Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1740.45Gross profit2458.86Gross loss-718.41
Profit factor3.42Expected payoff48.35
Absolute drawdown0.00Maximal drawdown364.60 (3.46%)Relative drawdown3.46% (364.60)
Total trades36Short positions (won %)16 (68.75%)Long positions (won %)20 (70.00%)
Profit trades (% of total)25 (69.44%)Loss trades (% of total)11 (30.56%)
Largestprofit trade144.87loss trade-144.30
Averageprofit trade98.35loss trade-65.31
Maximumconsecutive wins (profit in money)7 (666.48)consecutive losses (loss in money)3 (-193.98)
Maximalconsecutive profit (count of wins)666.48 (7)consecutive loss (count of losses)-193.98 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.21 08:00sell10.101.092700.000000.00000
22022.04.21 08:00modify10.101.092701.106701.07970
32022.04.22 12:00t/p10.101.079701.106701.07970130.7410130.74
42022.05.12 12:00buy20.101.040220.000000.00000
52022.05.12 12:00modify20.101.040221.026221.05322
62022.05.17 12:00t/p20.101.053221.026221.05322126.7710257.52
72022.05.17 12:00sell30.101.053930.000000.00000
82022.05.17 12:00modify30.101.053931.067931.04093
92022.05.23 12:00s/l30.101.067931.067931.04093-135.5410121.98
102022.05.23 12:00sell40.101.065660.000000.00000
112022.05.23 12:00modify40.101.065661.079661.05266
122022.06.10 16:00t/p40.101.052661.079661.05266144.8710266.84
132022.07.05 12:00buy50.101.029880.000000.00000
142022.07.05 12:00modify50.101.029881.015881.04288
152022.07.07 16:00s/l50.101.015881.015881.04288-144.3010122.54
162022.07.19 08:00sell60.101.024140.000000.00000
172022.07.19 08:00modify60.101.024141.038141.01114
182022.07.26 20:00t/p60.101.011141.038141.01114135.2010257.74
192022.07.28 12:00buy70.101.012090.000000.00000
202022.07.28 12:00modify70.101.012090.998091.02509
212022.07.29 08:00t/p70.101.025090.998091.02509128.9210386.67
222022.09.09 04:00sell80.101.006920.000000.00000
232022.09.09 04:00modify80.101.006921.020920.99392
242022.09.21 08:00t/p80.100.993921.020920.99392137.4310524.10
252022.09.23 12:00buy90.100.975410.000000.00000
262022.09.23 12:00modify90.100.975410.961410.98841
272022.09.26 04:00s/l90.100.961410.961410.98841-141.0810383.02
282022.09.30 12:00buy100.100.974930.000000.00000
292022.09.30 12:00modify100.100.974930.960930.98793
302022.09.30 20:00buy110.100.980380.000000.00000
312022.09.30 20:00modify110.100.980380.976230.98793
322022.09.30 20:00modify100.100.974930.976230.98793
332022.10.03 04:00buy120.100.980840.000000.00000
342022.10.03 04:00modify120.100.980840.978180.98793
352022.10.03 04:00modify110.100.980380.978180.98793
362022.10.03 04:00modify100.100.974930.978180.98793
372022.10.03 12:00s/l100.100.978180.978180.9879331.4210414.45
382022.10.03 12:00s/l110.100.978180.978180.98793-23.0810391.37
392022.10.03 12:00s/l120.100.978180.978180.98793-26.6010364.77
402022.10.05 12:00buy130.100.990830.000000.00000
412022.10.05 12:00modify130.100.990830.976831.00383
422022.10.07 08:00s/l130.100.976830.976831.00383-144.3010220.47
432022.10.26 08:00sell140.101.003300.000000.00000
442022.10.26 08:00modify140.101.003301.017300.99030
452022.10.31 16:00t/p140.100.990301.017300.99030133.7210354.18
462022.11.03 08:00buy150.100.978650.000000.00000
472022.11.03 08:00modify150.100.978650.964650.99165
482022.11.04 16:00t/p150.100.991650.964650.99165128.9210483.11
492022.11.10 12:00buy160.100.994740.000000.00000
502022.11.10 12:00modify160.100.994740.980741.00774
512022.11.10 16:00t/p160.101.007740.980741.00774130.0010613.11
522022.11.15 08:00sell170.101.040690.000000.00000
532022.11.15 08:00modify170.101.040691.054691.02769
542022.11.16 04:00sell180.101.035330.000000.00000
552022.11.16 04:00modify180.101.035331.039391.02769
562022.11.16 04:00modify170.101.040691.039391.02769
572022.11.16 08:00s/l170.101.039391.039391.0276913.7410626.85
582022.11.16 08:00s/l180.101.039391.039391.02769-40.6010586.25
592022.11.21 12:00buy190.101.023730.000000.00000
602022.11.21 12:00modify190.101.023731.009731.03673
612022.11.22 20:00buy200.101.029810.000000.00000
622022.11.22 20:00modify200.101.029811.026981.03673
632022.11.22 20:00modify190.101.023731.026981.03673
642022.11.23 04:00buy210.101.031830.000000.00000
652022.11.23 04:00modify210.101.031831.029581.03673
662022.11.23 04:00modify200.101.029811.029581.03673
672022.11.23 04:00modify190.101.023731.029581.03673
682022.11.23 16:00t/p190.101.036731.029581.03673127.8510714.10
692022.11.23 16:00t/p200.101.036731.029581.0367368.1210782.22
702022.11.23 16:00t/p210.101.036731.029581.0367349.0010831.22
712022.11.24 04:00sell220.101.044580.000000.00000
722022.11.24 04:00modify220.101.044581.058581.03158
732022.11.28 00:00sell230.101.036670.000000.00000
742022.11.28 00:00modify230.101.036671.038731.03158
752022.11.28 00:00modify220.101.044581.038731.03158
762022.11.28 08:00s/l220.101.038731.038731.0315859.9910891.21
772022.11.28 08:00s/l230.101.038731.038731.03158-20.6010870.61
782022.11.28 12:00sell240.101.047410.000000.00000
792022.11.28 12:00modify240.101.047411.061411.03441
802022.11.28 20:00t/p240.101.034411.061411.03441130.0011000.61
812023.01.03 12:00buy250.101.053110.000000.00000
822023.01.03 12:00modify250.101.053111.039111.06611
832023.01.05 04:00buy260.101.061000.000000.00000
842023.01.05 04:00modify260.101.061001.058961.06611
852023.01.05 04:00modify250.101.053111.058961.06611
862023.01.05 16:00s/l250.101.058961.058961.0661154.2011054.81
872023.01.05 16:00s/l260.101.058961.058961.06611-20.4011034.41
882023.03.01 12:00sell270.101.066960.000000.00000
892023.03.01 12:00modify270.101.066961.080961.05396
902023.03.02 16:00sell280.101.060850.000000.00000
912023.03.02 16:00modify280.101.060851.063711.05396
922023.03.02 16:00modify270.101.066961.063711.05396
932023.03.02 20:00sell290.101.059030.000000.00000
942023.03.02 20:00modify290.101.059031.061111.05396
952023.03.02 20:00modify280.101.060851.061111.05396
962023.03.02 20:00modify270.101.066961.061111.05396
972023.03.03 04:00s/l270.101.061111.061111.0539661.4711095.88
982023.03.03 04:00s/l280.101.061111.061111.05396-1.8611094.02
992023.03.03 04:00s/l290.101.061111.061111.05396-20.0611073.97
1002023.03.15 12:00buy300.101.059020.000000.00000
1012023.03.15 12:00modify300.101.059021.045021.07202
1022023.03.17 04:00buy310.101.064320.000000.00000
1032023.03.17 04:00modify310.101.064321.060321.07202
1042023.03.17 04:00modify300.101.059021.060321.07202
1052023.03.17 16:00buy320.101.064910.000000.00000
1062023.03.17 16:00modify320.101.064911.062271.07202
1072023.03.17 16:00modify310.101.064321.062271.07202
1082023.03.17 16:00modify300.101.059021.062271.07202
1092023.03.20 16:00t/p300.101.072021.062271.07202124.6211198.59
1102023.03.20 16:00t/p310.101.072021.062271.0720275.9211274.51
1112023.03.20 16:00t/p320.101.072021.062271.0720270.0211344.54
1122023.03.23 04:00sell330.101.090070.000000.00000
1132023.03.23 04:00modify330.101.090071.104071.07707
1142023.03.23 20:00sell340.101.083970.000000.00000
1152023.03.23 20:00modify340.101.083971.086821.07707
1162023.03.23 20:00modify330.101.090071.086821.07707
1172023.03.24 12:00t/p330.101.077071.086821.07707130.7411475.28
1182023.03.24 12:00t/p340.101.077071.086821.0770769.7411545.02
1192023.03.24 12:00buy350.101.074100.000000.00000
1202023.03.24 12:00modify350.101.074101.060101.08710
1212023.03.27 20:00buy360.101.080020.000000.00000
1222023.03.27 20:00modify360.101.080021.077351.08710
1232023.03.27 20:00modify350.101.074101.077351.08710
1242023.03.29 12:00t/p350.101.087101.077351.08710126.7711671.80
1252023.03.29 12:00t/p360.101.087101.077351.0871068.6511740.45