Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2615Ticks modelled4230Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit108.30Gross profit1988.35Gross loss-1880.06
Profit factor1.06Expected payoff1.69
Absolute drawdown121.93Maximal drawdown704.03 (6.61%)Relative drawdown6.61% (704.03)
Total trades64Short positions (won %)30 (43.33%)Long positions (won %)34 (41.18%)
Profit trades (% of total)27 (42.19%)Loss trades (% of total)37 (57.81%)
Largestprofit trade131.97loss trade-77.06
Averageprofit trade73.64loss trade-50.81
Maximumconsecutive wins (profit in money)5 (376.10)consecutive losses (loss in money)9 (-462.26)
Maximalconsecutive profit (count of wins)376.10 (5)consecutive loss (count of losses)-462.26 (9)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.06 16:00sell10.101.067850.000000.00000
22023.03.06 16:00modify10.101.067851.074851.05485
32023.03.08 04:00t/p10.101.054851.074851.05485130.4410130.44
42023.03.10 16:00sell20.101.068730.000000.00000
52023.03.10 16:00modify20.101.068731.075731.05573
62023.03.15 04:00s/l20.101.075731.075731.05573-69.3410061.10
72023.03.15 12:00buy30.101.059020.000000.00000
82023.03.15 12:00modify30.101.059021.052021.07202
92023.03.15 16:00s/l30.101.052021.052021.07202-70.009991.10
102023.03.21 12:00sell40.101.077870.000000.00000
112023.03.21 12:00modify40.101.077871.084871.06487
122023.03.22 20:00s/l40.101.084871.084871.06487-69.789921.32
132023.03.22 20:00sell50.101.086520.000000.00000
142023.03.22 20:00modify50.101.086521.093521.07352
152023.03.24 12:00t/p50.101.073521.093521.07352130.8810052.19
162023.03.24 12:00buy60.101.074100.000000.00000
172023.03.24 12:00modify60.101.074101.067101.08710
182023.03.29 12:00t/p60.101.087101.067101.08710128.0710180.27
192023.03.30 16:00sell70.101.089790.000000.00000
202023.03.30 16:00modify70.101.089791.096791.07679
212023.04.04 16:00s/l70.101.096791.096791.07679-69.3410110.92
222023.04.10 16:00buy80.101.084210.000000.00000
232023.04.10 16:00modify80.101.084211.077211.09721
242023.04.12 16:00t/p80.101.097211.077211.09721128.7210239.64
252023.04.12 16:00sell90.101.098640.000000.00000
262023.04.12 16:00modify90.101.098641.105641.08564
272023.04.13 16:00s/l90.101.105641.105641.08564-69.3410170.30
282023.04.13 16:00sell100.101.105300.000000.00000
292023.04.13 16:00modify100.101.105301.112301.09230
302023.04.14 16:00sell110.101.097890.000000.00000
312023.04.14 16:00modify110.101.097891.101401.09230
322023.04.14 16:00modify100.101.105301.101401.09230
332023.04.17 16:00t/p100.101.092301.101401.09230130.4410300.74
342023.04.17 16:00t/p110.101.092301.101401.0923056.1210356.86
352023.04.17 16:00buy120.101.091700.000000.00000
362023.04.17 16:00modify120.101.091701.084701.10470
372023.04.24 08:00buy130.101.098990.000000.00000
382023.04.24 08:00modify130.101.098991.095601.10470
392023.04.24 08:00modify120.101.091701.095601.10470
402023.04.24 20:00t/p120.101.104701.095601.10470125.5110482.36
412023.04.24 20:00t/p130.101.104701.095601.1047057.1010539.46
422023.04.24 20:00sell140.101.104330.000000.00000
432023.04.24 20:00modify140.101.104331.111331.09133
442023.04.25 12:00sell150.101.101660.000000.00000
452023.04.25 12:00modify150.101.101661.103681.09133
462023.04.25 12:00modify140.101.104331.103681.09133
472023.04.26 12:00s/l140.101.103681.103681.091336.9410546.40
482023.04.26 12:00s/l150.101.103681.103681.09133-19.9810526.42
492023.05.03 20:00sell160.101.105440.000000.00000
502023.05.03 20:00modify160.101.105441.112441.09244
512023.05.05 08:00sell170.101.102680.000000.00000
522023.05.05 08:00modify170.101.102681.104791.09244
532023.05.05 08:00modify160.101.105441.104791.09244
542023.05.08 08:00s/l160.101.104791.104791.092447.6010534.02
552023.05.08 08:00s/l170.101.104791.104791.09244-20.8810513.14
562023.05.12 16:00buy180.101.085830.000000.00000
572023.05.12 16:00modify180.101.085831.078831.09883
582023.05.16 04:00buy190.101.088530.000000.00000
592023.05.16 04:00modify190.101.088531.086481.09883
602023.05.16 04:00modify180.101.085831.086481.09883
612023.05.16 08:00s/l180.101.086481.086481.098835.2210518.35
622023.05.16 08:00s/l190.101.086481.086481.09883-20.5010497.85
632023.05.18 16:00buy200.101.077820.000000.00000
642023.05.18 16:00modify200.101.077821.070821.09082
652023.05.25 16:00s/l200.101.070821.070821.09082-74.4910423.36
662023.06.08 16:00sell210.101.077880.000000.00000
672023.06.08 16:00modify210.101.077881.084881.06488
682023.06.14 16:00s/l210.101.084881.084881.06488-69.1210354.23
692023.06.14 16:00sell220.101.085770.000000.00000
702023.06.14 16:00modify220.101.085771.092771.07277
712023.06.15 16:00s/l220.101.092771.092771.07277-69.3410284.89
722023.06.15 16:00sell230.101.093260.000000.00000
732023.06.15 16:00modify230.101.093261.100261.08026
742023.06.22 08:00s/l230.101.100261.100261.08026-68.4610216.43
752023.06.23 08:00buy240.101.087180.000000.00000
762023.06.23 08:00modify240.101.087181.080181.10018
772023.07.06 12:00buy250.101.089810.000000.00000
782023.07.06 12:00modify250.101.089811.087831.10018
792023.07.06 12:00modify240.101.087181.087831.10018
802023.07.06 16:00s/l240.101.087831.087831.10018-1.8510214.58
812023.07.06 16:00s/l250.101.087831.087831.10018-19.8010194.78
822023.07.07 16:00sell260.101.096300.000000.00000
832023.07.07 16:00modify260.101.096301.103301.08330
842023.07.12 04:00s/l260.101.103301.103301.08330-69.3410125.44
852023.07.12 16:00sell270.101.112200.000000.00000
862023.07.12 16:00modify270.101.112201.119201.09920
872023.07.13 16:00s/l270.101.119201.119201.09920-69.3410056.10
882023.07.13 20:00sell280.101.122620.000000.00000
892023.07.13 20:00modify280.101.122621.129621.10962
902023.07.21 08:00sell290.101.112760.000000.00000
912023.07.21 08:00modify290.101.112761.116121.10962
922023.07.21 08:00modify280.101.122621.116121.10962
932023.07.24 08:00t/p280.101.109621.116121.10962131.9710188.07
942023.07.24 08:00t/p290.101.109621.116121.1096231.6210219.69
952023.07.24 08:00buy300.101.108410.000000.00000
962023.07.24 08:00modify300.101.108411.101411.12141
972023.07.27 16:00s/l300.101.101411.101411.12141-73.2110146.48
982023.08.02 16:00buy310.101.094120.000000.00000
992023.08.02 16:00modify310.101.094121.087121.10712
1002023.08.09 04:00buy320.101.096950.000000.00000
1012023.08.09 04:00modify320.101.096951.094771.10712
1022023.08.09 04:00modify310.101.094121.094771.10712
1032023.08.11 20:00s/l310.101.094771.094771.10712-0.5610145.91
1042023.08.11 20:00s/l320.101.094771.094771.10712-24.3710121.55
1052023.08.29 20:00sell330.101.088520.000000.00000
1062023.08.29 20:00modify330.101.088521.095521.07552
1072023.09.01 16:00sell340.101.078650.000000.00000
1082023.09.01 16:00modify340.101.078651.082021.07552
1092023.09.01 16:00modify330.101.088521.082021.07552
1102023.09.05 12:00t/p330.101.075521.082021.07552131.5410253.08
1112023.09.05 12:00t/p340.101.075521.082021.0755231.7410284.82
1122023.09.05 12:00buy350.101.073550.000000.00000
1132023.09.05 12:00modify350.101.073551.066551.08655
1142023.09.14 16:00s/l350.101.066551.066551.08655-77.0610207.76
1152023.09.14 16:00buy360.101.066180.000000.00000
1162023.09.14 16:00modify360.101.066181.059181.07918
1172023.09.25 16:00s/l360.101.059181.059181.07918-75.7810131.98
1182023.09.25 16:00buy370.101.059300.000000.00000
1192023.09.25 16:00modify370.101.059301.052301.07230
1202023.09.27 16:00s/l370.101.052301.052301.07230-71.2810060.69
1212023.09.27 16:00buy380.101.051200.000000.00000
1222023.09.27 16:00modify380.101.051201.044201.06420
1232023.10.13 00:00buy390.101.053880.000000.00000
1242023.10.13 00:00modify390.101.053881.051851.06420
1252023.10.13 00:00modify380.101.051201.051851.06420
1262023.10.13 12:00s/l380.101.051851.051851.06420-5.0610055.64
1272023.10.13 12:00s/l390.101.051851.051851.06420-20.3010035.34
1282023.10.18 16:00buy400.101.053420.000000.00000
1292023.10.18 16:00modify400.101.053421.046421.06642
1302023.10.19 12:00buy410.101.056070.000000.00000
1312023.10.19 12:00modify410.101.056071.054071.06642
1322023.10.19 12:00modify400.101.053421.054071.06642
1332023.10.23 20:00t/p400.101.066421.054071.06642126.7910162.13
1342023.10.23 20:00t/p410.101.066421.054071.06642102.2210264.34
1352023.10.30 16:00sell420.101.061890.000000.00000
1362023.10.30 16:00modify420.101.061891.068891.04889
1372023.11.03 16:00s/l420.101.068891.068891.04889-68.6810195.66
1382023.11.03 16:00sell430.101.073200.000000.00000
1392023.11.03 16:00modify430.101.073201.080201.06020
1402023.11.09 08:00sell440.101.070520.000000.00000
1412023.11.09 08:00modify440.101.070521.072551.06020
1422023.11.09 08:00modify430.101.073201.072551.06020
1432023.11.09 16:00s/l430.101.072551.072551.060207.8210203.47
1442023.11.09 16:00s/l440.101.072551.072551.06020-20.3010183.17
1452023.11.14 16:00sell450.101.083730.000000.00000
1462023.11.14 16:00modify450.101.083731.090731.07073
1472023.11.17 20:00s/l450.101.090731.090731.07073-68.9010114.27
1482023.11.22 16:00buy460.101.086870.000000.00000
1492023.11.22 16:00modify460.101.086871.079871.09987
1502023.11.24 16:00buy470.101.094270.000000.00000
1512023.11.24 16:00modify470.101.094271.090771.09987
1522023.11.24 16:00modify460.101.086871.090771.09987
1532023.11.28 16:00t/p460.101.099871.090771.09987126.1510240.42
1542023.11.28 16:00t/p470.101.099871.090771.0998754.7210295.13
1552023.11.30 12:00buy480.101.091870.000000.00000
1562023.11.30 12:00modify480.101.091871.084871.10487
1572023.12.01 16:00s/l480.101.084871.084871.10487-70.6410224.49
1582023.12.01 16:00buy490.101.084070.000000.00000
1592023.12.01 16:00modify490.101.084071.077071.09707
1602023.12.06 20:00s/l490.101.077071.077071.09707-71.9310152.56
1612023.12.13 20:00sell500.101.088810.000000.00000
1622023.12.13 20:00modify500.101.088811.095811.07581
1632023.12.14 16:00s/l500.101.095811.095811.07581-69.3410083.22
1642023.12.19 16:00sell510.101.098580.000000.00000
1652023.12.19 16:00modify510.101.098581.105581.08558
1662023.12.27 12:00s/l510.101.105581.105581.08558-68.2510014.98
1672023.12.27 16:00sell520.101.110710.000000.00000
1682023.12.27 16:00modify520.101.110711.117711.09771
1692024.01.02 12:00t/p520.101.097711.117711.09771131.3210146.29
1702024.01.02 12:00buy530.101.097210.000000.00000
1712024.01.02 12:00modify530.101.097211.090211.11021
1722024.01.03 16:00s/l530.101.090211.090211.11021-70.6410075.65
1732024.01.03 16:00buy540.101.090750.000000.00000
1742024.01.03 16:00modify540.101.090751.083751.10375
1752024.01.05 16:00buy550.101.098120.000000.00000
1762024.01.05 16:00modify550.101.098121.094651.10375
1772024.01.05 16:00modify540.101.090751.094651.10375
1782024.01.05 20:00s/l540.101.094651.094651.1037536.4310112.08
1792024.01.05 20:00s/l550.101.094651.094651.10375-34.7010077.38
1802024.01.16 12:00buy560.101.089530.000000.00000
1812024.01.16 12:00modify560.101.089531.082531.10253
1822024.01.23 16:00s/l560.101.082531.082531.10253-74.4910002.89
1832024.01.23 16:00buy570.101.083400.000000.00000
1842024.01.23 16:00modify570.101.083401.076401.09640
1852024.01.24 00:00buy580.101.086030.000000.00000
1862024.01.24 00:00modify580.101.086031.084051.09640
1872024.01.24 00:00modify570.101.083401.084051.09640
1882024.01.25 16:00s/l570.101.084051.084051.096403.9310006.82
1892024.01.25 16:00s/l580.101.084051.084051.09640-21.739985.09
1902024.02.05 16:00buy590.101.072820.000000.00000
1912024.02.05 16:00modify590.101.072821.065821.08582
1922024.02.06 08:00buy600.101.075470.000000.00000
1932024.02.06 08:00modify600.101.075471.073471.08582
1942024.02.06 08:00modify590.101.072821.073471.08582
1952024.02.06 12:00s/l590.101.073471.073471.085825.869990.95
1962024.02.06 12:00s/l600.101.073471.073471.08582-20.009970.95
1972024.02.13 16:00buy610.101.071960.000000.00000
1982024.02.13 16:00modify610.101.071961.064961.08496
1992024.02.21 20:00buy620.101.081940.000000.00000
2002024.02.21 20:00modify620.101.081941.078461.08496
2012024.02.21 20:00modify610.101.071961.078461.08496
2022024.02.22 08:00t/p610.101.084961.078461.08496122.9410093.89
2032024.02.22 08:00t/p620.101.084961.078461.0849628.2710122.16
2042024.02.22 12:00sell630.101.085720.000000.00000
2052024.02.22 12:00modify630.101.085721.092721.07272
2062024.02.29 08:00sell640.101.082880.000000.00000
2072024.02.29 08:00modify640.101.082881.085071.07272
2082024.02.29 08:00modify630.101.085721.085071.07272
2092024.02.29 12:00s/l630.101.085071.085071.072728.0410130.20
2102024.02.29 12:00s/l640.101.085071.085071.07272-21.9010108.30