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=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 test1909Ticks modelled27393485Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit717.55Gross profit967.16Gross loss-249.61
Profit factor3.87Expected payoff25.63
Absolute drawdown11.60Maximal drawdown343.51 (3.29%)Relative drawdown3.29% (343.51)
Total trades28Short positions (won %)19 (78.95%)Long positions (won %)9 (55.56%)
Profit trades (% of total)20 (71.43%)Loss trades (% of total)8 (28.57%)
Largestprofit trade100.44loss trade-71.28
Averageprofit trade48.36loss trade-31.20
Maximumconsecutive wins (profit in money)9 (474.21)consecutive losses (loss in money)4 (-144.65)
Maximalconsecutive profit (count of wins)474.21 (9)consecutive loss (count of losses)-144.65 (4)
Averageconsecutive wins5consecutive 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 12:34sell20.101.103010.000000.00000
42023.04.14 12:34modify20.101.103011.106031.09653
52023.04.14 12:34modify10.101.106531.106031.09653
62023.04.14 14:00sell30.101.100520.000000.00000
72023.04.14 14:00modify30.101.100521.104031.09653
82023.04.14 14:00modify20.101.103011.104031.09653
92023.04.14 14:00modify10.101.106531.104031.09653
102023.04.14 15:34sell40.101.098520.000000.00000
112023.04.14 15:34modify40.101.098521.103031.09653
122023.04.14 15:34modify30.101.100521.103031.09653
132023.04.14 15:34modify20.101.103011.103031.09653
142023.04.14 15:34modify10.101.106531.103031.09653
152023.04.17 01:11t/p10.101.096531.103031.09653100.2210100.22
162023.04.17 01:11t/p20.101.096531.103031.0965365.0210165.24
172023.04.17 01:11t/p30.101.096531.103031.0965340.1210205.36
182023.04.17 01:11t/p40.101.096531.103031.0965320.1210225.48
192023.06.23 12:00buy50.101.087920.000000.00000
202023.06.23 12:00modify50.101.087921.080921.09792
212023.06.26 11:42buy60.101.091420.000000.00000
222023.06.26 11:42modify60.101.091421.088421.09792
232023.06.26 11:42modify50.101.087921.088421.09792
242023.06.27 07:01buy70.101.093990.000000.00000
252023.06.27 07:01modify70.101.093991.090421.09792
262023.06.27 07:01modify60.101.091421.090421.09792
272023.06.27 07:01modify50.101.087921.090421.09792
282023.06.27 12:21buy80.101.095930.000000.00000
292023.06.27 12:21modify80.101.095931.091421.09792
302023.06.27 12:21modify70.101.093991.091421.09792
312023.06.27 12:21modify60.101.091421.091421.09792
322023.06.27 12:21modify50.101.087921.091421.09792
332023.06.28 14:45s/l50.101.091421.091421.0979233.0710258.55
342023.06.28 14:45s/l60.101.091421.091421.09792-1.2810257.27
352023.06.28 14:45s/l70.101.091421.091421.09792-26.3410230.92
362023.06.28 14:45s/l80.101.091421.091421.09792-45.7410185.18
372023.07.21 16:00buy90.101.112250.000000.00000
382023.07.21 16:00modify90.101.112251.105251.12225
392023.07.25 09:34s/l90.101.105251.105251.12225-71.2810113.90
402023.08.10 16:00sell100.101.101520.000000.00000
412023.08.10 16:00modify100.101.101521.108521.09152
422023.08.10 17:36sell110.101.098010.000000.00000
432023.08.10 17:36modify110.101.098011.101021.09152
442023.08.10 17:36modify100.101.101521.101021.09152
452023.08.11 13:51sell120.101.095520.000000.00000
462023.08.11 13:51modify120.101.095521.099021.09152
472023.08.11 13:51modify110.101.098011.099021.09152
482023.08.11 13:51modify100.101.101521.099021.09152
492023.08.14 01:20sell130.101.093510.000000.00000
502023.08.14 01:20modify130.101.093511.098021.09152
512023.08.14 01:20modify120.101.095521.098021.09152
522023.08.14 01:20modify110.101.098011.098021.09152
532023.08.14 01:20modify100.101.101521.098021.09152
542023.08.14 12:43t/p100.101.091521.098021.09152100.4410214.34
552023.08.14 12:43t/p110.101.091521.098021.0915265.3410279.68
562023.08.14 12:43t/p120.101.091521.098021.0915240.2210319.89
572023.08.14 12:43t/p130.101.091521.098021.0915219.9010339.79
582023.09.28 08:00buy140.101.051140.000000.00000
592023.09.28 08:00modify140.101.051141.044141.06114
602023.09.28 11:35buy150.101.054640.000000.00000
612023.09.28 11:35modify150.101.054641.051641.06114
622023.09.28 11:35modify140.101.051141.051641.06114
632023.09.28 15:28buy160.101.057160.000000.00000
642023.09.28 15:28modify160.101.057161.053641.06114
652023.09.28 15:28modify150.101.054641.053641.06114
662023.09.28 15:28modify140.101.051141.053641.06114
672023.09.29 06:12buy170.101.059140.000000.00000
682023.09.29 06:12modify170.101.059141.054641.06114
692023.09.29 06:12modify160.101.057161.054641.06114
702023.09.29 06:12modify150.101.054641.054641.06114
712023.09.29 06:12modify140.101.051141.054641.06114
722023.09.29 08:42t/p140.101.061141.054641.0611499.3610439.15
732023.09.29 08:42t/p150.101.061141.054641.0611464.3610503.51
742023.09.29 08:42t/p160.101.061141.054641.0611439.1610542.67
752023.09.29 08:42t/p170.101.061141.054641.0611420.0010562.67
762023.11.06 08:00sell180.101.073330.000000.00000
772023.11.06 08:00modify180.101.073331.080331.06333
782023.11.07 07:01sell190.101.069830.000000.00000
792023.11.07 07:01modify190.101.069831.072831.06333
802023.11.07 07:01modify180.101.073331.072831.06333
812023.11.07 11:33sell200.101.067320.000000.00000
822023.11.07 11:33modify200.101.067321.070831.06333
832023.11.07 11:33modify190.101.069831.070831.06333
842023.11.07 11:33modify180.101.073331.070831.06333
852023.11.08 15:52s/l180.101.070831.070831.0633325.4410588.11
862023.11.08 15:52s/l190.101.070831.070831.06333-9.7810578.33
872023.11.08 15:52s/l200.101.070831.070831.06333-34.8810543.45
882023.11.15 08:00sell210.101.087280.000000.00000
892023.11.15 08:00modify210.101.087281.094281.07728
902023.11.15 14:54sell220.101.083760.000000.00000
912023.11.15 14:54modify220.101.083761.086781.07728
922023.11.15 14:54modify210.101.087281.086781.07728
932023.11.15 15:59s/l210.101.086781.086781.077285.0010548.45
942023.11.15 15:59s/l220.101.086781.086781.07728-30.2010518.25
952023.12.15 08:00sell230.101.099380.000000.00000
962023.12.15 08:00modify230.101.099381.106381.08938
972023.12.15 08:30sell240.101.095850.000000.00000
982023.12.15 08:30modify240.101.095851.098881.08938
992023.12.15 08:30modify230.101.099381.098881.08938
1002023.12.15 13:33sell250.101.093370.000000.00000
1012023.12.15 13:33modify250.101.093371.096881.08938
1022023.12.15 13:33modify240.101.095851.096881.08938
1032023.12.15 13:33modify230.101.099381.096881.08938
1042023.12.15 13:39sell260.101.091360.000000.00000
1052023.12.15 13:39modify260.101.091361.095881.08938
1062023.12.15 13:39modify250.101.093371.095881.08938
1072023.12.15 13:39modify240.101.095851.095881.08938
1082023.12.15 13:39modify230.101.099381.095881.08938
1092023.12.15 18:55t/p230.101.089381.095881.08938100.0010618.25
1102023.12.15 18:55t/p240.101.089381.095881.0893864.7010682.95
1112023.12.15 18:55t/p250.101.089381.095881.0893839.9010722.85
1122023.12.15 18:55t/p260.101.089381.095881.0893819.8010742.65
1132023.12.28 08:00sell270.101.111670.000000.00000
1142023.12.28 08:00modify270.101.111671.118671.10167
1152023.12.28 13:58sell280.101.108160.000000.00000
1162023.12.28 13:58modify280.101.108161.111171.10167
1172023.12.28 13:58modify270.101.111671.111171.10167
1182023.12.28 15:01s/l270.101.111171.111171.101675.0010747.65
1192023.12.28 15:01s/l280.101.111171.111171.10167-30.1010717.55