Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 30 | ||
| Total net profit | 627.51 | Gross profit | 781.33 | Gross loss | -153.82 |
| Profit factor | 5.08 | Expected payoff | 69.72 | ||
| Absolute drawdown | 26.12 | Maximal drawdown | 138.49 (9.06%) | Relative drawdown | 9.06% (138.49) |
| Total trades | 9 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 152.64 | loss trade | -138.49 | |
| Average | profit trade | 111.62 | loss trade | -76.91 | |
| Maximum | consecutive wins (profit in money) | 4 (528.96) | consecutive losses (loss in money) | 1 (-138.49) | |
| Maximal | consecutive profit (count of wins) | 528.96 (4) | consecutive loss (count of losses) | -138.49 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.10 20:00 | buy | 1 | 0.10 | 1.10297 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.10 20:00 | modify | 1 | 0.10 | 1.10297 | 1.08897 | 1.11797 | ||
| 3 | 2024.09.13 04:00 | buy | 2 | 0.10 | 1.10900 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.13 04:00 | modify | 2 | 0.10 | 1.10900 | 1.10672 | 1.11797 | ||
| 5 | 2024.09.13 04:00 | modify | 1 | 0.10 | 1.10297 | 1.10672 | 1.11797 | ||
| 6 | 2024.09.18 20:00 | t/p | 1 | 0.10 | 1.11797 | 1.10672 | 1.11797 | 141.77 | 1141.77 |
| 7 | 2024.09.18 20:00 | t/p | 2 | 0.10 | 1.11797 | 1.10672 | 1.11797 | 86.61 | 1228.38 |
| 8 | 2024.10.30 20:00 | sell | 3 | 0.10 | 1.08605 | 0.00000 | 0.00000 | ||
| 9 | 2024.10.30 20:00 | modify | 3 | 0.10 | 1.08605 | 1.10005 | 1.07105 | ||
| 10 | 2024.11.06 08:00 | t/p | 3 | 0.10 | 1.07105 | 1.10005 | 1.07105 | 152.64 | 1381.02 |
| 11 | 2025.01.13 16:00 | buy | 4 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 12 | 2025.01.13 16:00 | modify | 4 | 0.10 | 1.01999 | 1.00599 | 1.03499 | ||
| 13 | 2025.01.15 16:00 | t/p | 4 | 0.10 | 1.03499 | 1.00599 | 1.03499 | 147.94 | 1528.96 |
| 14 | 2025.02.12 12:00 | sell | 5 | 0.10 | 1.03750 | 0.00000 | 0.00000 | ||
| 15 | 2025.02.12 12:00 | modify | 5 | 0.10 | 1.03750 | 1.05150 | 1.02250 | ||
| 16 | 2025.02.14 16:00 | s/l | 5 | 0.10 | 1.05150 | 1.05150 | 1.02250 | -138.49 | 1390.47 |
| 17 | 2025.02.14 20:00 | sell | 6 | 0.10 | 1.04981 | 0.00000 | 0.00000 | ||
| 18 | 2025.02.14 20:00 | modify | 6 | 0.10 | 1.04981 | 1.06381 | 1.03481 | ||
| 19 | 2025.02.18 20:00 | sell | 7 | 0.10 | 1.04449 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.18 20:00 | modify | 7 | 0.10 | 1.04449 | 1.04606 | 1.03481 | ||
| 21 | 2025.02.18 20:00 | modify | 6 | 0.10 | 1.04981 | 1.04606 | 1.03481 | ||
| 22 | 2025.02.19 08:00 | s/l | 6 | 0.10 | 1.04606 | 1.04606 | 1.03481 | 38.63 | 1429.10 |
| 23 | 2025.02.19 08:00 | s/l | 7 | 0.10 | 1.04606 | 1.04606 | 1.03481 | -15.32 | 1413.77 |
| 24 | 2025.05.12 12:00 | buy | 8 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 25 | 2025.05.12 12:00 | modify | 8 | 0.10 | 1.11140 | 1.09740 | 1.12640 | ||
| 26 | 2025.05.14 04:00 | buy | 9 | 0.10 | 1.11982 | 0.00000 | 0.00000 | ||
| 27 | 2025.05.14 04:00 | modify | 9 | 0.10 | 1.11982 | 1.11740 | 1.12640 | ||
| 28 | 2025.05.14 04:00 | modify | 8 | 0.10 | 1.11140 | 1.11740 | 1.12640 | ||
| 29 | 2025.05.14 12:00 | t/p | 8 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 147.94 | 1561.71 |
| 30 | 2025.05.14 12:00 | t/p | 9 | 0.10 | 1.12640 | 1.11740 | 1.12640 | 65.80 | 1627.51 |