Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2025.01.01 20:00 - 2025.12.31 23:59 (2025.01.01 - 2026.01.01) | ||||
| 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=75; 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=22; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1435.52 | Gross profit | 1965.58 | Gross loss | -530.06 |
| Profit factor | 3.71 | Expected payoff | 51.27 | ||
| Absolute drawdown | 124.51 | Maximal drawdown | 286.97 (12.10%) | Relative drawdown | 12.96% (130.40) |
| Total trades | 28 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
| Largest | profit trade | 152.86 | loss trade | -132.63 | |
| Average | profit trade | 93.60 | loss trade | -75.72 | |
| Maximum | consecutive wins (profit in money) | 7 (649.16) | consecutive losses (loss in money) | 2 (-78.80) | |
| Maximal | consecutive profit (count of wins) | 649.16 (7) | consecutive loss (count of losses) | -132.63 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.08 16:00 | buy | 1 | 0.10 | 1.03047 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.08 16:00 | modify | 1 | 0.10 | 1.03047 | 1.01847 | 1.04547 | ||
| 3 | 2025.01.13 12:00 | s/l | 1 | 0.10 | 1.01847 | 1.01847 | 1.04547 | -124.51 | 875.49 |
| 4 | 2025.01.13 16:00 | buy | 2 | 0.10 | 1.01999 | 0.00000 | 0.00000 | ||
| 5 | 2025.01.13 16:00 | modify | 2 | 0.10 | 1.01999 | 1.00799 | 1.03499 | ||
| 6 | 2025.01.15 16:00 | t/p | 2 | 0.10 | 1.03499 | 1.00799 | 1.03499 | 148.20 | 1023.69 |
| 7 | 2025.02.03 08:00 | buy | 3 | 0.10 | 1.02278 | 0.00000 | 0.00000 | ||
| 8 | 2025.02.03 08:00 | modify | 3 | 0.10 | 1.02278 | 1.01078 | 1.03778 | ||
| 9 | 2025.02.04 16:00 | t/p | 3 | 0.10 | 1.03778 | 1.01078 | 1.03778 | 149.10 | 1172.78 |
| 10 | 2025.02.10 08:00 | buy | 4 | 0.10 | 1.03159 | 0.00000 | 0.00000 | ||
| 11 | 2025.02.10 08:00 | modify | 4 | 0.10 | 1.03159 | 1.01959 | 1.04659 | ||
| 12 | 2025.02.12 20:00 | buy | 5 | 0.10 | 1.03938 | 0.00000 | 0.00000 | ||
| 13 | 2025.02.12 20:00 | modify | 5 | 0.10 | 1.03938 | 1.03309 | 1.04659 | ||
| 14 | 2025.02.12 20:00 | buy | 6 | 0.10 | 1.03938 | 0.00000 | 0.00000 | ||
| 15 | 2025.02.12 20:00 | modify | 6 | 0.10 | 1.03938 | 1.03534 | 1.04659 | ||
| 16 | 2025.02.12 20:00 | modify | 4 | 0.10 | 1.03159 | 1.03534 | 1.04659 | ||
| 17 | 2025.02.13 00:00 | modify | 5 | 0.10 | 1.03938 | 1.03534 | 1.04659 | ||
| 18 | 2025.02.13 08:00 | buy | 7 | 0.10 | 1.04286 | 0.00000 | 0.00000 | ||
| 19 | 2025.02.13 08:00 | modify | 7 | 0.10 | 1.04286 | 1.03684 | 1.04659 | ||
| 20 | 2025.02.13 08:00 | modify | 6 | 0.10 | 1.03938 | 1.03684 | 1.04659 | ||
| 21 | 2025.02.13 08:00 | modify | 5 | 0.10 | 1.03938 | 1.03684 | 1.04659 | ||
| 22 | 2025.02.13 08:00 | modify | 4 | 0.10 | 1.03159 | 1.03684 | 1.04659 | ||
| 23 | 2025.02.14 00:00 | t/p | 4 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 144.59 | 1317.37 |
| 24 | 2025.02.14 00:00 | t/p | 5 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 68.49 | 1385.86 |
| 25 | 2025.02.14 00:00 | t/p | 6 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 68.49 | 1454.36 |
| 26 | 2025.02.14 00:00 | t/p | 7 | 0.10 | 1.04659 | 1.03684 | 1.04659 | 36.40 | 1490.75 |
| 27 | 2025.02.19 20:00 | buy | 8 | 0.10 | 1.04285 | 0.00000 | 0.00000 | ||
| 28 | 2025.02.19 20:00 | modify | 8 | 0.10 | 1.04285 | 1.03085 | 1.05785 | ||
| 29 | 2025.02.20 20:00 | buy | 9 | 0.10 | 1.05045 | 0.00000 | 0.00000 | ||
| 30 | 2025.02.20 20:00 | modify | 9 | 0.10 | 1.05045 | 1.04435 | 1.05785 | ||
| 31 | 2025.02.20 20:00 | buy | 10 | 0.10 | 1.05045 | 0.00000 | 0.00000 | ||
| 32 | 2025.02.20 20:00 | modify | 10 | 0.10 | 1.05045 | 1.04660 | 1.05785 | ||
| 33 | 2025.02.20 20:00 | modify | 8 | 0.10 | 1.04285 | 1.04660 | 1.05785 | ||
| 34 | 2025.02.21 00:00 | modify | 9 | 0.10 | 1.05045 | 1.04660 | 1.05785 | ||
| 35 | 2025.02.21 12:00 | s/l | 8 | 0.10 | 1.04660 | 1.04660 | 1.05785 | 33.89 | 1524.65 |
| 36 | 2025.02.21 12:00 | s/l | 9 | 0.10 | 1.04660 | 1.04660 | 1.05785 | -39.40 | 1485.24 |
| 37 | 2025.02.21 12:00 | s/l | 10 | 0.10 | 1.04660 | 1.04660 | 1.05785 | -39.40 | 1445.84 |
| 38 | 2025.03.17 20:00 | sell | 11 | 0.10 | 1.09208 | 0.00000 | 0.00000 | ||
| 39 | 2025.03.17 20:00 | modify | 11 | 0.10 | 1.09208 | 1.10408 | 1.07708 | ||
| 40 | 2025.03.21 16:00 | sell | 12 | 0.10 | 1.08060 | 0.00000 | 0.00000 | ||
| 41 | 2025.03.21 16:00 | modify | 12 | 0.10 | 1.08060 | 1.08683 | 1.07708 | ||
| 42 | 2025.03.21 16:00 | modify | 11 | 0.10 | 1.09208 | 1.08683 | 1.07708 | ||
| 43 | 2025.03.26 16:00 | t/p | 11 | 0.10 | 1.07708 | 1.08683 | 1.07708 | 151.84 | 1597.68 |
| 44 | 2025.03.26 16:00 | t/p | 12 | 0.10 | 1.07708 | 1.08683 | 1.07708 | 35.81 | 1633.49 |
| 45 | 2025.04.21 12:00 | sell | 13 | 0.10 | 1.15427 | 0.00000 | 0.00000 | ||
| 46 | 2025.04.21 12:00 | modify | 13 | 0.10 | 1.15427 | 1.16627 | 1.13927 | ||
| 47 | 2025.04.22 16:00 | sell | 14 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 48 | 2025.04.22 16:00 | modify | 14 | 0.10 | 1.14652 | 1.15277 | 1.13927 | ||
| 49 | 2025.04.22 16:00 | sell | 15 | 0.10 | 1.14652 | 0.00000 | 0.00000 | ||
| 50 | 2025.04.22 16:00 | modify | 15 | 0.10 | 1.14652 | 1.15052 | 1.13927 | ||
| 51 | 2025.04.22 16:00 | modify | 13 | 0.10 | 1.15427 | 1.15052 | 1.13927 | ||
| 52 | 2025.04.22 20:00 | modify | 14 | 0.10 | 1.14652 | 1.15052 | 1.13927 | ||
| 53 | 2025.04.23 00:00 | t/p | 13 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 150.41 | 1783.90 |
| 54 | 2025.04.23 00:00 | t/p | 14 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 72.70 | 1856.60 |
| 55 | 2025.04.23 00:00 | t/p | 15 | 0.10 | 1.13927 | 1.15052 | 1.13927 | 72.70 | 1929.31 |
| 56 | 2025.05.12 12:00 | buy | 16 | 0.10 | 1.11140 | 0.00000 | 0.00000 | ||
| 57 | 2025.05.12 12:00 | modify | 16 | 0.10 | 1.11140 | 1.09940 | 1.12640 | ||
| 58 | 2025.05.14 12:00 | t/p | 16 | 0.10 | 1.12640 | 1.09940 | 1.12640 | 148.20 | 2077.50 |
| 59 | 2025.06.12 16:00 | sell | 17 | 0.10 | 1.15769 | 0.00000 | 0.00000 | ||
| 60 | 2025.06.12 16:00 | modify | 17 | 0.10 | 1.15769 | 1.16969 | 1.14269 | ||
| 61 | 2025.06.26 04:00 | s/l | 17 | 0.10 | 1.16969 | 1.16969 | 1.14269 | -117.14 | 1960.36 |
| 62 | 2025.07.01 08:00 | sell | 18 | 0.10 | 1.17856 | 0.00000 | 0.00000 | ||
| 63 | 2025.07.01 08:00 | modify | 18 | 0.10 | 1.17856 | 1.19056 | 1.16356 | ||
| 64 | 2025.07.14 16:00 | sell | 19 | 0.10 | 1.16710 | 0.00000 | 0.00000 | ||
| 65 | 2025.07.14 16:00 | modify | 19 | 0.10 | 1.16710 | 1.17331 | 1.16356 | ||
| 66 | 2025.07.14 16:00 | modify | 18 | 0.10 | 1.17856 | 1.17331 | 1.16356 | ||
| 67 | 2025.07.15 16:00 | t/p | 18 | 0.10 | 1.16356 | 1.17331 | 1.16356 | 152.86 | 2113.21 |
| 68 | 2025.07.15 16:00 | t/p | 19 | 0.10 | 1.16356 | 1.17331 | 1.16356 | 35.60 | 2148.82 |
| 69 | 2025.08.13 16:00 | sell | 20 | 0.10 | 1.17136 | 0.00000 | 0.00000 | ||
| 70 | 2025.08.13 16:00 | modify | 20 | 0.10 | 1.17136 | 1.18336 | 1.15636 | ||
| 71 | 2025.08.27 00:00 | sell | 21 | 0.10 | 1.16370 | 0.00000 | 0.00000 | ||
| 72 | 2025.08.27 00:00 | modify | 21 | 0.10 | 1.16370 | 1.16986 | 1.15636 | ||
| 73 | 2025.08.27 00:00 | sell | 22 | 0.10 | 1.16370 | 0.00000 | 0.00000 | ||
| 74 | 2025.08.27 00:00 | modify | 22 | 0.10 | 1.16370 | 1.16761 | 1.15636 | ||
| 75 | 2025.08.27 00:00 | modify | 20 | 0.10 | 1.17136 | 1.16761 | 1.15636 | ||
| 76 | 2025.08.27 04:00 | modify | 21 | 0.10 | 1.16370 | 1.16761 | 1.15636 | ||
| 77 | 2025.08.28 12:00 | s/l | 20 | 0.10 | 1.16761 | 1.16761 | 1.15636 | 40.97 | 2189.79 |
| 78 | 2025.08.28 12:00 | s/l | 21 | 0.10 | 1.16761 | 1.16761 | 1.15636 | -38.49 | 2151.30 |
| 79 | 2025.08.28 12:00 | s/l | 22 | 0.10 | 1.16761 | 1.16761 | 1.15636 | -38.49 | 2112.81 |
| 80 | 2025.09.02 12:00 | buy | 23 | 0.10 | 1.16497 | 0.00000 | 0.00000 | ||
| 81 | 2025.09.02 12:00 | modify | 23 | 0.10 | 1.16497 | 1.15297 | 1.17997 | ||
| 82 | 2025.09.15 12:00 | buy | 24 | 0.10 | 1.17640 | 0.00000 | 0.00000 | ||
| 83 | 2025.09.15 12:00 | modify | 24 | 0.10 | 1.17640 | 1.17022 | 1.17997 | ||
| 84 | 2025.09.15 12:00 | modify | 23 | 0.10 | 1.16497 | 1.17022 | 1.17997 | ||
| 85 | 2025.09.16 08:00 | t/p | 23 | 0.10 | 1.17997 | 1.17022 | 1.17997 | 137.37 | 2250.18 |
| 86 | 2025.09.16 08:00 | t/p | 24 | 0.10 | 1.17997 | 1.17022 | 1.17997 | 34.80 | 2284.98 |
| 87 | 2025.10.09 20:00 | buy | 25 | 0.10 | 1.15623 | 0.00000 | 0.00000 | ||
| 88 | 2025.10.09 20:00 | modify | 25 | 0.10 | 1.15623 | 1.14423 | 1.17123 | ||
| 89 | 2025.10.15 08:00 | buy | 26 | 0.10 | 1.16385 | 0.00000 | 0.00000 | ||
| 90 | 2025.10.15 08:00 | modify | 26 | 0.10 | 1.16385 | 1.15773 | 1.17123 | ||
| 91 | 2025.10.15 08:00 | buy | 27 | 0.10 | 1.16385 | 0.00000 | 0.00000 | ||
| 92 | 2025.10.15 08:00 | modify | 27 | 0.10 | 1.16385 | 1.15998 | 1.17123 | ||
| 93 | 2025.10.15 08:00 | modify | 25 | 0.10 | 1.15623 | 1.15998 | 1.17123 | ||
| 94 | 2025.10.15 12:00 | modify | 26 | 0.10 | 1.16385 | 1.15998 | 1.17123 | ||
| 95 | 2025.10.17 08:00 | t/p | 25 | 0.10 | 1.17123 | 1.15998 | 1.17123 | 142.78 | 2427.76 |
| 96 | 2025.10.17 08:00 | t/p | 26 | 0.10 | 1.17123 | 1.15998 | 1.17123 | 70.19 | 2497.96 |
| 97 | 2025.10.17 08:00 | t/p | 27 | 0.10 | 1.17123 | 1.15998 | 1.17123 | 70.19 | 2568.15 |
| 98 | 2025.10.21 16:00 | buy | 28 | 0.10 | 1.16182 | 0.00000 | 0.00000 | ||
| 99 | 2025.10.21 16:00 | modify | 28 | 0.10 | 1.16182 | 1.14982 | 1.17682 | ||
| 100 | 2025.11.04 04:00 | s/l | 28 | 0.10 | 1.14982 | 1.14982 | 1.17682 | -132.63 | 2435.52 |