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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 profit2766.95Gross profit3402.64Gross loss-635.69
Profit factor5.35Expected payoff51.24
Absolute drawdown469.49Maximal drawdown536.49 (5.33%)Relative drawdown5.33% (536.49)
Total trades54Short positions (won %)24 (91.67%)Long positions (won %)30 (76.67%)
Profit trades (% of total)45 (83.33%)Loss trades (% of total)9 (16.67%)
Largestprofit trade157.43loss trade-154.30
Averageprofit trade75.61loss trade-70.63
Maximumconsecutive wins (profit in money)21 (1667.69)consecutive losses (loss in money)3 (-357.84)
Maximalconsecutive profit (count of wins)1667.69 (21)consecutive loss (count of losses)-357.84 (3)
Averageconsecutive wins9consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.12 08:00sell10.101.017470.000000.00000
22022.09.12 08:00modify10.101.017471.032471.00247
32022.09.12 13:36sell20.101.010650.000000.00000
42022.09.12 13:36modify20.101.010651.015971.00247
52022.09.12 13:36modify10.101.017471.015971.00247
62022.09.13 09:00s/l10.101.015971.015971.0024715.7410015.74
72022.09.13 09:00s/l20.101.015971.015971.00247-52.469963.29
82022.09.21 08:00buy30.100.991320.000000.00000
92022.09.21 08:00modify30.100.991320.976321.00632
102022.09.23 08:14s/l30.100.976320.976321.00632-154.309808.98
112022.09.23 12:00buy40.100.975410.000000.00000
122022.09.23 12:00modify40.100.975410.960410.99041
132022.09.26 00:58s/l40.100.960410.960410.99041-151.089657.91
142022.10.04 08:00sell50.100.987510.000000.00000
152022.10.04 08:00modify50.100.987511.002510.97251
162022.10.06 15:59sell60.100.980580.000000.00000
172022.10.06 15:59modify60.100.980580.986010.97251
182022.10.06 15:59modify50.100.987510.986010.97251
192022.10.07 06:14sell70.100.978490.000000.00000
202022.10.07 06:14modify70.100.978490.983760.97251
212022.10.07 06:14modify60.100.980580.983760.97251
222022.10.07 06:14modify50.100.987510.983760.97251
232022.10.07 12:30sell80.100.976260.000000.00000
242022.10.07 12:30modify80.100.976260.982260.97251
252022.10.07 12:30modify70.100.978490.982260.97251
262022.10.07 12:30modify60.100.980580.982260.97251
272022.10.07 12:30modify50.100.987510.982260.97251
282022.10.10 05:33t/p50.100.972510.982260.97251154.469812.37
292022.10.10 05:33t/p60.100.972510.982260.9725182.199894.55
302022.10.10 05:33t/p70.100.972510.982260.9725160.549955.10
312022.10.10 05:33t/p80.100.972510.982260.9725138.249993.34
322022.10.14 04:00sell90.100.978690.000000.00000
332022.10.14 04:00modify90.100.978690.993690.96369
342022.10.14 09:44sell100.100.971920.000000.00000
352022.10.14 09:44modify100.100.971920.977190.96369
362022.10.14 09:44modify90.100.978690.977190.96369
372022.10.14 12:56s/l90.100.977190.977190.9636915.0010008.34
382022.10.14 12:56s/l100.100.977190.977190.96369-52.709955.64
392022.10.26 08:00sell110.101.003300.000000.00000
402022.10.26 08:00modify110.101.003301.018300.98830
412022.10.27 18:09sell120.100.996550.000000.00000
422022.10.27 18:09modify120.100.996551.001800.98830
432022.10.27 18:09modify110.101.003301.001800.98830
442022.10.28 07:17sell130.100.994280.000000.00000
452022.10.28 07:17modify130.100.994280.999550.98830
462022.10.28 07:17modify120.100.996550.999550.98830
472022.10.28 07:17modify110.101.003300.999550.98830
482022.10.31 08:16sell140.100.992050.000000.00000
492022.10.31 08:16modify140.100.992050.998050.98830
502022.10.31 08:16modify130.100.994280.998050.98830
512022.10.31 08:16modify120.100.996550.998050.98830
522022.10.31 08:16modify110.101.003300.998050.98830
532022.10.31 15:13t/p110.100.988300.998050.98830153.7210109.36
542022.10.31 15:13t/p120.100.988300.998050.9883083.9910193.34
552022.10.31 15:13t/p130.100.988300.998050.9883060.5410253.89
562022.10.31 15:13t/p140.100.988300.998050.9883037.5010291.39
572022.11.03 08:00buy150.100.978650.000000.00000
582022.11.03 08:00modify150.100.978650.963650.99365
592022.11.04 13:00buy160.100.985410.000000.00000
602022.11.04 13:00modify160.100.985410.980150.99365
612022.11.04 13:00modify150.100.978650.980150.99365
622022.11.04 13:07buy170.100.987680.000000.00000
632022.11.04 13:07modify170.100.987680.982400.99365
642022.11.04 13:07modify160.100.985410.982400.99365
652022.11.04 13:07modify150.100.978650.982400.99365
662022.11.04 14:12buy180.100.989900.000000.00000
672022.11.04 14:12modify180.100.989900.983900.99365
682022.11.04 14:12modify170.100.987680.983900.99365
692022.11.04 14:12modify160.100.985410.983900.99365
702022.11.04 14:12modify150.100.978650.983900.99365
712022.11.04 14:41t/p150.100.993650.983900.99365148.9210440.31
722022.11.04 14:41t/p160.100.993650.983900.9936582.4010522.71
732022.11.04 14:41t/p170.100.993650.983900.9936559.7010582.41
742022.11.04 14:41t/p180.100.993650.983900.9936537.5010619.91
752022.11.10 12:00buy190.100.994740.000000.00000
762022.11.10 12:00modify190.100.994740.979741.00974
772022.11.10 13:30buy200.101.001540.000000.00000
782022.11.10 13:30modify200.101.001540.996241.00974
792022.11.10 13:30modify190.100.994740.996241.00974
802022.11.10 13:30buy210.101.003890.000000.00000
812022.11.10 13:30modify210.101.003890.998491.00974
822022.11.10 13:30modify200.101.001540.998491.00974
832022.11.10 13:30modify190.100.994740.998491.00974
842022.11.10 13:30buy220.101.006000.000000.00000
852022.11.10 13:30modify220.101.006000.999991.00974
862022.11.10 13:30modify210.101.003890.999991.00974
872022.11.10 13:30modify200.101.001540.999991.00974
882022.11.10 13:30modify190.100.994740.999991.00974
892022.11.10 13:35t/p190.101.009740.999991.00974150.0010769.91
902022.11.10 13:35t/p200.101.009740.999991.0097482.0010851.91
912022.11.10 13:35t/p210.101.009740.999991.0097458.5010910.41
922022.11.10 13:35t/p220.101.009740.999991.0097437.4010947.81
932022.11.21 08:00buy230.101.025800.000000.00000
942022.11.21 08:00modify230.101.025801.010801.04080
952022.11.23 02:57buy240.101.032560.000000.00000
962022.11.23 02:57modify240.101.032561.027301.04080
972022.11.23 02:57modify230.101.025801.027301.04080
982022.11.23 07:14buy250.101.034800.000000.00000
992022.11.23 07:14modify250.101.034801.029551.04080
1002022.11.23 07:14modify240.101.032561.029551.04080
1012022.11.23 07:14modify230.101.025801.029551.04080
1022022.11.23 14:52buy260.101.037050.000000.00000
1032022.11.23 14:52modify260.101.037051.031051.04080
1042022.11.23 14:52modify250.101.034801.031051.04080
1052022.11.23 14:52modify240.101.032561.031051.04080
1062022.11.23 14:52modify230.101.025801.031051.04080
1072022.11.23 23:17t/p230.101.040801.031051.04080147.8511095.66
1082022.11.23 23:17t/p240.101.040801.031051.0408082.4011178.06
1092022.11.23 23:17t/p250.101.040801.031051.0408060.0011238.06
1102022.11.23 23:17t/p260.101.040801.031051.0408037.5011275.56
1112022.11.28 12:00sell270.101.047410.000000.00000
1122022.11.28 12:00modify270.101.047411.062411.03241
1132022.11.28 15:39sell280.101.040640.000000.00000
1142022.11.28 15:39modify280.101.040641.045911.03241
1152022.11.28 15:39modify270.101.047411.045911.03241
1162022.11.28 16:20sell290.101.038410.000000.00000
1172022.11.28 16:20modify290.101.038411.043661.03241
1182022.11.28 16:20modify280.101.040641.043661.03241
1192022.11.28 16:20modify270.101.047411.043661.03241
1202022.11.28 18:17sell300.101.036160.000000.00000
1212022.11.28 18:17modify300.101.036161.042161.03241
1222022.11.28 18:17modify290.101.038411.042161.03241
1232022.11.28 18:17modify280.101.040641.042161.03241
1242022.11.28 18:17modify270.101.047411.042161.03241
1252022.11.29 20:10t/p270.101.032411.042161.03241150.7411426.30
1262022.11.29 20:10t/p280.101.032411.042161.0324183.0411509.35
1272022.11.29 20:10t/p290.101.032411.042161.0324160.7411570.09
1282022.11.29 20:10t/p300.101.032411.042161.0324138.2411608.33
1292023.01.03 12:00buy310.101.053110.000000.00000
1302023.01.03 12:00modify310.101.053111.038111.06811
1312023.01.03 14:42buy320.101.059860.000000.00000
1322023.01.03 14:42modify320.101.059861.054611.06811
1332023.01.03 14:42modify310.101.053111.054611.06811
1342023.01.03 16:09s/l310.101.054611.054611.0681115.0011623.33
1352023.01.03 16:09s/l320.101.054611.054611.06811-52.5011570.83
1362023.03.15 12:00buy330.101.059020.000000.00000
1372023.03.15 12:00modify330.101.059021.044021.07402
1382023.03.17 06:53buy340.101.065790.000000.00000
1392023.03.17 06:53modify340.101.065791.060521.07402
1402023.03.17 06:53modify330.101.059021.060521.07402
1412023.03.17 18:49buy350.101.068040.000000.00000
1422023.03.17 18:49modify350.101.068041.062771.07402
1432023.03.17 18:49modify340.101.065791.062771.07402
1442023.03.17 18:49modify330.101.059021.062771.07402
1452023.03.20 11:10buy360.101.070280.000000.00000
1462023.03.20 11:10modify360.101.070281.064271.07402
1472023.03.20 11:10modify350.101.068041.064271.07402
1482023.03.20 11:10modify340.101.065791.064271.07402
1492023.03.20 11:10modify330.101.059021.064271.07402
1502023.03.21 09:40t/p330.101.074021.064271.07402143.5511714.38
1512023.03.21 09:40t/p340.101.074021.064271.0740280.1511794.53
1522023.03.21 09:40t/p350.101.074021.064271.0740257.6511852.18
1532023.03.21 09:40t/p360.101.074021.064271.0740236.3211888.50
1542023.03.23 04:00sell370.101.090070.000000.00000
1552023.03.23 04:00modify370.101.090071.105071.07507
1562023.03.23 18:55sell380.101.083320.000000.00000
1572023.03.23 18:55modify380.101.083321.088571.07507
1582023.03.23 18:55modify370.101.090071.088571.07507
1592023.03.24 08:06sell390.101.081070.000000.00000
1602023.03.24 08:06modify390.101.081071.086321.07507
1612023.03.24 08:06modify380.101.083321.086321.07507
1622023.03.24 08:06modify370.101.090071.086321.07507
1632023.03.24 08:09sell400.101.078820.000000.00000
1642023.03.24 08:09modify400.101.078821.084821.07507
1652023.03.24 08:09modify390.101.081071.084821.07507
1662023.03.24 08:09modify380.101.083321.084821.07507
1672023.03.24 08:09modify370.101.090071.084821.07507
1682023.03.24 09:45t/p370.101.075071.084821.07507150.7412039.24
1692023.03.24 09:45t/p380.101.075071.084821.0750783.2412122.49
1702023.03.24 09:45t/p390.101.075071.084821.0750760.0012182.49
1712023.03.24 09:45t/p400.101.075071.084821.0750737.5012219.99
1722023.03.24 12:00buy410.101.074100.000000.00000
1732023.03.24 12:00modify410.101.074101.059101.08910
1742023.03.27 23:19buy420.101.080860.000000.00000
1752023.03.27 23:19modify420.101.080861.075601.08910
1762023.03.27 23:19modify410.101.074101.075601.08910
1772023.03.28 07:27buy430.101.083100.000000.00000
1782023.03.28 07:27modify430.101.083101.077851.08910
1792023.03.28 07:27modify420.101.080861.077851.08910
1802023.03.28 07:27modify410.101.074101.077851.08910
1812023.03.29 09:33buy440.101.085350.000000.00000
1822023.03.29 09:33modify440.101.085351.079351.08910
1832023.03.29 09:33modify430.101.083101.079351.08910
1842023.03.29 09:33modify420.101.080861.079351.08910
1852023.03.29 09:33modify410.101.074101.079351.08910
1862023.03.30 12:22t/p410.101.089101.079351.08910143.5512363.53
1872023.03.30 12:22t/p420.101.089101.079351.0891077.0212440.55
1882023.03.30 12:22t/p430.101.089101.079351.0891055.7012496.25
1892023.03.30 12:22t/p440.101.089101.079351.0891034.2712530.52
1902023.06.23 08:00buy450.101.087180.000000.00000
1912023.06.23 08:00modify450.101.087181.072181.10218
1922023.06.27 07:01buy460.101.093990.000000.00000
1932023.06.27 07:01modify460.101.093991.088681.10218
1942023.06.27 07:01modify450.101.087181.088681.10218
1952023.06.27 12:36buy470.101.096180.000000.00000
1962023.06.27 12:36modify470.101.096181.090931.10218
1972023.06.27 12:36modify460.101.093991.090931.10218
1982023.06.27 12:36modify450.101.087181.090931.10218
1992023.06.28 14:47s/l450.101.090931.090931.1021834.2712564.80
2002023.06.28 14:47s/l460.101.090931.090931.10218-31.6812533.12
2012023.06.28 14:47s/l470.101.090931.090931.10218-53.5812479.54
2022023.07.13 12:00sell480.101.117420.000000.00000
2032023.07.13 12:00modify480.101.117421.132421.10242
2042023.07.24 07:30sell490.101.110660.000000.00000
2052023.07.24 07:30modify490.101.110661.115921.10242
2062023.07.24 07:30modify480.101.117421.115921.10242
2072023.07.24 07:34sell500.101.108410.000000.00000
2082023.07.24 07:34modify500.101.108411.113671.10242
2092023.07.24 07:34modify490.101.110661.113671.10242
2102023.07.24 07:34modify480.101.117421.113671.10242
2112023.07.24 19:41sell510.101.106170.000000.00000
2122023.07.24 19:41modify510.101.106171.112171.10242
2132023.07.24 19:41modify500.101.108411.112171.10242
2142023.07.24 19:41modify490.101.110661.112171.10242
2152023.07.24 19:41modify480.101.117421.112171.10242
2162023.07.25 14:35t/p480.101.102421.112171.10242157.4312636.98
2172023.07.25 14:35t/p490.101.102421.112171.1024283.1412720.12
2182023.07.25 14:35t/p500.101.102421.112171.1024260.6412780.76
2192023.07.25 14:35t/p510.101.102421.112171.1024238.2412819.01
2202023.07.28 08:00buy520.101.095480.000000.00000
2212023.07.28 08:00modify520.101.095481.080481.11048
2222023.07.28 12:30buy530.101.102290.000000.00000
2232023.07.28 12:30modify530.101.102291.096981.11048
2242023.07.28 12:30modify520.101.095481.096981.11048
2252023.07.28 14:16buy540.101.104480.000000.00000
2262023.07.28 14:16modify540.101.104481.099231.11048
2272023.07.28 14:16modify530.101.102291.099231.11048
2282023.07.28 14:16modify520.101.095481.099231.11048
2292023.08.01 00:27s/l520.101.099231.099231.1104835.3512854.36
2302023.08.01 00:27s/l530.101.099231.099231.11048-32.7512821.60
2312023.08.01 00:27s/l540.101.099231.099231.11048-54.6512766.95