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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit2326.23Gross profit3377.83Gross loss-1051.61
Profit factor3.21Expected payoff29.45
Absolute drawdown234.42Maximal drawdown309.92 (2.96%)Relative drawdown2.96% (309.92)
Total trades79Short positions (won %)46 (65.22%)Long positions (won %)33 (51.52%)
Profit trades (% of total)47 (59.49%)Loss trades (% of total)32 (40.51%)
Largestprofit trade141.32loss trade-42.57
Averageprofit trade71.87loss trade-32.86
Maximumconsecutive wins (profit in money)7 (668.67)consecutive losses (loss in money)3 (-120.41)
Maximalconsecutive profit (count of wins)668.67 (7)consecutive loss (count of losses)-120.41 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 20:00sell10.101.105440.000000.00000
22023.05.03 20:00modify10.101.105441.109441.09144
32023.05.04 06:15s/l10.101.109441.109441.09144-39.349960.66
42023.05.11 16:00buy20.101.091850.000000.00000
52023.05.11 16:00modify20.101.091851.087851.10585
62023.05.12 14:30s/l20.101.087851.087851.10585-40.649920.02
72023.05.12 16:00buy30.101.085830.000000.00000
82023.05.12 16:00modify30.101.085831.081831.09983
92023.05.15 12:40buy40.101.089380.000000.00000
102023.05.15 12:40modify40.101.089381.086531.09983
112023.05.15 12:40modify30.101.085831.086531.09983
122023.05.15 14:40s/l30.101.086531.086531.099836.369926.37
132023.05.15 14:40s/l40.101.086531.086531.09983-28.509897.87
142023.05.18 16:00buy50.101.077820.000000.00000
152023.05.18 16:00modify50.101.077821.073821.09182
162023.05.19 12:55buy60.101.081490.000000.00000
172023.05.19 12:55modify60.101.081491.078521.09182
182023.05.19 12:55modify50.101.077821.078521.09182
192023.05.19 14:40s/l50.101.078521.078521.091826.369904.23
202023.05.19 14:40s/l60.101.078521.078521.09182-29.709874.53
212023.06.08 16:00sell70.101.077880.000000.00000
222023.06.08 16:00modify70.101.077881.081881.06388
232023.06.09 16:15sell80.101.074350.000000.00000
242023.06.09 16:15modify80.101.074351.077181.06388
252023.06.09 16:15modify70.101.077881.077181.06388
262023.06.12 07:40s/l70.101.077181.077181.063887.449881.97
272023.06.12 07:40s/l80.101.077181.077181.06388-28.089853.89
282023.06.14 16:00sell90.101.085770.000000.00000
292023.06.14 16:00modify90.101.085771.089771.07177
302023.06.14 18:20sell100.101.082060.000000.00000
312023.06.14 18:20modify100.101.082061.085071.07177
322023.06.14 18:20modify90.101.085771.085071.07177
332023.06.15 10:15s/l90.101.085071.085071.071777.669861.55
342023.06.15 10:15s/l100.101.085071.085071.07177-29.449832.11
352023.06.15 16:00sell110.101.093260.000000.00000
362023.06.15 16:00modify110.101.093261.097261.07926
372023.06.16 12:15s/l110.101.097261.097261.07926-39.789792.32
382023.06.21 20:00sell120.101.098780.000000.00000
392023.06.21 20:00modify120.101.098781.102781.08478
402023.06.22 15:40sell130.101.095220.000000.00000
412023.06.22 15:40modify130.101.095221.098081.08478
422023.06.22 15:40modify120.101.098781.098081.08478
432023.06.23 09:15t/p120.101.084781.098081.08478140.889933.20
442023.06.23 09:15t/p130.101.084781.098081.08478104.6210037.82
452023.07.07 16:00sell140.101.096300.000000.00000
462023.07.07 16:00modify140.101.096301.100301.08230
472023.07.10 19:15s/l140.101.100301.100301.08230-39.789998.04
482023.07.12 16:00sell150.101.112200.000000.00000
492023.07.12 16:00modify150.101.112201.116201.09820
502023.07.13 08:20s/l150.101.116201.116201.09820-39.349958.70
512023.07.20 16:00buy160.101.113790.000000.00000
522023.07.20 16:00modify160.101.113791.109791.12779
532023.07.24 07:40s/l160.101.109791.109791.12779-41.289917.41
542023.07.27 12:00sell170.101.113840.000000.00000
552023.07.27 12:00modify170.101.113841.117841.09984
562023.07.27 13:20sell180.101.103840.000000.00000
572023.07.27 13:20modify180.101.103841.108241.09984
582023.07.27 13:20modify170.101.113841.108241.09984
592023.07.27 13:40t/p170.101.099841.108241.09984140.0010057.41
602023.07.27 13:40t/p180.101.099841.108241.0998440.0010097.41
612023.08.04 16:00sell190.101.103470.000000.00000
622023.08.04 16:00modify190.101.103471.107471.08947
632023.08.07 02:30sell200.101.099950.000000.00000
642023.08.07 02:30modify200.101.099951.102771.08947
652023.08.07 02:30modify190.101.103471.102771.08947
662023.08.08 10:20sell210.101.096460.000000.00000
672023.08.08 10:20modify210.101.096461.099971.08947
682023.08.08 10:20modify200.101.099951.099971.08947
692023.08.08 10:20modify190.101.103471.099971.08947
702023.08.08 12:05sell220.101.093620.000000.00000
712023.08.08 12:05modify220.101.093621.097871.08947
722023.08.08 12:05modify210.101.096461.097871.08947
732023.08.08 12:05modify200.101.099951.097871.08947
742023.08.08 12:05modify190.101.103471.097871.08947
752023.08.09 05:20s/l190.101.097871.097871.0894756.6610154.07
762023.08.09 05:20s/l200.101.097871.097871.0894721.2410175.31
772023.08.09 05:20s/l210.101.097871.097871.08947-13.8810161.43
782023.08.09 05:20s/l220.101.097871.097871.08947-42.2810119.15
792023.08.10 16:00sell230.101.101520.000000.00000
802023.08.10 16:00modify230.101.101521.105521.08752
812023.08.10 17:50sell240.101.097960.000000.00000
822023.08.10 17:50modify240.101.097961.100821.08752
832023.08.10 17:50modify230.101.101521.100821.08752
842023.08.11 17:40sell250.101.094290.000000.00000
852023.08.11 17:40modify250.101.094291.098021.08752
862023.08.11 17:40modify240.101.097961.098021.08752
872023.08.11 17:40modify230.101.101521.098021.08752
882023.08.14 12:30sell260.101.091610.000000.00000
892023.08.14 12:30modify260.101.091611.095921.08752
902023.08.14 12:30modify250.101.094291.095921.08752
912023.08.14 12:30modify240.101.097961.095921.08752
922023.08.14 12:30modify230.101.101521.095921.08752
932023.08.16 19:40t/p230.101.087521.095921.08752140.8810260.03
942023.08.16 19:40t/p240.101.087521.095921.08752105.2810365.30
952023.08.16 19:40t/p250.101.087521.095921.0875268.3610433.66
962023.08.16 19:40t/p260.101.087521.095921.0875241.3410475.00
972023.08.30 16:00sell270.101.092560.000000.00000
982023.08.30 16:00modify270.101.092561.096561.07856
992023.08.31 07:40sell280.101.088990.000000.00000
1002023.08.31 07:40modify280.101.088991.091861.07856
1012023.08.31 07:40modify270.101.092561.091861.07856
1022023.08.31 13:30sell290.101.085280.000000.00000
1032023.08.31 13:30modify290.101.085281.089061.07856
1042023.08.31 13:30modify280.101.088991.089061.07856
1052023.08.31 13:30modify270.101.092561.089061.07856
1062023.09.01 16:20t/p270.101.078561.089061.07856140.8810615.88
1072023.09.01 16:20t/p280.101.078561.089061.07856104.5210720.40
1082023.09.01 16:20t/p290.101.078561.089061.0785667.4210787.82
1092023.09.05 12:00buy300.101.073550.000000.00000
1102023.09.05 12:00modify300.101.073551.069551.08755
1112023.09.07 12:30s/l300.101.069551.069551.08755-42.5710745.25
1122023.09.14 16:00buy310.101.066180.000000.00000
1132023.09.14 16:00modify310.101.066181.062181.08018
1142023.09.18 15:59buy320.101.069700.000000.00000
1152023.09.18 15:59modify320.101.069701.066881.08018
1162023.09.18 15:59modify310.101.066181.066881.08018
1172023.09.20 16:30buy330.101.073350.000000.00000
1182023.09.20 16:30modify330.101.073351.069681.08018
1192023.09.20 16:30modify320.101.069701.069681.08018
1202023.09.20 16:30modify310.101.066181.069681.08018
1212023.09.20 18:20s/l310.101.069681.069681.0801832.4310777.68
1222023.09.20 18:20s/l320.101.069681.069681.08018-1.4810776.19
1232023.09.20 18:20s/l330.101.069681.069681.08018-36.7010739.49
1242023.09.25 16:00buy340.101.059300.000000.00000
1252023.09.25 16:00modify340.101.059301.055301.07330
1262023.09.27 09:15s/l340.101.055301.055301.07330-41.2810698.21
1272023.09.27 16:00buy350.101.051200.000000.00000
1282023.09.27 16:00modify350.101.051201.047201.06520
1292023.09.28 11:30buy360.101.054820.000000.00000
1302023.09.28 11:30modify360.101.054821.051901.06520
1312023.09.28 11:30modify350.101.051201.051901.06520
1322023.09.28 12:40s/l350.101.051901.051901.065205.0710703.28
1332023.09.28 12:40s/l360.101.051901.051901.06520-29.2010674.08
1342023.09.29 08:00sell370.101.060630.000000.00000
1352023.09.29 08:00modify370.101.060631.064631.04663
1362023.09.29 14:15sell380.101.056980.000000.00000
1372023.09.29 14:15modify380.101.056981.059931.04663
1382023.09.29 14:15modify370.101.060631.059931.04663
1392023.10.02 09:40sell390.101.053470.000000.00000
1402023.10.02 09:40modify390.101.053471.057131.04663
1412023.10.02 09:40modify380.101.056981.057131.04663
1422023.10.02 09:40modify370.101.060631.057131.04663
1432023.10.02 15:53sell400.101.050640.000000.00000
1442023.10.02 15:53modify400.101.050641.055031.04663
1452023.10.02 15:53modify390.101.053471.055031.04663
1462023.10.02 15:53modify380.101.056981.055031.04663
1472023.10.02 15:53modify370.101.060631.055031.04663
1482023.10.03 04:40t/p370.101.046631.055031.04663140.4410814.52
1492023.10.03 04:40t/p380.101.046631.055031.04663103.9410918.46
1502023.10.03 04:40t/p390.101.046631.055031.0466368.6210987.08
1512023.10.03 04:40t/p400.101.046631.055031.0466340.3211027.40
1522023.10.06 16:00sell410.101.059450.000000.00000
1532023.10.06 16:00modify410.101.059451.063451.04545
1542023.10.08 22:35sell420.101.055830.000000.00000
1552023.10.08 22:35modify420.101.055831.058751.04545
1562023.10.08 22:35modify410.101.059451.058751.04545
1572023.10.09 07:59sell430.101.052300.000000.00000
1582023.10.09 07:59modify430.101.052301.055951.04545
1592023.10.09 07:59modify420.101.055831.055951.04545
1602023.10.09 07:59modify410.101.059451.055951.04545
1612023.10.09 14:15s/l410.101.055951.055951.0454535.2211062.62
1622023.10.09 14:15s/l420.101.055951.055951.04545-0.9811061.64
1632023.10.09 14:15s/l430.101.055951.055951.04545-36.5011025.14
1642023.10.12 16:00buy440.101.055510.000000.00000
1652023.10.12 16:00modify440.101.055511.051511.06951
1662023.10.13 11:15s/l440.101.051511.051511.06951-40.6410984.50
1672023.10.23 20:00sell450.101.066540.000000.00000
1682023.10.23 20:00modify450.101.066541.070541.05254
1692023.10.24 10:30sell460.101.062820.000000.00000
1702023.10.24 10:30modify460.101.062821.065841.05254
1712023.10.24 10:30modify450.101.066541.065841.05254
1722023.10.24 15:20sell470.101.059370.000000.00000
1732023.10.24 15:20modify470.101.059371.063041.05254
1742023.10.24 15:20modify460.101.062821.063041.05254
1752023.10.24 15:20modify450.101.066541.063041.05254
1762023.10.25 09:33sell480.101.056660.000000.00000
1772023.10.25 09:33modify480.101.056661.060941.05254
1782023.10.25 09:33modify470.101.059371.060941.05254
1792023.10.25 09:33modify460.101.062821.060941.05254
1802023.10.25 09:33modify450.101.066541.060941.05254
1812023.10.26 12:20t/p450.101.052541.060941.05254141.1011125.59
1822023.10.26 12:20t/p460.101.052541.060941.05254103.6811229.27
1832023.10.26 12:20t/p470.101.052541.060941.0525469.1811298.45
1842023.10.26 12:20t/p480.101.052541.060941.0525441.8611340.31
1852023.11.03 16:00sell490.101.073200.000000.00000
1862023.11.03 16:00modify490.101.073201.077201.05920
1872023.11.07 07:30sell500.101.069530.000000.00000
1882023.11.07 07:30modify500.101.069531.072501.05920
1892023.11.07 07:30modify490.101.073201.072501.05920
1902023.11.08 09:40sell510.101.066020.000000.00000
1912023.11.08 09:40modify510.101.066021.069701.05920
1922023.11.08 09:40modify500.101.069531.069701.05920
1932023.11.08 09:40modify490.101.073201.069701.05920
1942023.11.08 15:20s/l490.101.069701.069701.0592035.6611375.96
1952023.11.08 15:20s/l500.101.069701.069701.05920-1.4811374.48
1962023.11.08 15:20s/l510.101.069701.069701.05920-36.8011337.68
1972023.11.14 16:00sell520.101.083730.000000.00000
1982023.11.14 16:00modify520.101.083731.087731.06973
1992023.11.14 18:05s/l520.101.087731.087731.06973-40.0011297.68
2002023.11.22 16:00buy530.101.086870.000000.00000
2012023.11.22 16:00modify530.101.086871.082871.10087
2022023.11.23 02:30buy540.101.090490.000000.00000
2032023.11.23 02:30modify540.101.090491.087571.10087
2042023.11.23 02:30modify530.101.086871.087571.10087
2052023.11.24 14:40buy550.101.094150.000000.00000
2062023.11.24 14:40modify550.101.094151.090371.10087
2072023.11.24 14:40modify540.101.090491.090371.10087
2082023.11.24 14:40modify530.101.086871.090371.10087
2092023.11.28 13:30buy560.101.096910.000000.00000
2102023.11.28 13:30modify560.101.096911.092471.10087
2112023.11.28 13:30modify550.101.094151.092471.10087
2122023.11.28 13:30modify540.101.090491.092471.10087
2132023.11.28 13:30modify530.101.086871.092471.10087
2142023.11.28 17:15t/p530.101.100871.092471.10087136.1511433.83
2152023.11.28 17:15t/p540.101.100871.092471.10087101.8711535.70
2162023.11.28 17:15t/p550.101.100871.092471.1008765.9211601.62
2172023.11.28 17:15t/p560.101.100871.092471.1008739.6011641.22
2182023.11.30 12:00buy570.101.091870.000000.00000
2192023.11.30 12:00modify570.101.091871.087871.10587
2202023.12.01 12:40s/l570.101.087871.087871.10587-40.6411600.58
2212023.12.01 16:00buy580.101.084070.000000.00000
2222023.12.01 16:00modify580.101.084071.080071.09807
2232023.12.01 17:10buy590.101.087690.000000.00000
2242023.12.01 17:10modify590.101.087691.084771.09807
2252023.12.01 17:10modify580.101.084071.084771.09807
2262023.12.04 14:20s/l580.101.084771.084771.098076.3611606.94
2272023.12.04 14:20s/l590.101.084771.084771.09807-29.8411577.09
2282023.12.13 20:00sell600.101.088810.000000.00000
2292023.12.13 20:00modify600.101.088811.092811.07481
2302023.12.14 11:30s/l600.101.092811.092811.07481-39.3411537.75
2312023.12.19 16:00sell610.101.098580.000000.00000
2322023.12.19 16:00modify610.101.098581.102581.08458
2332023.12.20 07:15sell620.101.095060.000000.00000
2342023.12.20 07:15modify620.101.095061.097881.08458
2352023.12.20 07:15modify610.101.098581.097881.08458
2362023.12.21 11:30s/l610.101.097881.097881.084587.8811545.63
2372023.12.21 11:30s/l620.101.097881.097881.08458-27.5411518.09
2382023.12.27 16:00sell630.101.110710.000000.00000
2392023.12.27 16:00modify630.101.110711.114711.09671
2402023.12.28 17:00sell640.101.107180.000000.00000
2412023.12.28 17:00modify640.101.107181.110011.09671
2422023.12.28 17:00modify630.101.110711.110011.09671
2432023.12.29 21:20sell650.101.103650.000000.00000
2442023.12.29 21:20modify650.101.103651.107211.09671
2452023.12.29 21:20modify640.101.107181.107211.09671
2462023.12.29 21:20modify630.101.110711.107211.09671
2472024.01.02 12:40t/p630.101.096711.107211.09671141.3211659.40
2482024.01.02 12:40t/p640.101.096711.107211.09671105.3611764.76
2492024.01.02 12:40t/p650.101.096711.107211.0967169.8411834.60
2502024.01.16 12:00buy660.101.089530.000000.00000
2512024.01.16 12:00modify660.101.089531.085531.10353
2522024.01.17 13:40s/l660.101.085531.085531.10353-40.6411793.96
2532024.02.13 16:00buy670.101.071960.000000.00000
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