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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 560.06 | Gross profit | 1086.70 | Gross loss | -526.64 |
| Profit factor | 2.06 | Expected payoff | 20.00 | ||
| Absolute drawdown | 232.84 | Maximal drawdown | 272.47 (26.21%) | Relative drawdown | 26.21% (272.47) |
| Total trades | 28 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
| Largest | profit trade | 94.74 | loss trade | -55.21 | |
| Average | profit trade | 67.92 | loss trade | -43.89 | |
| Maximum | consecutive wins (profit in money) | 5 (370.47) | consecutive losses (loss in money) | 4 (-195.99) | |
| Maximal | consecutive profit (count of wins) | 370.47 (5) | consecutive loss (count of losses) | -195.99 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.18 12:00 | buy | 1 | 0.10 | 1.63962 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.18 12:00 | modify | 1 | 0.10 | 1.63962 | 1.63162 | 1.65362 | ||
| 3 | 2024.09.18 20:00 | buy | 2 | 0.10 | 1.64596 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.18 20:00 | modify | 2 | 0.10 | 1.64596 | 1.64102 | 1.65362 | ||
| 5 | 2024.09.18 20:00 | modify | 1 | 0.10 | 1.63962 | 1.64102 | 1.65362 | ||
| 6 | 2024.09.19 04:00 | s/l | 1 | 0.10 | 1.64102 | 1.64102 | 1.65362 | 6.59 | 1006.59 |
| 7 | 2024.09.19 04:00 | s/l | 2 | 0.10 | 1.64102 | 1.64102 | 1.65362 | -35.71 | 970.88 |
| 8 | 2024.09.23 12:00 | buy | 3 | 0.10 | 1.62769 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.23 12:00 | modify | 3 | 0.10 | 1.62769 | 1.61969 | 1.64169 | ||
| 10 | 2024.09.24 08:00 | s/l | 3 | 0.10 | 1.61969 | 1.61969 | 1.64169 | -54.30 | 916.58 |
| 11 | 2024.10.07 16:00 | sell | 4 | 0.10 | 1.62374 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.07 16:00 | modify | 4 | 0.10 | 1.62374 | 1.63174 | 1.60974 | ||
| 13 | 2024.10.08 04:00 | s/l | 4 | 0.10 | 1.63174 | 1.63174 | 1.60974 | -53.13 | 863.45 |
| 14 | 2024.10.28 16:00 | sell | 5 | 0.10 | 1.64257 | 0.00000 | 0.00000 | ||
| 15 | 2024.10.28 16:00 | modify | 5 | 0.10 | 1.64257 | 1.65057 | 1.62857 | ||
| 16 | 2024.10.30 04:00 | s/l | 5 | 0.10 | 1.65057 | 1.65057 | 1.62857 | -52.86 | 810.60 |
| 17 | 2024.11.07 16:00 | buy | 6 | 0.10 | 1.61734 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.07 16:00 | modify | 6 | 0.10 | 1.61734 | 1.60934 | 1.63134 | ||
| 19 | 2024.11.08 16:00 | buy | 7 | 0.10 | 1.62879 | 0.00000 | 0.00000 | ||
| 20 | 2024.11.08 16:00 | modify | 7 | 0.10 | 1.62879 | 1.62434 | 1.63134 | ||
| 21 | 2024.11.08 16:00 | modify | 6 | 0.10 | 1.61734 | 1.62434 | 1.63134 | ||
| 22 | 2024.11.11 08:00 | s/l | 6 | 0.10 | 1.62434 | 1.62434 | 1.63134 | 44.88 | 855.47 |
| 23 | 2024.11.11 08:00 | s/l | 7 | 0.10 | 1.62434 | 1.62434 | 1.63134 | -30.61 | 824.86 |
| 24 | 2024.11.21 12:00 | buy | 8 | 0.10 | 1.61423 | 0.00000 | 0.00000 | ||
| 25 | 2024.11.21 12:00 | modify | 8 | 0.10 | 1.61423 | 1.60623 | 1.62823 | ||
| 26 | 2024.11.22 00:00 | s/l | 8 | 0.10 | 1.60623 | 1.60623 | 1.62823 | -54.30 | 770.57 |
| 27 | 2024.11.22 12:00 | buy | 9 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.22 12:00 | modify | 9 | 0.10 | 1.60215 | 1.59415 | 1.61615 | ||
| 29 | 2024.11.25 16:00 | buy | 10 | 0.10 | 1.61345 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.25 16:00 | modify | 10 | 0.10 | 1.61345 | 1.60915 | 1.61615 | ||
| 31 | 2024.11.25 16:00 | modify | 9 | 0.10 | 1.60215 | 1.60915 | 1.61615 | ||
| 32 | 2024.11.25 20:00 | t/p | 9 | 0.10 | 1.61615 | 1.60915 | 1.61615 | 92.49 | 863.06 |
| 33 | 2024.11.25 20:00 | t/p | 10 | 0.10 | 1.61615 | 1.60915 | 1.61615 | 18.01 | 881.07 |
| 34 | 2024.12.06 16:00 | sell | 11 | 0.10 | 1.65309 | 0.00000 | 0.00000 | ||
| 35 | 2024.12.06 16:00 | modify | 11 | 0.10 | 1.65309 | 1.66109 | 1.63909 | ||
| 36 | 2024.12.09 16:00 | t/p | 11 | 0.10 | 1.63909 | 1.66109 | 1.63909 | 93.69 | 974.76 |
| 37 | 2025.01.02 16:00 | buy | 12 | 0.10 | 1.65492 | 0.00000 | 0.00000 | ||
| 38 | 2025.01.02 16:00 | modify | 12 | 0.10 | 1.65492 | 1.64692 | 1.66892 | ||
| 39 | 2025.01.27 12:00 | t/p | 12 | 0.10 | 1.66892 | 1.64692 | 1.66892 | 72.33 | 1047.09 |
| 40 | 2025.02.13 08:00 | sell | 13 | 0.10 | 1.65904 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.13 08:00 | modify | 13 | 0.10 | 1.65904 | 1.66704 | 1.64504 | ||
| 42 | 2025.02.17 16:00 | t/p | 13 | 0.10 | 1.64504 | 1.66704 | 1.64504 | 93.95 | 1141.04 |
| 43 | 2025.03.07 08:00 | sell | 14 | 0.10 | 1.71637 | 0.00000 | 0.00000 | ||
| 44 | 2025.03.07 08:00 | modify | 14 | 0.10 | 1.71637 | 1.72437 | 1.70237 | ||
| 45 | 2025.03.07 16:00 | s/l | 14 | 0.10 | 1.72437 | 1.72437 | 1.70237 | -53.39 | 1087.65 |
| 46 | 2025.03.11 16:00 | sell | 15 | 0.10 | 1.73869 | 0.00000 | 0.00000 | ||
| 47 | 2025.03.11 16:00 | modify | 15 | 0.10 | 1.73869 | 1.74669 | 1.72469 | ||
| 48 | 2025.03.12 20:00 | t/p | 15 | 0.10 | 1.72469 | 1.74669 | 1.72469 | 93.69 | 1181.34 |
| 49 | 2025.03.25 12:00 | buy | 16 | 0.10 | 1.71253 | 0.00000 | 0.00000 | ||
| 50 | 2025.03.25 12:00 | modify | 16 | 0.10 | 1.71253 | 1.70453 | 1.72653 | ||
| 51 | 2025.03.28 16:00 | buy | 17 | 0.10 | 1.71903 | 0.00000 | 0.00000 | ||
| 52 | 2025.03.28 16:00 | modify | 17 | 0.10 | 1.71903 | 1.71393 | 1.72653 | ||
| 53 | 2025.03.28 16:00 | modify | 16 | 0.10 | 1.71253 | 1.71393 | 1.72653 | ||
| 54 | 2025.03.31 08:00 | t/p | 16 | 0.10 | 1.72653 | 1.71393 | 1.72653 | 87.91 | 1269.25 |
| 55 | 2025.03.31 08:00 | t/p | 17 | 0.10 | 1.72653 | 1.71393 | 1.72653 | 49.12 | 1318.37 |
| 56 | 2025.03.31 12:00 | sell | 18 | 0.10 | 1.73084 | 0.00000 | 0.00000 | ||
| 57 | 2025.03.31 12:00 | modify | 18 | 0.10 | 1.73084 | 1.73884 | 1.71684 | ||
| 58 | 2025.04.02 00:00 | t/p | 18 | 0.10 | 1.71684 | 1.73884 | 1.71684 | 93.95 | 1412.33 |
| 59 | 2025.05.12 08:00 | buy | 19 | 0.10 | 1.73412 | 0.00000 | 0.00000 | ||
| 60 | 2025.05.12 08:00 | modify | 19 | 0.10 | 1.73412 | 1.72612 | 1.74812 | ||
| 61 | 2025.05.13 20:00 | s/l | 19 | 0.10 | 1.72612 | 1.72612 | 1.74812 | -54.30 | 1358.03 |
| 62 | 2025.06.20 16:00 | sell | 20 | 0.10 | 1.78490 | 0.00000 | 0.00000 | ||
| 63 | 2025.06.20 16:00 | modify | 20 | 0.10 | 1.78490 | 1.79290 | 1.77090 | ||
| 64 | 2025.06.23 04:00 | s/l | 20 | 0.10 | 1.79290 | 1.79290 | 1.77090 | -53.13 | 1304.90 |
| 65 | 2025.07.10 16:00 | buy | 21 | 0.10 | 1.77902 | 0.00000 | 0.00000 | ||
| 66 | 2025.07.10 16:00 | modify | 21 | 0.10 | 1.77902 | 1.77102 | 1.79302 | ||
| 67 | 2025.07.17 04:00 | t/p | 21 | 0.10 | 1.79302 | 1.77102 | 1.79302 | 87.00 | 1391.90 |
| 68 | 2025.07.17 08:00 | sell | 22 | 0.10 | 1.79283 | 0.00000 | 0.00000 | ||
| 69 | 2025.07.17 08:00 | modify | 22 | 0.10 | 1.79283 | 1.80083 | 1.77883 | ||
| 70 | 2025.07.18 08:00 | sell | 23 | 0.10 | 1.78562 | 0.00000 | 0.00000 | ||
| 71 | 2025.07.18 08:00 | modify | 23 | 0.10 | 1.78562 | 1.78933 | 1.77883 | ||
| 72 | 2025.07.18 08:00 | modify | 22 | 0.10 | 1.79283 | 1.78933 | 1.77883 | ||
| 73 | 2025.07.20 20:00 | sell | 24 | 0.10 | 1.78151 | 0.00000 | 0.00000 | ||
| 74 | 2025.07.20 20:00 | modify | 24 | 0.10 | 1.78151 | 1.78583 | 1.77883 | ||
| 75 | 2025.07.20 20:00 | modify | 23 | 0.10 | 1.78562 | 1.78583 | 1.77883 | ||
| 76 | 2025.07.20 20:00 | modify | 22 | 0.10 | 1.79283 | 1.78583 | 1.77883 | ||
| 77 | 2025.07.21 00:00 | s/l | 22 | 0.10 | 1.78583 | 1.78583 | 1.77883 | 47.23 | 1439.14 |
| 78 | 2025.07.21 00:00 | s/l | 23 | 0.10 | 1.78583 | 1.78583 | 1.77883 | -1.15 | 1437.99 |
| 79 | 2025.07.21 00:00 | s/l | 24 | 0.10 | 1.78583 | 1.78583 | 1.77883 | -28.57 | 1409.42 |
| 80 | 2025.07.22 08:00 | sell | 25 | 0.10 | 1.79617 | 0.00000 | 0.00000 | ||
| 81 | 2025.07.22 08:00 | modify | 25 | 0.10 | 1.79617 | 1.80417 | 1.78217 | ||
| 82 | 2025.07.23 08:00 | sell | 26 | 0.10 | 1.78478 | 0.00000 | 0.00000 | ||
| 83 | 2025.07.23 08:00 | modify | 26 | 0.10 | 1.78478 | 1.78917 | 1.78217 | ||
| 84 | 2025.07.23 08:00 | modify | 25 | 0.10 | 1.79617 | 1.78917 | 1.78217 | ||
| 85 | 2025.07.23 12:00 | t/p | 25 | 0.10 | 1.78217 | 1.78917 | 1.78217 | 93.69 | 1503.11 |
| 86 | 2025.07.23 12:00 | t/p | 26 | 0.10 | 1.78217 | 1.78917 | 1.78217 | 17.42 | 1520.53 |
| 87 | 2025.08.20 16:00 | sell | 27 | 0.10 | 1.81220 | 0.00000 | 0.00000 | ||
| 88 | 2025.08.20 16:00 | modify | 27 | 0.10 | 1.81220 | 1.82020 | 1.79820 | ||
| 89 | 2025.08.25 16:00 | t/p | 27 | 0.10 | 1.79820 | 1.82020 | 1.79820 | 94.74 | 1615.27 |
| 90 | 2025.08.25 16:00 | buy | 28 | 0.10 | 1.79599 | 0.00000 | 0.00000 | ||
| 91 | 2025.08.25 16:00 | modify | 28 | 0.10 | 1.79599 | 1.78799 | 1.80999 | ||
| 92 | 2025.08.27 16:00 | s/l | 28 | 0.10 | 1.78799 | 1.78799 | 1.80999 | -55.21 | 1560.06 |