Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=150; IT_TakeProfit=150; 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=80; 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=17; 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 test2604Ticks modelled4207Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1248.30Gross profit1979.54Gross loss-731.25
Profit factor2.71Expected payoff52.01
Absolute drawdown18.30Maximal drawdown344.14 (3.17%)Relative drawdown3.17% (344.14)
Total trades24Short positions (won %)16 (75.00%)Long positions (won %)8 (62.50%)
Profit trades (% of total)17 (70.83%)Loss trades (% of total)7 (29.17%)
Largestprofit trade154.16loss trade-162.62
Averageprofit trade116.44loss trade-104.46
Maximumconsecutive wins (profit in money)5 (592.77)consecutive losses (loss in money)2 (-64.93)
Maximalconsecutive profit (count of wins)592.77 (5)consecutive loss (count of losses)-162.62 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 00:00buy10.101.085840.000000.00000
22023.07.06 00:00modify10.101.085841.070841.10084
32023.07.11 04:00t/p10.101.100841.070841.10084148.0110148.01
42023.07.14 00:00sell20.101.122350.000000.00000
52023.07.14 00:00modify20.101.122351.137351.10735
62023.07.24 12:00t/p20.101.107351.137351.10735151.3310299.34
72023.08.10 16:00sell30.101.101520.000000.00000
82023.08.10 16:00modify30.101.101521.116521.08652
92023.08.14 04:00sell40.101.093210.000000.00000
102023.08.14 04:00modify40.101.093211.097021.08652
112023.08.14 04:00modify30.101.101521.097021.08652
122023.08.14 12:00sell50.101.093890.000000.00000
132023.08.14 12:00modify50.101.093891.100021.08652
142023.08.14 16:00modify50.101.093891.097021.08652
152023.08.17 04:00t/p30.101.086521.097021.08652151.1710450.51
162023.08.17 04:00t/p40.101.086521.097021.0865267.7310518.24
172023.08.17 04:00t/p50.101.086521.097021.0865274.5310592.77
182023.09.04 00:00buy60.101.077880.000000.00000
192023.09.04 00:00modify60.101.077881.062881.09288
202023.09.21 04:00s/l60.101.062881.062881.09288-162.6210430.16
212023.10.13 00:00buy70.101.053880.000000.00000
222023.10.13 00:00modify70.101.053881.038881.06888
232023.10.24 08:00t/p70.101.068881.038881.06888144.0210574.18
242023.10.26 08:00buy80.101.055110.000000.00000
252023.10.26 08:00modify80.101.055111.040111.07011
262023.11.02 20:00buy90.101.062610.000000.00000
272023.11.02 20:00modify90.101.062611.056611.07011
282023.11.02 20:00modify80.101.055111.056611.07011
292023.11.03 16:00t/p80.101.070111.056611.07011144.6910718.87
302023.11.03 16:00t/p90.101.070111.056611.0701174.3410793.20
312023.11.06 08:00sell100.101.073330.000000.00000
322023.11.06 08:00modify100.101.073331.088331.05833
332023.11.14 20:00s/l100.101.088331.088331.05833-148.6710644.54
342023.11.15 00:00sell110.101.087760.000000.00000
352023.11.15 00:00modify110.101.087761.102761.07276
362023.12.08 16:00t/p110.101.072761.102761.07276154.1610798.70
372023.12.14 00:00sell120.101.088260.000000.00000
382023.12.14 00:00modify120.101.088261.103261.07326
392023.12.22 12:00s/l120.101.103261.103261.07326-148.6710650.03
402023.12.28 08:00sell130.101.111670.000000.00000
412023.12.28 08:00modify130.101.111671.126671.09667
422023.12.29 20:00sell140.101.104090.000000.00000
432023.12.29 20:00modify140.101.104091.110171.09667
442023.12.29 20:00modify130.101.111671.110171.09667
452024.01.02 16:00t/p130.101.096671.110171.09667150.5010800.53
462024.01.02 16:00t/p140.101.096671.110171.0966774.5310875.06
472024.01.11 08:00sell150.101.097900.000000.00000
482024.01.11 08:00modify150.101.097901.112901.08290
492024.01.23 16:00t/p150.101.082901.112901.08290151.6711026.73
502024.02.05 08:00buy160.101.078320.000000.00000
512024.02.05 08:00modify160.101.078321.063321.09332
522024.02.22 12:00buy170.101.086020.000000.00000
532024.02.22 12:00modify170.101.086021.079821.09332
542024.02.22 12:00modify160.101.078321.079821.09332
552024.02.28 12:00s/l160.101.079821.079821.09332-0.2711026.46
562024.02.28 12:00s/l170.101.079821.079821.09332-64.6610961.80
572024.03.08 04:00sell180.101.094760.000000.00000
582024.03.08 04:00modify180.101.094761.109761.07976
592024.03.22 08:00sell190.101.082460.000000.00000
602024.03.22 08:00modify190.101.082461.089511.07976
612024.03.22 08:00modify180.101.094761.089511.07976
622024.03.28 12:00t/p180.101.079761.089511.07976153.3311115.13
632024.03.28 12:00t/p190.101.079761.089511.0797628.0011143.13
642024.04.04 12:00sell200.101.085290.000000.00000
652024.04.04 12:00modify200.101.085291.100291.07029
662024.04.11 16:00t/p200.101.070291.100291.07029151.1711294.30
672024.04.18 00:00sell210.101.066900.000000.00000
682024.04.18 00:00modify210.101.066901.081901.05190
692024.05.14 16:00s/l210.101.081901.081901.05190-146.0011148.30
702024.05.15 08:00sell220.101.082580.000000.00000
712024.05.15 08:00modify220.101.082581.097581.06758
722024.06.10 16:00sell230.101.075010.000000.00000
732024.06.10 16:00modify230.101.075011.081081.06758
742024.06.10 16:00modify220.101.082581.081081.06758
752024.06.12 16:00s/l220.101.081081.081081.0675819.6611167.96
762024.06.12 16:00s/l230.101.081081.081081.06758-60.3711107.59
772024.06.14 16:00buy240.101.070160.000000.00000
782024.06.14 16:00modify240.101.070161.055161.08516
792024.06.28 23:59t/p240.101.085161.055161.08516140.7011248.30