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=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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 289.09 | Gross profit | 801.08 | Gross loss | -511.99 |
| Profit factor | 1.56 | Expected payoff | 11.56 | ||
| Absolute drawdown | 30.87 | Maximal drawdown | 298.24 (20.32%) | Relative drawdown | 20.32% (298.24) |
| Total trades | 25 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 14 (56.00%) | Loss trades (% of total) | 11 (44.00%) | ||
| Largest | profit trade | 98.36 | loss trade | -85.25 | |
| Average | profit trade | 57.22 | loss trade | -46.54 | |
| Maximum | consecutive wins (profit in money) | 5 (363.37) | consecutive losses (loss in money) | 4 (-212.86) | |
| Maximal | consecutive profit (count of wins) | 363.37 (5) | consecutive loss (count of losses) | -212.86 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.12 06:00 | buy | 1 | 0.10 | 1.64713 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.12 06:00 | modify | 1 | 0.10 | 1.64713 | 1.63413 | 1.66213 | ||
| 3 | 2024.09.13 16:00 | buy | 2 | 0.10 | 1.65179 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.13 16:00 | modify | 2 | 0.10 | 1.65179 | 1.64863 | 1.66213 | ||
| 5 | 2024.09.13 16:00 | modify | 1 | 0.10 | 1.64713 | 1.64863 | 1.66213 | ||
| 6 | 2024.09.16 12:00 | s/l | 1 | 0.10 | 1.64863 | 1.64863 | 1.66213 | 9.84 | 1009.84 |
| 7 | 2024.09.16 12:00 | s/l | 2 | 0.10 | 1.64863 | 1.64863 | 1.66213 | -20.71 | 989.13 |
| 8 | 2024.09.20 02:00 | sell | 3 | 0.10 | 1.63956 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.20 02:00 | modify | 3 | 0.10 | 1.63956 | 1.65256 | 1.62456 | ||
| 10 | 2024.09.23 19:00 | t/p | 3 | 0.10 | 1.62456 | 1.65256 | 1.62456 | 98.36 | 1087.49 |
| 11 | 2024.10.16 01:00 | sell | 4 | 0.10 | 1.62949 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.16 01:00 | modify | 4 | 0.10 | 1.62949 | 1.64249 | 1.61449 | ||
| 13 | 2024.10.17 02:00 | sell | 5 | 0.10 | 1.62023 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.17 02:00 | modify | 5 | 0.10 | 1.62023 | 1.62574 | 1.61449 | ||
| 15 | 2024.10.17 02:00 | modify | 4 | 0.10 | 1.62949 | 1.62574 | 1.61449 | ||
| 16 | 2024.10.17 08:00 | s/l | 4 | 0.10 | 1.62574 | 1.62574 | 1.61449 | 24.59 | 1112.08 |
| 17 | 2024.10.17 08:00 | s/l | 5 | 0.10 | 1.62574 | 1.62574 | 1.61449 | -36.13 | 1075.95 |
| 18 | 2024.10.30 05:00 | sell | 6 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 19 | 2024.10.30 05:00 | modify | 6 | 0.10 | 1.65309 | 1.66609 | 1.63809 | ||
| 20 | 2024.11.03 22:00 | sell | 7 | 0.10 | 1.64382 | 0.00000 | 0.00000 | ||
| 21 | 2024.11.03 22:00 | modify | 7 | 0.10 | 1.64382 | 1.64934 | 1.63809 | ||
| 22 | 2024.11.03 22:00 | modify | 6 | 0.10 | 1.65309 | 1.64934 | 1.63809 | ||
| 23 | 2024.11.03 23:00 | s/l | 6 | 0.10 | 1.64934 | 1.64934 | 1.63809 | 24.59 | 1100.54 |
| 24 | 2024.11.03 23:00 | s/l | 7 | 0.10 | 1.64934 | 1.64934 | 1.63809 | -36.20 | 1064.34 |
| 25 | 2024.11.12 04:00 | sell | 8 | 0.10 | 1.62357 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.12 04:00 | modify | 8 | 0.10 | 1.62357 | 1.63657 | 1.60857 | ||
| 27 | 2024.11.21 15:00 | sell | 9 | 0.10 | 1.61376 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.21 15:00 | modify | 9 | 0.10 | 1.61376 | 1.61607 | 1.60857 | ||
| 29 | 2024.11.21 15:00 | modify | 8 | 0.10 | 1.62357 | 1.61607 | 1.60857 | ||
| 30 | 2024.11.21 22:00 | t/p | 8 | 0.10 | 1.60857 | 1.61607 | 1.60857 | 98.36 | 1162.70 |
| 31 | 2024.11.21 22:00 | t/p | 9 | 0.10 | 1.60857 | 1.61607 | 1.60857 | 34.03 | 1196.73 |
| 32 | 2024.12.11 01:00 | sell | 10 | 0.10 | 1.65165 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.11 01:00 | modify | 10 | 0.10 | 1.65165 | 1.66465 | 1.63665 | ||
| 34 | 2024.12.12 07:00 | t/p | 10 | 0.10 | 1.63665 | 1.66465 | 1.63665 | 98.35 | 1295.08 |
| 35 | 2024.12.12 07:00 | buy | 11 | 0.10 | 1.63769 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.12 07:00 | modify | 11 | 0.10 | 1.63769 | 1.62469 | 1.65269 | ||
| 37 | 2024.12.13 10:00 | buy | 12 | 0.10 | 1.64746 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.13 10:00 | modify | 12 | 0.10 | 1.64746 | 1.64519 | 1.65269 | ||
| 39 | 2024.12.13 10:00 | modify | 11 | 0.10 | 1.63769 | 1.64519 | 1.65269 | ||
| 40 | 2024.12.16 16:00 | t/p | 11 | 0.10 | 1.65269 | 1.64519 | 1.65269 | 98.34 | 1393.42 |
| 41 | 2024.12.16 16:00 | t/p | 12 | 0.10 | 1.65269 | 1.64519 | 1.65269 | 34.29 | 1427.71 |
| 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 | 1.67644 | 1.64844 | ||
| 44 | 2024.12.26 23:00 | s/l | 13 | 0.10 | 1.67644 | 1.67644 | 1.64844 | -85.24 | 1342.47 |
| 45 | 2025.01.09 04:00 | sell | 14 | 0.10 | 1.66318 | 0.00000 | 0.00000 | ||
| 46 | 2025.01.09 04:00 | modify | 14 | 0.10 | 1.66318 | 1.67618 | 1.64818 | ||
| 47 | 2025.01.15 18:00 | sell | 15 | 0.10 | 1.65338 | 0.00000 | 0.00000 | ||
| 48 | 2025.01.15 18:00 | modify | 15 | 0.10 | 1.65338 | 1.65568 | 1.64818 | ||
| 49 | 2025.01.15 18:00 | modify | 14 | 0.10 | 1.66318 | 1.65568 | 1.64818 | ||
| 50 | 2025.01.16 03:00 | s/l | 14 | 0.10 | 1.65568 | 1.65568 | 1.64818 | 49.18 | 1391.65 |
| 51 | 2025.01.16 03:00 | s/l | 15 | 0.10 | 1.65568 | 1.65568 | 1.64818 | -15.08 | 1376.57 |
| 52 | 2025.01.29 02:00 | sell | 16 | 0.10 | 1.67306 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.29 02:00 | modify | 16 | 0.10 | 1.67306 | 1.68606 | 1.65806 | ||
| 54 | 2025.01.31 10:00 | sell | 17 | 0.10 | 1.66828 | 0.00000 | 0.00000 | ||
| 55 | 2025.01.31 10:00 | modify | 17 | 0.10 | 1.66828 | 1.67156 | 1.65806 | ||
| 56 | 2025.01.31 10:00 | modify | 16 | 0.10 | 1.67306 | 1.67156 | 1.65806 | ||
| 57 | 2025.02.02 22:00 | sell | 18 | 0.10 | 1.66388 | 0.00000 | 0.00000 | ||
| 58 | 2025.02.02 22:00 | modify | 18 | 0.10 | 1.66388 | 1.66931 | 1.65806 | ||
| 59 | 2025.02.02 22:00 | modify | 17 | 0.10 | 1.66828 | 1.66931 | 1.65806 | ||
| 60 | 2025.02.02 22:00 | modify | 16 | 0.10 | 1.67306 | 1.66931 | 1.65806 | ||
| 61 | 2025.02.03 00:00 | s/l | 16 | 0.10 | 1.66931 | 1.66931 | 1.65806 | 24.59 | 1401.16 |
| 62 | 2025.02.03 00:00 | s/l | 17 | 0.10 | 1.66931 | 1.66931 | 1.65806 | -6.76 | 1394.40 |
| 63 | 2025.02.03 00:00 | s/l | 18 | 0.10 | 1.66931 | 1.66931 | 1.65806 | -35.61 | 1358.79 |
| 64 | 2025.03.04 04:00 | sell | 19 | 0.10 | 1.68977 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.04 04:00 | modify | 19 | 0.10 | 1.68977 | 1.70277 | 1.67477 | ||
| 66 | 2025.03.05 09:00 | s/l | 19 | 0.10 | 1.70277 | 1.70277 | 1.67477 | -85.24 | 1273.55 |
| 67 | 2025.03.28 05:00 | sell | 20 | 0.10 | 1.71707 | 0.00000 | 0.00000 | ||
| 68 | 2025.03.28 05:00 | modify | 20 | 0.10 | 1.71707 | 1.73007 | 1.70207 | ||
| 69 | 2025.03.31 09:00 | s/l | 20 | 0.10 | 1.73007 | 1.73007 | 1.70207 | -85.25 | 1188.30 |
| 70 | 2025.04.21 02:00 | sell | 21 | 0.10 | 1.79519 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.21 02:00 | modify | 21 | 0.10 | 1.79519 | 1.80819 | 1.78019 | ||
| 72 | 2025.04.22 22:00 | t/p | 21 | 0.10 | 1.78019 | 1.80819 | 1.78019 | 98.36 | 1286.66 |
| 73 | 2025.06.12 03:00 | sell | 22 | 0.10 | 1.77293 | 0.00000 | 0.00000 | ||
| 74 | 2025.06.12 03:00 | modify | 22 | 0.10 | 1.77293 | 1.78593 | 1.75793 | ||
| 75 | 2025.06.13 02:00 | s/l | 22 | 0.10 | 1.78593 | 1.78593 | 1.75793 | -85.25 | 1201.41 |
| 76 | 2025.06.23 05:00 | sell | 23 | 0.10 | 1.79406 | 0.00000 | 0.00000 | ||
| 77 | 2025.06.23 05:00 | modify | 23 | 0.10 | 1.79406 | 1.80706 | 1.77906 | ||
| 78 | 2025.06.25 21:00 | sell | 24 | 0.10 | 1.78943 | 0.00000 | 0.00000 | ||
| 79 | 2025.06.25 21:00 | modify | 24 | 0.10 | 1.78943 | 1.79256 | 1.77906 | ||
| 80 | 2025.06.25 21:00 | modify | 23 | 0.10 | 1.79406 | 1.79256 | 1.77906 | ||
| 81 | 2025.06.26 02:00 | s/l | 23 | 0.10 | 1.79256 | 1.79256 | 1.77906 | 9.84 | 1211.25 |
| 82 | 2025.06.26 02:00 | s/l | 24 | 0.10 | 1.79256 | 1.79256 | 1.77906 | -20.52 | 1190.73 |
| 83 | 2025.07.07 06:00 | sell | 25 | 0.10 | 1.80806 | 0.00000 | 0.00000 | ||
| 84 | 2025.07.07 06:00 | modify | 25 | 0.10 | 1.80806 | 1.82106 | 1.79306 | ||
| 85 | 2025.07.08 05:00 | t/p | 25 | 0.10 | 1.79306 | 1.82106 | 1.79306 | 98.36 | 1289.09 |