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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 136.58 | Gross profit | 596.66 | Gross loss | -460.08 |
| Profit factor | 1.30 | Expected payoff | 8.03 | ||
| Absolute drawdown | 92.97 | Maximal drawdown | 236.62 (19.17%) | Relative drawdown | 19.17% (236.62) |
| Total trades | 17 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 8 (47.06%) | Loss trades (% of total) | 9 (52.94%) | ||
| Largest | profit trade | 91.81 | loss trade | -59.02 | |
| Average | profit trade | 74.58 | loss trade | -51.12 | |
| Maximum | consecutive wins (profit in money) | 3 (275.39) | consecutive losses (loss in money) | 3 (-177.03) | |
| Maximal | consecutive profit (count of wins) | 275.39 (3) | consecutive loss (count of losses) | -177.03 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 16:00 | buy | 1 | 0.10 | 1.63366 | 0.00000 | 0.00000 | ||
| 2 | 2024.11.06 16:00 | modify | 1 | 0.10 | 1.63366 | 1.62466 | 1.64766 | ||
| 3 | 2024.11.07 04:00 | s/l | 1 | 0.10 | 1.62466 | 1.62466 | 1.64766 | -59.00 | 941.00 |
| 4 | 2024.11.13 16:00 | sell | 2 | 0.10 | 1.62905 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.13 16:00 | modify | 2 | 0.10 | 1.62905 | 1.63805 | 1.61505 | ||
| 6 | 2024.11.21 12:00 | t/p | 2 | 0.10 | 1.61505 | 1.63805 | 1.61505 | 91.80 | 1032.80 |
| 7 | 2024.12.06 20:00 | sell | 3 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.06 20:00 | modify | 3 | 0.10 | 1.65291 | 1.66191 | 1.63891 | ||
| 9 | 2024.12.09 16:00 | t/p | 3 | 0.10 | 1.63891 | 1.66191 | 1.63891 | 91.81 | 1124.61 |
| 10 | 2024.12.09 20:00 | buy | 4 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 11 | 2024.12.09 20:00 | modify | 4 | 0.10 | 1.63830 | 1.62930 | 1.65230 | ||
| 12 | 2024.12.10 04:00 | t/p | 4 | 0.10 | 1.65230 | 1.62930 | 1.65230 | 91.78 | 1216.39 |
| 13 | 2024.12.17 20:00 | sell | 5 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.17 20:00 | modify | 5 | 0.10 | 1.65543 | 1.66443 | 1.64143 | ||
| 15 | 2024.12.18 08:00 | s/l | 5 | 0.10 | 1.66443 | 1.66443 | 1.64143 | -59.02 | 1157.37 |
| 16 | 2025.01.02 20:00 | buy | 6 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 17 | 2025.01.02 20:00 | modify | 6 | 0.10 | 1.65543 | 1.64643 | 1.66943 | ||
| 18 | 2025.01.14 16:00 | buy | 7 | 0.10 | 1.66188 | 0.00000 | 0.00000 | ||
| 19 | 2025.01.14 16:00 | modify | 7 | 0.10 | 1.66188 | 1.65893 | 1.66943 | ||
| 20 | 2025.01.14 16:00 | modify | 6 | 0.10 | 1.65543 | 1.65893 | 1.66943 | ||
| 21 | 2025.01.15 16:00 | s/l | 6 | 0.10 | 1.65893 | 1.65893 | 1.66943 | 22.94 | 1180.31 |
| 22 | 2025.01.15 16:00 | s/l | 7 | 0.10 | 1.65893 | 1.65893 | 1.66943 | -19.34 | 1160.97 |
| 23 | 2025.02.12 20:00 | sell | 8 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 24 | 2025.02.12 20:00 | modify | 8 | 0.10 | 1.65295 | 1.66195 | 1.63895 | ||
| 25 | 2025.02.13 12:00 | s/l | 8 | 0.10 | 1.66195 | 1.66195 | 1.63895 | -59.01 | 1101.96 |
| 26 | 2025.02.25 20:00 | sell | 9 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 27 | 2025.02.25 20:00 | modify | 9 | 0.10 | 1.65713 | 1.66613 | 1.64313 | ||
| 28 | 2025.02.27 16:00 | s/l | 9 | 0.10 | 1.66613 | 1.66613 | 1.64313 | -59.01 | 1042.95 |
| 29 | 2025.03.07 16:00 | sell | 10 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 30 | 2025.03.07 16:00 | modify | 10 | 0.10 | 1.72171 | 1.73071 | 1.70771 | ||
| 31 | 2025.03.09 20:00 | sell | 11 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 32 | 2025.03.09 20:00 | modify | 11 | 0.10 | 1.71399 | 1.71821 | 1.70771 | ||
| 33 | 2025.03.09 20:00 | modify | 10 | 0.10 | 1.72171 | 1.71821 | 1.70771 | ||
| 34 | 2025.03.10 00:00 | s/l | 10 | 0.10 | 1.71821 | 1.71821 | 1.70771 | 22.95 | 1065.90 |
| 35 | 2025.03.10 00:00 | s/l | 11 | 0.10 | 1.71821 | 1.71821 | 1.70771 | -27.67 | 1038.23 |
| 36 | 2025.03.25 16:00 | buy | 12 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 37 | 2025.03.25 16:00 | modify | 12 | 0.10 | 1.71309 | 1.70409 | 1.72709 | ||
| 38 | 2025.03.31 08:00 | t/p | 12 | 0.10 | 1.72709 | 1.70409 | 1.72709 | 91.78 | 1130.01 |
| 39 | 2025.03.31 20:00 | sell | 13 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 40 | 2025.03.31 20:00 | modify | 13 | 0.10 | 1.73033 | 1.73933 | 1.71633 | ||
| 41 | 2025.04.02 04:00 | t/p | 13 | 0.10 | 1.71633 | 1.73933 | 1.71633 | 91.80 | 1221.81 |
| 42 | 2025.04.04 20:00 | sell | 14 | 0.10 | 1.81227 | 0.00000 | 0.00000 | ||
| 43 | 2025.04.04 20:00 | modify | 14 | 0.10 | 1.81227 | 1.82127 | 1.79827 | ||
| 44 | 2025.04.07 00:00 | s/l | 14 | 0.10 | 1.82127 | 1.82127 | 1.79827 | -59.01 | 1162.80 |
| 45 | 2025.06.22 20:00 | sell | 15 | 0.10 | 1.78049 | 0.00000 | 0.00000 | ||
| 46 | 2025.06.22 20:00 | modify | 15 | 0.10 | 1.78049 | 1.78949 | 1.76649 | ||
| 47 | 2025.06.23 04:00 | s/l | 15 | 0.10 | 1.78949 | 1.78949 | 1.76649 | -59.01 | 1103.79 |
| 48 | 2025.07.14 20:00 | sell | 16 | 0.10 | 1.78203 | 0.00000 | 0.00000 | ||
| 49 | 2025.07.14 20:00 | modify | 16 | 0.10 | 1.78203 | 1.79103 | 1.76803 | ||
| 50 | 2025.07.17 04:00 | s/l | 16 | 0.10 | 1.79103 | 1.79103 | 1.76803 | -59.01 | 1044.78 |
| 51 | 2025.07.21 20:00 | sell | 17 | 0.10 | 1.79191 | 0.00000 | 0.00000 | ||
| 52 | 2025.07.21 20:00 | modify | 17 | 0.10 | 1.79191 | 1.80091 | 1.77791 | ||
| 53 | 2025.07.23 12:00 | t/p | 17 | 0.10 | 1.77791 | 1.80091 | 1.77791 | 91.80 | 1136.58 |