Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit741.72Gross profit1780.79Gross loss-1039.07
Profit factor1.71Expected payoff15.14
Absolute drawdown257.81Maximal drawdown257.81 (2.58%)Relative drawdown2.58% (257.81)
Total trades49Short positions (won %)26 (53.85%)Long positions (won %)23 (34.78%)
Profit trades (% of total)22 (44.90%)Loss trades (% of total)27 (55.10%)
Largestprofit trade141.75loss trade-43.85
Averageprofit trade80.94loss trade-38.48
Maximumconsecutive wins (profit in money)4 (259.29)consecutive losses (loss in money)4 (-160.17)
Maximalconsecutive profit (count of wins)422.63 (3)consecutive loss (count of losses)-160.17 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 20:00sell10.101.105440.000000.00000
22023.05.03 20:00modify10.101.105441.109441.09144
32023.05.04 08:00s/l10.101.109441.109441.09144-39.349960.66
42023.05.11 16:00buy20.101.091850.000000.00000
52023.05.11 16:00modify20.101.091851.087851.10585
62023.05.12 16:00s/l20.101.087851.087851.10585-40.649920.02
72023.05.12 16:00buy30.101.085830.000000.00000
82023.05.12 16:00modify30.101.085831.081831.09983
92023.05.17 16:00s/l30.101.081831.081831.09983-41.939878.09
102023.05.18 16:00buy40.101.077820.000000.00000
112023.05.18 16:00modify40.101.077821.073821.09182
122023.05.22 20:00buy50.101.081410.000000.00000
132023.05.22 20:00modify50.101.081411.078521.09182
142023.05.22 20:00modify40.101.077821.078521.09182
152023.05.23 08:00s/l40.101.078521.078521.091825.079883.16
162023.05.23 08:00s/l50.101.078521.078521.09182-29.549853.62
172023.06.08 16:00sell60.101.077880.000000.00000
182023.06.08 16:00modify60.101.077881.081881.06388
192023.06.12 04:00sell70.101.074090.000000.00000
202023.06.12 04:00modify70.101.074091.077181.06388
212023.06.12 04:00modify60.101.077881.077181.06388
222023.06.12 08:00s/l60.101.077181.077181.063887.449861.06
232023.06.12 08:00s/l70.101.077181.077181.06388-30.909830.16
242023.06.14 16:00sell80.101.085770.000000.00000
252023.06.14 16:00modify80.101.085771.089771.07177
262023.06.15 16:00s/l80.101.089771.089771.07177-39.349790.82
272023.06.15 16:00sell90.101.093260.000000.00000
282023.06.15 16:00modify90.101.093261.097261.07926
292023.06.16 16:00s/l90.101.097261.097261.07926-39.789751.04
302023.06.21 20:00sell100.101.098780.000000.00000
312023.06.21 20:00modify100.101.098781.102781.08478
322023.06.22 16:00sell110.101.095240.000000.00000
332023.06.22 16:00modify110.101.095241.098081.08478
342023.06.22 16:00modify100.101.098781.098081.08478
352023.06.23 12:00t/p100.101.084781.098081.08478140.889891.91
362023.06.23 12:00t/p110.101.084781.098081.08478104.829996.73
372023.07.07 16:00sell120.101.096300.000000.00000
382023.07.07 16:00modify120.101.096301.100301.08230
392023.07.10 20:00s/l120.101.100301.100301.08230-39.789956.95
402023.07.12 16:00sell130.101.112200.000000.00000
412023.07.12 16:00modify130.101.112201.116201.09820
422023.07.13 12:00s/l130.101.116201.116201.09820-39.349917.61
432023.07.20 16:00buy140.101.113790.000000.00000
442023.07.20 16:00modify140.101.113791.109791.12779
452023.07.24 08:00s/l140.101.109791.109791.12779-41.289876.33
462023.07.27 12:00sell150.101.113840.000000.00000
472023.07.27 12:00modify150.101.113841.117841.09984
482023.07.27 16:00t/p150.101.099841.117841.09984140.0010016.33
492023.08.04 16:00sell160.101.103470.000000.00000
502023.08.04 16:00modify160.101.103471.107471.08947
512023.08.14 16:00t/p160.101.089471.107471.08947141.7510158.08
522023.08.30 16:00sell170.101.092560.000000.00000
532023.08.30 16:00modify170.101.092561.096561.07856
542023.09.01 20:00t/p170.101.078561.096561.07856140.8810298.96
552023.09.05 12:00buy180.101.073550.000000.00000
562023.09.05 12:00modify180.101.073551.069551.08755
572023.09.07 16:00s/l180.101.069551.069551.08755-42.5710256.39
582023.09.14 16:00buy190.101.066180.000000.00000
592023.09.14 16:00modify190.101.066181.062181.08018
602023.09.18 16:00buy200.101.069700.000000.00000
612023.09.18 16:00modify200.101.069701.066881.08018
622023.09.18 16:00modify190.101.066181.066881.08018
632023.09.20 20:00s/l190.101.066881.066881.080184.4310260.82
642023.09.20 20:00s/l200.101.066881.066881.08018-29.4810231.34
652023.09.25 16:00buy210.101.059300.000000.00000
662023.09.25 16:00modify210.101.059301.055301.07330
672023.09.27 12:00s/l210.101.055301.055301.07330-41.2810190.05
682023.09.27 16:00buy220.101.051200.000000.00000
692023.09.27 16:00modify220.101.051201.047201.06520
702023.10.03 04:00s/l220.101.047201.047201.06520-43.8510146.20
712023.10.06 16:00sell230.101.059450.000000.00000
722023.10.06 16:00modify230.101.059451.063451.04545
732023.10.09 08:00sell240.101.052300.000000.00000
742023.10.09 08:00modify240.101.052301.055951.04545
752023.10.09 08:00modify230.101.059451.055951.04545
762023.10.09 16:00s/l230.101.055951.055951.0454535.2210181.42
772023.10.09 16:00s/l240.101.055951.055951.04545-36.5010144.92
782023.10.12 16:00buy250.101.055510.000000.00000
792023.10.12 16:00modify250.101.055511.051511.06951
802023.10.13 12:00s/l250.101.051511.051511.06951-40.6410104.28
812023.10.23 20:00sell260.101.066540.000000.00000
822023.10.23 20:00modify260.101.066541.070541.05254
832023.10.24 16:00sell270.101.059370.000000.00000
842023.10.24 16:00modify270.101.059371.063041.05254
852023.10.24 16:00modify260.101.066541.063041.05254
862023.10.26 00:00sell280.101.056610.000000.00000
872023.10.26 00:00modify280.101.056611.060941.05254
882023.10.26 00:00modify270.101.059371.060941.05254
892023.10.26 00:00modify260.101.066541.060941.05254
902023.10.26 16:00t/p260.101.052541.060941.05254141.1010245.37
912023.10.26 16:00t/p270.101.052541.060941.0525469.1810314.55
922023.10.26 16:00t/p280.101.052541.060941.0525440.7010355.25
932023.11.03 16:00sell290.101.073200.000000.00000
942023.11.03 16:00modify290.101.073201.077201.05920
952023.11.07 08:00sell300.101.069660.000000.00000
962023.11.07 08:00modify300.101.069661.072501.05920
972023.11.07 08:00modify290.101.073201.072501.05920
982023.11.09 16:00s/l290.101.072501.072501.059208.3210363.57
992023.11.09 16:00s/l300.101.072501.072501.05920-27.5210336.04
1002023.11.14 16:00sell310.101.083730.000000.00000
1012023.11.14 16:00modify310.101.083731.087731.06973
1022023.11.14 20:00s/l310.101.087731.087731.06973-40.0010296.04
1032023.11.22 16:00buy320.101.086870.000000.00000
1042023.11.22 16:00modify320.101.086871.082871.10087
1052023.11.28 20:00t/p320.101.100871.082871.10087136.1510432.19
1062023.11.30 12:00buy330.101.091870.000000.00000
1072023.11.30 12:00modify330.101.091871.087871.10587
1082023.12.01 16:00s/l330.101.087871.087871.10587-40.6410391.55
1092023.12.01 16:00buy340.101.084070.000000.00000
1102023.12.01 16:00modify340.101.084071.080071.09807
1112023.12.05 16:00s/l340.101.080071.080071.09807-41.2810350.27
1122023.12.13 20:00sell350.101.088810.000000.00000
1132023.12.13 20:00modify350.101.088811.092811.07481
1142023.12.14 12:00s/l350.101.092811.092811.07481-39.3410310.92
1152023.12.19 16:00sell360.101.098580.000000.00000
1162023.12.19 16:00modify360.101.098581.102581.08458
1172023.12.22 12:00s/l360.101.102581.102581.08458-38.9010272.02
1182023.12.27 16:00sell370.101.110710.000000.00000
1192023.12.27 16:00modify370.101.110711.114711.09671
1202024.01.02 00:00sell380.101.103660.000000.00000
1212024.01.02 00:00modify380.101.103661.107211.09671
1222024.01.02 00:00modify370.101.110711.107211.09671
1232024.01.02 16:00t/p370.101.096711.107211.09671141.3210413.34
1242024.01.02 16:00t/p380.101.096711.107211.0967169.5010482.84
1252024.01.16 12:00buy390.101.089530.000000.00000
1262024.01.16 12:00modify390.101.089531.085531.10353
1272024.01.17 16:00s/l390.101.085531.085531.10353-40.6410442.19
1282024.02.13 16:00buy400.101.071960.000000.00000
1292024.02.13 16:00modify400.101.071961.067961.08596
1302024.02.21 20:00buy410.101.081940.000000.00000
1312024.02.21 20:00modify410.101.081941.077561.08596
1322024.02.21 20:00modify400.101.071961.077561.08596
1332024.02.22 12:00t/p400.101.085961.077561.08596132.9410575.13
1342024.02.22 12:00t/p410.101.085961.077561.0859638.2710613.40
1352024.02.22 12:00sell420.101.085720.000000.00000
1362024.02.22 12:00modify420.101.085721.089721.07172
1372024.02.23 16:00sell430.101.082060.000000.00000
1382024.02.23 16:00modify430.101.082061.085021.07172
1392024.02.23 16:00modify420.101.085721.085021.07172
1402024.02.26 12:00s/l420.101.085021.085021.071727.4410620.84
1412024.02.26 12:00s/l430.101.085021.085021.07172-29.3810591.46
1422024.03.14 16:00buy440.101.089060.000000.00000
1432024.03.14 16:00modify440.101.089061.085061.10306
1442024.03.19 12:00s/l440.101.085061.085061.10306-41.9310549.54
1452024.04.01 16:00buy450.101.073570.000000.00000
1462024.04.01 16:00modify450.101.073571.069571.08757
1472024.04.02 16:00buy460.101.077190.000000.00000
1482024.04.02 16:00modify460.101.077191.074271.08757
1492024.04.02 16:00modify450.101.073571.074271.08757
1502024.04.03 20:00buy470.101.083640.000000.00000
1512024.04.03 20:00modify470.101.083641.079171.08757
1522024.04.03 20:00modify460.101.077191.079171.08757
1532024.04.03 20:00modify450.101.073571.079171.08757
1542024.04.04 16:00t/p450.101.087571.079171.08757136.7910686.33
1552024.04.04 16:00t/p460.101.087571.079171.08757101.2310787.56
1562024.04.04 16:00t/p470.101.087571.079171.0875737.3710824.93
1572024.04.10 16:00buy480.101.073970.000000.00000
1582024.04.10 16:00modify480.101.073971.069971.08797
1592024.04.11 16:00s/l480.101.069971.069971.08797-41.9310783.00
1602024.04.12 12:00buy490.101.065400.000000.00000
1612024.04.12 12:00modify490.101.065401.061401.07940
1622024.04.16 04:00s/l490.101.061401.061401.07940-41.2810741.72