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=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=40; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 profit848.06Gross profit2006.31Gross loss-1158.25
Profit factor1.73Expected payoff14.13
Absolute drawdown154.53Maximal drawdown308.98 (3.04%)Relative drawdown3.04% (308.98)
Total trades60Short positions (won %)27 (48.15%)Long positions (won %)33 (48.48%)
Profit trades (% of total)29 (48.33%)Loss trades (% of total)31 (51.67%)
Largestprofit trade100.66loss trade-46.04
Averageprofit trade69.18loss trade-37.36
Maximumconsecutive wins (profit in money)4 (285.97)consecutive losses (loss in money)6 (-250.54)
Maximalconsecutive profit (count of wins)296.79 (3)consecutive loss (count of losses)-250.54 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.02 08:00sell10.101.052930.000000.00000
22022.12.02 08:00modify10.101.052931.056931.04293
32022.12.05 04:00s/l10.101.056931.056931.04293-39.789960.22
42022.12.14 12:00sell20.101.065180.000000.00000
52022.12.14 12:00modify20.101.065181.069181.05518
62022.12.15 00:00s/l20.101.069181.069181.05518-39.349920.88
72022.12.27 00:00sell30.101.063980.000000.00000
82022.12.27 00:00modify30.101.063981.067981.05398
92022.12.29 20:00s/l30.101.067981.067981.05398-39.129881.75
102023.01.03 12:00buy40.101.053110.000000.00000
112023.01.03 12:00modify40.101.053111.049111.06311
122023.01.04 12:00t/p40.101.063111.049111.0631199.369981.11
132023.01.09 12:00sell50.101.068410.000000.00000
142023.01.09 12:00modify50.101.068411.072411.05841
152023.01.09 16:00s/l50.101.072411.072411.05841-40.009941.11
162023.01.18 04:00buy60.101.077600.000000.00000
172023.01.18 04:00modify60.101.077601.073601.08760
182023.01.18 08:00buy70.101.082820.000000.00000
192023.01.18 08:00modify70.101.082821.078101.08760
202023.01.18 08:00modify60.101.077601.078101.08760
212023.01.18 16:00t/p60.101.087601.078101.08760100.0010041.11
222023.01.18 16:00t/p70.101.087601.078101.0876047.8010088.91
232023.01.23 04:00sell80.101.089860.000000.00000
242023.01.23 04:00modify80.101.089861.093861.07986
252023.01.27 16:00sell90.101.083850.000000.00000
262023.01.27 16:00modify90.101.083851.086861.07986
272023.01.27 16:00modify80.101.089861.086861.07986
282023.01.27 20:00s/l80.101.086861.086861.0798631.3210120.23
292023.01.27 20:00s/l90.101.086861.086861.07986-30.1010090.13
302023.02.07 08:00buy100.101.072720.000000.00000
312023.02.07 08:00modify100.101.072721.068721.08272
322023.02.07 16:00s/l100.101.068721.068721.08272-40.0010050.13
332023.02.14 12:00sell110.101.075490.000000.00000
342023.02.14 12:00modify110.101.075491.079491.06549
352023.02.14 16:00s/l110.101.079491.079491.06549-40.0010010.13
362023.02.17 12:00buy120.101.062870.000000.00000
372023.02.17 12:00modify120.101.062871.058871.07287
382023.02.17 20:00buy130.101.069920.000000.00000
392023.02.17 20:00modify130.101.069921.066371.07287
402023.02.17 20:00modify120.101.062871.066371.07287
412023.02.20 16:00buy140.101.068910.000000.00000
422023.02.20 16:00modify140.101.068911.065871.07287
432023.02.20 20:00modify140.101.068911.066371.07287
442023.02.21 04:00s/l120.101.066371.066371.0728733.7210043.84
452023.02.21 04:00s/l130.101.066371.066371.07287-36.7810007.06
462023.02.21 04:00s/l140.101.066371.066371.07287-26.049981.02
472023.02.24 12:00buy150.101.058240.000000.00000
482023.02.24 12:00modify150.101.058241.054241.06824
492023.02.24 16:00s/l150.101.054241.054241.06824-40.009941.02
502023.03.01 12:00sell160.101.066960.000000.00000
512023.03.01 12:00modify160.101.066961.070961.05696
522023.03.02 16:00sell170.101.060850.000000.00000
532023.03.02 16:00modify170.101.060851.063961.05696
542023.03.02 16:00modify160.101.066961.063961.05696
552023.03.03 16:00sell180.101.059760.000000.00000
562023.03.03 16:00modify180.101.059761.063461.05696
572023.03.03 16:00modify170.101.060851.063461.05696
582023.03.03 16:00modify160.101.066961.063461.05696
592023.03.03 20:00s/l160.101.063461.063461.0569635.889976.89
602023.03.03 20:00s/l170.101.063461.063461.05696-25.889951.01
612023.03.03 20:00s/l180.101.063461.063461.05696-37.009914.01
622023.03.07 04:00sell190.101.069080.000000.00000
632023.03.07 04:00modify190.101.069081.073081.05908
642023.03.07 16:00t/p190.101.059081.073081.05908100.0010014.01
652023.03.13 08:00sell200.101.072530.000000.00000
662023.03.13 08:00modify200.101.072531.076531.06253
672023.03.13 12:00sell210.101.066400.000000.00000
682023.03.13 12:00modify210.101.066401.069531.06253
692023.03.13 12:00modify200.101.072531.069531.06253
702023.03.13 16:00s/l200.101.069531.069531.0625330.0010044.01
712023.03.13 16:00s/l210.101.069531.069531.06253-31.3010012.71
722023.03.15 12:00buy220.101.059020.000000.00000
732023.03.15 12:00modify220.101.059021.055021.06902
742023.03.15 16:00s/l220.101.055021.055021.06902-40.009972.71
752023.03.21 12:00sell230.101.077870.000000.00000
762023.03.21 12:00modify230.101.077871.081871.06787
772023.03.22 20:00s/l230.101.081871.081871.06787-39.789932.93
782023.03.24 12:00buy240.101.074100.000000.00000
792023.03.24 12:00modify240.101.074101.070101.08410
802023.03.28 16:00t/p240.101.084101.070101.0841098.7210031.65
812023.04.03 00:00buy250.101.080540.000000.00000
822023.04.03 00:00modify250.101.080541.076541.09054
832023.04.03 16:00t/p250.101.090541.076541.09054100.0010131.65
842023.04.13 08:00sell260.101.099910.000000.00000
852023.04.13 08:00modify260.101.099911.103911.08991
862023.04.13 16:00s/l260.101.103911.103911.08991-40.0010091.65
872023.04.28 12:00buy270.101.097660.000000.00000
882023.04.28 12:00modify270.101.097661.093661.10766
892023.04.30 20:00buy280.101.102700.000000.00000
902023.04.30 20:00modify280.101.102701.098161.10766
912023.04.30 20:00modify270.101.097661.098161.10766
922023.05.01 16:00s/l270.101.098161.098161.107664.3610096.01
932023.05.01 16:00s/l280.101.098161.098161.10766-46.0410049.97
942023.05.09 08:00buy290.101.098100.000000.00000
952023.05.09 08:00modify290.101.098101.094101.10810
962023.05.09 16:00s/l290.101.094101.094101.10810-40.0010009.97
972023.05.12 00:00buy300.101.091520.000000.00000
982023.05.12 00:00modify300.101.091521.087521.10152
992023.05.12 16:00s/l300.101.087521.087521.10152-40.009969.97
1002023.05.17 08:00buy310.101.083470.000000.00000
1012023.05.17 08:00modify310.101.083471.079471.09347
1022023.05.18 16:00s/l310.101.079471.079471.09347-41.939928.04
1032023.05.25 08:00buy320.101.072380.000000.00000
1042023.05.25 08:00modify320.101.072381.068381.08238
1052023.05.30 08:00s/l320.101.068381.068381.08238-41.939886.11
1062023.05.30 08:00buy330.101.069310.000000.00000
1072023.05.30 08:00modify330.101.069311.065311.07931
1082023.05.31 16:00s/l330.101.065311.065311.07931-40.649845.47
1092023.06.16 12:00sell340.101.096020.000000.00000
1102023.06.16 12:00modify340.101.096021.100021.08602
1112023.06.20 16:00sell350.101.089960.000000.00000
1122023.06.20 16:00modify350.101.089961.093021.08602
1132023.06.20 16:00modify340.101.096021.093021.08602
1142023.06.21 12:00s/l340.101.093021.093021.0860230.669876.13
1152023.06.21 12:00s/l350.101.093021.093021.08602-30.389845.75
1162023.06.23 08:00buy360.101.087180.000000.00000
1172023.06.23 08:00modify360.101.087181.083181.09718
1182023.06.27 08:00buy370.101.094230.000000.00000
1192023.06.27 08:00modify370.101.094231.090681.09718
1202023.06.27 08:00modify360.101.087181.090681.09718
1212023.06.27 16:00t/p360.101.097181.090681.0971898.729944.46
1222023.06.27 16:00t/p370.101.097181.090681.0971829.509973.96
1232023.07.24 08:00buy380.101.108410.000000.00000
1242023.07.24 08:00modify380.101.108411.104411.11841
1252023.07.25 12:00s/l380.101.104411.104411.11841-40.649933.32
1262023.07.27 12:00sell390.101.113840.000000.00000
1272023.07.27 12:00modify390.101.113841.117841.10384
1282023.07.27 16:00t/p390.101.103841.117841.10384100.0010033.32
1292023.08.03 08:00buy400.101.092190.000000.00000
1302023.08.03 08:00modify400.101.092191.088191.10219
1312023.08.04 16:00t/p400.101.102191.088191.1021999.3610132.68
1322023.08.08 12:00buy410.101.094420.000000.00000
1332023.08.08 12:00modify410.101.094421.090421.10442
1342023.08.10 16:00t/p410.101.104421.090421.1044297.4310230.11
1352023.08.14 04:00buy420.101.093510.000000.00000
1362023.08.14 04:00modify420.101.093511.089511.10351
1372023.08.14 16:00s/l420.101.089511.089511.10351-40.0010190.11
1382023.08.17 04:00buy430.101.086720.000000.00000
1392023.08.17 04:00modify430.101.086721.082721.09672
1402023.08.22 04:00buy440.101.091790.000000.00000
1412023.08.22 04:00modify440.101.091791.087221.09672
1422023.08.22 04:00modify430.101.086721.087221.09672
1432023.08.22 08:00buy450.101.092850.000000.00000
1442023.08.22 08:00modify450.101.092851.089721.09672
1452023.08.22 08:00modify440.101.091791.089721.09672
1462023.08.22 08:00modify430.101.086721.089721.09672
1472023.08.22 12:00s/l430.101.089721.089721.0967228.0710218.18
1482023.08.22 12:00s/l440.101.089721.089721.09672-20.7010197.48
1492023.08.22 12:00s/l450.101.089721.089721.09672-31.3010166.18
1502023.08.25 00:00buy460.101.080190.000000.00000
1512023.08.25 00:00modify460.101.080191.076191.09019
1522023.08.29 16:00buy470.101.085290.000000.00000
1532023.08.29 16:00modify470.101.085291.080691.09019
1542023.08.29 16:00modify460.101.080191.080691.09019
1552023.08.30 16:00t/p460.101.090191.080691.0901998.0710264.26
1562023.08.30 16:00t/p470.101.090191.080691.0901948.3610312.62
1572023.08.31 00:00sell480.101.092920.000000.00000
1582023.08.31 00:00modify480.101.092921.096921.08292
1592023.08.31 12:00sell490.101.086830.000000.00000
1602023.08.31 12:00modify490.101.086831.089921.08292
1612023.08.31 12:00modify480.101.092921.089921.08292
1622023.09.01 16:00t/p480.101.082921.089921.08292100.2210412.84
1632023.09.01 16:00t/p490.101.082921.089921.0829239.3210452.15
1642023.09.05 08:00buy500.101.075930.000000.00000
1652023.09.05 08:00modify500.101.075931.071931.08593
1662023.09.05 16:00s/l500.101.071931.071931.08593-40.0010412.15
1672023.09.27 04:00buy510.101.056490.000000.00000
1682023.09.27 04:00modify510.101.056491.052491.06649
1692023.09.27 16:00s/l510.101.052491.052491.06649-40.0010372.15
1702023.09.29 08:00sell520.101.060630.000000.00000
1712023.09.29 08:00modify520.101.060631.064631.05063
1722023.10.02 16:00t/p520.101.050631.064631.05063100.2210472.37
1732023.10.06 12:00sell530.101.056600.000000.00000
1742023.10.06 12:00modify530.101.056601.060601.04660
1752023.10.10 12:00s/l530.101.060601.060601.04660-39.5610432.81
1762023.10.12 00:00sell540.101.062340.000000.00000
1772023.10.12 00:00modify540.101.062341.066341.05234
1782023.10.12 16:00sell550.101.055210.000000.00000
1792023.10.12 16:00modify550.101.055211.058841.05234
1802023.10.12 16:00modify540.101.062341.058841.05234
1812023.10.13 12:00t/p540.101.052341.058841.05234100.2210533.03
1822023.10.13 12:00t/p550.101.052341.058841.0523428.9210561.95
1832023.10.26 04:00buy560.101.054970.000000.00000
1842023.10.26 04:00modify560.101.054971.050971.06497
1852023.10.30 16:00buy570.101.062190.000000.00000
1862023.10.30 16:00modify570.101.062191.058471.06497
1872023.10.30 16:00modify560.101.054971.058471.06497
1882023.10.31 12:00t/p560.101.064971.058471.0649798.0710660.02
1892023.10.31 12:00t/p570.101.064971.058471.0649727.1610687.18
1902023.11.14 12:00sell580.101.071930.000000.00000
1912023.11.14 12:00modify580.101.071931.075931.06193
1922023.11.14 16:00s/l580.101.075931.075931.06193-40.0010647.18
1932023.11.21 04:00sell590.101.096330.000000.00000
1942023.11.21 04:00modify590.101.096331.100331.08633
1952023.11.22 16:00t/p590.101.086331.100331.08633100.2210747.40
1962023.11.29 00:00sell600.101.100410.000000.00000
1972023.11.29 00:00modify600.101.100411.104411.09041
1982023.11.30 20:00t/p600.101.090411.104411.09041100.6610848.06