Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; 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 test2604Ticks modelled4207Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit958.60Gross profit2670.42Gross loss-1711.83
Profit factor1.56Expected payoff12.45
Absolute drawdown796.35Maximal drawdown933.60 (9.21%)Relative drawdown9.21% (933.60)
Total trades77Short positions (won %)40 (42.50%)Long positions (won %)37 (40.54%)
Profit trades (% of total)32 (41.56%)Loss trades (% of total)45 (58.44%)
Largestprofit trade153.00loss trade-48.63
Averageprofit trade83.45loss trade-38.04
Maximumconsecutive wins (profit in money)8 (874.96)consecutive losses (loss in money)8 (-320.92)
Maximalconsecutive profit (count of wins)874.96 (8)consecutive loss (count of losses)-320.92 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.03 16:00sell10.101.091810.000000.00000
22023.07.03 16:00modify10.101.091811.095811.07681
32023.07.05 12:00sell20.101.087900.000000.00000
42023.07.05 12:00modify20.101.087901.090311.07681
52023.07.05 12:00modify10.101.091811.090311.07681
62023.07.05 16:00s/l10.101.090311.090311.0768115.3310015.33
72023.07.05 16:00s/l20.101.090311.090311.07681-24.109991.23
82023.07.05 16:00buy30.101.087000.000000.00000
92023.07.05 16:00modify30.101.087001.083001.10200
102023.07.11 04:00t/p30.101.102001.083001.10200146.0210137.25
112023.07.12 16:00sell40.101.112200.000000.00000
122023.07.12 16:00modify40.101.112201.116201.09720
132023.07.13 12:00s/l40.101.116201.116201.09720-39.5010097.75
142023.07.19 16:00buy50.101.119690.000000.00000
152023.07.19 16:00modify50.101.119691.115691.13469
162023.07.20 16:00s/l50.101.115691.115691.13469-41.9910055.76
172023.07.20 16:00buy60.101.113790.000000.00000
182023.07.20 16:00modify60.101.113791.109791.12879
192023.07.24 08:00s/l60.101.109791.109791.12879-41.3310014.43
202023.07.26 20:00sell70.101.109630.000000.00000
212023.07.26 20:00modify70.101.109631.113631.09463
222023.07.27 08:00s/l70.101.113631.113631.09463-39.509974.93
232023.07.27 16:00buy80.101.100000.000000.00000
242023.07.27 16:00modify80.101.100001.096001.11500
252023.07.28 08:00s/l80.101.096001.096001.11500-40.669934.26
262023.08.02 16:00buy90.101.094120.000000.00000
272023.08.02 16:00modify90.101.094121.090121.10912
282023.08.10 00:00buy100.101.098010.000000.00000
292023.08.10 00:00modify100.101.098011.095621.10912
302023.08.10 00:00modify90.101.094121.095621.10912
312023.08.11 16:00s/l90.101.095621.095621.109127.709941.96
322023.08.11 16:00s/l100.101.095621.095621.10912-24.569917.40
332023.08.11 16:00buy110.101.095930.000000.00000
342023.08.11 16:00modify110.101.095931.091931.11093
352023.08.14 16:00s/l110.101.091931.091931.11093-40.669876.73
362023.08.16 20:00buy120.101.087730.000000.00000
372023.08.16 20:00modify120.101.087731.083731.10273
382023.08.22 16:00s/l120.101.083731.083731.10273-43.989832.75
392023.08.22 16:00buy130.101.084850.000000.00000
402023.08.22 16:00modify130.101.084851.080851.09985
412023.08.23 12:00s/l130.101.080851.080851.09985-40.669792.08
422023.08.24 16:00buy140.101.082840.000000.00000
432023.08.24 16:00modify140.101.082841.078841.09784
442023.08.25 04:00s/l140.101.078841.078841.09784-40.669751.42
452023.08.27 20:00buy150.101.079870.000000.00000
462023.08.27 20:00modify150.101.079871.075871.09487
472023.08.29 04:00buy160.101.083920.000000.00000
482023.08.29 04:00modify160.101.083921.081371.09487
492023.08.29 04:00modify150.101.079871.081371.09487
502023.08.29 08:00s/l150.101.081371.081371.0948713.679765.09
512023.08.29 08:00s/l160.101.081371.081371.09487-25.509739.59
522023.08.29 16:00sell170.101.084990.000000.00000
532023.08.29 16:00modify170.101.084991.088991.06999
542023.08.29 20:00s/l170.101.088991.088991.06999-40.009699.59
552023.08.31 16:00buy180.101.084150.000000.00000
562023.08.31 16:00modify180.101.084151.080151.09915
572023.09.01 16:00s/l180.101.080151.080151.09915-40.669658.93
582023.09.06 16:00buy190.101.071590.000000.00000
592023.09.06 16:00modify190.101.071591.067591.08659
602023.09.13 00:00buy200.101.075600.000000.00000
612023.09.13 00:00modify200.101.075601.073091.08659
622023.09.13 00:00modify190.101.071591.073091.08659
632023.09.13 12:00s/l190.101.073091.073091.0865910.359669.28
642023.09.13 12:00s/l200.101.073091.073091.08659-25.109644.18
652023.09.14 16:00buy210.101.066180.000000.00000
662023.09.14 16:00modify210.101.066181.062181.08118
672023.09.21 04:00s/l210.101.062181.062181.08118-44.659599.53
682023.09.25 16:00buy220.101.059300.000000.00000
692023.09.25 16:00modify220.101.059301.055301.07430
702023.09.27 12:00s/l220.101.055301.055301.07430-41.339558.20
712023.09.28 16:00sell230.101.057620.000000.00000
722023.09.28 16:00modify230.101.057621.061621.04262
732023.09.29 12:00s/l230.101.061621.061621.04262-39.839518.37
742023.10.04 16:00sell240.101.051780.000000.00000
752023.10.04 16:00modify240.101.051781.055781.03678
762023.10.06 12:00s/l240.101.055781.055781.03678-39.339479.04
772023.10.10 16:00sell250.101.061700.000000.00000
782023.10.10 16:00modify250.101.061701.065701.04670
792023.10.13 12:00sell260.101.052470.000000.00000
802023.10.13 12:00modify260.101.052471.057201.04670
812023.10.13 12:00sell270.101.052470.000000.00000
822023.10.13 12:00modify270.101.052471.056451.04670
832023.10.13 12:00modify250.101.061701.056451.04670
842023.10.13 16:00modify260.101.052471.056451.04670
852023.10.16 20:00s/l250.101.056451.056451.0467053.509532.54
862023.10.16 20:00s/l260.101.056451.056451.04670-39.639492.90
872023.10.16 20:00s/l270.101.056451.056451.04670-39.639453.27
882023.10.16 20:00sell280.101.056270.000000.00000
892023.10.16 20:00modify280.101.056271.060271.04127
902023.10.19 20:00s/l280.101.060271.060271.04127-39.179414.10
912023.10.19 20:00sell290.101.058790.000000.00000
922023.10.19 20:00modify290.101.058791.062791.04379
932023.10.23 16:00s/l290.101.062791.062791.04379-39.679374.44
942023.10.23 16:00sell300.101.064530.000000.00000
952023.10.23 16:00modify300.101.064531.068531.04953
962023.10.24 04:00s/l300.101.068531.068531.04953-39.839334.60
972023.10.24 16:00buy310.101.059670.000000.00000
982023.10.24 16:00modify310.101.059671.055671.07467
992023.10.26 04:00s/l310.101.055671.055671.07467-42.669291.95
1002023.10.27 16:00sell320.101.059130.000000.00000
1012023.10.27 16:00modify320.101.059131.063131.04413
1022023.10.31 12:00s/l320.101.063131.063131.04413-39.679252.28
1032023.10.31 16:00buy330.101.057020.000000.00000
1042023.10.31 16:00modify330.101.057021.053021.07202
1052023.11.01 16:00s/l330.101.053021.053021.07202-40.669211.61
1062023.11.09 20:00buy340.101.067030.000000.00000
1072023.11.09 20:00modify340.101.067031.063031.08203
1082023.11.14 08:00buy350.101.070910.000000.00000
1092023.11.14 08:00modify350.101.070911.068531.08203
1102023.11.14 08:00modify340.101.067031.068531.08203
1112023.11.14 16:00t/p340.101.082031.068531.08203148.019359.62
1122023.11.14 16:00t/p350.101.082031.068531.08203111.209470.82
1132023.11.17 16:00sell360.101.088680.000000.00000
1142023.11.17 16:00modify360.101.088681.092681.07368
1152023.11.20 04:00s/l360.101.092681.092681.07368-39.839430.99
1162023.11.24 16:00sell370.101.093970.000000.00000
1172023.11.24 16:00modify370.101.093971.097971.07897
1182023.11.28 16:00s/l370.101.097971.097971.07897-39.679391.32
1192023.11.28 16:00sell380.101.098090.000000.00000
1202023.11.28 16:00modify380.101.098091.102091.08309
1212023.11.30 20:00sell390.101.089000.000000.00000
1222023.11.30 20:00modify390.101.089001.093591.08309
1232023.11.30 20:00sell400.101.089000.000000.00000
1242023.11.30 20:00modify400.101.089001.092841.08309
1252023.11.30 20:00modify380.101.098091.092841.08309
1262023.12.01 00:00modify390.101.089001.092841.08309
1272023.12.04 16:00t/p380.101.083091.092841.08309151.009542.32
1282023.12.04 16:00t/p390.101.083091.092841.0830959.439601.75
1292023.12.04 16:00t/p400.101.083091.092841.0830959.439661.19
1302023.12.04 16:00buy410.101.081780.000000.00000
1312023.12.04 16:00modify410.101.081781.077781.09678
1322023.12.06 12:00s/l410.101.077781.077781.09678-41.339619.86
1332023.12.06 20:00buy420.101.077130.000000.00000
1342023.12.06 20:00modify420.101.077131.073131.09213
1352023.12.08 16:00s/l420.101.073131.073131.09213-42.669577.20
1362023.12.11 16:00buy430.101.074720.000000.00000
1372023.12.11 16:00modify430.101.074721.070721.08972
1382023.12.14 04:00t/p430.101.089721.070721.08972146.689723.88
1392023.12.15 20:00buy440.101.090250.000000.00000
1402023.12.15 20:00modify440.101.090251.086251.10525
1412023.12.19 12:00buy450.101.094010.000000.00000
1422023.12.19 12:00modify450.101.094011.091751.10525
1432023.12.19 12:00modify440.101.090251.091751.10525
1442023.12.21 16:00buy460.101.099270.000000.00000
1452023.12.21 16:00modify460.101.099271.094751.10525
1462023.12.21 16:00buy470.101.099270.000000.00000
1472023.12.21 16:00modify470.101.099271.095501.10525
1482023.12.21 16:00modify450.101.094011.095501.10525
1492023.12.21 16:00modify440.101.090251.095501.10525
1502023.12.21 20:00modify460.101.099271.095501.10525
1512023.12.27 12:00t/p440.101.105251.095501.10525143.369867.24
1522023.12.27 12:00t/p450.101.105251.095501.10525107.099974.33
1532023.12.27 12:00t/p460.101.105251.095501.1052557.1410031.48
1542023.12.27 12:00t/p470.101.105251.095501.1052557.1410088.62
1552023.12.29 16:00buy480.101.105020.000000.00000
1562023.12.29 16:00modify480.101.105021.101021.12002
1572024.01.02 12:00s/l480.101.101021.101021.12002-41.3310047.29
1582024.01.05 16:00sell490.101.097820.000000.00000
1592024.01.05 16:00modify490.101.097821.101821.08282
1602024.01.07 20:00sell500.101.093860.000000.00000
1612024.01.07 20:00modify500.101.093861.096321.08282
1622024.01.07 20:00modify490.101.097821.096321.08282
1632024.01.08 16:00s/l490.101.096321.096321.0828215.1710062.46
1642024.01.08 16:00s/l500.101.096321.096321.08282-24.4310038.02
1652024.01.08 16:00sell510.101.096960.000000.00000
1662024.01.08 16:00modify510.101.096961.100961.08196
1672024.01.09 12:00sell520.101.093130.000000.00000
1682024.01.09 12:00modify520.101.093131.095461.08196
1692024.01.09 12:00modify510.101.096961.095461.08196
1702024.01.10 12:00s/l510.101.095461.095461.0819615.3310053.36
1712024.01.10 12:00s/l520.101.095461.095461.08196-23.1310030.22
1722024.01.10 16:00sell530.101.096740.000000.00000
1732024.01.10 16:00modify530.101.096741.100741.08174
1742024.01.26 08:00t/p530.101.081741.100741.08174153.0010183.22
1752024.01.31 16:00sell540.101.086110.000000.00000
1762024.01.31 16:00modify540.101.086111.090111.07111
1772024.02.07 12:00sell550.101.077090.000000.00000
1782024.02.07 12:00modify550.101.077091.081611.07111
1792024.02.07 12:00sell560.101.077090.000000.00000
1802024.02.07 12:00modify560.101.077091.080861.07111
1812024.02.07 12:00modify540.101.086111.080861.07111
1822024.02.07 16:00modify550.101.077091.080861.07111
1832024.02.13 16:00t/p540.101.071111.080861.07111152.1710335.39
1842024.02.13 16:00t/p550.101.071111.080861.0711160.8010396.19
1852024.02.13 16:00t/p560.101.071111.080861.0711160.8010456.99
1862024.02.13 16:00buy570.101.071960.000000.00000
1872024.02.13 16:00modify570.101.071961.067961.08696
1882024.02.22 12:00t/p570.101.086961.067961.08696142.7010599.68
1892024.02.29 20:00buy580.101.080550.000000.00000
1902024.02.29 20:00modify580.101.080551.076551.09555
1912024.03.01 20:00buy590.101.084420.000000.00000
1922024.03.01 20:00modify590.101.084421.082051.09555
1932024.03.01 20:00modify580.101.080551.082051.09555
1942024.03.08 04:00t/p580.101.095551.082051.09555144.6910744.37
1952024.03.08 04:00t/p590.101.095551.082051.09555106.6510851.02
1962024.03.08 16:00sell600.101.096090.000000.00000
1972024.03.08 16:00modify600.101.096091.100091.08109
1982024.03.18 20:00sell610.101.086920.000000.00000
1992024.03.18 20:00modify610.101.086921.091591.08109
2002024.03.18 20:00sell620.101.086920.000000.00000
2012024.03.18 20:00modify620.101.086921.090841.08109
2022024.03.18 20:00modify600.101.096091.090841.08109
2032024.03.19 00:00modify610.101.086921.090841.08109
2042024.03.20 20:00s/l600.101.090841.090841.0810954.1710905.19
2052024.03.20 20:00s/l610.101.090841.090841.08109-38.8710866.32
2062024.03.20 20:00s/l620.101.090841.090841.08109-38.8710827.45
2072024.03.20 20:00sell630.101.092090.000000.00000
2082024.03.20 20:00modify630.101.092091.096091.07709
2092024.03.26 16:00sell640.101.082800.000000.00000
2102024.03.26 16:00modify640.101.082801.087591.07709
2112024.03.26 16:00sell650.101.082800.000000.00000
2122024.03.26 16:00modify650.101.082801.086841.07709
2132024.03.26 16:00modify630.101.092091.086841.07709
2142024.03.26 20:00modify640.101.082801.086841.07709
2152024.03.29 08:00t/p630.101.077091.086841.07709151.8310979.29
2162024.03.29 08:00t/p640.101.077091.086841.0770957.9311037.22
2172024.03.29 08:00t/p650.101.077091.086841.0770957.9311095.15
2182024.04.01 16:00buy660.101.073570.000000.00000
2192024.04.01 16:00modify660.101.073571.069571.08857
2202024.04.12 08:00s/l660.101.069571.069571.08857-48.6311046.52
2212024.04.15 20:00buy670.101.062930.000000.00000
2222024.04.15 20:00modify670.101.062931.058931.07793
2232024.04.29 08:00buy680.101.072020.000000.00000
2242024.04.29 08:00modify680.101.072021.067431.07793
2252024.04.29 08:00buy690.101.072020.000000.00000
2262024.04.29 08:00modify690.101.072021.068181.07793
2272024.04.29 08:00modify670.101.062931.068181.07793
2282024.04.29 12:00modify680.101.072021.068181.07793
2292024.04.30 20:00s/l670.101.068181.068181.0779342.5411089.06
2302024.04.30 20:00s/l680.101.068181.068181.07793-39.0611049.99
2312024.04.30 20:00s/l690.101.068181.068181.07793-39.0611010.93
2322024.05.02 20:00sell700.101.072710.000000.00000
2332024.05.02 20:00modify700.101.072711.076711.05771
2342024.05.03 16:00s/l700.101.076711.076711.05771-39.8310971.10
2352024.05.09 16:00sell710.101.077040.000000.00000
2362024.05.09 16:00modify710.101.077041.081041.06204
2372024.05.14 16:00s/l710.101.081041.081041.06204-39.5010931.60
2382024.05.14 16:00sell720.101.081790.000000.00000
2392024.05.14 16:00modify720.101.081791.085791.06679
2402024.05.15 16:00s/l720.101.085791.085791.06679-39.8310891.76
2412024.05.16 16:00sell730.101.087510.000000.00000
2422024.05.16 16:00modify730.101.087511.091511.07251
2432024.06.04 04:00s/l730.101.091511.091511.07251-37.1710854.59
2442024.06.07 16:00buy740.101.080950.000000.00000
2452024.06.07 16:00modify740.101.080951.076951.09595
2462024.06.10 00:00s/l740.101.076951.076951.09595-40.6610813.93
2472024.06.12 16:00sell750.101.084240.000000.00000
2482024.06.12 16:00modify750.101.084241.088241.06924
2492024.06.14 12:00t/p750.101.069241.088241.06924150.6710964.60
2502024.06.17 20:00sell760.101.073220.000000.00000
2512024.06.17 20:00modify760.101.073221.077221.05822
2522024.06.26 08:00sell770.101.069370.000000.00000
2532024.06.26 08:00modify770.101.069371.071721.05822
2542024.06.26 08:00modify760.101.073221.071721.05822
2552024.06.27 16:00s/l760.101.071721.071721.0582217.0010981.60
2562024.06.27 16:00s/l770.101.071721.071721.05822-23.0010958.60