Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit2268.72Gross profit3043.41Gross loss-774.70
Profit factor3.93Expected payoff51.56
Absolute drawdown309.19Maximal drawdown408.22 (3.52%)Relative drawdown3.52% (408.22)
Total trades44Short positions (won %)22 (77.27%)Long positions (won %)22 (72.73%)
Profit trades (% of total)33 (75.00%)Loss trades (% of total)11 (25.00%)
Largestprofit trade157.29loss trade-163.28
Averageprofit trade92.22loss trade-70.43
Maximumconsecutive wins (profit in money)12 (1301.83)consecutive losses (loss in money)3 (-245.22)
Maximalconsecutive profit (count of wins)1301.83 (12)consecutive loss (count of losses)-245.22 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.05 08:00buy10.101.075930.000000.00000
22023.09.05 08:00modify10.101.075931.060931.09093
32023.09.25 16:00s/l10.101.060931.060931.09093-163.289836.72
42023.09.25 16:00buy20.101.059300.000000.00000
52023.09.25 16:00modify20.101.059301.044301.07430
62023.10.23 20:00buy30.101.066840.000000.00000
72023.10.23 20:00modify30.101.066841.060051.07430
82023.10.23 20:00modify20.101.059301.060051.07430
92023.10.24 04:00buy40.101.068550.000000.00000
102023.10.24 04:00modify40.101.068551.063051.07430
112023.10.24 04:00modify30.101.066841.063051.07430
122023.10.24 04:00modify20.101.059301.063051.07430
132023.10.24 12:00s/l20.101.063051.063051.0743018.249854.96
142023.10.24 12:00s/l30.101.063051.063051.07430-38.569816.40
152023.10.24 12:00s/l40.101.063051.063051.07430-55.009761.40
162023.10.24 16:00buy50.101.059670.000000.00000
172023.10.24 16:00modify50.101.059671.044671.07467
182023.11.03 20:00t/p50.101.074671.044671.07467142.039903.43
192023.11.07 08:00buy60.101.069960.000000.00000
202023.11.07 08:00modify60.101.069961.054961.08496
212023.11.14 20:00t/p60.101.084961.054961.08496145.3510048.78
222023.11.17 16:00sell70.101.088680.000000.00000
232023.11.17 16:00modify70.101.088681.103681.07368
242023.12.06 12:00sell80.101.077980.000000.00000
252023.12.06 12:00modify80.101.077981.083431.07368
262023.12.06 12:00modify70.101.088681.083431.07368
272023.12.08 16:00t/p70.101.073681.083431.07368157.2910206.07
282023.12.08 16:00t/p80.101.073681.083431.0736844.3910250.46
292023.12.11 16:00buy90.101.074720.000000.00000
302023.12.11 16:00modify90.101.074721.059721.08972
312023.12.14 04:00t/p90.101.089721.059721.08972146.6810397.14
322023.12.15 20:00buy100.101.090250.000000.00000
332023.12.15 20:00modify100.101.090251.075251.10525
342023.12.21 16:00buy110.101.099270.000000.00000
352023.12.21 16:00modify110.101.099271.094001.10525
362023.12.21 16:00modify100.101.090251.094001.10525
372023.12.22 00:00buy120.101.100870.000000.00000
382023.12.22 00:00modify120.101.100871.095501.10525
392023.12.22 00:00modify110.101.099271.095501.10525
402023.12.22 00:00modify100.101.090251.095501.10525
412023.12.27 12:00t/p100.101.105251.095501.10525143.3610540.50
422023.12.27 12:00t/p110.101.105251.095501.1052557.1410597.64
432023.12.27 12:00t/p120.101.105251.095501.1052541.8110639.45
442023.12.27 12:00sell130.101.105890.000000.00000
452023.12.27 12:00modify130.101.105891.120891.09089
462024.01.03 16:00t/p130.101.090891.120891.09089152.4310791.88
472024.01.05 16:00sell140.101.097820.000000.00000
482024.01.05 16:00modify140.101.097821.112821.08282
492024.01.16 16:00sell150.101.088560.000000.00000
502024.01.16 16:00modify150.101.088561.094071.08282
512024.01.16 16:00modify140.101.097821.094071.08282
522024.01.23 16:00t/p140.101.082821.094071.08282155.5510947.43
532024.01.23 16:00t/p150.101.082821.094071.0828259.8311007.26
542024.01.24 16:00sell160.101.090070.000000.00000
552024.01.24 16:00modify160.101.090071.105071.07507
562024.01.29 12:00sell170.101.082280.000000.00000
572024.01.29 12:00modify170.101.082281.089321.07507
582024.01.29 12:00modify160.101.090071.089321.07507
592024.02.01 08:00sell180.101.079320.000000.00000
602024.02.01 08:00modify180.101.079321.084821.07507
612024.02.01 08:00modify170.101.082281.084821.07507
622024.02.01 08:00modify160.101.090071.084821.07507
632024.02.01 20:00s/l160.101.084821.084821.0750755.9711063.23
642024.02.01 20:00s/l170.101.084821.084821.07507-23.6611039.57
652024.02.01 20:00s/l180.101.084821.084821.07507-55.0010984.57
662024.02.01 20:00sell190.101.087190.000000.00000
672024.02.01 20:00modify190.101.087191.102191.07219
682024.02.05 00:00sell200.101.077960.000000.00000
692024.02.05 00:00modify200.101.077961.083441.07219
702024.02.05 00:00modify190.101.087191.083441.07219
712024.02.13 16:00t/p190.101.072191.083441.07219153.4711138.04
722024.02.13 16:00t/p200.101.072191.083441.0721960.4811198.51
732024.02.13 16:00buy210.101.071960.000000.00000
742024.02.13 16:00modify210.101.071961.056961.08696
752024.02.20 16:00buy220.101.082570.000000.00000
762024.02.20 16:00modify220.101.082571.077211.08696
772024.02.20 16:00modify210.101.071961.077211.08696
782024.02.22 12:00t/p210.101.086961.077211.08696142.7011341.21
792024.02.22 12:00t/p220.101.086961.077211.0869641.2411382.45
802024.02.26 12:00sell230.101.085200.000000.00000
812024.02.26 12:00modify230.101.085201.100201.07020
822024.03.29 04:00sell240.101.077430.000000.00000
832024.03.29 04:00modify240.101.077431.084451.07020
842024.03.29 04:00modify230.101.085201.084451.07020
852024.04.04 04:00s/l230.101.084451.084451.0702021.3811403.83
862024.04.04 04:00s/l240.101.084451.084451.07020-68.1211335.71
872024.04.08 20:00sell250.101.085670.000000.00000
882024.04.08 20:00modify250.101.085671.100671.07067
892024.04.11 16:00t/p250.101.070671.100671.07067151.7411487.45
902024.04.15 20:00buy260.101.062930.000000.00000
912024.04.15 20:00modify260.101.062931.047931.07793
922024.04.23 20:00buy270.101.070580.000000.00000
932024.04.23 20:00modify270.101.070581.063681.07793
942024.04.23 20:00modify260.101.062931.063681.07793
952024.04.29 08:00buy280.101.072020.000000.00000
962024.04.29 08:00modify280.101.072021.066681.07793
972024.04.29 08:00modify270.101.070581.066681.07793
982024.04.29 08:00modify260.101.062931.066681.07793
992024.05.01 00:00s/l260.101.066681.066681.0779326.8811514.32
1002024.05.01 00:00s/l270.101.066681.066681.07793-44.3111470.01
1012024.05.01 00:00s/l280.101.066681.066681.07793-54.7311415.28
1022024.05.02 00:00sell290.101.071700.000000.00000
1032024.05.02 00:00modify290.101.071701.086701.05670
1042024.05.15 16:00s/l290.101.086701.086701.05670-146.1811269.10
1052024.05.16 16:00sell300.101.087510.000000.00000
1062024.05.16 16:00modify300.101.087511.102511.07251
1072024.05.30 04:00sell310.101.079790.000000.00000
1082024.05.30 04:00modify310.101.079791.086761.07251
1092024.05.30 04:00modify300.101.087511.086761.07251
1102024.05.31 16:00s/l300.101.086761.086761.0725112.7111281.81
1112024.05.31 16:00s/l310.101.086761.086761.07251-69.3511212.45
1122024.06.03 16:00sell320.101.088950.000000.00000
1132024.06.03 16:00modify320.101.088951.103951.07395
1142024.06.10 12:00t/p320.101.073951.103951.07395152.4311364.88
1152024.06.11 12:00buy330.101.073200.000000.00000
1162024.06.11 12:00modify330.101.073201.058201.08820
1172024.07.05 04:00buy340.101.082460.000000.00000
1182024.07.05 04:00modify340.101.082461.076951.08820
1192024.07.05 04:00modify330.101.073201.076951.08820
1202024.07.08 08:00buy350.101.083990.000000.00000
1212024.07.08 08:00modify350.101.083991.078451.08820
1222024.07.08 08:00modify340.101.082461.078451.08820
1232024.07.08 08:00modify330.101.073201.078451.08820
1242024.07.11 16:00t/p330.101.088201.078451.08820128.7511493.63
1252024.07.11 16:00t/p340.101.088201.078451.0882053.4211547.05
1262024.07.11 16:00t/p350.101.088201.078451.0882038.7811585.83
1272024.07.17 12:00sell360.101.093450.000000.00000
1282024.07.17 12:00modify360.101.093451.108451.07845
1292024.07.23 12:00sell370.101.085690.000000.00000
1302024.07.23 12:00modify370.101.085691.092701.07845
1312024.07.23 12:00modify360.101.093451.092701.07845
1322024.07.24 08:00sell380.101.082900.000000.00000
1332024.07.24 08:00modify380.101.082901.088201.07845
1342024.07.24 08:00modify370.101.085691.088201.07845
1352024.07.24 08:00modify360.101.093451.088201.07845
1362024.07.29 08:00sell390.101.084430.000000.00000
1372024.07.29 08:00modify390.101.084431.089701.07845
1382024.07.29 12:00modify390.101.084431.088201.07845
1392024.08.01 12:00t/p360.101.078451.088201.07845155.9011741.73
1402024.08.01 12:00t/p370.101.078451.088201.0784576.2211817.95
1412024.08.01 12:00t/p380.101.078451.088201.0784547.9711865.92
1422024.08.01 12:00t/p390.101.078451.088201.0784561.5311927.45
1432024.08.01 12:00buy400.101.079490.000000.00000
1442024.08.01 12:00modify400.101.079491.064491.09449
1452024.08.05 08:00t/p400.101.094491.064491.09449148.6712076.12
1462024.08.07 04:00buy410.101.091870.000000.00000
1472024.08.07 04:00modify410.101.091871.076871.10687
1482024.08.14 12:00buy420.101.102570.000000.00000
1492024.08.14 12:00modify420.101.102571.097121.10687
1502024.08.14 12:00modify410.101.091871.097121.10687
1512024.08.15 16:00s/l410.101.097121.097121.1068745.8612121.98
1522024.08.15 16:00s/l420.101.097121.097121.10687-56.4912065.49
1532024.08.15 20:00buy430.101.097700.000000.00000
1542024.08.15 20:00modify430.101.097701.082701.11270
1552024.08.20 20:00t/p430.101.112701.082701.11270148.0112213.50
1562024.08.21 16:00sell440.101.114210.000000.00000
1572024.08.21 16:00modify440.101.114211.129211.09921
1582024.08.30 23:59close at stop440.101.109071.129211.0992155.2212268.72