 1.79016 | 1.79926 | ||
| 53 | 2025.04.16 12:00 | s/l | 16 | 0.10 | 1.79016 | 1.79016 | 1.79926 | 24.67 | 1412.68 |
| 54 | 2025.04.16 12:00 | s/l | 17 | 0.10 | 1.79016 | 1.79016 | 1.79926 | -21.96 | 1390.72 |
| 55 | 2025.04.23 08:00 | buy | 18 | 0.10 | 1.77632 | 0.00000 | 0.00000 | ||
| 56 | 2025.04.23 08:00 | modify | 18 | 0.10 | 1.77632 | 1.76132 | 1.78932 | ||
| 57 | 2025.04.30 00:00 | buy | 19 | 0.10 | 1.78349 | 0.00000 | 0.00000 | ||
| 58 | 2025.04.30 00:00 | modify | 19 | 0.10 | 1.78349 | 1.78022 | 1.78932 | ||
| 59 | 2025.04.30 00:00 | modify | 18 | 0.10 | 1.77632 | 1.78022 | 1.78932 | ||
| 60 | 2025.04.30 04:00 | s/l | 18 | 0.10 | 1.78022 | 1.78022 | 1.78932 | 19.25 | 1409.96 |
| 61 | 2025.04.30 04:00 | s/l | 19 | 0.10 | 1.78022 | 1.78022 | 1.78932 | -21.43 | 1388.53 |
| 62 | 2025.05.12 08:00 | buy | 20 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 63 | 2025.05.12 08:00 | modify | 20 | 0.10 | 1.73412 | 1.71912 | 1.74712 | ||
| 64 | 2025.05.15 12:00 | t/p | 20 | 0.10 | 1.74712 | 1.71912 | 1.74712 | 80.71 | 1469.25 |
| 65 | 2025.05.20 08:00 | sell | 21 | 0.10 | 1.75521 | 0.00000 | 0.00000 | ||
| 66 | 2025.05.20 08:00 | modify | 21 | 0.10 | 1.75521 | 1.77021 | 1.74221 | ||
| 67 | 2025.05.30 16:00 | s/l | 21 | 0.10 | 1.77021 | 1.77021 | 1.74221 | -95.26 | 1373.98 |
| 68 | 2025.06.23 04:00 | sell | 22 | 0.10 | 1.79490 | 0.00000 | 0.00000 | ||
| 69 | 2025.06.23 04:00 | modify | 22 | 0.10 | 1.79490 | 1.80990 | 1.78190 | ||
| 70 | 2025.06.24 08:00 | sell | 23 | 0.10 | 1.78492 | 0.00000 | 0.00000 | ||
| 71 | 2025.06.24 08:00 | modify | 23 | 0.10 | 1.78492 | 1.78970 | 1.78190 | ||
| 72 | 2025.06.24 08:00 | modify | 22 | 0.10 | 1.79490 | 1.78970 | 1.78190 | ||
| 73 | 2025.06.24 12:00 | t/p | 22 | 0.10 | 1.78190 | 1.78970 | 1.78190 | 85.51 | 1459.49 |
| 74 | 2025.06.24 12:00 | t/p | 23 | 0.10 | 1.78190 | 1.78970 | 1.78190 | 19.81 | 1479.30 |
| 75 | 2025.07.10 16:00 | buy | 24 | 0.10 | 1.77902 | 0.00000 | 0.00000 | ||
| 76 | 2025.07.10 16:00 | modify | 24 | 0.10 | 1.77902 | 1.76402 | 1.79202 | ||
| 77 | 2025.07.17 04:00 | t/p | 24 | 0.10 | 1.79202 | 1.76402 | 1.79202 | 78.90 | 1558.20 |
| 78 | 2025.07.23 12:00 | buy | 25 | 0.10 | 1.77741 | 0.00000 | 0.00000 | ||
| 79 | 2025.07.23 12:00 | modify | 25 | 0.10 | 1.77741 | 1.76241 | 1.79041 | ||
| 80 | 2025.07.23 16:00 | buy | 26 | 0.10 | 1.78291 | 0.00000 | 0.00000 | ||
| 81 | 2025.07.23 16:00 | modify | 26 | 0.10 | 1.78291 | 1.78001 | 1.79041 | ||
| 82 | 2025.07.23 16:00 | modify | 25 | 0.10 | 1.77741 | 1.78001 | 1.79041 | ||
| 83 | 2025.07.24 04:00 | s/l | 25 | 0.10 | 1.78001 | 1.78001 | 1.79041 | 14.34 | 1572.54 |
| 84 | 2025.07.24 04:00 | s/l | 26 | 0.10 | 1.78001 | 1.78001 | 1.79041 | -21.72 | 1550.82 |