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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=19; 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 profit887.07Gross profit2945.88Gross loss-2058.82
Profit factor1.43Expected payoff15.29
Absolute drawdown91.24Maximal drawdown393.92 (3.51%)Relative drawdown3.51% (393.92)
Total trades58Short positions (won %)30 (50.00%)Long positions (won %)28 (64.29%)
Profit trades (% of total)33 (56.90%)Loss trades (% of total)25 (43.10%)
Largestprofit trade148.18loss trade-173.67
Averageprofit trade89.27loss trade-82.35
Maximumconsecutive wins (profit in money)4 (389.41)consecutive losses (loss in money)2 (-300.92)
Maximalconsecutive profit (count of wins)389.41 (4)consecutive loss (count of losses)-300.92 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 16:00buy10.100.995120.000000.00000
22022.09.01 16:00modify10.100.995120.980121.00912
32022.09.08 12:00buy20.101.002260.000000.00000
42022.09.08 12:00modify20.101.002260.998621.00912
52022.09.08 12:00modify10.100.995120.998621.00912
62022.09.08 16:00s/l10.100.998620.998621.0091227.4710027.47
72022.09.08 16:00s/l20.100.998620.998621.00912-36.409991.07
82022.09.09 08:00sell30.101.009630.000000.00000
92022.09.09 08:00modify30.101.009631.024630.99563
102022.09.16 08:00t/p30.100.995631.024630.99563145.2010136.27
112022.09.21 08:00buy40.100.991320.000000.00000
122022.09.21 08:00modify40.100.991320.976321.00532
132022.09.23 12:00s/l40.100.976320.976321.00532-154.309981.97
142022.09.28 04:00buy50.100.956090.000000.00000
152022.09.28 04:00modify50.100.956090.941090.97009
162022.09.28 20:00t/p50.100.970090.941090.97009140.0010121.97
172022.10.04 08:00sell60.100.987510.000000.00000
182022.10.04 08:00modify60.100.987511.002510.97351
192022.10.06 16:00sell70.100.980450.000000.00000
202022.10.06 16:00modify70.100.980450.984010.97351
212022.10.06 16:00modify60.100.987510.984010.97351
222022.10.07 16:00t/p60.100.973510.984010.97351143.7210265.69
232022.10.07 16:00t/p70.100.973510.984010.9735170.1410335.83
242022.10.11 04:00buy80.100.968490.000000.00000
252022.10.11 04:00modify80.100.968490.953490.98249
262022.10.17 08:00buy90.100.975010.000000.00000
272022.10.17 08:00modify90.100.975010.972690.98249
282022.10.17 08:00modify80.100.968490.972690.98249
292022.10.17 12:00s/l80.100.972690.972690.9824935.5510371.38
302022.10.17 12:00s/l90.100.972690.972690.98249-23.2010348.18
312022.10.17 16:00sell100.100.984170.000000.00000
322022.10.17 16:00modify100.100.984170.999170.97017
332022.10.19 16:00sell110.100.977860.000000.00000
342022.10.19 16:00modify110.100.977860.979970.97017
352022.10.19 16:00modify100.100.984170.979970.97017
362022.10.20 12:00s/l100.100.979970.979970.9701745.7210393.89
372022.10.20 12:00s/l110.100.979970.979970.97017-18.8710375.02
382022.10.25 16:00sell120.100.995770.000000.00000
392022.10.25 16:00modify120.100.995771.010770.98177
402022.11.03 00:00t/p120.100.981771.010770.98177148.1810523.20
412022.11.03 08:00buy130.100.978650.000000.00000
422022.11.03 08:00modify130.100.978650.963650.99265
432022.11.04 16:00t/p130.100.992650.963650.99265138.9210662.12
442022.11.04 16:00sell140.100.989510.000000.00000
452022.11.04 16:00modify140.100.989511.004510.97551
462022.11.08 16:00s/l140.101.004511.004510.97551-148.5110513.61
472022.11.08 16:00sell150.101.006620.000000.00000
482022.11.08 16:00modify150.101.006621.021620.99262
492022.11.09 20:00sell160.101.000240.000000.00000
502022.11.09 20:00modify160.101.000241.002420.99262
512022.11.09 20:00modify150.101.006621.002420.99262
522022.11.10 04:00s/l150.101.002421.002420.9926244.9710558.58
532022.11.10 04:00s/l160.101.002421.002420.99262-19.5710539.01
542022.11.10 12:00buy170.100.994740.000000.00000
552022.11.10 12:00modify170.100.994740.979741.00874
562022.11.10 16:00t/p170.101.008740.979741.00874140.0010679.01
572022.11.11 08:00sell180.101.024450.000000.00000
582022.11.11 08:00modify180.101.024451.039451.01045
592022.11.15 08:00s/l180.101.039451.039451.01045-148.5110530.50
602022.11.21 04:00buy190.101.030420.000000.00000
612022.11.21 04:00modify190.101.030421.015421.04442
622022.11.24 04:00t/p190.101.044421.015421.04442134.6210665.12
632022.11.28 04:00buy200.101.035780.000000.00000
642022.11.28 04:00modify200.101.035781.020781.04978
652022.12.01 16:00t/p200.101.049781.020781.04978134.6210799.74
662022.12.09 04:00sell210.101.058090.000000.00000
672022.12.09 04:00modify210.101.058091.073091.04409
682022.12.12 04:00sell220.101.051500.000000.00000
692022.12.12 04:00modify220.101.051501.053891.04409
702022.12.12 04:00modify210.101.058091.053891.04409
712022.12.12 08:00s/l210.101.053891.053891.0440942.7410842.48
722022.12.12 08:00s/l220.101.053891.053891.04409-23.9010818.58
732022.12.13 16:00sell230.101.063640.000000.00000
742022.12.13 16:00modify230.101.063641.078641.04964
752023.01.04 00:00sell240.101.054530.000000.00000
762023.01.04 00:00modify240.101.054531.058741.04964
772023.01.04 00:00modify230.101.063641.058741.04964
782023.01.04 08:00s/l230.101.058741.058741.0496465.3510883.94
792023.01.04 08:00s/l240.101.058741.058741.04964-42.1010841.84
802023.01.05 16:00buy250.101.052130.000000.00000
812023.01.05 16:00modify250.101.052131.037131.06613
822023.01.09 00:00t/p250.101.066131.037131.06613137.8510979.68
832023.01.11 16:00sell260.101.075490.000000.00000
842023.01.11 16:00modify260.101.075491.090491.06149
852023.01.23 04:00s/l260.101.090491.090491.06149-141.0810838.60
862023.02.01 12:00sell270.101.089240.000000.00000
872023.02.01 12:00modify270.101.089241.104241.07524
882023.02.06 16:00t/p270.101.075241.104241.07524143.7210982.32
892023.02.07 12:00buy280.101.070790.000000.00000
902023.02.07 12:00modify280.101.070791.055791.08479
912023.02.24 16:00s/l280.101.055791.055791.08479-170.4410811.88
922023.02.27 16:00sell290.101.060080.000000.00000
932023.02.27 16:00modify290.101.060081.075081.04608
942023.03.08 04:00sell300.101.052920.000000.00000
952023.03.08 04:00modify300.101.052921.056581.04608
962023.03.08 04:00modify290.101.060081.056581.04608
972023.03.08 12:00sell310.101.053760.000000.00000
982023.03.08 12:00modify310.101.053761.055881.04608
992023.03.08 12:00modify300.101.052921.055881.04608
1002023.03.08 12:00modify290.101.060081.055881.04608
1012023.03.08 16:00s/l290.101.055881.055881.0460848.6910860.57
1022023.03.08 16:00s/l300.101.055881.055881.04608-29.6010830.97
1032023.03.08 16:00s/l310.101.055881.055881.04608-21.2010809.77
1042023.03.10 16:00sell320.101.068730.000000.00000
1052023.03.10 16:00modify320.101.068731.083731.05473
1062023.03.15 16:00t/p320.101.054731.083731.05473142.2310952.00
1072023.03.21 12:00sell330.101.077870.000000.00000
1082023.03.21 12:00modify330.101.077871.092871.06387
1092023.03.23 08:00s/l330.101.092871.092871.06387-147.0310804.97
1102023.03.24 12:00buy340.101.074100.000000.00000
1112023.03.24 12:00modify340.101.074101.059101.08810
1122023.03.28 12:00buy350.101.083430.000000.00000
1132023.03.28 12:00modify350.101.083431.079001.08810
1142023.03.28 12:00modify340.101.074101.079001.08810
1152023.03.30 12:00t/p340.101.088101.079001.08810133.5510938.52
1162023.03.30 12:00t/p350.101.088101.079001.0881042.4010980.92
1172023.03.30 16:00sell360.101.089790.000000.00000
1182023.03.30 16:00modify360.101.089791.104791.07579
1192023.04.13 16:00s/l360.101.104791.104791.07579-139.5910841.32
1202023.04.17 16:00buy370.101.091700.000000.00000
1212023.04.17 16:00modify370.101.091701.076701.10570
1222023.04.24 08:00buy380.101.098990.000000.00000
1232023.04.24 08:00modify380.101.098991.095201.10570
1242023.04.24 08:00modify370.101.091701.095201.10570
1252023.04.25 00:00t/p370.101.105701.095201.10570131.3910972.72
1262023.04.25 00:00t/p380.101.105701.095201.1057066.0211038.74
1272023.04.25 16:00buy390.101.097150.000000.00000
1282023.04.25 16:00modify390.101.097151.082151.11115
1292023.04.28 00:00buy400.101.103450.000000.00000
1302023.04.28 00:00modify400.101.103451.101351.11115
1312023.04.28 00:00modify390.101.097151.101351.11115
1322023.04.28 04:00s/l390.101.101351.101351.1111536.6211075.36
1332023.04.28 04:00s/l400.101.101351.101351.11115-21.0011054.36
1342023.04.28 12:00buy410.101.097660.000000.00000
1352023.04.28 12:00modify410.101.097661.082661.11166
1362023.04.28 16:00buy420.101.104240.000000.00000
1372023.04.28 16:00modify420.101.104241.101861.11166
1382023.04.28 16:00modify410.101.097661.101861.11166
1392023.04.28 20:00s/l410.101.101861.101861.1116642.0011096.36
1402023.04.28 20:00s/l420.101.101861.101861.11166-23.8011072.56
1412023.05.03 04:00sell430.101.102940.000000.00000
1422023.05.03 04:00modify430.101.102941.117941.08894
1432023.05.09 12:00sell440.101.096350.000000.00000
1442023.05.09 12:00modify440.101.096351.098741.08894
1452023.05.09 12:00modify430.101.102941.098741.08894
1462023.05.10 16:00s/l430.101.098741.098741.0889447.2011119.76
1472023.05.10 16:00s/l440.101.098741.098741.08894-23.1611096.61
1482023.05.11 16:00buy450.101.091850.000000.00000
1492023.05.11 16:00modify450.101.091851.076851.10585
1502023.05.18 16:00s/l450.101.076851.076851.10585-157.5310939.08
1512023.05.23 12:00buy460.101.077610.000000.00000
1522023.05.23 12:00modify460.101.077611.062611.09161
1532023.06.15 16:00t/p460.101.091611.062611.09161113.1111052.18
1542023.06.15 16:00sell470.101.093260.000000.00000
1552023.06.15 16:00modify470.101.093261.108261.07926
1562023.06.23 08:00sell480.101.086880.000000.00000
1572023.06.23 08:00modify480.101.086881.089061.07926
1582023.06.23 08:00modify470.101.093261.089061.07926
1592023.06.23 16:00s/l470.101.089061.089061.0792647.9511100.13
1602023.06.23 16:00s/l480.101.089061.089061.07926-21.8011078.33
1612023.06.27 08:00sell490.101.093930.000000.00000
1622023.06.27 08:00modify490.101.093931.108931.07993
1632023.06.29 20:00sell500.101.086910.000000.00000
1642023.06.29 20:00modify500.101.086911.090431.07993
1652023.06.29 20:00modify490.101.093931.090431.07993
1662023.06.30 16:00s/l490.101.090431.090431.0799338.7211117.05
1672023.06.30 16:00s/l500.101.090431.090431.07993-34.4611082.59
1682023.07.05 04:00buy510.101.088040.000000.00000
1692023.07.05 04:00modify510.101.088041.073041.10204
1702023.07.11 08:00t/p510.101.102041.073041.10204133.5511216.14
1712023.07.12 16:00sell520.101.112200.000000.00000
1722023.07.12 16:00modify520.101.112201.127201.09820
1732023.07.18 08:00s/l520.101.127201.127201.09820-145.5411070.60
1742023.07.19 12:00buy530.101.121610.000000.00000
1752023.07.19 12:00modify530.101.121611.106611.13561
1762023.07.24 12:00s/l530.101.106611.106611.13561-155.3810915.22
1772023.07.27 08:00sell540.101.112840.000000.00000
1782023.07.27 08:00modify540.101.112841.127841.09884
1792023.07.27 16:00t/p540.101.098841.127841.09884140.0011055.22
1802023.07.28 08:00buy550.101.095480.000000.00000
1812023.07.28 08:00modify550.101.095481.080481.10948
1822023.07.31 00:00buy560.101.102690.000000.00000
1832023.07.31 00:00modify560.101.102691.098981.10948
1842023.07.31 00:00modify550.101.095481.098981.10948
1852023.08.01 04:00s/l550.101.098981.098981.1094832.8511088.06
1862023.08.01 04:00s/l560.101.098981.098981.10948-38.1811049.89
1872023.08.01 12:00buy570.101.097850.000000.00000
1882023.08.01 12:00modify570.101.097851.082851.11185
1892023.08.23 08:00s/l570.101.082851.082851.11185-173.6710876.22
1902023.08.23 08:00buy580.101.082080.000000.00000
1912023.08.23 08:00modify580.101.082081.067081.09608
1922023.08.31 23:59close at stop580.101.084241.067081.0960810.8410887.07