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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test2608Ticks modelled78160Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2896.22Gross profit3626.18Gross loss-729.96
Profit factor4.97Expected payoff38.11
Absolute drawdown43.18Maximal drawdown268.27 (2.43%)Relative drawdown2.43% (268.27)
Total trades76Short positions (won %)44 (72.73%)Long positions (won %)32 (75.00%)
Profit trades (% of total)56 (73.68%)Loss trades (% of total)20 (26.32%)
Largestprofit trade124.16loss trade-52.66
Averageprofit trade64.75loss trade-36.50
Maximumconsecutive wins (profit in money)10 (738.47)consecutive losses (loss in money)3 (-148.96)
Maximalconsecutive profit (count of wins)738.47 (10)consecutive loss (count of losses)-148.96 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 16:00buy10.101.066180.000000.00000
22023.09.14 16:00modify10.101.066181.061181.07818
32023.09.18 15:50buy20.101.069940.000000.00000
42023.09.18 15:50modify20.101.069941.067381.07818
52023.09.18 15:50modify10.101.066181.067381.07818
62023.09.20 06:15s/l10.101.067381.067381.078189.3410009.34
72023.09.20 06:15s/l20.101.067381.067381.07818-26.939982.42
82023.09.20 16:00sell30.101.071420.000000.00000
92023.09.20 16:00modify30.101.071421.076421.05942
102023.09.20 19:20sell40.101.067760.000000.00000
112023.09.20 19:20modify40.101.067761.070221.05942
122023.09.20 19:20modify30.101.071421.070221.05942
132023.09.20 23:33sell50.101.064780.000000.00000
142023.09.20 23:33modify50.101.064781.068421.05942
152023.09.20 23:33modify40.101.067761.068421.05942
162023.09.20 23:33modify30.101.071421.068421.05942
172023.09.25 08:40sell60.101.062410.000000.00000
182023.09.25 08:40modify60.101.062411.066621.05942
192023.09.25 08:40modify50.101.064781.066621.05942
202023.09.25 08:40modify40.101.067761.066621.05942
212023.09.25 08:40modify30.101.071421.066621.05942
222023.09.25 14:30t/p30.101.059421.066621.05942121.7310104.15
232023.09.25 14:30t/p40.101.059421.066621.0594285.1410189.29
242023.09.25 14:30t/p50.101.059421.066621.0594255.3410244.62
252023.09.25 14:30t/p60.101.059421.066621.0594229.9010274.52
262023.09.28 16:00sell70.101.057620.000000.00000
272023.09.28 16:00modify70.101.057621.062621.04562
282023.10.02 09:55sell80.101.053900.000000.00000
292023.10.02 09:55modify80.101.053901.056421.04562
302023.10.02 09:55modify70.101.057621.056421.04562
312023.10.02 15:40sell90.101.050950.000000.00000
322023.10.02 15:40modify90.101.050951.054621.04562
332023.10.02 15:40modify80.101.053901.054621.04562
342023.10.02 15:40modify70.101.057621.054621.04562
352023.10.02 19:30sell100.101.048550.000000.00000
362023.10.02 19:30modify100.101.048551.052821.04562
372023.10.02 19:30modify90.101.050951.052821.04562
382023.10.02 19:30modify80.101.053901.052821.04562
392023.10.02 19:30modify70.101.057621.052821.04562
402023.10.03 14:40t/p70.101.045621.052821.04562121.0410395.56
412023.10.03 14:40t/p80.101.045621.052821.0456283.1510478.71
422023.10.03 14:40t/p90.101.045621.052821.0456253.6510532.36
432023.10.03 14:40t/p100.101.045621.052821.0456229.6510562.00
442023.10.12 16:00buy110.101.055510.000000.00000
452023.10.12 16:00modify110.101.055511.050511.06751
462023.10.13 14:40s/l110.101.050511.050511.06751-50.6610511.34
472023.10.18 16:00buy120.101.053420.000000.00000
482023.10.18 16:00modify120.101.053421.048421.06542
492023.10.19 13:45buy130.101.057150.000000.00000
502023.10.19 13:45modify130.101.057151.054621.06542
512023.10.19 13:45modify120.101.053421.054621.06542
522023.10.19 16:30buy140.101.060290.000000.00000
532023.10.19 16:30modify140.101.060291.056421.06542
542023.10.19 16:30modify130.101.057151.056421.06542
552023.10.19 16:30modify120.101.053421.056421.06542
562023.10.23 16:30t/p120.101.065421.056421.06542116.6810628.02
572023.10.23 16:30t/p130.101.065421.056421.0654281.3710709.39
582023.10.23 16:30t/p140.101.065421.056421.0654249.9710759.36
592023.11.14 12:00sell150.101.071930.000000.00000
602023.11.14 12:00modify150.101.071931.076931.05993
612023.11.14 13:30s/l150.101.076931.076931.05993-50.0010709.36
622023.11.24 16:00sell160.101.093970.000000.00000
632023.11.24 16:00modify160.101.093971.098971.08197
642023.11.28 15:30s/l160.101.098971.098971.08197-49.3110660.06
652023.12.12 12:00sell170.101.079630.000000.00000
662023.12.12 12:00modify170.101.079631.084631.06763
672023.12.13 19:30s/l170.101.084631.084631.06763-49.6510610.40
682024.01.05 12:00buy180.101.091720.000000.00000
692024.01.05 12:00modify180.101.091721.086721.10372
702024.01.05 14:46buy190.101.095470.000000.00000
712024.01.05 14:46modify190.101.095471.092921.10372
722024.01.05 14:46modify180.101.091721.092921.10372
732024.01.05 16:15buy200.101.098350.000000.00000
742024.01.05 16:15modify200.101.098351.094721.10372
752024.01.05 16:15modify190.101.095471.094721.10372
762024.01.05 16:15modify180.101.091721.094721.10372
772024.01.05 17:40s/l180.101.094721.094721.1037230.0010640.40
782024.01.05 17:40s/l190.101.094721.094721.10372-7.5010632.90
792024.01.05 17:40s/l200.101.094721.094721.10372-36.3010596.60
802024.02.15 16:00sell210.101.076110.000000.00000
812024.02.15 16:00modify210.101.076111.081111.06411
822024.02.20 10:40s/l210.101.081111.081111.06411-48.9610547.64
832024.02.26 12:00sell220.101.085200.000000.00000
842024.02.26 12:00modify220.101.085201.090201.07320
852024.02.28 08:30sell230.101.081410.000000.00000
862024.02.28 08:30modify230.101.081411.084001.07320
872024.02.28 08:30modify220.101.085201.084001.07320
882024.02.28 15:40s/l220.101.084001.084001.0732012.6910560.34
892024.02.28 15:40s/l230.101.084001.084001.07320-25.9010534.44
902024.02.29 20:00buy240.101.080550.000000.00000
912024.02.29 20:00modify240.101.080551.075551.09255
922024.03.01 17:40buy250.101.084280.000000.00000
932024.03.01 17:40modify250.101.084281.081751.09255
942024.03.01 17:40modify240.101.080551.081751.09255
952024.03.05 15:59buy260.101.087440.000000.00000
962024.03.05 15:59modify260.101.087441.083551.09255
972024.03.05 15:59modify250.101.084281.083551.09255
982024.03.05 15:59modify240.101.080551.083551.09255
992024.03.06 15:20buy270.101.089680.000000.00000
1002024.03.06 15:20modify270.101.089681.085351.09255
1012024.03.06 15:20modify260.101.087441.085351.09255
1022024.03.06 15:20modify250.101.084281.085351.09255
1032024.03.06 15:20modify240.101.080551.085351.09255
1042024.03.07 15:40t/p240.101.092551.085351.09255115.3510649.79
1052024.03.07 15:40t/p250.101.092551.085351.0925578.7210728.51
1062024.03.07 15:40t/p260.101.092551.085351.0925548.4410776.95
1072024.03.07 15:40t/p270.101.092551.085351.0925526.7110803.66
1082024.03.13 20:00sell280.101.094720.000000.00000
1092024.03.13 20:00modify280.101.094721.099721.08272
1102024.03.14 13:40sell290.101.090880.000000.00000
1112024.03.14 13:40modify290.101.090881.093521.08272
1122024.03.14 13:40modify280.101.094721.093521.08272
1132024.03.14 17:40sell300.101.088100.000000.00000
1142024.03.14 17:40modify300.101.088101.091721.08272
1152024.03.14 17:40modify290.101.090881.091721.08272
1162024.03.14 17:40modify280.101.094721.091721.08272
1172024.03.19 07:59sell310.101.085470.000000.00000
1182024.03.19 07:59modify310.101.085471.089921.08272
1192024.03.19 07:59modify300.101.088101.089921.08272
1202024.03.19 07:59modify290.101.090881.089921.08272
1212024.03.19 07:59modify280.101.094721.089921.08272
1222024.03.20 18:30s/l280.101.089921.089921.0827250.4310854.09
1232024.03.20 18:30s/l290.101.089921.089921.0827210.9910865.08
1242024.03.20 18:30s/l300.101.089921.089921.08272-16.8110848.26
1252024.03.20 18:30s/l310.101.089921.089921.08272-44.1510804.11
1262024.03.20 20:00sell320.101.092090.000000.00000
1272024.03.20 20:00modify320.101.092091.097091.08009
1282024.03.21 13:40sell330.101.088370.000000.00000
1292024.03.21 13:40modify330.101.088371.090891.08009
1302024.03.21 13:40modify320.101.092091.090891.08009
1312024.03.22 07:00sell340.101.083020.000000.00000
1322024.03.22 07:00modify340.101.083021.087291.08009
1332024.03.22 07:00modify330.101.088371.087291.08009
1342024.03.22 07:00modify320.101.092091.087291.08009
1352024.03.26 09:45sell350.101.085390.000000.00000
1362024.03.26 09:45modify350.101.085391.089091.08009
1372024.03.26 09:50modify350.101.085391.087291.08009
1382024.03.28 08:20t/p320.101.080091.087291.08009123.4710927.58
1392024.03.28 08:20t/p330.101.080091.087291.0800985.2311012.81
1402024.03.28 08:20t/p340.101.080091.087291.0800931.3811044.19
1412024.03.28 08:20t/p350.101.080091.087291.0800954.3911098.58
1422024.04.01 16:00buy360.101.073570.000000.00000
1432024.04.01 16:00modify360.101.073571.068571.08557
1442024.04.02 15:30buy370.101.077280.000000.00000
1452024.04.02 15:30modify370.101.077281.074771.08557
1462024.04.02 15:30modify360.101.073571.074771.08557
1472024.04.03 14:33buy380.101.082700.000000.00000
1482024.04.03 14:33modify380.101.082701.078371.08557
1492024.04.03 14:33modify370.101.077281.078371.08557
1502024.04.03 14:33modify360.101.073571.078371.08557
1512024.04.04 07:40t/p360.101.085571.078371.08557116.6811215.26
1522024.04.04 07:40t/p370.101.085571.078371.0855780.2411295.50
1532024.04.04 07:40t/p380.101.085571.078371.0855726.7111322.21
1542024.04.10 16:00buy390.101.073970.000000.00000
1552024.04.10 16:00modify390.101.073971.068971.08597
1562024.04.12 06:40s/l390.101.068971.068971.08597-52.6611269.56
1572024.04.26 16:00buy400.101.068840.000000.00000
1582024.04.26 16:00modify400.101.068841.063841.08084
1592024.04.29 04:20buy410.101.072620.000000.00000
1602024.04.29 04:20modify410.101.072621.070041.08084
1612024.04.29 04:20modify400.101.068841.070041.08084
1622024.04.29 09:05s/l400.101.070041.070041.0808411.3411280.89
1632024.04.29 09:05s/l410.101.070041.070041.08084-25.8011255.09
1642024.05.09 12:00buy420.101.073020.000000.00000
1652024.05.09 12:00modify420.101.073021.068021.08502
1662024.05.09 13:55buy430.101.076660.000000.00000
1672024.05.09 13:55modify430.101.076661.074221.08502
1682024.05.09 13:55modify420.101.073021.074221.08502
1692024.05.13 11:40buy440.101.079740.000000.00000
1702024.05.13 11:40modify440.101.079741.076021.08502
1712024.05.13 11:40modify430.101.076661.076021.08502
1722024.05.13 11:40modify420.101.073021.076021.08502
1732024.05.14 13:55buy450.101.082190.000000.00000
1742024.05.14 13:55modify450.101.082191.077821.08502
1752024.05.14 13:55modify440.101.079741.077821.08502
1762024.05.14 13:55modify430.101.076661.077821.08502
1772024.05.14 13:55modify420.101.073021.077821.08502
1782024.05.15 12:30t/p420.101.085021.077821.08502117.3411372.44
1792024.05.15 12:30t/p430.101.085021.077821.0850280.9411453.38
1802024.05.15 12:30t/p440.101.085021.077821.0850251.4711504.85
1812024.05.15 12:30t/p450.101.085021.077821.0850227.6411532.49
1822024.05.17 12:00buy460.101.084620.000000.00000
1832024.05.17 12:00modify460.101.084621.079621.09662
1842024.05.20 04:20buy470.101.088270.000000.00000
1852024.05.20 04:20modify470.101.088271.085821.09662
1862024.05.20 04:20modify460.101.084621.085821.09662
1872024.05.20 12:30s/l460.101.085821.085821.0966211.3411543.82
1882024.05.20 12:30s/l470.101.085821.085821.09662-24.5011519.32
1892024.05.22 12:00buy480.101.083040.000000.00000
1902024.05.22 12:00modify480.101.083041.078041.09504
1912024.05.27 10:25buy490.101.086660.000000.00000
1922024.05.27 10:25modify490.101.086661.084241.09504
1932024.05.27 10:25modify480.101.083041.084241.09504
1942024.05.27 12:40s/l480.101.084241.084241.095048.6811528.00
1952024.05.27 12:40s/l490.101.084241.084241.09504-24.2011503.80
1962024.06.03 16:00sell500.101.088950.000000.00000
1972024.06.03 16:00modify500.101.088951.093951.07695
1982024.06.07 12:30sell510.101.085200.000000.00000
1992024.06.07 12:30modify510.101.085201.087751.07695
2002024.06.07 12:30modify500.101.088951.087751.07695
2012024.06.07 14:10sell520.101.082280.000000.00000
2022024.06.07 14:10modify520.101.082281.085951.07695
2032024.06.07 14:10modify510.101.085201.085951.07695
2042024.06.07 14:10modify500.101.088951.085951.07695
2052024.06.07 20:15sell530.101.079930.000000.00000
2062024.06.07 20:15modify530.101.079931.084151.07695
2072024.06.07 20:15modify520.101.082281.084151.07695
2082024.06.07 20:15modify510.101.085201.084151.07695
2092024.06.07 20:15modify500.101.088951.084151.07695
2102024.06.09 21:40t/p500.101.076951.084151.07695122.0811625.89
2112024.06.09 21:40t/p510.101.076951.084151.0769582.5011708.39
2122024.06.09 21:40t/p520.101.076951.084151.0769553.3011761.69
2132024.06.09 21:40t/p530.101.076951.084151.0769529.8011791.49
2142024.06.11 12:00buy540.101.073200.000000.00000
2152024.06.11 12:00modify540.101.073201.068201.08520
2162024.06.12 11:40buy550.101.076840.000000.00000
2172024.06.12 11:40modify550.101.076841.074401.08520
2182024.06.12 11:40modify540.101.073201.074401.08520
2192024.06.12 15:15t/p540.101.085201.074401.08520119.3411910.82
2202024.06.12 15:15t/p550.101.085201.074401.0852083.6011994.42
2212024.06.12 16:00sell560.101.084240.000000.00000
2222024.06.12 16:00modify560.101.084241.089241.07224
2232024.06.12 19:40sell570.101.080360.000000.00000
2242024.06.12 19:40modify570.101.080361.083041.07224
2252024.06.12 19:40modify560.101.084241.083041.07224
2262024.06.13 16:10sell580.101.075150.000000.00000
2272024.06.13 16:10modify580.101.075151.079441.07224
2282024.06.13 16:10modify570.101.080361.079441.07224
2292024.06.13 16:10modify560.101.084241.079441.07224
2302024.06.14 06:40t/p560.101.072241.079441.07224121.3912115.81
2312024.06.14 06:40t/p570.101.072241.079441.0722482.5912198.40
2322024.06.14 06:40t/p580.101.072241.079441.0722429.4512227.84
2332024.06.17 20:00sell590.101.073220.000000.00000
2342024.06.17 20:00modify590.101.073221.078221.06122
2352024.06.21 07:20sell600.101.069590.000000.00000
2362024.06.21 07:20modify600.101.069591.072021.06122
2372024.06.21 07:20modify590.101.073221.072021.06122
2382024.06.24 08:40s/l590.101.072021.072021.0612214.4312242.27
2392024.06.24 08:40s/l600.101.072021.072021.06122-23.9512218.32
2402024.06.24 12:00sell610.101.073570.000000.00000
2412024.06.24 12:00modify610.101.073571.078571.06157
2422024.06.25 14:20sell620.101.069860.000000.00000
2432024.06.25 14:20modify620.101.069861.072371.06157
2442024.06.25 14:20modify610.101.073571.072371.06157
2452024.06.27 12:40s/l610.101.072371.072371.0615713.7312232.06
2462024.06.27 12:40s/l620.101.072371.072371.06157-23.7112208.34
2472024.07.11 12:00sell630.101.085470.000000.00000
2482024.07.11 12:00modify630.101.085471.090471.07347
2492024.07.12 14:30s/l630.101.090471.090471.07347-49.6512158.69
2502024.07.17 12:00sell640.101.093450.000000.00000
2512024.07.17 12:00modify640.101.093451.098451.08145
2522024.07.18 18:40sell650.101.089560.000000.00000
2532024.07.18 18:40modify650.101.089561.092251.08145
2542024.07.18 18:40modify640.101.093451.092251.08145
2552024.07.23 08:15sell660.101.086790.000000.00000
2562024.07.23 08:15modify660.101.086791.090451.08145
2572024.07.23 08:15modify650.101.089561.090451.08145
2582024.07.23 08:15modify640.101.093451.090451.08145
2592024.07.23 14:40sell670.101.084380.000000.00000
2602024.07.23 14:40modify670.101.084381.088651.08145
2612024.07.23 14:40modify660.101.086791.088651.08145
2622024.07.23 14:40modify650.101.089561.088651.08145
2632024.07.23 14:40modify640.101.093451.088651.08145
2642024.07.29 13:40t/p640.101.081451.088651.08145124.1612282.85
2652024.07.29 13:40t/p650.101.081451.088651.0814584.2212367.08
2662024.07.29 13:40t/p660.101.081451.088651.0814555.4812422.56
2672024.07.29 13:40t/p670.101.081451.088651.0814531.3812453.94
2682024.08.01 12:00buy680.101.079490.000000.00000
2692024.08.01 12:00modify680.101.079491.074491.09149
2702024.08.02 11:06buy690.101.083240.000000.00000
2712024.08.02 11:06modify690.101.083241.080691.09149
2722024.08.02 11:06modify680.101.079491.080691.09149
2732024.08.02 12:20buy700.101.086300.000000.00000
2742024.08.02 12:20modify700.101.086301.082491.09149
2752024.08.02 12:20modify690.101.083241.082491.09149
2762024.08.02 12:20modify680.101.079491.082491.09149
2772024.08.02 14:30t/p680.101.091491.082491.09149119.3412573.28
2782024.08.02 14:30t/p690.101.091491.082491.0914982.5012655.78
2792024.08.02 14:30t/p700.101.091491.082491.0914951.9012707.68
2802024.08.13 16:00sell710.101.095360.000000.00000
2812024.08.13 16:00modify710.101.095361.100361.08336
2822024.08.14 06:40s/l710.101.100361.100361.08336-49.6512658.02
2832024.08.16 20:00sell720.101.102450.000000.00000
2842024.08.16 20:00modify720.101.102451.107451.09045
2852024.08.19 14:40s/l720.101.107451.107451.09045-49.6512608.37
2862024.08.23 16:00sell730.101.117530.000000.00000
2872024.08.23 16:00modify730.101.117531.122531.10553
2882024.08.28 06:05sell740.101.113660.000000.00000
2892024.08.28 06:05modify740.101.113661.116331.10553
2902024.08.28 06:05modify730.101.117531.116331.10553
2912024.08.28 17:55sell750.101.110680.000000.00000
2922024.08.28 17:55modify750.101.110681.114531.10553
2932024.08.28 17:55modify740.101.113661.114531.10553
2942024.08.28 17:55modify730.101.117531.114531.10553
2952024.08.29 08:53sell760.101.108480.000000.00000
2962024.08.29 08:53modify760.101.108481.112731.10553
2972024.08.29 08:53modify750.101.110681.112731.10553
2982024.08.29 08:53modify740.101.113661.112731.10553
2992024.08.29 08:53modify730.101.117531.112731.10553
3002024.08.30 16:30t/p730.101.105531.112731.10553122.4312730.80
3012024.08.30 16:30t/p740.101.105531.112731.1055382.6912813.49
3022024.08.30 16:30t/p750.101.105531.112731.1055352.8912866.38
3032024.08.30 16:30t/p760.101.105531.112731.1055329.8512896.22