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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled78399Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit850.93Gross profit1081.94Gross loss-231.01
Profit factor4.68Expected payoff28.36
Absolute drawdown11.60Maximal drawdown344.01 (3.30%)Relative drawdown3.30% (344.01)
Total trades30Short positions (won %)21 (80.95%)Long positions (won %)9 (55.56%)
Profit trades (% of total)22 (73.33%)Loss trades (% of total)8 (26.67%)
Largestprofit trade100.44loss trade-71.28
Averageprofit trade49.18loss trade-28.88
Maximumconsecutive wins (profit in money)9 (470.35)consecutive losses (loss in money)4 (-148.85)
Maximalconsecutive profit (count of wins)470.35 (9)consecutive loss (count of losses)-148.85 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.04.14 08:00sell10.101.106530.000000.00000
22023.04.14 08:00modify10.101.106531.113531.09653
32023.04.14 13:20sell20.101.102990.000000.00000
42023.04.14 13:20modify20.101.102991.106031.09653
52023.04.14 13:20modify10.101.106531.106031.09653
62023.04.14 15:10sell30.101.100320.000000.00000
72023.04.14 15:10modify30.101.100321.104031.09653
82023.04.14 15:10modify20.101.102991.104031.09653
92023.04.14 15:10modify10.101.106531.104031.09653
102023.04.14 17:35sell40.101.098470.000000.00000
112023.04.14 17:35modify40.101.098471.103031.09653
122023.04.14 17:35modify30.101.100321.103031.09653
132023.04.14 17:35modify20.101.102991.103031.09653
142023.04.14 17:35modify10.101.106531.103031.09653
152023.04.17 01:40t/p10.101.096531.103031.09653100.2210100.22
162023.04.17 01:40t/p20.101.096531.103031.0965364.8210165.04
172023.04.17 01:40t/p30.101.096531.103031.0965338.1210203.16
182023.04.17 01:40t/p40.101.096531.103031.0965319.6210222.78
192023.06.23 12:00buy50.101.087920.000000.00000
202023.06.23 12:00modify50.101.087921.080921.09792
212023.06.26 11:30buy60.101.091680.000000.00000
222023.06.26 11:30modify60.101.091681.088421.09792
232023.06.26 11:30modify50.101.087921.088421.09792
242023.06.27 07:30buy70.101.094100.000000.00000
252023.06.27 07:30modify70.101.094101.090421.09792
262023.06.27 07:30modify60.101.091681.090421.09792
272023.06.27 07:30modify50.101.087921.090421.09792
282023.06.27 12:20buy80.101.095980.000000.00000
292023.06.27 12:20modify80.101.095981.091421.09792
302023.06.27 12:20modify70.101.094101.091421.09792
312023.06.27 12:20modify60.101.091681.091421.09792
322023.06.27 12:20modify50.101.087921.091421.09792
332023.06.28 14:30s/l50.101.091421.091421.0979233.0710255.85
342023.06.28 14:30s/l60.101.091421.091421.09792-3.8810251.97
352023.06.28 14:30s/l70.101.091421.091421.09792-27.4410224.52
362023.06.28 14:30s/l80.101.091421.091421.09792-46.2410178.28
372023.07.21 16:00buy90.101.112250.000000.00000
382023.07.21 16:00modify90.101.112251.105251.12225
392023.07.25 09:30s/l90.101.105251.105251.12225-71.2810107.00
402023.08.10 16:00sell100.101.101520.000000.00000
412023.08.10 16:00modify100.101.101521.108521.09152
422023.08.10 17:50sell110.101.097960.000000.00000
432023.08.10 17:50modify110.101.097961.101021.09152
442023.08.10 17:50modify100.101.101521.101021.09152
452023.08.11 13:40sell120.101.095480.000000.00000
462023.08.11 13:40modify120.101.095481.099021.09152
472023.08.11 13:40modify110.101.097961.099021.09152
482023.08.11 13:40modify100.101.101521.099021.09152
492023.08.14 01:30sell130.101.093460.000000.00000
502023.08.14 01:30modify130.101.093461.098021.09152
512023.08.14 01:30modify120.101.095481.098021.09152
522023.08.14 01:30modify110.101.097961.098021.09152
532023.08.14 01:30modify100.101.101521.098021.09152
542023.08.14 12:40t/p100.101.091521.098021.09152100.4410207.44
552023.08.14 12:40t/p110.101.091521.098021.0915264.8410272.28
562023.08.14 12:40t/p120.101.091521.098021.0915239.8210312.09
572023.08.14 12:40t/p130.101.091521.098021.0915219.4010331.49
582023.09.28 08:00buy140.101.051140.000000.00000
592023.09.28 08:00modify140.101.051141.044141.06114
602023.09.28 11:30buy150.101.054820.000000.00000
612023.09.28 11:30modify150.101.054821.051641.06114
622023.09.28 11:30modify140.101.051141.051641.06114
632023.09.29 01:20buy160.101.057140.000000.00000
642023.09.29 01:20modify160.101.057141.053641.06114
652023.09.29 01:20modify150.101.054821.053641.06114
662023.09.29 01:20modify140.101.051141.053641.06114
672023.09.29 06:55buy170.101.059290.000000.00000
682023.09.29 06:55modify170.101.059291.054641.06114
692023.09.29 06:55modify160.101.057141.054641.06114
702023.09.29 06:55modify150.101.054821.054641.06114
712023.09.29 06:55modify140.101.051141.054641.06114
722023.09.29 08:30t/p140.101.061141.054641.0611499.3610430.85
732023.09.29 08:30t/p150.101.061141.054641.0611462.5610493.41
742023.09.29 08:30t/p160.101.061141.054641.0611440.0010533.41
752023.09.29 08:30t/p170.101.061141.054641.0611418.5010551.91
762023.11.06 08:00sell180.101.073330.000000.00000
772023.11.06 08:00modify180.101.073331.080331.06333
782023.11.07 07:20sell190.101.069780.000000.00000
792023.11.07 07:20modify190.101.069781.072831.06333
802023.11.07 07:20modify180.101.073331.072831.06333
812023.11.07 11:30sell200.101.067190.000000.00000
822023.11.07 11:30modify200.101.067191.070831.06333
832023.11.07 11:30modify190.101.069781.070831.06333
842023.11.07 11:30modify180.101.073331.070831.06333
852023.11.08 15:40s/l180.101.070831.070831.0633325.4410577.35
862023.11.08 15:40s/l190.101.070831.070831.06333-10.2810567.07
872023.11.08 15:40s/l200.101.070831.070831.06333-36.1810530.89
882023.11.15 08:00sell210.101.087280.000000.00000
892023.11.15 08:00modify210.101.087281.094281.07728
902023.11.15 14:55sell220.101.083600.000000.00000
912023.11.15 14:55modify220.101.083601.086781.07728
922023.11.15 14:55modify210.101.087281.086781.07728
932023.11.15 15:40s/l210.101.086781.086781.077285.0010535.89
942023.11.15 15:40s/l220.101.086781.086781.07728-31.8010504.09
952023.12.15 08:00sell230.101.099380.000000.00000
962023.12.15 08:00modify230.101.099381.106381.08938
972023.12.15 09:00sell240.101.095600.000000.00000
982023.12.15 09:00modify240.101.095601.098881.08938
992023.12.15 09:00modify230.101.099381.098881.08938
1002023.12.15 13:20sell250.101.093220.000000.00000
1012023.12.15 13:20modify250.101.093221.096881.08938
1022023.12.15 13:20modify240.101.095601.096881.08938
1032023.12.15 13:20modify230.101.099381.096881.08938
1042023.12.15 14:05sell260.101.091190.000000.00000
1052023.12.15 14:05modify260.101.091191.095881.08938
1062023.12.15 14:05modify250.101.093221.095881.08938
1072023.12.15 14:05modify240.101.095601.095881.08938
1082023.12.15 14:05modify230.101.099381.095881.08938
1092023.12.15 18:40t/p230.101.089381.095881.08938100.0010604.09
1102023.12.15 18:40t/p240.101.089381.095881.0893862.2010666.29
1112023.12.15 18:40t/p250.101.089381.095881.0893838.4010704.69
1122023.12.15 18:40t/p260.101.089381.095881.0893818.1010722.79
1132023.12.28 08:00sell270.101.111670.000000.00000
1142023.12.28 08:00modify270.101.111671.118671.10167
1152023.12.28 18:40sell280.101.105520.000000.00000
1162023.12.28 18:40modify280.101.105521.109171.10167
1172023.12.28 18:40modify270.101.111671.109171.10167
1182023.12.29 01:35sell290.101.108090.000000.00000
1192023.12.29 01:35modify290.101.108091.111171.10167
1202023.12.29 01:40modify290.101.108091.109171.10167
1212023.12.29 21:20sell300.101.103650.000000.00000
1222023.12.29 21:20modify300.101.103651.108171.10167
1232023.12.29 21:20modify280.101.105521.108171.10167
1242023.12.29 21:20modify290.101.108091.108171.10167
1252023.12.29 21:20modify270.101.111671.108171.10167
1262023.12.29 23:59close at stop300.101.104041.108171.10167-3.9010718.89
1272023.12.29 23:59close at stop290.101.104041.108171.1016740.5010759.39
1282023.12.29 23:59close at stop280.101.104041.108171.1016715.0210774.41
1292023.12.29 23:59close at stop270.101.104041.108171.1016776.5210850.93