Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=150; IT_TakeProfit=150; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test2613Ticks modelled78324Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3939.17Gross profit5367.49Gross loss-1428.32
Profit factor3.76Expected payoff37.16
Absolute drawdown29.20Maximal drawdown461.32 (11.64%)Relative drawdown17.91% (228.00)
Total trades106Short positions (won %)51 (68.63%)Long positions (won %)55 (72.73%)
Profit trades (% of total)75 (70.75%)Loss trades (% of total)31 (29.25%)
Largestprofit trade155.90loss trade-163.94
Averageprofit trade71.57loss trade-46.07
Maximumconsecutive wins (profit in money)16 (1454.16)consecutive losses (loss in money)4 (-96.75)
Maximalconsecutive profit (count of wins)1454.16 (16)consecutive loss (count of losses)-196.64 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 12:00buy10.101.054590.000000.00000
22023.11.01 12:00modify10.101.054591.039591.06959
32023.11.01 23:20buy20.101.058450.000000.00000
42023.11.01 23:20modify20.101.058451.055341.06959
52023.11.01 23:20modify10.101.054591.055341.06959
62023.11.02 10:20buy30.101.063120.000000.00000
72023.11.02 10:20modify30.101.063121.059841.06959
82023.11.02 10:20buy40.101.063120.000000.00000
92023.11.02 10:20modify40.101.063121.059841.06959
102023.11.02 10:20modify20.101.058451.059841.06959
112023.11.02 10:20modify10.101.054591.059841.06959
122023.11.03 12:30t/p10.101.069591.059841.06959147.341147.34
132023.11.03 12:30t/p20.101.069591.059841.06959108.741256.09
142023.11.03 12:30t/p30.101.069591.059841.0695964.041320.12
152023.11.03 12:30t/p40.101.069591.059841.0695964.041384.16
162023.11.03 16:00sell50.101.073200.000000.00000
172023.11.03 16:00modify50.101.073201.088201.05820
182023.11.07 07:40sell60.101.069180.000000.00000
192023.11.07 07:40modify60.101.069181.072451.05820
202023.11.07 07:40modify50.101.073201.072451.05820
212023.11.09 14:40s/l50.101.072451.072451.058209.581393.74
222023.11.09 14:40s/l60.101.072451.072451.05820-31.311362.43
232023.11.09 20:00buy70.101.067030.000000.00000
242023.11.09 20:00modify70.101.067031.052031.08203
252023.11.13 17:05buy80.101.070800.000000.00000
262023.11.13 17:05modify80.101.070801.067781.08203
272023.11.13 17:05modify70.101.067031.067781.08203
282023.11.14 14:30t/p70.101.082031.067781.08203148.011510.44
292023.11.14 14:30t/p80.101.082031.067781.08203111.641622.07
302023.11.14 16:00sell90.101.083730.000000.00000
312023.11.14 16:00modify90.101.083731.098731.06873
322023.11.28 14:40s/l90.101.098731.098731.06873-145.141476.93
332023.11.28 16:00sell100.101.098090.000000.00000
342023.11.28 16:00modify100.101.098091.113091.08309
352023.11.30 13:10sell110.101.094310.000000.00000
362023.11.30 13:10modify110.101.094311.097341.08309
372023.11.30 13:10modify100.101.098091.097341.08309
382023.11.30 15:05sell120.101.089630.000000.00000
392023.11.30 15:05modify120.101.089631.092841.08309
402023.11.30 15:05sell130.101.089630.000000.00000
412023.11.30 15:05modify130.101.089631.092841.08309
422023.11.30 15:05modify110.101.094311.092841.08309
432023.11.30 15:05modify100.101.098091.092841.08309
442023.12.04 14:40t/p100.101.083091.092841.08309152.081629.01
452023.12.04 14:40t/p110.101.083091.092841.08309112.891741.91
462023.12.04 14:40t/p120.101.083091.092841.0830966.091808.00
472023.12.04 14:40t/p130.101.083091.092841.0830966.091874.10
482023.12.04 16:00buy140.101.081780.000000.00000
492023.12.04 16:00modify140.101.081781.066781.09678
502023.12.14 01:40buy150.101.090130.000000.00000
512023.12.14 01:40modify150.101.090131.087031.09678
522023.12.14 01:40buy160.101.090130.000000.00000
532023.12.14 01:40modify160.101.090131.087031.09678
542023.12.14 01:40modify140.101.081781.087031.09678
552023.12.14 14:30t/p140.101.096781.087031.09678142.032016.13
562023.12.14 14:30t/p150.101.096781.087031.0967866.502082.63
572023.12.14 14:30t/p160.101.096781.087031.0967866.502149.13
582023.12.15 16:00buy170.101.091870.000000.00000
592023.12.15 16:00modify170.101.091871.076871.10687
602023.12.20 07:10buy180.101.095720.000000.00000
612023.12.20 07:10modify180.101.095721.092621.10687
622023.12.20 07:10modify170.101.091871.092621.10687
632023.12.21 13:50buy190.101.100260.000000.00000
642023.12.21 13:50modify190.101.100261.097121.10687
652023.12.21 13:50buy200.101.100260.000000.00000
662023.12.21 13:50modify200.101.100261.097121.10687
672023.12.21 13:50modify180.101.095721.097121.10687
682023.12.21 13:50modify170.101.091871.097121.10687
692023.12.27 12:40t/p170.101.106871.097121.10687143.362292.49
702023.12.27 12:40t/p180.101.106871.097121.10687106.852399.34
712023.12.27 12:40t/p190.101.106871.097121.1068763.442462.78
722023.12.27 12:40t/p200.101.106871.097121.1068763.442526.23
732023.12.27 16:00sell210.101.110710.000000.00000
742023.12.27 16:00modify210.101.110711.125711.09571
752023.12.28 16:33sell220.101.106900.000000.00000
762023.12.28 16:33modify220.101.106901.109961.09571
772023.12.28 16:33modify210.101.110711.109961.09571
782024.01.02 02:30sell230.101.102460.000000.00000
792024.01.02 02:30modify230.101.102461.105461.09571
802024.01.02 02:30sell240.101.102460.000000.00000
812024.01.02 02:30modify240.101.102461.105461.09571
822024.01.02 02:30modify220.101.106901.105461.09571
832024.01.02 02:30modify210.101.110711.105461.09571
842024.01.02 12:53t/p210.101.095711.105461.09571152.082678.31
852024.01.02 12:53t/p220.101.095711.105461.09571112.942791.25
862024.01.02 12:53t/p230.101.095711.105461.0957167.502858.75
872024.01.02 12:53t/p240.101.095711.105461.0957167.502926.25
882024.01.03 12:00buy250.101.092250.000000.00000
892024.01.03 12:00modify250.101.092251.077251.10725
902024.01.04 10:45buy260.101.096050.000000.00000
912024.01.04 10:45modify260.101.096051.093001.10725
922024.01.04 10:45modify250.101.092251.093001.10725
932024.01.05 06:20s/l250.101.093001.093001.107254.842931.09
942024.01.05 06:20s/l260.101.093001.093001.10725-31.162899.93
952024.01.05 16:00sell270.101.097820.000000.00000
962024.01.05 16:00modify270.101.097821.112821.08282
972024.01.05 20:30sell280.101.093980.000000.00000
982024.01.05 20:30modify280.101.093981.097071.08282
992024.01.05 20:30modify270.101.097821.097071.08282
1002024.01.08 15:30s/l270.101.097071.097071.082827.852907.78
1012024.01.08 15:30s/l280.101.097071.097071.08282-30.552877.22
1022024.01.08 16:00sell290.101.096960.000000.00000
1032024.01.08 16:00modify290.101.096961.111961.08196
1042024.01.09 11:30sell300.101.093130.000000.00000
1052024.01.09 11:30modify300.101.093131.096211.08196
1062024.01.09 11:30modify290.101.096961.096211.08196
1072024.01.10 15:30s/l290.101.096211.096211.081968.192885.42
1082024.01.10 15:30s/l300.101.096211.096211.08196-30.452854.97
1092024.01.10 16:00sell310.101.096740.000000.00000
1102024.01.10 16:00modify310.101.096741.111741.08174
1112024.01.16 00:30sell320.101.092890.000000.00000
1122024.01.16 00:30modify320.101.092891.095991.08174
1132024.01.16 00:30modify310.101.096741.095991.08174
1142024.01.16 09:33sell330.101.088390.000000.00000
1152024.01.16 09:33modify330.101.088391.091491.08174
1162024.01.16 09:33sell340.101.088390.000000.00000
1172024.01.16 09:33modify340.101.088391.091491.08174
1182024.01.16 09:33modify320.101.092891.091491.08174
1192024.01.16 09:33modify310.101.096741.091491.08174
1202024.01.23 06:40s/l310.101.091491.091491.0817457.012911.98
1212024.01.23 06:40s/l320.101.091491.091491.0817416.432928.41
1222024.01.23 06:40s/l330.101.091491.091491.08174-28.572899.83
1232024.01.23 06:40s/l340.101.091491.091491.08174-28.572871.26
1242024.01.23 12:00buy350.101.086930.000000.00000
1252024.01.23 12:00modify350.101.086931.071931.10193
1262024.01.24 09:50buy360.101.090720.000000.00000
1272024.01.24 09:50modify360.101.090721.087681.10193
1282024.01.24 09:50modify350.101.086931.087681.10193
1292024.01.25 00:30s/l350.101.087681.087681.101934.842876.11
1302024.01.25 00:30s/l360.101.087681.087681.10193-32.392843.72
1312024.01.25 16:00buy370.101.083460.000000.00000
1322024.01.25 16:00modify370.101.083461.068461.09846
1332024.01.26 11:20buy380.101.087260.000000.00000
1342024.01.26 11:20modify380.101.087261.084211.09846
1352024.01.26 11:20modify370.101.083461.084211.09846
1362024.01.28 22:40s/l370.101.084211.084211.098466.842850.55
1372024.01.28 22:40s/l380.101.084211.084211.09846-30.502820.05
1382024.01.29 16:00buy390.101.080040.000000.00000
1392024.01.29 16:00modify390.101.080041.065041.09504
1402024.01.29 23:20buy400.101.083860.000000.00000
1412024.01.29 23:20modify400.101.083861.080791.09504
1422024.01.29 23:20modify390.101.080041.080791.09504
1432024.01.31 07:05s/l390.101.080791.080791.095046.172826.22
1442024.01.31 07:05s/l400.101.080791.080791.09504-32.032794.20
1452024.01.31 16:00sell410.101.086110.000000.00000
1462024.01.31 16:00modify410.101.086111.101111.07111
1472024.02.01 14:35sell420.101.082310.000000.00000
1482024.02.01 14:35modify420.101.082311.085361.07111
1492024.02.01 14:35modify410.101.086111.085361.07111
1502024.02.01 16:20s/l410.101.085361.085361.071118.542802.74
1512024.02.01 16:20s/l420.101.085361.085361.07111-30.502772.24
1522024.02.01 20:00sell430.101.087190.000000.00000
1532024.02.01 20:00modify430.101.087191.102191.07219
1542024.02.02 13:30sell440.101.083360.000000.00000
1552024.02.02 13:30modify440.101.083361.086441.07219
1562024.02.02 13:30modify430.101.087191.086441.07219
1572024.02.02 17:20sell450.101.078820.000000.00000
1582024.02.02 17:20modify450.101.078821.081941.07219
1592024.02.02 17:20sell460.101.078820.000000.00000
1602024.02.02 17:20modify460.101.078821.081941.07219
1612024.02.02 17:20modify440.101.083361.081941.07219
1622024.02.02 17:20modify430.101.087191.081941.07219
1632024.02.13 13:40t/p430.101.072191.081941.07219153.472925.71
1642024.02.13 13:40t/p440.101.072191.081941.07219114.823040.53
1652024.02.13 13:40t/p450.101.072191.081941.0721969.423109.95
1662024.02.13 13:40t/p460.101.072191.081941.0721969.423179.38
1672024.02.13 16:00buy470.101.071960.000000.00000
1682024.02.13 16:00modify470.101.071961.056961.08696
1692024.02.15 13:20buy480.101.075930.000000.00000
1702024.02.15 13:20modify480.101.075931.072711.08696
1712024.02.15 13:20modify470.101.071961.072711.08696
1722024.02.20 10:20buy490.101.080480.000000.00000
1732024.02.20 10:20modify490.101.080481.077211.08696
1742024.02.20 10:20buy500.101.080480.000000.00000
1752024.02.20 10:20modify500.101.080481.077211.08696
1762024.02.20 10:20modify480.101.075931.077211.08696
1772024.02.20 10:20modify470.101.071961.077211.08696
1782024.02.22 08:30t/p470.101.086961.077211.08696142.703322.07
1792024.02.22 08:30t/p480.101.086961.077211.08696105.653427.72
1802024.02.22 08:30t/p490.101.086961.077211.0869662.143489.87
1812024.02.22 08:30t/p500.101.086961.077211.0869662.143552.01
1822024.02.22 16:00buy510.101.081310.000000.00000
1832024.02.22 16:00modify510.101.081311.066311.09631
1842024.02.26 10:40buy520.101.085170.000000.00000
1852024.02.26 10:40modify520.101.085171.082061.09631
1862024.02.26 10:40modify510.101.081311.082061.09631
1872024.02.28 07:05s/l510.101.082061.082061.096314.843556.86
1882024.02.28 07:05s/l520.101.082061.082061.09631-32.433524.43
1892024.02.29 20:00buy530.101.080550.000000.00000
1902024.02.29 20:00modify530.101.080551.065551.09555
1912024.03.01 15:33buy540.101.084460.000000.00000
1922024.03.01 15:33modify540.101.084461.081301.09555
1932024.03.01 15:33modify530.101.080551.081301.09555
1942024.03.06 14:20buy550.101.088890.000000.00000
1952024.03.06 14:20modify550.101.088891.085801.09555
1962024.03.06 14:20buy560.101.088890.000000.00000
1972024.03.06 14:20modify560.101.088891.085801.09555
1982024.03.06 14:20modify540.101.084461.085801.09555
1992024.03.06 14:20modify530.101.080551.085801.09555
2002024.03.08 00:40t/p530.101.095551.085801.09555144.693669.12
2012024.03.08 00:40t/p540.101.095551.085801.09555106.253775.37
2022024.03.08 00:40t/p550.101.095551.085801.0955563.943839.31
2032024.03.08 00:40t/p560.101.095551.085801.0955563.943903.26
2042024.03.14 16:00buy570.101.089060.000000.00000
2052024.03.14 16:00modify570.101.089061.074061.10406
2062024.03.20 22:20buy580.101.092880.000000.00000
2072024.03.20 22:20modify580.101.092881.089811.10406
2082024.03.20 22:20modify570.101.089061.089811.10406
2092024.03.21 08:40s/l570.101.089811.089811.104062.853906.11
2102024.03.21 08:40s/l580.101.089811.089811.10406-32.693873.42
2112024.03.21 16:00buy590.101.086330.000000.00000
2122024.03.21 16:00modify590.101.086331.071331.10133
2132024.04.11 14:20s/l590.101.071331.071331.10133-163.943709.47
2142024.04.17 20:00sell600.101.067120.000000.00000
2152024.04.17 20:00modify600.101.067121.082121.05212
2162024.04.19 03:55sell610.101.063130.000000.00000
2172024.04.19 03:55modify610.101.063131.066371.05212
2182024.04.19 03:55modify600.101.067121.066371.05212
2192024.04.19 09:40s/l600.101.066371.066371.052128.893718.36
2202024.04.19 09:40s/l610.101.066371.066371.05212-32.403685.96
2212024.04.23 16:00sell620.101.069460.000000.00000
2222024.04.23 16:00modify620.101.069461.084461.05446
2232024.05.01 03:30sell630.101.065700.000000.00000
2242024.05.01 03:30modify630.101.065701.068711.05446
2252024.05.01 03:30modify620.101.069461.068711.05446
2262024.05.01 12:40s/l620.101.068711.068711.0544610.283696.24
2272024.05.01 12:40s/l630.101.068711.068711.05446-30.103666.14
2282024.05.03 16:00sell640.101.076900.000000.00000
2292024.05.03 16:00modify640.101.076901.091901.06190
2302024.05.09 07:40sell650.101.072960.000000.00000
2312024.05.09 07:40modify650.101.072961.076151.06190
2322024.05.09 07:40modify640.101.076901.076151.06190
2332024.05.09 12:40s/l640.101.076151.076151.061909.583675.72
2342024.05.09 12:40s/l650.101.076151.076151.06190-31.903643.82
2352024.05.09 16:00sell660.101.077040.000000.00000
2362024.05.09 16:00modify660.101.077041.092041.06204
2372024.06.10 10:40sell670.101.073270.000000.00000
2382024.06.10 10:40modify670.101.073271.076291.06204
2392024.06.10 10:40modify660.101.077041.076291.06204
2402024.06.10 12:20s/l660.101.076291.076291.0620417.913661.73
2412024.06.10 12:20s/l670.101.076291.076291.06204-30.203631.53
2422024.06.11 12:00buy680.101.073200.000000.00000
2432024.06.11 12:00modify680.101.073201.058201.08820
2442024.06.12 12:05buy690.101.077130.000000.00000
2452024.06.12 12:05modify690.101.077131.073951.08820
2462024.06.12 12:05modify680.101.073201.073951.08820
2472024.06.12 12:30buy700.101.081450.000000.00000
2482024.06.12 12:30modify700.101.081451.078451.08820
2492024.06.12 12:30buy710.101.081450.000000.00000
2502024.06.12 12:30modify710.101.081451.078451.08820
2512024.06.12 12:30modify690.101.077131.078451.08820
2522024.06.12 12:30modify680.101.073201.078451.08820
2532024.06.13 11:40s/l680.101.078451.078451.0882049.843681.37
2542024.06.13 11:40s/l690.101.078451.078451.0882011.213692.58
2552024.06.13 11:40s/l700.101.078451.078451.08820-31.993660.59
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