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=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 test1903Ticks modelled21621015Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2757.87Gross profit3630.55Gross loss-872.68
Profit factor4.16Expected payoff36.77
Absolute drawdown124.16Maximal drawdown310.13 (2.93%)Relative drawdown2.93% (310.13)
Total trades75Short positions (won %)46 (76.09%)Long positions (won %)29 (51.72%)
Profit trades (% of total)50 (66.67%)Loss trades (% of total)25 (33.33%)
Largestprofit trade141.00loss trade-42.66
Averageprofit trade72.61loss trade-34.91
Maximumconsecutive wins (profit in money)8 (700.60)consecutive losses (loss in money)3 (-120.66)
Maximalconsecutive profit (count of wins)700.60 (8)consecutive loss (count of losses)-120.66 (3)
Averageconsecutive wins4consecutive 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 19:12s/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 08:25s/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 07:30s/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 12:18sell50.101.110340.000000.00000
132023.07.27 12:18modify50.101.110341.113141.09984
142023.07.27 12:18modify40.101.113841.113141.09984
152023.07.27 12:50sell60.101.106140.000000.00000
162023.07.27 12:50modify60.101.106141.110341.09984
172023.07.27 12:50modify50.101.110341.110341.09984
182023.07.27 12:50modify40.101.113841.110341.09984
192023.07.27 13:03sell70.101.104040.000000.00000
202023.07.27 13:03modify70.101.104041.108241.09984
212023.07.27 13:03modify60.101.106141.108241.09984
222023.07.27 13:03modify50.101.110341.108241.09984
232023.07.27 13:03modify40.101.113841.108241.09984
242023.07.27 13:44t/p40.101.099841.108241.09984140.0010019.34
252023.07.27 13:44t/p50.101.099841.108241.09984105.0010124.34
262023.07.27 13:44t/p60.101.099841.108241.0998463.0010187.34
272023.07.27 13:44t/p70.101.099841.108241.0998442.0010229.34
282023.08.04 16:00sell80.101.103470.000000.00000
292023.08.04 16:00modify80.101.103471.107471.08947
302023.08.07 01:25sell90.101.099970.000000.00000
312023.08.07 01:25modify90.101.099971.102771.08947
322023.08.07 01:25modify80.101.103471.102771.08947
332023.08.08 10:33sell100.101.095770.000000.00000
342023.08.08 10:33modify100.101.095771.099971.08947
352023.08.08 10:33modify90.101.099971.099971.08947
362023.08.08 10:33modify80.101.103471.099971.08947
372023.08.08 12:21sell110.101.093660.000000.00000
382023.08.08 12:21modify110.101.093661.097871.08947
392023.08.08 12:21modify100.101.095771.097871.08947
402023.08.08 12:21modify90.101.099971.097871.08947
412023.08.08 12:21modify80.101.103471.097871.08947
422023.08.09 05:06s/l80.101.097871.097871.0894756.5010285.84
432023.08.09 05:06s/l90.101.097871.097871.0894721.3310307.17
442023.08.09 05:06s/l100.101.097871.097871.08947-20.8310286.34
452023.08.09 05:06s/l110.101.097871.097871.08947-41.9310244.40
462023.08.10 16:00sell120.101.101520.000000.00000
472023.08.10 16:00modify120.101.101521.105521.08752
482023.08.10 17:36sell130.101.098010.000000.00000
492023.08.10 17:36modify130.101.098011.100821.08752
502023.08.10 17:36modify120.101.101521.100821.08752
512023.08.14 00:32sell140.101.093820.000000.00000
522023.08.14 00:32modify140.101.093821.098021.08752
532023.08.14 00:32modify130.101.098011.098021.08752
542023.08.14 00:32modify120.101.101521.098021.08752
552023.08.14 12:32sell150.101.091720.000000.00000
562023.08.14 12:32modify150.101.091721.095921.08752
572023.08.14 12:32modify140.101.093821.095921.08752
582023.08.14 12:32modify130.101.098011.095921.08752
592023.08.14 12:32modify120.101.101521.095921.08752
602023.08.16 19:16t/p120.101.087521.095921.08752140.6710385.07
612023.08.16 19:16t/p130.101.087521.095921.08752105.5710490.64
622023.08.16 19:16t/p140.101.087521.095921.0875263.3310553.97
632023.08.16 19:16t/p150.101.087521.095921.0875242.3310596.30
642023.08.30 16:00sell160.101.092560.000000.00000
652023.08.30 16:00modify160.101.092561.096561.07856
662023.08.31 07:17sell170.101.089030.000000.00000
672023.08.31 07:17modify170.101.089031.091861.07856
682023.08.31 07:17modify160.101.092561.091861.07856
692023.08.31 13:42sell180.101.084810.000000.00000
702023.08.31 13:42modify180.101.084811.089061.07856
712023.08.31 13:42modify170.101.089031.089061.07856
722023.08.31 13:42modify160.101.092561.089061.07856
732023.09.01 14:01sell190.101.082610.000000.00000
742023.09.01 14:01modify190.101.082611.086961.07856
752023.09.01 14:01modify180.101.084811.086961.07856
762023.09.01 14:01modify170.101.089031.086961.07856
772023.09.01 14:01modify160.101.092561.086961.07856
782023.09.01 16:04t/p160.101.078561.086961.07856140.6710736.97
792023.09.01 16:04t/p170.101.078561.086961.07856104.8710841.84
802023.09.01 16:04t/p180.101.078561.086961.0785662.6710904.50
812023.09.01 16:04t/p190.101.078561.086961.0785640.5010945.00
822023.09.05 12:00buy200.101.073550.000000.00000
832023.09.05 12:00modify200.101.073551.069551.08755
842023.09.07 12:30s/l200.101.069551.069551.08755-42.6610902.35
852023.09.14 16:00buy210.101.066180.000000.00000
862023.09.14 16:00modify210.101.066181.062181.08018
872023.09.18 15:44buy220.101.069680.000000.00000
882023.09.18 15:44modify220.101.069681.066881.08018
892023.09.18 15:44modify210.101.066181.066881.08018
902023.09.20 16:29buy230.101.073880.000000.00000
912023.09.20 16:29modify230.101.073881.069681.08018
922023.09.20 16:29modify220.101.069681.069681.08018
932023.09.20 16:29modify210.101.066181.069681.08018
942023.09.20 18:01s/l210.101.069681.069681.0801832.3410934.69
952023.09.20 18:01s/l220.101.069681.069681.08018-1.3310933.36
962023.09.20 18:01s/l230.101.069681.069681.08018-42.0010891.36
972023.09.25 16:00buy240.101.059300.000000.00000
982023.09.25 16:00modify240.101.059301.055301.07330
992023.09.27 09:40s/l240.101.055301.055301.07330-41.3310850.03
1002023.09.27 16:00buy250.101.051200.000000.00000
1012023.09.27 16:00modify250.101.051201.047201.06520
1022023.09.28 11:37buy260.101.054700.000000.00000
1032023.09.28 11:37modify260.101.054701.051901.06520
1042023.09.28 11:37modify250.101.051201.051901.06520
1052023.09.28 12:51s/l250.101.051901.051901.065205.0110855.04
1062023.09.28 12:51s/l260.101.051901.051901.06520-28.0010827.04
1072023.09.29 08:00sell270.101.060630.000000.00000
1082023.09.29 08:00modify270.101.060631.064631.04663
1092023.09.29 14:13sell280.101.057120.000000.00000
1102023.09.29 14:13modify280.101.057121.059931.04663
1112023.09.29 14:13modify270.101.060631.059931.04663
1122023.10.02 12:10sell290.101.052930.000000.00000
1132023.10.02 12:10modify290.101.052931.057131.04663
1142023.10.02 12:10modify280.101.057121.057131.04663
1152023.10.02 12:10modify270.101.060631.057131.04663
1162023.10.02 14:00sell300.101.050770.000000.00000
1172023.10.02 14:00modify300.101.050771.055031.04663
1182023.10.02 14:00modify290.101.052931.055031.04663
1192023.10.02 14:00modify280.101.057121.055031.04663
1202023.10.02 14:00modify270.101.060631.055031.04663
1212023.10.03 04:17t/p270.101.046631.055031.04663140.3310967.37
1222023.10.03 04:17t/p280.101.046631.055031.04663105.2311072.61
1232023.10.03 04:17t/p290.101.046631.055031.0466363.1711135.77
1242023.10.03 04:17t/p300.101.046631.055031.0466341.5711177.34
1252023.10.06 16:00sell310.101.059450.000000.00000
1262023.10.06 16:00modify310.101.059451.063451.04545
1272023.10.08 22:00sell320.101.055950.000000.00000
1282023.10.08 22:00modify320.101.055951.058751.04545
1292023.10.08 22:00modify310.101.059451.058751.04545
1302023.10.10 08:13s/l310.101.058751.058751.045457.3311184.67
1312023.10.10 08:13s/l320.101.058751.058751.04545-27.6711157.01
1322023.10.12 16:00buy330.101.055510.000000.00000
1332023.10.12 16:00modify330.101.055511.051511.06951
1342023.10.13 11:01s/l330.101.051511.051511.06951-40.6611116.34
1352023.10.23 20:00sell340.101.066540.000000.00000
1362023.10.23 20:00modify340.101.066541.070541.05254
1372023.10.24 10:20sell350.101.063040.000000.00000
1382023.10.24 10:20modify350.101.063041.065841.05254
1392023.10.24 10:20modify340.101.066541.065841.05254
1402023.10.24 15:21sell360.101.058830.000000.00000
1412023.10.24 15:21modify360.101.058831.063041.05254
1422023.10.24 15:21modify350.101.063041.063041.05254
1432023.10.24 15:21modify340.101.066541.063041.05254
1442023.10.25 09:27sell370.101.056740.000000.00000
1452023.10.25 09:27modify370.101.056741.060941.05254
1462023.10.25 09:27modify360.101.058831.060941.05254
1472023.10.25 09:27modify350.101.063041.060941.05254
1482023.10.25 09:27modify340.101.066541.060941.05254
1492023.10.26 12:30t/p340.101.052541.060941.05254140.8311257.18
1502023.10.26 12:30t/p350.101.052541.060941.05254105.6711362.84
1512023.10.26 12:30t/p360.101.052541.060941.0525463.5711426.41
1522023.10.26 12:30t/p370.101.052541.060941.0525442.5011468.91
1532023.11.03 16:00sell380.101.073200.000000.00000
1542023.11.03 16:00modify380.101.073201.077201.05920
1552023.11.07 07:05sell390.101.069690.000000.00000
1562023.11.07 07:05modify390.101.069691.072501.05920
1572023.11.07 07:05modify380.101.073201.072501.05920
1582023.11.09 14:57s/l380.101.072501.072501.059208.0011476.91
1592023.11.09 14:57s/l390.101.072501.072501.05920-27.4311449.47
1602023.11.14 16:00sell400.101.083730.000000.00000
1612023.11.14 16:00modify400.101.083731.087731.06973
1622023.11.14 18:07s/l400.101.087731.087731.06973-40.0011409.47
1632023.11.22 16:00buy410.101.086870.000000.00000
1642023.11.22 16:00modify410.101.086871.082871.10087
1652023.11.23 02:23buy420.101.090380.000000.00000
1662023.11.23 02:23modify420.101.090381.087571.10087
1672023.11.23 02:23modify410.101.086871.087571.10087
1682023.11.24 15:02buy430.101.094570.000000.00000
1692023.11.24 15:02modify430.101.094571.090371.10087
1702023.11.24 15:02modify420.101.090381.090371.10087
1712023.11.24 15:02modify410.101.086871.090371.10087
1722023.11.28 13:26buy440.101.096670.000000.00000
1732023.11.28 13:26modify440.101.096671.092471.10087
1742023.11.28 13:26modify430.101.094571.092471.10087
1752023.11.28 13:26modify420.101.090381.092471.10087
1762023.11.28 13:26modify410.101.086871.092471.10087
1772023.11.28 17:04t/p410.101.100871.092471.10087136.0211545.49
1782023.11.28 17:04t/p420.101.100871.092471.10087102.9111648.40
1792023.11.28 17:04t/p430.101.100871.092471.1008761.6711710.07
1802023.11.28 17:04t/p440.101.100871.092471.1008742.0011752.07
1812023.11.30 12:00buy450.101.091870.000000.00000
1822023.11.30 12:00modify450.101.091871.087871.10587
1832023.12.01 12:55s/l450.101.087871.087871.10587-40.6611711.41
1842023.12.01 16:00buy460.101.084070.000000.00000
1852023.12.01 16:00modify460.101.084071.080071.09807
1862023.12.01 16:39buy470.101.087570.000000.00000
1872023.12.01 16:39modify470.101.087571.084771.09807
1882023.12.01 16:39modify460.101.084071.084771.09807
1892023.12.04 14:02s/l460.101.084771.084771.098076.3411717.74
1902023.12.04 14:02s/l470.101.084771.084771.09807-28.6611689.08
1912023.12.13 20:00sell480.101.088810.000000.00000
1922023.12.13 20:00modify480.101.088811.092811.07481
1932023.12.14 11:20s/l480.101.092811.092811.07481-39.5011649.58
1942023.12.19 16:00sell490.101.098580.000000.00000
1952023.12.19 16:00modify490.101.098581.102581.08458
1962023.12.20 07:00sell500.101.095060.000000.00000
1972023.12.20 07:00modify500.101.095061.097881.08458
1982023.12.20 07:00modify490.101.098581.097881.08458
1992023.12.21 11:38s/l490.101.097881.097881.084587.6711657.24
2002023.12.21 11:38s/l500.101.097881.097881.08458-27.7011629.54
2012023.12.27 16:00sell510.101.110710.000000.00000
2022023.12.27 16:00modify510.101.110711.114711.09671
2032023.12.28 16:53sell520.101.107210.000000.00000
2042023.12.28 16:53modify520.101.107211.110011.09671
2052023.12.28 16:53modify510.101.110711.110011.09671
2062024.01.02 02:15sell530.101.103010.000000.00000
2072024.01.02 02:15modify530.101.103011.107211.09671
2082024.01.02 02:15modify520.101.107211.107211.09671
2092024.01.02 02:15modify510.101.110711.107211.09671
2102024.01.02 10:06sell540.101.100910.000000.00000
2112024.01.02 10:06modify540.101.100911.105111.09671
2122024.01.02 10:06modify530.101.103011.105111.09671
2132024.01.02 10:06modify520.101.107211.105111.09671
2142024.01.02 10:06modify510.101.110711.105111.09671
2152024.01.02 12:20t/p510.101.096711.105111.09671141.0011770.54
2162024.01.02 12:20t/p520.101.096711.105111.09671105.5011876.04
2172024.01.02 12:20t/p530.101.096711.105111.0967163.0011939.04
2182024.01.02 12:20t/p540.101.096711.105111.0967142.0011981.04
2192024.01.16 12:00buy550.101.089530.000000.00000
2202024.01.16 12:00modify550.101.089531.085531.10353
2212024.01.17 13:30s/l550.101.085531.085531.10353-40.6611940.38
2222024.02.13 16:00buy560.101.071960.000000.00000
2232024.02.13 16:00modify560.101.071961.067961.08596
2242024.02.15 13:30buy570.101.075480.000000.00000
2252024.02.15 13:30modify570.101.075481.072661.08596
2262024.02.15 13:30modify560.101.071961.072661.08596
2272024.02.20 09:35buy580.101.079690.000000.00000
2282024.02.20 09:35modify580.101.079691.075461.08596
2292024.02.20 09:35modify570.101.075481.075461.08596
2302024.02.20 09:35modify560.101.071961.075461.08596
2312024.02.20 13:41buy590.101.081770.000000.00000
2322024.02.20 13:41modify590.101.081771.077561.08596
2332024.02.20 13:41modify580.101.079691.077561.08596
2342024.02.20 13:41modify570.101.075481.077561.08596
2352024.02.20 13:41modify560.101.071961.077561.08596
2362024.02.22 08:12t/p560.101.085961.077561.08596132.7012073.07
2372024.02.22 08:12t/p570.101.085961.077561.08596100.1512173.23
2382024.02.22 08:12t/p580.101.085961.077561.0859660.0412233.27
2392024.02.22 08:12t/p590.101.085961.077561.0859639.2412272.51
2402024.02.22 12:00sell600.101.085720.000000.00000
2412024.02.22 12:00modify600.101.085721.089721.07172
2422024.02.22 13:55sell610.101.082220.000000.00000
2432024.02.22 13:55modify610.101.082221.085021.07172
2442024.02.22 13:55modify600.101.085721.085021.07172
2452024.02.26 10:29s/l600.101.085021.085021.071727.3312279.85
2462024.02.26 10:29s/l610.101.085021.085021.07172-27.6712252.18
2472024.03.14 16:00buy620.101.089060.000000.00000
2482024.03.14 16:00modify620.101.089061.085061.10306
2492024.03.19 08:07s/l620.101.085061.085061.10306-41.9912210.19
2502024.04.01 16:00buy630.101.073570.000000.00000
2512024.04.01 16:00modify630.101.073571.069571.08757
2522024.04.02 13:44buy640.101.077130.000000.00000
2532024.04.02 13:44modify640.101.077131.074271.08757
2542024.04.02 13:44modify630.101.073571.074271.08757
2552024.04.03 14:00buy650.101.081280.000000.00000
2562024.04.03 14:00modify650.101.081281.077071.08757
2572024.04.03 14:00modify640.101.077131.077071.08757
2582024.04.03 14:00modify630.101.073571.077071.08757
2592024.04.03 16:22buy660.101.083370.000000.00000
2602024.04.03 16:22modify660.101.083371.079171.08757
2612024.04.03 16:22modify650.101.081281.079171.08757
2622024.04.03 16:22modify640.101.077131.079171.08757
2632024.04.03 16:22modify630.101.073571.079171.08757
2642024.04.04 13:43t/p630.101.087571.079171.08757136.6812346.87
2652024.04.04 13:43t/p640.101.087571.079171.08757101.7412448.61
2662024.04.04 13:43t/p650.101.087571.079171.0875760.9112509.52
2672024.04.04 13:43t/p660.101.087571.079171.0875740.0112549.53
2682024.04.10 16:00buy670.101.073970.000000.00000
2692024.04.10 16:00modify670.101.073971.069971.08797
2702024.04.11 14:54s/l670.101.069971.069971.08797-41.9912507.54
2712024.04.12 12:00buy680.101.065400.000000.00000
2722024.04.12 12:00modify680.101.065401.061401.07940
2732024.04.16 01:09s/l680.101.061401.061401.07940-41.3312466.21
2742024.05.03 16:00sell690.101.076900.000000.00000
2752024.05.03 16:00modify690.101.076901.080901.06290
2762024.05.09 07:40sell700.101.073400.000000.00000
2772024.05.09 07:40modify700.101.073401.076201.06290
2782024.05.09 07:40modify690.101.076901.076201.06290
2792024.05.09 12:42s/l690.101.076201.076201.062908.0012474.21
2802024.05.09 12:42s/l700.101.076201.076201.06290-28.0012446.21
2812024.06.07 16:00buy710.101.080950.000000.00000
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2832024.06.09 21:02s/l710.101.076951.076951.09495-40.0012406.21
2842024.06.12 16:00sell720.101.084240.000000.00000
2852024.06.12 16:00modify720.101.084241.088241.07024
2862024.06.12 19:25sell730.101.080740.000000.00000
2872024.06.12 19:25modify730.101.080741.083541.07024
2882024.06.12 19:25modify720.101.084241.083541.07024
2892024.06.13 14:37sell740.101.076540.000000.00000
2902024.06.13 14:37modify740.101.076541.080741.07024
2912024.06.13 14:37modify730.101.080741.080741.07024
2922024.06.13 14:37modify720.101.084241.080741.07024
2932024.06.13 16:19sell750.101.074440.000000.00000
2942024.06.13 16:19modify750.101.074441.078641.07024
2952024.06.13 16:19modify740.101.076541.078641.07024
2962024.06.13 16:19modify730.101.080741.078641.07024
2972024.06.13 16:19modify720.101.084241.078641.07024
2982024.06.14 08:40t/p720.101.070241.078641.07024140.6712546.87
2992024.06.14 08:40t/p730.101.070241.078641.07024105.6712652.54
3002024.06.14 08:40t/p740.101.070241.078641.0702463.1712715.71
3012024.06.14 08:40t/p750.101.070241.078641.0702442.1712757.87