Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01)
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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test2612Ticks modelled4223Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit829.89Gross profit3208.56Gross loss-2378.67
Profit factor1.35Expected payoff11.37
Absolute drawdown87.60Maximal drawdown376.47 (3.44%)Relative drawdown3.44% (376.47)
Total trades73Short positions (won %)38 (50.00%)Long positions (won %)35 (68.57%)
Profit trades (% of total)43 (58.90%)Loss trades (% of total)30 (41.10%)
Largestprofit trade95.77loss trade-90.56
Averageprofit trade74.62loss trade-79.29
Maximumconsecutive wins (profit in money)5 (372.18)consecutive losses (loss in money)3 (-264.71)
Maximalconsecutive profit (count of wins)372.18 (5)consecutive loss (count of losses)-264.71 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 12:00sell10.10143.2220.0000.000
22022.10.04 12:00modify10.10143.222144.522141.822
32022.10.07 08:00t/p10.10141.822144.522141.82291.3810091.38
42022.10.13 16:00sell20.10143.9030.0000.000
52022.10.13 16:00modify20.10143.903145.203142.503
62022.10.17 12:00s/l20.10145.203145.203142.503-88.4110002.96
72022.10.17 16:00sell30.10146.3580.0000.000
82022.10.17 16:00modify30.10146.358147.658144.958
92022.10.21 12:00s/l30.10147.658147.658144.958-90.569912.40
102022.10.21 16:00buy40.10144.2060.0000.000
112022.10.21 16:00modify40.10144.206142.906145.606
122022.10.21 20:00t/p40.10145.606142.906145.60694.0610006.46
132022.10.27 16:00buy50.10145.8100.0000.000
142022.10.27 16:00modify50.10145.810144.510147.210
152022.10.28 16:00t/p50.10147.210144.510147.21094.3510100.81
162022.11.04 16:00sell60.10145.6730.0000.000
172022.11.04 16:00modify60.10145.673146.973144.273
182022.11.07 20:00s/l60.10146.973146.973144.273-87.8810012.94
192022.11.10 16:00buy70.10144.1650.0000.000
202022.11.10 16:00modify70.10144.165142.865145.565
212022.11.11 12:00s/l70.10142.865142.865145.565-87.079925.87
222022.11.11 12:00buy80.10143.5770.0000.000
232022.11.11 12:00modify80.10143.577142.277144.977
242022.11.14 16:00t/p80.10144.977142.277144.97794.3510020.22
252022.11.14 16:00sell90.10145.0270.0000.000
262022.11.14 16:00modify90.10145.027146.327143.627
272022.11.15 20:00t/p90.10143.627146.327143.62793.5210113.74
282022.11.24 12:00buy100.10143.9420.0000.000
292022.11.24 12:00modify100.10143.942142.642145.342
302022.12.01 04:00s/l100.10142.642142.642145.342-85.3710028.38
312022.12.01 08:00buy110.10142.0690.0000.000
322022.12.01 08:00modify110.10142.069140.769143.469
332022.12.02 12:00s/l110.10140.769140.769143.469-87.079941.31
342022.12.02 12:00buy120.10141.2300.0000.000
352022.12.02 12:00modify120.10141.230139.930142.630
362022.12.05 00:00buy130.10141.8120.0000.000
372022.12.05 00:00modify130.10141.812141.300142.630
382022.12.05 00:00modify120.10141.230141.300142.630
392022.12.05 08:00t/p120.10142.630141.300142.63094.3510035.66
402022.12.05 08:00t/p130.10142.630141.300142.63054.9610090.62
412022.12.05 12:00sell140.10142.9130.0000.000
422022.12.05 12:00modify140.10142.913144.213141.513
432022.12.07 12:00s/l140.10144.213144.213141.513-88.4110002.21
442022.12.13 16:00buy150.10143.8210.0000.000
452022.12.13 16:00modify150.10143.821142.521145.221
462022.12.15 12:00t/p150.10145.221142.521145.22195.1910097.40
472022.12.15 16:00sell160.10146.5280.0000.000
482022.12.15 16:00modify160.10146.528147.828145.128
492022.12.16 16:00t/p160.10145.128147.828145.12893.5210190.92
502022.12.20 04:00buy170.10141.5900.0000.000
512022.12.20 04:00modify170.10141.590140.290142.990
522022.12.20 08:00s/l170.10140.290140.290142.990-87.3510103.57
532022.12.28 04:00sell180.10142.7990.0000.000
542022.12.28 04:00modify180.10142.799144.099141.399
552022.12.30 04:00t/p180.10141.399144.099141.39991.9110195.49
562022.12.30 08:00buy190.10140.7760.0000.000
572022.12.30 08:00modify190.10140.776139.476142.176
582023.01.02 16:00s/l190.10139.476139.476142.176-87.0710108.42
592023.01.03 04:00buy200.10138.5340.0000.000
602023.01.03 04:00modify200.10138.534137.234139.934
612023.01.04 16:00t/p200.10139.934137.234139.93494.3410202.76
622023.01.04 16:00sell210.10139.9700.0000.000
632023.01.04 16:00modify210.10139.970141.270138.570
642023.01.05 16:00s/l210.10141.270141.270138.570-88.9610113.80
652023.01.09 16:00sell220.10141.7110.0000.000
662023.01.09 16:00modify220.10141.711143.011140.311
672023.01.12 12:00sell230.10140.8420.0000.000
682023.01.12 12:00modify230.10140.842141.361140.311
692023.01.12 12:00modify220.10141.711141.361140.311
702023.01.12 16:00t/p220.10140.311141.361140.31191.3810205.18
712023.01.12 16:00t/p230.10140.311141.361140.31135.6710240.85
722023.01.18 04:00sell240.10141.2770.0000.000
732023.01.18 04:00modify240.10141.277142.577139.877
742023.01.18 12:00t/p240.10139.877142.577139.87794.0610334.91
752023.01.19 04:00buy250.10138.5860.0000.000
762023.01.19 04:00modify250.10138.586137.286139.986
772023.01.19 20:00buy260.10139.1460.0000.000
782023.01.19 20:00modify260.10139.146138.656139.986
792023.01.19 20:00modify250.10138.586138.656139.986
802023.01.20 08:00t/p250.10139.986138.656139.98694.3510429.26
812023.01.20 08:00t/p260.10139.986138.656139.98656.7210485.98
822023.01.20 12:00sell270.10140.6260.0000.000
832023.01.20 12:00modify270.10140.626141.926139.226
842023.01.23 08:00s/l270.10141.926141.926139.226-87.8810398.11
852023.01.23 08:00sell280.10142.0170.0000.000
862023.01.23 08:00modify280.10142.017143.317140.617
872023.01.26 00:00sell290.10141.1590.0000.000
882023.01.26 00:00modify290.10141.159141.667140.617
892023.01.26 00:00modify280.10142.017141.667140.617
902023.01.26 12:00s/l280.10141.667141.667140.61720.8310418.93
912023.01.26 12:00s/l290.10141.667141.667140.617-34.1310384.80
922023.02.02 16:00buy300.10140.4720.0000.000
932023.02.02 16:00modify300.10140.472139.172141.872
942023.02.03 16:00t/p300.10141.872139.172141.87294.3510479.15
952023.02.03 16:00sell310.10142.3200.0000.000
962023.02.03 16:00modify310.10142.320143.620140.920
972023.02.07 08:00sell320.10141.7310.0000.000
982023.02.07 08:00modify320.10141.731142.250140.920
992023.02.07 08:00modify310.10142.320142.250140.920
1002023.02.07 12:00sell330.10141.4740.0000.000
1012023.02.07 12:00modify330.10141.474141.970140.920
1022023.02.07 12:00modify320.10141.731141.970140.920
1032023.02.07 12:00modify310.10142.320141.970140.920
1042023.02.07 16:00t/p310.10140.920141.970140.92092.9910572.14
1052023.02.07 16:00t/p320.10140.920141.970140.92054.4910626.63
1062023.02.07 16:00t/p330.10140.920141.970140.92037.2210663.85
1072023.02.07 16:00buy340.10140.3620.0000.000
1082023.02.07 16:00modify340.10140.362139.062141.762
1092023.02.09 12:00buy350.10140.9320.0000.000
1102023.02.09 12:00modify350.10140.932140.432141.762
1112023.02.09 12:00modify340.10140.362140.432141.762
1122023.02.10 08:00s/l340.10140.432140.432141.7626.1310669.98
1132023.02.10 08:00s/l350.10140.432140.432141.762-33.3110636.67
1142023.02.10 08:00buy360.10140.1410.0000.000
1152023.02.10 08:00modify360.10140.141138.841141.541
1162023.02.13 12:00t/p360.10141.541138.841141.54194.3510731.02
1172023.02.13 12:00sell370.10141.6490.0000.000
1182023.02.13 12:00modify370.10141.649142.949140.249
1192023.02.14 20:00s/l370.10142.949142.949140.249-87.8810643.15
1202023.02.24 16:00sell380.10143.7830.0000.000
1212023.02.24 16:00modify380.10143.783145.083142.383
1222023.02.28 12:00s/l380.10145.083145.083142.383-88.4210554.72
1232023.03.13 12:00buy390.10142.0210.0000.000
1242023.03.13 12:00modify390.10142.021140.721143.421
1252023.03.14 12:00t/p390.10143.421140.721143.42194.3510649.08
1262023.03.14 16:00sell400.10144.0160.0000.000
1272023.03.14 16:00modify400.10144.016145.316142.616
1282023.03.15 12:00t/p400.10142.616145.316142.61693.5210742.60
1292023.03.15 12:00buy410.10141.4010.0000.000
1302023.03.15 12:00modify410.10141.401140.101142.801
1312023.03.15 16:00s/l410.10140.101140.101142.801-87.3410655.26
1322023.03.20 08:00buy420.10139.6740.0000.000
1332023.03.20 08:00modify420.10139.674138.374141.074
1342023.03.20 16:00t/p420.10141.074138.374141.07494.0710749.33
1352023.03.21 12:00sell430.10142.5690.0000.000
1362023.03.21 12:00modify430.10142.569143.869141.169
1372023.03.24 04:00t/p430.10141.169143.869141.16991.3810840.70
1382023.03.24 04:00buy440.10141.1640.0000.000
1392023.03.24 04:00modify440.10141.164139.864142.564
1402023.03.24 12:00s/l440.10139.864139.864142.564-87.3510753.35
1412023.03.27 12:00sell450.10141.6090.0000.000
1422023.03.27 12:00modify450.10141.609142.909140.209
1432023.03.29 08:00s/l450.10142.909142.909140.209-88.4110664.94
1442023.03.29 08:00sell460.10143.0020.0000.000
1452023.03.29 08:00modify460.10143.002144.302141.602
1462023.03.30 12:00s/l460.10144.302144.302141.602-88.9510575.99
1472023.03.31 00:00sell470.10145.2470.0000.000
1482023.03.31 00:00modify470.10145.247146.547143.847
1492023.04.03 04:00t/p470.10143.847146.547143.84793.5210669.51
1502023.04.05 16:00buy480.10143.0870.0000.000
1512023.04.05 16:00modify480.10143.087141.787144.487
1522023.04.06 20:00buy490.10143.9310.0000.000
1532023.04.06 20:00modify490.10143.931143.437144.487
1542023.04.06 20:00modify480.10143.087143.437144.487
1552023.04.10 04:00t/p480.10144.487143.437144.48795.4910765.00
1562023.04.10 04:00t/p490.10144.487143.437144.48737.9310802.92
1572023.04.25 16:00buy500.10146.9700.0000.000
1582023.04.25 16:00modify500.10146.970145.670148.370
1592023.04.27 08:00buy510.10147.8310.0000.000
1602023.04.27 08:00modify510.10147.831147.320148.370
1612023.04.27 08:00modify500.10146.970147.320148.370
1622023.04.27 12:00s/l500.10147.320147.320148.37024.6510827.58
1632023.04.27 12:00s/l510.10147.320147.320148.370-34.3310793.25
1642023.04.28 08:00sell520.10149.3120.0000.000
1652023.04.28 08:00modify520.10149.312150.612147.912
1662023.05.01 04:00s/l520.10150.612150.612147.912-87.8910705.36
1672023.05.04 16:00buy530.10147.2900.0000.000
1682023.05.04 16:00modify530.10147.290145.990148.690
1692023.05.05 16:00t/p530.10148.690145.990148.69094.3510799.71
1702023.05.11 12:00buy540.10146.6770.0000.000
1712023.05.11 12:00modify540.10146.677145.377148.077
1722023.05.12 16:00buy550.10147.2660.0000.000
1732023.05.12 16:00modify550.10147.266146.747148.077
1742023.05.12 16:00modify540.10146.677146.747148.077
1752023.05.15 12:00t/p540.10148.077146.747148.07794.6410894.35
1762023.05.15 12:00t/p550.10148.077146.747148.07754.7710949.12
1772023.06.15 04:00sell560.10152.5430.0000.000
1782023.06.15 04:00modify560.10152.543153.843151.143
1792023.06.16 04:00s/l560.10153.843153.843151.143-87.8810861.24
1802023.06.16 08:00sell570.10154.4370.0000.000
1812023.06.16 08:00modify570.10154.437155.737153.037
1822023.06.21 16:00s/l570.10155.737155.737153.037-88.9510772.29
1832023.06.23 08:00buy580.10155.3240.0000.000
1842023.06.23 08:00modify580.10155.324154.024156.724
1852023.06.27 08:00t/p580.10156.724154.024156.72494.6310866.92
1862023.06.27 16:00sell590.10157.8280.0000.000
1872023.06.27 16:00modify590.10157.828159.128156.428
1882023.06.28 16:00sell600.10157.2520.0000.000
1892023.06.28 16:00modify600.10157.252157.758156.428
1902023.06.28 16:00modify590.10157.828157.758156.428
1912023.06.29 08:00s/l590.10157.758157.758156.4282.5510869.47
1922023.06.29 08:00s/l600.10157.758157.758156.428-35.6110833.86
1932023.07.11 08:00buy610.10154.7200.0000.000
1942023.07.11 08:00modify610.10154.720153.420156.120
1952023.07.12 16:00s/l610.10153.420153.420156.120-87.0710746.79
1962023.07.14 16:00sell620.10155.8930.0000.000
1972023.07.14 16:00modify620.10155.893157.193154.493
1982023.07.19 12:00s/l620.10157.193157.193154.493-88.9610657.83
1992023.07.21 08:00sell630.10157.3070.0000.000
2002023.07.21 08:00modify630.10157.307158.607155.907
2012023.07.24 16:00sell640.10156.4650.0000.000
2022023.07.24 16:00modify640.10156.465156.957155.907
2032023.07.24 16:00modify630.10157.307156.957155.907
2042023.07.25 16:00t/p630.10155.907156.957155.90792.9910750.82
2052023.07.25 16:00t/p640.10155.907156.957155.90736.9510787.77
2062023.07.28 16:00sell650.10155.3320.0000.000
2072023.07.28 16:00modify650.10155.332156.632153.932
2082023.07.31 08:00s/l650.10156.632156.632153.932-87.8810699.90
2092023.08.08 04:00sell660.10157.4020.0000.000
2102023.08.08 04:00modify660.10157.402158.702156.002
2112023.08.10 16:00s/l660.10158.702158.702156.002-89.4910610.41
2122023.08.10 16:00sell670.10159.0700.0000.000
2132023.08.10 16:00modify670.10159.070160.370157.670
2142023.08.18 12:00sell680.10157.9330.0000.000
2152023.08.18 12:00modify680.10157.933158.580157.670
2162023.08.18 12:00modify670.10159.070158.580157.670
2172023.08.21 12:00s/l670.10158.580158.580157.67028.0910638.50
2182023.08.21 12:00s/l680.10158.580158.580157.670-44.0110594.49
2192023.08.21 12:00sell690.10159.0890.0000.000
2202023.08.21 12:00modify690.10159.089160.389157.689
2212023.08.23 08:00t/p690.10157.689160.389157.68992.9910687.47
2222023.08.23 08:00buy700.10157.3170.0000.000
2232023.08.23 08:00modify700.10157.317156.017158.717
2242023.08.29 12:00t/p700.10158.717156.017158.71795.7710783.24
2252023.08.31 16:00buy710.10157.9350.0000.000
2262023.08.31 16:00modify710.10157.935156.635159.335
2272023.09.11 08:00s/l710.10156.635156.635159.335-84.8010698.44
2282023.09.14 16:00buy720.10156.9000.0000.000
2292023.09.14 16:00modify720.10156.900155.600158.300
2302023.09.18 00:00buy730.10157.7690.0000.000
2312023.09.18 00:00modify730.10157.769157.250158.300
2322023.09.18 00:00modify720.10156.900157.250158.300
2332023.09.20 08:00t/p720.10158.300157.250158.30095.2010793.64
2342023.09.20 08:00t/p730.10158.300157.250158.30036.2510829.89