Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7197 | Ticks modelled | 13393 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | -127.00 | Gross profit | 649.17 | Gross loss | -776.17 |
| Profit factor | 0.84 | Expected payoff | -4.10 | ||
| Absolute drawdown | 323.46 | Maximal drawdown | 459.30 (40.44%) | Relative drawdown | 40.44% (459.30) |
| Total trades | 31 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 14 (45.16%) | Loss trades (% of total) | 17 (54.84%) | ||
| Largest | profit trade | 98.36 | loss trade | -98.36 | |
| Average | profit trade | 46.37 | loss trade | -45.66 | |
| Maximum | consecutive wins (profit in money) | 3 (167.20) | consecutive losses (loss in money) | 3 (-206.79) | |
| Maximal | consecutive profit (count of wins) | 167.20 (3) | consecutive loss (count of losses) | -206.79 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.11 22:00 | buy | 1 | 0.10 | 1.65005 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.11 22:00 | modify | 1 | 0.10 | 1.65005 | 1.63505 | 1.66505 | ||
| 3 | 2024.09.19 07:00 | s/l | 1 | 0.10 | 1.63505 | 1.63505 | 1.66505 | -98.34 | 901.66 |
| 4 | 2024.10.07 18:00 | sell | 2 | 0.10 | 1.62400 | 0.00000 | 0.00000 | ||
| 5 | 2024.10.07 18:00 | modify | 2 | 0.10 | 1.62400 | 1.63900 | 1.60900 | ||
| 6 | 2024.10.17 15:00 | sell | 3 | 0.10 | 1.61640 | 0.00000 | 0.00000 | ||
| 7 | 2024.10.17 15:00 | modify | 3 | 0.10 | 1.61640 | 1.61875 | 1.60900 | ||
| 8 | 2024.10.17 15:00 | modify | 2 | 0.10 | 1.62400 | 1.61875 | 1.60900 | ||
| 9 | 2024.10.18 15:00 | s/l | 2 | 0.10 | 1.61875 | 1.61875 | 1.60900 | 34.43 | 936.09 |
| 10 | 2024.10.18 15:00 | s/l | 3 | 0.10 | 1.61875 | 1.61875 | 1.60900 | -15.41 | 920.68 |
| 11 | 2024.10.30 05:00 | sell | 4 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.30 05:00 | modify | 4 | 0.10 | 1.65309 | 1.66809 | 1.63809 | ||
| 13 | 2024.10.30 11:00 | sell | 5 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.30 11:00 | modify | 5 | 0.10 | 1.64702 | 1.64859 | 1.63809 | ||
| 15 | 2024.10.30 11:00 | modify | 4 | 0.10 | 1.65309 | 1.64859 | 1.63809 | ||
| 16 | 2024.10.30 14:00 | s/l | 4 | 0.10 | 1.64859 | 1.64859 | 1.63809 | 29.51 | 950.19 |
| 17 | 2024.10.30 14:00 | s/l | 5 | 0.10 | 1.64859 | 1.64859 | 1.63809 | -10.30 | 939.89 |
| 18 | 2024.11.22 07:00 | sell | 6 | 0.10 | 1.61231 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.22 07:00 | modify | 6 | 0.10 | 1.61231 | 1.62731 | 1.59731 | ||
| 20 | 2024.11.22 10:00 | t/p | 6 | 0.10 | 1.59731 | 1.62731 | 1.59731 | 98.36 | 1038.25 |
| 21 | 2024.11.27 13:00 | sell | 7 | 0.10 | 1.62408 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.27 13:00 | modify | 7 | 0.10 | 1.62408 | 1.63908 | 1.60908 | ||
| 23 | 2024.12.02 08:00 | sell | 8 | 0.10 | 1.61654 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.02 08:00 | modify | 8 | 0.10 | 1.61654 | 1.61883 | 1.60908 | ||
| 25 | 2024.12.02 08:00 | modify | 7 | 0.10 | 1.62408 | 1.61883 | 1.60908 | ||
| 26 | 2024.12.02 10:00 | s/l | 7 | 0.10 | 1.61883 | 1.61883 | 1.60908 | 34.43 | 1072.68 |
| 27 | 2024.12.02 10:00 | s/l | 8 | 0.10 | 1.61883 | 1.61883 | 1.60908 | -15.01 | 1057.67 |
| 28 | 2024.12.05 17:00 | sell | 9 | 0.10 | 1.64198 | 0.00000 | 0.00000 | ||
| 29 | 2024.12.05 17:00 | modify | 9 | 0.10 | 1.64198 | 1.65698 | 1.62698 | ||
| 30 | 2024.12.09 14:00 | sell | 10 | 0.10 | 1.63593 | 0.00000 | 0.00000 | ||
| 31 | 2024.12.09 14:00 | modify | 10 | 0.10 | 1.63593 | 1.63748 | 1.62698 | ||
| 32 | 2024.12.09 14:00 | modify | 9 | 0.10 | 1.64198 | 1.63748 | 1.62698 | ||
| 33 | 2024.12.09 15:00 | s/l | 9 | 0.10 | 1.63748 | 1.63748 | 1.62698 | 29.51 | 1087.18 |
| 34 | 2024.12.09 15:00 | s/l | 10 | 0.10 | 1.63748 | 1.63748 | 1.62698 | -10.17 | 1077.01 |
| 35 | 2024.12.12 03:00 | buy | 11 | 0.10 | 1.63979 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.12 03:00 | modify | 11 | 0.10 | 1.63979 | 1.62479 | 1.65479 | ||
| 37 | 2024.12.12 20:00 | buy | 12 | 0.10 | 1.64596 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.12 20:00 | modify | 12 | 0.10 | 1.64596 | 1.64429 | 1.65479 | ||
| 39 | 2024.12.12 20:00 | modify | 11 | 0.10 | 1.63979 | 1.64429 | 1.65479 | ||
| 40 | 2024.12.12 22:00 | s/l | 11 | 0.10 | 1.64429 | 1.64429 | 1.65479 | 29.50 | 1106.51 |
| 41 | 2024.12.12 22:00 | s/l | 12 | 0.10 | 1.64429 | 1.64429 | 1.65479 | -10.94 | 1095.57 |
| 42 | 2024.12.18 06:00 | sell | 13 | 0.10 | 1.66344 | 0.00000 | 0.00000 | ||
| 43 | 2024.12.18 06:00 | modify | 13 | 0.10 | 1.66344 | 1.67844 | 1.64844 | ||
| 44 | 2024.12.27 11:00 | s/l | 13 | 0.10 | 1.67844 | 1.67844 | 1.64844 | -98.35 | 997.22 |
| 45 | 2025.01.29 02:00 | sell | 14 | 0.10 | 1.67306 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.29 02:00 | modify | 14 | 0.10 | 1.67306 | 1.68806 | 1.65806 | ||
| 47 | 2025.02.02 22:00 | sell | 15 | 0.10 | 1.66388 | 0.00000 | 0.00000 | ||
| 48 | 2025.02.02 22:00 | modify | 15 | 0.10 | 1.66388 | 1.66781 | 1.65806 | ||
| 49 | 2025.02.02 22:00 | modify | 14 | 0.10 | 1.67306 | 1.66781 | 1.65806 | ||
| 50 | 2025.02.03 00:00 | s/l | 14 | 0.10 | 1.66781 | 1.66781 | 1.65806 | 34.43 | 1031.65 |
| 51 | 2025.02.03 00:00 | s/l | 15 | 0.10 | 1.66781 | 1.66781 | 1.65806 | -25.77 | 1005.88 |
| 52 | 2025.02.12 12:00 | sell | 16 | 0.10 | 1.65232 | 0.00000 | 0.00000 | ||
| 53 | 2025.02.12 12:00 | modify | 16 | 0.10 | 1.65232 | 1.66732 | 1.63732 | ||
| 54 | 2025.02.17 17:00 | sell | 17 | 0.10 | 1.64628 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.17 17:00 | modify | 17 | 0.10 | 1.64628 | 1.64782 | 1.63732 | ||
| 56 | 2025.02.17 17:00 | modify | 16 | 0.10 | 1.65232 | 1.64782 | 1.63732 | ||
| 57 | 2025.02.17 19:00 | s/l | 16 | 0.10 | 1.64782 | 1.64782 | 1.63732 | 29.51 | 1035.39 |
| 58 | 2025.02.17 19:00 | s/l | 17 | 0.10 | 1.64782 | 1.64782 | 1.63732 | -10.10 | 1025.29 |
| 59 | 2025.03.07 08:00 | sell | 18 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 60 | 2025.03.07 08:00 | modify | 18 | 0.10 | 1.71637 | 1.73137 | 1.70137 | ||
| 61 | 2025.03.11 02:00 | s/l | 18 | 0.10 | 1.73137 | 1.73137 | 1.70137 | -98.36 | 926.93 |
| 62 | 2025.03.12 20:00 | buy | 19 | 0.10 | 1.72428 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.12 20:00 | modify | 19 | 0.10 | 1.72428 | 1.70928 | 1.73928 | ||
| 64 | 2025.03.17 18:00 | s/l | 19 | 0.10 | 1.70928 | 1.70928 | 1.73928 | -98.33 | 828.60 |
| 65 | 2025.03.17 19:00 | buy | 20 | 0.10 | 1.70986 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.17 19:00 | modify | 20 | 0.10 | 1.70986 | 1.69486 | 1.72486 | ||
| 67 | 2025.03.18 14:00 | buy | 21 | 0.10 | 1.71591 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.18 14:00 | modify | 21 | 0.10 | 1.71591 | 1.71436 | 1.72486 | ||
| 69 | 2025.03.18 14:00 | modify | 20 | 0.10 | 1.70986 | 1.71436 | 1.72486 | ||
| 70 | 2025.03.19 21:00 | s/l | 20 | 0.10 | 1.71436 | 1.71436 | 1.72486 | 29.50 | 858.10 |
| 71 | 2025.03.19 21:00 | s/l | 21 | 0.10 | 1.71436 | 1.71436 | 1.72486 | -10.16 | 847.94 |
| 72 | 2025.04.21 02:00 | sell | 22 | 0.10 | 1.79519 | 0.00000 | 0.00000 | ||
| 73 | 2025.04.21 02:00 | modify | 22 | 0.10 | 1.79519 | 1.81019 | 1.78019 | ||
| 74 | 2025.04.22 22:00 | t/p | 22 | 0.10 | 1.78019 | 1.81019 | 1.78019 | 98.36 | 946.30 |
| 75 | 2025.05.15 10:00 | sell | 23 | 0.10 | 1.74546 | 0.00000 | 0.00000 | ||
| 76 | 2025.05.15 10:00 | modify | 23 | 0.10 | 1.74546 | 1.76046 | 1.73046 | ||
| 77 | 2025.05.20 15:00 | s/l | 23 | 0.10 | 1.76046 | 1.76046 | 1.73046 | -98.36 | 847.94 |
| 78 | 2025.06.11 21:00 | sell | 24 | 0.10 | 1.76471 | 0.00000 | 0.00000 | ||
| 79 | 2025.06.11 21:00 | modify | 24 | 0.10 | 1.76471 | 1.77971 | 1.74971 | ||
| 80 | 2025.06.12 10:00 | s/l | 24 | 0.10 | 1.77971 | 1.77971 | 1.74971 | -98.36 | 749.58 |
| 81 | 2025.06.23 05:00 | sell | 25 | 0.10 | 1.79406 | 0.00000 | 0.00000 | ||
| 82 | 2025.06.23 05:00 | modify | 25 | 0.10 | 1.79406 | 1.80906 | 1.77906 | ||
| 83 | 2025.06.24 18:00 | sell | 26 | 0.10 | 1.78645 | 0.00000 | 0.00000 | ||
| 84 | 2025.06.24 18:00 | modify | 26 | 0.10 | 1.78645 | 1.78881 | 1.77906 | ||
| 85 | 2025.06.24 18:00 | modify | 25 | 0.10 | 1.79406 | 1.78881 | 1.77906 | ||
| 86 | 2025.06.24 21:00 | s/l | 25 | 0.10 | 1.78881 | 1.78881 | 1.77906 | 34.43 | 784.01 |
| 87 | 2025.06.24 21:00 | s/l | 26 | 0.10 | 1.78881 | 1.78881 | 1.77906 | -15.47 | 768.54 |
| 88 | 2025.07.04 09:00 | sell | 27 | 0.10 | 1.79521 | 0.00000 | 0.00000 | ||
| 89 | 2025.07.04 09:00 | modify | 27 | 0.10 | 1.79521 | 1.81021 | 1.78021 | ||
| 90 | 2025.07.10 14:00 | sell | 28 | 0.10 | 1.78621 | 0.00000 | 0.00000 | ||
| 91 | 2025.07.10 14:00 | modify | 28 | 0.10 | 1.78621 | 1.78996 | 1.78021 | ||
| 92 | 2025.07.10 14:00 | modify | 27 | 0.10 | 1.79521 | 1.78996 | 1.78021 | ||
| 93 | 2025.07.10 16:00 | t/p | 27 | 0.10 | 1.78021 | 1.78996 | 1.78021 | 98.36 | 866.90 |
| 94 | 2025.07.10 16:00 | t/p | 28 | 0.10 | 1.78021 | 1.78996 | 1.78021 | 39.34 | 906.24 |
| 95 | 2025.07.10 21:00 | buy | 29 | 0.10 | 1.77569 | 0.00000 | 0.00000 | ||
| 96 | 2025.07.10 21:00 | modify | 29 | 0.10 | 1.77569 | 1.76069 | 1.79069 | ||
| 97 | 2025.07.15 23:00 | buy | 30 | 0.10 | 1.78179 | 0.00000 | 0.00000 | ||
| 98 | 2025.07.15 23:00 | modify | 30 | 0.10 | 1.78179 | 1.78019 | 1.79069 | ||
| 99 | 2025.07.15 23:00 | modify | 29 | 0.10 | 1.77569 | 1.78019 | 1.79069 | ||
| 100 | 2025.07.16 00:00 | s/l | 29 | 0.10 | 1.78019 | 1.78019 | 1.79069 | 29.50 | 935.74 |
| 101 | 2025.07.16 00:00 | s/l | 30 | 0.10 | 1.78019 | 1.78019 | 1.79069 | -10.49 | 925.25 |
| 102 | 2025.08.25 18:00 | buy | 31 | 0.10 | 1.79446 | 0.00000 | 0.00000 | ||
| 103 | 2025.08.25 18:00 | modify | 31 | 0.10 | 1.79446 | 1.77946 | 1.80946 | ||
| 104 | 2025.08.31 23:59 | close at stop | 31 | 0.10 | 1.78649 | 1.77946 | 1.80946 | -52.25 | 873.00 |