Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01)
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 profit1897.48Gross profit3894.00Gross loss-1996.52
Profit factor1.95Expected payoff30.12
Absolute drawdown223.09Maximal drawdown363.61 (3.32%)Relative drawdown3.32% (363.61)
Total trades63Short positions (won %)31 (58.06%)Long positions (won %)32 (59.38%)
Profit trades (% of total)37 (58.73%)Loss trades (% of total)26 (41.27%)
Largestprofit trade157.43loss trade-129.36
Averageprofit trade105.24loss trade-76.79
Maximumconsecutive wins (profit in money)5 (449.29)consecutive losses (loss in money)2 (-233.08)
Maximalconsecutive profit (count of wins)591.63 (4)consecutive loss (count of losses)-233.08 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 04:00buy10.101.001930.000000.00000
22022.09.01 04:00modify10.101.001930.990931.01693
32022.09.05 00:00s/l10.100.990930.990931.01693-112.159887.85
42022.09.06 08:00sell20.100.997550.000000.00000
52022.09.06 08:00modify20.100.997551.008550.98255
62022.09.09 04:00s/l20.101.008551.008550.98255-106.289781.56
72022.09.12 08:00sell30.101.017470.000000.00000
82022.09.12 08:00modify30.101.017471.028471.00247
92022.09.13 16:00t/p30.101.002471.028471.00247150.749932.31
102022.09.16 08:00buy40.100.995890.000000.00000
112022.09.16 08:00modify40.100.995890.984891.01089
122022.09.19 20:00buy50.101.002660.000000.00000
132022.09.19 20:00modify50.101.002661.001141.01089
142022.09.19 20:00modify40.100.995891.001141.01089
152022.09.20 12:00s/l40.101.001141.001141.0108950.359982.66
162022.09.20 12:00s/l50.101.001141.001141.01089-16.289966.38
172022.09.20 12:00buy60.100.998980.000000.00000
182022.09.20 12:00modify60.100.998980.987981.01398
192022.09.21 16:00s/l60.100.987980.987981.01398-111.089855.31
202022.09.22 12:00sell70.100.986630.000000.00000
212022.09.22 12:00modify70.100.986630.997630.97163
222022.09.23 12:00sell80.100.975110.000000.00000
232022.09.23 12:00modify80.100.975110.981380.97163
242022.09.23 12:00modify70.100.986630.981380.97163
252022.09.23 16:00t/p70.100.971630.981380.97163150.7410006.05
262022.09.23 16:00t/p80.100.971630.981380.9716334.8010040.85
272022.09.26 04:00buy90.100.963680.000000.00000
282022.09.26 04:00modify90.100.963680.952680.97868
292022.09.29 16:00t/p90.100.978680.952680.97868144.6210185.47
302022.09.30 08:00sell100.100.983250.000000.00000
312022.09.30 08:00modify100.100.983250.994250.96825
322022.10.04 16:00s/l100.100.994250.994250.96825-108.5110076.96
332022.10.05 08:00buy110.100.994340.000000.00000
342022.10.05 08:00modify110.100.994340.983341.00934
352022.10.06 16:00s/l110.100.983340.983341.00934-113.239963.73
362022.10.10 08:00buy120.100.970960.000000.00000
372022.10.10 08:00modify120.100.970960.959960.98596
382022.10.18 08:00t/p120.100.985960.959960.98596141.3910105.12
392022.10.19 12:00buy130.100.978600.000000.00000
402022.10.19 12:00modify130.100.978600.967600.99360
412022.10.25 16:00t/p130.100.993600.967600.99360143.5510248.67
422022.10.26 08:00sell140.101.003300.000000.00000
432022.10.26 08:00modify140.101.003301.014300.98830
442022.10.31 16:00t/p140.100.988301.014300.98830153.7210402.39
452022.11.01 08:00sell150.100.992970.000000.00000
462022.11.01 08:00modify150.100.992971.003970.97797
472022.11.03 08:00t/p150.100.977971.003970.97797152.9710555.36
482022.11.04 12:00sell160.100.979680.000000.00000
492022.11.04 12:00modify160.100.979680.990680.96468
502022.11.04 16:00s/l160.100.990680.990680.96468-110.0010445.36
512022.11.07 12:00sell170.100.998100.000000.00000
522022.11.07 12:00modify170.100.998101.009100.98310
532022.11.08 20:00s/l170.101.009101.009100.98310-109.2610336.10
542022.11.10 08:00buy180.101.000040.000000.00000
552022.11.10 08:00modify180.101.000040.989041.01504
562022.11.10 16:00t/p180.101.015040.989041.01504150.0010486.10
572022.11.14 12:00buy190.101.028680.000000.00000
582022.11.14 12:00modify190.101.028681.017681.04368
592022.11.14 20:00buy200.101.035650.000000.00000
602022.11.14 20:00modify200.101.035651.033931.04368
612022.11.14 20:00modify190.101.028681.033931.04368
622022.11.15 00:00s/l190.101.033931.033931.0436851.4210537.53
632022.11.15 00:00s/l200.101.033931.033931.04368-18.2810519.25
642022.11.15 08:00sell210.101.040690.000000.00000
652022.11.15 08:00modify210.101.040691.051691.02569
662022.11.21 08:00t/p210.101.025691.051691.02569154.4610673.71
672022.11.28 12:00sell220.101.047410.000000.00000
682022.11.28 12:00modify220.101.047411.058411.03241
692022.11.28 16:00sell230.101.039770.000000.00000
702022.11.28 16:00modify230.101.039771.042161.03241
712022.11.28 16:00modify220.101.047411.042161.03241
722022.11.30 00:00t/p220.101.032411.042161.03241151.4910825.20
732022.11.30 00:00t/p230.101.032411.042161.0324175.0910900.28
742022.12.06 12:00sell240.101.051660.000000.00000
752022.12.06 12:00modify240.101.051661.062661.03666
762022.12.13 16:00s/l240.101.062661.062661.03666-104.8010795.49
772022.12.15 08:00buy250.101.064400.000000.00000
782022.12.15 08:00modify250.101.064401.053401.07940
792023.01.03 12:00s/l250.101.053401.053401.07940-128.2910667.20
802023.01.04 08:00sell260.101.059380.000000.00000
812023.01.04 08:00modify260.101.059381.070381.04438
822023.01.05 16:00sell270.101.051830.000000.00000
832023.01.05 16:00modify270.101.051831.054131.04438
842023.01.05 16:00modify260.101.059381.054131.04438
852023.01.05 20:00s/l260.101.054131.054131.0443854.7310721.93
862023.01.05 20:00s/l270.101.054131.054131.04438-23.0010698.93
872023.01.06 12:00buy280.101.049720.000000.00000
882023.01.06 12:00modify280.101.049721.038721.06472
892023.01.06 20:00t/p280.101.064721.038721.06472150.0010848.93
902023.01.13 12:00buy290.101.081490.000000.00000
912023.01.13 12:00modify290.101.081491.070491.09649
922023.01.24 08:00buy300.101.089160.000000.00000
932023.01.24 08:00modify300.101.089161.086741.09649
942023.01.24 08:00modify290.101.081491.086741.09649
952023.01.24 12:00s/l290.101.086741.086741.0964942.8210891.75
962023.01.24 12:00s/l300.101.086741.086741.09649-24.2010867.55
972023.01.30 12:00sell310.101.089620.000000.00000
982023.01.30 12:00modify310.101.089621.100621.07462
992023.02.02 00:00s/l310.101.100621.100621.07462-106.2810761.26
1002023.02.03 12:00sell320.101.092900.000000.00000
1012023.02.03 12:00modify320.101.092901.103901.07790
1022023.02.06 12:00t/p320.101.077901.103901.07790150.7410912.01
1032023.02.07 12:00buy330.101.070790.000000.00000
1042023.02.07 12:00modify330.101.070791.059791.08579
1052023.02.23 12:00s/l330.101.059791.059791.08579-129.3610782.64
1062023.03.01 08:00sell340.101.064150.000000.00000
1072023.03.01 08:00modify340.101.064151.075151.04915
1082023.03.14 16:00s/l340.101.075151.075151.04915-100.3410682.31
1092023.03.15 12:00buy350.101.059020.000000.00000
1102023.03.15 12:00modify350.101.059021.048021.07402
1112023.03.17 08:00buy360.101.066550.000000.00000
1122023.03.17 08:00modify360.101.066551.064271.07402
1132023.03.17 08:00modify350.101.059021.064271.07402
1142023.03.17 12:00s/l350.101.064271.064271.0740248.2010730.50
1152023.03.17 12:00s/l360.101.064271.064271.07402-22.8010707.70
1162023.03.20 12:00sell370.101.070710.000000.00000
1172023.03.20 12:00modify370.101.070711.081711.05571
1182023.03.22 20:00s/l370.101.081711.081711.05571-108.5110599.19
1192023.03.24 12:00buy380.101.074100.000000.00000
1202023.03.24 12:00modify380.101.074101.063101.08910
1212023.03.28 00:00buy390.101.080910.000000.00000
1222023.03.28 00:00modify390.101.080911.079351.08910
1232023.03.28 00:00modify380.101.074101.079351.08910
1242023.03.28 04:00buy400.101.081810.000000.00000
1252023.03.28 04:00modify400.101.081811.079351.08910
1262023.03.30 16:00t/p380.101.089101.079351.08910143.5510742.73
1272023.03.30 16:00t/p390.101.089101.079351.0891077.6010820.33
1282023.03.30 16:00t/p400.101.089101.079351.0891068.6010888.93
1292023.03.31 12:00buy410.101.087020.000000.00000
1302023.03.31 12:00modify410.101.087021.076021.10202
1312023.04.13 12:00t/p410.101.102021.076021.10202136.0211024.94
1322023.04.18 08:00sell420.101.097020.000000.00000
1332023.04.18 08:00modify420.101.097021.108021.08202
1342023.04.26 16:00s/l420.101.108021.108021.08202-104.0510920.89
1352023.04.28 12:00buy430.101.097660.000000.00000
1362023.04.28 12:00modify430.101.097661.086661.11266
1372023.05.05 04:00buy440.101.104710.000000.00000
1382023.05.05 04:00modify440.101.104711.102911.11266
1392023.05.05 04:00modify430.101.097661.102911.11266
1402023.05.05 08:00s/l430.101.102911.102911.1126644.9710965.86
1412023.05.05 08:00s/l440.101.102911.102911.11266-18.0010947.86
1422023.05.08 08:00sell450.101.104910.000000.00000
1432023.05.08 08:00modify450.101.104911.115911.08991
1442023.05.12 12:00t/p450.101.089911.115911.08991154.4611102.32
1452023.05.12 12:00buy460.101.089490.000000.00000
1462023.05.12 12:00modify460.101.089491.078491.10449
1472023.05.18 16:00s/l460.101.078491.078491.10449-116.4510985.87
1482023.05.19 12:00sell470.101.080860.000000.00000
1492023.05.19 12:00modify470.101.080861.091861.06586
1502023.05.31 16:00t/p470.101.065861.091861.06586157.4311143.30
1512023.06.06 12:00buy480.101.068010.000000.00000
1522023.06.06 12:00modify480.101.068011.057011.08301
1532023.06.11 20:00buy490.101.074890.000000.00000
1542023.06.11 20:00modify490.101.074891.073261.08301
1552023.06.11 20:00modify480.101.068011.073261.08301
1562023.06.14 04:00buy500.101.079290.000000.00000
1572023.06.14 04:00modify500.101.079291.073261.08301
1582023.06.14 16:00t/p480.101.083011.073261.08301141.3911284.69
1592023.06.14 16:00t/p490.101.083011.073261.0830177.9711362.67
1602023.06.14 16:00t/p500.101.083011.073261.0830137.2011399.87
1612023.06.23 04:00buy510.101.093860.000000.00000
1622023.06.23 04:00modify510.101.093861.082861.10886
1632023.07.11 00:00buy520.101.100830.000000.00000
1642023.07.11 00:00modify520.101.100831.099111.10886
1652023.07.11 00:00modify510.101.093861.099111.10886
1662023.07.11 12:00s/l510.101.099111.099111.1088635.2911435.15
1672023.07.11 12:00s/l520.101.099111.099111.10886-17.2011417.95
1682023.07.11 12:00buy530.101.098660.000000.00000
1692023.07.11 12:00modify530.101.098661.087661.11366
1702023.07.12 20:00t/p530.101.113661.087661.11366148.9211566.88
1712023.07.13 12:00sell540.101.117420.000000.00000
1722023.07.13 12:00modify540.101.117421.128421.10242
1732023.07.24 20:00sell550.101.106020.000000.00000
1742023.07.24 20:00modify550.101.106021.112171.10242
1752023.07.24 20:00modify540.101.117421.112171.10242
1762023.07.25 16:00t/p540.101.102421.112171.10242157.4311724.31
1772023.07.25 16:00t/p550.101.102421.112171.1024236.7411761.05
1782023.07.27 08:00sell560.101.112840.000000.00000
1792023.07.27 08:00modify560.101.112841.123841.09784
1802023.07.27 20:00t/p560.101.097841.123841.09784150.0011911.05
1812023.07.28 12:00sell570.101.100910.000000.00000
1822023.07.28 12:00modify570.101.100911.111911.08591
1832023.08.08 12:00sell580.101.094120.000000.00000
1842023.08.08 12:00modify580.101.094121.095661.08591
1852023.08.08 12:00modify570.101.100911.095661.08591
1862023.08.08 16:00s/l570.101.095661.095661.0859159.1911970.24
1872023.08.08 16:00s/l580.101.095661.095661.08591-15.4011954.84
1882023.08.09 08:00sell590.101.098410.000000.00000
1892023.08.09 08:00modify590.101.098411.109411.08341
1902023.08.17 20:00sell600.101.087160.000000.00000
1912023.08.17 20:00modify600.101.087161.093161.08341
1922023.08.17 20:00modify590.101.098411.093161.08341
1932023.08.22 08:00s/l590.101.093161.093161.0834162.1612017.01
1942023.08.22 08:00s/l600.101.093161.093161.08341-57.7711959.24
1952023.08.22 08:00sell610.101.092550.000000.00000
1962023.08.22 08:00modify610.101.092551.103551.07755
1972023.08.23 12:00sell620.101.081110.000000.00000
1982023.08.23 12:00modify620.101.081111.087301.07755
1992023.08.23 12:00modify610.101.092551.087301.07755
2002023.08.23 20:00s/l610.101.087301.087301.0775553.2412012.48
2012023.08.23 20:00s/l620.101.087301.087301.07755-61.9011950.58
2022023.08.31 08:00buy630.101.089550.000000.00000
2032023.08.31 08:00modify630.101.089551.078551.10455
2042023.08.31 23:59close at stop630.101.084241.078551.10455-53.1011897.48