Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01)
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=12; 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=50; IT_TakeProfit=140; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test2613Ticks modelled4226Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit432.10Gross profit1777.05Gross loss-1344.96
Profit factor1.32Expected payoff8.00
Absolute drawdown353.19Maximal drawdown398.49 (38.12%)Relative drawdown38.12% (398.49)
Total trades54Short positions (won %)29 (44.83%)Long positions (won %)25 (44.00%)
Profit trades (% of total)24 (44.44%)Loss trades (% of total)30 (55.56%)
Largestprofit trade145.90loss trade-56.64
Averageprofit trade74.04loss trade-44.83
Maximumconsecutive wins (profit in money)4 (379.60)consecutive losses (loss in money)5 (-235.75)
Maximalconsecutive profit (count of wins)379.60 (4)consecutive loss (count of losses)-235.75 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 16:00sell10.101.083730.000000.00000
22023.11.14 16:00modify10.101.083731.088731.06973
32023.11.15 00:00s/l10.101.088731.088731.06973-49.65950.35
42023.11.21 04:00sell20.101.096330.000000.00000
52023.11.21 04:00modify20.101.096331.101331.08233
62023.11.29 04:00s/l20.101.101331.101331.08233-47.22903.12
72023.11.30 12:00buy30.101.091870.000000.00000
82023.11.30 12:00modify30.101.091871.086871.10587
92023.12.01 16:00s/l30.101.086871.086871.10587-50.66852.46
102023.12.19 16:00sell40.101.098580.000000.00000
112023.12.19 16:00modify40.101.098581.103581.08458
122023.12.21 00:00sell50.101.094330.000000.00000
132023.12.21 00:00modify50.101.094331.097181.08458
142023.12.21 00:00modify40.101.098581.097181.08458
152023.12.21 12:00s/l40.101.097181.097181.0845815.39867.85
162023.12.21 12:00s/l50.101.097181.097181.08458-28.50839.35
172023.12.22 12:00sell60.101.102580.000000.00000
182023.12.22 12:00modify60.101.102581.107581.08858
192023.12.27 16:00s/l60.101.107581.107581.08858-48.96790.39
202023.12.27 16:00sell70.101.110710.000000.00000
212023.12.27 16:00modify70.101.110711.115711.09671
222023.12.28 20:00sell80.101.106450.000000.00000
232023.12.28 20:00modify80.101.106451.109311.09671
242023.12.28 20:00modify70.101.110711.109311.09671
252024.01.02 16:00t/p70.101.096711.109311.09671142.08932.47
262024.01.02 16:00t/p80.101.096711.109311.0967198.441030.91
272024.01.16 12:00buy90.101.089530.000000.00000
282024.01.16 12:00modify90.101.089531.084531.10353
292024.01.17 16:00s/l90.101.084531.084531.10353-50.66980.25
302024.01.17 16:00buy100.101.085190.000000.00000
312024.01.17 16:00modify100.101.085191.080191.09919
322024.01.19 20:00buy110.101.089540.000000.00000
332024.01.19 20:00modify110.101.089541.086591.09919
342024.01.19 20:00modify100.101.085191.086591.09919
352024.01.23 12:00s/l100.101.086591.086591.0991910.02990.26
362024.01.23 12:00s/l110.101.086591.086591.09919-30.83959.43
372024.01.29 16:00buy120.101.080040.000000.00000
382024.01.29 16:00modify120.101.080041.075041.09404
392024.01.30 12:00buy130.101.084480.000000.00000
402024.01.30 12:00modify130.101.084481.081441.09404
412024.01.30 12:00modify120.101.080041.081441.09404
422024.01.31 08:00s/l120.101.081441.081441.0940412.67972.11
432024.01.31 08:00s/l130.101.081441.081441.09404-31.06941.04
442024.02.13 16:00buy140.101.071960.000000.00000
452024.02.13 16:00modify140.101.071961.066961.08596
462024.02.15 16:00buy150.101.076410.000000.00000
472024.02.15 16:00modify150.101.076411.073361.08596
482024.02.15 16:00modify140.101.071961.073361.08596
492024.02.16 16:00s/l140.101.073361.073361.0859610.68951.72
502024.02.16 16:00s/l150.101.073361.073361.08596-31.16920.56
512024.02.20 16:00sell160.101.082270.000000.00000
522024.02.20 16:00modify160.101.082271.087271.06827
532024.02.22 12:00s/l160.101.087271.087271.06827-48.61871.95
542024.02.22 12:00sell170.101.085720.000000.00000
552024.02.22 12:00modify170.101.085721.090721.07172
562024.03.01 08:00sell180.101.081270.000000.00000
572024.03.01 08:00modify180.101.081271.084321.07172
582024.03.01 08:00modify170.101.085721.084321.07172
592024.03.01 16:00s/l170.101.084321.084321.0717216.78888.72
602024.03.01 16:00s/l180.101.084321.084321.07172-30.50858.22
612024.03.06 16:00sell190.101.090530.000000.00000
622024.03.06 16:00modify190.101.090531.095531.07653
632024.03.08 04:00s/l190.101.095531.095531.07653-48.61809.61
642024.03.14 16:00buy200.101.089060.000000.00000
652024.03.14 16:00modify200.101.089061.084061.10306
662024.03.19 12:00s/l200.101.084061.084061.10306-51.99757.62
672024.03.19 12:00buy210.101.085340.000000.00000
682024.03.19 12:00modify210.101.085341.080341.09934
692024.03.22 20:00s/l210.101.080341.080341.09934-53.32704.30
702024.03.28 12:00buy220.101.078690.000000.00000
712024.03.28 12:00modify220.101.078691.073691.09269
722024.04.01 16:00s/l220.101.073691.073691.09269-51.33652.97
732024.04.01 16:00buy230.101.073570.000000.00000
742024.04.01 16:00modify230.101.073571.068571.08757
752024.04.03 04:00buy240.101.078030.000000.00000
762024.04.03 04:00modify240.101.078031.074971.08757
772024.04.03 04:00modify230.101.073571.074971.08757
782024.04.04 16:00t/p230.101.087571.074971.08757136.68789.65
792024.04.04 16:00t/p240.101.087571.074971.0875793.41883.06
802024.04.10 16:00buy250.101.073970.000000.00000
812024.04.10 16:00modify250.101.073971.068971.08797
822024.04.12 08:00s/l250.101.068971.068971.08797-52.66830.40
832024.04.23 16:00sell260.101.069460.000000.00000
842024.04.23 16:00modify260.101.069461.074461.05546
852024.04.26 12:00s/l260.101.074461.074461.05546-48.27782.14
862024.05.01 04:00buy270.101.065950.000000.00000
872024.05.01 04:00modify270.101.065951.060951.07995
882024.05.03 04:00buy280.101.073790.000000.00000
892024.05.03 04:00modify280.101.073791.069451.07995
902024.05.03 04:00buy290.101.073790.000000.00000
912024.05.03 04:00modify290.101.073791.070851.07995
922024.05.03 04:00modify270.101.065951.070851.07995
932024.05.03 08:00modify280.101.073791.070851.07995
942024.05.03 16:00t/p270.101.079951.070851.07995137.34919.48
952024.05.03 16:00t/p280.101.079951.070851.0799561.60981.08
962024.05.03 16:00t/p290.101.079951.070851.0799561.601042.68
972024.05.03 16:00sell300.101.076900.000000.00000
982024.05.03 16:00modify300.101.076901.081901.06290
992024.05.14 16:00s/l300.101.081901.081901.06290-46.88995.80
1002024.05.15 16:00sell310.101.085980.000000.00000
1012024.05.15 16:00modify310.101.085981.090981.07198
1022024.06.04 00:00s/l310.101.090981.090981.07198-43.06952.74
1032024.06.07 16:00buy320.101.080950.000000.00000
1042024.06.07 16:00modify320.101.080951.075951.09495
1052024.06.10 04:00s/l320.101.075951.075951.09495-50.66902.08
1062024.06.12 16:00sell330.101.084240.000000.00000
1072024.06.12 16:00modify330.101.084241.089241.07024
1082024.06.14 12:00t/p330.101.070241.089241.07024141.391043.47
1092024.06.21 08:00buy340.101.068060.000000.00000
1102024.06.21 08:00modify340.101.068061.063061.08206
1112024.07.05 04:00t/p340.101.082061.063061.08206130.701174.17
1122024.07.11 16:00sell350.101.086970.000000.00000
1132024.07.11 16:00modify350.101.086971.091971.07297
1142024.07.15 12:00s/l350.101.091971.091971.07297-49.311124.87
1152024.07.17 12:00sell360.101.093450.000000.00000
1162024.07.17 12:00modify360.101.093451.098451.07945
1172024.07.22 04:00sell370.101.089160.000000.00000
1182024.07.22 04:00modify370.101.089161.092051.07945
1192024.07.22 04:00modify360.101.093451.092051.07945
1202024.07.23 12:00sell380.101.085690.000000.00000
1212024.07.23 12:00modify380.101.085691.089951.07945
1222024.07.23 12:00sell390.101.085690.000000.00000
1232024.07.23 12:00modify390.101.085691.088551.07945
1242024.07.23 12:00modify370.101.089161.088551.07945
1252024.07.23 12:00modify360.101.093451.088551.07945
1262024.07.23 16:00modify380.101.085691.088551.07945
1272024.08.01 12:00t/p360.101.079451.088551.07945145.901270.77
1282024.08.01 12:00t/p370.101.079451.088551.07945101.261372.03
1292024.08.01 12:00t/p380.101.079451.088551.0794566.221438.25
1302024.08.01 12:00t/p390.101.079451.088551.0794566.221504.46
1312024.08.02 16:00sell400.101.091320.000000.00000
1322024.08.02 16:00modify400.101.091321.096321.07732
1332024.08.05 08:00s/l400.101.096321.096321.07732-49.651454.81
1342024.08.19 08:00sell410.101.104280.000000.00000
1352024.08.19 08:00modify410.101.104281.109281.09028
1362024.08.20 16:00s/l410.101.109281.109281.09028-49.651405.16
1372024.08.20 16:00sell420.101.110570.000000.00000
1382024.08.20 16:00modify420.101.110571.115571.09657
1392024.08.21 20:00s/l420.101.115571.115571.09657-49.651355.50
1402024.08.23 16:00sell430.101.117530.000000.00000
1412024.08.23 16:00modify430.101.117531.122531.10353
1422024.08.29 12:00sell440.101.109560.000000.00000
1432024.08.29 12:00modify440.101.109561.114031.10353
1442024.08.29 12:00sell450.101.109560.000000.00000
1452024.08.29 12:00modify450.101.109561.112631.10353
1462024.08.29 12:00modify430.101.117531.112631.10353
1472024.08.29 16:00modify440.101.109561.112631.10353
1482024.09.03 20:00t/p430.101.103531.112631.10353143.121498.63
1492024.09.03 20:00t/p440.101.103531.112631.1035361.341559.97
1502024.09.03 20:00t/p450.101.103531.112631.1035361.341621.31
1512024.09.05 16:00sell460.101.109520.000000.00000
1522024.09.05 16:00modify460.101.109521.114521.09552
1532024.09.06 16:00s/l460.101.114521.114521.09552-49.651571.66
1542024.09.09 12:00buy470.101.104780.000000.00000
1552024.09.09 12:00modify470.101.104781.099781.11878
1562024.09.13 04:00buy480.101.109000.000000.00000
1572024.09.13 04:00modify480.101.109001.106181.11878
1582024.09.13 04:00modify470.101.104781.106181.11878
1592024.09.16 12:00buy490.101.112680.000000.00000
1602024.09.16 12:00modify490.101.112681.108281.11878
1612024.09.16 12:00buy500.101.112680.000000.00000
1622024.09.16 12:00modify500.101.112681.109681.11878
1632024.09.16 12:00modify480.101.109001.109681.11878
1642024.09.16 12:00modify470.101.104781.109681.11878
1652024.09.16 16:00modify490.101.112681.109681.11878
1662024.09.18 20:00s/l470.101.109681.109681.1187843.021614.68
1672024.09.18 20:00s/l480.101.109681.109681.118784.811619.49
1682024.09.18 20:00s/l490.101.109681.109681.11878-31.331588.16
1692024.09.18 20:00s/l500.101.109681.109681.11878-31.331556.83
1702024.09.19 12:00sell510.101.115810.000000.00000
1712024.09.19 12:00modify510.101.115811.120811.10181
1722024.09.23 20:00sell520.101.111460.000000.00000
1732024.09.23 20:00modify520.101.111461.114411.10181
1742024.09.23 20:00modify510.101.115811.114411.10181
1752024.09.24 12:00s/l510.101.114411.114411.1018115.041571.87
1762024.09.24 12:00s/l520.101.114411.114411.10181-29.151542.72
1772024.10.04 16:00buy530.101.096360.000000.00000
1782024.10.04 16:00modify530.101.096361.091361.11036
1792024.10.10 16:00s/l530.101.091361.091361.11036-53.981488.74
1802024.10.23 12:00buy540.101.076620.000000.00000
1812024.10.23 12:00modify540.101.076621.071621.09062
1822024.10.31 23:59s/l540.101.071621.071621.09062-56.641432.10