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)
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=55; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2604Ticks modelled77917Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2465.63Gross profit3348.10Gross loss-882.48
Profit factor3.79Expected payoff34.73
Absolute drawdown124.16Maximal drawdown310.13 (2.96%)Relative drawdown2.96% (310.13)
Total trades71Short positions (won %)43 (74.42%)Long positions (won %)28 (50.00%)
Profit trades (% of total)46 (64.79%)Loss trades (% of total)25 (35.21%)
Largestprofit trade141.00loss trade-43.00
Averageprofit trade72.78loss trade-35.30
Maximumconsecutive wins (profit in money)7 (653.90)consecutive losses (loss in money)3 (-120.66)
Maximalconsecutive profit (count of wins)653.90 (7)consecutive loss (count of losses)-120.66 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 16:00sell10.101.096300.000000.00000
22023.07.07 16:00modify10.101.096301.100301.08230
32023.07.10 19:15s/l10.101.100301.100301.08230-39.839960.17
42023.07.12 16:00sell20.101.112200.000000.00000
52023.07.12 16:00modify20.101.112201.116201.09820
62023.07.13 08:20s/l20.101.116201.116201.09820-39.509920.67
72023.07.20 16:00buy30.101.113790.000000.00000
82023.07.20 16:00modify30.101.113791.109791.12779
92023.07.24 07:40s/l30.101.109791.109791.12779-41.339879.34
102023.07.27 12:00sell40.101.113840.000000.00000
112023.07.27 12:00modify40.101.113841.117841.09984
122023.07.27 12:55sell50.101.105900.000000.00000
132023.07.27 12:55modify50.101.105901.110341.09984
142023.07.27 12:55modify40.101.113841.110341.09984
152023.07.27 13:20sell60.101.103840.000000.00000
162023.07.27 13:20modify60.101.103841.108241.09984
172023.07.27 13:20modify50.101.105901.108241.09984
182023.07.27 13:20modify40.101.113841.108241.09984
192023.07.27 13:40t/p40.101.099841.108241.09984140.0010019.34
202023.07.27 13:40t/p50.101.099841.108241.0998460.6010079.94
212023.07.27 13:40t/p60.101.099841.108241.0998440.0010119.94
222023.08.04 16:00sell70.101.103470.000000.00000
232023.08.04 16:00modify70.101.103471.107471.08947
242023.08.07 02:30sell80.101.099950.000000.00000
252023.08.07 02:30modify80.101.099951.102771.08947
262023.08.07 02:30modify70.101.103471.102771.08947
272023.08.08 12:05sell90.101.093620.000000.00000
282023.08.08 12:05modify90.101.093621.097871.08947
292023.08.08 12:05modify80.101.099951.097871.08947
302023.08.08 12:05modify70.101.103471.097871.08947
312023.08.08 17:55sell100.101.095610.000000.00000
322023.08.08 17:55modify100.101.095611.099971.08947
332023.08.08 17:55modify100.101.095611.097871.08947
342023.08.09 05:20s/l70.101.097871.097871.0894756.5010176.44
352023.08.09 05:20s/l80.101.097871.097871.0894721.1310197.57
362023.08.09 05:20s/l90.101.097871.097871.08947-42.3310155.24
372023.08.09 05:20s/l100.101.097871.097871.08947-22.4310132.80
382023.08.10 16:00sell110.101.101520.000000.00000
392023.08.10 16:00modify110.101.101521.105521.08752
402023.08.10 17:50sell120.101.097960.000000.00000
412023.08.10 17:50modify120.101.097961.100821.08752
422023.08.10 17:50modify110.101.101521.100821.08752
432023.08.14 00:40sell130.101.093590.000000.00000
442023.08.14 00:40modify130.101.093591.098021.08752
452023.08.14 00:40modify120.101.097961.098021.08752
462023.08.14 00:40modify110.101.101521.098021.08752
472023.08.14 12:30sell140.101.091610.000000.00000
482023.08.14 12:30modify140.101.091611.095921.08752
492023.08.14 12:30modify130.101.093591.095921.08752
502023.08.14 12:30modify120.101.097961.095921.08752
512023.08.14 12:30modify110.101.101521.095921.08752
522023.08.16 19:40t/p110.101.087521.095921.08752140.6710273.47
532023.08.16 19:40t/p120.101.087521.095921.08752105.0710378.54
542023.08.16 19:40t/p130.101.087521.095921.0875261.0310439.57
552023.08.16 19:40t/p140.101.087521.095921.0875241.2310480.80
562023.08.30 16:00sell150.101.092560.000000.00000
572023.08.30 16:00modify150.101.092561.096561.07856
582023.08.31 07:40sell160.101.088990.000000.00000
592023.08.31 07:40modify160.101.088991.091861.07856
602023.08.31 07:40modify150.101.092561.091861.07856
612023.08.31 17:55sell170.101.084620.000000.00000
622023.08.31 17:55modify170.101.084621.089061.07856
632023.08.31 17:55modify160.101.088991.089061.07856
642023.08.31 17:55modify150.101.092561.089061.07856
652023.09.01 16:20t/p150.101.078561.089061.07856140.6710621.47
662023.09.01 16:20t/p160.101.078561.089061.07856104.4710725.94
672023.09.01 16:20t/p170.101.078561.089061.0785660.7710786.70
682023.09.05 12:00buy180.101.073550.000000.00000
692023.09.05 12:00modify180.101.073551.069551.08755
702023.09.07 12:30s/l180.101.069551.069551.08755-42.6610744.05
712023.09.14 16:00buy190.101.066180.000000.00000
722023.09.14 16:00modify190.101.066181.062181.08018
732023.09.18 15:59buy200.101.069700.000000.00000
742023.09.18 15:59modify200.101.069701.066881.08018
752023.09.18 15:59modify190.101.066181.066881.08018
762023.09.20 16:40buy210.101.073980.000000.00000
772023.09.20 16:40modify210.101.073981.069681.08018
782023.09.20 16:40modify200.101.069701.069681.08018
792023.09.20 16:40modify190.101.066181.069681.08018
802023.09.20 18:20s/l190.101.069681.069681.0801832.3410776.39
812023.09.20 18:20s/l200.101.069681.069681.08018-1.5310774.86
822023.09.20 18:20s/l210.101.069681.069681.08018-43.0010731.86
832023.09.25 16:00buy220.101.059300.000000.00000
842023.09.25 16:00modify220.101.059301.055301.07330
852023.09.27 09:15s/l220.101.055301.055301.07330-41.3310690.53
862023.09.27 16:00buy230.101.051200.000000.00000
872023.09.27 16:00modify230.101.051201.047201.06520
882023.09.28 11:30buy240.101.054820.000000.00000
892023.09.28 11:30modify240.101.054821.051901.06520
902023.09.28 11:30modify230.101.051201.051901.06520
912023.09.28 12:40s/l230.101.051901.051901.065205.0110695.54
922023.09.28 12:40s/l240.101.051901.051901.06520-29.2010666.34
932023.09.29 08:00sell250.101.060630.000000.00000
942023.09.29 08:00modify250.101.060631.064631.04663
952023.09.29 14:15sell260.101.056980.000000.00000
962023.09.29 14:15modify260.101.056981.059931.04663
972023.09.29 14:15modify250.101.060631.059931.04663
982023.10.02 13:00sell270.101.052930.000000.00000
992023.10.02 13:00modify270.101.052931.057131.04663
1002023.10.02 13:00modify260.101.056981.057131.04663
1012023.10.02 13:00modify250.101.060631.057131.04663
1022023.10.02 15:53sell280.101.050640.000000.00000
1032023.10.02 15:53modify280.101.050641.055031.04663
1042023.10.02 15:53modify270.101.052931.055031.04663
1052023.10.02 15:53modify260.101.056981.055031.04663
1062023.10.02 15:53modify250.101.060631.055031.04663
1072023.10.03 04:40t/p250.101.046631.055031.04663140.3310806.67
1082023.10.03 04:40t/p260.101.046631.055031.04663103.8310910.51
1092023.10.03 04:40t/p270.101.046631.055031.0466363.1710973.67
1102023.10.03 04:40t/p280.101.046631.055031.0466340.2711013.94
1112023.10.06 16:00sell290.101.059450.000000.00000
1122023.10.06 16:00modify290.101.059451.063451.04545
1132023.10.08 22:35sell300.101.055830.000000.00000
1142023.10.08 22:35modify300.101.055831.058751.04545
1152023.10.08 22:35modify290.101.059451.058751.04545
1162023.10.10 08:20s/l290.101.058751.058751.045457.3311021.27
1172023.10.10 08:20s/l300.101.058751.058751.04545-28.8710992.41
1182023.10.12 16:00buy310.101.055510.000000.00000
1192023.10.12 16:00modify310.101.055511.051511.06951
1202023.10.13 11:15s/l310.101.051511.051511.06951-40.6610951.74
1212023.10.23 20:00sell320.101.066540.000000.00000
1222023.10.23 20:00modify320.101.066541.070541.05254
1232023.10.24 10:30sell330.101.062820.000000.00000
1242023.10.24 10:30modify330.101.062821.065841.05254
1252023.10.24 10:30modify320.101.066541.065841.05254
1262023.10.24 16:55sell340.101.058680.000000.00000
1272023.10.24 16:55modify340.101.058681.063041.05254
1282023.10.24 16:55modify330.101.062821.063041.05254
1292023.10.24 16:55modify320.101.066541.063041.05254
1302023.10.25 09:33sell350.101.056660.000000.00000
1312023.10.25 09:33modify350.101.056661.060941.05254
1322023.10.25 09:33modify340.101.058681.060941.05254
1332023.10.25 09:33modify330.101.062821.060941.05254
1342023.10.25 09:33modify320.101.066541.060941.05254
1352023.10.26 12:20t/p320.101.052541.060941.05254140.8311092.58
1362023.10.26 12:20t/p330.101.052541.060941.05254103.4711196.04
1372023.10.26 12:20t/p340.101.052541.060941.0525462.0711258.11
1382023.10.26 12:20t/p350.101.052541.060941.0525441.7011299.81
1392023.11.03 16:00sell360.101.073200.000000.00000
1402023.11.03 16:00modify360.101.073201.077201.05920
1412023.11.07 07:30sell370.101.069530.000000.00000
1422023.11.07 07:30modify370.101.069531.072501.05920
1432023.11.07 07:30modify360.101.073201.072501.05920
1442023.11.09 14:40s/l360.101.072501.072501.059208.0011307.81
1452023.11.09 14:40s/l370.101.072501.072501.05920-29.0311278.77
1462023.11.14 16:00sell380.101.083730.000000.00000
1472023.11.14 16:00modify380.101.083731.087731.06973
1482023.11.14 18:05s/l380.101.087731.087731.06973-40.0011238.77
1492023.11.22 16:00buy390.101.086870.000000.00000
1502023.11.22 16:00modify390.101.086871.082871.10087
1512023.11.23 02:30buy400.101.090490.000000.00000
1522023.11.23 02:30modify400.101.090491.087571.10087
1532023.11.23 02:30modify390.101.086871.087571.10087
1542023.11.24 15:40buy410.101.094820.000000.00000
1552023.11.24 15:40modify410.101.094821.090371.10087
1562023.11.24 15:40modify400.101.090491.090371.10087
1572023.11.24 15:40modify390.101.086871.090371.10087
1582023.11.28 13:30buy420.101.096910.000000.00000
1592023.11.28 13:30modify420.101.096911.092471.10087
1602023.11.28 13:30modify410.101.094821.092471.10087
1612023.11.28 13:30modify400.101.090491.092471.10087
1622023.11.28 13:30modify390.101.086871.092471.10087
1632023.11.28 17:15t/p390.101.100871.092471.10087136.0211374.79
1642023.11.28 17:15t/p400.101.100871.092471.10087101.8111476.60
1652023.11.28 17:15t/p410.101.100871.092471.1008759.1711535.77
1662023.11.28 17:15t/p420.101.100871.092471.1008739.6011575.37
1672023.11.30 12:00buy430.101.091870.000000.00000
1682023.11.30 12:00modify430.101.091871.087871.10587
1692023.12.01 12:40s/l430.101.087871.087871.10587-40.6611534.71
1702023.12.01 16:00buy440.101.084070.000000.00000
1712023.12.01 16:00modify440.101.084071.080071.09807
1722023.12.01 17:10buy450.101.087690.000000.00000
1732023.12.01 17:10modify450.101.087691.084771.09807
1742023.12.01 17:10modify440.101.084071.084771.09807
1752023.12.04 14:20s/l440.101.084771.084771.098076.3411541.04
1762023.12.04 14:20s/l450.101.084771.084771.09807-29.8611511.18
1772023.12.13 20:00sell460.101.088810.000000.00000
1782023.12.13 20:00modify460.101.088811.092811.07481
1792023.12.14 11:30s/l460.101.092811.092811.07481-39.5011471.68
1802023.12.19 16:00sell470.101.098580.000000.00000
1812023.12.19 16:00modify470.101.098581.102581.08458
1822023.12.20 07:15sell480.101.095060.000000.00000
1832023.12.20 07:15modify480.101.095061.097881.08458
1842023.12.20 07:15modify470.101.098581.097881.08458
1852023.12.21 11:30s/l470.101.097881.097881.084587.6711479.34
1862023.12.21 11:30s/l480.101.097881.097881.08458-27.7011451.64
1872023.12.27 16:00sell490.101.110710.000000.00000
1882023.12.27 16:00modify490.101.110711.114711.09671
1892023.12.28 17:00sell500.101.107180.000000.00000
1902023.12.28 17:00modify500.101.107181.110011.09671
1912023.12.28 17:00modify490.101.110711.110011.09671
1922024.01.02 02:20sell510.101.102950.000000.00000
1932024.01.02 02:20modify510.101.102951.107211.09671
1942024.01.02 02:20modify500.101.107181.107211.09671
1952024.01.02 02:20modify490.101.110711.107211.09671
1962024.01.02 12:40t/p490.101.096711.107211.09671141.0011592.64
1972024.01.02 12:40t/p500.101.096711.107211.09671105.2011697.84
1982024.01.02 12:40t/p510.101.096711.107211.0967162.4011760.24
1992024.01.16 12:00buy520.101.089530.000000.00000
2002024.01.16 12:00modify520.101.089531.085531.10353
2012024.01.17 13:40s/l520.101.085531.085531.10353-40.6611719.58
2022024.02.13 16:00buy530.101.071960.000000.00000
2032024.02.13 16:00modify530.101.071961.067961.08596
2042024.02.16 14:30buy540.101.075550.000000.00000
2052024.02.16 14:30modify540.101.075551.072661.08596
2062024.02.16 14:30modify530.101.071961.072661.08596
2072024.02.20 13:30buy550.101.082020.000000.00000
2082024.02.20 13:30modify550.101.082021.077561.08596
2092024.02.20 13:30modify540.101.075551.077561.08596
2102024.02.20 13:30modify530.101.071961.077561.08596
2112024.02.21 09:20buy560.101.079760.000000.00000
2122024.02.21 09:20modify560.101.079761.075461.08596
2132024.02.21 09:25modify560.101.079761.077561.08596
2142024.02.22 08:20t/p530.101.085961.077561.08596132.7011852.27
2152024.02.22 08:20t/p540.101.085961.077561.08596100.1211952.39
2162024.02.22 08:20t/p550.101.085961.077561.0859636.7411989.13
2172024.02.22 08:20t/p560.101.085961.077561.0859660.0112049.14
2182024.02.22 12:00sell570.101.085720.000000.00000
2192024.02.22 12:00modify570.101.085721.089721.07172
2202024.02.22 13:40sell580.101.082100.000000.00000
2212024.02.22 13:40modify580.101.082101.085021.07172
2222024.02.22 13:40modify570.101.085721.085021.07172
2232024.02.26 10:40s/l570.101.085021.085021.071727.3312056.47
2242024.02.26 10:40s/l580.101.085021.085021.07172-28.8712027.61
2252024.03.14 16:00buy590.101.089060.000000.00000
2262024.03.14 16:00modify590.101.089061.085061.10306
2272024.03.19 08:30s/l590.101.085061.085061.10306-41.9911985.62
2282024.04.01 16:00buy600.101.073570.000000.00000
2292024.04.01 16:00modify600.101.073571.069571.08757
2302024.04.02 13:40buy610.101.077130.000000.00000
2312024.04.02 13:40modify610.101.077131.074271.08757
2322024.04.02 13:40modify600.101.073571.074271.08757
2332024.04.03 16:30buy620.101.083480.000000.00000
2342024.04.03 16:30modify620.101.083481.079171.08757
2352024.04.03 16:30modify610.101.077131.079171.08757
2362024.04.03 16:30modify600.101.073571.079171.08757
2372024.04.04 13:40t/p600.101.087571.079171.08757136.6812122.30
2382024.04.04 13:40t/p610.101.087571.079171.08757101.7412224.04
2392024.04.04 13:40t/p620.101.087571.079171.0875738.9112262.95
2402024.04.10 16:00buy630.101.073970.000000.00000
2412024.04.10 16:00modify630.101.073971.069971.08797
2422024.04.11 14:33s/l630.101.069971.069971.08797-41.9912220.96
2432024.04.12 12:00buy640.101.065400.000000.00000
2442024.04.12 12:00modify640.101.065401.061401.07940
2452024.04.16 01:30s/l640.101.061401.061401.07940-41.3312179.63
2462024.05.03 16:00sell650.101.076900.000000.00000
2472024.05.03 16:00modify650.101.076901.080901.06290
2482024.05.09 07:30sell660.101.073380.000000.00000
2492024.05.09 07:30modify660.101.073381.076201.06290
2502024.05.09 07:30modify650.101.076901.076201.06290
2512024.05.09 12:40s/l650.101.076201.076201.062908.0012187.63
2522024.05.09 12:40s/l660.101.076201.076201.06290-28.2012159.43
2532024.06.07 16:00buy670.101.080950.000000.00000
2542024.06.07 16:00modify670.101.080951.076951.09495
2552024.06.09 21:40s/l670.101.076951.076951.09495-40.0012119.43
2562024.06.12 16:00sell680.101.084240.000000.00000
2572024.06.12 16:00modify680.101.084241.088241.07024
2582024.06.12 19:59sell690.101.080650.000000.00000
2592024.06.12 19:59modify690.101.080651.083541.07024
2602024.06.12 19:59modify680.101.084241.083541.07024
2612024.06.13 14:40sell700.101.076300.000000.00000
2622024.06.13 14:40modify700.101.076301.080741.07024
2632024.06.13 14:40modify690.101.080651.080741.07024
2642024.06.13 14:40modify680.101.084241.080741.07024
2652024.06.14 03:20sell710.101.074240.000000.00000
2662024.06.14 03:20modify710.101.074241.078641.07024
2672024.06.14 03:20modify700.101.076301.078641.07024
2682024.06.14 03:20modify690.101.080651.078641.07024
2692024.06.14 03:20modify680.101.084241.078641.07024
2702024.06.14 08:30t/p680.101.070241.078641.07024140.6712260.09
2712024.06.14 08:30t/p690.101.070241.078641.07024104.7712364.86
2722024.06.14 08:30t/p700.101.070241.078641.0702460.7712425.63
2732024.06.14 08:30t/p710.101.070241.078641.0702440.0012465.63