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=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 test1915Ticks modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1188.02Gross profit2081.45Gross loss-893.44
Profit factor2.33Expected payoff24.75
Absolute drawdown478.94Maximal drawdown495.74 (4.95%)Relative drawdown4.95% (495.74)
Total trades48Short positions (won %)35 (77.14%)Long positions (won %)13 (23.08%)
Profit trades (% of total)30 (62.50%)Loss trades (% of total)18 (37.50%)
Largestprofit trade145.48loss trade-158.35
Averageprofit trade69.38loss trade-49.64
Maximumconsecutive wins (profit in money)9 (733.42)consecutive losses (loss in money)4 (-212.08)
Maximalconsecutive profit (count of wins)733.42 (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 05:52s/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 15:24s/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 01:48buy40.101.092850.000000.00000
102023.06.27 01:48modify40.101.092851.090021.10192
112023.06.27 01:48modify30.101.087921.090021.10192
122023.06.27 12:15buy50.101.095620.000000.00000
132023.06.27 12:15modify50.101.095621.093521.10192
142023.06.27 12:15buy60.101.095620.000000.00000
152023.06.27 12:15modify60.101.095621.092821.10192
162023.06.27 12:15modify40.101.092851.092821.10192
172023.06.27 12:15modify30.101.087921.092821.10192
182023.06.27 12:15modify50.101.095621.092821.10192
192023.06.28 12:43s/l30.101.092821.092821.1019247.079740.04
202023.06.28 12:43s/l40.101.092821.092821.10192-0.949739.10
212023.06.28 12:43s/l50.101.092821.092821.10192-28.649710.46
222023.06.28 12:43s/l60.101.092821.092821.10192-28.649681.82
232023.07.21 04:00buy70.101.113910.000000.00000
242023.07.21 04:00modify70.101.113911.098911.12791
252023.07.27 14:31s/l70.101.098911.098911.12791-153.859527.96
262023.08.10 16:00sell80.101.101520.000000.00000
272023.08.10 16:00modify80.101.101521.116521.08752
282023.08.11 12:50sell90.101.096620.000000.00000
292023.08.11 12:50modify90.101.096621.099421.08752
302023.08.11 12:50modify80.101.101521.099421.08752
312023.08.14 00:32sell100.101.093820.000000.00000
322023.08.14 00:32modify100.101.093821.095921.08752
332023.08.14 00:32sell110.101.093820.000000.00000
342023.08.14 00:32modify110.101.093821.096621.08752
352023.08.14 00:32modify90.101.096621.096621.08752
362023.08.14 00:32modify80.101.101521.096621.08752
372023.08.14 00:32modify100.101.093821.096621.08752
382023.08.16 19:16t/p80.101.087521.096621.08752140.889668.84
392023.08.16 19:16t/p90.101.087521.096621.0875291.669760.50
402023.08.16 19:16t/p100.101.087521.096621.0875263.449823.94
412023.08.16 19:16t/p110.101.087521.096621.0875263.449887.38
422023.10.26 08:00buy120.101.055110.000000.00000
432023.10.26 08:00modify120.101.055111.040111.06911
442023.10.30 12:54buy130.101.060030.000000.00000
452023.10.30 12:54modify130.101.060031.057211.06911
462023.10.30 12:54modify120.101.055111.057211.06911
472023.10.31 07:56buy140.101.062810.000000.00000
482023.10.31 07:56modify140.101.062811.060711.06911
492023.10.31 07:56buy150.101.062810.000000.00000
502023.10.31 07:56modify150.101.062811.060011.06911
512023.10.31 07:56modify130.101.060031.060011.06911
522023.10.31 07:56modify120.101.055111.060011.06911
532023.10.31 07:56modify140.101.062811.060011.06911
542023.10.31 14:00s/l120.101.060011.060011.0691147.079934.45
552023.10.31 14:00s/l130.101.060011.060011.06911-0.849933.61
562023.10.31 14:00s/l140.101.060011.060011.06911-28.009905.61
572023.10.31 14:00s/l150.101.060011.060011.06911-28.009877.61
582023.11.06 08:00sell160.101.073330.000000.00000
592023.11.06 08:00modify160.101.073331.088331.05933
602023.11.07 09:57sell170.101.068430.000000.00000
612023.11.07 09:57modify170.101.068431.071231.05933
622023.11.07 09:57modify160.101.073331.071231.05933
632023.11.08 16:07s/l160.101.071231.071231.0593321.449899.05
642023.11.08 16:07s/l170.101.071231.071231.05933-27.789871.27
652023.11.15 08:00sell180.101.087280.000000.00000
662023.11.15 08:00modify180.101.087281.102281.07328
672023.12.04 14:15sell190.101.082350.000000.00000
682023.12.04 14:15modify190.101.082351.085181.07328
692023.12.04 14:15modify180.101.087281.085181.07328
702023.12.05 16:19sell200.101.079570.000000.00000
712023.12.05 16:19modify200.101.079571.081681.07328
722023.12.05 16:19sell210.101.079570.000000.00000
732023.12.05 16:19modify210.101.079571.082381.07328
742023.12.05 16:19modify190.101.082351.082381.07328
752023.12.05 16:19modify180.101.087281.082381.07328
762023.12.05 16:19modify200.101.079571.082381.07328
772023.12.08 13:30t/p180.101.073281.082381.07328145.4810016.75
782023.12.08 13:30t/p190.101.073281.082381.0732892.0210108.76
792023.12.08 13:30t/p200.101.073281.082381.0732864.0010172.76
802023.12.08 13:30t/p210.101.073281.082381.0732864.0010236.76
812023.12.15 08:00sell220.101.099380.000000.00000
822023.12.15 08:00modify220.101.099381.114381.08538
832023.12.15 12:53sell230.101.094470.000000.00000
842023.12.15 12:53modify230.101.094471.097281.08538
852023.12.15 12:53modify220.101.099381.097281.08538
862023.12.15 13:38sell240.101.091680.000000.00000
872023.12.15 13:38modify240.101.091681.093781.08538
882023.12.15 13:38sell250.101.091680.000000.00000
892023.12.15 13:38modify250.101.091681.094481.08538
902023.12.15 13:38modify230.101.094471.094481.08538
912023.12.15 13:38modify220.101.099381.094481.08538
922023.12.15 13:38modify240.101.091681.094481.08538
932023.12.19 08:55s/l220.101.094481.094481.0853849.4410286.20
942023.12.19 08:55s/l230.101.094481.094481.085380.3410286.53
952023.12.19 08:55s/l240.101.094481.094481.08538-27.5610258.97
962023.12.19 08:55s/l250.101.094481.094481.08538-27.5610231.41
972023.12.28 08:00sell260.101.111670.000000.00000
982023.12.28 08:00modify260.101.111671.126671.09767
992023.12.28 17:07sell270.101.106770.000000.00000
1002023.12.28 17:07modify270.101.106771.109571.09767
1012023.12.28 17:07modify260.101.111671.109571.09767
1022023.12.29 19:31sell280.101.103960.000000.00000
1032023.12.29 19:31modify280.101.103961.106071.09767
1042023.12.29 19:31sell290.101.103960.000000.00000
1052023.12.29 19:31modify290.101.103961.106771.09767
1062023.12.29 19:31modify270.101.106771.106771.09767
1072023.12.29 19:31modify260.101.111671.106771.09767
1082023.12.29 19:31modify280.101.103961.106771.09767
1092024.01.02 11:36t/p260.101.097671.106771.09767140.6610372.07
1102024.01.02 11:36t/p270.101.097671.106771.0976791.6610463.73
1112024.01.02 11:36t/p280.101.097671.106771.0976763.3410527.07
1122024.01.02 11:36t/p290.101.097671.106771.0976763.3410590.40
1132024.01.11 08:00sell300.101.097900.000000.00000
1142024.01.11 08:00modify300.101.097901.112901.08390
1152024.01.16 00:47sell310.101.092990.000000.00000
1162024.01.16 00:47modify310.101.092991.095801.08390
1172024.01.16 00:47modify300.101.097901.095801.08390
1182024.01.16 08:33sell320.101.090200.000000.00000
1192024.01.16 08:33modify320.101.090201.092301.08390
1202024.01.16 08:33sell330.101.090200.000000.00000
1212024.01.16 08:33modify330.101.090201.093001.08390
1222024.01.16 08:33modify310.101.092991.093001.08390
1232024.01.16 08:33modify300.101.097901.093001.08390
1242024.01.16 08:33modify320.101.090201.093001.08390
1252024.01.23 15:25t/p300.101.083901.093001.08390142.1910732.60
1262024.01.23 15:25t/p310.101.083901.093001.0839092.4410825.03
1272024.01.23 15:25t/p320.101.083901.093001.0839064.5410889.57
1282024.01.23 15:25t/p330.101.083901.093001.0839064.5410954.10
1292024.02.05 08:00buy340.101.078320.000000.00000
1302024.02.05 08:00modify340.101.078321.063321.09232
1312024.02.20 14:22buy350.101.083230.000000.00000
1322024.02.20 14:22modify350.101.083231.080421.09232
1332024.02.20 14:22modify340.101.078321.080421.09232
1342024.02.21 08:50s/l340.101.080421.080421.0923210.7310964.83
1352024.02.21 08:50s/l350.101.080421.080421.09232-28.7410936.09
1362024.02.26 16:00sell360.101.085090.000000.00000
1372024.02.26 16:00modify360.101.085091.100091.07109
1382024.02.28 09:19sell370.101.080160.000000.00000
1392024.02.28 09:19modify370.101.080161.082991.07109
1402024.02.28 09:19modify360.101.085091.082991.07109
1412024.02.28 13:49s/l360.101.082991.082991.0710921.4410957.52
1422024.02.28 13:49s/l370.101.082991.082991.07109-28.3010929.22
1432024.03.08 04:00sell380.101.094760.000000.00000
1442024.03.08 04:00modify380.101.094761.109761.08076
1452024.03.14 14:53sell390.101.089860.000000.00000
1462024.03.14 14:53modify390.101.089861.092661.08076
1472024.03.14 14:53modify380.101.094761.092661.08076
1482024.03.18 16:25sell400.101.087010.000000.00000
1492024.03.18 16:25modify400.101.087011.089161.08076
1502024.03.18 16:25sell410.101.087010.000000.00000
1512024.03.18 16:25modify410.101.087011.089861.08076
1522024.03.18 16:25modify390.101.089861.089861.08076
1532024.03.18 16:25modify380.101.094761.089861.08076
1542024.03.18 16:25modify400.101.087011.089861.08076
1552024.03.20 18:42s/l380.101.089861.089861.0807651.1910980.42
1562024.03.20 18:42s/l390.101.089861.089861.080760.8810981.30
1572024.03.20 18:42s/l400.101.089861.089861.08076-28.0610953.23
1582024.03.20 18:42s/l410.101.089861.089861.08076-28.0610925.17
1592024.03.21 04:00sell420.101.093490.000000.00000
1602024.03.21 04:00modify420.101.093491.108491.07949
1612024.03.21 13:53sell430.101.088580.000000.00000
1622024.03.21 13:53modify430.101.088581.091391.07949
1632024.03.21 13:53modify420.101.093491.091391.07949
1642024.03.21 15:46sell440.101.085790.000000.00000
1652024.03.21 15:46modify440.101.085791.087891.07949
1662024.03.21 15:46sell450.101.085790.000000.00000
1672024.03.21 15:46modify450.101.085791.088591.07949
1682024.03.21 15:46modify430.101.088581.088591.07949
1692024.03.21 15:46modify420.101.093491.088591.07949
1702024.03.21 15:46modify440.101.085791.088591.07949
1712024.03.28 08:09t/p420.101.079491.088591.07949141.5411066.71
1722024.03.28 08:09t/p430.101.079491.088591.0794992.4411159.14
1732024.03.28 08:09t/p440.101.079491.088591.0794964.5411223.68
1742024.03.28 08:09t/p450.101.079491.088591.0794964.5411288.21
1752024.04.04 12:00sell460.101.085290.000000.00000
1762024.04.04 12:00modify460.101.085291.100291.07129
1772024.04.05 12:33sell470.101.080310.000000.00000
1782024.04.05 12:33modify470.101.080311.083191.07129
1792024.04.05 12:33modify460.101.085291.083191.07129
1802024.04.05 15:14s/l460.101.083191.083191.0712921.2211309.43
1812024.04.05 15:14s/l470.101.083191.083191.07129-28.8011280.63
1822024.04.11 04:00buy480.101.074760.000000.00000
1832024.04.11 04:00modify480.101.074761.059761.08876
1842024.04.30 23:59close at stop480.101.066591.059761.08876-92.6211188.02