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=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 test1915Ticks modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2742.29Gross profit3778.43Gross loss-1036.14
Profit factor3.65Expected payoff32.26
Absolute drawdown229.92Maximal drawdown309.92 (2.88%)Relative drawdown2.88% (309.92)
Total trades85Short positions (won %)52 (73.08%)Long positions (won %)33 (51.52%)
Profit trades (% of total)55 (64.71%)Loss trades (% of total)30 (35.29%)
Largestprofit trade141.32loss trade-42.57
Averageprofit trade68.70loss trade-34.54
Maximumconsecutive wins (profit in money)8 (716.27)consecutive losses (loss in money)3 (-120.41)
Maximalconsecutive profit (count of wins)716.27 (8)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 14:24s/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 12:30buy40.101.089330.000000.00000
102023.05.15 12:30modify40.101.089331.086531.09983
112023.05.15 12:30modify30.101.085831.086531.09983
122023.05.15 14:57s/l30.101.086531.086531.099836.369926.37
132023.05.15 14:57s/l40.101.086531.086531.09983-28.009898.37
142023.05.18 16:00buy50.101.077820.000000.00000
152023.05.18 16:00modify50.101.077821.073821.09182
162023.05.19 12:01buy60.101.081320.000000.00000
172023.05.19 12:01modify60.101.081321.078521.09182
182023.05.19 12:01modify50.101.077821.078521.09182
192023.05.19 14:46s/l50.101.078521.078521.091826.369904.73
202023.05.19 14:46s/l60.101.078521.078521.09182-28.009876.73
212023.06.08 16:00sell70.101.077880.000000.00000
222023.06.08 16:00modify70.101.077881.081881.06388
232023.06.09 16:40sell80.101.074380.000000.00000
242023.06.09 16:40modify80.101.074381.077181.06388
252023.06.09 16:40modify70.101.077881.077181.06388
262023.06.12 07:52s/l70.101.077181.077181.063887.449884.17
272023.06.12 07:52s/l80.101.077181.077181.06388-27.789856.39
282023.06.14 16:00sell90.101.085770.000000.00000
292023.06.14 16:00modify90.101.085771.089771.07177
302023.06.14 18:00sell100.101.082260.000000.00000
312023.06.14 18:00modify100.101.082261.085071.07177
322023.06.14 18:00modify90.101.085771.085071.07177
332023.06.15 10:00s/l90.101.085071.085071.071777.669864.05
342023.06.15 10:00s/l100.101.085071.085071.07177-27.449836.61
352023.06.15 16:00sell110.101.093260.000000.00000
362023.06.15 16:00modify110.101.093261.097261.07926
372023.06.16 12:16s/l110.101.097261.097261.07926-39.789796.82
382023.06.21 20:00sell120.101.098780.000000.00000
392023.06.21 20:00modify120.101.098781.102781.08478
402023.06.22 15:28sell130.101.095280.000000.00000
412023.06.22 15:28modify130.101.095281.098081.08478
422023.06.22 15:28modify120.101.098781.098081.08478
432023.06.23 07:15sell140.101.091690.000000.00000
442023.06.23 07:15modify140.101.091691.095281.08478
452023.06.23 07:15modify130.101.095281.095281.08478
462023.06.23 07:15modify120.101.098781.095281.08478
472023.06.23 07:16sell150.101.088980.000000.00000
482023.06.23 07:16modify150.101.088981.093181.08478
492023.06.23 07:16modify140.101.091691.093181.08478
502023.06.23 07:16modify130.101.095281.093181.08478
512023.06.23 07:16modify120.101.098781.093181.08478
522023.06.23 09:08t/p120.101.084781.093181.08478140.889937.70
532023.06.23 09:08t/p130.101.084781.093181.08478105.2210042.92
542023.06.23 09:08t/p140.101.084781.093181.0847869.1010112.02
552023.06.23 09:08t/p150.101.084781.093181.0847842.0010154.02
562023.07.07 16:00sell160.101.096300.000000.00000
572023.07.07 16:00modify160.101.096301.100301.08230
582023.07.10 19:12s/l160.101.100301.100301.08230-39.7810114.24
592023.07.12 16:00sell170.101.112200.000000.00000
602023.07.12 16:00modify170.101.112201.116201.09820
612023.07.13 08:25s/l170.101.116201.116201.09820-39.3410074.90
622023.07.20 16:00buy180.101.113790.000000.00000
632023.07.20 16:00modify180.101.113791.109791.12779
642023.07.24 07:30s/l180.101.109791.109791.12779-41.2810033.61
652023.07.27 12:00sell190.101.113840.000000.00000
662023.07.27 12:00modify190.101.113841.117841.09984
672023.07.27 12:18sell200.101.110340.000000.00000
682023.07.27 12:18modify200.101.110341.113141.09984
692023.07.27 12:18modify190.101.113841.113141.09984
702023.07.27 12:49sell210.101.106790.000000.00000
712023.07.27 12:49modify210.101.106791.110341.09984
722023.07.27 12:49modify200.101.110341.110341.09984
732023.07.27 12:49modify190.101.113841.110341.09984
742023.07.27 13:03sell220.101.104040.000000.00000
752023.07.27 13:03modify220.101.104041.108241.09984
762023.07.27 13:03modify210.101.106791.108241.09984
772023.07.27 13:03modify200.101.110341.108241.09984
782023.07.27 13:03modify190.101.113841.108241.09984
792023.07.27 13:44t/p190.101.099841.108241.09984140.0010173.61
802023.07.27 13:44t/p200.101.099841.108241.09984105.0010278.61
812023.07.27 13:44t/p210.101.099841.108241.0998469.5010348.11
822023.07.27 13:44t/p220.101.099841.108241.0998442.0010390.11
832023.08.04 16:00sell230.101.103470.000000.00000
842023.08.04 16:00modify230.101.103471.107471.08947
852023.08.07 01:25sell240.101.099970.000000.00000
862023.08.07 01:25modify240.101.099971.102771.08947
872023.08.07 01:25modify230.101.103471.102771.08947
882023.08.08 10:09sell250.101.096440.000000.00000
892023.08.08 10:09modify250.101.096441.099971.08947
902023.08.08 10:09modify240.101.099971.099971.08947
912023.08.08 10:09modify230.101.103471.099971.08947
922023.08.08 12:21sell260.101.093660.000000.00000
932023.08.08 12:21modify260.101.093661.097871.08947
942023.08.08 12:21modify250.101.096441.097871.08947
952023.08.08 12:21modify240.101.099971.097871.08947
962023.08.08 12:21modify230.101.103471.097871.08947
972023.08.09 05:06s/l230.101.097871.097871.0894756.6610446.77
982023.08.09 05:06s/l240.101.097871.097871.0894721.4410468.21
992023.08.09 05:06s/l250.101.097871.097871.08947-14.0810454.13
1002023.08.09 05:06s/l260.101.097871.097871.08947-41.8810412.25
1012023.08.10 16:00sell270.101.101520.000000.00000
1022023.08.10 16:00modify270.101.101521.105521.08752
1032023.08.10 17:36sell280.101.098010.000000.00000
1042023.08.10 17:36modify280.101.098011.100821.08752
1052023.08.10 17:36modify270.101.101521.100821.08752
1062023.08.11 17:03sell290.101.094520.000000.00000
1072023.08.11 17:03modify290.101.094521.098021.08752
1082023.08.11 17:03modify280.101.098011.098021.08752
1092023.08.11 17:03modify270.101.101521.098021.08752
1102023.08.14 12:32sell300.101.091720.000000.00000
1112023.08.14 12:32modify300.101.091721.095921.08752
1122023.08.14 12:32modify290.101.094521.095921.08752
1132023.08.14 12:32modify280.101.098011.095921.08752
1142023.08.14 12:32modify270.101.101521.095921.08752
1152023.08.16 19:16t/p270.101.087521.095921.08752140.8810553.13
1162023.08.16 19:16t/p280.101.087521.095921.08752105.7810658.90
1172023.08.16 19:16t/p290.101.087521.095921.0875270.6610729.56
1182023.08.16 19:16t/p300.101.087521.095921.0875242.4410772.00
1192023.08.30 16:00sell310.101.092560.000000.00000
1202023.08.30 16:00modify310.101.092561.096561.07856
1212023.08.31 07:17sell320.101.089030.000000.00000
1222023.08.31 07:17modify320.101.089031.091861.07856
1232023.08.31 07:17modify310.101.092561.091861.07856
1242023.08.31 13:10sell330.101.085560.000000.00000
1252023.08.31 13:10modify330.101.085561.089061.07856
1262023.08.31 13:10modify320.101.089031.089061.07856
1272023.08.31 13:10modify310.101.092561.089061.07856
1282023.09.01 14:01sell340.101.082610.000000.00000
1292023.09.01 14:01modify340.101.082611.086961.07856
1302023.09.01 14:01modify330.101.085561.086961.07856
1312023.09.01 14:01modify320.101.089031.086961.07856
1322023.09.01 14:01modify310.101.092561.086961.07856
1332023.09.01 16:04t/p310.101.078561.086961.07856140.8810912.88
1342023.09.01 16:04t/p320.101.078561.086961.07856104.9211017.80
1352023.09.01 16:04t/p330.101.078561.086961.0785670.2211088.02
1362023.09.01 16:04t/p340.101.078561.086961.0785640.5011128.52
1372023.09.05 12:00buy350.101.073550.000000.00000
1382023.09.05 12:00modify350.101.073551.069551.08755
1392023.09.07 12:30s/l350.101.069551.069551.08755-42.5711085.95
1402023.09.14 16:00buy360.101.066180.000000.00000
1412023.09.14 16:00modify360.101.066181.062181.08018
1422023.09.18 15:44buy370.101.069680.000000.00000
1432023.09.18 15:44modify370.101.069681.066881.08018
1442023.09.18 15:44modify360.101.066181.066881.08018
1452023.09.20 16:21buy380.101.073210.000000.00000
1462023.09.20 16:21modify380.101.073211.069681.08018
1472023.09.20 16:21modify370.101.069681.069681.08018
1482023.09.20 16:21modify360.101.066181.069681.08018
1492023.09.20 18:01s/l360.101.069681.069681.0801832.4311118.38
1502023.09.20 18:01s/l370.101.069681.069681.08018-1.2811117.09
1512023.09.20 18:01s/l380.101.069681.069681.08018-35.3011081.79
1522023.09.25 16:00buy390.101.059300.000000.00000
1532023.09.25 16:00modify390.101.059301.055301.07330
1542023.09.27 09:40s/l390.101.055301.055301.07330-41.2811040.51
1552023.09.27 16:00buy400.101.051200.000000.00000
1562023.09.27 16:00modify400.101.051201.047201.06520
1572023.09.28 11:37buy410.101.054700.000000.00000
1582023.09.28 11:37modify410.101.054701.051901.06520
1592023.09.28 11:37modify400.101.051201.051901.06520
1602023.09.28 12:51s/l400.101.051901.051901.065205.0711045.58
1612023.09.28 12:51s/l410.101.051901.051901.06520-28.0011017.58
1622023.09.29 08:00sell420.101.060630.000000.00000
1632023.09.29 08:00modify420.101.060631.064631.04663
1642023.09.29 14:13sell430.101.057120.000000.00000
1652023.09.29 14:13modify430.101.057121.059931.04663
1662023.09.29 14:13modify420.101.060631.059931.04663
1672023.10.02 09:54sell440.101.053630.000000.00000
1682023.10.02 09:54modify440.101.053631.057131.04663
1692023.10.02 09:54modify430.101.057121.057131.04663
1702023.10.02 09:54modify420.101.060631.057131.04663
1712023.10.02 14:00sell450.101.050770.000000.00000
1722023.10.02 14:00modify450.101.050771.055031.04663
1732023.10.02 14:00modify440.101.053631.055031.04663
1742023.10.02 14:00modify430.101.057121.055031.04663
1752023.10.02 14:00modify420.101.060631.055031.04663
1762023.10.03 04:17t/p420.101.046631.055031.04663140.4411158.02
1772023.10.03 04:17t/p430.101.046631.055031.04663105.3411263.36
1782023.10.03 04:17t/p440.101.046631.055031.0466370.2211333.58
1792023.10.03 04:17t/p450.101.046631.055031.0466341.6211375.20
1802023.10.06 16:00sell460.101.059450.000000.00000
1812023.10.06 16:00modify460.101.059451.063451.04545
1822023.10.08 22:00sell470.101.055950.000000.00000
1832023.10.08 22:00modify470.101.055951.058751.04545
1842023.10.08 22:00modify460.101.059451.058751.04545
1852023.10.09 07:42sell480.101.052430.000000.00000
1862023.10.09 07:42modify480.101.052431.055951.04545
1872023.10.09 07:42modify470.101.055951.055951.04545
1882023.10.09 07:42modify460.101.059451.055951.04545
1892023.10.09 14:00s/l460.101.055951.055951.0454535.2211410.42
1902023.10.09 14:00s/l470.101.055951.055951.045450.2211410.64
1912023.10.09 14:00s/l480.101.055951.055951.04545-35.2011375.44
1922023.10.12 16:00buy490.101.055510.000000.00000
1932023.10.12 16:00modify490.101.055511.051511.06951
1942023.10.13 11:01s/l490.101.051511.051511.06951-40.6411334.80
1952023.10.23 20:00sell500.101.066540.000000.00000
1962023.10.23 20:00modify500.101.066541.070541.05254
1972023.10.24 10:20sell510.101.063040.000000.00000
1982023.10.24 10:20modify510.101.063041.065841.05254
1992023.10.24 10:20modify500.101.066541.065841.05254
2002023.10.24 14:36sell520.101.059510.000000.00000
2012023.10.24 14:36modify520.101.059511.063041.05254
2022023.10.24 14:36modify510.101.063041.063041.05254
2032023.10.24 14:36modify500.101.066541.063041.05254
2042023.10.25 09:27sell530.101.056740.000000.00000
2052023.10.25 09:27modify530.101.056741.060941.05254
2062023.10.25 09:27modify520.101.059511.060941.05254
2072023.10.25 09:27modify510.101.063041.060941.05254
2082023.10.25 09:27modify500.101.066541.060941.05254
2092023.10.26 12:30t/p500.101.052541.060941.05254141.1011475.89
2102023.10.26 12:30t/p510.101.052541.060941.05254105.8811581.77
2112023.10.26 12:30t/p520.101.052541.060941.0525470.5811652.35
2122023.10.26 12:30t/p530.101.052541.060941.0525442.6611695.01
2132023.11.03 16:00sell540.101.073200.000000.00000
2142023.11.03 16:00modify540.101.073201.077201.05920
2152023.11.07 07:05sell550.101.069690.000000.00000
2162023.11.07 07:05modify550.101.069691.072501.05920
2172023.11.07 07:05modify540.101.073201.072501.05920
2182023.11.08 09:14sell560.101.066200.000000.00000
2192023.11.08 09:14modify560.101.066201.069701.05920
2202023.11.08 09:14modify550.101.069691.069701.05920
2212023.11.08 09:14modify540.101.073201.069701.05920
2222023.11.08 15:30s/l540.101.069701.069701.0592035.6611730.66
2232023.11.08 15:30s/l550.101.069701.069701.059200.1211730.78
2242023.11.08 15:30s/l560.101.069701.069701.05920-35.0011695.78
2252023.11.14 16:00sell570.101.083730.000000.00000
2262023.11.14 16:00modify570.101.083731.087731.06973
2272023.11.14 18:07s/l570.101.087731.087731.06973-40.0011655.78
2282023.11.22 16:00buy580.101.086870.000000.00000
2292023.11.22 16:00modify580.101.086871.082871.10087
2302023.11.23 02:23buy590.101.090380.000000.00000
2312023.11.23 02:23modify590.101.090381.087571.10087
2322023.11.23 02:23modify580.101.086871.087571.10087
2332023.11.24 14:54buy600.101.093870.000000.00000
2342023.11.24 14:54modify600.101.093871.090371.10087
2352023.11.24 14:54modify590.101.090381.090371.10087
2362023.11.24 14:54modify580.101.086871.090371.10087
2372023.11.28 13:26buy610.101.096670.000000.00000
2382023.11.28 13:26modify610.101.096671.092471.10087
2392023.11.28 13:26modify600.101.093871.092471.10087
2402023.11.28 13:26modify590.101.090381.092471.10087
2412023.11.28 13:26modify580.101.086871.092471.10087
2422023.11.28 17:04t/p580.101.100871.092471.10087136.1511791.93
2432023.11.28 17:04t/p590.101.100871.092471.10087102.9711894.90
2442023.11.28 17:04t/p600.101.100871.092471.1008768.7211963.62
2452023.11.28 17:04t/p610.101.100871.092471.1008742.0012005.62
2462023.11.30 12:00buy620.101.091870.000000.00000
2472023.11.30 12:00modify620.101.091871.087871.10587
2482023.12.01 12:55s/l620.101.087871.087871.10587-40.6411964.98
2492023.12.01 16:00buy630.101.084070.000000.00000
2502023.12.01 16:00modify630.101.084071.080071.09807
2512023.12.01 16:39buy640.101.087570.000000.00000
2522023.12.01 16:39modify640.101.087571.084771.09807
2532023.12.01 16:39modify630.101.084071.084771.09807
2542023.12.04 14:02s/l630.101.084771.084771.098076.3611971.34
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