Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01)
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=10; 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=90; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=45; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2608Ticks modelled4216Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit855.46Gross profit2240.47Gross loss-1385.01
Profit factor1.62Expected payoff13.80
Absolute drawdown66.91Maximal drawdown498.26 (4.46%)Relative drawdown4.46% (498.26)
Total trades62Short positions (won %)30 (53.33%)Long positions (won %)32 (62.50%)
Profit trades (% of total)36 (58.06%)Loss trades (% of total)26 (41.94%)
Largestprofit trade90.18loss trade-79.39
Averageprofit trade62.24loss trade-53.27
Maximumconsecutive wins (profit in money)7 (513.81)consecutive losses (loss in money)4 (-229.82)
Maximalconsecutive profit (count of wins)513.81 (7)consecutive loss (count of losses)-229.82 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.07 16:00buy10.10157.5090.0000.000
22023.09.07 16:00modify10.10157.509156.609158.709
32023.09.11 08:00s/l10.10156.609156.609158.709-62.389937.62
42023.09.14 16:00buy20.10156.9000.0000.000
52023.09.14 16:00modify20.10156.900156.000158.100
62023.09.18 00:00buy30.10157.7690.0000.000
72023.09.18 00:00modify30.10157.769157.320158.100
82023.09.18 00:00modify20.10156.900157.320158.100
92023.09.19 12:00t/p20.10158.100157.320158.10087.2810024.90
102023.09.19 12:00t/p30.10158.100157.320158.10024.1910049.10
112023.09.21 16:00buy40.10157.2290.0000.000
122023.09.21 16:00modify40.10157.229156.329158.429
132023.09.25 00:00buy50.10158.0830.0000.000
142023.09.25 00:00modify50.10158.083157.649158.429
152023.09.25 00:00modify40.10157.229157.649158.429
162023.09.25 16:00s/l40.10157.649157.649158.42931.2410080.34
172023.09.25 16:00s/l50.10157.649157.649158.429-30.7910049.55
182023.09.29 12:00sell60.10158.1050.0000.000
192023.09.29 12:00modify60.10158.105159.005156.905
202023.10.03 04:00t/p60.10156.905159.005156.90581.9910131.54
212023.10.03 16:00buy70.10155.9470.0000.000
222023.10.03 16:00modify70.10155.947155.047157.147
232023.10.06 04:00buy80.10156.7910.0000.000
242023.10.06 04:00modify80.10156.791156.367157.147
252023.10.06 04:00modify70.10155.947156.367157.147
262023.10.06 12:00t/p70.10157.147156.367157.14788.7310220.27
272023.10.06 12:00t/p80.10157.147156.367157.14725.2510245.52
282023.10.06 12:00sell90.10157.4870.0000.000
292023.10.06 12:00modify90.10157.487158.387156.287
302023.10.11 16:00s/l90.10158.387158.387156.287-68.5010177.03
312023.10.13 16:00buy100.10157.1350.0000.000
322023.10.13 16:00modify100.10157.135156.235158.335
332023.10.16 08:00buy110.10157.5840.0000.000
342023.10.16 08:00modify110.10157.584157.195158.335
352023.10.16 08:00modify100.10157.135157.195158.335
362023.10.17 12:00s/l100.10157.195157.195158.3355.7010182.73
372023.10.17 12:00s/l110.10157.195157.195158.335-26.8710155.86
382023.10.17 16:00sell120.10158.5810.0000.000
392023.10.17 16:00modify120.10158.581159.481157.381
402023.10.23 16:00s/l120.10159.481159.481157.381-73.1610082.70
412023.10.23 16:00sell130.10159.4530.0000.000
422023.10.23 16:00modify130.10159.453160.353158.253
432023.10.26 08:00t/p130.10158.253160.353158.25377.3210160.02
442023.11.01 16:00buy140.10159.1240.0000.000
452023.11.01 16:00modify140.10159.124158.224160.324
462023.11.02 20:00buy150.10159.8670.0000.000
472023.11.02 20:00modify150.10159.867159.664160.324
482023.11.02 20:00modify140.10159.124159.664160.324
492023.11.03 04:00s/l140.10159.664159.664160.32441.2010201.22
502023.11.03 04:00s/l150.10159.664159.664160.324-13.6810187.54
512023.11.06 12:00sell160.10160.8650.0000.000
522023.11.06 12:00modify160.10160.865161.765159.665
532023.11.09 08:00s/l160.10161.765161.765159.665-71.6110115.94
542023.11.14 16:00sell170.10163.4490.0000.000
552023.11.14 16:00modify170.10163.449164.349162.249
562023.11.17 12:00t/p170.10162.249164.349162.24977.3310193.27
572023.11.20 12:00buy180.10161.9110.0000.000
582023.11.20 12:00modify180.10161.911161.011163.111
592023.11.23 16:00t/p180.10163.111161.011163.11188.7310282.00
602023.12.01 16:00buy190.10159.9820.0000.000
612023.12.01 16:00modify190.10159.982159.082161.182
622023.12.04 16:00s/l190.10159.082159.082161.182-63.1210218.89
632023.12.15 16:00buy200.10154.7520.0000.000
642023.12.15 16:00modify200.10154.752153.852155.952
652023.12.18 16:00t/p200.10155.952153.852155.95285.8310304.72
662023.12.18 16:00sell210.10156.1900.0000.000
672023.12.18 16:00modify210.10156.190157.090154.990
682023.12.19 08:00s/l210.10157.090157.090154.990-65.3910239.34
692023.12.21 16:00buy220.10156.2350.0000.000
702023.12.21 16:00modify220.10156.235155.335157.435
712023.12.27 04:00t/p220.10157.435155.335157.43588.0210327.36
722023.12.27 16:00sell230.10157.9490.0000.000
732023.12.27 16:00modify230.10157.949158.849156.749
742023.12.27 20:00sell240.10157.5150.0000.000
752023.12.27 20:00modify240.10157.515157.889156.749
762023.12.27 20:00modify230.10157.949157.889156.749
772023.12.28 08:00t/p230.10156.749157.889156.74980.4310407.79
782023.12.28 08:00t/p240.10156.749157.889156.74949.6510457.44
792023.12.29 16:00buy250.10155.8080.0000.000
802023.12.29 16:00modify250.10155.808154.908157.008
812024.01.04 04:00buy260.10156.6570.0000.000
822024.01.04 04:00modify260.10156.657156.228157.008
832024.01.04 04:00modify250.10155.808156.228157.008
842024.01.04 08:00t/p250.10157.008156.228157.00889.4610546.90
852024.01.04 08:00t/p260.10157.008156.228157.00824.9010571.80
862024.01.10 12:00sell270.10158.7120.0000.000
872024.01.10 12:00modify270.10158.712159.612157.512
882024.01.10 16:00s/l270.10159.612159.612157.512-63.8310507.97
892024.01.12 16:00buy280.10158.7210.0000.000
902024.01.12 16:00modify280.10158.721157.821159.921
912024.01.15 04:00buy290.10159.1570.0000.000
922024.01.15 04:00modify290.10159.157158.781159.921
932024.01.15 04:00modify280.10158.721158.781159.921
942024.01.16 20:00t/p280.10159.921158.781159.92186.5610594.53
952024.01.16 20:00t/p290.10159.921158.781159.92154.9110649.45
962024.01.25 16:00buy300.10159.8780.0000.000
972024.01.25 16:00modify300.10159.878158.978161.078
982024.01.31 16:00s/l300.10158.978158.978161.078-60.9310588.52
992024.01.31 16:00buy310.10158.8030.0000.000
1002024.01.31 16:00modify310.10158.803157.903160.003
1012024.02.02 16:00t/p310.10160.003157.903160.00388.0110676.53
1022024.02.02 16:00sell320.10160.1740.0000.000
1032024.02.02 16:00modify320.10160.174161.074158.974
1042024.02.07 00:00t/p320.10158.974161.074158.97480.4410756.97
1052024.02.29 16:00buy330.10161.9770.0000.000
1062024.02.29 16:00modify330.10161.977161.077163.177
1072024.03.04 12:00t/p330.10163.177161.077163.17786.5710843.54
1082024.03.04 16:00sell340.10163.4710.0000.000
1092024.03.04 16:00modify340.10163.471164.371162.271
1102024.03.05 16:00sell350.10163.0510.0000.000
1112024.03.05 16:00modify350.10163.051163.411162.271
1122024.03.05 16:00modify340.10163.471163.411162.271
1132024.03.06 04:00sell360.10162.7340.0000.000
1142024.03.06 04:00modify360.10162.734162.931162.271
1152024.03.06 04:00modify350.10163.051162.931162.271
1162024.03.06 04:00modify340.10163.471162.931162.271
1172024.03.06 08:00t/p340.10162.271162.931162.27182.0010925.54
1182024.03.06 08:00t/p350.10162.271162.931162.27153.7610979.30
1192024.03.06 08:00t/p360.10162.271162.931162.27132.8411012.14
1202024.03.08 12:00buy370.10160.8720.0000.000
1212024.03.08 12:00modify370.10160.872159.972162.072
1222024.03.15 12:00t/p370.10162.072159.972162.07290.1811102.33
1232024.03.15 16:00sell380.10162.3720.0000.000
1242024.03.15 16:00modify380.10162.372163.272161.172
1252024.03.19 08:00s/l380.10163.272163.272161.172-66.9311035.39
1262024.04.03 16:00sell390.10164.2140.0000.000
1272024.04.03 16:00modify390.10164.214165.114163.014
1282024.04.05 04:00sell400.10163.7670.0000.000
1292024.04.05 04:00modify400.10163.767164.154163.014
1302024.04.05 04:00modify390.10164.214164.154163.014
1312024.04.05 12:00s/l390.10164.154164.154163.014-1.9611033.43
1322024.04.05 12:00s/l400.10164.154164.154163.014-27.4411005.99
1332024.04.12 12:00buy410.10163.1620.0000.000
1342024.04.12 12:00modify410.10163.162162.262164.362
1352024.04.15 16:00t/p410.10164.362162.262164.36285.8311091.83
1362024.04.15 16:00sell420.10164.1810.0000.000
1372024.04.15 16:00modify420.10164.181165.081162.981
1382024.04.22 08:00s/l420.10165.081165.081162.981-74.7211017.11
1392024.05.08 12:00sell430.10167.0970.0000.000
1402024.05.08 12:00modify430.10167.097167.997165.897
1412024.05.13 08:00s/l430.10167.997167.997165.897-71.6110945.50
1422024.05.13 16:00sell440.10168.5940.0000.000
1432024.05.13 16:00modify440.10168.594169.494167.394
1442024.05.16 04:00t/p440.10167.394169.494167.39477.3311022.83
1452024.05.31 12:00sell450.10170.5670.0000.000
1462024.05.31 12:00modify450.10170.567171.467169.367
1472024.06.04 08:00t/p450.10169.367171.467169.36781.9911104.82
1482024.06.13 16:00buy460.10168.6420.0000.000
1492024.06.13 16:00modify460.10168.642167.742169.842
1502024.06.14 12:00s/l460.10167.742167.742169.842-63.1111041.72
1512024.06.14 12:00buy470.10167.9880.0000.000
1522024.06.14 12:00modify470.10167.988167.088169.188
1532024.06.14 20:00buy480.10168.4340.0000.000
1542024.06.14 20:00modify480.10168.434168.048169.188
1552024.06.14 20:00modify470.10167.988168.048169.188
1562024.06.17 08:00s/l470.10168.048168.048169.1884.9811046.70
1572024.06.17 08:00s/l480.10168.048168.048169.188-26.6611020.05
1582024.06.24 12:00sell490.10171.1930.0000.000
1592024.06.24 12:00modify490.10171.193172.093169.993
1602024.06.25 12:00sell500.10170.7710.0000.000
1612024.06.25 12:00modify500.10170.771171.133169.993
1622024.06.25 12:00modify490.10171.193171.133169.993
1632024.06.25 20:00s/l490.10171.133171.133169.9932.7011022.75
1642024.06.25 20:00s/l500.10171.133171.133169.993-25.6710997.08
1652024.07.03 16:00sell510.10174.3770.0000.000
1662024.07.03 16:00modify510.10174.377175.277173.177
1672024.07.11 08:00s/l510.10175.277175.277173.177-79.3910917.69
1682024.07.11 16:00buy520.10172.4090.0000.000
1692024.07.11 16:00modify520.10172.409171.509173.609
1702024.07.12 00:00s/l520.10171.509171.509173.609-63.1110854.59
1712024.07.12 16:00buy530.10172.1640.0000.000
1722024.07.12 16:00modify530.10172.164171.264173.364
1732024.07.17 12:00s/l530.10171.264171.264173.364-61.6610792.93
1742024.07.26 12:00sell540.10167.9250.0000.000
1752024.07.26 12:00modify540.10167.925168.825166.725
1762024.07.26 16:00t/p540.10166.725168.825166.72585.1010878.03
1772024.08.02 16:00buy550.10160.4300.0000.000
1782024.08.02 16:00modify550.10160.430159.530161.630
1792024.08.05 00:00s/l550.10159.530159.530161.630-63.1110814.93
1802024.08.06 16:00sell560.10158.5360.0000.000
1812024.08.06 16:00modify560.10158.536159.436157.336
1822024.08.07 04:00s/l560.10159.436159.436157.336-65.3910749.54
1832024.08.12 12:00sell570.10161.2370.0000.000
1842024.08.12 12:00modify570.10161.237162.137160.037
1852024.08.14 08:00s/l570.10162.137162.137160.037-66.9410682.60
1862024.08.15 16:00sell580.10163.5850.0000.000
1872024.08.15 16:00modify580.10163.585164.485162.385
1882024.08.16 12:00sell590.10162.7360.0000.000
1892024.08.16 12:00modify590.10162.736163.165162.385
1902024.08.16 12:00modify580.10163.585163.165162.385
1912024.08.16 16:00t/p580.10162.385163.165162.38583.5410766.15
1922024.08.16 16:00t/p590.10162.385163.165162.38524.8910791.04
1932024.08.28 12:00buy600.10160.5250.0000.000
1942024.08.28 12:00modify600.10160.525159.625161.725
1952024.08.29 04:00buy610.10160.9670.0000.000
1962024.08.29 04:00modify610.10160.967160.585161.725
1972024.08.29 04:00modify600.10160.525160.585161.725
1982024.08.29 12:00s/l600.10160.585160.585161.7256.4210797.46
1992024.08.29 12:00s/l610.10160.585160.585161.725-27.1010770.36
2002024.08.30 16:00sell620.10161.4190.0000.000
2012024.08.30 16:00modify620.10161.419162.319160.219
2022024.08.30 23:59t/p620.10160.219162.319160.21985.1010855.46