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)
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=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 test1909Ticks modelled27393485Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2205.35Gross profit2536.70Gross loss-331.35
Profit factor7.66Expected payoff55.13
Absolute drawdown7.30Maximal drawdown225.37 (1.92%)Relative drawdown1.99% (209.96)
Total trades40Short positions (won %)21 (66.67%)Long positions (won %)19 (73.68%)
Profit trades (% of total)28 (70.00%)Loss trades (% of total)12 (30.00%)
Largestprofit trade150.88loss trade-89.78
Averageprofit trade90.60loss trade-27.61
Maximumconsecutive wins (profit in money)9 (817.03)consecutive losses (loss in money)3 (-52.60)
Maximalconsecutive profit (count of wins)817.03 (9)consecutive loss (count of losses)-89.78 (1)
Averageconsecutive wins5consecutive 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 14:41buy20.101.059140.000000.00000
42023.01.03 14:41modify20.101.059141.056111.06811
52023.01.03 14:41modify10.101.053111.056111.06811
62023.01.03 14:42buy30.101.059860.000000.00000
72023.01.03 14:42modify30.101.059861.058361.06811
82023.01.03 14:42modify20.101.059141.058361.06811
92023.01.03 14:42modify10.101.053111.058361.06811
102023.01.03 14:48s/l10.101.058361.058361.0681152.5010052.50
112023.01.03 14:48s/l20.101.058361.058361.06811-7.8010044.70
122023.01.03 14:48s/l30.101.058361.058361.06811-15.0010029.70
132023.01.06 12:00buy40.101.049720.000000.00000
142023.01.06 12:00modify40.101.049721.040721.06472
152023.01.06 15:05buy50.101.055790.000000.00000
162023.01.06 15:05modify50.101.055791.052721.06472
172023.01.06 15:05modify40.101.049721.052721.06472
182023.01.06 15:10buy60.101.056480.000000.00000
192023.01.06 15:10modify60.101.056481.054971.06472
202023.01.06 15:10modify50.101.055791.054971.06472
212023.01.06 15:10modify40.101.049721.054971.06472
222023.01.06 15:13buy70.101.057970.000000.00000
232023.01.06 15:13modify70.101.057971.054971.06472
242023.01.06 19:12t/p40.101.064721.054971.06472150.0010179.70
252023.01.06 19:12t/p50.101.064721.054971.0647289.3010269.00
262023.01.06 19:12t/p60.101.064721.054971.0647282.4010351.40
272023.01.06 19:12t/p70.101.064721.054971.0647267.5010418.90
282023.03.01 12:00sell80.101.066960.000000.00000
292023.03.01 12:00modify80.101.066961.075961.05196
302023.03.02 12:48sell90.101.060950.000000.00000
312023.03.02 12:48modify90.101.060951.063961.05196
322023.03.02 12:48modify80.101.066961.063961.05196
332023.03.02 13:17sell100.101.060210.000000.00000
342023.03.02 13:17modify100.101.060211.061711.05196
352023.03.02 13:17modify90.101.060951.061711.05196
362023.03.02 13:17modify80.101.066961.061711.05196
372023.03.02 13:51sell110.101.058710.000000.00000
382023.03.02 13:51modify110.101.058711.061711.05196
392023.03.02 15:55s/l80.101.061711.061711.0519653.1610472.06
402023.03.02 15:55s/l90.101.061711.061711.05196-7.6010464.46
412023.03.02 15:55s/l100.101.061711.061711.05196-15.0010449.46
422023.03.02 15:55s/l110.101.061711.061711.05196-30.0010419.46
432023.03.13 00:00sell120.101.068110.000000.00000
442023.03.13 00:00modify120.101.068111.077111.05311
452023.03.15 10:54sell130.101.062110.000000.00000
462023.03.15 10:54modify130.101.062111.065111.05311
472023.03.15 10:54modify120.101.068111.065111.05311
482023.03.15 11:08sell140.101.061360.000000.00000
492023.03.15 11:08modify140.101.061361.062861.05311
502023.03.15 11:08modify130.101.062111.062861.05311
512023.03.15 11:08modify120.101.068111.062861.05311
522023.03.15 11:21sell150.101.059830.000000.00000
532023.03.15 11:21modify150.101.059831.062861.05311
542023.03.15 13:29t/p120.101.053111.062861.05311150.4410569.90
552023.03.15 13:29t/p130.101.053111.062861.0531190.0010659.90
562023.03.15 13:29t/p140.101.053111.062861.0531182.5010742.40
572023.03.15 13:29t/p150.101.053111.062861.0531167.2010809.60
582023.03.21 12:00sell160.101.077870.000000.00000
592023.03.21 12:00modify160.101.077871.086871.06287
602023.03.22 18:37s/l160.101.086871.086871.06287-89.7810719.82
612023.03.24 12:00buy170.101.074100.000000.00000
622023.03.24 12:00modify170.101.074101.065101.08910
632023.03.27 19:01buy180.101.080100.000000.00000
642023.03.27 19:01modify180.101.080101.077101.08910
652023.03.27 19:01modify170.101.074101.077101.08910
662023.03.27 23:19buy190.101.080860.000000.00000
672023.03.27 23:19modify190.101.080861.079351.08910
682023.03.27 23:19modify180.101.080101.079351.08910
692023.03.27 23:19modify170.101.074101.079351.08910
702023.03.28 07:26buy200.101.082370.000000.00000
712023.03.28 07:26modify200.101.082371.079351.08910
722023.03.30 12:22t/p170.101.089101.079351.08910146.1510865.96
732023.03.30 12:22t/p180.101.089101.079351.0891086.7910952.75
742023.03.30 12:22t/p190.101.089101.079351.0891079.1911031.94
752023.03.30 12:22t/p200.101.089101.079351.0891064.7311096.67
762023.04.03 00:00buy210.101.080540.000000.00000
772023.04.03 00:00modify210.101.080541.071541.09554
782023.04.03 10:24buy220.101.086550.000000.00000
792023.04.03 10:24modify220.101.086551.083541.09554
802023.04.03 10:24modify210.101.080541.083541.09554
812023.04.03 10:26buy230.101.087300.000000.00000
822023.04.03 10:26modify230.101.087301.085791.09554
832023.04.03 10:26modify220.101.086551.085791.09554
842023.04.03 10:26modify210.101.080541.085791.09554
852023.04.03 13:40buy240.101.088790.000000.00000
862023.04.03 13:40modify240.101.088791.085791.09554
872023.04.04 14:29t/p210.101.095541.085791.09554149.3611246.03
882023.04.04 14:29t/p220.101.095541.085791.0955489.2611335.29
892023.04.04 14:29t/p230.101.095541.085791.0955481.7611417.05
902023.04.04 14:29t/p240.101.095541.085791.0955466.8611483.91
912023.06.16 12:00sell250.101.096020.000000.00000
922023.06.16 12:00modify250.101.096021.105021.08102
932023.06.20 14:28sell260.101.090000.000000.00000
942023.06.20 14:28modify260.101.090001.093021.08102
952023.06.20 14:28modify250.101.096021.093021.08102
962023.06.20 14:45sell270.101.089250.000000.00000
972023.06.20 14:45modify270.101.089251.090771.08102
982023.06.20 14:45modify260.101.090001.090771.08102
992023.06.20 14:45modify250.101.096021.090771.08102
1002023.06.20 15:03s/l250.101.090771.090771.0810252.9411536.84
1012023.06.20 15:03s/l260.101.090771.090771.08102-7.7011529.14
1022023.06.20 15:03s/l270.101.090771.090771.08102-15.2011513.94
1032023.06.23 08:00buy280.101.087180.000000.00000
1042023.06.23 08:00modify280.101.087181.078181.10218
1052023.06.27 01:49buy290.101.093180.000000.00000
1062023.06.27 01:49modify290.101.093181.090181.10218
1072023.06.27 01:49modify280.101.087181.090181.10218
1082023.06.27 07:01buy300.101.093990.000000.00000
1092023.06.27 07:01modify300.101.093991.092431.10218
1102023.06.27 07:01modify290.101.093181.092431.10218
1112023.06.27 07:01modify280.101.087181.092431.10218
1122023.06.27 10:55buy310.101.095430.000000.00000
1132023.06.27 10:55modify310.101.095431.092431.10218
1142023.06.28 13:13s/l280.101.092431.092431.1021850.5711564.52
1152023.06.28 13:13s/l290.101.092431.092431.10218-8.1411556.38
1162023.06.28 13:13s/l300.101.092431.092431.10218-16.2411540.13
1172023.06.28 13:13s/l310.101.092431.092431.10218-30.6411509.49
1182023.09.29 08:00sell320.101.060630.000000.00000
1192023.09.29 08:00modify320.101.060631.069631.04563
1202023.10.02 09:30sell330.101.054630.000000.00000
1212023.10.02 09:30modify330.101.054631.057631.04563
1222023.10.02 09:30modify320.101.060631.057631.04563
1232023.10.02 09:52sell340.101.053870.000000.00000
1242023.10.02 09:52modify340.101.053871.055381.04563
1252023.10.02 09:52modify330.101.054631.055381.04563
1262023.10.02 09:52modify320.101.060631.055381.04563
1272023.10.02 13:20sell350.101.052380.000000.00000
1282023.10.02 13:20modify350.101.052381.055381.04563
1292023.10.03 14:02t/p320.101.045631.055381.04563150.4411659.93
1302023.10.03 14:02t/p330.101.045631.055381.0456390.2211750.15
1312023.10.03 14:02t/p340.101.045631.055381.0456382.6211832.77
1322023.10.03 14:02t/p350.101.045631.055381.0456367.7211900.49
1332023.10.24 04:00sell360.101.068250.000000.00000
1342023.10.24 04:00modify360.101.068251.077251.05325
1352023.10.24 10:57sell370.101.062240.000000.00000
1362023.10.24 10:57modify370.101.062241.065251.05325
1372023.10.24 10:57modify360.101.068251.065251.05325
1382023.10.24 12:53sell380.101.061470.000000.00000
1392023.10.24 12:53modify380.101.061471.063001.05325
1402023.10.24 12:53modify370.101.062241.063001.05325
1412023.10.24 12:53modify360.101.068251.063001.05325
1422023.10.24 13:45sell390.101.060000.000000.00000
1432023.10.24 13:45modify390.101.060001.063001.05325
1442023.10.26 12:30t/p360.101.053251.063001.05325150.8812051.37
1452023.10.26 12:30t/p370.101.053251.063001.0532590.7812142.14
1462023.10.26 12:30t/p380.101.053251.063001.0532583.0812225.22
1472023.10.26 12:30t/p390.101.053251.063001.0532568.3812293.60
1482023.12.14 12:00sell400.101.092950.000000.00000
1492023.12.14 12:00modify400.101.092951.101951.07795
1502023.12.22 10:26s/l400.101.101951.101951.07795-88.2512205.35