Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01)
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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit1169.56Gross profit2258.18Gross loss-1088.62
Profit factor2.07Expected payoff33.42
Absolute drawdown1.08Maximal drawdown347.25 (3.30%)Relative drawdown3.30% (347.25)
Total trades35Short positions (won %)17 (47.06%)Long positions (won %)18 (55.56%)
Profit trades (% of total)18 (51.43%)Loss trades (% of total)17 (48.57%)
Largestprofit trade153.72loss trade-72.15
Averageprofit trade125.45loss trade-64.04
Maximumconsecutive wins (profit in money)3 (444.03)consecutive losses (loss in money)3 (-212.15)
Maximalconsecutive profit (count of wins)444.03 (3)consecutive loss (count of losses)-212.15 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.05 16:00buy10.101.017180.000000.00000
22022.08.05 16:00modify10.101.017181.010181.03218
32022.08.10 16:00t/p10.101.032181.010181.03218146.7710146.77
42022.08.10 16:00sell20.101.033330.000000.00000
52022.08.10 16:00modify20.101.033331.040331.01833
62022.08.15 20:00t/p20.101.018331.040331.01833153.7210300.49
72022.08.22 16:00buy30.100.993750.000000.00000
82022.08.22 16:00modify30.100.993750.986751.00875
92022.08.26 16:00t/p30.101.008750.986751.00875143.5510444.03
102022.09.01 16:00buy40.100.995120.000000.00000
112022.09.01 16:00modify40.100.995120.988121.01012
122022.09.05 08:00s/l40.100.988120.988121.01012-72.1510371.88
132022.09.12 08:00sell50.101.017470.000000.00000
142022.09.12 08:00modify50.101.017471.024471.00247
152022.09.13 16:00t/p50.101.002471.024471.00247150.7410522.63
162022.09.21 08:00buy60.100.991320.000000.00000
172022.09.21 08:00modify60.100.991320.984321.00632
182022.09.21 20:00s/l60.100.984320.984321.00632-70.0010452.63
192022.09.23 12:00buy70.100.975410.000000.00000
202022.09.23 12:00modify70.100.975410.968410.99041
212022.09.23 20:00s/l70.100.968410.968410.99041-70.0010382.63
222022.09.26 04:00buy80.100.963680.000000.00000
232022.09.26 04:00modify80.100.963680.956680.97868
242022.09.28 04:00s/l80.100.956680.956680.97868-72.1510310.48
252022.10.04 16:00sell90.100.997630.000000.00000
262022.10.04 16:00modify90.100.997631.004630.98263
272022.10.06 16:00t/p90.100.982631.004630.98263152.9710463.45
282022.10.06 16:00buy100.100.980750.000000.00000
292022.10.06 16:00modify100.100.980750.973750.99575
302022.10.07 16:00s/l100.100.973750.973750.99575-71.0810392.37
312022.10.13 16:00sell110.100.977900.000000.00000
322022.10.13 16:00modify110.100.977900.984900.96290
332022.10.17 16:00s/l110.100.984900.984900.96290-68.5110323.86
342022.10.17 16:00sell120.100.984170.000000.00000
352022.10.17 16:00modify120.100.984170.991170.96917
362022.10.19 20:00sell130.100.977250.000000.00000
372022.10.19 20:00modify130.100.977250.981920.96917
382022.10.19 20:00modify120.100.984170.981920.96917
392022.10.20 12:00s/l120.100.981920.981920.9691726.2210350.08
402022.10.20 12:00s/l130.100.981920.981920.96917-44.4710305.61
412022.10.25 16:00sell140.100.995770.000000.00000
422022.10.25 16:00modify140.100.995771.002770.98077
432022.10.26 08:00s/l140.101.002771.002770.98077-69.2610236.35
442022.10.26 08:00sell150.101.003300.000000.00000
452022.10.26 08:00modify150.101.003301.010300.98830
462022.10.31 16:00t/p150.100.988301.010300.98830153.7210390.06
472022.11.03 08:00buy160.100.978650.000000.00000
482022.11.03 08:00modify160.100.978650.971650.99365
492022.11.04 16:00t/p160.100.993650.971650.99365148.9210538.99
502022.11.04 16:00sell170.100.989510.000000.00000
512022.11.04 16:00modify170.100.989510.996510.97451
522022.11.04 20:00s/l170.100.996510.996510.97451-70.0010468.99
532022.11.07 12:00sell180.100.998100.000000.00000
542022.11.07 12:00modify180.100.998101.005100.98310
552022.11.08 16:00s/l180.101.005101.005100.98310-69.2610399.73
562022.11.10 12:00buy190.100.994740.000000.00000
572022.11.10 12:00modify190.100.994740.987741.00974
582022.11.10 16:00t/p190.101.009740.987741.00974150.0010549.73
592022.11.21 12:00buy200.101.023730.000000.00000
602022.11.21 12:00modify200.101.023731.016731.03873
612022.11.23 20:00t/p200.101.038731.016731.03873147.8510697.58
622022.11.24 04:00sell210.101.044580.000000.00000
632022.11.24 04:00modify210.101.044581.051581.02958
642022.11.28 04:00sell220.101.035480.000000.00000
652022.11.28 04:00modify220.101.035481.040831.02958
662022.11.28 04:00modify210.101.044581.040831.02958
672022.11.28 12:00s/l210.101.040831.040831.0295838.9910736.57
682022.11.28 12:00s/l220.101.040831.040831.02958-53.5010683.07
692022.11.28 12:00sell230.101.047410.000000.00000
702022.11.28 12:00modify230.101.047411.054411.03241
712022.11.30 00:00t/p230.101.032411.054411.03241151.4910834.55
722022.12.13 16:00sell240.101.063640.000000.00000
732022.12.13 16:00modify240.101.063641.070641.04864
742022.12.15 16:00s/l240.101.070641.070641.04864-67.0310767.53
752023.01.03 12:00buy250.101.053110.000000.00000
762023.01.03 12:00modify250.101.053111.046111.06811
772023.01.09 08:00t/p250.101.068111.046111.06811143.5510911.07
782023.03.07 16:00buy260.101.058830.000000.00000
792023.03.07 16:00modify260.101.058831.051831.07383
802023.03.13 20:00t/p260.101.073831.051831.07383143.5511054.62
812023.03.15 12:00buy270.101.059020.000000.00000
822023.03.15 12:00modify270.101.059021.052021.07402
832023.03.15 16:00s/l270.101.052021.052021.07402-70.0010984.62
842023.03.23 04:00sell280.101.090070.000000.00000
852023.03.23 04:00modify280.101.090071.097071.07507
862023.03.24 12:00t/p280.101.075071.097071.07507150.7411135.36
872023.03.24 12:00buy290.101.074100.000000.00000
882023.03.24 12:00modify290.101.074101.067101.08910
892023.03.28 00:00buy300.101.080910.000000.00000
902023.03.28 00:00modify300.101.080911.076351.08910
912023.03.28 00:00modify290.101.074101.076351.08910
922023.03.30 16:00t/p290.101.089101.076351.08910143.5511278.91
932023.03.30 16:00t/p300.101.089101.076351.0891077.6011356.50
942023.06.15 16:00sell310.101.093260.000000.00000
952023.06.15 16:00modify310.101.093261.100261.07826
962023.06.22 08:00s/l310.101.100261.100261.07826-64.8011291.71
972023.06.23 08:00buy320.101.087180.000000.00000
982023.06.23 08:00modify320.101.087181.080181.10218
992023.06.27 08:00buy330.101.094230.000000.00000
1002023.06.27 08:00modify330.101.094231.089431.10218
1012023.06.27 08:00modify320.101.087181.089431.10218
1022023.06.27 16:00buy340.101.096280.000000.00000
1032023.06.27 16:00modify340.101.096281.090931.10218
1042023.06.27 16:00modify330.101.094231.090931.10218
1052023.06.27 16:00modify320.101.087181.090931.10218
1062023.06.28 16:00s/l320.101.090931.090931.1021834.2711325.98
1072023.06.28 16:00s/l330.101.090931.090931.10218-34.0811291.90
1082023.06.28 16:00s/l340.101.090931.090931.10218-54.5811237.33
1092023.07.12 16:00sell350.101.112200.000000.00000
1102023.07.12 16:00modify350.101.112201.119201.09720
1112023.07.13 16:00s/l350.101.119201.119201.09720-67.7711169.56