Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01)
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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; 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=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2615Ticks modelled4229Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1832.02Gross profit3065.80Gross loss-1233.78
Profit factor2.48Expected payoff28.18
Absolute drawdown5.12Maximal drawdown471.28 (16.82%)Relative drawdown16.82% (471.28)
Total trades65Short positions (won %)40 (55.00%)Long positions (won %)25 (48.00%)
Profit trades (% of total)34 (52.31%)Loss trades (% of total)31 (47.69%)
Largestprofit trade144.53loss trade-57.60
Averageprofit trade90.17loss trade-39.80
Maximumconsecutive wins (profit in money)8 (649.62)consecutive losses (loss in money)9 (-385.02)
Maximalconsecutive profit (count of wins)649.62 (8)consecutive loss (count of losses)-385.02 (9)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.05 16:00sell10.101.097820.000000.00000
22024.01.05 16:00modify10.101.097821.101821.08382
32024.01.19 08:00sell20.101.087930.000000.00000
42024.01.19 08:00modify20.101.087931.092921.08382
52024.01.19 08:00modify10.101.097821.092921.08382
62024.01.23 16:00t/p10.101.083821.092921.08382144.531144.53
72024.01.23 16:00t/p20.101.083821.092921.0838241.671186.19
82024.01.24 16:00sell30.101.090070.000000.00000
92024.01.24 16:00modify30.101.090071.094071.07607
102024.01.29 12:00sell40.101.082280.000000.00000
112024.01.29 12:00modify40.101.082281.085871.07607
122024.01.29 12:00modify30.101.090071.085871.07607
132024.01.30 04:00sell50.101.083070.000000.00000
142024.01.30 04:00modify50.101.083071.088671.07607
152024.01.30 08:00modify50.101.083071.085871.07607
162024.01.30 16:00s/l30.101.085871.085871.0760743.701229.89
172024.01.30 16:00s/l40.101.085871.085871.07607-35.621194.28
182024.01.30 16:00s/l50.101.085871.085871.07607-28.001166.28
192024.01.31 16:00sell60.101.086110.000000.00000
202024.01.31 16:00modify60.101.086111.090111.07211
212024.02.08 12:00sell70.101.076300.000000.00000
222024.02.08 12:00modify70.101.076301.081211.07211
232024.02.08 12:00modify60.101.086111.081211.07211
242024.02.09 20:00sell80.101.078240.000000.00000
252024.02.09 20:00modify80.101.078241.081911.07211
262024.02.11 20:00modify80.101.078241.081211.07211
272024.02.13 16:00t/p60.101.072111.081211.07211143.681309.95
282024.02.13 16:00t/p70.101.072111.081211.0721142.751352.70
292024.02.13 16:00t/p80.101.072111.081211.0721161.871414.57
302024.02.13 16:00buy90.101.071960.000000.00000
312024.02.13 16:00modify90.101.071961.067961.08596
322024.02.21 20:00buy100.101.081940.000000.00000
332024.02.21 20:00modify100.101.081941.076861.08596
342024.02.21 20:00modify90.101.071961.076861.08596
352024.02.22 12:00t/p90.101.085961.076861.08596133.341547.91
362024.02.22 12:00t/p100.101.085961.076861.0859638.391586.30
372024.02.29 20:00buy110.101.080550.000000.00000
382024.02.29 20:00modify110.101.080551.076551.09455
392024.03.07 04:00buy120.101.090350.000000.00000
402024.03.07 04:00modify120.101.090351.085451.09455
412024.03.07 04:00modify110.101.080551.085451.09455
422024.03.07 20:00t/p110.101.094551.085451.09455135.761722.06
432024.03.07 20:00t/p120.101.094551.085451.0945542.001764.06
442024.03.08 16:00sell130.101.096090.000000.00000
452024.03.08 16:00modify130.101.096091.100091.08209
462024.03.15 00:00sell140.101.088280.000000.00000
472024.03.15 00:00modify140.101.088281.091891.08209
482024.03.15 00:00modify130.101.096091.091891.08209
492024.03.20 00:00sell150.101.086170.000000.00000
502024.03.20 00:00modify150.101.086171.091191.08209
512024.03.20 00:00modify140.101.088281.091191.08209
522024.03.20 00:00modify130.101.096091.091191.08209
532024.03.20 20:00s/l130.101.091191.091191.0820951.831815.89
542024.03.20 20:00s/l140.101.091191.091191.08209-28.251787.64
552024.03.20 20:00s/l150.101.091191.091191.08209-50.201737.44
562024.03.20 20:00sell160.101.092090.000000.00000
572024.03.20 20:00modify160.101.092091.096091.07809
582024.03.27 12:00sell170.101.082090.000000.00000
592024.03.27 12:00modify170.101.082091.087191.07809
602024.03.27 12:00modify160.101.092091.087191.07809
612024.03.28 12:00t/p160.101.078091.087191.07809142.831880.27
622024.03.28 12:00t/p170.101.078091.087191.0780940.851921.12
632024.03.28 20:00buy180.101.079080.000000.00000
642024.03.28 20:00modify180.101.079081.075081.09308
652024.04.01 16:00s/l180.101.075081.075081.09308-41.211879.91
662024.04.01 16:00buy190.101.073570.000000.00000
672024.04.01 16:00modify190.101.073571.069571.08757
682024.04.03 20:00buy200.101.083640.000000.00000
692024.04.03 20:00modify200.101.083641.078471.08757
702024.04.03 20:00modify190.101.073571.078471.08757
712024.04.04 16:00t/p190.101.087571.078471.08757136.972016.89
722024.04.04 16:00t/p200.101.087571.078471.0875737.482054.37
732024.04.08 20:00sell210.101.085670.000000.00000
742024.04.08 20:00modify210.101.085671.089671.07167
752024.04.11 16:00t/p210.101.071671.089671.07167141.412195.79
762024.04.15 20:00buy220.101.062930.000000.00000
772024.04.15 20:00modify220.101.062931.058931.07693
782024.04.24 04:00buy230.101.070920.000000.00000
792024.04.24 04:00modify230.101.070921.067131.07693
802024.04.24 04:00modify220.101.062931.067131.07693
812024.05.01 00:00s/l220.101.067131.067131.0769332.322228.11
822024.05.01 00:00s/l230.101.067131.067131.07693-42.132185.97
832024.05.02 20:00sell240.101.072710.000000.00000
842024.05.02 20:00modify240.101.072711.076711.05871
852024.05.03 16:00s/l240.101.076711.076711.05871-39.722146.25
862024.05.09 16:00sell250.101.077040.000000.00000
872024.05.09 16:00modify250.101.077041.081041.06304
882024.05.14 16:00s/l250.101.081041.081041.06304-39.152107.10
892024.05.14 16:00sell260.101.081790.000000.00000
902024.05.14 16:00modify260.101.081791.085791.06779
912024.05.15 16:00s/l260.101.085791.085791.06779-39.722067.39
922024.05.16 16:00sell270.101.087510.000000.00000
932024.05.16 16:00modify270.101.087511.091511.07351
942024.05.30 04:00sell280.101.079790.000000.00000
952024.05.30 04:00modify280.101.079791.083311.07351
962024.05.30 04:00modify270.101.087511.083311.07351
972024.05.30 16:00s/l270.101.083311.083311.0735145.962113.35
982024.05.30 16:00s/l280.101.083311.083311.07351-35.202078.15
992024.06.03 16:00sell290.101.088950.000000.00000
1002024.06.03 16:00modify290.101.088951.092951.07495
1012024.06.10 12:00t/p290.101.074951.092951.07495141.982220.13
1022024.06.12 16:00sell300.101.084240.000000.00000
1032024.06.12 16:00modify300.101.084241.088241.07024
1042024.06.14 12:00t/p300.101.070241.088241.07024141.132361.26
1052024.06.17 20:00sell310.101.073220.000000.00000
1062024.06.17 20:00modify310.101.073221.077221.05922
1072024.07.01 08:00s/l310.101.077221.077221.05922-36.042325.22
1082024.07.03 16:00sell320.101.079870.000000.00000
1092024.07.03 16:00modify320.101.079871.083871.06587
1102024.07.05 16:00s/l320.101.083871.083871.06587-38.872286.36
1112024.07.05 16:00sell330.101.082780.000000.00000
1122024.07.05 16:00modify330.101.082781.086781.06878
1132024.07.11 16:00s/l330.101.086781.086781.06878-38.302248.05
1142024.07.18 20:00buy340.101.090000.000000.00000
1152024.07.18 20:00modify340.101.090001.086001.10400
1162024.07.23 12:00s/l340.101.086001.086001.10400-41.812206.24
1172024.07.30 16:00buy350.101.081180.000000.00000
1182024.07.30 16:00modify350.101.081181.077181.09518
1192024.08.05 08:00t/p350.101.095181.077181.09518136.372342.61
1202024.08.13 16:00sell360.101.095360.000000.00000
1212024.08.13 16:00modify360.101.095361.099361.08136
1222024.08.13 20:00s/l360.101.099361.099361.08136-40.002302.61
1232024.08.15 20:00buy370.101.097700.000000.00000
1242024.08.15 20:00modify370.101.097701.093701.11170
1252024.08.20 20:00t/p370.101.111701.093701.11170138.192440.79
1262024.08.21 16:00sell380.101.114210.000000.00000
1272024.08.21 16:00modify380.101.114211.118211.10021
1282024.08.23 16:00s/l380.101.118211.118211.10021-38.872401.93
1292024.08.23 16:00sell390.101.117530.000000.00000
1302024.08.23 16:00modify390.101.117531.121531.10353
1312024.08.29 12:00sell400.101.109560.000000.00000
1322024.08.29 12:00modify400.101.109561.113331.10353
1332024.08.29 12:00modify390.101.117531.113331.10353
1342024.08.29 20:00sell410.101.107560.000000.00000
1352024.08.29 20:00modify410.101.107561.112631.10353
1362024.08.29 20:00modify400.101.109561.112631.10353
1372024.08.29 20:00modify390.101.117531.112631.10353
1382024.09.03 20:00t/p390.101.103531.112631.10353142.552544.47
1392024.09.03 20:00t/p400.101.103531.112631.1035361.152605.62
1402024.09.03 20:00t/p410.101.103531.112631.1035341.152646.77
1412024.09.04 16:00sell420.101.108090.000000.00000
1422024.09.04 16:00modify420.101.108091.112091.09409
1432024.09.05 16:00s/l420.101.112091.112091.09409-39.152607.62
1442024.09.11 16:00buy430.101.101490.000000.00000
1452024.09.11 16:00modify430.101.101491.097491.11549
1462024.09.18 20:00t/p430.101.115491.097491.11549135.762743.38
1472024.09.19 20:00sell440.101.116200.000000.00000
1482024.09.19 20:00modify440.101.116201.120201.10220
1492024.09.25 16:00s/l440.101.120201.120201.10220-38.872704.52
1502024.09.25 20:00buy450.101.112900.000000.00000
1512024.09.25 20:00modify450.101.112901.108901.12690
1522024.09.30 12:00buy460.101.120060.000000.00000
1532024.09.30 12:00modify460.101.120061.114301.12690
1542024.09.30 12:00modify450.101.112901.114301.12690
1552024.09.30 16:00s/l450.101.114301.114301.1269010.972715.49
1562024.09.30 16:00s/l460.101.114301.114301.12690-57.602657.89
1572024.09.30 20:00buy470.101.113560.000000.00000
1582024.09.30 20:00modify470.101.113561.109561.12756
1592024.10.01 12:00s/l470.101.109561.109561.12756-40.602617.29
1602024.10.03 16:00buy480.101.101770.000000.00000
1612024.10.03 16:00modify480.101.101771.097771.11577
1622024.10.04 16:00s/l480.101.097771.097771.11577-40.602576.68
1632024.10.04 16:00buy490.101.096360.000000.00000
1642024.10.04 16:00modify490.101.096361.092361.11036
1652024.10.10 16:00s/l490.101.092361.092361.11036-43.632533.05
1662024.10.14 16:00buy500.101.090990.000000.00000
1672024.10.14 16:00modify500.101.090991.086991.10499
1682024.10.16 16:00s/l500.101.086991.086991.10499-41.212491.84
1692024.10.16 16:00buy510.101.087530.000000.00000
1702024.10.16 16:00modify510.101.087531.083531.10153
1712024.10.17 16:00s/l510.101.083531.083531.10153-41.812450.03
1722024.10.17 16:00buy520.101.083960.000000.00000
1732024.10.17 16:00modify520.101.083961.079961.09796
1742024.10.22 20:00s/l520.101.079961.079961.09796-41.812408.21
1752024.10.24 20:00sell530.101.082900.000000.00000
1762024.10.24 20:00modify530.101.082901.086901.06890
1772024.10.30 16:00s/l530.101.086901.086901.06890-38.872369.34
1782024.10.30 16:00sell540.101.086360.000000.00000
1792024.10.30 16:00modify540.101.086361.090361.07236
1802024.11.01 16:00s/l540.101.090361.090361.07236-38.872330.48
1812024.11.01 20:00buy550.101.083890.000000.00000
1822024.11.01 20:00modify550.101.083891.079891.09789
1832024.11.04 12:00buy560.101.091630.000000.00000
1842024.11.04 12:00modify560.101.091631.088091.09789
1852024.11.04 12:00modify550.101.083891.088091.09789
1862024.11.04 20:00s/l550.101.088091.088091.0978941.402371.87
1872024.11.04 20:00s/l560.101.088091.088091.09789-35.402336.47
1882024.11.05 20:00sell570.101.093110.000000.00000
1892024.11.05 20:00modify570.101.093111.097111.07911
1902024.11.06 04:00t/p570.101.079111.097111.07911140.282476.75
1912024.11.07 16:00sell580.101.081100.000000.00000
1922024.11.07 16:00modify580.101.081101.085101.06710
1932024.11.11 12:00t/p580.101.067101.085101.06710140.572617.32
1942024.11.13 16:00buy590.101.059170.000000.00000
1952024.11.13 16:00modify590.101.059171.055171.07317
1962024.11.14 04:00s/l590.101.055171.055171.07317-41.812575.50
1972024.11.14 20:00buy600.101.055080.000000.00000
1982024.11.14 20:00modify600.101.055081.051081.06908
1992024.11.20 20:00s/l600.101.051081.051081.06908-42.422533.08
2002024.11.29 20:00sell610.101.057960.000000.00000
2012024.11.29 20:00modify610.101.057961.061961.04396
2022024.12.06 16:00s/l610.101.061961.061961.04396-38.022495.07
2032024.12.09 16:00sell620.101.059120.000000.00000
2042024.12.09 16:00modify620.101.059121.063121.04512
2052024.12.11 16:00sell630.101.049070.000000.00000
2062024.12.11 16:00modify630.101.049071.054221.04512
2072024.12.11 16:00modify620.101.059121.054221.04512
2082024.12.17 04:00sell640.101.051230.000000.00000
2092024.12.17 04:00modify640.101.051231.054921.04512
2102024.12.17 08:00modify640.101.051231.054221.04512
2112024.12.18 20:00t/p620.101.045121.054221.04512142.552637.61
2122024.12.18 20:00t/p630.101.045121.054221.0451241.482679.09
2132024.12.18 20:00t/p640.101.045121.054221.0451261.382740.48
2142024.12.20 20:00sell650.101.044460.000000.00000
2152024.12.20 20:00modify650.101.044461.048461.03046
2162024.12.31 23:59close at stop650.101.035561.048461.0304691.552832.02