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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test2608Ticks modelled4216Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1558.83Gross profit2253.95Gross loss-695.12
Profit factor3.24Expected payoff36.25
Absolute drawdown88.73Maximal drawdown220.47 (2.15%)Relative drawdown2.15% (220.47)
Total trades43Short positions (won %)23 (56.52%)Long positions (won %)20 (75.00%)
Profit trades (% of total)28 (65.12%)Loss trades (% of total)15 (34.88%)
Largestprofit trade124.16loss trade-58.63
Averageprofit trade80.50loss trade-46.34
Maximumconsecutive wins (profit in money)4 (379.32)consecutive losses (loss in money)3 (-148.96)
Maximalconsecutive profit (count of wins)379.32 (4)consecutive loss (count of losses)-148.96 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 16:00buy10.101.066180.000000.00000
22023.09.14 16:00modify10.101.066181.061181.07818
32023.09.25 16:00s/l10.101.061181.061181.07818-55.989944.02
42023.09.28 16:00sell20.101.057620.000000.00000
52023.09.28 16:00modify20.101.057621.062621.04562
62023.10.03 16:00t/p20.101.045621.062621.04562121.0410065.06
72023.10.12 16:00buy30.101.055510.000000.00000
82023.10.12 16:00modify30.101.055511.050511.06751
92023.10.13 16:00s/l30.101.050511.050511.06751-50.6610014.40
102023.10.18 16:00buy40.101.053420.000000.00000
112023.10.18 16:00modify40.101.053421.048421.06542
122023.10.19 16:00buy50.101.057280.000000.00000
132023.10.19 16:00modify50.101.057281.054621.06542
142023.10.19 16:00modify40.101.053421.054621.06542
152023.10.23 08:00buy60.101.060060.000000.00000
162023.10.23 08:00modify60.101.060061.056421.06542
172023.10.23 08:00modify50.101.057281.056421.06542
182023.10.23 08:00modify40.101.053421.056421.06542
192023.10.23 20:00t/p40.101.065421.056421.06542116.6810131.08
202023.10.23 20:00t/p50.101.065421.056421.0654280.0710211.15
212023.10.23 20:00t/p60.101.065421.056421.0654253.6010264.75
222023.11.14 12:00sell70.101.071930.000000.00000
232023.11.14 12:00modify70.101.071931.076931.05993
242023.11.14 16:00s/l70.101.076931.076931.05993-50.0010214.75
252023.11.24 16:00sell80.101.093970.000000.00000
262023.11.24 16:00modify80.101.093971.098971.08197
272023.11.28 16:00s/l80.101.098971.098971.08197-49.3110165.45
282023.12.12 12:00sell90.101.079630.000000.00000
292023.12.12 12:00modify90.101.079631.084631.06763
302023.12.13 20:00s/l90.101.084631.084631.06763-49.6510115.79
312024.01.05 12:00buy100.101.091720.000000.00000
322024.01.05 12:00modify100.101.091721.086721.10372
332024.01.11 04:00buy110.101.098320.000000.00000
342024.01.11 04:00modify110.101.098321.094721.10372
352024.01.11 04:00modify100.101.091721.094721.10372
362024.01.11 16:00s/l100.101.094721.094721.1037226.0210141.81
372024.01.11 16:00s/l110.101.094721.094721.10372-36.0010105.81
382024.02.15 16:00sell120.101.076110.000000.00000
392024.02.15 16:00modify120.101.076111.081111.06411
402024.02.20 12:00s/l120.101.081111.081111.06411-48.9610056.85
412024.02.26 12:00sell130.101.085200.000000.00000
422024.02.26 12:00modify130.101.085201.090201.07320
432024.02.28 12:00sell140.101.081540.000000.00000
442024.02.28 12:00modify140.101.081541.084001.07320
452024.02.28 12:00modify130.101.085201.084001.07320
462024.02.28 16:00s/l130.101.084001.084001.0732012.6910069.54
472024.02.28 16:00s/l140.101.084001.084001.07320-24.6010044.94
482024.02.29 20:00buy150.101.080550.000000.00000
492024.02.29 20:00modify150.101.080551.075551.09255
502024.03.01 20:00buy160.101.084420.000000.00000
512024.03.01 20:00modify160.101.084421.081751.09255
522024.03.01 20:00modify150.101.080551.081751.09255
532024.03.05 16:00buy170.101.087450.000000.00000
542024.03.05 16:00modify170.101.087451.083551.09255
552024.03.05 16:00modify160.101.084421.083551.09255
562024.03.05 16:00modify150.101.080551.083551.09255
572024.03.07 16:00t/p150.101.092551.083551.09255115.3510160.30
582024.03.07 16:00t/p160.101.092551.083551.0925577.3210237.61
592024.03.07 16:00t/p170.101.092551.083551.0925548.3410285.96
602024.03.13 20:00sell180.101.094720.000000.00000
612024.03.13 20:00modify180.101.094721.099721.08272
622024.03.19 08:00sell190.101.085460.000000.00000
632024.03.19 08:00modify190.101.085461.089921.08272
642024.03.19 08:00modify180.101.094721.089921.08272
652024.03.20 20:00s/l180.101.089921.089921.0827250.4310336.39
662024.03.20 20:00s/l190.101.089921.089921.08272-44.2510292.13
672024.03.20 20:00sell200.101.092090.000000.00000
682024.03.20 20:00modify200.101.092091.097091.08009
692024.03.26 16:00sell210.101.082800.000000.00000
702024.03.26 16:00modify210.101.082801.087291.08009
712024.03.26 16:00modify200.101.092091.087291.08009
722024.03.28 12:00t/p200.101.080091.087291.08009123.4710415.60
732024.03.28 12:00t/p210.101.080091.087291.0800928.4910444.09
742024.04.01 16:00buy220.101.073570.000000.00000
752024.04.01 16:00modify220.101.073571.068571.08557
762024.04.02 16:00buy230.101.077190.000000.00000
772024.04.02 16:00modify230.101.077191.074771.08557
782024.04.02 16:00modify220.101.073571.074771.08557
792024.04.04 08:00t/p220.101.085571.074771.08557116.6810560.77
802024.04.04 08:00t/p230.101.085571.074771.0855781.1410641.91
812024.04.10 16:00buy240.101.073970.000000.00000
822024.04.10 16:00modify240.101.073971.068971.08597
832024.04.12 08:00s/l240.101.068971.068971.08597-52.6610589.26
842024.04.26 16:00buy250.101.068840.000000.00000
852024.04.26 16:00modify250.101.068841.063841.08084
862024.05.03 16:00t/p250.101.080841.063841.08084115.3510704.61
872024.05.09 12:00buy260.101.073020.000000.00000
882024.05.09 12:00modify260.101.073021.068021.08502
892024.05.13 16:00buy270.101.079820.000000.00000
902024.05.13 16:00modify270.101.079821.076021.08502
912024.05.13 16:00modify260.101.073021.076021.08502
922024.05.14 16:00buy280.101.082090.000000.00000
932024.05.14 16:00modify280.101.082091.077821.08502
942024.05.14 16:00modify270.101.079821.077821.08502
952024.05.14 16:00modify260.101.073021.077821.08502
962024.05.15 16:00t/p260.101.085021.077821.08502117.3410821.95
972024.05.15 16:00t/p270.101.085021.077821.0850250.6710872.63
982024.05.15 16:00t/p280.101.085021.077821.0850228.6410901.26
992024.05.17 12:00buy290.101.084620.000000.00000
1002024.05.17 12:00modify290.101.084621.079621.09662
1012024.05.30 04:00s/l290.101.079621.079621.09662-58.6310842.63
1022024.06.03 16:00sell300.101.088950.000000.00000
1032024.06.03 16:00modify300.101.088951.093951.07695
1042024.06.10 00:00t/p300.101.076951.093951.07695122.4310965.06
1052024.06.11 12:00buy310.101.073200.000000.00000
1062024.06.11 12:00modify310.101.073201.068201.08520
1072024.06.12 16:00t/p310.101.085201.068201.08520119.3411084.40
1082024.06.12 16:00sell320.101.084240.000000.00000
1092024.06.12 16:00modify320.101.084241.089241.07224
1102024.06.14 08:00t/p320.101.072241.089241.07224121.3911205.78
1112024.06.17 20:00sell330.101.073220.000000.00000
1122024.06.17 20:00modify330.101.073221.078221.06122
1132024.06.26 08:00sell340.101.069370.000000.00000
1142024.06.26 08:00modify340.101.069371.072021.06122
1152024.06.26 08:00modify330.101.073221.072021.06122
1162024.06.27 16:00s/l330.101.072021.072021.0612216.1611221.95
1172024.06.27 16:00s/l340.101.072021.072021.06122-25.4611196.49
1182024.07.11 12:00sell350.101.085470.000000.00000
1192024.07.11 12:00modify350.101.085471.090471.07347
1202024.07.12 16:00s/l350.101.090471.090471.07347-49.6511146.84
1212024.07.17 12:00sell360.101.093450.000000.00000
1222024.07.17 12:00modify360.101.093451.098451.08145
1232024.07.18 20:00sell370.101.089700.000000.00000
1242024.07.18 20:00modify370.101.089701.092251.08145
1252024.07.18 20:00modify360.101.093451.092251.08145
1262024.07.29 08:00sell380.101.084430.000000.00000
1272024.07.29 08:00modify380.101.084431.088651.08145
1282024.07.29 08:00modify370.101.089701.088651.08145
1292024.07.29 08:00modify360.101.093451.088651.08145
1302024.07.29 16:00t/p360.101.081451.088651.08145124.1611271.00
1312024.07.29 16:00t/p370.101.081451.088651.0814585.6211356.62
1322024.07.29 16:00t/p380.101.081451.088651.0814529.8011386.42
1332024.08.01 12:00buy390.101.079490.000000.00000
1342024.08.01 12:00modify390.101.079491.074491.09149
1352024.08.02 16:00t/p390.101.091491.074491.09149119.3411505.76
1362024.08.13 16:00sell400.101.095360.000000.00000
1372024.08.13 16:00modify400.101.095361.100361.08336
1382024.08.14 08:00s/l400.101.100361.100361.08336-49.6511456.11
1392024.08.16 20:00sell410.101.102450.000000.00000
1402024.08.16 20:00modify410.101.102451.107451.09045
1412024.08.19 16:00s/l410.101.107451.107451.09045-49.6511406.45
1422024.08.23 16:00sell420.101.117530.000000.00000
1432024.08.23 16:00modify420.101.117531.122531.10553
1442024.08.29 16:00sell430.101.108490.000000.00000
1452024.08.29 16:00modify430.101.108491.112731.10553
1462024.08.29 16:00modify420.101.117531.112731.10553
1472024.08.30 20:00t/p420.101.105531.112731.10553122.4311528.88
1482024.08.30 20:00t/p430.101.105531.112731.1055329.9511558.83