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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=17; 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 profit754.54Gross profit2544.03Gross loss-1789.49
Profit factor1.42Expected payoff14.79
Absolute drawdown273.41Maximal drawdown806.08 (7.65%)Relative drawdown7.65% (806.08)
Total trades51Short positions (won %)17 (58.82%)Long positions (won %)34 (55.88%)
Profit trades (% of total)29 (56.86%)Loss trades (% of total)22 (43.14%)
Largestprofit trade153.95loss trade-134.13
Averageprofit trade87.73loss trade-81.34
Maximumconsecutive wins (profit in money)5 (653.39)consecutive losses (loss in money)3 (-366.19)
Maximalconsecutive profit (count of wins)653.39 (5)consecutive loss (count of losses)-366.19 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 12:00sell10.101.066960.000000.00000
22023.03.01 12:00modify10.101.066961.078961.05196
32023.03.07 16:00sell20.101.058530.000000.00000
42023.03.07 16:00modify20.101.058531.060211.05196
52023.03.07 16:00modify10.101.066961.060211.05196
62023.03.10 04:00s/l10.101.060211.060211.0519669.9110069.91
72023.03.10 04:00s/l20.101.060211.060211.05196-15.7010054.21
82023.03.10 16:00sell30.101.068730.000000.00000
92023.03.10 16:00modify30.101.068731.080731.05373
102023.03.15 12:00sell40.101.058720.000000.00000
112023.03.15 12:00modify40.101.058721.063481.05373
122023.03.15 12:00modify30.101.068731.063481.05373
132023.03.15 16:00t/p30.101.053731.063481.05373150.6610204.87
142023.03.15 16:00t/p40.101.053731.063481.0537349.9010254.77
152023.03.21 12:00sell50.101.077870.000000.00000
162023.03.21 12:00modify50.101.077871.089871.06287
172023.03.22 20:00s/l50.101.089871.089871.06287-119.7810134.99
182023.03.24 12:00buy60.101.074100.000000.00000
192023.03.24 12:00modify60.101.074101.062101.08910
202023.03.28 04:00buy70.101.081810.000000.00000
212023.03.28 04:00modify70.101.081811.075601.08910
222023.03.28 04:00modify60.101.074101.075601.08910
232023.03.30 16:00t/p60.101.089101.075601.08910146.1510281.13
242023.03.30 16:00t/p70.101.089101.075601.0891070.3310351.47
252023.03.30 16:00sell80.101.089790.000000.00000
262023.03.30 16:00modify80.101.089791.101791.07479
272023.04.13 12:00s/l80.101.101791.101791.07479-116.9310234.54
282023.04.17 16:00buy90.101.091700.000000.00000
292023.04.17 16:00modify90.101.091701.079701.10670
302023.04.21 20:00buy100.101.099310.000000.00000
312023.04.21 20:00modify100.101.099311.093201.10670
322023.04.21 20:00modify90.101.091701.093201.10670
332023.04.25 04:00t/p90.101.106701.093201.10670144.8610379.40
342023.04.25 04:00t/p100.101.106701.093201.1067072.6210452.01
352023.04.25 16:00buy110.101.097150.000000.00000
362023.04.25 16:00modify110.101.097151.085151.11215
372023.04.26 12:00buy120.101.104900.000000.00000
382023.04.26 12:00modify120.101.104901.098651.11215
392023.04.26 12:00modify110.101.097151.098651.11215
402023.04.28 12:00s/l110.101.098651.098651.1121511.7910463.80
412023.04.28 12:00s/l120.101.098651.098651.11215-65.0710398.74
422023.04.28 12:00buy130.101.097660.000000.00000
432023.04.28 12:00modify130.101.097661.085661.11266
442023.05.08 08:00buy140.101.105210.000000.00000
452023.05.08 08:00modify140.101.105211.099161.11266
462023.05.08 08:00modify130.101.097661.099161.11266
472023.05.09 04:00s/l130.101.099161.099161.112669.2210407.96
482023.05.09 04:00s/l140.101.099161.099161.11266-61.1410346.81
492023.05.09 08:00buy150.101.098100.000000.00000
502023.05.09 08:00modify150.101.098101.086101.11310
512023.05.12 16:00s/l150.101.086101.086101.11310-123.2110223.60
522023.05.17 08:00buy160.101.083470.000000.00000
532023.05.17 08:00modify160.101.083471.071471.09847
542023.05.25 08:00s/l160.101.071471.071471.09847-126.4210097.18
552023.05.30 08:00buy170.101.069310.000000.00000
562023.05.30 08:00modify170.101.069311.057311.08431
572023.06.02 04:00buy180.101.077100.000000.00000
582023.06.02 04:00modify180.101.077101.070811.08431
592023.06.02 04:00modify170.101.069311.070811.08431
602023.06.02 20:00s/l170.101.070811.070811.0843111.7910108.97
612023.06.02 20:00s/l180.101.070811.070811.08431-62.9010046.07
622023.06.06 12:00buy190.101.068010.000000.00000
632023.06.06 12:00modify190.101.068011.056011.08301
642023.06.12 20:00buy200.101.076310.000000.00000
652023.06.12 20:00modify200.101.076311.074761.08301
662023.06.12 20:00modify190.101.068011.074761.08301
672023.06.14 16:00t/p190.101.083011.074761.08301144.8610190.94
682023.06.14 16:00t/p200.101.083011.074761.0830165.7210256.65
692023.06.15 16:00sell210.101.093260.000000.00000
702023.06.15 16:00modify210.101.093261.105261.07826
712023.06.30 08:00sell220.101.085620.000000.00000
722023.06.30 08:00modify220.101.085621.091761.07826
732023.06.30 08:00modify210.101.093261.091761.07826
742023.06.30 16:00s/l210.101.091761.091761.0782618.2910274.94
752023.06.30 16:00s/l220.101.091761.091761.07826-61.4010213.54
762023.07.05 04:00buy230.101.088040.000000.00000
772023.07.05 04:00modify230.101.088041.076041.10304
782023.07.12 04:00t/p230.101.103041.076041.10304145.5110359.05
792023.07.12 16:00sell240.101.112200.000000.00000
802023.07.12 16:00modify240.101.112201.124201.09720
812023.07.14 04:00s/l240.101.124201.124201.09720-119.1210239.92
822023.07.19 12:00buy250.101.121610.000000.00000
832023.07.19 12:00modify250.101.121611.109611.13661
842023.07.24 08:00s/l250.101.109611.109611.13661-123.2110116.71
852023.07.24 08:00buy260.101.108410.000000.00000
862023.07.24 08:00modify260.101.108411.096411.12341
872023.07.28 08:00s/l260.101.096411.096411.12341-123.859992.86
882023.07.28 08:00buy270.101.095480.000000.00000
892023.07.28 08:00modify270.101.095481.083481.11048
902023.07.31 12:00buy280.101.103000.000000.00000
912023.07.31 12:00modify280.101.103001.096981.11048
922023.07.31 12:00modify270.101.095481.096981.11048
932023.08.01 12:00s/l270.101.096981.096981.1104813.7210006.58
942023.08.01 12:00s/l280.101.096981.096981.11048-60.849945.73
952023.08.01 12:00buy290.101.097850.000000.00000
962023.08.01 12:00modify290.101.097851.085851.11285
972023.08.17 20:00s/l290.101.085851.085851.11285-131.569814.18
982023.08.21 12:00sell300.101.090900.000000.00000
992023.08.21 12:00modify300.101.090901.102901.07590
1002023.08.23 12:00sell310.101.081110.000000.00000
1012023.08.23 12:00modify310.101.081111.085651.07590
1022023.08.23 12:00modify300.101.090901.085651.07590
1032023.08.23 16:00s/l300.101.085651.085651.0759052.949867.11
1042023.08.23 16:00s/l310.101.085651.085651.07590-45.409821.71
1052023.08.29 04:00sell320.101.083620.000000.00000
1062023.08.29 04:00modify320.101.083621.095621.06862
1072023.09.13 12:00sell330.101.073640.000000.00000
1082023.09.13 12:00modify330.101.073641.078371.06862
1092023.09.13 12:00modify320.101.083621.078371.06862
1102023.09.14 16:00t/p320.101.068621.078371.06862153.959975.66
1112023.09.14 16:00t/p330.101.068621.078371.0686250.8610026.52
1122023.09.14 16:00buy340.101.066180.000000.00000
1132023.09.14 16:00modify340.101.066181.054181.08118
1142023.09.27 12:00s/l340.101.054181.054181.08118-127.069899.46
1152023.09.27 12:00buy350.101.054250.000000.00000
1162023.09.27 12:00modify350.101.054251.042251.06925
1172023.10.10 16:00buy360.101.062000.000000.00000
1182023.10.10 16:00modify360.101.062001.055751.06925
1192023.10.10 16:00modify350.101.054251.055751.06925
1202023.10.12 00:00buy370.101.062640.000000.00000
1212023.10.12 00:00modify370.101.062641.061001.06925
1222023.10.12 00:00modify360.101.062001.061001.06925
1232023.10.12 00:00modify350.101.054251.061001.06925
1242023.10.12 16:00s/l350.101.061001.061001.0692556.589956.04
1252023.10.12 16:00s/l360.101.061001.061001.06925-12.579943.47
1262023.10.12 16:00s/l370.101.061001.061001.06925-16.409927.07
1272023.10.12 16:00buy380.101.055510.000000.00000
1282023.10.12 16:00modify380.101.055511.043511.07051
1292023.11.03 08:00buy390.101.063210.000000.00000
1302023.11.03 08:00modify390.101.063211.057011.07051
1312023.11.03 08:00modify380.101.055511.057011.07051
1322023.11.03 16:00t/p380.101.070511.057011.07051135.8710062.95
1332023.11.03 16:00t/p390.101.070511.057011.0705173.0010135.95
1342023.11.07 12:00buy400.101.067700.000000.00000
1352023.11.07 12:00modify400.101.067701.055701.08270
1362023.11.14 16:00t/p400.101.082701.055701.08270145.5110281.45
1372023.11.20 04:00sell410.101.092380.000000.00000
1382023.11.20 04:00modify410.101.092381.104381.07738
1392023.12.06 20:00t/p410.101.077381.104381.07738153.5110434.96
1402023.12.07 04:00buy420.101.076250.000000.00000
1412023.12.07 04:00modify420.101.076251.064251.09125
1422023.12.14 04:00t/p420.101.091251.064251.09125145.5110580.47
1432023.12.14 12:00sell430.101.092950.000000.00000
1442023.12.14 12:00modify430.101.092951.104951.07795
1452023.12.27 08:00s/l430.101.104951.104951.07795-117.5910462.88
1462023.12.27 12:00sell440.101.105890.000000.00000
1472023.12.27 12:00modify440.101.105891.117891.09089
1482024.01.03 16:00t/p440.101.090891.117891.09089151.5410614.41
1492024.01.05 12:00buy450.101.091720.000000.00000
1502024.01.05 12:00modify450.101.091721.079721.10672
1512024.01.29 16:00s/l450.101.079721.079721.10672-134.1310480.29
1522024.01.29 16:00buy460.101.080040.000000.00000
1532024.01.29 16:00modify460.101.080041.068041.09504
1542024.02.02 00:00buy470.101.087710.000000.00000
1552024.02.02 00:00modify470.101.087711.081541.09504
1562024.02.02 00:00modify460.101.080041.081541.09504
1572024.02.02 08:00buy480.101.088390.000000.00000
1582024.02.02 08:00modify480.101.088391.086791.09504
1592024.02.02 08:00modify470.101.087711.086791.09504
1602024.02.02 08:00modify460.101.080041.086791.09504
1612024.02.02 16:00s/l460.101.086791.086791.0950463.6510543.93
1622024.02.02 16:00s/l470.101.086791.086791.09504-9.2010534.73
1632024.02.02 16:00s/l480.101.086791.086791.09504-16.0010518.73
1642024.02.13 16:00buy490.101.071960.000000.00000
1652024.02.13 16:00modify490.101.071961.059961.08696
1662024.02.21 20:00buy500.101.081940.000000.00000
1672024.02.21 20:00modify500.101.081941.077211.08696
1682024.02.21 20:00modify490.101.071961.077211.08696
1692024.02.22 12:00t/p490.101.086961.077211.08696142.9410661.67
1702024.02.22 12:00t/p500.101.086961.077211.0869648.2710709.95
1712024.02.26 12:00sell510.101.085200.000000.00000
1722024.02.26 12:00modify510.101.085201.097201.07020
1732024.02.29 23:59close at stop510.101.080851.097201.0702044.6010754.54