Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=12; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=13; 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 profit1576.82Gross profit2279.38Gross loss-702.56
Profit factor3.24Expected payoff42.62
Absolute drawdown118.00Maximal drawdown201.43 (1.94%)Relative drawdown1.94% (201.43)
Total trades37Short positions (won %)21 (61.90%)Long positions (won %)16 (68.75%)
Profit trades (% of total)24 (64.86%)Loss trades (% of total)13 (35.14%)
Largestprofit trade151.32loss trade-131.93
Averageprofit trade94.97loss trade-54.04
Maximumconsecutive wins (profit in money)5 (566.63)consecutive losses (loss in money)2 (-56.23)
Maximalconsecutive profit (count of wins)566.63 (5)consecutive loss (count of losses)-131.93 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 08:00sell10.100.987510.000000.00000
22022.10.04 08:00modify10.100.987511.000510.97251
32022.10.07 08:00sell20.100.979850.000000.00000
42022.10.07 08:00modify20.100.979850.983760.97251
52022.10.07 08:00modify10.100.987510.983760.97251
62022.10.10 08:00t/p10.100.972510.983760.97251151.3210151.32
72022.10.10 08:00t/p20.100.972510.983760.9725173.6210224.94
82022.10.10 08:00buy30.100.970960.000000.00000
92022.10.10 08:00modify30.100.970960.957960.98596
102022.10.18 08:00t/p30.100.985960.957960.98596144.8610369.80
112022.10.28 00:00buy40.100.996980.000000.00000
122022.10.28 00:00modify40.100.996980.983981.01198
132022.11.02 20:00s/l40.100.983980.983981.01198-131.9310237.87
142022.11.03 08:00buy50.100.978650.000000.00000
152022.11.03 08:00modify50.100.978650.965650.99365
162022.11.04 16:00t/p50.100.993650.965650.99365149.3610387.23
172022.11.10 12:00buy60.100.994740.000000.00000
182022.11.10 12:00modify60.100.994740.981741.00974
192022.11.10 16:00t/p60.101.009740.981741.00974150.0010537.23
202022.11.15 08:00sell70.101.040690.000000.00000
212022.11.15 08:00modify70.101.040691.053691.02569
222022.11.17 12:00sell80.101.034640.000000.00000
232022.11.17 12:00modify80.101.034641.037691.02569
242022.11.17 12:00modify70.101.040691.037691.02569
252022.11.18 04:00s/l70.101.037691.037691.0256931.1010568.33
262022.11.18 04:00s/l80.101.037691.037691.02569-30.2810538.05
272022.11.21 08:00buy90.101.025800.000000.00000
282022.11.21 08:00modify90.101.025801.012801.04080
292022.11.23 04:00buy100.101.031830.000000.00000
302022.11.23 04:00modify100.101.031831.028801.04080
312022.11.23 04:00modify90.101.025801.028801.04080
322022.11.24 00:00t/p90.101.040801.028801.04080146.7910684.84
332022.11.24 00:00t/p100.101.040801.028801.0408087.7710772.61
342022.11.28 12:00sell110.101.047410.000000.00000
352022.11.28 12:00modify110.101.047411.060411.03241
362022.11.28 16:00sell120.101.039770.000000.00000
372022.11.28 16:00modify120.101.039771.043661.03241
382022.11.28 16:00modify110.101.047411.043661.03241
392022.11.30 00:00t/p110.101.032411.043661.03241150.4410923.05
402022.11.30 00:00t/p120.101.032411.043661.0324174.0410997.09
412022.12.01 12:00sell130.101.043740.000000.00000
422022.12.01 12:00modify130.101.043741.056741.02874
432022.12.05 04:00s/l130.101.056741.056741.02874-129.5610867.52
442022.12.05 04:00sell140.101.058020.000000.00000
452022.12.05 04:00modify140.101.058021.071021.04302
462022.12.08 04:00sell150.101.050380.000000.00000
472022.12.08 04:00modify150.101.050381.054271.04302
482022.12.08 04:00modify140.101.058021.054271.04302
492022.12.08 16:00s/l140.101.054271.054271.0430238.6010906.12
502022.12.08 16:00s/l150.101.054271.054271.04302-38.9010867.22
512022.12.09 04:00sell160.101.058090.000000.00000
522022.12.09 04:00modify160.101.058091.071091.04309
532022.12.12 00:00sell170.101.052090.000000.00000
542022.12.12 00:00modify170.101.052091.055091.04309
552022.12.12 00:00modify160.101.058091.055091.04309
562022.12.12 12:00s/l160.101.055091.055091.0430930.2210897.44
572022.12.12 12:00s/l170.101.055091.055091.04309-30.0010867.44
582022.12.14 12:00sell180.101.065180.000000.00000
592022.12.14 12:00modify180.101.065181.078181.05018
602022.12.18 20:00sell190.101.058950.000000.00000
612022.12.18 20:00modify190.101.058951.062181.05018
622022.12.18 20:00modify180.101.065181.062181.05018
632022.12.19 08:00s/l180.101.062181.062181.0501831.1010898.54
642022.12.19 08:00s/l190.101.062181.062181.05018-32.0810866.46
652023.01.03 12:00buy200.101.053110.000000.00000
662023.01.03 12:00modify200.101.053111.040111.06811
672023.01.04 12:00buy210.101.060740.000000.00000
682023.01.04 12:00modify210.101.060741.056861.06811
692023.01.04 12:00modify200.101.053111.056861.06811
702023.01.05 12:00buy220.101.061410.000000.00000
712023.01.05 12:00modify220.101.061411.058361.06811
722023.01.05 12:00modify210.101.060741.058361.06811
732023.01.05 12:00modify200.101.053111.058361.06811
742023.01.05 16:00s/l200.101.058361.058361.0681149.9310916.39
752023.01.05 16:00s/l210.101.058361.058361.06811-25.7310890.66
762023.01.05 16:00s/l220.101.058361.058361.06811-30.5010860.16
772023.01.06 00:00buy230.101.052390.000000.00000
782023.01.06 00:00modify230.101.052391.039391.06739
792023.01.09 04:00t/p230.101.067391.039391.06739149.3611009.52
802023.01.23 08:00sell240.101.091410.000000.00000
812023.01.23 08:00modify240.101.091411.104411.07641
822023.01.27 16:00sell250.101.083850.000000.00000
832023.01.27 16:00modify250.101.083851.087661.07641
842023.01.27 16:00modify240.101.091411.087661.07641
852023.01.30 04:00s/l240.101.087661.087661.0764139.0411048.55
862023.01.30 04:00s/l250.101.087661.087661.07641-37.8811010.67
872023.03.01 12:00sell260.101.066960.000000.00000
882023.03.01 12:00modify260.101.066961.079961.05196
892023.03.02 16:00sell270.101.060850.000000.00000
902023.03.02 16:00modify270.101.060851.063961.05196
912023.03.02 16:00modify260.101.066961.063961.05196
922023.03.05 20:00s/l260.101.063961.063961.0519630.8811041.55
932023.03.05 20:00s/l270.101.063961.063961.05196-30.8811010.67
942023.03.13 00:00sell280.101.068110.000000.00000
952023.03.13 00:00modify280.101.068111.081111.05311
962023.03.15 16:00t/p280.101.053111.081111.05311150.4411161.11
972023.03.21 12:00sell290.101.077870.000000.00000
982023.03.21 12:00modify290.101.077871.090871.06287
992023.03.22 20:00s/l290.101.090871.090871.06287-129.7811031.33
1002023.03.24 12:00buy300.101.074100.000000.00000
1012023.03.24 12:00modify300.101.074101.061101.08910
1022023.03.28 04:00buy310.101.081810.000000.00000
1032023.03.28 04:00modify310.101.081811.077851.08910
1042023.03.28 04:00modify300.101.074101.077851.08910
1052023.03.30 16:00t/p300.101.089101.077851.08910146.1511177.48
1062023.03.30 16:00t/p310.101.089101.077851.0891070.3311247.81
1072023.04.03 00:00buy320.101.080540.000000.00000
1082023.04.03 00:00modify320.101.080541.067541.09554
1092023.04.04 16:00t/p320.101.095541.067541.09554149.3611397.17
1102023.04.14 04:00sell330.101.107020.000000.00000
1112023.04.14 04:00modify330.101.107021.120021.09202
1122023.04.17 16:00t/p330.101.092021.120021.09202150.2211547.38
1132023.06.23 08:00buy340.101.087180.000000.00000
1142023.06.23 08:00modify340.101.087181.074181.10218
1152023.06.27 12:00buy350.101.094750.000000.00000
1162023.06.27 12:00modify350.101.094751.090931.10218
1172023.06.27 12:00modify340.101.087181.090931.10218
1182023.06.28 08:00buy360.101.095550.000000.00000
1192023.06.28 08:00modify360.101.095551.092431.10218
1202023.06.28 08:00modify350.101.094751.092431.10218
1212023.06.28 08:00modify340.101.087181.092431.10218
1222023.06.28 16:00s/l340.101.092431.092431.1021850.5711597.96
1232023.06.28 16:00s/l350.101.092431.092431.10218-23.8411574.12
1242023.06.28 16:00s/l360.101.092431.092431.10218-31.2011542.92
1252023.09.29 08:00sell370.101.060630.000000.00000
1262023.09.29 08:00modify370.101.060631.073631.04563
1272023.09.29 23:59close at stop370.101.057241.073631.0456333.9011576.82