Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled78578Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1841.16Gross profit2643.60Gross loss-802.45
Profit factor3.29Expected payoff36.82
Absolute drawdown155.08Maximal drawdown335.44 (3.30%)Relative drawdown3.30% (335.44)
Total trades50Short positions (won %)25 (84.00%)Long positions (won %)25 (56.00%)
Profit trades (% of total)35 (70.00%)Loss trades (% of total)15 (30.00%)
Largestprofit trade142.19loss trade-93.85
Averageprofit trade75.53loss trade-53.50
Maximumconsecutive wins (profit in money)9 (771.51)consecutive losses (loss in money)3 (-224.32)
Maximalconsecutive profit (count of wins)771.51 (9)consecutive loss (count of losses)-224.32 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.08 20:00buy10.101.100460.000000.00000
22023.05.08 20:00modify10.101.100461.091461.11446
32023.05.11 13:30s/l10.101.091461.091461.11446-93.219906.79
42023.07.26 20:00sell20.101.109630.000000.00000
52023.07.26 20:00modify20.101.109631.118631.09563
62023.07.27 13:20sell30.101.103840.000000.00000
72023.07.27 13:20modify30.101.103841.108231.09563
82023.07.27 13:20modify20.101.109631.108231.09563
92023.07.28 05:05t/p20.101.095631.108231.09563140.8810047.67
102023.07.28 05:05t/p30.101.095631.108231.0956382.3210129.99
112023.08.16 20:00buy40.101.087730.000000.00000
122023.08.16 20:00modify40.101.087731.078731.10173
132023.08.22 07:40buy50.101.093330.000000.00000
142023.08.22 07:40modify50.101.093331.089131.10173
152023.08.22 07:40modify40.101.087731.089131.10173
162023.08.22 10:40s/l40.101.089131.089131.1017310.1510140.13
172023.08.22 10:40s/l50.101.089131.089131.10173-42.0010098.13
182023.09.07 20:00buy60.101.069790.000000.00000
192023.09.07 20:00modify60.101.069791.060791.08379
202023.09.11 14:30buy70.101.075560.000000.00000
212023.09.11 14:30modify70.101.075561.071191.08379
222023.09.11 14:30modify60.101.069791.071191.08379
232023.09.12 01:05buy80.101.076930.000000.00000
242023.09.12 01:05modify80.101.076931.073291.08379
252023.09.12 01:05modify70.101.075561.073291.08379
262023.09.12 01:05modify60.101.069791.073291.08379
272023.09.12 06:40s/l60.101.073291.073291.0837933.0710131.21
282023.09.12 06:40s/l70.101.073291.073291.08379-23.3410107.87
292023.09.12 06:40s/l80.101.073291.073291.08379-36.4010071.47
302023.09.15 20:00buy90.101.066280.000000.00000
312023.09.15 20:00modify90.101.066281.057281.08028
322023.09.19 12:05buy100.101.071880.000000.00000
332023.09.19 12:05modify100.101.071881.067681.08028
342023.09.19 12:05modify90.101.066281.067681.08028
352023.09.19 19:05s/l90.101.067681.067681.0802812.7210084.18
362023.09.19 19:05s/l100.101.067681.067681.08028-42.0010042.18
372023.09.20 20:00buy110.101.066170.000000.00000
382023.09.20 20:00modify110.101.066171.057171.08017
392023.09.26 06:40s/l110.101.057171.057171.08017-93.859948.33
402023.10.16 20:00sell120.101.056270.000000.00000
412023.10.16 20:00modify120.101.056271.065271.04227
422023.10.23 16:20s/l120.101.065271.065271.04227-88.469859.86
432023.11.09 20:00buy130.101.067030.000000.00000
442023.11.09 20:00modify130.101.067031.058031.08103
452023.11.14 10:30buy140.101.072920.000000.00000
462023.11.14 10:30modify140.101.072921.068431.08103
472023.11.14 10:30modify130.101.067031.068431.08103
482023.11.14 14:30t/p130.101.081031.068431.08103138.079997.94
492023.11.14 14:30t/p140.101.081031.068431.0810381.1010079.04
502023.11.27 20:00sell150.101.095620.000000.00000
512023.11.27 20:00modify150.101.095621.104621.08162
522023.11.30 18:40sell160.101.088360.000000.00000
532023.11.30 18:40modify160.101.088361.092121.08162
542023.11.30 18:40modify150.101.095621.092121.08162
552023.12.01 00:55sell170.101.089880.000000.00000
562023.12.01 00:55modify170.101.089881.094221.08162
572023.12.01 01:00modify170.101.089881.092121.08162
582023.12.01 14:10sell180.101.086500.000000.00000
592023.12.01 14:10modify180.101.086501.090721.08162
602023.12.01 14:10modify160.101.088361.090721.08162
612023.12.01 14:10modify170.101.089881.090721.08162
622023.12.01 14:10modify150.101.095621.090721.08162
632023.12.04 15:40t/p150.101.081621.090721.08162141.5410220.57
642023.12.04 15:40t/p160.101.081621.090721.0816267.8410288.41
652023.12.04 15:40t/p170.101.081621.090721.0816282.8210371.23
662023.12.04 15:40t/p180.101.081621.090721.0816249.0210420.25
672023.12.06 20:00buy190.101.077130.000000.00000
682023.12.06 20:00modify190.101.077131.068131.09113
692023.12.13 19:30buy200.101.086490.000000.00000
702023.12.13 19:30modify200.101.086491.082031.09113
712023.12.13 19:30modify190.101.077131.082031.09113
722023.12.14 03:30t/p190.101.091131.082031.09113133.5810553.83
732023.12.14 03:30t/p200.101.091131.082031.0911344.4710598.30
742023.12.15 20:00buy210.101.090250.000000.00000
752023.12.15 20:00modify210.101.090251.081251.10425
762023.12.19 12:33buy220.101.097370.000000.00000
772023.12.19 12:33modify220.101.097371.093751.10425
782023.12.19 12:33modify210.101.090251.093751.10425
792023.12.19 13:45buy230.101.096030.000000.00000
802023.12.19 13:45modify230.101.096031.091651.10425
812023.12.19 13:50modify230.101.096031.093751.10425
822023.12.20 11:40s/l210.101.093751.093751.1042533.0710631.38
832023.12.20 11:40s/l220.101.093751.093751.10425-36.8410594.53
842023.12.20 11:40s/l230.101.093751.093751.10425-23.4410571.09
852023.12.26 20:00sell240.101.104440.000000.00000
862023.12.26 20:00modify240.101.104441.113441.09044
872023.12.28 09:30s/l240.101.113441.113441.09044-89.1210481.97
882024.01.11 20:00sell250.101.098200.000000.00000
892024.01.11 20:00modify250.101.098201.107201.08420
902024.01.16 01:35sell260.101.092560.000000.00000
912024.01.16 01:35modify260.101.092561.096801.08420
922024.01.16 01:35modify250.101.098201.096801.08420
932024.01.16 07:05sell270.101.091020.000000.00000
942024.01.16 07:05modify270.101.091021.094701.08420
952024.01.16 07:05modify260.101.092561.094701.08420
962024.01.16 07:05modify250.101.098201.094701.08420
972024.01.16 11:45sell280.101.089090.000000.00000
982024.01.16 11:45modify280.101.089091.093301.08420
992024.01.16 11:45modify270.101.091021.093301.08420
1002024.01.16 11:45modify260.101.092561.093301.08420
1012024.01.16 11:45modify250.101.098201.093301.08420
1022024.01.23 15:30t/p250.101.084201.093301.08420142.1910624.16
1032024.01.23 15:30t/p260.101.084201.093301.0842085.1410709.30
1042024.01.23 15:30t/p270.101.084201.093301.0842069.7410779.03
1052024.01.23 15:30t/p280.101.084201.093301.0842050.4410829.47
1062024.02.01 20:00sell290.101.087190.000000.00000
1072024.02.01 20:00modify290.101.087191.096191.07319
1082024.02.02 14:25sell300.101.080080.000000.00000
1092024.02.02 14:25modify300.101.080081.083691.07319
1102024.02.02 14:25modify290.101.087191.083691.07319
1112024.02.02 17:40sell310.101.078080.000000.00000
1122024.02.02 17:40modify310.101.078081.082291.07319
1132024.02.02 17:40modify300.101.080081.082291.07319
1142024.02.02 17:40modify290.101.087191.082291.07319
1152024.02.05 15:33t/p290.101.073191.082291.07319140.4410969.91
1162024.02.05 15:33t/p300.101.073191.082291.0731969.1211039.02
1172024.02.05 15:33t/p310.101.073191.082291.0731949.1211088.14
1182024.02.16 20:00sell320.101.077700.000000.00000
1192024.02.16 20:00modify320.101.077701.086701.06370
1202024.02.22 08:20s/l320.101.086701.086701.06370-88.6810999.46
1212024.02.29 20:00buy330.101.080550.000000.00000
1222024.02.29 20:00modify330.101.080551.071551.09455
1232024.03.04 14:55buy340.101.086270.000000.00000
1242024.03.04 14:55modify340.101.086271.081951.09455
1252024.03.04 14:55modify330.101.080551.081951.09455
1262024.03.05 15:50buy350.101.087620.000000.00000
1272024.03.05 15:50modify350.101.087621.084051.09455
1282024.03.05 15:50modify340.101.086271.084051.09455
1292024.03.05 15:50modify330.101.080551.084051.09455
1302024.03.06 15:20buy360.101.089680.000000.00000
1312024.03.06 15:20modify360.101.089681.085451.09455
1322024.03.06 15:20modify350.101.087621.085451.09455
1332024.03.06 15:20modify340.101.086271.085451.09455
1342024.03.06 15:20modify330.101.080551.085451.09455
1352024.03.07 19:30t/p330.101.094551.085451.09455135.5111134.97
1362024.03.07 19:30t/p340.101.094551.085451.0945579.5911214.55
1372024.03.07 19:30t/p350.101.094551.085451.0945566.7311281.29
1382024.03.07 19:30t/p360.101.094551.085451.0945546.7711328.06
1392024.03.20 20:00sell370.101.092090.000000.00000
1402024.03.20 20:00modify370.101.092091.101091.07809
1412024.03.21 15:30sell380.101.086410.000000.00000
1422024.03.21 15:30modify380.101.086411.090691.07809
1432024.03.21 15:30modify370.101.092091.090691.07809
1442024.03.22 01:40sell390.101.085000.000000.00000
1452024.03.22 01:40modify390.101.085001.088591.07809
1462024.03.22 01:40modify380.101.086411.088591.07809
1472024.03.22 01:40modify370.101.092091.088591.07809
1482024.03.22 06:33sell400.101.082700.000000.00000
1492024.03.22 06:33modify400.101.082701.087191.07809
1502024.03.22 06:33modify390.101.085001.087191.07809
1512024.03.22 06:33modify380.101.086411.087191.07809
1522024.03.22 06:33modify370.101.092091.087191.07809
1532024.03.28 09:40t/p370.101.078091.087191.07809142.1911470.25
1542024.03.28 09:40t/p380.101.078091.087191.0780984.7411554.99
1552024.03.28 09:40t/p390.101.078091.087191.0780970.4211625.40
1562024.03.28 09:40t/p400.101.078091.087191.0780947.4211672.82
1572024.03.28 20:00buy410.101.079080.000000.00000
1582024.03.28 20:00modify410.101.079081.070081.09308
1592024.04.04 01:15buy420.101.084690.000000.00000
1602024.04.04 01:15modify420.101.084691.080481.09308
1612024.04.04 01:15modify410.101.079081.080481.09308
1622024.04.04 07:40buy430.101.086130.000000.00000
1632024.04.04 07:40modify430.101.086131.082581.09308
1642024.04.04 07:40modify420.101.084691.082581.09308
1652024.04.04 07:40modify410.101.079081.082581.09308
1662024.04.05 01:40s/l410.101.082581.082581.0930829.8611702.68
1672024.04.05 01:40s/l420.101.082581.082581.09308-21.7411680.94
1682024.04.05 01:40s/l430.101.082581.082581.09308-36.1411644.80
1692024.04.08 20:00sell440.101.085670.000000.00000
1702024.04.08 20:00modify440.101.085671.094671.07167
1712024.04.10 12:50sell450.101.078610.000000.00000
1722024.04.10 12:50modify450.101.078611.082171.07167
1732024.04.10 12:50modify440.101.085671.082171.07167
1742024.04.10 14:45sell460.101.076300.000000.00000
1752024.04.10 14:45modify460.101.076301.080771.07167
1762024.04.10 14:45modify450.101.078611.080771.07167
1772024.04.10 14:45modify440.101.085671.080771.07167
1782024.04.11 14:20t/p440.101.071671.080771.07167141.1011785.90
1792024.04.11 14:20t/p450.101.071671.080771.0716770.0611855.95
1802024.04.11 14:20t/p460.101.071671.080771.0716746.9611902.91
1812024.04.15 20:00buy470.101.062930.000000.00000
1822024.04.15 20:00modify470.101.062931.053931.07693
1832024.04.18 05:40buy480.101.068700.000000.00000
1842024.04.18 05:40modify480.101.068701.064331.07693
1852024.04.18 05:40modify470.101.062931.064331.07693
1862024.04.18 17:40s/l470.101.064331.064331.0769310.7911913.70
1872024.04.18 17:40s/l480.101.064331.064331.07693-43.7011870.00
1882024.04.25 20:00sell490.101.072920.000000.00000
1892024.04.25 20:00modify490.101.072921.081921.05892
1902024.04.30 19:40sell500.101.067170.000000.00000
1912024.04.30 19:40modify500.101.067171.071521.05892
1922024.04.30 19:40modify490.101.072921.071521.05892
1932024.04.30 23:59s/l490.101.071521.071521.0589214.6611884.66
1942024.04.30 23:59s/l500.101.071521.071521.05892-43.5011841.16