Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1219.08Gross profit2115.38Gross loss-896.30
Profit factor2.36Expected payoff31.26
Absolute drawdown187.19Maximal drawdown292.88 (2.90%)Relative drawdown2.90% (292.88)
Total trades39Short positions (won %)20 (60.00%)Long positions (won %)19 (78.95%)
Profit trades (% of total)27 (69.23%)Loss trades (% of total)12 (30.77%)
Largestprofit trade112.97loss trade-133.98
Averageprofit trade78.35loss trade-74.69
Maximumconsecutive wins (profit in money)11 (908.18)consecutive losses (loss in money)2 (-248.61)
Maximalconsecutive profit (count of wins)908.18 (11)consecutive loss (count of losses)-248.61 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.01 16:00buy10.101.064770.000000.00000
22022.06.01 16:00modify10.101.064771.052771.07577
32022.06.03 04:00t/p10.101.075771.052771.07577105.7010105.70
42022.06.10 16:00buy20.101.052300.000000.00000
52022.06.10 16:00modify20.101.052301.040301.06330
62022.06.14 00:00s/l20.101.040301.040301.06330-122.159983.55
72022.06.29 16:00buy30.101.047980.000000.00000
82022.06.29 16:00modify30.101.047981.035981.05898
92022.07.05 12:00s/l30.101.035981.035981.05898-126.459857.09
102022.07.11 20:00buy40.101.004810.000000.00000
112022.07.11 20:00modify40.101.004810.992811.01581
122022.07.15 16:00buy50.101.009280.000000.00000
132022.07.15 16:00modify50.101.009281.005911.01581
142022.07.15 16:00modify40.101.004811.005911.01581
152022.07.18 12:00t/p40.101.015811.005911.01581102.479959.56
162022.07.18 12:00t/p50.101.015811.005911.0158164.2210023.79
172022.08.10 16:00sell60.101.033330.000000.00000
182022.08.10 16:00modify60.101.033331.045331.02233
192022.08.11 04:00sell70.101.028860.000000.00000
202022.08.11 04:00modify70.101.028861.032231.02233
212022.08.11 04:00modify60.101.033331.032231.02233
222022.08.11 08:00s/l60.101.032231.032231.0223313.2310037.02
232022.08.11 08:00s/l70.101.032231.032231.02233-33.7010003.32
242022.09.26 20:00buy80.100.961180.000000.00000
252022.09.26 20:00modify80.100.961180.949180.97218
262022.09.28 20:00t/p80.100.972180.949180.97218107.8510111.16
272022.10.04 16:00sell90.100.997630.000000.00000
282022.10.04 16:00modify90.100.997631.009630.98663
292022.10.05 16:00t/p90.100.986631.009630.98663110.7410221.91
302022.10.07 20:00buy100.100.974150.000000.00000
312022.10.07 20:00modify100.100.974150.962150.98515
322022.10.17 20:00t/p100.100.985150.962150.98515101.3910323.30
332022.10.25 16:00sell110.100.995770.000000.00000
342022.10.25 16:00modify110.100.995771.007770.98477
352022.10.26 16:00s/l110.101.007771.007770.98477-119.2610204.04
362022.10.26 16:00sell120.101.006770.000000.00000
372022.10.26 16:00modify120.101.006771.018770.99577
382022.10.28 08:00t/p120.100.995771.018770.99577112.9710317.02
392022.11.04 20:00sell130.100.996050.000000.00000
402022.11.04 20:00modify130.100.996051.008050.98505
412022.11.06 20:00sell140.100.990360.000000.00000
422022.11.06 20:00modify140.100.990360.992200.98505
432022.11.06 20:00modify130.100.996050.992200.98505
442022.11.07 00:00s/l130.100.992200.992200.9850539.2410356.26
452022.11.07 00:00s/l140.100.992200.992200.98505-17.6610338.60
462022.11.07 20:00sell150.101.002650.000000.00000
472022.11.07 20:00modify150.101.002651.014650.99165
482022.11.10 16:00s/l150.101.014651.014650.99165-116.2810222.32
492022.11.23 20:00sell160.101.040080.000000.00000
502022.11.23 20:00modify160.101.040081.052081.02908
512022.11.28 04:00sell170.101.035480.000000.00000
522022.11.28 04:00modify170.101.035481.038981.02908
532022.11.28 04:00modify160.101.040081.038981.02908
542022.11.28 12:00s/l160.101.038981.038981.0290814.7210237.04
552022.11.28 12:00s/l170.101.038981.038981.02908-35.0010202.04
562022.12.29 20:00sell180.101.067790.000000.00000
572022.12.29 20:00modify180.101.067791.079791.05679
582023.01.03 12:00t/p180.101.056791.079791.05679112.2310314.27
592023.01.05 16:00buy190.101.052130.000000.00000
602023.01.05 16:00modify190.101.052131.040131.06313
612023.01.06 20:00t/p190.101.063131.040131.06313108.9210423.19
622023.01.09 16:00sell200.101.074020.000000.00000
632023.01.09 16:00modify200.101.074021.086021.06302
642023.01.12 20:00s/l200.101.086021.086021.06302-116.2810306.91
652023.02.01 16:00sell210.101.091950.000000.00000
662023.02.01 16:00modify210.101.091951.103951.08095
672023.02.03 20:00t/p210.101.080951.103951.08095112.9710419.88
682023.02.22 20:00buy220.101.060390.000000.00000
692023.02.22 20:00modify220.101.060391.048391.07139
702023.03.06 04:00buy230.101.064870.000000.00000
712023.03.06 04:00modify230.101.064871.061491.07139
722023.03.06 04:00modify220.101.060391.061491.07139
732023.03.06 16:00buy240.101.068150.000000.00000
742023.03.06 16:00modify240.101.068151.065341.07139
752023.03.06 16:00modify230.101.064871.065341.07139
762023.03.06 16:00modify220.101.060391.065341.07139
772023.03.07 16:00s/l220.101.065341.065341.0713935.5210455.40
782023.03.07 16:00s/l230.101.065341.065341.071393.6210459.02
792023.03.07 16:00s/l240.101.065341.065341.07139-29.1810429.84
802023.03.07 20:00buy250.101.055460.000000.00000
812023.03.07 20:00modify250.101.055461.043461.06646
822023.03.10 04:00buy260.101.059970.000000.00000
832023.03.10 04:00modify260.101.059971.056561.06646
842023.03.10 04:00modify250.101.055461.056561.06646
852023.03.10 16:00t/p250.101.066461.056561.06646104.6210534.47
862023.03.10 16:00t/p260.101.066461.056561.0664664.9010599.37
872023.03.10 16:00sell270.101.068730.000000.00000
882023.03.10 16:00modify270.101.068731.080731.05773
892023.03.15 16:00t/p270.101.057731.080731.05773112.2310711.60
902023.03.15 16:00buy280.101.053680.000000.00000
912023.03.15 16:00modify280.101.053681.041681.06468
922023.03.15 20:00buy290.101.058330.000000.00000
932023.03.15 20:00modify290.101.058331.054781.06468
942023.03.15 20:00modify280.101.053681.054781.06468
952023.03.17 08:00t/p280.101.064681.054781.06468105.7010817.29
962023.03.17 08:00t/p290.101.064681.054781.0646859.2010876.49
972023.03.22 20:00sell300.101.086520.000000.00000
982023.03.22 20:00modify300.101.086521.098521.07552
992023.03.24 12:00t/p300.101.075521.098521.07552112.9710989.46
1002023.03.30 20:00sell310.101.090670.000000.00000
1012023.03.30 20:00modify310.101.090671.102671.07967
1022023.04.03 04:00t/p310.101.079671.102671.07967111.4911100.95
1032023.04.10 16:00buy320.101.084210.000000.00000
1042023.04.10 16:00modify320.101.084211.072211.09521
1052023.04.11 08:00buy330.101.089830.000000.00000
1062023.04.11 08:00modify330.101.089831.088061.09521
1072023.04.11 08:00modify320.101.084211.088061.09521
1082023.04.12 00:00buy340.101.091930.000000.00000
1092023.04.12 00:00modify340.101.091931.089161.09521
1102023.04.12 00:00modify330.101.089831.089161.09521
1112023.04.12 00:00modify320.101.084211.089161.09521
1122023.04.12 16:00t/p320.101.095211.089161.09521107.8511208.80
1132023.04.12 16:00t/p330.101.095211.089161.0952152.7211261.52
1142023.04.12 16:00t/p340.101.095211.089161.0952132.8011294.32
1152023.04.12 16:00sell350.101.098640.000000.00000
1162023.04.12 16:00modify350.101.098641.110641.08764
1172023.04.19 12:00sell360.101.093110.000000.00000
1182023.04.19 12:00modify360.101.093111.094791.08764
1192023.04.19 12:00modify350.101.098641.094791.08764
1202023.04.19 16:00s/l350.101.094791.094791.0876443.7011338.02
1212023.04.19 16:00s/l360.101.094791.094791.08764-16.8011321.22
1222023.04.24 20:00sell370.101.104330.000000.00000
1232023.04.24 20:00modify370.101.104331.116331.09333
1242023.05.09 12:00sell380.101.096350.000000.00000
1252023.05.09 12:00modify380.101.096351.099381.09333
1262023.05.09 12:00modify370.101.104331.099381.09333
1272023.05.10 16:00s/l370.101.099381.099381.0933361.3911382.62
1282023.05.10 16:00s/l380.101.099381.099381.09333-29.5611353.06
1292023.05.12 16:00buy390.101.085830.000000.00000
1302023.05.12 16:00modify390.101.085831.073831.09683
1312023.05.25 04:00s/l390.101.073831.073831.09683-133.9811219.08