Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=14; 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 test2610Ticks modelled78400Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit2044.75Gross profit2361.70Gross loss-316.95
Profit factor7.45Expected payoff58.42
Absolute drawdown7.30Maximal drawdown225.37 (1.95%)Relative drawdown1.95% (225.37)
Total trades35Short positions (won %)19 (73.68%)Long positions (won %)16 (75.00%)
Profit trades (% of total)26 (74.29%)Loss trades (% of total)9 (25.71%)
Largestprofit trade150.88loss trade-89.78
Averageprofit trade90.83loss trade-35.22
Maximumconsecutive wins (profit in money)9 (805.93)consecutive losses (loss in money)3 (-57.83)
Maximalconsecutive profit (count of wins)805.93 (9)consecutive loss (count of losses)-89.78 (1)
Averageconsecutive wins4consecutive losses2
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 14:40buy20.101.060030.000000.00000
42023.01.03 14:40modify20.101.060031.058361.06811
52023.01.03 14:40modify10.101.053111.058361.06811
62023.01.03 14:55s/l10.101.058361.058361.0681152.5010052.50
72023.01.03 14:55s/l20.101.058361.058361.06811-16.7010035.80
82023.01.06 12:00buy30.101.049720.000000.00000
92023.01.06 12:00modify30.101.049721.040721.06472
102023.01.06 15:20buy40.101.055840.000000.00000
112023.01.06 15:20modify40.101.055841.052721.06472
122023.01.06 15:20modify30.101.049721.052721.06472
132023.01.06 19:33t/p30.101.064721.052721.06472150.0010185.80
142023.01.06 19:33t/p40.101.064721.052721.0647288.8010274.60
152023.03.01 12:00sell50.101.066960.000000.00000
162023.03.01 12:00modify50.101.066961.075961.05196
172023.03.02 13:20sell60.101.059960.000000.00000
182023.03.02 13:20modify60.101.059961.061711.05196
192023.03.02 13:20modify50.101.066961.061711.05196
202023.03.02 13:55sell70.101.058580.000000.00000
212023.03.02 13:55modify70.101.058581.061711.05196
222023.03.02 15:40s/l50.101.061711.061711.0519653.1610327.76
232023.03.02 15:40s/l60.101.061711.061711.05196-17.5010310.26
242023.03.02 15:40s/l70.101.061711.061711.05196-31.3010278.96
252023.03.13 00:00sell80.101.068110.000000.00000
262023.03.13 00:00modify80.101.068111.077111.05311
272023.03.15 10:40sell90.101.061960.000000.00000
282023.03.15 10:40modify90.101.061961.065111.05311
292023.03.15 10:40modify80.101.068111.065111.05311
302023.03.15 11:20sell100.101.061150.000000.00000
312023.03.15 11:20modify100.101.061151.062861.05311
322023.03.15 11:20modify90.101.061961.062861.05311
332023.03.15 11:20modify80.101.068111.062861.05311
342023.03.15 11:30sell110.101.059820.000000.00000
352023.03.15 11:30modify110.101.059821.062861.05311
362023.03.15 13:40t/p80.101.053111.062861.05311150.4410429.40
372023.03.15 13:40t/p90.101.053111.062861.0531188.5010517.90
382023.03.15 13:40t/p100.101.053111.062861.0531180.4010598.30
392023.03.15 13:40t/p110.101.053111.062861.0531167.1010665.40
402023.03.21 12:00sell120.101.077870.000000.00000
412023.03.21 12:00modify120.101.077871.086871.06287
422023.03.22 18:30s/l120.101.086871.086871.06287-89.7810575.62
432023.03.24 12:00buy130.101.074100.000000.00000
442023.03.24 12:00modify130.101.074101.065101.08910
452023.03.27 19:40buy140.101.080160.000000.00000
462023.03.27 19:40modify140.101.080161.077101.08910
472023.03.27 19:40modify130.101.074101.077101.08910
482023.03.27 23:40buy150.101.081060.000000.00000
492023.03.27 23:40modify150.101.081061.079351.08910
502023.03.27 23:40modify140.101.080161.079351.08910
512023.03.27 23:40modify130.101.074101.079351.08910
522023.03.28 08:05buy160.101.082590.000000.00000
532023.03.28 08:05modify160.101.082591.079351.08910
542023.03.30 12:20t/p130.101.089101.079351.08910146.1510721.76
552023.03.30 12:20t/p140.101.089101.079351.0891086.1910807.95
562023.03.30 12:20t/p150.101.089101.079351.0891077.1910885.14
572023.03.30 12:20t/p160.101.089101.079351.0891062.5310947.67
582023.04.03 00:00buy170.101.080540.000000.00000
592023.04.03 00:00modify170.101.080541.071541.09554
602023.04.03 10:40buy180.101.087500.000000.00000
612023.04.03 10:40modify180.101.087501.085791.09554
622023.04.03 10:40modify170.101.080541.085791.09554
632023.04.03 11:10buy190.101.086680.000000.00000
642023.04.03 11:10modify190.101.086681.083541.09554
652023.04.03 11:15modify190.101.086681.085791.09554
662023.04.03 13:30buy200.101.089090.000000.00000
672023.04.03 13:30modify200.101.089091.085791.09554
682023.04.04 14:33t/p170.101.095541.085791.09554149.3611097.03
692023.04.04 14:33t/p180.101.095541.085791.0955479.7611176.79
702023.04.04 14:33t/p190.101.095541.085791.0955487.9611264.75
712023.04.04 14:33t/p200.101.095541.085791.0955463.8611328.61
722023.06.16 12:00sell210.101.096020.000000.00000
732023.06.16 12:00modify210.101.096021.105021.08102
742023.06.20 14:40sell220.101.089210.000000.00000
752023.06.20 14:40modify220.101.089211.090771.08102
762023.06.20 14:40modify210.101.096021.090771.08102
772023.06.20 15:06s/l210.101.090771.090771.0810252.9411381.54
782023.06.20 15:06s/l220.101.090771.090771.08102-15.6011365.94
792023.06.23 08:00buy230.101.087180.000000.00000
802023.06.23 08:00modify230.101.087181.078181.10218
812023.06.27 03:40buy240.101.093200.000000.00000
822023.06.27 03:40modify240.101.093201.090181.10218
832023.06.27 03:40modify230.101.087181.090181.10218
842023.06.27 07:30buy250.101.094100.000000.00000
852023.06.27 07:30modify250.101.094101.092431.10218
862023.06.27 07:30modify240.101.093201.092431.10218
872023.06.27 07:30modify230.101.087181.092431.10218
882023.06.27 10:40buy260.101.095580.000000.00000
892023.06.27 10:40modify260.101.095581.092431.10218
902023.06.28 13:15s/l230.101.092431.092431.1021850.5711416.52
912023.06.28 13:15s/l240.101.092431.092431.10218-8.3411408.18
922023.06.28 13:15s/l250.101.092431.092431.10218-17.3411390.83
932023.06.28 13:15s/l260.101.092431.092431.10218-32.1411358.69
942023.09.29 08:00sell270.101.060630.000000.00000
952023.09.29 08:00modify270.101.060631.069631.04563
962023.10.02 09:30sell280.101.054480.000000.00000
972023.10.02 09:30modify280.101.054481.057631.04563
982023.10.02 09:30modify270.101.060631.057631.04563
992023.10.02 09:50sell290.101.053720.000000.00000
1002023.10.02 09:50modify290.101.053721.055381.04563
1012023.10.02 09:50modify280.101.054481.055381.04563
1022023.10.02 09:50modify270.101.060631.055381.04563
1032023.10.02 13:30sell300.101.052140.000000.00000
1042023.10.02 13:30modify300.101.052141.055381.04563
1052023.10.03 14:40t/p270.101.045631.055381.04563150.4411509.13
1062023.10.03 14:40t/p280.101.045631.055381.0456388.7211597.85
1072023.10.03 14:40t/p290.101.045631.055381.0456381.1211678.97
1082023.10.03 14:40t/p300.101.045631.055381.0456365.3211744.29
1092023.10.24 04:00sell310.101.068250.000000.00000
1102023.10.24 04:00modify310.101.068251.077251.05325
1112023.10.24 10:40sell320.101.062170.000000.00000
1122023.10.24 10:40modify320.101.062171.065251.05325
1132023.10.24 10:40modify310.101.068251.065251.05325
1142023.10.24 12:40sell330.101.061210.000000.00000
1152023.10.24 12:40modify330.101.061211.063001.05325
1162023.10.24 12:40modify320.101.062171.063001.05325
1172023.10.24 12:40modify310.101.068251.063001.05325
1182023.10.24 13:50sell340.101.059890.000000.00000
1192023.10.24 13:50modify340.101.059891.063001.05325
1202023.10.26 12:06t/p310.101.053251.063001.05325150.8811895.17
1212023.10.26 12:06t/p320.101.053251.063001.0532590.0811985.24
1222023.10.26 12:06t/p330.101.053251.063001.0532580.4812065.72
1232023.10.26 12:06t/p340.101.053251.063001.0532567.2812133.00
1242023.12.14 12:00sell350.101.092950.000000.00000
1252023.12.14 12:00modify350.101.092951.101951.07795
1262023.12.22 10:40s/l350.101.101951.101951.07795-88.2512044.75