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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2069.45Gross profit2952.73Gross loss-883.29
Profit factor3.34Expected payoff36.31
Absolute drawdown148.85Maximal drawdown339.93 (3.30%)Relative drawdown3.30% (339.93)
Total trades57Short positions (won %)30 (86.67%)Long positions (won %)27 (55.56%)
Profit trades (% of total)41 (71.93%)Loss trades (% of total)16 (28.07%)
Largestprofit trade142.19loss trade-93.85
Averageprofit trade72.02loss trade-55.21
Maximumconsecutive wins (profit in money)9 (709.72)consecutive losses (loss in money)3 (-224.42)
Maximalconsecutive profit (count of wins)709.72 (9)consecutive loss (count of losses)-224.42 (3)
Averageconsecutive wins5consecutive 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 13:21s/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 13:03sell30.101.104020.000000.00000
72023.07.27 13:03modify30.101.104021.108231.09563
82023.07.27 13:03modify20.101.109631.108231.09563
92023.07.27 13:16sell40.101.102630.000000.00000
102023.07.27 13:16modify40.101.102631.106131.09563
112023.07.27 13:16modify30.101.104021.106131.09563
122023.07.27 13:16modify20.101.109631.106131.09563
132023.07.27 13:33sell50.101.100530.000000.00000
142023.07.27 13:33modify50.101.100531.104731.09563
152023.07.27 13:33modify40.101.102631.104731.09563
162023.07.27 13:33modify30.101.104021.104731.09563
172023.07.27 13:33modify20.101.109631.104731.09563
182023.07.28 05:34t/p20.101.095631.104731.09563140.8810047.67
192023.07.28 05:34t/p30.101.095631.104731.0956384.1210131.79
202023.07.28 05:34t/p40.101.095631.104731.0956370.2210202.01
212023.07.28 05:34t/p50.101.095631.104731.0956349.2210251.22
222023.08.16 20:00buy60.101.087730.000000.00000
232023.08.16 20:00modify60.101.087731.078731.10173
242023.08.22 07:49buy70.101.093330.000000.00000
252023.08.22 07:49modify70.101.093331.089131.10173
262023.08.22 07:49modify60.101.087731.089131.10173
272023.08.22 10:22s/l60.101.089131.089131.1017310.1510261.37
282023.08.22 10:22s/l70.101.089131.089131.10173-42.0010219.37
292023.09.07 20:00buy80.101.069790.000000.00000
302023.09.07 20:00modify80.101.069791.060791.08379
312023.09.11 14:08buy90.101.075390.000000.00000
322023.09.11 14:08modify90.101.075391.071191.08379
332023.09.11 14:08modify80.101.069791.071191.08379
342023.09.12 01:12buy100.101.076830.000000.00000
352023.09.12 01:12modify100.101.076831.073291.08379
362023.09.12 01:12modify90.101.075391.073291.08379
372023.09.12 01:12modify80.101.069791.073291.08379
382023.09.12 06:45s/l80.101.073291.073291.0837933.0710252.45
392023.09.12 06:45s/l90.101.073291.073291.08379-21.6410230.80
402023.09.12 06:45s/l100.101.073291.073291.08379-35.4010195.40
412023.09.15 20:00buy110.101.066280.000000.00000
422023.09.15 20:00modify110.101.066281.057281.08028
432023.09.19 12:05buy120.101.071890.000000.00000
442023.09.19 12:05modify120.101.071891.067681.08028
452023.09.19 12:05modify110.101.066281.067681.08028
462023.09.19 19:00s/l110.101.067681.067681.0802812.7210208.12
472023.09.19 19:00s/l120.101.067681.067681.08028-42.1010166.02
482023.09.20 20:00buy130.101.066170.000000.00000
492023.09.20 20:00modify130.101.066171.057171.08017
502023.09.26 06:58s/l130.101.057171.057171.08017-93.8510072.17
512023.10.16 20:00sell140.101.056270.000000.00000
522023.10.16 20:00modify140.101.056271.065271.04227
532023.10.23 16:30s/l140.101.065271.065271.04227-88.469983.70
542023.11.09 20:00buy150.101.067030.000000.00000
552023.11.09 20:00modify150.101.067031.058031.08103
562023.11.14 10:07buy160.101.072660.000000.00000
572023.11.14 10:07modify160.101.072661.068431.08103
582023.11.14 10:07modify150.101.067031.068431.08103
592023.11.14 13:30buy170.101.074210.000000.00000
602023.11.14 13:30modify170.101.074211.070531.08103
612023.11.14 13:30modify160.101.072661.070531.08103
622023.11.14 13:30modify150.101.067031.070531.08103
632023.11.14 13:30buy180.101.076130.000000.00000
642023.11.14 13:30modify180.101.076131.071931.08103
652023.11.14 13:30modify170.101.074211.071931.08103
662023.11.14 13:30modify160.101.072661.071931.08103
672023.11.14 13:30modify150.101.067031.071931.08103
682023.11.14 14:07t/p150.101.081031.071931.08103138.0710121.78
692023.11.14 14:07t/p160.101.081031.071931.0810383.7010205.48
702023.11.14 14:07t/p170.101.081031.071931.0810368.2010273.68
712023.11.14 14:07t/p180.101.081031.071931.0810349.0010322.68
722023.11.27 20:00sell190.101.095620.000000.00000
732023.11.27 20:00modify190.101.095621.104621.08162
742023.11.30 14:42sell200.101.089950.000000.00000
752023.11.30 14:42modify200.101.089951.094221.08162
762023.11.30 14:42modify190.101.095621.094221.08162
772023.11.30 18:49sell210.101.088620.000000.00000
782023.11.30 18:49modify210.101.088621.092121.08162
792023.11.30 18:49modify200.101.089951.092121.08162
802023.11.30 18:49modify190.101.095621.092121.08162
812023.12.01 14:07sell220.101.086500.000000.00000
822023.12.01 14:07modify220.101.086501.090721.08162
832023.12.01 14:07modify210.101.088621.090721.08162
842023.12.01 14:07modify200.101.089951.090721.08162
852023.12.01 14:07modify190.101.095621.090721.08162
862023.12.04 15:26t/p190.101.081621.090721.08162141.5410464.21
872023.12.04 15:26t/p200.101.081621.090721.0816283.7410547.95
882023.12.04 15:26t/p210.101.081621.090721.0816270.4410618.39
892023.12.04 15:26t/p220.101.081621.090721.0816249.0210667.41
902023.12.06 20:00buy230.101.077130.000000.00000
912023.12.06 20:00modify230.101.077131.068131.09113
922023.12.12 13:30buy240.101.082800.000000.00000
932023.12.12 13:30modify240.101.082801.078531.09113
942023.12.12 13:30modify230.101.077131.078531.09113
952023.12.12 13:44s/l230.101.078531.078531.0911310.1510677.55
962023.12.12 13:44s/l240.101.078531.078531.09113-42.7010634.85
972023.12.13 20:00sell250.101.088810.000000.00000
982023.12.13 20:00modify250.101.088811.097811.07481
992023.12.14 14:13s/l250.101.097811.097811.07481-89.3410545.51
1002023.12.15 20:00buy260.101.090250.000000.00000
1012023.12.15 20:00modify260.101.090251.081251.10425
1022023.12.19 12:55buy270.101.095850.000000.00000
1032023.12.19 12:55modify270.101.095851.091651.10425
1042023.12.19 12:55modify260.101.090251.091651.10425
1052023.12.19 12:59buy280.101.097260.000000.00000
1062023.12.19 12:59modify280.101.097261.093751.10425
1072023.12.19 12:59modify270.101.095851.093751.10425
1082023.12.19 12:59modify260.101.090251.093751.10425
1092023.12.20 11:56s/l260.101.093751.093751.1042533.0710578.59
1102023.12.20 11:56s/l270.101.093751.093751.10425-21.6410556.94
1112023.12.20 11:56s/l280.101.093751.093751.10425-35.7410521.20
1122023.12.26 20:00sell290.101.104440.000000.00000
1132023.12.26 20:00modify290.101.104441.113441.09044
1142023.12.28 09:35s/l290.101.113441.113441.09044-89.1210432.08
1152024.01.11 20:00sell300.101.098200.000000.00000
1162024.01.11 20:00modify300.101.098201.107201.08420
1172024.01.16 00:53sell310.101.092600.000000.00000
1182024.01.16 00:53modify310.101.092601.096801.08420
1192024.01.16 00:53modify300.101.098201.096801.08420
1202024.01.16 07:11sell320.101.091200.000000.00000
1212024.01.16 07:11modify320.101.091201.094701.08420
1222024.01.16 07:11modify310.101.092601.094701.08420
1232024.01.16 07:11modify300.101.098201.094701.08420
1242024.01.16 09:05sell330.101.089100.000000.00000
1252024.01.16 09:05modify330.101.089101.093301.08420
1262024.01.16 09:05modify320.101.091201.093301.08420
1272024.01.16 09:05modify310.101.092601.093301.08420
1282024.01.16 09:05modify300.101.098201.093301.08420
1292024.01.23 15:24t/p300.101.084201.093301.08420142.1910574.27
1302024.01.23 15:24t/p310.101.084201.093301.0842085.5410659.81
1312024.01.23 15:24t/p320.101.084201.093301.0842071.5410731.34
1322024.01.23 15:24t/p330.101.084201.093301.0842050.5410781.88
1332024.02.01 20:00sell340.101.087190.000000.00000
1342024.02.01 20:00modify340.101.087191.096191.07319
1352024.02.02 13:35sell350.101.081580.000000.00000
1362024.02.02 13:35modify350.101.081581.085791.07319
1372024.02.02 13:35modify340.101.087191.085791.07319
1382024.02.02 14:02sell360.101.080190.000000.00000
1392024.02.02 14:02modify360.101.080191.083691.07319
1402024.02.02 14:02modify350.101.081581.083691.07319
1412024.02.02 14:02modify340.101.087191.083691.07319
1422024.02.02 17:51sell370.101.078090.000000.00000
1432024.02.02 17:51modify370.101.078091.082291.07319
1442024.02.02 17:51modify360.101.080191.082291.07319
1452024.02.02 17:51modify350.101.081581.082291.07319
1462024.02.02 17:51modify340.101.087191.082291.07319
1472024.02.05 15:00t/p340.101.073191.082291.07319140.4410922.32
1482024.02.05 15:00t/p350.101.073191.082291.0731984.1211006.44
1492024.02.05 15:00t/p360.101.073191.082291.0731970.2211076.65
1502024.02.05 15:00t/p370.101.073191.082291.0731949.2211125.87
1512024.02.16 20:00sell380.101.077700.000000.00000
1522024.02.16 20:00modify380.101.077701.086701.06370
1532024.02.22 08:15s/l380.101.086701.086701.06370-88.6811037.19
1542024.02.29 20:00buy390.101.080550.000000.00000
1552024.02.29 20:00modify390.101.080551.071551.09455
1562024.03.04 14:52buy400.101.086150.000000.00000
1572024.03.04 14:52modify400.101.086151.081951.09455
1582024.03.04 14:52modify390.101.080551.081951.09455
1592024.03.05 15:01buy410.101.087560.000000.00000
1602024.03.05 15:01modify410.101.087561.084051.09455
1612024.03.05 15:01modify400.101.086151.084051.09455
1622024.03.05 15:01modify390.101.080551.084051.09455
1632024.03.06 15:34buy420.101.089650.000000.00000
1642024.03.06 15:34modify420.101.089651.085451.09455
1652024.03.06 15:34modify410.101.087561.085451.09455
1662024.03.06 15:34modify400.101.086151.085451.09455
1672024.03.06 15:34modify390.101.080551.085451.09455
1682024.03.07 19:22t/p390.101.094551.085451.09455135.5111172.70
1692024.03.07 19:22t/p400.101.094551.085451.0945580.7911253.48
1702024.03.07 19:22t/p410.101.094551.085451.0945567.3311320.82
1712024.03.07 19:22t/p420.101.094551.085451.0945547.0711367.89
1722024.03.20 20:00sell430.101.092090.000000.00000
1732024.03.20 20:00modify430.101.092091.101091.07809
1742024.03.21 15:19sell440.101.086470.000000.00000
1752024.03.21 15:19modify440.101.086471.090691.07809
1762024.03.21 15:19modify430.101.092091.090691.07809
1772024.03.22 01:52sell450.101.085090.000000.00000
1782024.03.22 01:52modify450.101.085091.088591.07809
1792024.03.22 01:52modify440.101.086471.088591.07809
1802024.03.22 01:52modify430.101.092091.088591.07809
1812024.03.22 06:41sell460.101.082990.000000.00000
1822024.03.22 06:41modify460.101.082991.087191.07809
1832024.03.22 06:41modify450.101.085091.087191.07809
1842024.03.22 06:41modify440.101.086471.087191.07809
1852024.03.22 06:41modify430.101.092091.087191.07809
1862024.03.28 09:17t/p430.101.078091.087191.07809142.1911510.08
1872024.03.28 09:17t/p440.101.078091.087191.0780985.3411595.42
1882024.03.28 09:17t/p450.101.078091.087191.0780971.3211666.73
1892024.03.28 09:17t/p460.101.078091.087191.0780950.3211717.05
1902024.03.28 20:00buy470.101.079080.000000.00000
1912024.03.28 20:00modify470.101.079081.070081.09308
1922024.04.04 01:27buy480.101.084690.000000.00000
1932024.04.04 01:27modify480.101.084691.080481.09308
1942024.04.04 01:27modify470.101.079081.080481.09308
1952024.04.04 07:57buy490.101.086080.000000.00000
1962024.04.04 07:57modify490.101.086081.082581.09308
1972024.04.04 07:57modify480.101.084691.082581.09308
1982024.04.04 07:57modify470.101.079081.082581.09308
1992024.04.05 01:55s/l470.101.082581.082581.0930829.8611746.91
2002024.04.05 01:55s/l480.101.082581.082581.09308-21.7411725.17
2012024.04.05 01:55s/l490.101.082581.082581.09308-35.6411689.53
2022024.04.08 20:00sell500.101.085670.000000.00000
2032024.04.08 20:00modify500.101.085671.094671.07167
2042024.04.10 12:32sell510.101.080060.000000.00000
2052024.04.10 12:32modify510.101.080061.084271.07167
2062024.04.10 12:32modify500.101.085671.084271.07167
2072024.04.10 12:34sell520.101.078670.000000.00000
2082024.04.10 12:34modify520.101.078671.082171.07167
2092024.04.10 12:34modify510.101.080061.082171.07167
2102024.04.10 12:34modify500.101.085671.082171.07167
2112024.04.10 13:12sell530.101.076560.000000.00000
2122024.04.10 13:12modify530.101.076561.080771.07167
2132024.04.10 13:12modify520.101.078671.080771.07167
2142024.04.10 13:12modify510.101.080061.080771.07167
2152024.04.10 13:12modify500.101.085671.080771.07167
2162024.04.11 14:26t/p500.101.071671.080771.07167141.1011830.63
2172024.04.11 14:26t/p510.101.071671.080771.0716784.5611915.18
2182024.04.11 14:26t/p520.101.071671.080771.0716770.6611985.84
2192024.04.11 14:26t/p530.101.071671.080771.0716749.5612035.40
2202024.04.15 20:00buy540.101.062930.000000.00000
2212024.04.15 20:00modify540.101.062931.053931.07693
2222024.04.18 05:38buy550.101.068530.000000.00000
2232024.04.18 05:38modify550.101.068531.064331.07693
2242024.04.18 05:38modify540.101.062931.064331.07693
2252024.04.18 17:24s/l540.101.064331.064331.0769310.7912046.19
2262024.04.18 17:24s/l550.101.064331.064331.07693-42.0012004.19
2272024.04.25 20:00sell560.101.072920.000000.00000
2282024.04.25 20:00modify560.101.072921.081921.05892
2292024.04.30 19:25sell570.101.067320.000000.00000
2302024.04.30 19:25modify570.101.067321.071521.05892
2312024.04.30 19:25modify560.101.072921.071521.05892
2322024.04.30 23:59close at stop570.101.066891.071521.058924.3012008.49
2332024.04.30 23:59close at stop560.101.066891.071521.0589260.9612069.45