Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test1918Ticks modelled28815962Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2175.88Gross profit2387.32Gross loss-211.45
Profit factor11.29Expected payoff60.44
Absolute drawdown15.20Maximal drawdown205.20 (1.81%)Relative drawdown1.81% (198.91)
Total trades36Short positions (won %)18 (77.78%)Long positions (won %)18 (83.33%)
Profit trades (% of total)29 (80.56%)Loss trades (% of total)7 (19.44%)
Largestprofit trade150.88loss trade-89.78
Averageprofit trade82.32loss trade-30.21
Maximumconsecutive wins (profit in money)9 (750.59)consecutive losses (loss in money)2 (-22.60)
Maximalconsecutive profit (count of wins)750.59 (9)consecutive loss (count of losses)-89.78 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00buy10.101.053110.000000.00000
22023.01.03 12:00modify10.101.053111.044111.06811
32023.01.03 14:41buy20.101.059140.000000.00000
42023.01.03 14:41modify20.101.059141.056111.06811
52023.01.03 14:41modify10.101.053111.056111.06811
62023.01.03 15:54s/l10.101.056111.056111.0681130.0010030.00
72023.01.03 15:54s/l20.101.056111.056111.06811-30.309999.70
82023.01.06 12:00buy30.101.049720.000000.00000
92023.01.06 12:00modify30.101.049721.040721.06472
102023.01.06 15:05buy40.101.055790.000000.00000
112023.01.06 15:05modify40.101.055791.052721.06472
122023.01.06 15:05modify30.101.049721.052721.06472
132023.01.06 15:13buy50.101.057970.000000.00000
142023.01.06 15:13modify50.101.057971.055721.06472
152023.01.06 15:13modify40.101.055791.055721.06472
162023.01.06 15:13modify30.101.049721.055721.06472
172023.01.06 15:16buy60.101.058740.000000.00000
182023.01.06 15:16modify60.101.058741.056471.06472
192023.01.06 15:16modify50.101.057971.056471.06472
202023.01.06 15:16modify40.101.055791.056471.06472
212023.01.06 15:16modify30.101.049721.056471.06472
222023.01.06 19:12t/p30.101.064721.056471.06472150.0010149.70
232023.01.06 19:12t/p40.101.064721.056471.0647289.3010239.00
242023.01.06 19:12t/p50.101.064721.056471.0647267.5010306.50
252023.01.06 19:12t/p60.101.064721.056471.0647259.8010366.30
262023.03.01 12:00sell70.101.066960.000000.00000
272023.03.01 12:00modify70.101.066961.075961.05196
282023.03.02 12:48sell80.101.060950.000000.00000
292023.03.02 12:48modify80.101.060951.063961.05196
302023.03.02 12:48modify70.101.066961.063961.05196
312023.03.02 13:51sell90.101.058710.000000.00000
322023.03.02 13:51modify90.101.058711.060961.05196
332023.03.02 13:51modify80.101.060951.060961.05196
342023.03.02 13:51modify70.101.066961.060961.05196
352023.03.02 14:54s/l70.101.060961.060961.0519660.6610426.96
362023.03.02 14:54s/l80.101.060961.060961.05196-0.1010426.86
372023.03.02 14:54s/l90.101.060961.060961.05196-22.5010404.36
382023.03.13 00:00sell100.101.068110.000000.00000
392023.03.13 00:00modify100.101.068111.077111.05311
402023.03.15 10:54sell110.101.062110.000000.00000
412023.03.15 10:54modify110.101.062111.065111.05311
422023.03.15 10:54modify100.101.068111.065111.05311
432023.03.15 11:21sell120.101.059830.000000.00000
442023.03.15 11:21modify120.101.059831.062111.05311
452023.03.15 11:21modify110.101.062111.062111.05311
462023.03.15 11:21modify100.101.068111.062111.05311
472023.03.15 11:22sell130.101.059110.000000.00000
482023.03.15 11:22modify130.101.059111.061361.05311
492023.03.15 11:22modify120.101.059831.061361.05311
502023.03.15 11:22modify110.101.062111.061361.05311
512023.03.15 11:22modify100.101.068111.061361.05311
522023.03.15 13:29t/p100.101.053111.061361.05311150.4410554.80
532023.03.15 13:29t/p110.101.053111.061361.0531190.0010644.80
542023.03.15 13:29t/p120.101.053111.061361.0531167.2010712.00
552023.03.15 13:29t/p130.101.053111.061361.0531160.0010772.00
562023.03.21 12:00sell140.101.077870.000000.00000
572023.03.21 12:00modify140.101.077871.086871.06287
582023.03.22 18:37s/l140.101.086871.086871.06287-89.7810682.22
592023.03.24 12:00buy150.101.074100.000000.00000
602023.03.24 12:00modify150.101.074101.065101.08910
612023.03.27 19:01buy160.101.080100.000000.00000
622023.03.27 19:01modify160.101.080101.077101.08910
632023.03.27 19:01modify150.101.074101.077101.08910
642023.03.28 07:26buy170.101.082370.000000.00000
652023.03.28 07:26modify170.101.082371.080101.08910
662023.03.28 07:26modify160.101.080101.080101.08910
672023.03.28 07:26modify150.101.074101.080101.08910
682023.03.28 07:27buy180.101.083100.000000.00000
692023.03.28 07:27modify180.101.083101.080851.08910
702023.03.28 07:27modify170.101.082371.080851.08910
712023.03.28 07:27modify160.101.080101.080851.08910
722023.03.28 07:27modify150.101.074101.080851.08910
732023.03.30 12:22t/p150.101.089101.080851.08910146.1510828.36
742023.03.30 12:22t/p160.101.089101.080851.0891086.7910915.15
752023.03.30 12:22t/p170.101.089101.080851.0891064.7310979.88
762023.03.30 12:22t/p180.101.089101.080851.0891057.4311037.32
772023.04.03 00:00buy190.101.080540.000000.00000
782023.04.03 00:00modify190.101.080541.071541.09554
792023.04.03 10:24buy200.101.086550.000000.00000
802023.04.03 10:24modify200.101.086551.083541.09554
812023.04.03 10:24modify190.101.080541.083541.09554
822023.04.03 13:40buy210.101.088790.000000.00000
832023.04.03 13:40modify210.101.088791.086541.09554
842023.04.03 13:40modify200.101.086551.086541.09554
852023.04.03 13:40modify190.101.080541.086541.09554
862023.04.03 13:49buy220.101.089540.000000.00000
872023.04.03 13:49modify220.101.089541.087291.09554
882023.04.03 13:49modify210.101.088791.087291.09554
892023.04.03 13:49modify200.101.086551.087291.09554
902023.04.03 13:49modify190.101.080541.087291.09554
912023.04.04 14:29t/p190.101.095541.087291.09554149.3611186.67
922023.04.04 14:29t/p200.101.095541.087291.0955489.2611275.93
932023.04.04 14:29t/p210.101.095541.087291.0955466.8611342.79
942023.04.04 14:29t/p220.101.095541.087291.0955459.3611402.15
952023.06.16 12:00sell230.101.096020.000000.00000
962023.06.16 12:00modify230.101.096021.105021.08102
972023.06.20 14:28sell240.101.090000.000000.00000
982023.06.20 14:28modify240.101.090001.093021.08102
992023.06.20 14:28modify230.101.096021.093021.08102
1002023.06.21 08:16s/l230.101.093021.093021.0810230.6611432.81
1012023.06.21 08:16s/l240.101.093021.093021.08102-29.9811402.82
1022023.06.23 08:00buy250.101.087180.000000.00000
1032023.06.23 08:00modify250.101.087181.078181.10218
1042023.06.27 01:49buy260.101.093180.000000.00000
1052023.06.27 01:49modify260.101.093181.090181.10218
1062023.06.27 01:49modify250.101.087181.090181.10218
1072023.06.27 10:55buy270.101.095430.000000.00000
1082023.06.27 10:55modify270.101.095431.093181.10218
1092023.06.27 10:55modify260.101.093181.093181.10218
1102023.06.27 10:55modify250.101.087181.093181.10218
1112023.06.27 12:36buy280.101.096180.000000.00000
1122023.06.27 12:36modify280.101.096181.093931.10218
1132023.06.27 12:36modify270.101.095431.093931.10218
1142023.06.27 12:36modify260.101.093181.093931.10218
1152023.06.27 12:36modify250.101.087181.093931.10218
1162023.06.28 06:55s/l250.101.093931.093931.1021865.5711468.40
1172023.06.28 06:55s/l260.101.093931.093931.102186.8611475.26
1182023.06.28 06:55s/l270.101.093931.093931.10218-15.6411459.61
1192023.06.28 06:55s/l280.101.093931.093931.10218-23.1411436.47
1202023.09.29 08:00sell290.101.060630.000000.00000
1212023.09.29 08:00modify290.101.060631.069631.04563
1222023.10.02 09:30sell300.101.054630.000000.00000
1232023.10.02 09:30modify300.101.054631.057631.04563
1242023.10.02 09:30modify290.101.060631.057631.04563
1252023.10.02 13:20sell310.101.052380.000000.00000
1262023.10.02 13:20modify310.101.052381.054631.04563
1272023.10.02 13:20modify300.101.054631.054631.04563
1282023.10.02 13:20modify290.101.060631.054631.04563
1292023.10.02 13:52sell320.101.051620.000000.00000
1302023.10.02 13:52modify320.101.051621.053881.04563
1312023.10.02 13:52modify310.101.052381.053881.04563
1322023.10.02 13:52modify300.101.054631.053881.04563
1332023.10.02 13:52modify290.101.060631.053881.04563
1342023.10.03 14:02t/p290.101.045631.053881.04563150.4411586.91
1352023.10.03 14:02t/p300.101.045631.053881.0456390.2211677.13
1362023.10.03 14:02t/p310.101.045631.053881.0456367.7211744.85
1372023.10.03 14:02t/p320.101.045631.053881.0456360.1211804.97
1382023.10.24 04:00sell330.101.068250.000000.00000
1392023.10.24 04:00modify330.101.068251.077251.05325
1402023.10.24 10:57sell340.101.062240.000000.00000
1412023.10.24 10:57modify340.101.062241.065251.05325
1422023.10.24 10:57modify330.101.068251.065251.05325
1432023.10.24 13:45sell350.101.060000.000000.00000
1442023.10.24 13:45modify350.101.060001.062251.05325
1452023.10.24 13:45modify340.101.062241.062251.05325
1462023.10.24 13:45modify330.101.068251.062251.05325
1472023.10.24 14:42sell360.101.059250.000000.00000
1482023.10.24 14:42modify360.101.059251.061501.05325
1492023.10.24 14:42modify350.101.060001.061501.05325
1502023.10.24 14:42modify340.101.062241.061501.05325
1512023.10.24 14:42modify330.101.068251.061501.05325
1522023.10.26 12:30t/p330.101.053251.061501.05325150.8811955.85
1532023.10.26 12:30t/p340.101.053251.061501.0532590.7812046.62
1542023.10.26 12:30t/p350.101.053251.061501.0532568.3812115.00
1552023.10.26 12:30t/p360.101.053251.061501.0532560.8812175.88