Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test2613Ticks modelled4225Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit641.64Gross profit2616.45Gross loss-1974.81
Profit factor1.32Expected payoff12.58
Absolute drawdown382.94Maximal drawdown646.86 (6.30%)Relative drawdown6.30% (646.86)
Total trades51Short positions (won %)29 (55.17%)Long positions (won %)22 (54.55%)
Profit trades (% of total)28 (54.90%)Loss trades (% of total)23 (45.10%)
Largestprofit trade160.41loss trade-160.44
Averageprofit trade93.44loss trade-85.86
Maximumconsecutive wins (profit in money)4 (437.95)consecutive losses (loss in money)4 (-456.26)
Maximalconsecutive profit (count of wins)437.95 (4)consecutive loss (count of losses)-456.26 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.04 20:00sell10.101.060830.000000.00000
22022.05.04 20:00modify10.101.060831.074831.04583
32022.05.05 12:00sell20.101.054760.000000.00000
42022.05.05 12:00modify20.101.054761.057831.04583
52022.05.05 12:00modify10.101.060831.057831.04583
62022.05.06 04:00sell30.101.053300.000000.00000
72022.05.06 04:00modify30.101.053301.055581.04583
82022.05.06 04:00modify20.101.054761.055581.04583
92022.05.06 04:00modify10.101.060831.055581.04583
102022.05.06 12:00s/l10.101.055581.055581.0458355.4710055.47
112022.05.06 12:00s/l20.101.055581.055581.04583-7.4610048.02
122022.05.06 12:00s/l30.101.055581.055581.04583-22.8010025.22
132022.05.12 08:00buy40.101.046250.000000.00000
142022.05.12 08:00modify40.101.046251.032251.06125
152022.05.23 08:00t/p40.101.061251.032251.06125140.3210165.53
162022.05.23 08:00sell50.101.060050.000000.00000
172022.05.23 08:00modify50.101.060051.074051.04505
182022.05.24 16:00s/l50.101.074051.074051.04505-139.2610026.28
192022.05.27 04:00sell60.101.075550.000000.00000
202022.05.27 04:00modify60.101.075551.089551.06055
212022.06.10 12:00t/p60.101.060551.089551.06055160.4110186.68
222022.06.22 16:00sell70.101.057990.000000.00000
232022.06.22 16:00modify70.101.057991.071991.04299
242022.06.23 16:00sell80.101.050190.000000.00000
252022.06.23 16:00modify80.101.050191.052741.04299
262022.06.23 16:00modify70.101.057991.052741.04299
272022.06.23 20:00s/l70.101.052741.052741.0429954.7310241.41
282022.06.23 20:00s/l80.101.052741.052741.04299-25.5010215.91
292022.06.28 16:00buy90.101.053740.000000.00000
302022.06.28 16:00modify90.101.053741.039741.06874
312022.06.30 12:00s/l90.101.039741.039741.06874-144.3010071.61
322022.07.05 08:00buy100.101.037760.000000.00000
332022.07.05 08:00modify100.101.037761.023761.05276
342022.07.05 16:00s/l100.101.023761.023761.05276-140.009931.61
352022.07.08 08:00buy110.101.011120.000000.00000
362022.07.08 08:00modify110.101.011120.997121.02612
372022.07.14 16:00s/l110.100.997120.997121.02612-146.459785.16
382022.07.19 08:00sell120.101.024140.000000.00000
392022.07.19 08:00modify120.101.024141.038141.00914
402022.08.17 08:00sell130.101.016620.000000.00000
412022.08.17 08:00modify130.101.016621.018891.00914
422022.08.17 08:00modify120.101.024141.018891.00914
432022.08.17 16:00s/l120.101.018891.018891.0091474.059859.21
442022.08.17 16:00s/l130.101.018891.018891.00914-22.709836.51
452022.08.18 16:00buy140.101.011530.000000.00000
462022.08.18 16:00modify140.101.011530.997531.02653
472022.08.22 16:00s/l140.100.997530.997531.02653-142.159694.36
482022.09.01 16:00buy150.100.995120.000000.00000
492022.09.01 16:00modify150.100.995120.981121.01012
502022.09.07 20:00buy160.101.001150.000000.00000
512022.09.07 20:00modify160.101.001150.998121.01012
522022.09.07 20:00modify150.100.995120.998121.01012
532022.09.08 04:00s/l150.100.998120.998121.0101222.479716.83
542022.09.08 04:00s/l160.100.998120.998121.01012-33.539683.30
552022.09.12 08:00sell170.101.017470.000000.00000
562022.09.12 08:00modify170.101.017471.031471.00247
572022.09.13 16:00t/p170.101.002471.031471.00247150.749834.05
582022.09.23 08:00buy180.100.977810.000000.00000
592022.09.23 08:00modify180.100.977810.963810.99281
602022.09.26 04:00s/l180.100.963810.963810.99281-141.089692.97
612022.09.28 04:00buy190.100.956090.000000.00000
622022.09.28 04:00modify190.100.956090.942090.97109
632022.09.28 20:00t/p190.100.971090.942090.97109150.009842.97
642022.10.04 08:00sell200.100.987510.000000.00000
652022.10.04 08:00modify200.100.987511.001510.97251
662022.10.07 08:00sell210.100.979850.000000.00000
672022.10.07 08:00modify210.100.979850.982260.97251
682022.10.07 08:00modify200.100.987510.982260.97251
692022.10.07 16:00sell220.100.978370.000000.00000
702022.10.07 16:00modify220.100.978370.982260.97251
712022.10.10 08:00t/p200.100.972510.982260.97251154.469997.43
722022.10.10 08:00t/p210.100.972510.982260.9725174.1410071.57
732022.10.10 08:00t/p220.100.972510.982260.9725159.3410130.92
742022.10.13 12:00sell230.100.974460.000000.00000
752022.10.13 12:00modify230.100.974460.988460.95946
762022.10.24 00:00s/l230.100.988460.988460.95946-133.319997.61
772022.10.25 16:00sell240.100.995770.000000.00000
782022.10.25 16:00modify240.100.995771.009770.98077
792022.10.31 16:00sell250.100.988250.000000.00000
802022.10.31 16:00modify250.100.988250.990520.98077
812022.10.31 16:00modify240.100.995770.990520.98077
822022.11.01 04:00s/l240.100.990520.990520.9807757.7010055.31
832022.11.01 04:00s/l250.100.990520.990520.98077-21.9610033.35
842022.11.02 20:00buy260.100.983150.000000.00000
852022.11.02 20:00modify260.100.983150.969150.99815
862022.11.07 12:00t/p260.100.998150.969150.99815144.6210177.97
872022.11.08 16:00sell270.101.006620.000000.00000
882022.11.08 16:00modify270.101.006621.020620.99162
892022.11.11 00:00s/l270.101.020621.020620.99162-136.2810041.69
902022.11.21 04:00buy280.101.030420.000000.00000
912022.11.21 04:00modify280.101.030421.016421.04542
922022.11.28 12:00t/p280.101.045421.016421.04542142.4710184.16
932022.11.28 12:00sell290.101.047410.000000.00000
942022.11.28 12:00modify290.101.047411.061411.03241
952022.11.28 16:00sell300.101.039770.000000.00000
962022.11.28 16:00modify300.101.039771.042161.03241
972022.11.28 16:00modify290.101.047411.042161.03241
982022.11.30 00:00t/p290.101.032411.042161.03241151.4910335.65
992022.11.30 00:00t/p300.101.032411.042161.0324175.0910410.73
1002022.12.09 04:00sell310.101.058090.000000.00000
1012022.12.09 04:00modify310.101.058091.072091.04309
1022022.12.12 00:00sell320.101.052090.000000.00000
1032022.12.12 00:00modify320.101.052091.055091.04309
1042022.12.12 00:00modify310.101.058091.055091.04309
1052022.12.12 12:00s/l310.101.055091.055091.0430930.7410441.48
1062022.12.12 12:00s/l320.101.055091.055091.04309-30.0010411.48
1072022.12.13 16:00sell330.101.063640.000000.00000
1082022.12.13 16:00modify330.101.063641.077641.04864
1092023.01.04 00:00sell340.101.054530.000000.00000
1102023.01.04 00:00modify340.101.054531.058391.04864
1112023.01.04 00:00modify330.101.063641.058391.04864
1122023.01.04 08:00s/l330.101.058391.058391.0486468.8510480.33
1132023.01.04 08:00s/l340.101.058391.058391.04864-38.6010441.73
1142023.01.05 16:00buy350.101.052130.000000.00000
1152023.01.05 16:00modify350.101.052131.038131.06713
1162023.01.09 04:00t/p350.101.067131.038131.06713147.8510589.58
1172023.01.12 16:00sell360.101.080660.000000.00000
1182023.01.12 16:00modify360.101.080661.094661.06566
1192023.02.01 20:00s/l360.101.094661.094661.06566-126.6210462.95
1202023.02.07 12:00buy370.101.070790.000000.00000
1212023.02.07 12:00modify370.101.070791.056791.08579
1222023.02.24 16:00s/l370.101.056791.056791.08579-160.4410302.52
1232023.02.24 16:00buy380.101.054500.000000.00000
1242023.02.24 16:00modify380.101.054501.040501.06950
1252023.03.03 20:00buy390.101.063740.000000.00000
1262023.03.03 20:00modify390.101.063741.059751.06950
1272023.03.03 20:00modify380.101.054501.059751.06950
1282023.03.07 16:00s/l380.101.059751.059751.0695042.8210345.33
1292023.03.07 16:00s/l390.101.059751.059751.06950-42.0510303.28
1302023.03.07 16:00buy400.101.058830.000000.00000
1312023.03.07 16:00modify400.101.058831.044831.07383
1322023.03.13 20:00t/p400.101.073831.044831.07383143.5510446.83
1332023.03.15 12:00buy410.101.059020.000000.00000
1342023.03.15 12:00modify410.101.059021.045021.07402
1352023.03.17 08:00buy420.101.066550.000000.00000
1362023.03.17 08:00modify420.101.066551.064271.07402
1372023.03.17 08:00modify410.101.059021.064271.07402
1382023.03.17 12:00s/l410.101.064271.064271.0740248.2010495.03
1392023.03.17 12:00s/l420.101.064271.064271.07402-22.8010472.23
1402023.03.21 12:00sell430.101.077870.000000.00000
1412023.03.21 12:00modify430.101.077871.091871.06287
1422023.03.23 08:00s/l430.101.091871.091871.06287-137.0310335.20
1432023.03.24 12:00buy440.101.074100.000000.00000
1442023.03.24 12:00modify440.101.074101.060101.08910
1452023.03.28 04:00buy450.101.081810.000000.00000
1462023.03.28 04:00modify450.101.081811.079351.08910
1472023.03.28 04:00modify440.101.074101.079351.08910
1482023.03.30 16:00t/p440.101.089101.079351.08910143.5510478.74
1492023.03.30 16:00t/p450.101.089101.079351.0891068.6010547.34
1502023.03.30 16:00sell460.101.089790.000000.00000
1512023.03.30 16:00modify460.101.089791.103791.07479
1522023.04.13 16:00s/l460.101.103791.103791.07479-129.5910417.75
1532023.04.14 04:00sell470.101.107020.000000.00000
1542023.04.14 04:00modify470.101.107021.121021.09202
1552023.04.14 16:00sell480.101.097890.000000.00000
1562023.04.14 16:00modify480.101.097891.101771.09202
1572023.04.14 16:00modify470.101.107021.101771.09202
1582023.04.17 16:00t/p470.101.092021.101771.09202150.7410568.49
1592023.04.17 16:00t/p480.101.092021.101771.0920259.4410627.93
1602023.04.17 16:00buy490.101.091700.000000.00000
1612023.04.17 16:00modify490.101.091701.077701.10670
1622023.04.19 00:00buy500.101.097790.000000.00000
1632023.04.19 00:00modify500.101.097791.094701.10670
1642023.04.19 00:00modify490.101.091701.094701.10670
1652023.04.19 08:00s/l490.101.094701.094701.1067027.8510655.78
1662023.04.19 08:00s/l500.101.094701.094701.10670-30.9010624.88
1672023.04.24 16:00sell510.101.102580.000000.00000
1682023.04.24 16:00modify510.101.102581.116581.08758
1692023.04.30 23:59close at stop510.101.101351.116581.0875816.7610641.64