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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 modelled78577Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1611.82Gross profit1776.15Gross loss-164.34
Profit factor10.81Expected payoff46.05
Absolute drawdown3.10Maximal drawdown169.88 (1.57%)Relative drawdown1.57% (169.88)
Total trades35Short positions (won %)25 (88.00%)Long positions (won %)10 (60.00%)
Profit trades (% of total)28 (80.00%)Loss trades (% of total)7 (20.00%)
Largestprofit trade131.54loss trade-35.40
Averageprofit trade63.43loss trade-23.48
Maximumconsecutive wins (profit in money)10 (797.10)consecutive losses (loss in money)2 (-42.08)
Maximalconsecutive profit (count of wins)797.10 (10)consecutive loss (count of losses)-42.08 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.06.23 12:00buy10.101.087920.000000.00000
22023.06.23 12:00modify10.101.087921.072921.10092
32023.06.26 11:40buy20.101.092090.000000.00000
42023.06.26 11:40modify20.101.092091.088571.10092
52023.06.26 11:40modify10.101.087921.088571.10092
62023.06.27 07:40buy30.101.094440.000000.00000
72023.06.27 07:40modify30.101.094441.091171.10092
82023.06.27 07:40modify20.101.092091.091171.10092
92023.06.27 07:40modify10.101.087921.091171.10092
102023.06.27 13:40buy40.101.097960.000000.00000
112023.06.27 13:40modify40.101.097961.095071.10092
122023.06.27 13:40modify30.101.094441.095071.10092
132023.06.27 13:40modify20.101.092091.095071.10092
142023.06.27 13:40modify10.101.087921.095071.10092
152023.06.27 14:40s/l10.101.095071.095071.1009270.2210070.22
162023.06.27 14:40s/l20.101.095071.095071.1009229.1610099.37
172023.06.27 14:40s/l30.101.095071.095071.100926.3010105.67
182023.06.27 14:40s/l40.101.095071.095071.10092-28.9010076.77
192023.08.02 20:00buy50.101.094240.000000.00000
202023.08.02 20:00modify50.101.094241.079241.10724
212023.08.04 12:30buy60.101.098360.000000.00000
222023.08.04 12:30modify60.101.098361.094891.10724
232023.08.04 12:30modify50.101.094241.094891.10724
242023.08.04 13:20buy70.101.100910.000000.00000
252023.08.04 13:20modify70.101.100911.097491.10724
262023.08.04 13:20modify60.101.098361.097491.10724
272023.08.04 13:20modify50.101.094241.097491.10724
282023.08.04 16:05buy80.101.104130.000000.00000
292023.08.04 16:05modify80.101.104131.101391.10724
302023.08.04 16:05modify70.101.100911.101391.10724
312023.08.04 16:05modify60.101.098361.101391.10724
322023.08.04 16:05modify50.101.094241.101391.10724
332023.08.04 18:33s/l50.101.101391.101391.1072468.9310145.71
342023.08.04 18:33s/l60.101.101391.101391.1072430.3010176.01
352023.08.04 18:33s/l70.101.101391.101391.107244.8010180.81
362023.08.04 18:33s/l80.101.101391.101391.10724-27.4010153.41
372023.08.10 16:00sell90.101.101520.000000.00000
382023.08.10 16:00modify90.101.101521.116521.08852
392023.08.10 17:40sell100.101.097610.000000.00000
402023.08.10 17:40modify100.101.097611.100871.08852
412023.08.10 17:40modify90.101.101521.100871.08852
422023.08.11 17:30sell110.101.094750.000000.00000
432023.08.11 17:30modify110.101.094751.098271.08852
442023.08.11 17:30modify100.101.097611.098271.08852
452023.08.11 17:30modify90.101.101521.098271.08852
462023.08.14 12:30sell120.101.091610.000000.00000
472023.08.14 12:30modify120.101.091611.094371.08852
482023.08.14 12:30modify110.101.094751.094371.08852
492023.08.14 12:30modify100.101.097611.094371.08852
502023.08.14 12:30modify90.101.101521.094371.08852
512023.08.14 13:40t/p90.101.088521.094371.08852130.4410283.84
522023.08.14 13:40t/p100.101.088521.094371.0885291.3410375.18
532023.08.14 13:40t/p110.101.088521.094371.0885262.5210437.70
542023.08.14 13:40t/p120.101.088521.094371.0885230.9010468.60
552023.08.30 20:00sell130.101.092170.000000.00000
562023.08.30 20:00modify130.101.092171.107171.07917
572023.08.31 12:45sell140.101.088130.000000.00000
582023.08.31 12:45modify140.101.088131.091521.07917
592023.08.31 12:45modify130.101.092171.091521.07917
602023.08.31 15:10sell150.101.085490.000000.00000
612023.08.31 15:10modify150.101.085491.088921.07917
622023.08.31 15:10modify140.101.088131.088921.07917
632023.08.31 15:10modify130.101.092171.088921.07917
642023.09.01 14:20sell160.101.082190.000000.00000
652023.09.01 14:20modify160.101.082191.085021.07917
662023.09.01 14:20modify150.101.085491.085021.07917
672023.09.01 14:20modify140.101.088131.085021.07917
682023.09.01 14:20modify130.101.092171.085021.07917
692023.09.01 15:33t/p130.101.079171.085021.07917130.8810599.48
702023.09.01 15:33t/p140.101.079171.085021.0791789.8210689.30
712023.09.01 15:33t/p150.101.079171.085021.0791763.4210752.72
722023.09.01 15:33t/p160.101.079171.085021.0791730.2010782.92
732023.09.25 20:00buy170.101.059570.000000.00000
742023.09.25 20:00modify170.101.059571.044571.07257
752023.10.11 13:40buy180.101.063760.000000.00000
762023.10.11 13:40modify180.101.063761.060221.07257
772023.10.11 13:40modify170.101.059571.060221.07257
782023.10.11 16:40s/l170.101.060221.060221.07257-3.7710779.14
792023.10.11 16:40s/l180.101.060221.060221.07257-35.4010743.74
802023.11.03 20:00sell190.101.072480.000000.00000
812023.11.03 20:00modify190.101.072481.087481.05948
822023.11.07 09:33sell200.101.068300.000000.00000
832023.11.07 09:33modify200.101.068301.071831.05948
842023.11.07 09:33modify190.101.072481.071831.05948
852023.11.08 10:15sell210.101.065930.000000.00000
862023.11.08 10:15modify210.101.065931.069231.05948
872023.11.08 10:15modify200.101.068301.069231.05948
882023.11.08 10:15modify190.101.072481.069231.05948
892023.11.08 14:40s/l190.101.069231.069231.0594833.1610776.90
902023.11.08 14:40s/l200.101.069231.069231.05948-9.0810767.82
912023.11.08 14:40s/l210.101.069231.069231.05948-33.0010734.82
922023.12.14 20:00sell220.101.099220.000000.00000
932023.12.14 20:00modify220.101.099221.114221.08622
942023.12.15 08:50sell230.101.095080.000000.00000
952023.12.15 08:50modify230.101.095081.098571.08622
962023.12.15 08:50modify220.101.099221.098571.08622
972023.12.15 14:45sell240.101.092490.000000.00000
982023.12.15 14:45modify240.101.092491.095971.08622
992023.12.15 14:45modify230.101.095081.095971.08622
1002023.12.15 14:45modify220.101.099221.095971.08622
1012023.12.15 18:55sell250.101.089370.000000.00000
1022023.12.15 18:55modify250.101.089371.092071.08622
1032023.12.15 18:55modify240.101.092491.092071.08622
1042023.12.15 18:55modify230.101.095081.092071.08622
1052023.12.15 18:55modify220.101.099221.092071.08622
1062023.12.18 06:30s/l220.101.092071.092071.0862271.9410806.76
1072023.12.18 06:30s/l230.101.092071.092071.0862230.3210837.08
1082023.12.18 06:30s/l240.101.092071.092071.086224.4210841.50
1092023.12.18 06:30s/l250.101.092071.092071.08622-26.7810814.72
1102023.12.27 20:00sell260.101.110150.000000.00000
1112023.12.27 20:00modify260.101.110151.125151.09715
1122023.12.28 18:30sell270.101.106200.000000.00000
1132023.12.28 18:30modify270.101.106201.109501.09715
1142023.12.28 18:30modify260.101.110151.109501.09715
1152023.12.29 21:20sell280.101.103650.000000.00000
1162023.12.29 21:20modify280.101.103651.106901.09715
1172023.12.29 21:20modify270.101.106201.106901.09715
1182023.12.29 21:20modify260.101.110151.106901.09715
1192024.01.02 11:05sell290.101.100400.000000.00000
1202024.01.02 11:05modify290.101.100401.103001.09715
1212024.01.02 11:05modify280.101.103651.103001.09715
1222024.01.02 11:05modify270.101.106201.103001.09715
1232024.01.02 11:05modify260.101.110151.103001.09715
1242024.01.02 11:40t/p260.101.097151.103001.09715131.3210946.03
1252024.01.02 11:40t/p270.101.097151.103001.0971591.1611037.19
1262024.01.02 11:40t/p280.101.097151.103001.0971565.4411102.63
1272024.01.02 11:40t/p290.101.097151.103001.0971532.5011135.13
1282024.03.21 04:00sell300.101.093490.000000.00000
1292024.03.21 04:00modify300.101.093491.108491.08049
1302024.03.21 13:30sell310.101.089380.000000.00000
1312024.03.21 13:30modify310.101.089381.092841.08049
1322024.03.21 13:30modify300.101.093491.092841.08049
1332024.03.22 03:40sell320.101.083590.000000.00000
1342024.03.22 03:40modify320.101.083591.086341.08049
1352024.03.22 03:40modify310.101.089381.086341.08049
1362024.03.22 03:40modify300.101.093491.086341.08049
1372024.03.22 19:15t/p300.101.080491.086341.08049130.2211265.35
1382024.03.22 19:15t/p310.101.080491.086341.0804989.1211354.47
1392024.03.22 19:15t/p320.101.080491.086341.0804931.0011385.47
1402024.04.04 12:00sell330.101.085290.000000.00000
1412024.04.04 12:00modify330.101.085291.100291.07229
1422024.04.10 12:50sell340.101.078610.000000.00000
1432024.04.10 12:50modify340.101.078611.082041.07229
1442024.04.10 12:50modify330.101.085291.082041.07229
1452024.04.10 14:55sell350.101.075320.000000.00000
1462024.04.10 14:55modify350.101.075321.078141.07229
1472024.04.10 14:55modify340.101.078611.078141.07229
1482024.04.10 14:55modify330.101.085291.078141.07229
1492024.04.11 12:05t/p330.101.072291.078141.07229131.5411517.00
1502024.04.11 12:05t/p340.101.072291.078141.0722963.8611580.86
1512024.04.11 12:05t/p350.101.072291.078141.0722930.9611611.82