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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit153.77Gross profit2524.49Gross loss-2370.72
Profit factor1.06Expected payoff3.14
Absolute drawdown102.90Maximal drawdown760.98 (7.01%)Relative drawdown7.01% (760.98)
Total trades49Short positions (won %)26 (50.00%)Long positions (won %)23 (56.52%)
Profit trades (% of total)26 (53.06%)Loss trades (% of total)23 (46.94%)
Largestprofit trade154.39loss trade-162.84
Averageprofit trade97.10loss trade-103.07
Maximumconsecutive wins (profit in money)5 (651.54)consecutive losses (loss in money)3 (-450.09)
Maximalconsecutive profit (count of wins)651.54 (5)consecutive loss (count of losses)-450.09 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 12:00sell10.100.989020.000000.00000
22022.10.04 12:00modify10.100.989021.004020.97402
32022.10.07 08:00sell20.100.979850.000000.00000
42022.10.07 08:00modify20.100.979850.985270.97402
52022.10.07 08:00modify10.100.989020.985270.97402
62022.10.07 16:00t/p10.100.974020.985270.97402151.1010151.10
72022.10.07 16:00t/p20.100.974020.985270.9740258.3010209.40
82022.10.07 20:00buy30.100.974150.000000.00000
92022.10.07 20:00modify30.100.974150.959150.98915
102022.10.24 00:00t/p30.100.989150.959150.98915140.3710349.76
112022.10.25 16:00sell40.100.995770.000000.00000
122022.10.25 16:00modify40.100.995771.010770.98077
132022.11.03 08:00t/p40.100.980771.010770.98077152.4110502.18
142022.11.03 08:00buy50.100.978650.000000.00000
152022.11.03 08:00modify50.100.978650.963650.99365
162022.11.04 16:00t/p50.100.993650.963650.99365149.3610651.54
172022.11.04 16:00sell60.100.989510.000000.00000
182022.11.04 16:00modify60.100.989511.004510.97451
192022.11.08 16:00s/l60.101.004511.004510.97451-149.5610501.97
202022.11.08 16:00sell70.101.006620.000000.00000
212022.11.08 16:00modify70.101.006621.021620.99162
222022.11.11 00:00s/l70.101.021621.021620.99162-148.9010353.07
232022.11.11 08:00sell80.101.024450.000000.00000
242022.11.11 08:00modify80.101.024451.039451.00945
252022.11.15 08:00s/l80.101.039451.039451.00945-149.5610203.51
262022.11.21 08:00buy90.101.025800.000000.00000
272022.11.21 08:00modify90.101.025801.010801.04080
282022.11.23 00:00buy100.101.031350.000000.00000
292022.11.23 00:00modify100.101.031351.028801.04080
302022.11.23 00:00modify90.101.025801.028801.04080
312022.11.24 00:00t/p90.101.040801.028801.04080146.7910350.30
322022.11.24 00:00t/p100.101.040801.028801.0408092.5710442.87
332022.12.01 20:00sell110.101.051850.000000.00000
342022.12.01 20:00modify110.101.051851.066851.03685
352022.12.06 20:00sell120.101.046310.000000.00000
362022.12.06 20:00modify120.101.046311.048851.03685
372022.12.06 20:00modify110.101.051851.048851.03685
382022.12.07 12:00s/l110.101.048851.048851.0368530.8810473.75
392022.12.07 12:00s/l120.101.048851.048851.03685-25.1810448.57
402022.12.14 12:00sell130.101.065180.000000.00000
412022.12.14 12:00modify130.101.065181.080181.05018
422022.12.16 20:00sell140.101.059930.000000.00000
432022.12.16 20:00modify140.101.059931.062181.05018
442022.12.16 20:00modify130.101.065181.062181.05018
452022.12.19 08:00s/l130.101.062181.062181.0501831.1010479.67
462022.12.19 08:00s/l140.101.062181.062181.05018-22.2810457.38
472022.12.29 20:00sell150.101.067790.000000.00000
482022.12.29 20:00modify150.101.067791.082791.05279
492023.01.03 08:00sell160.101.062370.000000.00000
502023.01.03 08:00modify160.101.062371.064791.05279
512023.01.03 08:00modify150.101.067791.064791.05279
522023.01.03 12:00t/p150.101.052791.064791.05279150.6610608.04
532023.01.03 12:00t/p160.101.052791.064791.0527995.8010703.84
542023.01.03 12:00buy170.101.053110.000000.00000
552023.01.03 12:00modify170.101.053111.038111.06811
562023.01.09 08:00t/p170.101.068111.038111.06811146.1510849.99
572023.01.09 12:00sell180.101.068410.000000.00000
582023.01.09 12:00modify180.101.068411.083411.05341
592023.01.12 16:00s/l180.101.083411.083411.05341-148.9010701.09
602023.01.12 16:00sell190.101.080660.000000.00000
612023.01.12 16:00modify190.101.080661.095661.06566
622023.02.01 20:00s/l190.101.095661.095661.06566-146.0510555.03
632023.02.03 20:00buy200.101.080760.000000.00000
642023.02.03 20:00modify200.101.080761.065761.09576
652023.02.13 04:00s/l200.101.065761.065761.09576-155.1410399.90
662023.02.14 12:00sell210.101.075490.000000.00000
672023.02.14 12:00modify210.101.075491.090491.06049
682023.02.21 12:00sell220.101.065710.000000.00000
692023.02.21 12:00modify220.101.065711.069491.06049
702023.02.21 12:00modify210.101.075491.069491.06049
712023.02.21 16:00s/l210.101.069491.069491.0604961.5410461.43
722023.02.21 16:00s/l220.101.069491.069491.06049-37.8010423.63
732023.02.22 20:00buy230.101.060390.000000.00000
742023.02.22 20:00modify230.101.060391.045391.07539
752023.03.15 04:00t/p230.101.075391.045391.07539136.5210560.15
762023.03.15 12:00buy240.101.059020.000000.00000
772023.03.15 12:00modify240.101.059021.044021.07402
782023.03.17 04:00buy250.101.064320.000000.00000
792023.03.17 04:00modify250.101.064321.062021.07402
802023.03.17 04:00modify240.101.059021.062021.07402
812023.03.17 12:00s/l240.101.062021.062021.0740227.4310587.58
822023.03.17 12:00s/l250.101.062021.062021.07402-23.0010564.58
832023.03.21 12:00sell260.101.077870.000000.00000
842023.03.21 12:00modify260.101.077871.092871.06287
852023.03.23 08:00s/l260.101.092871.092871.06287-149.1210415.46
862023.03.24 12:00buy270.101.074100.000000.00000
872023.03.24 12:00modify270.101.074101.059101.08910
882023.03.30 16:00t/p270.101.089101.059101.08910146.1510561.60
892023.03.30 16:00sell280.101.089790.000000.00000
902023.03.30 16:00modify280.101.089791.104791.07479
912023.04.13 16:00s/l280.101.104791.104791.07479-146.9310414.67
922023.04.17 16:00buy290.101.091700.000000.00000
932023.04.17 16:00modify290.101.091701.076701.10670
942023.04.21 00:00buy300.101.097060.000000.00000
952023.04.21 00:00modify300.101.097061.094701.10670
962023.04.21 00:00modify290.101.091701.094701.10670
972023.04.21 08:00s/l290.101.094701.094701.1067026.1510440.82
982023.04.21 08:00s/l300.101.094701.094701.10670-23.6010417.22
992023.04.24 16:00sell310.101.102580.000000.00000
1002023.04.24 16:00modify310.101.102581.117581.08758
1012023.05.12 16:00t/p310.101.087581.117581.08758154.3910571.61
1022023.05.17 08:00buy320.101.083470.000000.00000
1032023.05.17 08:00modify320.101.083471.068471.09847
1042023.05.30 08:00s/l320.101.068471.068471.09847-158.3510413.26
1052023.05.30 08:00buy330.101.069310.000000.00000
1062023.05.30 08:00modify330.101.069311.054311.08431
1072023.05.30 12:00buy340.101.074690.000000.00000
1082023.05.30 12:00modify340.101.074691.072311.08431
1092023.05.30 12:00modify330.101.069311.072311.08431
1102023.05.30 16:00s/l330.101.072311.072311.0843130.0010443.26
1112023.05.30 16:00s/l340.101.072311.072311.08431-23.8010419.46
1122023.06.08 16:00sell350.101.077880.000000.00000
1132023.06.08 16:00modify350.101.077881.092881.06288
1142023.06.15 16:00s/l350.101.092881.092881.06288-148.4610271.00
1152023.06.15 16:00sell360.101.093260.000000.00000
1162023.06.15 16:00modify360.101.093261.108261.07826
1172023.07.05 04:00sell370.101.087740.000000.00000
1182023.07.05 04:00modify370.101.087741.090261.07826
1192023.07.05 04:00modify360.101.093261.090261.07826
1202023.07.05 08:00s/l360.101.090261.090261.0782633.9510304.94
1212023.07.05 08:00s/l370.101.090261.090261.07826-25.2010279.74
1222023.07.05 20:00buy380.101.085780.000000.00000
1232023.07.05 20:00modify380.101.085781.070781.10078
1242023.07.11 04:00t/p380.101.100781.070781.10078146.1510425.89
1252023.07.12 16:00sell390.101.112200.000000.00000
1262023.07.12 16:00modify390.101.112201.127201.09720
1272023.07.18 08:00s/l390.101.127201.127201.09720-148.6810277.21
1282023.07.19 16:00buy400.101.119690.000000.00000
1292023.07.19 16:00modify400.101.119691.104691.13469
1302023.07.25 12:00s/l400.101.104691.104691.13469-153.8510123.35
1312023.07.27 12:00sell410.101.113840.000000.00000
1322023.07.27 12:00modify410.101.113841.128841.09884
1332023.07.27 16:00t/p410.101.098841.128841.09884150.0010273.35
1342023.08.03 08:00buy420.101.092190.000000.00000
1352023.08.03 08:00modify420.101.092191.077191.10719
1362023.08.09 16:00buy430.101.097720.000000.00000
1372023.08.09 16:00modify430.101.097721.095191.10719
1382023.08.09 16:00modify420.101.092191.095191.10719
1392023.08.10 12:00buy440.101.101960.000000.00000
1402023.08.10 12:00modify440.101.101961.098191.10719
1412023.08.10 12:00modify430.101.097721.098191.10719
1422023.08.10 12:00modify420.101.092191.098191.10719
1432023.08.10 20:00s/l420.101.098191.098191.1071955.5110328.86
1442023.08.10 20:00s/l430.101.098191.098191.107192.7710331.63
1452023.08.10 20:00s/l440.101.098191.098191.10719-37.7010293.93
1462023.08.14 04:00buy450.101.093510.000000.00000
1472023.08.14 04:00modify450.101.093511.078511.10851
1482023.08.25 04:00s/l450.101.078511.078511.10851-158.3510135.59
1492023.08.30 16:00sell460.101.092560.000000.00000
1502023.08.30 16:00modify460.101.092561.107561.07756
1512023.09.01 12:00sell470.101.083320.000000.00000
1522023.09.01 12:00modify470.101.083321.088811.07756
1532023.09.01 12:00modify460.101.092561.088811.07756
1542023.09.01 20:00t/p460.101.077561.088811.07756150.8810286.46
1552023.09.01 20:00t/p470.101.077561.088811.0775657.6010344.06
1562023.09.05 08:00buy480.101.075930.000000.00000
1572023.09.05 08:00modify480.101.075931.060931.09093
1582023.09.25 16:00s/l480.101.060931.060931.09093-162.8410181.22
1592023.09.25 16:00buy490.101.059300.000000.00000
1602023.09.25 16:00modify490.101.059301.044301.07430
1612023.09.29 23:59close at stop490.101.056941.044301.07430-27.4510153.77