Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled4230Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit578.72Gross profit2848.06Gross loss-2269.33
Profit factor1.26Expected payoff7.33
Absolute drawdown492.86Maximal drawdown492.86 (4.93%)Relative drawdown4.93% (492.86)
Total trades79Short positions (won %)25 (48.00%)Long positions (won %)54 (46.30%)
Profit trades (% of total)37 (46.84%)Loss trades (% of total)42 (53.16%)
Largestprofit trade122.19loss trade-70.92
Averageprofit trade76.97loss trade-54.03
Maximumconsecutive wins (profit in money)6 (524.55)consecutive losses (loss in money)5 (-307.71)
Maximalconsecutive profit (count of wins)524.55 (6)consecutive loss (count of losses)-307.71 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 04:00sell10.101.102940.000000.00000
22023.05.03 04:00modify10.101.102941.108941.09094
32023.05.03 20:00s/l10.101.108941.108941.09094-60.009940.00
42023.05.09 08:00buy20.101.098100.000000.00000
52023.05.09 08:00modify20.101.098101.092101.11010
62023.05.11 12:00s/l20.101.092101.092101.11010-62.579877.43
72023.05.11 16:00buy30.101.091850.000000.00000
82023.05.11 16:00modify30.101.091851.085851.10385
92023.05.12 16:00s/l30.101.085851.085851.10385-60.649816.79
102023.05.17 08:00buy40.101.083470.000000.00000
112023.05.17 08:00modify40.101.083471.077471.09547
122023.05.18 16:00s/l40.101.077471.077471.09547-61.939754.86
132023.05.23 12:00buy50.101.077610.000000.00000
142023.05.23 12:00modify50.101.077611.071611.08961
152023.05.25 08:00s/l50.101.071611.071611.08961-62.579692.29
162023.05.30 08:00buy60.101.069310.000000.00000
172023.05.30 08:00modify60.101.069311.063311.08131
182023.06.09 00:00buy70.101.078490.000000.00000
192023.06.09 00:00modify70.101.078491.075311.08131
202023.06.09 00:00modify60.101.069311.075311.08131
212023.06.09 16:00s/l60.101.075311.075311.0813152.299744.59
222023.06.09 16:00s/l70.101.075311.075311.08131-31.809712.79
232023.06.13 08:00sell80.101.079950.000000.00000
242023.06.13 08:00modify80.101.079951.085951.06795
252023.06.14 16:00s/l80.101.085951.085951.06795-59.789653.01
262023.06.15 16:00sell90.101.093260.000000.00000
272023.06.15 16:00modify90.101.093261.099261.08126
282023.06.21 20:00s/l90.101.099261.099261.08126-59.129593.89
292023.06.21 20:00sell100.101.098780.000000.00000
302023.06.21 20:00modify100.101.098781.104781.08678
312023.06.23 08:00t/p100.101.086781.104781.08678120.889714.76
322023.06.23 08:00buy110.101.087180.000000.00000
332023.06.23 08:00modify110.101.087181.081181.09918
342023.06.27 16:00buy120.101.096280.000000.00000
352023.06.27 16:00modify120.101.096281.093181.09918
362023.06.27 16:00modify110.101.087181.093181.09918
372023.06.28 16:00s/l110.101.093181.093181.0991858.079772.84
382023.06.28 16:00s/l120.101.093181.093181.09918-31.649741.19
392023.06.28 16:00buy130.101.090630.000000.00000
402023.06.28 16:00modify130.101.090631.084631.10263
412023.06.30 12:00s/l130.101.084631.084631.10263-62.579678.63
422023.07.05 04:00buy140.101.088040.000000.00000
432023.07.05 04:00modify140.101.088041.082041.10004
442023.07.11 00:00t/p140.101.100041.082041.10004116.159794.77
452023.07.12 16:00sell150.101.112200.000000.00000
462023.07.12 16:00modify150.101.112201.118201.10020
472023.07.13 16:00s/l150.101.118201.118201.10020-59.349735.43
482023.07.19 12:00buy160.101.121610.000000.00000
492023.07.19 12:00modify160.101.121611.115611.13361
502023.07.20 16:00s/l160.101.115611.115611.13361-61.939673.51
512023.07.20 16:00buy170.101.113790.000000.00000
522023.07.20 16:00modify170.101.113791.107791.12579
532023.07.24 08:00s/l170.101.107791.107791.12579-61.289612.22
542023.07.24 08:00buy180.101.108410.000000.00000
552023.07.24 08:00modify180.101.108411.102411.12041
562023.07.25 16:00s/l180.101.102411.102411.12041-60.649551.58
572023.07.26 20:00sell190.101.109630.000000.00000
582023.07.26 20:00modify190.101.109631.115631.09763
592023.07.27 20:00t/p190.101.097631.115631.09763120.669672.24
602023.07.27 20:00buy200.101.096990.000000.00000
612023.07.27 20:00modify200.101.096991.090991.10899
622023.07.31 00:00buy210.101.102690.000000.00000
632023.07.31 00:00modify210.101.102691.098191.10899
642023.07.31 00:00modify200.101.096991.098191.10899
652023.08.01 04:00s/l200.101.098191.098191.1089910.079682.31
662023.08.01 04:00s/l210.101.098191.098191.10899-45.649636.67
672023.08.01 12:00buy220.101.097850.000000.00000
682023.08.01 12:00modify220.101.097851.091851.10985
692023.08.02 16:00s/l220.101.091851.091851.10985-60.649576.03
702023.08.02 16:00buy230.101.094120.000000.00000
712023.08.02 16:00modify230.101.094121.088121.10612
722023.08.07 20:00buy240.101.100740.000000.00000
732023.08.07 20:00modify240.101.100741.097121.10612
742023.08.07 20:00modify230.101.094121.097121.10612
752023.08.08 12:00s/l230.101.097121.097121.1061226.159602.17
762023.08.08 12:00s/l240.101.097121.097121.10612-36.849565.33
772023.08.08 12:00buy250.101.094420.000000.00000
782023.08.08 12:00modify250.101.094421.088421.10642
792023.08.10 08:00buy260.101.101130.000000.00000
802023.08.10 08:00modify260.101.101131.097421.10642
812023.08.10 08:00modify250.101.094421.097421.10642
822023.08.10 16:00t/p250.101.106421.097421.10642117.439682.76
832023.08.10 16:00t/p260.101.106421.097421.1064252.909735.66
842023.08.11 20:00buy270.101.094980.000000.00000
852023.08.11 20:00modify270.101.094981.088981.10698
862023.08.14 16:00s/l270.101.088981.088981.10698-60.649675.02
872023.08.14 20:00buy280.101.090580.000000.00000
882023.08.14 20:00modify280.101.090581.084581.10258
892023.08.18 16:00s/l280.101.084581.084581.10258-63.859611.17
902023.08.21 12:00sell290.101.090900.000000.00000
912023.08.21 12:00modify290.101.090901.096901.07890
922023.08.23 08:00sell300.101.081780.000000.00000
932023.08.23 08:00modify300.101.081781.084901.07890
942023.08.23 08:00modify290.101.090901.084901.07890
952023.08.23 16:00s/l290.101.084901.084901.0789060.449671.61
962023.08.23 16:00s/l300.101.084901.084901.07890-31.209640.41
972023.08.24 20:00buy310.101.080870.000000.00000
982023.08.24 20:00modify310.101.080871.074871.09287
992023.08.30 16:00t/p310.101.092871.074871.09287117.439757.84
1002023.08.30 16:00sell320.101.092560.000000.00000
1012023.08.30 16:00modify320.101.092561.098561.08056
1022023.09.01 12:00sell330.101.083320.000000.00000
1032023.09.01 12:00modify330.101.083321.086561.08056
1042023.09.01 12:00modify320.101.092561.086561.08056
1052023.09.01 16:00s/l320.101.086561.086561.0805660.889818.72
1062023.09.01 16:00s/l330.101.086561.086561.08056-32.409786.32
1072023.09.01 16:00buy340.101.078950.000000.00000
1082023.09.01 16:00modify340.101.078951.072951.09095
1092023.09.05 12:00s/l340.101.072951.072951.09095-61.289725.03
1102023.09.07 20:00buy350.101.069790.000000.00000
1112023.09.07 20:00modify350.101.069791.063791.08179
1122023.09.14 20:00s/l350.101.063791.063791.08179-64.499660.54
1132023.09.18 16:00sell360.101.069400.000000.00000
1142023.09.18 16:00modify360.101.069401.075401.05740
1152023.09.25 08:00sell370.101.063790.000000.00000
1162023.09.25 08:00modify370.101.063791.068201.05740
1172023.09.25 08:00modify360.101.069401.068201.05740
1182023.09.26 08:00t/p360.101.057401.068201.05740121.759782.29
1192023.09.26 08:00t/p370.101.057401.068201.0574064.129846.41
1202023.09.27 04:00buy380.101.056490.000000.00000
1212023.09.27 04:00modify380.101.056491.050491.06849
1222023.09.27 20:00s/l380.101.050491.050491.06849-60.009786.41
1232023.09.28 16:00sell390.101.057620.000000.00000
1242023.09.28 16:00modify390.101.057621.063621.04562
1252023.10.03 16:00t/p390.101.045621.063621.04562120.669907.07
1262023.10.03 16:00buy400.101.045540.000000.00000
1272023.10.03 16:00modify400.101.045541.039541.05754
1282023.10.06 16:00t/p400.101.057541.039541.05754116.7910023.86
1292023.10.09 08:00buy410.101.052600.000000.00000
1302023.10.09 08:00modify410.101.052601.046601.06460
1312023.10.10 00:00buy420.101.058180.000000.00000
1322023.10.10 00:00modify420.101.058181.053801.06460
1332023.10.10 00:00modify410.101.052601.053801.06460
1342023.10.12 20:00s/l410.101.053801.053801.064608.7910032.65
1352023.10.12 20:00s/l420.101.053801.053801.06460-46.379986.28
1362023.10.13 16:00buy430.101.050370.000000.00000
1372023.10.13 16:00modify430.101.050371.044371.06237
1382023.10.17 16:00buy440.101.059510.000000.00000
1392023.10.17 16:00modify440.101.059511.056371.06237
1402023.10.17 16:00modify430.101.050371.056371.06237
1412023.10.18 04:00s/l430.101.056371.056371.0623758.0710044.35
1422023.10.18 04:00s/l440.101.056371.056371.06237-32.0410012.31
1432023.10.18 16:00buy450.101.053420.000000.00000
1442023.10.18 16:00modify450.101.053421.047421.06542
1452023.10.19 20:00buy460.101.059090.000000.00000
1462023.10.19 20:00modify460.101.059091.054621.06542
1472023.10.19 20:00modify450.101.053421.054621.06542
1482023.10.23 08:00buy470.101.060060.000000.00000
1492023.10.23 08:00modify470.101.060061.056421.06542
1502023.10.23 08:00modify460.101.059091.056421.06542
1512023.10.23 08:00modify450.101.053421.056421.06542
1522023.10.23 20:00t/p450.101.065421.056421.06542116.7910129.10
1532023.10.23 20:00t/p460.101.065421.056421.0654262.0210191.12
1542023.10.23 20:00t/p470.101.065421.056421.0654253.6010244.72
1552023.10.25 12:00buy480.101.057580.000000.00000
1562023.10.25 12:00modify480.101.057581.051581.06958
1572023.11.03 08:00buy490.101.063210.000000.00000
1582023.11.03 08:00modify490.101.063211.058781.06958
1592023.11.03 08:00modify480.101.057581.058781.06958
1602023.11.03 16:00t/p480.101.069581.058781.06958112.9410357.65
1612023.11.03 16:00t/p490.101.069581.058781.0695863.7010421.35
1622023.11.07 12:00buy500.101.067700.000000.00000
1632023.11.07 12:00modify500.101.067701.061701.07970
1642023.11.14 16:00t/p500.101.079701.061701.07970115.5110536.86
1652023.11.19 20:00sell510.101.090950.000000.00000
1662023.11.19 20:00modify510.101.090951.096951.07895
1672023.11.28 16:00s/l510.101.096951.096951.07895-58.0310478.83
1682023.11.29 00:00sell520.101.100410.000000.00000
1692023.11.29 00:00modify520.101.100411.106411.08841
1702023.12.01 00:00t/p520.101.088411.106411.08841120.8810599.71
1712023.12.01 16:00buy530.101.084070.000000.00000
1722023.12.01 16:00modify530.101.084071.078071.09607
1732023.12.05 20:00s/l530.101.078071.078071.09607-61.2810538.43
1742023.12.07 04:00buy540.101.076250.000000.00000
1752023.12.07 04:00modify540.101.076251.070251.08825
1762023.12.13 20:00t/p540.101.088251.070251.08825117.4310655.86
1772023.12.13 20:00sell550.101.088810.000000.00000
1782023.12.13 20:00modify550.101.088811.094811.07681
1792023.12.14 16:00s/l550.101.094811.094811.07681-59.3410596.51
1802023.12.17 20:00buy560.101.090030.000000.00000
1812023.12.17 20:00modify560.101.090031.084031.10203
1822023.12.21 16:00buy570.101.099270.000000.00000
1832023.12.21 16:00modify570.101.099271.096031.10203
1842023.12.21 16:00modify560.101.090031.096031.10203
1852023.12.22 12:00t/p560.101.102031.096031.10203115.5110712.02
1862023.12.22 12:00t/p570.101.102031.096031.1020326.9610738.98
1872023.12.22 12:00sell580.101.102580.000000.00000
1882023.12.22 12:00modify580.101.102581.108581.09058
1892023.12.27 16:00s/l580.101.108581.108581.09058-59.3410679.64
1902024.01.01 20:00buy590.101.104570.000000.00000
1912024.01.01 20:00modify590.101.104571.098571.11657
1922024.01.02 12:00s/l590.101.098571.098571.11657-60.6410618.99
1932024.01.03 12:00buy600.101.092250.000000.00000
1942024.01.03 12:00modify600.101.092251.086251.10425
1952024.01.11 00:00buy610.101.097720.000000.00000
1962024.01.11 00:00modify610.101.097721.093451.10425
1972024.01.11 00:00modify600.101.092251.093451.10425
1982024.01.11 16:00s/l600.101.093451.093451.104255.5810624.57
1992024.01.11 16:00s/l610.101.093451.093451.10425-42.7010581.87
2002024.01.16 04:00buy620.101.092170.000000.00000
2012024.01.16 04:00modify620.101.092171.086171.10417
2022024.01.17 08:00s/l620.101.086171.086171.10417-60.6410521.23
2032024.01.17 16:00buy630.101.085190.000000.00000
2042024.01.17 16:00modify630.101.085191.079191.09719
2052024.02.01 08:00s/l630.101.079191.079191.09719-70.9210450.32
2062024.02.02 08:00sell640.101.088090.000000.00000
2072024.02.02 08:00modify640.101.088091.094091.07609
2082024.02.05 12:00t/p640.101.076091.094091.07609120.2210570.53
2092024.02.13 16:00buy650.101.071960.000000.00000
2102024.02.13 16:00modify650.101.071961.065961.08396
2112024.02.16 00:00buy660.101.077560.000000.00000
2122024.02.16 00:00modify660.101.077561.073161.08396
2132024.02.16 00:00modify650.101.071961.073161.08396
2142024.02.19 00:00buy670.101.078680.000000.00000
2152024.02.19 00:00modify670.101.078681.074961.08396
2162024.02.19 00:00modify660.101.077561.074961.08396
2172024.02.19 00:00modify650.101.071961.074961.08396
2182024.02.22 08:00t/p650.101.083961.074961.08396112.9410683.47
2192024.02.22 08:00t/p660.101.083961.074961.0839660.1510743.62
2202024.02.22 08:00t/p670.101.083961.074961.0839649.5910793.21
2212024.02.22 08:00sell680.101.085310.000000.00000
2222024.02.22 08:00modify680.101.085311.091311.07331
2232024.03.06 20:00s/l680.101.091311.091311.07331-57.5910735.62
2242024.03.07 16:00sell690.101.092990.000000.00000
2252024.03.07 16:00modify690.101.092991.098991.08099
2262024.03.20 00:00sell700.101.086170.000000.00000
2272024.03.20 00:00modify700.101.086171.089991.08099
2282024.03.20 00:00modify690.101.092991.089991.08099
2292024.03.20 20:00s/l690.101.089991.089991.0809932.4110768.03
2302024.03.20 20:00s/l700.101.089991.089991.08099-38.2010729.83
2312024.03.20 20:00sell710.101.092090.000000.00000
2322024.03.20 20:00modify710.101.092091.098091.08009
2332024.03.26 16:00sell720.101.082800.000000.00000
2342024.03.26 16:00modify720.101.082801.086091.08009
2352024.03.26 16:00modify710.101.092091.086091.08009
2362024.03.28 12:00t/p710.101.080091.086091.08009122.1910852.03
2372024.03.28 12:00t/p720.101.080091.086091.0800927.9810880.00
2382024.03.28 12:00buy730.101.078690.000000.00000
2392024.03.28 12:00modify730.101.078691.072691.09069
2402024.04.02 08:00s/l730.101.072691.072691.09069-61.9310818.08
2412024.04.03 16:00sell740.101.082680.000000.00000
2422024.04.03 16:00modify740.101.082681.088681.07068
2432024.04.09 16:00s/l740.101.088681.088681.07068-58.6810759.39
2442024.04.10 16:00buy750.101.073970.000000.00000
2452024.04.10 16:00modify750.101.073971.067971.08597
2462024.04.12 08:00s/l750.101.067971.067971.08597-62.5710696.82
2472024.04.15 20:00buy760.101.062930.000000.00000
2482024.04.15 20:00modify760.101.062931.056931.07493
2492024.04.18 08:00buy770.101.068400.000000.00000
2502024.04.18 08:00modify770.101.068401.064131.07493
2512024.04.18 08:00modify760.101.062931.064131.07493
2522024.04.19 00:00s/l760.101.064131.064131.074938.1510704.97
2532024.04.19 00:00s/l770.101.064131.064131.07493-43.3410661.63
2542024.04.23 08:00sell780.101.067860.000000.00000
2552024.04.23 08:00modify780.101.067861.073861.05586
2562024.04.25 16:00s/l780.101.073861.073861.05586-59.1210602.51
2572024.04.26 16:00buy790.101.068840.000000.00000
2582024.04.26 16:00modify790.101.068841.062841.08084
2592024.04.30 23:59close at stop790.101.066591.062841.08084-23.7810578.72