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=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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled78574Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1567.11Gross profit2350.47Gross loss-783.36
Profit factor3.00Expected payoff31.34
Absolute drawdown481.54Maximal drawdown498.34 (4.98%)Relative drawdown4.98% (498.34)
Total trades50Short positions (won %)38 (76.32%)Long positions (won %)12 (33.33%)
Profit trades (% of total)33 (66.00%)Loss trades (% of total)17 (34.00%)
Largestprofit trade145.48loss trade-158.35
Averageprofit trade71.23loss trade-46.08
Maximumconsecutive wins (profit in money)9 (721.26)consecutive losses (loss in money)4 (-214.68)
Maximalconsecutive profit (count of wins)721.26 (9)consecutive loss (count of losses)-307.03 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.17 16:00buy10.101.083220.000000.00000
22023.05.17 16:00modify10.101.083221.068221.09722
32023.05.30 05:40s/l10.101.068221.068221.09722-158.359841.65
42023.06.09 04:00sell20.101.077770.000000.00000
52023.06.09 04:00modify20.101.077771.092771.06377
62023.06.15 15:30s/l20.101.092771.092771.06377-148.689692.97
72023.06.23 12:00buy30.101.087920.000000.00000
82023.06.23 12:00modify30.101.087921.072921.10192
92023.06.27 01:30buy40.101.092950.000000.00000
102023.06.27 01:30modify40.101.092951.090021.10192
112023.06.27 01:30modify30.101.087921.090021.10192
122023.06.27 14:35buy50.101.095700.000000.00000
132023.06.27 14:35modify50.101.095701.093521.10192
142023.06.27 14:35buy60.101.095700.000000.00000
152023.06.27 14:35modify60.101.095701.092821.10192
162023.06.27 14:35modify40.101.092951.092821.10192
172023.06.27 14:35modify30.101.087921.092821.10192
182023.06.27 14:40modify50.101.095701.092821.10192
192023.06.28 12:40s/l30.101.092821.092821.1019247.079740.04
202023.06.28 12:40s/l40.101.092821.092821.10192-1.949738.10
212023.06.28 12:40s/l50.101.092821.092821.10192-29.449708.66
222023.06.28 12:40s/l60.101.092821.092821.10192-29.449679.22
232023.07.21 04:00buy70.101.113910.000000.00000
242023.07.21 04:00modify70.101.113911.098911.12791
252023.07.27 14:40s/l70.101.098911.098911.12791-153.859525.36
262023.08.10 16:00sell80.101.101520.000000.00000
272023.08.10 16:00modify80.101.101521.116521.08752
282023.08.11 12:40sell90.101.096580.000000.00000
292023.08.11 12:40modify90.101.096581.099421.08752
302023.08.11 12:40modify80.101.101521.099421.08752
312023.08.14 00:40sell100.101.093590.000000.00000
322023.08.14 00:40modify100.101.093591.095921.08752
332023.08.14 00:40sell110.101.093590.000000.00000
342023.08.14 00:40modify110.101.093591.096621.08752
352023.08.14 00:40modify90.101.096581.096621.08752
362023.08.14 00:40modify80.101.101521.096621.08752
372023.08.14 00:45modify100.101.093591.096621.08752
382023.08.16 19:40t/p80.101.087521.096621.08752140.889666.24
392023.08.16 19:40t/p90.101.087521.096621.0875291.269757.50
402023.08.16 19:40t/p100.101.087521.096621.0875261.149818.64
412023.08.16 19:40t/p110.101.087521.096621.0875261.149879.78
422023.10.26 08:00buy120.101.055110.000000.00000
432023.10.26 08:00modify120.101.055111.040111.06911
442023.10.31 05:30buy130.101.060010.000000.00000
452023.10.31 05:30modify130.101.060011.057211.06911
462023.10.31 05:30modify120.101.055111.057211.06911
472023.10.31 07:40buy140.101.062880.000000.00000
482023.10.31 07:40modify140.101.062881.060711.06911
492023.10.31 07:40buy150.101.062880.000000.00000
502023.10.31 07:40modify150.101.062881.060011.06911
512023.10.31 07:40modify130.101.060011.060011.06911
522023.10.31 07:40modify120.101.055111.060011.06911
532023.10.31 07:45modify140.101.062881.060011.06911
542023.10.31 14:40s/l120.101.060011.060011.0691147.079926.85
552023.10.31 14:40s/l130.101.060011.060011.069110.009926.85
562023.10.31 14:40s/l140.101.060011.060011.06911-28.709898.15
572023.10.31 14:40s/l150.101.060011.060011.06911-28.709869.45
582023.11.06 08:00sell160.101.073330.000000.00000
592023.11.06 08:00modify160.101.073331.088331.05933
602023.11.07 09:33sell170.101.068300.000000.00000
612023.11.07 09:33modify170.101.068301.071231.05933
622023.11.07 09:33modify160.101.073331.071231.05933
632023.11.08 16:30s/l160.101.071231.071231.0593321.449890.89
642023.11.08 16:30s/l170.101.071231.071231.05933-29.089861.81
652023.11.15 08:00sell180.101.087280.000000.00000
662023.11.15 08:00modify180.101.087281.102281.07328
672023.12.04 14:50sell190.101.082280.000000.00000
682023.12.04 14:50modify190.101.082281.085181.07328
692023.12.04 14:50modify180.101.087281.085181.07328
702023.12.05 16:30sell200.101.079330.000000.00000
712023.12.05 16:30modify200.101.079331.081681.07328
722023.12.05 16:30sell210.101.079330.000000.00000
732023.12.05 16:30modify210.101.079331.082381.07328
742023.12.05 16:30modify190.101.082281.082381.07328
752023.12.05 16:30modify180.101.087281.082381.07328
762023.12.05 16:35modify200.101.079331.082381.07328
772023.12.08 13:40t/p180.101.073281.082381.07328145.4810007.29
782023.12.08 13:40t/p190.101.073281.082381.0732891.3210098.61
792023.12.08 13:40t/p200.101.073281.082381.0732861.6010160.20
802023.12.08 13:40t/p210.101.073281.082381.0732861.6010221.80
812023.12.15 08:00sell220.101.099380.000000.00000
822023.12.15 08:00modify220.101.099381.114381.08538
832023.12.15 12:50sell230.101.094330.000000.00000
842023.12.15 12:50modify230.101.094331.097281.08538
852023.12.15 12:50modify220.101.099381.097281.08538
862023.12.15 14:00sell240.101.091640.000000.00000
872023.12.15 14:00modify240.101.091641.093781.08538
882023.12.15 14:00sell250.101.091640.000000.00000
892023.12.15 14:00modify250.101.091641.094481.08538
902023.12.15 14:00modify230.101.094331.094481.08538
912023.12.15 14:00modify220.101.099381.094481.08538
922023.12.15 14:05modify240.101.091641.094481.08538
932023.12.19 08:40s/l220.101.094481.094481.0853849.4410271.24
942023.12.19 08:40s/l230.101.094481.094481.08538-1.0610270.18
952023.12.19 08:40s/l240.101.094481.094481.08538-27.9610242.21
962023.12.19 08:40s/l250.101.094481.094481.08538-27.9610214.25
972023.12.28 08:00sell260.101.111670.000000.00000
982023.12.28 08:00modify260.101.111671.126671.09767
992023.12.28 17:05sell270.101.106690.000000.00000
1002023.12.28 17:05modify270.101.106691.109571.09767
1012023.12.28 17:05modify260.101.111671.109571.09767
1022023.12.29 19:40sell280.101.103810.000000.00000
1032023.12.29 19:40modify280.101.103811.106071.09767
1042023.12.29 19:40sell290.101.103810.000000.00000
1052023.12.29 19:40modify290.101.103811.106771.09767
1062023.12.29 19:40modify270.101.106691.106771.09767
1072023.12.29 19:40modify260.101.111671.106771.09767
1082023.12.29 19:45modify280.101.103811.106771.09767
1092024.01.02 11:40t/p260.101.097671.106771.09767140.6610354.91
1102024.01.02 11:40t/p270.101.097671.106771.0976790.8610445.77
1112024.01.02 11:40t/p280.101.097671.106771.0976761.8410507.61
1122024.01.02 11:40t/p290.101.097671.106771.0976761.8410569.45
1132024.01.11 08:00sell300.101.097900.000000.00000
1142024.01.11 08:00modify300.101.097901.112901.08390
1152024.01.16 00:30sell310.101.092890.000000.00000
1162024.01.16 00:30modify310.101.092891.095801.08390
1172024.01.16 00:30modify300.101.097901.095801.08390
1182024.01.18 02:20sell320.101.089920.000000.00000
1192024.01.18 02:20modify320.101.089921.092301.08390
1202024.01.18 02:20sell330.101.089920.000000.00000
1212024.01.18 02:20modify330.101.089921.093001.08390
1222024.01.18 02:20modify310.101.092891.093001.08390
1232024.01.18 02:20modify300.101.097901.093001.08390
1242024.01.18 02:25modify320.101.089921.093001.08390
1252024.01.23 15:30t/p300.101.083901.093001.08390142.1910711.64
1262024.01.23 15:30t/p310.101.083901.093001.0839091.4410803.07
1272024.01.23 15:30t/p320.101.083901.093001.0839060.8610863.93
1282024.01.23 15:30t/p330.101.083901.093001.0839060.8610924.79
1292024.02.05 08:00buy340.101.078320.000000.00000
1302024.02.05 08:00modify340.101.078321.063321.09232
1312024.02.20 15:15buy350.101.083250.000000.00000
1322024.02.20 15:15modify350.101.083251.080421.09232
1332024.02.20 15:15modify340.101.078321.080421.09232
1342024.02.21 08:30s/l340.101.080421.080421.0923210.7310935.52
1352024.02.21 08:30s/l350.101.080421.080421.09232-28.9410906.57
1362024.02.26 16:00sell360.101.085090.000000.00000
1372024.02.26 16:00modify360.101.085091.100091.07109
1382024.02.28 09:55sell370.101.080000.000000.00000
1392024.02.28 09:55modify370.101.080001.082991.07109
1402024.02.28 09:55modify360.101.085091.082991.07109
1412024.02.28 13:40s/l360.101.082991.082991.0710921.4410928.01
1422024.02.28 13:40s/l370.101.082991.082991.07109-29.9010898.11
1432024.03.08 04:00sell380.101.094760.000000.00000
1442024.03.08 04:00modify380.101.094761.109761.08076
1452024.03.14 14:40sell390.101.089590.000000.00000
1462024.03.14 14:40modify390.101.089591.092661.08076
1472024.03.14 14:40modify380.101.094761.092661.08076
1482024.03.18 16:33sell400.101.086940.000000.00000
1492024.03.18 16:33modify400.101.086941.089161.08076
1502024.03.18 16:33sell410.101.086940.000000.00000
1512024.03.18 16:33modify410.101.086941.089861.08076
1522024.03.18 16:33modify390.101.089591.089861.08076
1532024.03.18 16:33modify380.101.094761.089861.08076
1542024.03.18 16:40modify400.101.086941.089861.08076
1552024.03.20 18:30s/l380.101.089861.089861.0807651.1910949.31
1562024.03.20 18:30s/l390.101.089861.089861.08076-1.8210947.48
1572024.03.20 18:30s/l400.101.089861.089861.08076-28.7610918.72
1582024.03.20 18:30s/l410.101.089861.089861.08076-28.7610889.96
1592024.03.21 04:00sell420.101.093490.000000.00000
1602024.03.21 04:00modify420.101.093491.108491.07949
1612024.03.21 13:40sell430.101.088370.000000.00000
1622024.03.21 13:40modify430.101.088371.091391.07949
1632024.03.21 13:40modify420.101.093491.091391.07949
1642024.03.21 15:40sell440.101.085560.000000.00000
1652024.03.21 15:40modify440.101.085561.087891.07949
1662024.03.21 15:40sell450.101.085560.000000.00000
1672024.03.21 15:40modify450.101.085561.088591.07949
1682024.03.21 15:40modify430.101.088371.088591.07949
1692024.03.21 15:40modify420.101.093491.088591.07949
1702024.03.21 15:45modify440.101.085561.088591.07949
1712024.03.28 08:40t/p420.101.079491.088591.07949141.5411031.50
1722024.03.28 08:40t/p430.101.079491.088591.0794990.3411121.83
1732024.03.28 08:40t/p440.101.079491.088591.0794962.2411184.07
1742024.03.28 08:40t/p450.101.079491.088591.0794962.2411246.30
1752024.04.04 12:00sell460.101.085290.000000.00000
1762024.04.04 12:00modify460.101.085291.100291.07129
1772024.04.10 13:10sell470.101.077530.000000.00000
1782024.04.10 13:10modify470.101.077531.079691.07129
1792024.04.10 13:10sell480.101.077530.000000.00000
1802024.04.10 13:10modify480.101.077531.080391.07129
1812024.04.10 13:10modify460.101.085291.080391.07129
1822024.04.10 13:15modify470.101.077531.080391.07129
1832024.04.11 14:33t/p460.101.071291.080391.07129141.5411387.84
1842024.04.11 14:33t/p470.101.071291.080391.0712963.0611450.89
1852024.04.11 14:33t/p480.101.071291.080391.0712963.0611513.95
1862024.04.25 12:00sell490.101.072010.000000.00000
1872024.04.25 12:00modify490.101.072011.087011.05801
1882024.04.30 20:20sell500.101.067020.000000.00000
1892024.04.30 20:20modify500.101.067021.069911.05801
1902024.04.30 20:20modify490.101.072011.069911.05801
1912024.04.30 23:59close at stop500.101.066891.069911.058011.3011515.25
1922024.04.30 23:59close at stop490.101.066891.069911.0580151.8611567.11