Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit569.30Gross profit2235.67Gross loss-1666.37
Profit factor1.34Expected payoff9.82
Absolute drawdown28.72Maximal drawdown371.10 (3.55%)Relative drawdown3.55% (371.10)
Total trades58Short positions (won %)22 (54.55%)Long positions (won %)36 (69.44%)
Profit trades (% of total)37 (63.79%)Loss trades (% of total)21 (36.21%)
Largestprofit trade80.81loss trade-97.20
Averageprofit trade60.42loss trade-79.35
Maximumconsecutive wins (profit in money)6 (321.62)consecutive losses (loss in money)3 (-280.36)
Maximalconsecutive profit (count of wins)321.62 (6)consecutive loss (count of losses)-280.36 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.08 12:00sell10.10143.8360.0000.000
22022.06.08 12:00modify10.10143.836145.136142.736
32022.06.09 12:00t/p10.10142.736145.136142.73677.0910077.09
42022.06.10 16:00buy20.10141.2070.0000.000
52022.06.10 16:00modify20.10141.207139.907142.307
62022.06.13 16:00s/l20.10139.907139.907142.307-93.059984.04
72022.06.13 16:00buy30.10139.9860.0000.000
82022.06.13 16:00modify30.10139.986138.686141.086
92022.06.14 16:00buy40.10140.5480.0000.000
102022.06.14 16:00modify40.10140.548140.041141.086
112022.06.14 16:00buy50.10140.5480.0000.000
122022.06.14 16:00modify50.10140.548140.261141.086
132022.06.14 16:00modify30.10139.986140.261141.086
142022.06.14 20:00modify40.10140.548140.261141.086
152022.06.15 00:00t/p30.10141.086140.261141.08679.5910063.63
162022.06.15 00:00t/p40.10141.086140.261141.08638.9310102.57
172022.06.15 00:00t/p50.10141.086140.261141.08638.9310141.50
182022.06.16 12:00buy60.10137.9980.0000.000
192022.06.16 12:00modify60.10137.998136.698139.098
202022.06.16 16:00t/p60.10139.098136.698139.09878.9910220.49
212022.06.21 12:00sell70.10143.6650.0000.000
222022.06.21 12:00modify70.10143.665144.965142.565
232022.06.22 08:00sell80.10143.1090.0000.000
242022.06.22 08:00modify80.10143.109143.610142.565
252022.06.22 08:00sell90.10143.1090.0000.000
262022.06.22 08:00modify90.10143.109143.390142.565
272022.06.22 08:00modify70.10143.665143.390142.565
282022.06.22 12:00s/l70.10143.390143.390142.56519.1310239.62
292022.06.22 12:00s/l90.10143.390143.390142.565-20.1410219.48
302022.06.22 12:00close80.10143.037143.610142.5655.1610224.64
312022.07.01 16:00buy100.10140.6180.0000.000
322022.07.01 16:00modify100.10140.618139.318141.718
332022.07.04 16:00buy110.10141.5080.0000.000
342022.07.04 16:00modify110.10141.508141.223141.718
352022.07.04 16:00modify100.10140.618141.223141.718
362022.07.05 00:00s/l100.10141.223141.223141.71844.0510268.69
372022.07.05 00:00s/l110.10141.223141.223141.718-20.1610248.54
382022.07.08 08:00buy120.10137.3330.0000.000
392022.07.08 08:00modify120.10137.333136.033138.433
402022.07.08 12:00buy130.10137.9060.0000.000
412022.07.08 12:00modify130.10137.906137.388138.433
422022.07.08 12:00buy140.10137.9060.0000.000
432022.07.08 12:00modify140.10137.906137.608138.433
442022.07.08 12:00modify120.10137.333137.608138.433
452022.07.08 16:00t/p120.10138.433137.608138.43378.9810327.52
462022.07.08 16:00t/p130.10138.433137.388138.43337.8410365.36
472022.07.08 16:00t/p140.10138.433137.608138.43337.8410403.20
482022.07.14 08:00sell150.10139.6130.0000.000
492022.07.14 08:00modify150.10139.613140.913138.513
502022.07.19 08:00s/l150.10140.913140.913138.513-94.8910308.30
512022.07.22 08:00buy160.10139.5160.0000.000
522022.07.22 08:00modify160.10139.516138.216140.616
532022.07.26 16:00s/l160.10138.216138.216140.616-92.7310215.57
542022.07.29 04:00buy170.10136.0350.0000.000
552022.07.29 04:00modify170.10136.035134.735137.135
562022.08.02 04:00s/l170.10134.735134.735137.135-92.7410122.83
572022.08.02 04:00buy180.10134.4490.0000.000
582022.08.02 04:00modify180.10134.449133.149135.549
592022.08.02 20:00buy190.10135.3460.0000.000
602022.08.02 20:00modify190.10135.346135.054135.549
612022.08.02 20:00modify180.10134.449135.054135.549
622022.08.03 00:00t/p180.10135.549135.054135.54979.2810202.12
632022.08.03 00:00t/p190.10135.549135.054135.54914.8710216.99
642022.08.05 16:00sell200.10137.5840.0000.000
652022.08.05 16:00modify200.10137.584138.884136.484
662022.08.10 16:00sell210.10137.0160.0000.000
672022.08.10 16:00modify210.10137.016137.529136.484
682022.08.10 16:00sell220.10137.0160.0000.000
692022.08.10 16:00modify220.10137.016137.309136.484
702022.08.10 16:00modify200.10137.584137.309136.484
712022.08.10 20:00modify210.10137.016137.309136.484
722022.08.11 16:00t/p200.10136.484137.309136.48475.3710292.36
732022.08.11 16:00t/p210.10136.484137.309136.48436.4010328.76
742022.08.11 16:00t/p220.10136.484137.309136.48436.4010365.16
752022.08.15 16:00buy230.10135.6340.0000.000
762022.08.15 16:00modify230.10135.634134.334136.734
772022.08.16 16:00t/p230.10136.734134.334136.73479.2910444.45
782022.08.29 16:00sell240.10138.7030.0000.000
792022.08.29 16:00modify240.10138.703140.003137.603
802022.09.01 04:00s/l240.10140.003140.003137.603-96.0510348.40
812022.09.06 08:00sell250.10141.1920.0000.000
822022.09.06 08:00modify250.10141.192142.492140.092
832022.09.07 08:00s/l250.10142.492142.492140.092-93.7410254.67
842022.09.12 08:00sell260.10145.2640.0000.000
852022.09.12 08:00modify260.10145.264146.564144.164
862022.09.12 16:00t/p260.10144.164146.564144.16478.8310333.50
872022.09.14 16:00buy270.10142.8630.0000.000
882022.09.14 16:00modify270.10142.863141.563143.963
892022.09.20 08:00t/p270.10143.963141.563143.96380.8110414.30
902022.10.04 16:00sell280.10143.9900.0000.000
912022.10.04 16:00modify280.10143.990145.290142.890
922022.10.05 16:00t/p280.10142.890145.290142.89078.2510492.56
932022.10.13 16:00sell290.10143.9030.0000.000
942022.10.13 16:00modify290.10143.903145.203142.803
952022.10.17 12:00s/l290.10145.203145.203142.803-94.3110398.24
962022.10.17 16:00sell300.10146.3580.0000.000
972022.10.17 16:00modify300.10146.358147.658145.258
982022.10.21 12:00s/l300.10147.658147.658145.258-96.6210301.62
992022.10.21 16:00buy310.10144.2060.0000.000
1002022.10.21 16:00modify310.10144.206142.906145.306
1012022.10.21 20:00t/p310.10145.306142.906145.30678.9810380.60
1022022.11.10 16:00buy320.10144.1650.0000.000
1032022.11.10 16:00modify320.10144.165142.865145.265
1042022.11.11 12:00s/l320.10142.865142.865145.265-93.0510287.55
1052022.11.11 12:00buy330.10143.5770.0000.000
1062022.11.11 12:00modify330.10143.577142.277144.677
1072022.11.14 12:00t/p330.10144.677142.277144.67779.2810366.84
1082022.11.24 12:00buy340.10143.9420.0000.000
1092022.11.24 12:00modify340.10143.942142.642145.042
1102022.11.25 08:00buy350.10144.4980.0000.000
1112022.11.25 08:00modify350.10144.498143.997145.042
1122022.11.25 08:00buy360.10144.4980.0000.000
1132022.11.25 08:00modify360.10144.498144.217145.042
1142022.11.25 08:00modify340.10143.942144.217145.042
1152022.11.25 12:00t/p340.10145.042144.217145.04279.2810446.12
1162022.11.25 12:00t/p350.10145.042143.997145.04239.0610485.18
1172022.11.25 12:00t/p360.10145.042144.217145.04239.0610524.24
1182022.11.28 08:00buy370.10143.5090.0000.000
1192022.11.28 08:00modify370.10143.509142.209144.609
1202022.11.28 12:00t/p370.10144.609142.209144.60978.9910603.23
1212022.12.01 08:00buy380.10142.0690.0000.000
1222022.12.01 08:00modify380.10142.069140.769143.169
1232022.12.02 12:00s/l380.10140.769140.769143.169-93.0410510.20
1242022.12.02 12:00buy390.10141.2300.0000.000
1252022.12.02 12:00modify390.10141.230139.930142.330
1262022.12.05 04:00buy400.10142.1230.0000.000
1272022.12.05 04:00modify400.10142.123141.835142.330
1282022.12.05 04:00modify390.10141.230141.835142.330
1292022.12.05 08:00t/p390.10142.330141.835142.33079.2810589.48
1302022.12.05 08:00t/p400.10142.330141.835142.33014.8610604.34
1312022.12.05 16:00sell410.10143.4760.0000.000
1322022.12.05 16:00modify410.10143.476144.776142.376
1332022.12.12 16:00s/l410.10144.776144.776142.376-97.2010507.14
1342022.12.15 16:00sell420.10146.5280.0000.000
1352022.12.15 16:00modify420.10146.528147.828145.428
1362022.12.16 16:00t/p420.10145.428147.828145.42878.2510585.40
1372022.12.20 04:00buy430.10141.5900.0000.000
1382022.12.20 04:00modify430.10141.590140.290142.690
1392022.12.20 08:00s/l430.10140.290140.290142.690-93.3510492.05
1402022.12.30 12:00buy440.10140.6960.0000.000
1412022.12.30 12:00modify440.10140.696139.396141.796
1422023.01.02 16:00s/l440.10139.396139.396141.796-93.0510399.00
1432023.01.03 04:00buy450.10138.5340.0000.000
1442023.01.03 04:00modify450.10138.534137.234139.634
1452023.01.04 16:00t/p450.10139.634137.234139.63479.2810478.28
1462023.01.12 12:00buy460.10140.8720.0000.000
1472023.01.12 12:00modify460.10140.872139.572141.972
1482023.01.13 08:00s/l460.10139.572139.572141.972-93.0410385.25
1492023.01.13 08:00buy470.10139.3020.0000.000
1502023.01.13 08:00modify470.10139.302138.002140.402
1512023.01.18 04:00t/p470.10140.402138.002140.40279.9010465.15
1522023.01.18 04:00sell480.10141.2770.0000.000
1532023.01.18 04:00modify480.10141.277142.577140.177
1542023.01.18 12:00t/p480.10140.177142.577140.17778.8210543.97
1552023.01.23 08:00sell490.10142.0170.0000.000
1562023.01.23 08:00modify490.10142.017143.317140.917
1572023.01.25 12:00t/p490.10140.917143.317140.91777.6710621.64
1582023.02.07 16:00buy500.10140.3620.0000.000
1592023.02.07 16:00modify500.10140.362139.062141.462
1602023.02.09 12:00buy510.10140.9320.0000.000
1612023.02.09 12:00modify510.10140.932140.417141.462
1622023.02.09 12:00buy520.10140.9320.0000.000
1632023.02.09 12:00modify520.10140.932140.637141.462
1642023.02.09 12:00modify500.10140.362140.637141.462
1652023.02.09 16:00s/l500.10140.637140.637141.46220.9710642.60
1662023.02.09 16:00s/l520.10140.637140.637141.462-21.1810621.42
1672023.02.09 16:00close510.10140.893140.417141.462-2.8010618.62
1682023.02.13 16:00sell530.10142.3550.0000.000
1692023.02.13 16:00modify530.10142.355143.655141.255
1702023.02.17 12:00s/l530.10143.655143.655141.255-96.6210522.00
1712023.03.24 12:00buy540.10139.6320.0000.000
1722023.03.24 12:00modify540.10139.632138.332140.732
1732023.03.24 20:00t/p540.10140.732138.332140.73278.9810600.98
1742023.03.29 12:00sell550.10143.4950.0000.000
1752023.03.29 12:00modify550.10143.495144.795142.395
1762023.03.30 16:00s/l550.10144.795144.795142.395-94.8910506.09
1772023.04.28 08:00sell560.10149.3120.0000.000
1782023.04.28 08:00modify560.10149.312150.612148.212
1792023.05.01 04:00s/l560.10150.612150.612148.212-93.7410412.35
1802023.05.01 04:00sell570.10150.8000.0000.000
1812023.05.01 04:00modify570.10150.800152.100149.700
1822023.05.03 12:00t/p570.10149.700152.100149.70077.6710490.02
1832023.05.04 16:00buy580.10147.2900.0000.000
1842023.05.04 16:00modify580.10147.290145.990148.390
1852023.05.05 16:00t/p580.10148.390145.990148.39079.2810569.30