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=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 test1915Ticks modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1365.97Gross profit1646.04Gross loss-280.08
Profit factor5.88Expected payoff37.94
Absolute drawdown3.10Maximal drawdown253.65 (2.19%)Relative drawdown2.19% (253.65)
Total trades36Short positions (won %)25 (84.00%)Long positions (won %)11 (54.55%)
Profit trades (% of total)27 (75.00%)Loss trades (% of total)9 (25.00%)
Largestprofit trade131.32loss trade-93.54
Averageprofit trade60.96loss trade-31.12
Maximumconsecutive wins (profit in money)9 (646.59)consecutive losses (loss in money)2 (-126.64)
Maximalconsecutive profit (count of wins)646.59 (9)consecutive loss (count of losses)-126.64 (2)
Averageconsecutive wins5consecutive losses2
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 11:50buy20.101.091830.000000.00000
42023.06.26 11:50modify20.101.091831.088571.10092
52023.06.26 11:50modify10.101.087921.088571.10092
62023.06.27 07:17buy30.101.094430.000000.00000
72023.06.27 07:17modify30.101.094431.091171.10092
82023.06.27 07:17modify20.101.091831.091171.10092
92023.06.27 07:17modify10.101.087921.091171.10092
102023.06.27 13:33buy40.101.097670.000000.00000
112023.06.27 13:33modify40.101.097671.095071.10092
122023.06.27 13:33modify30.101.094431.095071.10092
132023.06.27 13:33modify20.101.091831.095071.10092
142023.06.27 13:33modify10.101.087921.095071.10092
152023.06.27 14:12s/l10.101.095071.095071.1009270.2210070.22
162023.06.27 14:12s/l20.101.095071.095071.1009231.7610101.97
172023.06.27 14:12s/l30.101.095071.095071.100926.4010108.37
182023.06.27 14:12s/l40.101.095071.095071.10092-26.0010082.37
192023.08.02 20:00buy50.101.094240.000000.00000
202023.08.02 20:00modify50.101.094241.079241.10724
212023.08.04 12:30buy60.101.098160.000000.00000
222023.08.04 12:30modify60.101.098161.094891.10724
232023.08.04 12:30modify50.101.094241.094891.10724
242023.08.04 13:06buy70.101.100750.000000.00000
252023.08.04 13:06modify70.101.100751.097491.10724
262023.08.04 13:06modify60.101.098161.097491.10724
272023.08.04 13:06modify50.101.094241.097491.10724
282023.08.04 15:20buy80.101.103990.000000.00000
292023.08.04 15:20modify80.101.103991.101391.10724
302023.08.04 15:20modify70.101.100751.101391.10724
312023.08.04 15:20modify60.101.098161.101391.10724
322023.08.04 15:20modify50.101.094241.101391.10724
332023.08.04 18:40s/l50.101.101391.101391.1072468.9310151.31
342023.08.04 18:40s/l60.101.101391.101391.1072432.3010183.61
352023.08.04 18:40s/l70.101.101391.101391.107246.4010190.01
362023.08.04 18:40s/l80.101.101391.101391.10724-26.0010164.01
372023.08.10 16:00sell90.101.101520.000000.00000
382023.08.10 16:00modify90.101.101521.116521.08852
392023.08.10 17:58sell100.101.097620.000000.00000
402023.08.10 17:58modify100.101.097621.100871.08852
412023.08.10 17:58modify90.101.101521.100871.08852
422023.08.11 16:55sell110.101.095020.000000.00000
432023.08.11 16:55modify110.101.095021.098271.08852
442023.08.11 16:55modify100.101.097621.098271.08852
452023.08.11 16:55modify90.101.101521.098271.08852
462023.08.14 12:31sell120.101.091770.000000.00000
472023.08.14 12:31modify120.101.091771.094371.08852
482023.08.14 12:31modify110.101.095021.094371.08852
492023.08.14 12:31modify100.101.097621.094371.08852
502023.08.14 12:31modify90.101.101521.094371.08852
512023.08.14 13:37t/p90.101.088521.094371.08852130.4410294.44
522023.08.14 13:37t/p100.101.088521.094371.0885291.4410385.88
532023.08.14 13:37t/p110.101.088521.094371.0885265.2210451.10
542023.08.14 13:37t/p120.101.088521.094371.0885232.5010483.60
552023.08.30 20:00sell130.101.092170.000000.00000
562023.08.30 20:00modify130.101.092171.107171.07917
572023.08.31 08:51sell140.101.088270.000000.00000
582023.08.31 08:51modify140.101.088271.091521.07917
592023.08.31 08:51modify130.101.092171.091521.07917
602023.08.31 13:05sell150.101.085640.000000.00000
612023.08.31 13:05modify150.101.085641.088921.07917
622023.08.31 13:05modify140.101.088271.088921.07917
632023.08.31 13:05modify130.101.092171.088921.07917
642023.09.01 14:21sell160.101.082410.000000.00000
652023.09.01 14:21modify160.101.082411.085021.07917
662023.09.01 14:21modify150.101.085641.085021.07917
672023.09.01 14:21modify140.101.088271.085021.07917
682023.09.01 14:21modify130.101.092171.085021.07917
692023.09.01 15:33t/p130.101.079171.085021.07917130.8810614.48
702023.09.01 15:33t/p140.101.079171.085021.0791791.2210705.70
712023.09.01 15:33t/p150.101.079171.085021.0791764.9210770.62
722023.09.01 15:33t/p160.101.079171.085021.0791732.4010803.02
732023.09.25 20:00buy170.101.059570.000000.00000
742023.09.25 20:00modify170.101.059571.044571.07257
752023.10.11 13:55buy180.101.063480.000000.00000
762023.10.11 13:55modify180.101.063481.060221.07257
772023.10.11 13:55modify170.101.059571.060221.07257
782023.10.11 16:23s/l170.101.060221.060221.07257-3.7710799.24
792023.10.11 16:23s/l180.101.060221.060221.07257-32.6010766.64
802023.11.03 20:00sell190.101.072480.000000.00000
812023.11.03 20:00modify190.101.072481.087481.05948
822023.11.07 09:55sell200.101.068570.000000.00000
832023.11.07 09:55modify200.101.068571.071831.05948
842023.11.07 09:55modify190.101.072481.071831.05948
852023.11.08 10:38sell210.101.065970.000000.00000
862023.11.08 10:38modify210.101.065971.069231.05948
872023.11.08 10:38modify200.101.068571.069231.05948
882023.11.08 10:38modify190.101.072481.069231.05948
892023.11.08 14:51s/l190.101.069231.069231.0594833.1610799.80
902023.11.08 14:51s/l200.101.069231.069231.05948-6.3810793.42
912023.11.08 14:51s/l210.101.069231.069231.05948-32.6010760.82
922023.12.14 20:00sell220.101.099220.000000.00000
932023.12.14 20:00modify220.101.099221.114221.08622
942023.12.15 08:30sell230.101.095310.000000.00000
952023.12.15 08:30modify230.101.095311.098571.08622
962023.12.15 08:30modify220.101.099221.098571.08622
972023.12.15 13:34sell240.101.092720.000000.00000
982023.12.15 13:34modify240.101.092721.095971.08622
992023.12.15 13:34modify230.101.095311.095971.08622
1002023.12.15 13:34modify220.101.099221.095971.08622
1012023.12.15 18:44sell250.101.089440.000000.00000
1022023.12.15 18:44modify250.101.089441.092071.08622
1032023.12.15 18:44modify240.101.092721.092071.08622
1042023.12.15 18:44modify230.101.095311.092071.08622
1052023.12.15 18:44modify220.101.099221.092071.08622
1062023.12.18 06:32s/l220.101.092071.092071.0862271.9410832.76
1072023.12.18 06:32s/l230.101.092071.092071.0862232.6210865.38
1082023.12.18 06:32s/l240.101.092071.092071.086226.7210872.10
1092023.12.18 06:32s/l250.101.092071.092071.08622-26.0810846.02
1102023.12.27 20:00sell260.101.110150.000000.00000
1112023.12.27 20:00modify260.101.110151.125151.09715
1122023.12.28 18:02sell270.101.106240.000000.00000
1132023.12.28 18:02modify270.101.106241.109501.09715
1142023.12.28 18:02modify260.101.110151.109501.09715
1152023.12.29 21:09sell280.101.103650.000000.00000
1162023.12.29 21:09modify280.101.103651.106901.09715
1172023.12.29 21:09modify270.101.106241.106901.09715
1182023.12.29 21:09modify260.101.110151.106901.09715
1192024.01.02 10:10sell290.101.100400.000000.00000
1202024.01.02 10:10modify290.101.100401.103001.09715
1212024.01.02 10:10modify280.101.103651.103001.09715
1222024.01.02 10:10modify270.101.106241.103001.09715
1232024.01.02 10:10modify260.101.110151.103001.09715
1242024.01.02 11:46t/p260.101.097151.103001.09715131.3210977.33
1252024.01.02 11:46t/p270.101.097151.103001.0971591.5611068.89
1262024.01.02 11:46t/p280.101.097151.103001.0971565.4411134.33
1272024.01.02 11:46t/p290.101.097151.103001.0971532.5011166.83
1282024.03.21 04:00sell300.101.093490.000000.00000
1292024.03.21 04:00modify300.101.093491.108491.08049
1302024.03.21 08:42sell310.101.089590.000000.00000
1312024.03.21 08:42modify310.101.089591.092841.08049
1322024.03.21 08:42modify300.101.093491.092841.08049
1332024.03.21 15:07sell320.101.086980.000000.00000
1342024.03.21 15:07modify320.101.086981.090241.08049
1352024.03.21 15:07modify310.101.089591.090241.08049
1362024.03.21 15:07modify300.101.093491.090241.08049
1372024.03.22 03:11sell330.101.083740.000000.00000
1382024.03.22 03:11modify330.101.083741.086341.08049
1392024.03.22 03:11modify320.101.086981.086341.08049
1402024.03.22 03:11modify310.101.089591.086341.08049
1412024.03.22 03:11modify300.101.093491.086341.08049
1422024.03.22 19:17t/p300.101.080491.086341.08049130.2211297.05
1432024.03.22 19:17t/p310.101.080491.086341.0804991.2211388.27
1442024.03.22 19:17t/p320.101.080491.086341.0804965.1211453.39
1452024.03.22 19:17t/p330.101.080491.086341.0804932.5011485.89
1462024.04.04 12:00sell340.101.085290.000000.00000
1472024.04.04 12:00modify340.101.085291.100291.07229
1482024.04.05 12:30sell350.101.081330.000000.00000
1492024.04.05 12:30modify350.101.081331.084641.07229
1502024.04.05 12:30modify340.101.085291.084641.07229
1512024.04.05 15:57s/l340.101.084641.084641.072296.7211492.61
1522024.04.05 15:57s/l350.101.084641.084641.07229-33.1011459.51
1532024.04.10 20:00buy360.101.074660.000000.00000
1542024.04.10 20:00modify360.101.074661.059661.08766
1552024.04.30 23:59close at stop360.101.066591.059661.08766-93.5411365.97