Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2608Ticks modelled78157Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1733.69Gross profit2139.58Gross loss-405.89
Profit factor5.27Expected payoff30.42
Absolute drawdown29.00Maximal drawdown242.67 (2.03%)Relative drawdown2.15% (221.34)
Total trades57Short positions (won %)42 (71.43%)Long positions (won %)15 (80.00%)
Profit trades (% of total)42 (73.68%)Loss trades (% of total)15 (26.32%)
Largestprofit trade109.37loss trade-147.57
Averageprofit trade50.94loss trade-27.06
Maximumconsecutive wins (profit in money)9 (482.23)consecutive losses (loss in money)3 (-179.08)
Maximalconsecutive profit (count of wins)482.23 (9)consecutive loss (count of losses)-179.08 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.10.26 08:00buy10.101.055110.000000.00000
22023.10.26 08:00modify10.101.055111.040111.06511
32023.10.30 12:40buy20.101.061140.000000.00000
42023.10.30 12:40modify20.101.061141.059111.06511
52023.10.30 12:40modify10.101.055111.059111.06511
62023.10.30 13:10buy30.101.060270.000000.00000
72023.10.30 13:10modify30.101.060271.055611.06511
82023.10.30 13:15modify30.101.060271.059111.06511
92023.10.30 14:15buy40.101.062120.000000.00000
102023.10.30 14:15modify40.101.062121.058611.06511
112023.10.30 14:15modify20.101.061141.058611.06511
122023.10.30 14:15modify30.101.060271.058611.06511
132023.10.30 14:15modify10.101.055111.058611.06511
142023.10.31 09:20t/p10.101.065111.058611.0651198.0110098.01
152023.10.31 09:20t/p20.101.065111.058611.0651139.0410137.04
162023.10.31 09:20t/p30.101.065111.058611.0651147.7410184.78
172023.10.31 09:20t/p40.101.065111.058611.0651129.2410214.02
182023.11.06 08:00sell50.101.073330.000000.00000
192023.11.06 08:00modify50.101.073331.088331.06333
202023.11.07 09:33sell60.101.068300.000000.00000
212023.11.07 09:33modify60.101.068301.072831.06333
222023.11.07 09:33modify50.101.073331.072831.06333
232023.11.07 11:30sell70.101.067190.000000.00000
242023.11.07 11:30modify70.101.067191.069331.06333
252023.11.07 11:30modify60.101.068301.069331.06333
262023.11.07 11:30modify50.101.073331.069331.06333
272023.11.07 16:40s/l50.101.069331.069331.0633340.3510254.36
282023.11.07 16:40s/l60.101.069331.069331.06333-10.3010244.06
292023.11.07 16:40s/l70.101.069331.069331.06333-21.4010222.66
302023.11.15 08:00sell80.101.087280.000000.00000
312023.11.15 08:00modify80.101.087281.102281.07728
322023.12.04 14:50sell90.101.082280.000000.00000
332023.12.04 14:50modify90.101.082281.086781.07728
342023.12.04 14:50modify80.101.087281.086781.07728
352023.12.04 16:05sell100.101.081280.000000.00000
362023.12.04 16:05modify100.101.081281.083281.07728
372023.12.04 16:05modify90.101.082281.083281.07728
382023.12.04 16:05modify80.101.087281.083281.07728
392023.12.04 20:06s/l80.101.083281.083281.0772846.5910269.26
402023.12.04 20:06s/l90.101.083281.083281.07728-10.0010259.26
412023.12.04 20:06s/l100.101.083281.083281.07728-20.0010239.26
422023.12.15 08:00sell110.101.099380.000000.00000
432023.12.15 08:00modify110.101.099381.114381.08938
442023.12.15 12:50sell120.101.094330.000000.00000
452023.12.15 12:50modify120.101.094331.098881.08938
462023.12.15 12:50modify110.101.099381.098881.08938
472023.12.15 13:20sell130.101.093220.000000.00000
482023.12.15 13:20modify130.101.093221.095381.08938
492023.12.15 13:20modify120.101.094331.095381.08938
502023.12.15 13:20modify110.101.099381.095381.08938
512023.12.15 14:55sell140.101.092170.000000.00000
522023.12.15 14:55modify140.101.092171.095881.08938
532023.12.15 14:55modify130.101.093221.095881.08938
542023.12.15 14:55modify120.101.094331.095881.08938
552023.12.15 14:55modify110.101.099381.095881.08938
562023.12.15 18:40t/p110.101.089381.095881.08938100.0010339.26
572023.12.15 18:40t/p120.101.089381.095881.0893849.5010388.76
582023.12.15 18:40t/p130.101.089381.095881.0893838.4010427.16
592023.12.15 18:40t/p140.101.089381.095881.0893827.9010455.06
602023.12.28 08:00sell150.101.111670.000000.00000
612023.12.28 08:00modify150.101.111671.126671.10167
622023.12.28 17:15sell160.101.106590.000000.00000
632023.12.28 17:15modify160.101.106591.111171.10167
642023.12.28 17:15modify150.101.111671.111171.10167
652023.12.28 18:40sell170.101.105520.000000.00000
662023.12.28 18:40modify170.101.105521.107671.10167
672023.12.28 18:40modify160.101.106591.107671.10167
682023.12.28 18:40modify150.101.111671.107671.10167
692023.12.29 00:30s/l150.101.107671.107671.1016740.3510495.40
702023.12.29 00:30s/l160.101.107671.107671.10167-10.4510484.95
712023.12.29 00:30s/l170.101.107671.107671.10167-21.1510463.80
722024.01.11 08:00sell180.101.097900.000000.00000
732024.01.11 08:00modify180.101.097901.112901.08790
742024.01.16 00:30sell190.101.092890.000000.00000
752024.01.16 00:30modify190.101.092891.097401.08790
762024.01.16 00:30modify180.101.097901.097401.08790
772024.01.16 01:05sell200.101.091690.000000.00000
782024.01.16 01:05modify200.101.091691.093901.08790
792024.01.16 01:05modify190.101.092891.093901.08790
802024.01.16 01:05modify180.101.097901.093901.08790
812024.01.16 07:15sell210.101.090860.000000.00000
822024.01.16 07:15modify210.101.090861.094401.08790
832024.01.16 07:15modify200.101.091691.094401.08790
842024.01.16 07:15modify190.101.092891.094401.08790
852024.01.16 07:15modify180.101.097901.094401.08790
862024.01.16 11:05t/p180.101.087901.094401.08790101.0410564.84
872024.01.16 11:05t/p190.101.087901.094401.0879049.9010614.74
882024.01.16 11:05t/p200.101.087901.094401.0879037.9010652.64
892024.01.16 11:05t/p210.101.087901.094401.0879029.6010682.24
902024.02.05 08:00buy220.101.078320.000000.00000
912024.02.05 08:00modify220.101.078321.063321.08832
922024.02.20 14:30buy230.101.083610.000000.00000
932024.02.20 14:30modify230.101.083611.078821.08832
942024.02.20 14:30modify220.101.078321.078821.08832
952024.02.22 07:10buy240.101.084350.000000.00000
962024.02.22 07:10modify240.101.084351.082321.08832
972024.02.22 07:10modify230.101.083611.082321.08832
982024.02.22 07:10modify220.101.078321.082321.08832
992024.02.22 07:59buy250.101.085610.000000.00000
1002024.02.22 07:59modify250.101.085611.081821.08832
1012024.02.22 07:59modify240.101.084351.081821.08832
1022024.02.22 07:59modify230.101.083611.081821.08832
1032024.02.22 07:59modify220.101.078321.081821.08832
1042024.02.22 08:40t/p220.101.088321.081821.0883287.3810769.62
1052024.02.22 08:40t/p230.101.088321.081821.0883244.4410814.07
1062024.02.22 08:40t/p240.101.088321.081821.0883239.7010853.77
1072024.02.22 08:40t/p250.101.088321.081821.0883227.1010880.87
1082024.02.26 16:00sell260.101.085090.000000.00000
1092024.02.26 16:00modify260.101.085091.100091.07509
1102024.02.28 09:55sell270.101.080000.000000.00000
1112024.02.28 09:55modify270.101.080001.084591.07509
1122024.02.28 09:55modify260.101.085091.084591.07509
1132024.02.28 17:05s/l260.101.084591.084591.075095.6910886.56
1142024.02.28 17:05s/l270.101.084591.084591.07509-45.9010840.66
1152024.03.08 04:00sell280.101.094760.000000.00000
1162024.03.08 04:00modify280.101.094761.109761.08476
1172024.03.14 14:40sell290.101.089590.000000.00000
1182024.03.14 14:40modify290.101.089591.094261.08476
1192024.03.14 14:40modify280.101.094761.094261.08476
1202024.03.14 15:59sell300.101.088760.000000.00000
1212024.03.14 15:59modify300.101.088761.090761.08476
1222024.03.14 15:59modify290.101.089591.090761.08476
1232024.03.14 15:59modify280.101.094761.090761.08476
1242024.03.15 00:40sell310.101.087600.000000.00000
1252024.03.15 00:40modify310.101.087601.091261.08476
1262024.03.15 00:40modify300.101.088761.091261.08476
1272024.03.15 00:40modify290.101.089591.091261.08476
1282024.03.15 00:40modify280.101.094761.091261.08476
1292024.03.19 08:40t/p280.101.084761.091261.08476103.1210943.78
1302024.03.19 08:40t/p290.101.084761.091261.0847649.3410993.12
1312024.03.19 08:40t/p300.101.084761.091261.0847641.0411034.16
1322024.03.19 08:40t/p310.101.084761.091261.0847629.0911063.26
1332024.03.21 04:00sell320.101.093490.000000.00000
1342024.03.21 04:00modify320.101.093491.108491.08349
1352024.03.21 13:40sell330.101.088370.000000.00000
1362024.03.21 13:40modify330.101.088371.092991.08349
1372024.03.21 13:40modify320.101.093491.092991.08349
1382024.03.21 15:10sell340.101.087480.000000.00000
1392024.03.21 15:10modify340.101.087481.089491.08349
1402024.03.21 15:10modify330.101.088371.089491.08349
1412024.03.21 15:10modify320.101.093491.089491.08349
1422024.03.21 15:30sell350.101.086410.000000.00000
1432024.03.21 15:30modify350.101.086411.089991.08349
1442024.03.21 15:30modify340.101.087481.089991.08349
1452024.03.21 15:30modify330.101.088371.089991.08349
1462024.03.21 15:30modify320.101.093491.089991.08349
1472024.03.22 04:33t/p320.101.083491.089991.08349100.3511163.61
1482024.03.22 04:33t/p330.101.083491.089991.0834949.1511212.75
1492024.03.22 04:33t/p340.101.083491.089991.0834940.2511253.00
1502024.03.22 04:33t/p350.101.083491.089991.0834929.5511282.55
1512024.04.04 12:00sell360.101.085290.000000.00000
1522024.04.04 12:00modify360.101.085291.100291.07529
1532024.04.05 12:40sell370.101.080010.000000.00000
1542024.04.05 12:40modify370.101.080011.084791.07529
1552024.04.05 12:40modify360.101.085291.084791.07529
1562024.04.05 13:40sell380.101.079130.000000.00000
1572024.04.05 13:40modify380.101.079131.081291.07529
1582024.04.05 13:40modify370.101.080011.081291.07529
1592024.04.05 13:40modify360.101.085291.081291.07529
1602024.04.05 14:20s/l360.101.081291.081291.0752940.3511322.89
1612024.04.05 14:20s/l370.101.081291.081291.07529-12.8011310.09
1622024.04.05 14:20s/l380.101.081291.081291.07529-21.6011288.49
1632024.04.11 04:00buy390.101.074760.000000.00000
1642024.04.11 04:00modify390.101.074761.059761.08476
1652024.05.03 12:50buy400.101.080910.000000.00000
1662024.05.03 12:50modify400.101.080911.078761.08476
1672024.05.03 12:50modify390.101.074761.078761.08476
1682024.05.03 12:55s/l390.101.078761.078761.0847625.3911313.89
1692024.05.03 12:55s/l400.101.078761.078761.08476-21.5011292.39
1702024.05.15 08:00sell410.101.082580.000000.00000
1712024.05.15 08:00modify410.101.082581.097581.07258
1722024.06.09 21:20sell420.101.077360.000000.00000
1732024.06.09 21:20modify420.101.077361.082081.07258
1742024.06.09 21:20modify410.101.082581.082081.07258
1752024.06.09 21:40sell430.101.076440.000000.00000
1762024.06.09 21:40modify430.101.076441.078581.07258
1772024.06.09 21:40modify420.101.077361.078581.07258
1782024.06.09 21:40modify410.101.082581.078581.07258
1792024.06.10 03:40sell440.101.075540.000000.00000
1802024.06.10 03:40modify440.101.075541.079081.07258
1812024.06.10 03:40modify430.101.076441.079081.07258
1822024.06.10 03:40modify420.101.077361.079081.07258
1832024.06.10 03:40modify410.101.082581.079081.07258
1842024.06.11 13:40t/p410.101.072581.079081.07258109.3711401.75
1852024.06.11 13:40t/p420.101.072581.079081.0725848.4911450.25
1862024.06.11 13:40t/p430.101.072581.079081.0725839.2911489.54
1872024.06.11 13:40t/p440.101.072581.079081.0725829.9511519.49
1882024.06.14 16:00buy450.101.070160.000000.00000
1892024.06.14 16:00modify450.101.070161.055161.08016
1902024.06.18 13:40buy460.101.075270.000000.00000
1912024.06.18 13:40modify460.101.075271.070661.08016
1922024.06.18 13:40modify450.101.070161.070661.08016
1932024.06.18 14:05buy470.101.076220.000000.00000
1942024.06.18 14:05modify470.101.076221.074161.08016
1952024.06.18 14:05modify460.101.075271.074161.08016
1962024.06.18 14:05modify450.101.070161.074161.08016
1972024.06.18 14:40s/l450.101.074161.074161.0801638.6711558.16
1982024.06.18 14:40s/l460.101.074161.074161.08016-11.1011547.06
1992024.06.18 14:40s/l470.101.074161.074161.08016-20.6011526.46
2002024.07.17 16:00sell480.101.093230.000000.00000
2012024.07.17 16:00modify480.101.093231.108231.08323
2022024.07.19 07:15sell490.101.088180.000000.00000
2032024.07.19 07:15modify490.101.088181.092731.08323
2042024.07.19 07:15modify480.101.093231.092731.08323
2052024.07.23 09:30sell500.101.087040.000000.00000
2062024.07.23 09:30modify500.101.087041.089231.08323
2072024.07.23 09:30modify490.101.088181.089231.08323
2082024.07.23 09:30modify480.101.093231.089231.08323
2092024.07.23 10:30sell510.101.086090.000000.00000
2102024.07.23 10:30modify510.101.086091.089731.08323
2112024.07.23 10:30modify500.101.087041.089731.08323
2122024.07.23 10:30modify490.101.088181.089731.08323
2132024.07.23 10:30modify480.101.093231.089731.08323
2142024.07.24 07:40t/p480.101.083231.089731.08323102.4311628.89
2152024.07.24 07:40t/p490.101.083231.089731.0832350.5411679.43
2162024.07.24 07:40t/p500.101.083231.089731.0832338.4511717.88
2172024.07.24 07:40t/p510.101.083231.089731.0832328.9511746.83
2182024.07.29 16:00buy520.101.082200.000000.00000
2192024.07.29 16:00modify520.101.082201.067201.09220
2202024.08.02 12:50buy530.101.089380.000000.00000
2212024.08.02 12:50modify530.101.089381.085701.09220
2222024.08.02 12:50modify520.101.082201.085701.09220
2232024.08.02 14:40t/p520.101.092201.085701.0922096.0211842.84
2242024.08.02 14:40t/p530.101.092201.085701.0922028.2011871.04
2252024.08.05 16:00sell540.101.095610.000000.00000
2262024.08.05 16:00modify540.101.095611.110611.08561
2272024.08.06 10:40sell550.101.090410.000000.00000
2282024.08.06 10:40modify550.101.090411.095111.08561
2292024.08.06 10:40modify540.101.095611.095111.08561
2302024.08.08 12:50sell560.101.089520.000000.00000
2312024.08.08 12:50modify560.101.089521.091611.08561
2322024.08.08 12:50modify550.101.090411.091611.08561
2332024.08.08 12:50modify540.101.095611.091611.08561
2342024.08.08 15:40s/l540.101.091611.091611.0856141.7311912.78
2352024.08.08 15:40s/l550.101.091611.091611.08561-10.6111902.16
2362024.08.08 15:40s/l560.101.091611.091611.08561-20.9011881.26
2372024.08.14 04:00sell570.101.099000.000000.00000
2382024.08.14 04:00modify570.101.099001.114001.08900
2392024.08.21 15:30s/l570.101.114001.114001.08900-147.5711733.69