Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=21; 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 test2619Ticks modelled4236Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit533.31Gross profit1719.19Gross loss-1185.89
Profit factor1.45Expected payoff10.46
Absolute drawdown423.72Maximal drawdown461.81 (4.60%)Relative drawdown4.60% (461.81)
Total trades51Short positions (won %)30 (40.00%)Long positions (won %)21 (38.10%)
Profit trades (% of total)20 (39.22%)Loss trades (% of total)31 (60.78%)
Largestprofit trade141.10loss trade-52.24
Averageprofit trade85.96loss trade-38.25
Maximumconsecutive wins (profit in money)4 (265.63)consecutive losses (loss in money)6 (-235.90)
Maximalconsecutive profit (count of wins)350.09 (3)consecutive loss (count of losses)-235.90 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.14 12:00sell10.101.065180.000000.00000
22022.12.14 12:00modify10.101.065181.069181.05118
32022.12.15 00:00s/l10.101.069181.069181.05118-39.349960.66
42023.01.03 12:00buy20.101.053110.000000.00000
52023.01.03 12:00modify20.101.053111.049111.06711
62023.01.06 16:00s/l20.101.049111.049111.06711-43.219917.45
72023.01.12 16:00sell30.101.080660.000000.00000
82023.01.12 16:00modify30.101.080661.084661.06666
92023.01.12 20:00s/l30.101.084661.084661.06666-40.009877.45
102023.01.23 08:00sell40.101.091410.000000.00000
112023.01.23 08:00modify40.101.091411.095411.07741
122023.01.23 16:00sell50.101.086450.000000.00000
132023.01.23 16:00modify50.101.086451.090011.07741
142023.01.23 16:00modify40.101.091411.090011.07741
152023.01.24 08:00s/l40.101.090011.090011.0774114.229891.67
162023.01.24 08:00s/l50.101.090011.090011.07741-35.389856.29
172023.02.01 20:00sell60.101.097780.000000.00000
182023.02.01 20:00modify60.101.097781.101781.08378
192023.02.02 00:00s/l60.101.101781.101781.08378-39.349816.94
202023.02.06 16:00buy70.101.073310.000000.00000
212023.02.06 16:00modify70.101.073311.069311.08731
222023.02.07 16:00s/l70.101.069311.069311.08731-40.649776.30
232023.03.01 12:00sell80.101.066960.000000.00000
242023.03.01 12:00modify80.101.066961.070961.05296
252023.03.03 16:00sell90.101.059760.000000.00000
262023.03.03 16:00modify90.101.059761.063461.05296
272023.03.03 16:00modify80.101.066961.063461.05296
282023.03.03 20:00s/l80.101.063461.063461.0529635.889812.18
292023.03.03 20:00s/l90.101.063461.063461.05296-37.009775.18
302023.03.07 16:00buy100.101.058830.000000.00000
312023.03.07 16:00modify100.101.058831.054831.07283
322023.03.07 20:00s/l100.101.054831.054831.07283-40.009735.18
332023.03.10 16:00sell110.101.068730.000000.00000
342023.03.10 16:00modify110.101.068731.072731.05473
352023.03.13 04:00s/l110.101.072731.072731.05473-39.789695.40
362023.03.15 12:00buy120.101.059020.000000.00000
372023.03.15 12:00modify120.101.059021.055021.07302
382023.03.15 16:00s/l120.101.055021.055021.07302-40.009655.40
392023.03.21 12:00sell130.101.077870.000000.00000
402023.03.21 12:00modify130.101.077871.081871.06387
412023.03.22 20:00s/l130.101.081871.081871.06387-39.789615.62
422023.03.22 20:00sell140.101.086520.000000.00000
432023.03.22 20:00modify140.101.086521.090521.07252
442023.03.23 04:00s/l140.101.090521.090521.07252-39.349576.28
452023.03.24 12:00buy150.101.074100.000000.00000
462023.03.24 12:00modify150.101.074101.070101.08810
472023.03.27 16:00buy160.101.079060.000000.00000
482023.03.27 16:00modify160.101.079061.075501.08810
492023.03.27 16:00modify150.101.074101.075501.08810
502023.03.30 12:00t/p150.101.088101.075501.08810136.159712.42
512023.03.30 12:00t/p160.101.088101.075501.0881087.199799.61
522023.03.30 16:00sell170.101.089790.000000.00000
532023.03.30 16:00modify170.101.089791.093791.07579
542023.04.04 08:00s/l170.101.093791.093791.07579-39.349760.27
552023.04.10 16:00buy180.101.084210.000000.00000
562023.04.10 16:00modify180.101.084211.080211.09821
572023.04.12 16:00t/p180.101.098211.080211.09821138.729898.99
582023.04.12 16:00sell190.101.098640.000000.00000
592023.04.12 16:00modify190.101.098641.102641.08464
602023.04.13 12:00s/l190.101.102641.102641.08464-39.349859.64
612023.04.13 16:00sell200.101.105300.000000.00000
622023.04.13 16:00modify200.101.105301.109301.09130
632023.04.17 16:00t/p200.101.091301.109301.09130140.4410000.08
642023.04.17 16:00buy210.101.091700.000000.00000
652023.04.17 16:00modify210.101.091701.087701.10570
662023.04.24 08:00buy220.101.098990.000000.00000
672023.04.24 08:00modify220.101.098991.095201.10570
682023.04.24 08:00modify210.101.091701.095201.10570
692023.04.25 00:00t/p210.101.105701.095201.10570134.8610134.95
702023.04.25 00:00t/p220.101.105701.095201.1057066.4610201.40
712023.05.03 20:00sell230.101.105440.000000.00000
722023.05.03 20:00modify230.101.105441.109441.09144
732023.05.04 08:00s/l230.101.109441.109441.09144-39.3410162.06
742023.06.08 16:00sell240.101.077880.000000.00000
752023.06.08 16:00modify240.101.077881.081881.06388
762023.06.13 16:00s/l240.101.081881.081881.06388-39.3410122.72
772023.06.15 16:00sell250.101.093260.000000.00000
782023.06.15 16:00modify250.101.093261.097261.07926
792023.06.16 16:00s/l250.101.097261.097261.07926-39.7810082.94
802023.06.21 20:00sell260.101.098780.000000.00000
812023.06.21 20:00modify260.101.098781.102781.08478
822023.06.23 12:00t/p260.101.084781.102781.08478140.8810223.82
832023.07.07 16:00sell270.101.096300.000000.00000
842023.07.07 16:00modify270.101.096301.100301.08230
852023.07.10 20:00s/l270.101.100301.100301.08230-39.7810184.04
862023.07.12 16:00sell280.101.112200.000000.00000
872023.07.12 16:00modify280.101.112201.116201.09820
882023.07.13 12:00s/l280.101.116201.116201.09820-39.3410144.69
892023.07.20 16:00buy290.101.113790.000000.00000
902023.07.20 16:00modify290.101.113791.109791.12779
912023.07.24 08:00s/l290.101.109791.109791.12779-41.2810103.41
922023.08.04 16:00sell300.101.103470.000000.00000
932023.08.04 16:00modify300.101.103471.107471.08947
942023.08.07 12:00sell310.101.098410.000000.00000
952023.08.07 12:00modify310.101.098411.102071.08947
962023.08.07 12:00modify300.101.103471.102071.08947
972023.08.10 08:00s/l300.101.102071.102071.0894715.3210118.72
982023.08.10 08:00s/l310.101.102071.102071.08947-35.5010083.22
992023.08.10 16:00sell320.101.101520.000000.00000
1002023.08.10 16:00modify320.101.101521.105521.08752
1012023.08.14 00:00sell330.101.094310.000000.00000
1022023.08.14 00:00modify330.101.094311.098021.08752
1032023.08.14 00:00modify320.101.101521.098021.08752
1042023.08.16 20:00t/p320.101.087521.098021.08752140.8810224.10
1052023.08.16 20:00t/p330.101.087521.098021.0875268.3410292.44
1062023.08.30 16:00sell340.101.092560.000000.00000
1072023.08.30 16:00modify340.101.092561.096561.07856
1082023.09.01 20:00t/p340.101.078561.096561.07856140.8810433.31
1092023.09.05 16:00buy350.101.072950.000000.00000
1102023.09.05 16:00modify350.101.072951.068951.08695
1112023.09.07 16:00s/l350.101.068951.068951.08695-42.5710390.75
1122023.09.14 16:00buy360.101.066180.000000.00000
1132023.09.14 16:00modify360.101.066181.062181.08018
1142023.09.19 12:00buy370.101.071160.000000.00000
1152023.09.19 12:00modify370.101.071161.067581.08018
1162023.09.19 12:00modify360.101.066181.067581.08018
1172023.09.20 00:00s/l360.101.067581.067581.0801811.4310402.18
1182023.09.20 00:00s/l370.101.067581.067581.08018-36.4410365.74
1192023.09.25 16:00buy380.101.059300.000000.00000
1202023.09.25 16:00modify380.101.059301.055301.07330
1212023.09.27 12:00s/l380.101.055301.055301.07330-41.2810324.45
1222023.09.27 20:00buy390.101.050870.000000.00000
1232023.09.27 20:00modify390.101.050871.046871.06487
1242023.09.28 16:00buy400.101.057920.000000.00000
1252023.09.28 16:00modify400.101.057921.054371.06487
1262023.09.28 16:00modify390.101.050871.054371.06487
1272023.09.29 08:00buy410.101.060930.000000.00000
1282023.09.29 08:00modify410.101.060931.055771.06487
1292023.09.29 08:00modify400.101.057921.055771.06487
1302023.09.29 08:00modify390.101.050871.055771.06487
1312023.10.02 12:00s/l390.101.055771.055771.0648745.7910370.24
1322023.10.02 12:00s/l400.101.055771.055771.06487-22.7810347.46
1332023.10.02 12:00s/l410.101.055771.055771.06487-52.2410295.21
1342023.10.02 16:00buy420.101.050190.000000.00000
1352023.10.02 16:00modify420.101.050191.046191.06419
1362023.10.03 08:00s/l420.101.046191.046191.06419-40.6410254.57
1372023.10.12 16:00buy430.101.055510.000000.00000
1382023.10.12 16:00modify430.101.055511.051511.06951
1392023.10.13 12:00s/l430.101.051511.051511.06951-40.6410213.93
1402023.10.23 20:00sell440.101.066540.000000.00000
1412023.10.23 20:00modify440.101.066541.070541.05254
1422023.10.24 16:00sell450.101.059370.000000.00000
1432023.10.24 16:00modify450.101.059371.063041.05254
1442023.10.24 16:00modify440.101.066541.063041.05254
1452023.10.26 00:00sell460.101.056610.000000.00000
1462023.10.26 00:00modify460.101.056611.061641.05254
1472023.10.26 00:00modify450.101.059371.061641.05254
1482023.10.26 00:00modify440.101.066541.061641.05254
1492023.10.26 16:00t/p440.101.052541.061641.05254141.1010355.03
1502023.10.26 16:00t/p450.101.052541.061641.0525469.1810424.20
1512023.10.26 16:00t/p460.101.052541.061641.0525440.7010464.90
1522023.11.03 16:00sell470.101.073200.000000.00000
1532023.11.03 16:00modify470.101.073201.077201.05920
1542023.11.08 08:00sell480.101.068040.000000.00000
1552023.11.08 08:00modify480.101.068041.071801.05920
1562023.11.08 08:00modify470.101.073201.071801.05920
1572023.11.08 20:00s/l470.101.071801.071801.0592014.6610479.56
1582023.11.08 20:00s/l480.101.071801.071801.05920-37.6010441.96
1592023.11.14 16:00sell490.101.083730.000000.00000
1602023.11.14 16:00modify490.101.083731.087731.06973
1612023.11.14 20:00s/l490.101.087731.087731.06973-40.0010401.96
1622023.11.22 16:00buy500.101.086870.000000.00000
1632023.11.22 16:00modify500.101.086871.082871.10087
1642023.11.28 20:00t/p500.101.100871.082871.10087136.1510538.11
1652023.11.30 20:00buy510.101.089260.000000.00000
1662023.11.30 20:00modify510.101.089261.085261.10326
1672023.11.30 23:59close at stop510.101.088781.085261.10326-4.8010533.31