Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=20; 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 test1913Ticks modelled30026511Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread40
Total net profit316.63Gross profit802.15Gross loss-485.52
Profit factor1.65Expected payoff4.95
Absolute drawdown75.49Maximal drawdown320.29 (21.14%)Relative drawdown21.14% (320.29)
Total trades64Short positions (won %)41 (34.15%)Long positions (won %)23 (43.48%)
Profit trades (% of total)24 (37.50%)Loss trades (% of total)40 (62.50%)
Largestprofit trade95.92loss trade-77.60
Averageprofit trade33.42loss trade-12.14
Maximumconsecutive wins (profit in money)5 (268.91)consecutive losses (loss in money)4 (-107.94)
Maximalconsecutive profit (count of wins)268.91 (5)consecutive loss (count of losses)-107.94 (4)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 16:00buy10.101.656490.000000.00000
22023.11.01 16:00modify10.101.656491.644491.67149
32023.11.07 04:43buy20.101.662530.000000.00000
42023.11.07 04:43modify20.101.662531.657991.67149
52023.11.07 04:43buy30.101.662530.000000.00000
62023.11.07 04:43modify30.101.662531.660991.67149
72023.11.07 04:43modify10.101.656491.660991.67149
82023.11.07 04:43modify20.101.662531.660991.67149
92023.11.07 22:04s/l10.101.660991.660991.6714926.221026.22
102023.11.07 22:04s/l20.101.660991.660991.67149-9.951016.27
112023.11.07 22:04s/l30.101.660991.660991.67149-9.951006.32
122023.12.01 16:00buy40.101.632600.000000.00000
132023.12.01 16:00modify40.101.632601.620601.64760
142023.12.04 23:38buy50.101.638620.000000.00000
152023.12.04 23:38modify50.101.638621.634101.64760
162023.12.04 23:38buy60.101.638620.000000.00000
172023.12.04 23:38modify60.101.638621.637101.64760
182023.12.04 23:38modify40.101.632601.637101.64760
192023.12.04 23:38modify50.101.638621.637101.64760
202023.12.05 03:30buy70.101.643110.000000.00000
212023.12.05 03:30modify70.101.643111.638601.64760
222023.12.05 03:30modify60.101.638621.638601.64760
232023.12.05 03:30modify50.101.638621.638601.64760
242023.12.05 03:30modify40.101.632601.638601.64760
252023.12.05 03:40t/p40.101.647601.638601.6476095.921102.25
262023.12.05 03:40t/p50.101.647601.638601.6476057.521159.76
272023.12.05 03:40t/p60.101.647601.638601.6476057.521217.28
282023.12.05 03:40t/p70.101.647601.638601.6476028.991246.27
292023.12.05 04:00sell80.101.648410.000000.00000
302023.12.05 04:00modify80.101.648411.660411.63341
312023.12.06 00:29sell90.101.642350.000000.00000
322023.12.06 00:29modify90.101.642351.646911.63341
332023.12.06 00:29sell100.101.642350.000000.00000
342023.12.06 00:29modify100.101.642351.643911.63341
352023.12.06 00:29modify80.101.648411.643911.63341
362023.12.06 00:29modify90.101.642351.643911.63341
372023.12.06 00:29s/l80.101.643911.643911.6334128.971275.24
382023.12.06 00:29s/l90.101.643911.643911.63341-10.071265.17
392023.12.06 00:29s/l100.101.643911.643911.63341-10.071255.10
402023.12.15 16:00buy110.101.624530.000000.00000
412023.12.15 16:00modify110.101.624531.612531.63953
422023.12.18 15:51buy120.101.630540.000000.00000
432023.12.18 15:51modify120.101.630541.626031.63953
442023.12.18 15:51buy130.101.630540.000000.00000
452023.12.18 15:51modify130.101.630541.629031.63953
462023.12.18 15:51modify110.101.624531.629031.63953
472023.12.18 15:51modify120.101.630541.629031.63953
482023.12.18 18:53s/l110.101.629031.629031.6395328.591283.68
492023.12.18 18:53s/l120.101.629031.629031.63953-9.751273.93
502023.12.18 18:53s/l130.101.629031.629031.63953-9.751264.18
512024.01.04 16:00sell140.101.632470.000000.00000
522024.01.04 16:00modify140.101.632471.644471.61747
532024.01.08 01:19sell150.101.626470.000000.00000
542024.01.08 01:19modify150.101.626471.630971.61747
552024.01.08 01:19sell160.101.626470.000000.00000
562024.01.08 01:19modify160.101.626471.627971.61747
572024.01.08 01:19modify140.101.632471.627971.61747
582024.01.08 01:19modify150.101.626471.627971.61747
592024.01.08 01:53s/l140.101.627971.627971.6174728.871293.06
602024.01.08 01:53s/l150.101.627971.627971.61747-9.691283.37
612024.01.08 01:53s/l160.101.627971.627971.61747-9.691273.68
622024.01.25 16:00buy170.101.646090.000000.00000
632024.01.25 16:00modify170.101.646091.634091.66109
642024.02.01 05:33buy180.101.652120.000000.00000
652024.02.01 05:33modify180.101.652121.647591.66109
662024.02.01 05:33buy190.101.652120.000000.00000
672024.02.01 05:33modify190.101.652121.650591.66109
682024.02.01 05:33modify170.101.646091.650591.66109
692024.02.01 05:33modify180.101.652121.650591.66109
702024.02.01 07:19s/l170.101.650591.650591.6610925.741299.42
712024.02.01 07:19s/l180.101.650591.650591.66109-9.881289.54
722024.02.01 07:19s/l190.101.650591.650591.66109-9.881279.66
732024.02.01 12:00sell200.101.658030.000000.00000
742024.02.01 12:00modify200.101.658031.670031.64303
752024.02.02 00:37sell210.101.652030.000000.00000
762024.02.02 00:37modify210.101.652031.656531.64303
772024.02.02 00:37sell220.101.652030.000000.00000
782024.02.02 00:37modify220.101.652031.653531.64303
792024.02.02 00:37modify200.101.658031.653531.64303
802024.02.02 00:37modify210.101.652031.653531.64303
812024.02.02 11:14sell230.101.647530.000000.00000
822024.02.02 11:14modify230.101.647531.652031.64303
832024.02.02 11:14modify220.101.652031.652031.64303
842024.02.02 11:14modify210.101.652031.652031.64303
852024.02.02 11:14modify200.101.658031.652031.64303
862024.02.02 13:54s/l200.101.652031.652031.6430338.651318.31
872024.02.02 13:54s/l210.101.652031.652031.643030.001318.31
882024.02.02 13:54s/l220.101.652031.652031.643030.001318.31
892024.02.02 13:54s/l230.101.652031.652031.64303-29.071289.24
902024.03.21 04:00buy240.101.651230.000000.00000
912024.03.21 04:00modify240.101.651231.639231.66623
922024.03.22 02:04buy250.101.657240.000000.00000
932024.03.22 02:04modify250.101.657241.652731.66623
942024.03.22 02:04buy260.101.657240.000000.00000
952024.03.22 02:04modify260.101.657241.655731.66623
962024.03.22 02:04modify240.101.651231.655731.66623
972024.03.22 02:04modify250.101.657241.655731.66623
982024.03.22 07:10buy270.101.661800.000000.00000
992024.03.22 07:10modify270.101.661801.657231.66623
1002024.03.22 07:10modify260.101.657241.657231.66623
1012024.03.22 07:10modify250.101.657241.657231.66623
1022024.03.22 07:10modify240.101.651231.657231.66623
1032024.03.24 21:47s/l240.101.657231.657231.6662338.281327.51
1042024.03.24 21:47s/l250.101.657231.657231.66623-0.061327.45
1052024.03.24 21:47s/l260.101.657231.657231.66623-0.061327.39
1062024.03.24 21:47s/l270.101.657231.657231.66623-29.511297.88
1072024.04.10 16:00sell280.101.649790.000000.00000
1082024.04.10 16:00modify280.101.649791.661791.63479
1092024.04.11 12:15sell290.101.643790.000000.00000
1102024.04.11 12:15modify290.101.643791.648291.63479
1112024.04.11 12:15sell300.101.643790.000000.00000
1122024.04.11 12:15modify300.101.643791.645291.63479
1132024.04.11 12:15modify280.101.649791.645291.63479
1142024.04.11 12:15modify290.101.643791.645291.63479
1152024.04.11 12:28s/l280.101.645291.645291.6347928.771326.66
1162024.04.11 12:28s/l290.101.645291.645291.63479-9.691316.97
1172024.04.11 12:28s/l300.101.645291.645291.63479-9.691307.28
1182024.04.19 04:00sell310.101.664370.000000.00000
1192024.04.19 04:00modify310.101.664371.676371.64937
1202024.04.21 23:56sell320.101.658370.000000.00000
1212024.04.21 23:56modify320.101.658371.662871.64937
1222024.04.21 23:56sell330.101.658370.000000.00000
1232024.04.21 23:56modify330.101.658371.659871.64937
1242024.04.21 23:56modify310.101.664371.659871.64937
1252024.04.21 23:56modify320.101.658371.659871.64937
1262024.04.22 01:49sell340.101.653860.000000.00000
1272024.04.22 01:49modify340.101.653861.658371.64937
1282024.04.22 01:49modify330.101.658371.658371.64937
1292024.04.22 01:49modify320.101.658371.658371.64937
1302024.04.22 01:49modify310.101.664371.658371.64937
1312024.04.22 05:21s/l310.101.658371.658371.6493738.651345.93
1322024.04.22 05:21s/l320.101.658371.658371.64937-0.101345.83
1332024.04.22 05:21s/l330.101.658371.658371.64937-0.101345.73
1342024.04.22 05:21s/l340.101.658371.658371.64937-29.131316.60
1352024.04.30 16:00sell350.101.646320.000000.00000
1362024.04.30 16:00modify350.101.646321.658321.63132
1372024.05.01 21:04sell360.101.640280.000000.00000
1382024.05.01 21:04modify360.101.640281.644821.63132
1392024.05.01 21:04sell370.101.640280.000000.00000
1402024.05.01 21:04modify370.101.640281.641821.63132
1412024.05.01 21:04modify350.101.646321.641821.63132
1422024.05.01 21:04modify360.101.640281.641821.63132
1432024.05.01 21:05s/l350.101.641821.641821.6313228.971345.57
1442024.05.01 21:05s/l360.101.641821.641821.63132-9.941335.63
1452024.05.01 21:05s/l370.101.641821.641821.63132-9.941325.69
1462024.07.25 08:00sell380.101.660250.000000.00000
1472024.07.25 08:00modify380.101.660251.672251.64525
1482024.07.26 07:47sell390.101.654240.000000.00000
1492024.07.26 07:47modify390.101.654241.658751.64525
1502024.07.26 07:47sell400.101.654240.000000.00000
1512024.07.26 07:47modify400.101.654241.655751.64525
1522024.07.26 07:47modify380.101.660251.655751.64525
1532024.07.26 07:47modify390.101.654241.655751.64525
1542024.07.26 09:54s/l380.101.655751.655751.6452528.961354.65
1552024.07.26 09:54s/l390.101.655751.655751.64525-9.761344.89
1562024.07.26 09:54s/l400.101.655751.655751.64525-9.761335.13
1572024.07.31 04:00sell410.101.665300.000000.00000
1582024.07.31 04:00modify410.101.665301.677301.65030
1592024.07.31 14:14sell420.101.659280.000000.00000
1602024.07.31 14:14modify420.101.659281.663801.65030
1612024.07.31 14:14sell430.101.659280.000000.00000
1622024.07.31 14:14modify430.101.659281.660801.65030
1632024.07.31 14:14modify410.101.665301.660801.65030
1642024.07.31 14:14modify420.101.659281.660801.65030
1652024.07.31 16:18sell440.101.654780.000000.00000
1662024.07.31 16:18modify440.101.654781.659301.65030
1672024.07.31 16:18modify430.101.659281.659301.65030
1682024.07.31 16:18modify420.101.659281.659301.65030
1692024.07.31 16:18modify410.101.665301.659301.65030
1702024.08.01 02:10s/l410.101.659301.659301.6503038.451373.58
1712024.08.01 02:10s/l420.101.659301.659301.65030-0.431373.15
1722024.08.01 02:10s/l430.101.659301.659301.65030-0.431372.73
1732024.08.01 02:10s/l440.101.659301.659301.65030-29.491343.24
1742024.08.02 16:00sell450.101.672460.000000.00000
1752024.08.02 16:00modify450.101.672461.684461.65746
1762024.08.05 04:11s/l450.101.684461.684461.65746-77.601265.64
1772024.08.05 08:00sell460.101.697470.000000.00000
1782024.08.05 08:00modify460.101.697471.709471.68247
1792024.08.05 13:45sell470.101.691190.000000.00000
1802024.08.05 13:45modify470.101.691191.695971.68247
1812024.08.05 13:45sell480.101.691190.000000.00000
1822024.08.05 13:45modify480.101.691191.692971.68247
1832024.08.05 13:45modify460.101.697471.692971.68247
1842024.08.05 13:45modify470.101.691191.692971.68247
1852024.08.05 14:00sell490.101.686700.000000.00000
1862024.08.05 14:00modify490.101.686701.691471.68247
1872024.08.05 14:00modify480.101.691191.691471.68247
1882024.08.05 14:00modify470.101.691191.691471.68247
1892024.08.05 14:00modify460.101.697471.691471.68247
1902024.08.05 14:26s/l460.101.691471.691471.6824738.751304.39
1912024.08.05 14:26s/l470.101.691471.691471.68247-1.811302.58
1922024.08.05 14:26s/l480.101.691471.691471.68247-1.811300.77
1932024.08.05 14:26s/l490.101.691471.691471.68247-30.811269.96
1942024.08.07 04:00buy500.101.663800.000000.00000
1952024.08.07 04:00modify500.101.663801.651801.67880
1962024.08.07 07:20buy510.101.669800.000000.00000
1972024.08.07 07:20modify510.101.669801.665301.67880
1982024.08.07 07:20buy520.101.669800.000000.00000
1992024.08.07 07:20modify520.101.669801.668301.67880
2002024.08.07 07:20modify500.101.663801.668301.67880
2012024.08.07 07:20modify510.101.669801.668301.67880
2022024.08.07 07:40s/l500.101.668301.668301.6788029.061299.02
2032024.08.07 07:40s/l510.101.668301.668301.67880-9.691289.33
2042024.08.07 07:40s/l520.101.668301.668301.67880-9.691279.64
2052024.08.14 16:00sell530.101.666330.000000.00000
2062024.08.14 16:00modify530.101.666331.678331.65133
2072024.08.15 11:30sell540.101.660330.000000.00000
2082024.08.15 11:30modify540.101.660331.664831.65133
2092024.08.15 11:30sell550.101.660330.000000.00000
2102024.08.15 11:30modify550.101.660331.661831.65133
2112024.08.15 11:30modify530.101.666331.661831.65133
2122024.08.15 11:30modify540.101.660331.661831.65133
2132024.08.15 12:27s/l530.101.661831.661831.6513328.761308.40
2142024.08.15 12:27s/l540.101.661831.661831.65133-9.691298.71
2152024.08.15 12:27s/l550.101.661831.661831.65133-9.691289.02
2162024.08.29 12:00buy560.101.627770.000000.00000
2172024.08.29 12:00modify560.101.627771.615771.64277
2182024.08.30 14:05buy570.101.633770.000000.00000
2192024.08.30 14:05modify570.101.633771.629271.64277
2202024.08.30 14:05buy580.101.633770.000000.00000
2212024.08.30 14:05modify580.101.633771.632271.64277
2222024.08.30 14:05modify560.101.627771.632271.64277
2232024.08.30 14:05modify570.101.633771.632271.64277
2242024.08.30 14:07s/l560.101.632271.632271.6427728.591317.61
2252024.08.30 14:07s/l570.101.632271.632271.64277-9.691307.92
2262024.08.30 14:07s/l580.101.632271.632271.64277-9.691298.23
2272024.09.06 16:00sell590.101.660510.000000.00000
2282024.09.06 16:00modify590.101.660511.672511.64551
2292024.09.10 06:12sell600.101.654500.000000.00000
2302024.09.10 06:12modify600.101.654501.659011.64551
2312024.09.10 06:12sell610.101.654500.000000.00000
2322024.09.10 06:12modify610.101.654501.656011.64551
2332024.09.10 06:12modify590.101.660511.656011.64551
2342024.09.10 06:12modify600.101.654501.656011.64551
2352024.09.10 06:56s/l590.101.656011.656011.6455128.861327.09
2362024.09.10 06:56s/l600.101.656011.656011.64551-9.751317.34
2372024.09.10 06:56s/l610.101.656011.656011.64551-9.751307.59
2382024.10.08 04:00sell620.101.631180.000000.00000
2392024.10.08 04:00modify620.101.631181.643181.61618
2402024.10.08 21:06sell630.101.625130.000000.00000
2412024.10.08 21:06modify630.101.625131.629681.61618
2422024.10.08 21:06sell640.101.625130.000000.00000
2432024.10.08 21:06modify640.101.625131.626681.61618
2442024.10.08 21:06modify620.101.631181.626681.61618
2452024.10.08 21:06modify630.101.625131.626681.61618
2462024.10.08 21:12s/l620.101.626681.626681.6161829.061336.65
2472024.10.08 21:12s/l630.101.626681.626681.61618-10.011326.64
2482024.10.08 21:12s/l640.101.626681.626681.61618-10.011316.63