Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01)
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=15; 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 test2610Ticks modelled4219Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit934.36Gross profit2053.71Gross loss-1119.35
Profit factor1.83Expected payoff15.57
Absolute drawdown36.28Maximal drawdown308.98 (3.01%)Relative drawdown3.01% (308.98)
Total trades60Short positions (won %)27 (51.85%)Long positions (won %)33 (48.48%)
Profit trades (% of total)30 (50.00%)Loss trades (% of total)30 (50.00%)
Largestprofit trade100.66loss trade-46.04
Averageprofit trade68.46loss trade-37.31
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
12023.01.03 12:00buy10.101.053110.000000.00000
22023.01.03 12:00modify10.101.053111.049111.06311
32023.01.04 12:00t/p10.101.063111.049111.0631199.3610099.36
42023.01.09 12:00sell20.101.068410.000000.00000
52023.01.09 12:00modify20.101.068411.072411.05841
62023.01.09 16:00s/l20.101.072411.072411.05841-40.0010059.36
72023.01.18 04:00buy30.101.077600.000000.00000
82023.01.18 04:00modify30.101.077601.073601.08760
92023.01.18 08:00buy40.101.082820.000000.00000
102023.01.18 08:00modify40.101.082821.078101.08760
112023.01.18 08:00modify30.101.077601.078101.08760
122023.01.18 16:00t/p30.101.087601.078101.08760100.0010159.36
132023.01.18 16:00t/p40.101.087601.078101.0876047.8010207.16
142023.01.23 04:00sell50.101.089860.000000.00000
152023.01.23 04:00modify50.101.089861.093861.07986
162023.01.27 16:00sell60.101.083850.000000.00000
172023.01.27 16:00modify60.101.083851.086861.07986
182023.01.27 16:00modify50.101.089861.086861.07986
192023.01.27 20:00s/l50.101.086861.086861.0798631.3210238.47
202023.01.27 20:00s/l60.101.086861.086861.07986-30.1010208.37
212023.02.07 08:00buy70.101.072720.000000.00000
222023.02.07 08:00modify70.101.072721.068721.08272
232023.02.07 16:00s/l70.101.068721.068721.08272-40.0010168.37
242023.02.14 12:00sell80.101.075490.000000.00000
252023.02.14 12:00modify80.101.075491.079491.06549
262023.02.14 16:00s/l80.101.079491.079491.06549-40.0010128.37
272023.02.17 12:00buy90.101.062870.000000.00000
282023.02.17 12:00modify90.101.062871.058871.07287
292023.02.17 20:00buy100.101.069920.000000.00000
302023.02.17 20:00modify100.101.069921.066371.07287
312023.02.17 20:00modify90.101.062871.066371.07287
322023.02.20 16:00buy110.101.068910.000000.00000
332023.02.20 16:00modify110.101.068911.065871.07287
342023.02.20 20:00modify110.101.068911.066371.07287
352023.02.21 04:00s/l90.101.066371.066371.0728733.7210162.09
362023.02.21 04:00s/l100.101.066371.066371.07287-36.7810125.31
372023.02.21 04:00s/l110.101.066371.066371.07287-26.0410099.26
382023.02.24 12:00buy120.101.058240.000000.00000
392023.02.24 12:00modify120.101.058241.054241.06824
402023.02.24 16:00s/l120.101.054241.054241.06824-40.0010059.26
412023.03.01 12:00sell130.101.066960.000000.00000
422023.03.01 12:00modify130.101.066961.070961.05696
432023.03.02 16:00sell140.101.060850.000000.00000
442023.03.02 16:00modify140.101.060851.063961.05696
452023.03.02 16:00modify130.101.066961.063961.05696
462023.03.03 16:00sell150.101.059760.000000.00000
472023.03.03 16:00modify150.101.059761.063461.05696
482023.03.03 16:00modify140.101.060851.063461.05696
492023.03.03 16:00modify130.101.066961.063461.05696
502023.03.03 20:00s/l130.101.063461.063461.0569635.8810095.14
512023.03.03 20:00s/l140.101.063461.063461.05696-25.8810069.26
522023.03.03 20:00s/l150.101.063461.063461.05696-37.0010032.26
532023.03.07 04:00sell160.101.069080.000000.00000
542023.03.07 04:00modify160.101.069081.073081.05908
552023.03.07 16:00t/p160.101.059081.073081.05908100.0010132.26
562023.03.13 08:00sell170.101.072530.000000.00000
572023.03.13 08:00modify170.101.072531.076531.06253
582023.03.13 12:00sell180.101.066400.000000.00000
592023.03.13 12:00modify180.101.066401.069531.06253
602023.03.13 12:00modify170.101.072531.069531.06253
612023.03.13 16:00s/l170.101.069531.069531.0625330.0010162.26
622023.03.13 16:00s/l180.101.069531.069531.06253-31.3010130.96
632023.03.15 12:00buy190.101.059020.000000.00000
642023.03.15 12:00modify190.101.059021.055021.06902
652023.03.15 16:00s/l190.101.055021.055021.06902-40.0010090.96
662023.03.21 12:00sell200.101.077870.000000.00000
672023.03.21 12:00modify200.101.077871.081871.06787
682023.03.22 20:00s/l200.101.081871.081871.06787-39.7810051.18
692023.03.24 12:00buy210.101.074100.000000.00000
702023.03.24 12:00modify210.101.074101.070101.08410
712023.03.28 16:00t/p210.101.084101.070101.0841098.7210149.89
722023.04.03 00:00buy220.101.080540.000000.00000
732023.04.03 00:00modify220.101.080541.076541.09054
742023.04.03 16:00t/p220.101.090541.076541.09054100.0010249.89
752023.04.13 08:00sell230.101.099910.000000.00000
762023.04.13 08:00modify230.101.099911.103911.08991
772023.04.13 16:00s/l230.101.103911.103911.08991-40.0010209.89
782023.04.28 12:00buy240.101.097660.000000.00000
792023.04.28 12:00modify240.101.097661.093661.10766
802023.04.30 20:00buy250.101.102700.000000.00000
812023.04.30 20:00modify250.101.102701.098161.10766
822023.04.30 20:00modify240.101.097661.098161.10766
832023.05.01 16:00s/l240.101.098161.098161.107664.3610214.25
842023.05.01 16:00s/l250.101.098161.098161.10766-46.0410168.21
852023.05.09 08:00buy260.101.098100.000000.00000
862023.05.09 08:00modify260.101.098101.094101.10810
872023.05.09 16:00s/l260.101.094101.094101.10810-40.0010128.21
882023.05.12 00:00buy270.101.091520.000000.00000
892023.05.12 00:00modify270.101.091521.087521.10152
902023.05.12 16:00s/l270.101.087521.087521.10152-40.0010088.21
912023.05.17 08:00buy280.101.083470.000000.00000
922023.05.17 08:00modify280.101.083471.079471.09347
932023.05.18 16:00s/l280.101.079471.079471.09347-41.9310046.28
942023.05.25 08:00buy290.101.072380.000000.00000
952023.05.25 08:00modify290.101.072381.068381.08238
962023.05.30 08:00s/l290.101.068381.068381.08238-41.9310004.36
972023.05.30 08:00buy300.101.069310.000000.00000
982023.05.30 08:00modify300.101.069311.065311.07931
992023.05.31 16:00s/l300.101.065311.065311.07931-40.649963.72
1002023.06.16 12:00sell310.101.096020.000000.00000
1012023.06.16 12:00modify310.101.096021.100021.08602
1022023.06.20 16:00sell320.101.089960.000000.00000
1032023.06.20 16:00modify320.101.089961.093021.08602
1042023.06.20 16:00modify310.101.096021.093021.08602
1052023.06.21 12:00s/l310.101.093021.093021.0860230.669994.37
1062023.06.21 12:00s/l320.101.093021.093021.08602-30.389963.99
1072023.06.23 08:00buy330.101.087180.000000.00000
1082023.06.23 08:00modify330.101.087181.083181.09718
1092023.06.27 08:00buy340.101.094230.000000.00000
1102023.06.27 08:00modify340.101.094231.090681.09718
1112023.06.27 08:00modify330.101.087181.090681.09718
1122023.06.27 16:00t/p330.101.097181.090681.0971898.7210062.71
1132023.06.27 16:00t/p340.101.097181.090681.0971829.5010092.21
1142023.07.24 08:00buy350.101.108410.000000.00000
1152023.07.24 08:00modify350.101.108411.104411.11841
1162023.07.25 12:00s/l350.101.104411.104411.11841-40.6410051.57
1172023.07.27 12:00sell360.101.113840.000000.00000
1182023.07.27 12:00modify360.101.113841.117841.10384
1192023.07.27 16:00t/p360.101.103841.117841.10384100.0010151.57
1202023.08.03 08:00buy370.101.092190.000000.00000
1212023.08.03 08:00modify370.101.092191.088191.10219
1222023.08.04 16:00t/p370.101.102191.088191.1021999.3610250.92
1232023.08.08 12:00buy380.101.094420.000000.00000
1242023.08.08 12:00modify380.101.094421.090421.10442
1252023.08.10 16:00t/p380.101.104421.090421.1044297.4310348.36
1262023.08.14 04:00buy390.101.093510.000000.00000
1272023.08.14 04:00modify390.101.093511.089511.10351
1282023.08.14 16:00s/l390.101.089511.089511.10351-40.0010308.36
1292023.08.17 04:00buy400.101.086720.000000.00000
1302023.08.17 04:00modify400.101.086721.082721.09672
1312023.08.22 04:00buy410.101.091790.000000.00000
1322023.08.22 04:00modify410.101.091791.087221.09672
1332023.08.22 04:00modify400.101.086721.087221.09672
1342023.08.22 08:00buy420.101.092850.000000.00000
1352023.08.22 08:00modify420.101.092851.089721.09672
1362023.08.22 08:00modify410.101.091791.089721.09672
1372023.08.22 08:00modify400.101.086721.089721.09672
1382023.08.22 12:00s/l400.101.089721.089721.0967228.0710336.43
1392023.08.22 12:00s/l410.101.089721.089721.09672-20.7010315.73
1402023.08.22 12:00s/l420.101.089721.089721.09672-31.3010284.43
1412023.08.25 00:00buy430.101.080190.000000.00000
1422023.08.25 00:00modify430.101.080191.076191.09019
1432023.08.29 16:00buy440.101.085290.000000.00000
1442023.08.29 16:00modify440.101.085291.080691.09019
1452023.08.29 16:00modify430.101.080191.080691.09019
1462023.08.30 16:00t/p430.101.090191.080691.0901998.0710382.50
1472023.08.30 16:00t/p440.101.090191.080691.0901948.3610430.86
1482023.08.31 00:00sell450.101.092920.000000.00000
1492023.08.31 00:00modify450.101.092921.096921.08292
1502023.08.31 12:00sell460.101.086830.000000.00000
1512023.08.31 12:00modify460.101.086831.089921.08292
1522023.08.31 12:00modify450.101.092921.089921.08292
1532023.09.01 16:00t/p450.101.082921.089921.08292100.2210531.08
1542023.09.01 16:00t/p460.101.082921.089921.0829239.3210570.40
1552023.09.05 08:00buy470.101.075930.000000.00000
1562023.09.05 08:00modify470.101.075931.071931.08593
1572023.09.05 16:00s/l470.101.071931.071931.08593-40.0010530.40
1582023.09.27 04:00buy480.101.056490.000000.00000
1592023.09.27 04:00modify480.101.056491.052491.06649
1602023.09.27 16:00s/l480.101.052491.052491.06649-40.0010490.40
1612023.09.29 08:00sell490.101.060630.000000.00000
1622023.09.29 08:00modify490.101.060631.064631.05063
1632023.10.02 16:00t/p490.101.050631.064631.05063100.2210590.62
1642023.10.06 12:00sell500.101.056600.000000.00000
1652023.10.06 12:00modify500.101.056601.060601.04660
1662023.10.10 12:00s/l500.101.060601.060601.04660-39.5610551.06
1672023.10.12 00:00sell510.101.062340.000000.00000
1682023.10.12 00:00modify510.101.062341.066341.05234
1692023.10.12 16:00sell520.101.055210.000000.00000
1702023.10.12 16:00modify520.101.055211.058841.05234
1712023.10.12 16:00modify510.101.062341.058841.05234
1722023.10.13 12:00t/p510.101.052341.058841.05234100.2210651.28
1732023.10.13 12:00t/p520.101.052341.058841.0523428.9210680.20
1742023.10.26 04:00buy530.101.054970.000000.00000
1752023.10.26 04:00modify530.101.054971.050971.06497
1762023.10.30 16:00buy540.101.062190.000000.00000
1772023.10.30 16:00modify540.101.062191.058471.06497
1782023.10.30 16:00modify530.101.054971.058471.06497
1792023.10.31 12:00t/p530.101.064971.058471.0649798.0710778.27
1802023.10.31 12:00t/p540.101.064971.058471.0649727.1610805.43
1812023.11.14 12:00sell550.101.071930.000000.00000
1822023.11.14 12:00modify550.101.071931.075931.06193
1832023.11.14 16:00s/l550.101.075931.075931.06193-40.0010765.43
1842023.11.21 04:00sell560.101.096330.000000.00000
1852023.11.21 04:00modify560.101.096331.100331.08633
1862023.11.22 16:00t/p560.101.086331.100331.08633100.2210865.65
1872023.11.29 00:00sell570.101.100410.000000.00000
1882023.11.29 00:00modify570.101.100411.104411.09041
1892023.11.30 08:00sell580.101.095150.000000.00000
1902023.11.30 08:00modify580.101.095151.099911.09041
1912023.11.30 08:00modify570.101.100411.099911.09041
1922023.11.30 16:00t/p570.101.090411.099911.09041100.6610966.31
1932023.11.30 16:00t/p580.101.090411.099911.0904147.4011013.71
1942023.12.14 12:00sell590.101.092950.000000.00000
1952023.12.14 12:00modify590.101.092951.096951.08295
1962023.12.14 16:00s/l590.101.096951.096951.08295-40.0010973.71
1972023.12.22 12:00sell600.101.102580.000000.00000
1982023.12.22 12:00modify600.101.102581.106581.09258
1992023.12.27 16:00s/l600.101.106581.106581.09258-39.3410934.36