Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 529.72 | Gross profit | 1261.30 | Gross loss | -731.58 |
| Profit factor | 1.72 | Expected payoff | 16.55 | ||
| Absolute drawdown | 106.77 | Maximal drawdown | 330.04 (23.66%) | Relative drawdown | 23.66% (330.04) |
| Total trades | 32 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 19 (59.38%) | Loss trades (% of total) | 13 (40.62%) | ||
| Largest | profit trade | 100.77 | loss trade | -74.40 | |
| Average | profit trade | 66.38 | loss trade | -56.28 | |
| Maximum | consecutive wins (profit in money) | 5 (286.86) | consecutive losses (loss in money) | 4 (-284.57) | |
| Maximal | consecutive profit (count of wins) | 286.86 (5) | consecutive loss (count of losses) | -284.57 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 1.62266 | 1.64866 | ||
| 3 | 2024.11.07 04:00 | s/l | 1 | 0.10 | 1.62266 | 1.62266 | 1.64866 | -74.40 | 925.60 |
| 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 | 1.64005 | 1.61405 | ||
| 6 | 2024.11.19 20:00 | sell | 3 | 0.10 | 1.62209 | 0.00000 | 0.00000 | ||
| 7 | 2024.11.19 20:00 | modify | 3 | 0.10 | 1.62209 | 1.62380 | 1.61405 | ||
| 8 | 2024.11.19 20:00 | modify | 2 | 0.10 | 1.62905 | 1.62380 | 1.61405 | ||
| 9 | 2024.11.20 04:00 | s/l | 2 | 0.10 | 1.62380 | 1.62380 | 1.61405 | 36.28 | 961.87 |
| 10 | 2024.11.20 04:00 | s/l | 3 | 0.10 | 1.62380 | 1.62380 | 1.61405 | -10.87 | 951.00 |
| 11 | 2024.12.06 20:00 | sell | 4 | 0.10 | 1.65291 | 0.00000 | 0.00000 | ||
| 12 | 2024.12.06 20:00 | modify | 4 | 0.10 | 1.65291 | 1.66391 | 1.63791 | ||
| 13 | 2024.12.09 08:00 | sell | 5 | 0.10 | 1.64455 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.09 08:00 | modify | 5 | 0.10 | 1.64455 | 1.64916 | 1.63791 | ||
| 15 | 2024.12.09 08:00 | modify | 4 | 0.10 | 1.65291 | 1.64916 | 1.63791 | ||
| 16 | 2024.12.09 16:00 | t/p | 4 | 0.10 | 1.63791 | 1.64916 | 1.63791 | 98.18 | 1049.18 |
| 17 | 2024.12.09 16:00 | t/p | 5 | 0.10 | 1.63791 | 1.64916 | 1.63791 | 43.33 | 1092.51 |
| 18 | 2024.12.09 20:00 | buy | 6 | 0.10 | 1.63830 | 0.00000 | 0.00000 | ||
| 19 | 2024.12.09 20:00 | modify | 6 | 0.10 | 1.63830 | 1.62730 | 1.65330 | ||
| 20 | 2024.12.10 04:00 | t/p | 6 | 0.10 | 1.65330 | 1.62730 | 1.65330 | 97.01 | 1189.52 |
| 21 | 2024.12.17 20:00 | sell | 7 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.17 20:00 | modify | 7 | 0.10 | 1.65543 | 1.66643 | 1.64043 | ||
| 23 | 2024.12.19 00:00 | s/l | 7 | 0.10 | 1.66643 | 1.66643 | 1.64043 | -70.64 | 1118.88 |
| 24 | 2025.01.02 20:00 | buy | 8 | 0.10 | 1.65543 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.02 20:00 | modify | 8 | 0.10 | 1.65543 | 1.64443 | 1.67043 | ||
| 26 | 2025.01.10 00:00 | buy | 9 | 0.10 | 1.66374 | 0.00000 | 0.00000 | ||
| 27 | 2025.01.10 00:00 | modify | 9 | 0.10 | 1.66374 | 1.65918 | 1.67043 | ||
| 28 | 2025.01.10 00:00 | modify | 8 | 0.10 | 1.65543 | 1.65918 | 1.67043 | ||
| 29 | 2025.01.13 12:00 | s/l | 8 | 0.10 | 1.65918 | 1.65918 | 1.67043 | 16.60 | 1135.48 |
| 30 | 2025.01.13 12:00 | s/l | 9 | 0.10 | 1.65918 | 1.65918 | 1.67043 | -30.62 | 1104.86 |
| 31 | 2025.01.13 20:00 | buy | 10 | 0.10 | 1.65873 | 0.00000 | 0.00000 | ||
| 32 | 2025.01.13 20:00 | modify | 10 | 0.10 | 1.65873 | 1.64773 | 1.67373 | ||
| 33 | 2025.01.28 08:00 | buy | 11 | 0.10 | 1.66927 | 0.00000 | 0.00000 | ||
| 34 | 2025.01.28 08:00 | modify | 11 | 0.10 | 1.66927 | 1.66398 | 1.67373 | ||
| 35 | 2025.01.28 08:00 | modify | 10 | 0.10 | 1.65873 | 1.66398 | 1.67373 | ||
| 36 | 2025.01.29 04:00 | t/p | 10 | 0.10 | 1.67373 | 1.66398 | 1.67373 | 83.89 | 1188.75 |
| 37 | 2025.01.29 04:00 | t/p | 11 | 0.10 | 1.67373 | 1.66398 | 1.67373 | 28.23 | 1216.98 |
| 38 | 2025.02.12 20:00 | sell | 12 | 0.10 | 1.65295 | 0.00000 | 0.00000 | ||
| 39 | 2025.02.12 20:00 | modify | 12 | 0.10 | 1.65295 | 1.66395 | 1.63795 | ||
| 40 | 2025.02.19 00:00 | sell | 13 | 0.10 | 1.64467 | 0.00000 | 0.00000 | ||
| 41 | 2025.02.19 00:00 | modify | 13 | 0.10 | 1.64467 | 1.64920 | 1.63795 | ||
| 42 | 2025.02.19 00:00 | modify | 12 | 0.10 | 1.65295 | 1.64920 | 1.63795 | ||
| 43 | 2025.02.19 08:00 | sell | 14 | 0.10 | 1.64230 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.19 08:00 | modify | 14 | 0.10 | 1.64230 | 1.64770 | 1.63795 | ||
| 45 | 2025.02.19 08:00 | modify | 13 | 0.10 | 1.64467 | 1.64770 | 1.63795 | ||
| 46 | 2025.02.19 08:00 | modify | 12 | 0.10 | 1.65295 | 1.64770 | 1.63795 | ||
| 47 | 2025.02.20 08:00 | t/p | 12 | 0.10 | 1.63795 | 1.64770 | 1.63795 | 100.77 | 1317.75 |
| 48 | 2025.02.20 08:00 | t/p | 13 | 0.10 | 1.63795 | 1.64770 | 1.63795 | 44.71 | 1362.46 |
| 49 | 2025.02.20 08:00 | t/p | 14 | 0.10 | 1.63795 | 1.64770 | 1.63795 | 29.25 | 1391.72 |
| 50 | 2025.02.25 20:00 | sell | 15 | 0.10 | 1.65713 | 0.00000 | 0.00000 | ||
| 51 | 2025.02.25 20:00 | modify | 15 | 0.10 | 1.65713 | 1.66813 | 1.64213 | ||
| 52 | 2025.02.28 00:00 | s/l | 15 | 0.10 | 1.66813 | 1.66813 | 1.64213 | -70.35 | 1321.37 |
| 53 | 2025.02.28 12:00 | sell | 16 | 0.10 | 1.67213 | 0.00000 | 0.00000 | ||
| 54 | 2025.02.28 12:00 | modify | 16 | 0.10 | 1.67213 | 1.68313 | 1.65713 | ||
| 55 | 2025.03.03 20:00 | s/l | 16 | 0.10 | 1.68313 | 1.68313 | 1.65713 | -71.50 | 1249.87 |
| 56 | 2025.03.04 12:00 | sell | 17 | 0.10 | 1.69052 | 0.00000 | 0.00000 | ||
| 57 | 2025.03.04 12:00 | modify | 17 | 0.10 | 1.69052 | 1.70152 | 1.67552 | ||
| 58 | 2025.03.05 08:00 | s/l | 17 | 0.10 | 1.70152 | 1.70152 | 1.67552 | -71.50 | 1178.37 |
| 59 | 2025.03.07 16:00 | sell | 18 | 0.10 | 1.72171 | 0.00000 | 0.00000 | ||
| 60 | 2025.03.07 16:00 | modify | 18 | 0.10 | 1.72171 | 1.73271 | 1.70671 | ||
| 61 | 2025.03.11 04:00 | s/l | 18 | 0.10 | 1.73271 | 1.73271 | 1.70671 | -71.21 | 1107.15 |
| 62 | 2025.03.25 16:00 | buy | 19 | 0.10 | 1.71309 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.25 16:00 | modify | 19 | 0.10 | 1.71309 | 1.70209 | 1.72809 | ||
| 64 | 2025.03.31 12:00 | t/p | 19 | 0.10 | 1.72809 | 1.70209 | 1.72809 | 92.64 | 1199.79 |
| 65 | 2025.03.31 20:00 | sell | 20 | 0.10 | 1.73033 | 0.00000 | 0.00000 | ||
| 66 | 2025.03.31 20:00 | modify | 20 | 0.10 | 1.73033 | 1.74133 | 1.71533 | ||
| 67 | 2025.04.02 04:00 | t/p | 20 | 0.10 | 1.71533 | 1.74133 | 1.71533 | 98.48 | 1298.26 |
| 68 | 2025.04.02 12:00 | buy | 21 | 0.10 | 1.71331 | 0.00000 | 0.00000 | ||
| 69 | 2025.04.02 12:00 | modify | 21 | 0.10 | 1.71331 | 1.70231 | 1.72831 | ||
| 70 | 2025.04.03 00:00 | t/p | 21 | 0.10 | 1.72831 | 1.70231 | 1.72831 | 95.26 | 1393.52 |
| 71 | 2025.04.04 08:00 | sell | 22 | 0.10 | 1.77128 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.04 08:00 | modify | 22 | 0.10 | 1.77128 | 1.78228 | 1.75628 | ||
| 73 | 2025.04.04 12:00 | s/l | 22 | 0.10 | 1.78228 | 1.78228 | 1.75628 | -71.79 | 1321.73 |
| 74 | 2025.06.22 20:00 | sell | 23 | 0.10 | 1.78049 | 0.00000 | 0.00000 | ||
| 75 | 2025.06.22 20:00 | modify | 23 | 0.10 | 1.78049 | 1.79149 | 1.76549 | ||
| 76 | 2025.06.23 04:00 | s/l | 23 | 0.10 | 1.79149 | 1.79149 | 1.76549 | -71.50 | 1250.23 |
| 77 | 2025.07.07 08:00 | sell | 24 | 0.10 | 1.80564 | 0.00000 | 0.00000 | ||
| 78 | 2025.07.07 08:00 | modify | 24 | 0.10 | 1.80564 | 1.81664 | 1.79064 | ||
| 79 | 2025.07.08 08:00 | sell | 25 | 0.10 | 1.79709 | 0.00000 | 0.00000 | ||
| 80 | 2025.07.08 08:00 | modify | 25 | 0.10 | 1.79709 | 1.80189 | 1.79064 | ||
| 81 | 2025.07.08 08:00 | modify | 24 | 0.10 | 1.80564 | 1.80189 | 1.79064 | ||
| 82 | 2025.07.09 08:00 | t/p | 24 | 0.10 | 1.79064 | 1.80189 | 1.79064 | 98.48 | 1348.71 |
| 83 | 2025.07.09 08:00 | t/p | 25 | 0.10 | 1.79064 | 1.80189 | 1.79064 | 42.39 | 1391.09 |
| 84 | 2025.07.14 20:00 | sell | 26 | 0.10 | 1.78203 | 0.00000 | 0.00000 | ||
| 85 | 2025.07.14 20:00 | modify | 26 | 0.10 | 1.78203 | 1.79303 | 1.76703 | ||
| 86 | 2025.07.17 04:00 | s/l | 26 | 0.10 | 1.79303 | 1.79303 | 1.76703 | -70.35 | 1320.75 |
| 87 | 2025.07.17 12:00 | sell | 27 | 0.10 | 1.79218 | 0.00000 | 0.00000 | ||
| 88 | 2025.07.17 12:00 | modify | 27 | 0.10 | 1.79218 | 1.80318 | 1.77718 | ||
| 89 | 2025.07.20 20:00 | sell | 28 | 0.10 | 1.78151 | 0.00000 | 0.00000 | ||
| 90 | 2025.07.20 20:00 | modify | 28 | 0.10 | 1.78151 | 1.78693 | 1.77718 | ||
| 91 | 2025.07.20 20:00 | modify | 27 | 0.10 | 1.79218 | 1.78693 | 1.77718 | ||
| 92 | 2025.07.21 00:00 | s/l | 27 | 0.10 | 1.78693 | 1.78693 | 1.77718 | 34.84 | 1355.58 |
| 93 | 2025.07.21 00:00 | s/l | 28 | 0.10 | 1.78693 | 1.78693 | 1.77718 | -35.08 | 1320.50 |
| 94 | 2025.07.21 20:00 | sell | 29 | 0.10 | 1.79191 | 0.00000 | 0.00000 | ||
| 95 | 2025.07.21 20:00 | modify | 29 | 0.10 | 1.79191 | 1.80291 | 1.77691 | ||
| 96 | 2025.07.24 12:00 | t/p | 29 | 0.10 | 1.77691 | 1.80291 | 1.77691 | 99.33 | 1419.83 |
| 97 | 2025.07.29 08:00 | buy | 30 | 0.10 | 1.77686 | 0.00000 | 0.00000 | ||
| 98 | 2025.07.29 08:00 | modify | 30 | 0.10 | 1.77686 | 1.76586 | 1.79186 | ||
| 99 | 2025.08.01 20:00 | t/p | 30 | 0.10 | 1.79186 | 1.76586 | 1.79186 | 93.51 | 1513.34 |
| 100 | 2025.09.10 20:00 | buy | 31 | 0.10 | 1.76845 | 0.00000 | 0.00000 | ||
| 101 | 2025.09.10 20:00 | modify | 31 | 0.10 | 1.76845 | 1.75745 | 1.78345 | ||
| 102 | 2025.09.17 04:00 | buy | 32 | 0.10 | 1.77550 | 0.00000 | 0.00000 | ||
| 103 | 2025.09.17 04:00 | modify | 32 | 0.10 | 1.77550 | 1.77370 | 1.78345 | ||
| 104 | 2025.09.17 04:00 | modify | 31 | 0.10 | 1.76845 | 1.77370 | 1.78345 | ||
| 105 | 2025.09.17 12:00 | s/l | 31 | 0.10 | 1.77370 | 1.77370 | 1.78345 | 28.13 | 1541.47 |
| 106 | 2025.09.17 12:00 | s/l | 32 | 0.10 | 1.77370 | 1.77370 | 1.78345 | -11.75 | 1529.72 |