Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test1903Ticks modelled21621015Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit676.48Gross profit1421.72Gross loss-745.24
Profit factor1.91Expected payoff18.79
Absolute drawdown200.53Maximal drawdown446.54 (4.01%)Relative drawdown4.01% (446.54)
Total trades36Short positions (won %)23 (78.26%)Long positions (won %)13 (23.08%)
Profit trades (% of total)21 (58.33%)Loss trades (% of total)15 (41.67%)
Largestprofit trade141.67loss trade-153.98
Averageprofit trade67.70loss trade-49.68
Maximumconsecutive wins (profit in money)9 (687.16)consecutive losses (loss in money)6 (-300.70)
Maximalconsecutive profit (count of wins)687.16 (9)consecutive loss (count of losses)-300.70 (6)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.21 16:00buy10.101.112250.000000.00000
22023.07.21 16:00modify10.101.112251.097251.12625
32023.07.27 18:52s/l10.101.097251.097251.12625-153.989846.02
42023.08.02 20:00buy20.101.094240.000000.00000
52023.08.02 20:00modify20.101.094241.079241.10824
62023.08.04 12:52buy30.101.099840.000000.00000
72023.08.04 12:52modify30.101.099841.094941.10824
82023.08.04 12:52modify20.101.094241.094941.10824
92023.08.04 13:16buy40.101.102640.000000.00000
102023.08.04 13:16modify40.101.102641.097741.10824
112023.08.04 13:16modify30.101.099841.097741.10824
122023.08.04 13:16modify20.101.094241.097741.10824
132023.08.07 06:25s/l20.101.097741.097741.1082431.689877.70
142023.08.07 06:25s/l30.101.097741.097741.10824-21.669856.03
152023.08.07 06:25s/l40.101.097741.097741.10824-49.669806.37
162023.08.10 16:00sell50.101.101520.000000.00000
172023.08.10 16:00modify50.101.101521.116521.08752
182023.08.11 13:46sell60.101.095920.000000.00000
192023.08.11 13:46modify60.101.095921.100821.08752
202023.08.11 13:46modify50.101.101521.100821.08752
212023.08.14 01:37sell70.101.093120.000000.00000
222023.08.14 01:37modify70.101.093121.098021.08752
232023.08.14 01:37modify60.101.095921.098021.08752
242023.08.14 01:37modify50.101.101521.098021.08752
252023.08.14 12:44sell80.101.091010.000000.00000
262023.08.14 12:44modify80.101.091011.096621.08752
272023.08.14 12:44modify70.101.093121.096621.08752
282023.08.14 12:44modify60.101.095921.096621.08752
292023.08.14 12:44modify50.101.101521.096621.08752
302023.08.16 19:16t/p50.101.087521.096621.08752140.679947.03
312023.08.16 19:16t/p60.101.087521.096621.0875284.5010031.53
322023.08.16 19:16t/p70.101.087521.096621.0875256.3310087.87
332023.08.16 19:16t/p80.101.087521.096621.0875235.2310123.10
342023.08.30 20:00sell90.101.092170.000000.00000
352023.08.30 20:00modify90.101.092171.107171.07817
362023.08.31 09:04sell100.101.086560.000000.00000
372023.08.31 09:04modify100.101.086561.091471.07817
382023.08.31 09:04modify90.101.092171.091471.07817
392023.08.31 15:44sell110.101.083770.000000.00000
402023.08.31 15:44modify110.101.083771.088671.07817
412023.08.31 15:44modify100.101.086561.088671.07817
422023.08.31 15:44modify90.101.092171.088671.07817
432023.09.01 14:28sell120.101.081670.000000.00000
442023.09.01 14:28modify120.101.081671.087271.07817
452023.09.01 14:28modify110.101.083771.087271.07817
462023.09.01 14:28modify100.101.086561.087271.07817
472023.09.01 14:28modify90.101.092171.087271.07817
482023.09.01 18:26t/p90.101.078171.087271.07817140.6710263.77
492023.09.01 18:26t/p100.101.078171.087271.0781784.0710347.83
502023.09.01 18:26t/p110.101.078171.087271.0781756.1710404.00
512023.09.01 18:26t/p120.101.078171.087271.0781735.0010439.00
522023.09.25 20:00buy130.101.059570.000000.00000
532023.09.25 20:00modify130.101.059571.044571.07357
542023.10.23 16:23buy140.101.065170.000000.00000
552023.10.23 16:23modify140.101.065171.060271.07357
562023.10.23 16:23modify130.101.059571.060271.07357
572023.10.23 18:41buy150.101.067980.000000.00000
582023.10.23 18:41modify150.101.067981.063071.07357
592023.10.23 18:41modify140.101.065171.063071.07357
602023.10.23 18:41modify130.101.059571.063071.07357
612023.10.24 10:20s/l130.101.063071.063071.0735715.7410454.74
622023.10.24 10:20s/l140.101.063071.063071.07357-21.6610433.08
632023.10.24 10:20s/l150.101.063071.063071.07357-49.7610383.32
642023.10.26 08:00buy160.101.055110.000000.00000
652023.10.26 08:00modify160.101.055111.040111.06911
662023.10.30 12:58buy170.101.060710.000000.00000
672023.10.30 12:58modify170.101.060711.055811.06911
682023.10.30 12:58modify160.101.055111.055811.06911
692023.10.31 08:22buy180.101.063520.000000.00000
702023.10.31 08:22modify180.101.063521.058611.06911
712023.10.31 08:22modify170.101.060711.058611.06911
722023.10.31 08:22modify160.101.055111.058611.06911
732023.10.31 09:57buy190.101.065620.000000.00000
742023.10.31 09:57modify190.101.065621.060011.06911
752023.10.31 09:57modify180.101.063521.060011.06911
762023.10.31 09:57modify170.101.060711.060011.06911
772023.10.31 09:57modify160.101.055111.060011.06911
782023.10.31 14:00s/l160.101.060011.060011.0691147.0110430.32
792023.10.31 14:00s/l170.101.060011.060011.06911-7.6610422.66
802023.10.31 14:00s/l180.101.060011.060011.06911-35.1010387.56
812023.10.31 14:00s/l190.101.060011.060011.06911-56.1010331.46
822023.11.03 20:00sell200.101.072480.000000.00000
832023.11.03 20:00modify200.101.072481.087481.05848
842023.11.07 11:39sell210.101.066870.000000.00000
852023.11.07 11:39modify210.101.066871.071781.05848
862023.11.07 11:39modify200.101.072481.071781.05848
872023.11.08 16:12s/l200.101.071781.071781.058487.5010338.96
882023.11.08 16:12s/l210.101.071781.071781.05848-48.9310290.03
892023.12.27 20:00sell220.101.110150.000000.00000
902023.12.27 20:00modify220.101.110151.125151.09615
912023.12.29 09:55sell230.101.104550.000000.00000
922023.12.29 09:55modify230.101.104551.109451.09615
932023.12.29 09:55modify220.101.110151.109451.09615
942024.01.02 04:43sell240.101.101750.000000.00000
952024.01.02 04:43modify240.101.101751.106651.09615
962024.01.02 04:43modify230.101.104551.106651.09615
972024.01.02 04:43modify220.101.110151.106651.09615
982024.01.02 11:12sell250.101.099650.000000.00000
992024.01.02 11:12modify250.101.099651.105251.09615
1002024.01.02 11:12modify240.101.101751.105251.09615
1012024.01.02 11:12modify230.101.104551.105251.09615
1022024.01.02 11:12modify220.101.110151.105251.09615
1032024.01.02 12:39t/p220.101.096151.105251.09615141.0010431.02
1042024.01.02 12:39t/p230.101.096151.105251.0961584.3310515.36
1052024.01.02 12:39t/p240.101.096151.105251.0961556.0010571.36
1062024.01.02 12:39t/p250.101.096151.105251.0961535.0010606.36
1072024.01.11 08:00sell260.101.097900.000000.00000
1082024.01.11 08:00modify260.101.097901.112901.08390
1092024.01.16 00:55sell270.101.092300.000000.00000
1102024.01.16 00:55modify270.101.092301.097201.08390
1112024.01.16 00:55modify260.101.097901.097201.08390
1122024.01.16 08:38sell280.101.089500.000000.00000
1132024.01.16 08:38modify280.101.089501.094401.08390
1142024.01.16 08:38modify270.101.092301.094401.08390
1152024.01.16 08:38modify260.101.097901.094401.08390
1162024.01.16 11:13sell290.101.087400.000000.00000
1172024.01.16 11:13modify290.101.087401.093001.08390
1182024.01.16 11:13modify280.101.089501.093001.08390
1192024.01.16 11:13modify270.101.092301.093001.08390
1202024.01.16 11:13modify260.101.097901.093001.08390
1212024.01.23 15:25t/p260.101.083901.093001.08390141.6710748.02
1222024.01.23 15:25t/p270.101.083901.093001.0839085.1710833.19
1232024.01.23 15:25t/p280.101.083901.093001.0839057.1710890.35
1242024.01.23 15:25t/p290.101.083901.093001.0839036.1710926.52
1252024.03.08 04:00sell300.101.094760.000000.00000
1262024.03.08 04:00modify300.101.094761.109761.08076
1272024.03.14 15:11sell310.101.089150.000000.00000
1282024.03.14 15:11modify310.101.089151.094061.08076
1292024.03.14 15:11modify300.101.094761.094061.08076
1302024.03.19 05:50sell320.101.086360.000000.00000
1312024.03.19 05:50modify320.101.086361.091261.08076
1322024.03.19 05:50modify310.101.089151.091261.08076
1332024.03.19 05:50modify300.101.094761.091261.08076
1342024.03.19 08:39sell330.101.084260.000000.00000
1352024.03.19 08:39modify330.101.084261.089861.08076
1362024.03.19 08:39modify320.101.086361.089861.08076
1372024.03.19 08:39modify310.101.089151.089861.08076
1382024.03.19 08:39modify300.101.094761.089861.08076
1392024.03.20 18:42s/l300.101.089861.089861.0807650.6710977.19
1402024.03.20 18:42s/l310.101.089861.089861.08076-6.4310970.75
1412024.03.20 18:42s/l320.101.089861.089861.08076-34.8310935.92
1422024.03.20 18:42s/l330.101.089861.089861.08076-55.8310880.09
1432024.04.10 20:00buy340.101.074660.000000.00000
1442024.04.10 20:00modify340.101.074661.059661.08866
1452024.05.03 12:30buy350.101.080260.000000.00000
1462024.05.03 12:30modify350.101.080261.075361.08866
1472024.05.03 12:30modify340.101.074661.075361.08866
1482024.05.03 14:25s/l340.101.075361.075361.08866-9.6010870.49
1492024.05.03 14:25s/l350.101.075361.075361.08866-49.0010821.49
1502024.05.03 20:00sell360.101.076410.000000.00000
1512024.05.03 20:00modify360.101.076411.091411.06241
1522024.06.04 00:04s/l360.101.091411.091411.06241-145.0010676.48