Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=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 test1917Ticks modelled36710649Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1429.13Gross profit1909.80Gross loss-480.67
Profit factor3.97Expected payoff29.17
Absolute drawdown13.80Maximal drawdown407.98 (3.59%)Relative drawdown3.59% (407.98)
Total trades49Short positions (won %)32 (75.00%)Long positions (won %)17 (70.59%)
Profit trades (% of total)36 (73.47%)Loss trades (% of total)13 (26.53%)
Largestprofit trade121.49loss trade-146.45
Averageprofit trade53.05loss trade-36.97
Maximumconsecutive wins (profit in money)10 (656.06)consecutive losses (loss in money)3 (-203.01)
Maximalconsecutive profit (count of wins)656.06 (10)consecutive loss (count of losses)-203.01 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.05 00:00sell10.100.998390.000000.00000
22022.10.05 00:00modify10.100.998391.012390.98639
32022.10.05 07:17sell20.100.994780.000000.00000
42022.10.05 07:17modify20.100.994780.997790.98639
52022.10.05 07:17modify10.100.998390.997790.98639
62022.10.05 10:05sell30.100.991790.000000.00000
72022.10.05 10:05modify30.100.991790.995390.98639
82022.10.05 10:05modify20.100.994780.995390.98639
92022.10.05 10:05modify10.100.998390.995390.98639
102022.10.05 10:21sell40.100.991170.000000.00000
112022.10.05 10:21modify40.100.991170.994190.98639
122022.10.05 10:21modify30.100.991790.994190.98639
132022.10.05 10:21modify20.100.994780.994190.98639
142022.10.05 10:21modify10.100.998390.994190.98639
152022.10.05 14:00t/p10.100.986390.994190.98639120.0010120.00
162022.10.05 14:00t/p20.100.986390.994190.9863983.9010203.90
172022.10.05 14:00t/p30.100.986390.994190.9863954.0010257.90
182022.10.05 14:00t/p40.100.986390.994190.9863947.8010305.70
192022.10.13 20:00sell50.100.977450.000000.00000
202022.10.13 20:00modify50.100.977450.991450.96545
212022.10.14 09:20sell60.100.973850.000000.00000
222022.10.14 09:20modify60.100.973850.976850.96545
232022.10.14 09:20modify50.100.977450.976850.96545
242022.10.14 12:56s/l50.100.976850.976850.965456.7410312.44
252022.10.14 12:56s/l60.100.976850.976850.96545-30.0010282.44
262022.10.17 20:00sell70.100.983530.000000.00000
272022.10.17 20:00modify70.100.983530.997530.97153
282022.10.19 10:27sell80.100.979930.000000.00000
292022.10.19 10:27modify80.100.979930.982930.97153
302022.10.19 10:27modify70.100.983530.982930.97153
312022.10.19 11:10sell90.100.976920.000000.00000
322022.10.19 11:10modify90.100.976920.980530.97153
332022.10.19 11:10modify80.100.979930.980530.97153
342022.10.19 11:10modify70.100.983530.980530.97153
352022.10.19 11:14sell100.100.976330.000000.00000
362022.10.19 11:14modify100.100.976330.979330.97153
372022.10.19 11:14modify90.100.976920.979330.97153
382022.10.19 11:14modify80.100.979930.979330.97153
392022.10.19 11:14modify70.100.983530.979330.97153
402022.10.19 13:23s/l70.100.979330.979330.9715343.4910325.93
412022.10.19 13:23s/l80.100.979330.979330.971536.0010331.93
422022.10.19 13:23s/l90.100.979330.979330.97153-24.1010307.83
432022.10.19 13:23s/l100.100.979330.979330.97153-30.0010277.83
442022.10.26 00:00sell110.100.996170.000000.00000
452022.10.26 00:00modify110.100.996171.010170.98417
462022.10.31 08:02sell120.100.992430.000000.00000
472022.10.31 08:02modify120.100.992430.995570.98417
482022.10.31 08:02modify110.100.996170.995570.98417
492022.10.31 13:49sell130.100.989550.000000.00000
502022.10.31 13:49modify130.100.989550.993170.98417
512022.10.31 13:49modify120.100.992430.993170.98417
522022.10.31 13:49modify110.100.996170.993170.98417
532022.10.31 13:49sell140.100.988970.000000.00000
542022.10.31 13:49modify140.100.988970.991970.98417
552022.10.31 13:49modify130.100.989550.991970.98417
562022.10.31 13:49modify120.100.992430.991970.98417
572022.10.31 13:49modify110.100.996170.991970.98417
582022.11.01 05:45s/l110.100.991970.991970.9841746.4610324.29
592022.11.01 05:45s/l120.100.991970.991970.984175.3410329.63
602022.11.01 05:45s/l130.100.991970.991970.98417-23.4610306.18
612022.11.01 05:45s/l140.100.991970.991970.98417-29.2610276.92
622022.11.21 16:00buy150.101.024270.000000.00000
632022.11.21 16:00modify150.101.024271.010271.03627
642022.11.22 08:26buy160.101.027880.000000.00000
652022.11.22 08:26modify160.101.027881.024871.03627
662022.11.22 08:26modify150.101.024271.024871.03627
672022.11.22 18:57buy170.101.030920.000000.00000
682022.11.22 18:57modify170.101.030921.027271.03627
692022.11.22 18:57modify160.101.027881.027271.03627
702022.11.22 18:57modify150.101.024271.027271.03627
712022.11.23 00:00buy180.101.031510.000000.00000
722022.11.23 00:00modify180.101.031511.028471.03627
732022.11.23 00:00modify170.101.030921.028471.03627
742022.11.23 00:00modify160.101.027881.028471.03627
752022.11.23 00:00modify150.101.024271.028471.03627
762022.11.23 14:48t/p150.101.036271.028471.03627117.8510394.77
772022.11.23 14:48t/p160.101.036271.028471.0362782.8210477.59
782022.11.23 14:48t/p170.101.036271.028471.0362752.4210530.02
792022.11.23 14:48t/p180.101.036271.028471.0362747.6010577.62
802022.12.02 04:00sell190.101.052420.000000.00000
812022.12.02 04:00modify190.101.052421.066421.04042
822022.12.02 13:30sell200.101.048590.000000.00000
832022.12.02 13:30modify200.101.048591.051821.04042
842022.12.02 13:30modify190.101.052421.051821.04042
852022.12.02 13:32sell210.101.045820.000000.00000
862022.12.02 13:32modify210.101.045821.049421.04042
872022.12.02 13:32modify200.101.048591.049421.04042
882022.12.02 13:32modify190.101.052421.049421.04042
892022.12.02 13:32sell220.101.045190.000000.00000
902022.12.02 13:32modify220.101.045191.048221.04042
912022.12.02 13:32modify210.101.045821.048221.04042
922022.12.02 13:32modify200.101.048591.048221.04042
932022.12.02 13:32modify190.101.052421.048221.04042
942022.12.02 14:22s/l190.101.048221.048221.0404242.0010619.62
952022.12.02 14:22s/l200.101.048221.048221.040423.7010623.32
962022.12.02 14:22s/l210.101.048221.048221.04042-24.0010599.32
972022.12.02 14:22s/l220.101.048221.048221.04042-30.3010569.02
982022.12.13 20:00sell230.101.063570.000000.00000
992022.12.13 20:00modify230.101.063571.077571.05157
1002022.12.15 17:10sell240.101.059970.000000.00000
1012022.12.15 17:10modify240.101.059971.062971.05157
1022022.12.15 17:10modify230.101.063571.062971.05157
1032022.12.15 19:01s/l230.101.062971.062971.051578.9710577.99
1042022.12.15 19:01s/l240.101.062971.062971.05157-30.0010547.99
1052023.04.13 20:00sell250.101.104660.000000.00000
1062023.04.13 20:00modify250.101.104661.118661.09266
1072023.04.14 14:00sell260.101.100970.000000.00000
1082023.04.14 14:00modify260.101.100971.104061.09266
1092023.04.14 14:00modify250.101.104661.104061.09266
1102023.04.14 15:43sell270.101.098060.000000.00000
1112023.04.14 15:43modify270.101.098061.101661.09266
1122023.04.14 15:43modify260.101.100971.101661.09266
1132023.04.14 15:43modify250.101.104661.101661.09266
1142023.04.14 16:44sell280.101.097460.000000.00000
1152023.04.14 16:44modify280.101.097461.100461.09266
1162023.04.14 16:44modify270.101.098061.100461.09266
1172023.04.14 16:44modify260.101.100971.100461.09266
1182023.04.14 16:44modify250.101.104661.100461.09266
1192023.04.17 14:04t/p250.101.092661.100461.09266121.4910669.48
1202023.04.17 14:04t/p260.101.092661.100461.0926683.8410753.32
1212023.04.17 14:04t/p270.101.092661.100461.0926654.7410808.06
1222023.04.17 14:04t/p280.101.092661.100461.0926648.7410856.81
1232023.04.25 20:00buy290.101.097300.000000.00000
1242023.04.25 20:00modify290.101.097301.083301.10930
1252023.04.26 06:48buy300.101.100900.000000.00000
1262023.04.26 06:48modify300.101.100901.097901.10930
1272023.04.26 06:48modify290.101.097301.097901.10930
1282023.04.26 08:28buy310.101.103920.000000.00000
1292023.04.26 08:28modify310.101.103921.100301.10930
1302023.04.26 08:28modify300.101.100901.100301.10930
1312023.04.26 08:28modify290.101.097301.100301.10930
1322023.04.26 08:56buy320.101.104500.000000.00000
1332023.04.26 08:56modify320.101.104501.101501.10930
1342023.04.26 08:56modify310.101.103921.101501.10930
1352023.04.26 08:56modify300.101.100901.101501.10930
1362023.04.26 08:56modify290.101.097301.101501.10930
1372023.04.26 13:24t/p290.101.109301.101501.10930118.9210975.73
1382023.04.26 13:24t/p300.101.109301.101501.1093084.0011059.73
1392023.04.26 13:24t/p310.101.109301.101501.1093053.8011113.53
1402023.04.26 13:24t/p320.101.109301.101501.1093048.0011161.53
1412023.06.23 12:00buy330.101.087920.000000.00000
1422023.06.23 12:00modify330.101.087921.073921.09992
1432023.06.26 11:43buy340.101.091530.000000.00000
1442023.06.26 11:43modify340.101.091531.088521.09992
1452023.06.26 11:43modify330.101.087921.088521.09992
1462023.06.27 08:04buy350.101.094550.000000.00000
1472023.06.27 08:04modify350.101.094551.090921.09992
1482023.06.27 08:04modify340.101.091531.090921.09992
1492023.06.27 08:04modify330.101.087921.090921.09992
1502023.06.27 10:47buy360.101.095130.000000.00000
1512023.06.27 10:47modify360.101.095131.092121.09992
1522023.06.27 10:47modify350.101.094551.092121.09992
1532023.06.27 10:47modify340.101.091531.092121.09992
1542023.06.27 10:47modify330.101.087921.092121.09992
1552023.06.28 14:12s/l330.101.092121.092121.0999238.7711200.30
1562023.06.28 14:12s/l340.101.092121.092121.099923.7511204.05
1572023.06.28 14:12s/l350.101.092121.092121.09992-25.3811178.68
1582023.06.28 14:12s/l360.101.092121.092121.09992-31.1811147.50
1592023.07.21 00:00buy370.101.113750.000000.00000
1602023.07.21 00:00modify370.101.113751.099751.12575
1612023.07.27 13:40s/l370.101.099751.099751.12575-146.4511001.05
1622023.08.02 20:00buy380.101.094240.000000.00000
1632023.08.02 20:00modify380.101.094241.080241.10624
1642023.08.04 12:30buy390.101.097850.000000.00000
1652023.08.04 12:30modify390.101.097851.094841.10624
1662023.08.04 12:30modify380.101.094241.094841.10624
1672023.08.04 13:06buy400.101.100880.000000.00000
1682023.08.04 13:06modify400.101.100881.097241.10624
1692023.08.04 13:06modify390.101.097851.097241.10624
1702023.08.04 13:06modify380.101.094241.097241.10624
1712023.08.04 13:07buy410.101.101440.000000.00000
1722023.08.04 13:07modify410.101.101441.098441.10624
1732023.08.04 13:07modify400.101.100881.098441.10624
1742023.08.04 13:07modify390.101.097851.098441.10624
1752023.08.04 13:07modify380.101.094241.098441.10624
1762023.08.07 05:48s/l380.101.098441.098441.1062436.6211037.67
1772023.08.07 05:48s/l390.101.098441.098441.106244.8211042.49
1782023.08.07 05:48s/l400.101.098441.098441.10624-25.4811017.02
1792023.08.07 05:48s/l410.101.098441.098441.10624-31.0810985.94
1802023.08.10 16:00sell420.101.101520.000000.00000
1812023.08.10 16:00modify420.101.101521.115521.08952
1822023.08.10 17:37sell430.101.097860.000000.00000
1832023.08.10 17:37modify430.101.097861.100921.08952
1842023.08.10 17:37modify420.101.101521.100921.08952
1852023.08.11 16:57sell440.101.094920.000000.00000
1862023.08.11 16:57modify440.101.094921.098521.08952
1872023.08.11 16:57modify430.101.097861.098521.08952
1882023.08.11 16:57modify420.101.101521.098521.08952
1892023.08.11 17:47sell450.101.094320.000000.00000
1902023.08.11 17:47modify450.101.094321.097321.08952
1912023.08.11 17:47modify440.101.094921.097321.08952
1922023.08.11 17:47modify430.101.097861.097321.08952
1932023.08.11 17:47modify420.101.101521.097321.08952
1942023.08.14 13:23t/p420.101.089521.097321.08952121.4911107.43
1952023.08.14 13:23t/p430.101.089521.097321.0895284.8911192.31
1962023.08.14 13:23t/p440.101.089521.097321.0895254.7411247.06
1972023.08.14 13:23t/p450.101.089521.097321.0895248.7411295.80
1982023.08.30 20:00sell460.101.092170.000000.00000
1992023.08.30 20:00modify460.101.092171.106171.08017
2002023.08.31 08:09sell470.101.088570.000000.00000
2012023.08.31 08:09modify470.101.088571.091571.08017
2022023.08.31 08:09modify460.101.092171.091571.08017
2032023.08.31 13:10sell480.101.085560.000000.00000
2042023.08.31 13:10modify480.101.085561.089171.08017
2052023.08.31 13:10modify470.101.088571.089171.08017
2062023.08.31 13:10modify460.101.092171.089171.08017
2072023.08.31 13:42sell490.101.084970.000000.00000
2082023.08.31 13:42modify490.101.084971.087971.08017
2092023.08.31 13:42modify480.101.085561.087971.08017
2102023.08.31 13:42modify470.101.088571.087971.08017
2112023.08.31 13:42modify460.101.092171.087971.08017
2122023.08.31 23:59close at stop490.101.084541.087971.080174.3011300.10
2132023.08.31 23:59close at stop480.101.084541.087971.0801710.2011310.30
2142023.08.31 23:59close at stop470.101.084541.087971.0801740.3011350.60
2152023.08.31 23:59close at stop460.101.084541.087971.0801778.5311429.13