Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=20; 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 test2615Ticks modelled78586Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1395.14Gross profit2480.09Gross loss-1084.95
Profit factor2.29Expected payoff23.65
Absolute drawdown74.70Maximal drawdown440.77 (3.98%)Relative drawdown3.98% (440.77)
Total trades59Short positions (won %)38 (57.89%)Long positions (won %)21 (42.86%)
Profit trades (% of total)31 (52.54%)Loss trades (% of total)28 (47.46%)
Largestprofit trade152.19loss trade-56.42
Averageprofit trade80.00loss trade-38.75
Maximumconsecutive wins (profit in money)8 (732.45)consecutive losses (loss in money)5 (-244.17)
Maximalconsecutive profit (count of wins)732.45 (8)consecutive loss (count of losses)-244.17 (5)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.10 08:00sell10.101.059460.000000.00000
22023.03.10 08:00modify10.101.059461.064461.04446
32023.03.10 13:40s/l10.101.064461.064461.04446-50.009950.00
42023.03.31 00:00sell20.101.090400.000000.00000
52023.03.31 00:00modify20.101.090401.095401.07540
62023.03.31 19:40sell30.101.084300.000000.00000
72023.03.31 19:40modify30.101.084301.088901.07540
82023.03.31 19:40modify20.101.090401.088901.07540
92023.04.03 00:45sell40.101.081170.000000.00000
102023.04.03 00:45modify40.101.081171.085151.07540
112023.04.03 00:45modify30.101.084301.085151.07540
122023.04.03 00:45modify20.101.090401.085151.07540
132023.04.03 08:40s/l20.101.085151.085151.0754052.7210002.72
142023.04.03 08:40s/l30.101.085151.085151.07540-8.289994.44
152023.04.03 08:40s/l40.101.085151.085151.07540-39.809954.64
162023.04.14 08:00sell50.101.106530.000000.00000
172023.04.14 08:00modify50.101.106531.111531.09153
182023.04.14 15:10sell60.101.100320.000000.00000
192023.04.14 15:10modify60.101.100321.105031.09153
202023.04.14 15:10modify50.101.106531.105031.09153
212023.04.14 15:40sell70.101.097500.000000.00000
222023.04.14 15:40modify70.101.097501.101281.09153
232023.04.14 15:40modify60.101.100321.101281.09153
242023.04.14 15:40modify50.101.106531.101281.09153
252023.04.14 16:10sell80.101.098280.000000.00000
262023.04.14 16:10modify80.101.098281.102031.09153
272023.04.14 16:15modify80.101.098281.101281.09153
282023.04.17 14:40t/p50.101.091531.101281.09153150.2210104.86
292023.04.17 14:40t/p60.101.091531.101281.0915388.1210192.98
302023.04.17 14:40t/p70.101.091531.101281.0915359.9210252.90
312023.04.17 14:40t/p80.101.091531.101281.0915367.7210320.62
322023.04.25 04:00sell90.101.105280.000000.00000
332023.04.25 04:00modify90.101.105281.110281.09028
342023.04.25 15:59sell100.101.096850.000000.00000
352023.04.25 15:59modify100.101.096851.100781.09028
362023.04.25 15:59modify90.101.105281.100781.09028
372023.04.26 06:40s/l90.101.100781.100781.0902845.2210365.84
382023.04.26 06:40s/l100.101.100781.100781.09028-39.0810326.75
392023.05.15 00:00buy110.101.085560.000000.00000
402023.05.15 00:00modify110.101.085561.080561.10056
412023.05.18 10:40s/l110.101.080561.080561.10056-53.2110273.54
422023.05.19 00:00buy120.101.077790.000000.00000
432023.05.19 00:00modify120.101.077791.072791.09279
442023.05.25 07:20s/l120.101.072791.072791.09279-53.8510219.69
452023.06.09 04:00sell130.101.077770.000000.00000
462023.06.09 04:00modify130.101.077771.082771.06277
472023.06.14 12:20s/l130.101.082771.082771.06277-49.3410170.35
482023.06.16 00:00sell140.101.094550.000000.00000
492023.06.16 00:00modify140.101.094551.099551.07955
502023.06.22 01:30s/l140.101.099551.099551.07955-48.6810121.67
512023.06.23 12:00buy150.101.087920.000000.00000
522023.06.23 12:00modify150.101.087921.082921.10292
532023.06.27 07:30buy160.101.094100.000000.00000
542023.06.27 07:30modify160.101.094101.089421.10292
552023.06.27 07:30modify150.101.087921.089421.10292
562023.06.27 13:20buy170.101.097140.000000.00000
572023.06.27 13:20modify170.101.097141.093171.10292
582023.06.27 13:20modify160.101.094101.093171.10292
592023.06.27 13:20modify150.101.087921.093171.10292
602023.06.27 14:25buy180.101.096400.000000.00000
612023.06.27 14:25modify180.101.096401.092421.10292
622023.06.27 14:30modify180.101.096401.093171.10292
632023.06.28 12:40s/l150.101.093171.093171.1029250.5710172.24
642023.06.28 12:40s/l160.101.093171.093171.10292-9.9410162.30
652023.06.28 12:40s/l170.101.093171.093171.10292-40.3410121.95
662023.06.28 12:40s/l180.101.093171.093171.10292-32.9410089.01
672023.07.06 00:00buy190.101.085840.000000.00000
682023.07.06 00:00modify190.101.085841.080841.10084
692023.07.07 12:30buy200.101.091890.000000.00000
702023.07.07 12:30modify200.101.091891.087341.10084
712023.07.07 12:30modify190.101.085841.087341.10084
722023.07.10 12:45buy210.101.094910.000000.00000
732023.07.10 12:45modify210.101.094911.091091.10084
742023.07.10 12:45modify200.101.091891.091091.10084
752023.07.10 12:45modify190.101.085841.091091.10084
762023.07.11 00:40t/p190.101.100841.091091.10084148.0710237.09
772023.07.11 00:40t/p200.101.100841.091091.1008488.2210325.30
782023.07.11 00:40t/p210.101.100841.091091.1008458.6610383.96
792023.07.14 00:00sell220.101.122350.000000.00000
802023.07.14 00:00modify220.101.122351.127351.10735
812023.07.18 07:05s/l220.101.127351.127351.10735-49.5610334.40
822023.07.21 00:00buy230.101.113750.000000.00000
832023.07.21 00:00modify230.101.113751.108751.12875
842023.07.24 07:40s/l230.101.108751.108751.12875-50.6410283.76
852023.08.10 16:00sell240.101.101520.000000.00000
862023.08.10 16:00modify240.101.101521.106521.08652
872023.08.11 13:40sell250.101.095480.000000.00000
882023.08.11 13:40modify250.101.095481.100021.08652
892023.08.11 13:40modify240.101.101521.100021.08652
902023.08.14 01:40sell260.101.093110.000000.00000
912023.08.14 01:40modify260.101.093111.097021.08652
922023.08.14 01:40modify250.101.095481.097021.08652
932023.08.14 01:40modify240.101.101521.097021.08652
942023.08.15 06:45sell270.101.092330.000000.00000
952023.08.15 06:45modify270.101.092331.096271.08652
962023.08.15 06:45modify260.101.093111.096271.08652
972023.08.15 06:45modify250.101.095481.096271.08652
982023.08.15 06:45modify240.101.101521.096271.08652
992023.08.17 01:40t/p240.101.086521.096271.08652151.5410435.29
1002023.08.17 01:40t/p250.101.086521.096271.0865290.9210526.21
1012023.08.17 01:40t/p260.101.086521.096271.0865267.0010593.20
1022023.08.17 01:40t/p270.101.086521.096271.0865258.9810652.18
1032023.09.04 00:00buy280.101.077880.000000.00000
1042023.09.04 00:00modify280.101.077881.072881.09288
1052023.09.05 12:05s/l280.101.072881.072881.09288-50.6410601.54
1062023.09.06 00:00buy290.101.072760.000000.00000
1072023.09.06 00:00modify290.101.072761.067761.08776
1082023.09.14 12:40s/l290.101.067761.067761.08776-56.4210545.12
1092023.10.13 00:00buy300.101.053880.000000.00000
1102023.10.13 00:00modify300.101.053881.048881.06888
1112023.10.19 17:00buy310.101.059930.000000.00000
1122023.10.19 17:00modify310.101.059931.055381.06888
1132023.10.19 17:00modify300.101.053881.055381.06888
1142023.10.23 12:40buy320.101.062180.000000.00000
1152023.10.23 12:40modify320.101.062181.058381.06888
1162023.10.23 12:40modify310.101.059931.058381.06888
1172023.10.23 12:40modify300.101.053881.058381.06888
1182023.10.23 14:55buy330.101.063170.000000.00000
1192023.10.23 14:55modify330.101.063171.059131.06888
1202023.10.23 14:55modify320.101.062181.059131.06888
1212023.10.23 14:55modify310.101.059931.059131.06888
1222023.10.23 14:55modify300.101.053881.059131.06888
1232023.10.24 07:05t/p300.101.068881.059131.06888144.2210689.34
1242023.10.24 07:05t/p310.101.068881.059131.0688887.5710776.91
1252023.10.24 07:05t/p320.101.068881.059131.0688866.3610843.27
1262023.10.24 07:05t/p330.101.068881.059131.0688856.4610899.73
1272023.10.26 08:00buy340.101.055110.000000.00000
1282023.10.26 08:00modify340.101.055111.050111.07011
1292023.10.30 12:40buy350.101.061140.000000.00000
1302023.10.30 12:40modify350.101.061141.056611.07011
1312023.10.30 12:40modify340.101.055111.056611.07011
1322023.10.31 12:35buy360.101.064220.000000.00000
1332023.10.31 12:35modify360.101.064221.060361.07011
1342023.10.31 12:35modify350.101.061141.060361.07011
1352023.10.31 12:35modify340.101.055111.060361.07011
1362023.10.31 13:40s/l340.101.060361.060361.0701150.5710950.30
1372023.10.31 13:40s/l350.101.060361.060361.07011-8.4410941.86
1382023.10.31 13:40s/l360.101.060361.060361.07011-38.6010903.26
1392023.11.06 08:00sell370.101.073330.000000.00000
1402023.11.06 08:00modify370.101.073331.078331.05833
1412023.11.07 11:30sell380.101.067190.000000.00000
1422023.11.07 11:30modify380.101.067191.071831.05833
1432023.11.07 11:30modify370.101.073331.071831.05833
1442023.11.08 16:40s/l370.101.071831.071831.0583315.4410918.70
1452023.11.08 16:40s/l380.101.071831.071831.05833-46.1810872.52
1462023.11.15 00:00sell390.101.087760.000000.00000
1472023.11.15 00:00modify390.101.087761.092761.07276
1482023.11.20 03:40s/l390.101.092761.092761.07276-48.9010823.61
1492023.11.21 00:00sell400.101.094470.000000.00000
1502023.11.21 00:00modify400.101.094471.099471.07947
1512023.11.22 08:40sell410.101.088260.000000.00000
1522023.11.22 08:40modify410.101.088261.092971.07947
1532023.11.22 08:40modify400.101.094471.092971.07947
1542023.11.22 15:20sell420.101.086030.000000.00000
1552023.11.22 15:20modify420.101.086031.089971.07947
1562023.11.22 15:20modify410.101.088261.089971.07947
1572023.11.22 15:20modify400.101.094471.089971.07947
1582023.11.22 15:33sell430.101.085220.000000.00000
1592023.11.22 15:33modify430.101.085221.089221.07947
1602023.11.22 15:33modify420.101.086031.089221.07947
1612023.11.22 15:33modify410.101.088261.089221.07947
1622023.11.22 15:33modify400.101.094471.089221.07947
1632023.11.22 21:40s/l400.101.089221.089221.0794752.7210876.33
1642023.11.22 21:40s/l410.101.089221.089221.07947-9.6010866.73
1652023.11.22 21:40s/l420.101.089221.089221.07947-31.9010834.83
1662023.11.22 21:40s/l430.101.089221.089221.07947-40.0010794.83
1672023.12.01 00:00buy440.101.089470.000000.00000
1682023.12.01 00:00modify440.101.089471.084471.10447
1692023.12.01 14:40s/l440.101.084471.084471.10447-50.0010744.83
1702023.12.14 00:00sell450.101.088260.000000.00000
1712023.12.14 00:00modify450.101.088261.093261.07326
1722023.12.14 11:40s/l450.101.093261.093261.07326-50.0010694.83
1732023.12.15 08:00sell460.101.099380.000000.00000
1742023.12.15 08:00modify460.101.099381.104381.08438
1752023.12.15 13:20sell470.101.093220.000000.00000
1762023.12.15 13:20modify470.101.093221.097881.08438
1772023.12.15 13:20modify460.101.099381.097881.08438
1782023.12.15 14:15sell480.101.091030.000000.00000
1792023.12.15 14:15modify480.101.091031.094881.08438
1802023.12.15 14:15modify470.101.093221.094881.08438
1812023.12.15 14:15modify460.101.099381.094881.08438
1822023.12.15 16:40sell490.101.090150.000000.00000
1832023.12.15 16:40modify490.101.090151.094131.08438
1842023.12.15 16:40modify480.101.091031.094131.08438
1852023.12.15 16:40modify470.101.093221.094131.08438
1862023.12.15 16:40modify460.101.099381.094131.08438
1872023.12.19 07:40s/l460.101.094131.094131.0843852.9410747.77
1882023.12.19 07:40s/l470.101.094131.094131.08438-8.6610739.11
1892023.12.19 07:40s/l480.101.094131.094131.08438-30.5610708.55
1902023.12.19 07:40s/l490.101.094131.094131.08438-39.3610669.19
1912023.12.28 08:00sell500.101.111670.000000.00000
1922023.12.28 08:00modify500.101.111671.116671.09667
1932023.12.28 18:40sell510.101.105520.000000.00000
1942023.12.28 18:40modify510.101.105521.110171.09667
1952023.12.28 18:40modify500.101.111671.110171.09667
1962023.12.29 21:33sell520.101.103390.000000.00000
1972023.12.29 21:33modify520.101.103391.107171.09667
1982023.12.29 21:33modify510.101.105521.107171.09667
1992023.12.29 21:33modify500.101.111671.107171.09667
2002024.01.02 02:30sell530.101.102460.000000.00000
2012024.01.02 02:30modify530.101.102461.106421.09667
2022024.01.02 02:30modify520.101.103391.106421.09667
2032024.01.02 02:30modify510.101.105521.106421.09667
2042024.01.02 02:30modify500.101.111671.106421.09667
2052024.01.02 12:40t/p500.101.096671.106421.09667150.6610819.85
2062024.01.02 12:40t/p510.101.096671.106421.0966789.1610909.00
2072024.01.02 12:40t/p520.101.096671.106421.0966767.6410976.64
2082024.01.02 12:40t/p530.101.096671.106421.0966757.9011034.54
2092024.01.11 08:00sell540.101.097900.000000.00000
2102024.01.11 08:00modify540.101.097901.102901.08290
2112024.01.16 01:05sell550.101.091690.000000.00000
2122024.01.16 01:05modify550.101.091691.096401.08290
2132024.01.16 01:05modify540.101.097901.096401.08290
2142024.01.16 08:40sell560.101.089440.000000.00000
2152024.01.16 08:40modify560.101.089441.093401.08290
2162024.01.16 08:40modify550.101.091691.093401.08290
2172024.01.16 08:40modify540.101.097901.093401.08290
2182024.01.16 09:53sell570.101.088600.000000.00000
2192024.01.16 09:53modify570.101.088601.092651.08290
2202024.01.16 09:53modify560.101.089441.092651.08290
2212024.01.16 09:53modify550.101.091691.092651.08290
2222024.01.16 09:53modify540.101.097901.092651.08290
2232024.01.23 15:40t/p540.101.082901.092651.08290152.1911186.74
2242024.01.23 15:40t/p550.101.082901.092651.0829089.4411276.17
2252024.01.23 15:40t/p560.101.082901.092651.0829066.9411343.11
2262024.01.23 15:40t/p570.101.082901.092651.0829058.5411401.64
2272024.02.05 08:00buy580.101.078320.000000.00000
2282024.02.05 08:00modify580.101.078321.073321.09332
2292024.02.05 15:20s/l580.101.073321.073321.09332-50.0011351.64
2302024.02.26 16:00sell590.101.085090.000000.00000
2312024.02.26 16:00modify590.101.085091.090091.07009
2322024.02.29 23:59close at stop590.101.080851.090091.0700943.5011395.14