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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled25628493Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1430.69Gross profit2566.68Gross loss-1136.00
Profit factor2.26Expected payoff22.71
Absolute drawdown83.62Maximal drawdown531.97 (4.75%)Relative drawdown4.75% (531.97)
Total trades63Short positions (won %)40 (55.00%)Long positions (won %)23 (43.48%)
Profit trades (% of total)32 (50.79%)Loss trades (% of total)31 (49.21%)
Largestprofit trade152.19loss trade-56.42
Averageprofit trade80.21loss trade-36.65
Maximumconsecutive wins (profit in money)8 (743.35)consecutive losses (loss in money)6 (-257.25)
Maximalconsecutive profit (count of wins)743.35 (8)consecutive loss (count of losses)-257.25 (6)
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 13:43s/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 19:19sell30.101.084390.000000.00000
72023.03.31 19:19modify30.101.084391.088901.07540
82023.03.31 19:19modify20.101.090401.088901.07540
92023.04.02 22:34sell40.101.082140.000000.00000
102023.04.02 22:34modify40.101.082141.085901.07540
112023.04.02 22:34modify30.101.084391.085901.07540
122023.04.02 22:34modify20.101.090401.085901.07540
132023.04.02 22:34sell50.101.081380.000000.00000
142023.04.02 22:34modify50.101.081381.085151.07540
152023.04.02 22:34modify40.101.082141.085151.07540
162023.04.02 22:34modify30.101.084391.085151.07540
172023.04.02 22:34modify20.101.090401.085151.07540
182023.04.03 08:52s/l20.101.085151.085151.0754052.7210002.72
192023.04.03 08:52s/l30.101.085151.085151.07540-7.389995.34
202023.04.03 08:52s/l40.101.085151.085151.07540-29.889965.46
212023.04.03 08:52s/l50.101.085151.085151.07540-37.489927.98
222023.04.14 08:00sell60.101.106530.000000.00000
232023.04.14 08:00modify60.101.106531.111531.09153
242023.04.14 14:00sell70.101.100520.000000.00000
252023.04.14 14:00modify70.101.100521.105031.09153
262023.04.14 14:00modify60.101.106531.105031.09153
272023.04.14 15:43sell80.101.098280.000000.00000
282023.04.14 15:43modify80.101.098281.102031.09153
292023.04.14 15:43modify70.101.100521.102031.09153
302023.04.14 15:43modify60.101.106531.102031.09153
312023.04.14 15:51sell90.101.097510.000000.00000
322023.04.14 15:51modify90.101.097511.101281.09153
332023.04.14 15:51modify80.101.098281.101281.09153
342023.04.14 15:51modify70.101.100521.101281.09153
352023.04.14 15:51modify60.101.106531.101281.09153
362023.04.17 14:38t/p60.101.091531.101281.09153150.2210078.20
372023.04.17 14:38t/p70.101.091531.101281.0915390.1210168.32
382023.04.17 14:38t/p80.101.091531.101281.0915367.7210236.04
392023.04.17 14:38t/p90.101.091531.101281.0915360.0210296.05
402023.04.25 04:00sell100.101.105280.000000.00000
412023.04.25 04:00modify100.101.105281.110281.09028
422023.04.25 14:10sell110.101.099280.000000.00000
432023.04.25 14:10modify110.101.099281.103781.09028
442023.04.25 14:10modify100.101.105281.103781.09028
452023.04.25 15:43sell120.101.097020.000000.00000
462023.04.25 15:43modify120.101.097021.100781.09028
472023.04.25 15:43modify110.101.099281.100781.09028
482023.04.25 15:43modify100.101.105281.100781.09028
492023.04.26 06:47s/l100.101.100781.100781.0902845.2210341.27
502023.04.26 06:47s/l110.101.100781.100781.09028-14.7810326.49
512023.04.26 06:47s/l120.101.100781.100781.09028-37.3810289.11
522023.05.15 00:00buy130.101.085560.000000.00000
532023.05.15 00:00modify130.101.085561.080561.10056
542023.05.18 10:32s/l130.101.080561.080561.10056-53.2110235.90
552023.05.19 00:00buy140.101.077790.000000.00000
562023.05.19 00:00modify140.101.077791.072791.09279
572023.05.25 07:02s/l140.101.072791.072791.09279-53.8510182.05
582023.06.09 04:00sell150.101.077770.000000.00000
592023.06.09 04:00modify150.101.077771.082771.06277
602023.06.14 12:31s/l150.101.082771.082771.06277-49.3410132.71
612023.06.16 00:00sell160.101.094550.000000.00000
622023.06.16 00:00modify160.101.094551.099551.07955
632023.06.22 01:14s/l160.101.099551.099551.07955-48.6810084.02
642023.06.23 12:00buy170.101.087920.000000.00000
652023.06.23 12:00modify170.101.087921.082921.10292
662023.06.27 07:01buy180.101.093990.000000.00000
672023.06.27 07:01modify180.101.093991.089421.10292
682023.06.27 07:01modify170.101.087921.089421.10292
692023.06.27 12:36buy190.101.096180.000000.00000
702023.06.27 12:36modify190.101.096181.092421.10292
712023.06.27 12:36modify180.101.093991.092421.10292
722023.06.27 12:36modify170.101.087921.092421.10292
732023.06.27 12:38buy200.101.096960.000000.00000
742023.06.27 12:38modify200.101.096961.093171.10292
752023.06.27 12:38modify190.101.096181.093171.10292
762023.06.27 12:38modify180.101.093991.093171.10292
772023.06.27 12:38modify170.101.087921.093171.10292
782023.06.28 12:16s/l170.101.093171.093171.1029250.5710134.60
792023.06.28 12:16s/l180.101.093171.093171.10292-8.8410125.75
802023.06.28 12:16s/l190.101.093171.093171.10292-30.7410095.01
812023.06.28 12:16s/l200.101.093171.093171.10292-38.5410056.47
822023.07.06 00:00buy210.101.085840.000000.00000
832023.07.06 00:00modify210.101.085841.080841.10084
842023.07.07 12:30buy220.101.091860.000000.00000
852023.07.07 12:30modify220.101.091861.087341.10084
862023.07.07 12:30modify210.101.085841.087341.10084
872023.07.07 14:34buy230.101.094100.000000.00000
882023.07.07 14:34modify230.101.094101.090341.10084
892023.07.07 14:34modify220.101.091861.090341.10084
902023.07.07 14:34modify210.101.085841.090341.10084
912023.07.07 14:41buy240.101.094840.000000.00000
922023.07.07 14:41modify240.101.094841.091091.10084
932023.07.07 14:41modify230.101.094101.091091.10084
942023.07.07 14:41modify220.101.091861.091091.10084
952023.07.07 14:41modify210.101.085841.091091.10084
962023.07.11 00:26t/p210.101.100841.091091.10084148.0710204.54
972023.07.11 00:26t/p220.101.100841.091091.1008488.5210293.06
982023.07.11 00:26t/p230.101.100841.091091.1008466.1210359.18
992023.07.11 00:26t/p240.101.100841.091091.1008458.7210417.89
1002023.07.14 00:00sell250.101.122350.000000.00000
1012023.07.14 00:00modify250.101.122351.127351.10735
1022023.07.18 07:12s/l250.101.127351.127351.10735-49.5610368.33
1032023.07.21 00:00buy260.101.113750.000000.00000
1042023.07.21 00:00modify260.101.113751.108751.12875
1052023.07.24 07:32s/l260.101.108751.108751.12875-50.6410317.69
1062023.08.10 16:00sell270.101.101520.000000.00000
1072023.08.10 16:00modify270.101.101521.106521.08652
1082023.08.11 13:51sell280.101.095520.000000.00000
1092023.08.11 13:51modify280.101.095521.100021.08652
1102023.08.11 13:51modify270.101.101521.100021.08652
1112023.08.14 01:34sell290.101.093240.000000.00000
1122023.08.14 01:34modify290.101.093241.097021.08652
1132023.08.14 01:34modify280.101.095521.097021.08652
1142023.08.14 01:34modify270.101.101521.097021.08652
1152023.08.14 12:19sell300.101.092520.000000.00000
1162023.08.14 12:19modify300.101.092521.096271.08652
1172023.08.14 12:19modify290.101.093241.096271.08652
1182023.08.14 12:19modify280.101.095521.096271.08652
1192023.08.14 12:19modify270.101.101521.096271.08652
1202023.08.17 01:30t/p270.101.086521.096271.08652151.5410469.22
1212023.08.17 01:30t/p280.101.086521.096271.0865291.3210560.54
1222023.08.17 01:30t/p290.101.086521.096271.0865268.3010628.84
1232023.08.17 01:30t/p300.101.086521.096271.0865261.1010689.93
1242023.09.04 00:00buy310.101.077880.000000.00000
1252023.09.04 00:00modify310.101.077881.072881.09288
1262023.09.05 12:19s/l310.101.072881.072881.09288-50.6410639.29
1272023.09.06 00:00buy320.101.072760.000000.00000
1282023.09.06 00:00modify320.101.072761.067761.08776
1292023.09.14 12:30s/l320.101.067761.067761.08776-56.4210582.87
1302023.10.13 00:00buy330.101.053880.000000.00000
1312023.10.13 00:00modify330.101.053881.048881.06888
1322023.10.19 16:02buy340.101.059930.000000.00000
1332023.10.19 16:02modify340.101.059931.055381.06888
1342023.10.19 16:02modify330.101.053881.055381.06888
1352023.10.23 12:28buy350.101.062140.000000.00000
1362023.10.23 12:28modify350.101.062141.058381.06888
1372023.10.23 12:28modify340.101.059931.058381.06888
1382023.10.23 12:28modify330.101.053881.058381.06888
1392023.10.23 14:20buy360.101.062880.000000.00000
1402023.10.23 14:20modify360.101.062881.059131.06888
1412023.10.23 14:20modify350.101.062141.059131.06888
1422023.10.23 14:20modify340.101.059931.059131.06888
1432023.10.23 14:20modify330.101.053881.059131.06888
1442023.10.24 07:03t/p330.101.068881.059131.06888144.2210727.09
1452023.10.24 07:03t/p340.101.068881.059131.0688887.5710814.66
1462023.10.24 07:03t/p350.101.068881.059131.0688866.7610881.42
1472023.10.24 07:03t/p360.101.068881.059131.0688859.3610940.78
1482023.10.26 08:00buy370.101.055110.000000.00000
1492023.10.26 08:00modify370.101.055111.050111.07011
1502023.10.30 12:58buy380.101.061120.000000.00000
1512023.10.30 12:58modify380.101.061121.056611.07011
1522023.10.30 12:58modify370.101.055111.056611.07011
1532023.10.31 08:22buy390.101.063390.000000.00000
1542023.10.31 08:22modify390.101.063391.059611.07011
1552023.10.31 08:22modify380.101.061121.059611.07011
1562023.10.31 08:22modify370.101.055111.059611.07011
1572023.10.31 08:48buy400.101.064110.000000.00000
1582023.10.31 08:48modify400.101.064111.060361.07011
1592023.10.31 08:48modify390.101.063391.060361.07011
1602023.10.31 08:48modify380.101.061121.060361.07011
1612023.10.31 08:48modify370.101.055111.060361.07011
1622023.10.31 13:30s/l370.101.060361.060361.0701150.5710991.35
1632023.10.31 13:30s/l380.101.060361.060361.07011-8.2410983.11
1642023.10.31 13:30s/l390.101.060361.060361.07011-30.3010952.81
1652023.10.31 13:30s/l400.101.060361.060361.07011-37.5010915.31
1662023.11.06 08:00sell410.101.073330.000000.00000
1672023.11.06 08:00modify410.101.073331.078331.05833
1682023.11.07 11:33sell420.101.067320.000000.00000
1692023.11.07 11:33modify420.101.067321.071831.05833
1702023.11.07 11:33modify410.101.073331.071831.05833
1712023.11.08 16:57s/l410.101.071831.071831.0583315.4410930.75
1722023.11.08 16:57s/l420.101.071831.071831.05833-44.8810885.87
1732023.11.15 00:00sell430.101.087760.000000.00000
1742023.11.15 00:00modify430.101.087761.092761.07276
1752023.11.20 03:37s/l430.101.092761.092761.07276-48.9010836.97
1762023.11.21 00:00sell440.101.094470.000000.00000
1772023.11.21 00:00modify440.101.094471.099471.07947
1782023.11.22 08:51sell450.101.088470.000000.00000
1792023.11.22 08:51modify450.101.088471.092971.07947
1802023.11.22 08:51modify440.101.094471.092971.07947
1812023.11.22 15:00sell460.101.086220.000000.00000
1822023.11.22 15:00modify460.101.086221.089971.07947
1832023.11.22 15:00modify450.101.088471.089971.07947
1842023.11.22 15:00modify440.101.094471.089971.07947
1852023.11.22 15:11sell470.101.085470.000000.00000
1862023.11.22 15:11modify470.101.085471.089221.07947
1872023.11.22 15:11modify460.101.086221.089221.07947
1882023.11.22 15:11modify450.101.088471.089221.07947
1892023.11.22 15:11modify440.101.094471.089221.07947
1902023.11.22 21:29s/l440.101.089221.089221.0794752.7210889.68
1912023.11.22 21:29s/l450.101.089221.089221.07947-7.5010882.18
1922023.11.22 21:29s/l460.101.089221.089221.07947-30.0010852.18
1932023.11.22 21:29s/l470.101.089221.089221.07947-37.5010814.68
1942023.12.01 00:00buy480.101.089470.000000.00000
1952023.12.01 00:00modify480.101.089471.084471.10447
1962023.12.01 14:51s/l480.101.084471.084471.10447-50.0010764.68
1972023.12.14 00:00sell490.101.088260.000000.00000
1982023.12.14 00:00modify490.101.088261.093261.07326
1992023.12.14 11:22s/l490.101.093261.093261.07326-50.0010714.68
2002023.12.15 08:00sell500.101.099380.000000.00000
2012023.12.15 08:00modify500.101.099381.104381.08438
2022023.12.15 13:33sell510.101.093370.000000.00000
2032023.12.15 13:33modify510.101.093371.097881.08438
2042023.12.15 13:33modify500.101.099381.097881.08438
2052023.12.15 13:39sell520.101.091130.000000.00000
2062023.12.15 13:39modify520.101.091131.094881.08438
2072023.12.15 13:39modify510.101.093371.094881.08438
2082023.12.15 13:39modify500.101.099381.094881.08438
2092023.12.15 16:07sell530.101.090380.000000.00000
2102023.12.15 16:07modify530.101.090381.094131.08438
2112023.12.15 16:07modify520.101.091131.094131.08438
2122023.12.15 16:07modify510.101.093371.094131.08438
2132023.12.15 16:07modify500.101.099381.094131.08438
2142023.12.19 07:17s/l500.101.094131.094131.0843852.9410767.62
2152023.12.19 07:17s/l510.101.094131.094131.08438-7.1610760.46
2162023.12.19 07:17s/l520.101.094131.094131.08438-29.5610730.90
2172023.12.19 07:17s/l530.101.094131.094131.08438-37.0610693.84
2182023.12.28 08:00sell540.101.111670.000000.00000
2192023.12.28 08:00modify540.101.111671.116671.09667
2202023.12.28 18:14sell550.101.105670.000000.00000
2212023.12.28 18:14modify550.101.105671.110171.09667
2222023.12.28 18:14modify540.101.111671.110171.09667
2232023.12.29 21:10sell560.101.103420.000000.00000
2242023.12.29 21:10modify560.101.103421.107171.09667
2252023.12.29 21:10modify550.101.105671.107171.09667
2262023.12.29 21:10modify540.101.111671.107171.09667
2272024.01.02 02:24sell570.101.102670.000000.00000
2282024.01.02 02:24modify570.101.102671.106421.09667
2292024.01.02 02:24modify560.101.103421.106421.09667
2302024.01.02 02:24modify550.101.105671.106421.09667
2312024.01.02 02:24modify540.101.111671.106421.09667
2322024.01.02 12:20t/p540.101.096671.106421.09667150.6610844.50
2332024.01.02 12:20t/p550.101.096671.106421.0966790.6610935.15
2342024.01.02 12:20t/p560.101.096671.106421.0966767.9411003.09
2352024.01.02 12:20t/p570.101.096671.106421.0966760.0011063.09
2362024.01.11 08:00sell580.101.097900.000000.00000
2372024.01.11 08:00modify580.101.097901.102901.08290
2382024.01.16 01:02sell590.101.091890.000000.00000
2392024.01.16 01:02modify590.101.091891.096401.08290
2402024.01.16 01:02modify580.101.097901.096401.08290
2412024.01.16 08:38sell600.101.089650.000000.00000
2422024.01.16 08:38modify600.101.089651.093401.08290
2432024.01.16 08:38modify590.101.091891.093401.08290
2442024.01.16 08:38modify580.101.097901.093401.08290
2452024.01.16 09:40sell610.101.088890.000000.00000
2462024.01.16 09:40modify610.101.088891.092651.08290
2472024.01.16 09:40modify600.101.089651.092651.08290
2482024.01.16 09:40modify590.101.091891.092651.08290
2492024.01.16 09:40modify580.101.097901.092651.08290
2502024.01.23 15:42t/p580.101.082901.092651.08290152.1911215.29
2512024.01.23 15:42t/p590.101.082901.092651.0829091.4411306.72
2522024.01.23 15:42t/p600.101.082901.092651.0829069.0411375.76
2532024.01.23 15:42t/p610.101.082901.092651.0829061.4411437.19
2542024.02.05 08:00buy620.101.078320.000000.00000
2552024.02.05 08:00modify620.101.078321.073321.09332
2562024.02.05 15:00s/l620.101.073321.073321.09332-50.0011387.19
2572024.02.26 16:00sell630.101.085090.000000.00000
2582024.02.26 16:00modify630.101.085091.090091.07009
2592024.02.29 23:59close at stop630.101.080851.090091.0700943.5011430.69