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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=140; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled78328Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit2008.15Gross profit3281.82Gross loss-1273.67
Profit factor2.58Expected payoff25.10
Absolute drawdown200.64Maximal drawdown262.24 (24.70%)Relative drawdown24.70% (262.24)
Total trades80Short positions (won %)45 (60.00%)Long positions (won %)35 (60.00%)
Profit trades (% of total)48 (60.00%)Loss trades (% of total)32 (40.00%)
Largestprofit trade145.90loss trade-53.98
Averageprofit trade68.37loss trade-39.80
Maximumconsecutive wins (profit in money)8 (639.02)consecutive losses (loss in money)3 (-148.96)
Maximalconsecutive profit (count of wins)639.02 (8)consecutive loss (count of losses)-148.96 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 16:00sell10.101.083730.000000.00000
22023.11.14 16:00modify10.101.083731.088731.06973
32023.11.14 20:30s/l10.101.088731.088731.06973-50.00950.00
42023.11.21 04:00sell20.101.096330.000000.00000
52023.11.21 04:00modify20.101.096331.101331.08233
62023.11.21 17:40sell30.101.091880.000000.00000
72023.11.21 17:40modify30.101.091881.094931.08233
82023.11.21 17:40modify20.101.096331.094931.08233
92023.11.22 08:50sell40.101.088600.000000.00000
102023.11.22 08:50modify40.101.088601.092831.08233
112023.11.22 08:50sell50.101.088600.000000.00000
122023.11.22 08:50modify50.101.088601.091431.08233
132023.11.22 08:50modify30.101.091881.091431.08233
142023.11.22 08:50modify20.101.096331.091431.08233
152023.11.22 08:55modify40.101.088601.091431.08233
162023.11.22 09:40s/l20.101.091431.091431.0823349.35999.35
172023.11.22 09:40s/l30.101.091431.091431.082334.851004.19
182023.11.22 09:40s/l40.101.091431.091431.08233-28.30975.89
192023.11.22 09:40s/l50.101.091431.091431.08233-28.30947.59
202023.11.30 12:00buy60.101.091870.000000.00000
212023.11.30 12:00modify60.101.091871.086871.10587
222023.12.01 13:40s/l60.101.086871.086871.10587-50.66896.93
232023.12.19 16:00sell70.101.098580.000000.00000
242023.12.19 16:00modify70.101.098581.103581.08458
252023.12.20 11:30sell80.101.094310.000000.00000
262023.12.20 11:30modify80.101.094311.097181.08458
272023.12.20 11:30modify70.101.098581.097181.08458
282023.12.20 14:40s/l70.101.097181.097181.0845814.35911.28
292023.12.20 14:40s/l80.101.097181.097181.08458-28.70882.58
302023.12.22 12:00sell90.101.102580.000000.00000
312023.12.22 12:00modify90.101.102581.107581.08858
322023.12.27 13:40s/l90.101.107581.107581.08858-48.96833.62
332023.12.27 16:00sell100.101.110710.000000.00000
342023.12.27 16:00modify100.101.110711.115711.09671
352023.12.28 19:45sell110.101.106450.000000.00000
362023.12.28 19:45modify110.101.106451.109311.09671
372023.12.28 19:45modify100.101.110711.109311.09671
382024.01.02 02:20sell120.101.102950.000000.00000
392024.01.02 02:20modify120.101.102951.107211.09671
402024.01.02 02:20sell130.101.102950.000000.00000
412024.01.02 02:20modify130.101.102951.105811.09671
422024.01.02 02:20modify110.101.106451.105811.09671
432024.01.02 02:20modify100.101.110711.105811.09671
442024.01.02 02:25modify120.101.102951.105811.09671
452024.01.02 12:40t/p100.101.096711.105811.09671142.08975.70
462024.01.02 12:40t/p110.101.096711.105811.0967198.441074.14
472024.01.02 12:40t/p120.101.096711.105811.0967162.401136.54
482024.01.02 12:40t/p130.101.096711.105811.0967162.401198.94
492024.01.16 12:00buy140.101.089530.000000.00000
502024.01.16 12:00modify140.101.089531.084531.10353
512024.01.17 15:15s/l140.101.084531.084531.10353-50.661148.28
522024.01.17 16:00buy150.101.085190.000000.00000
532024.01.17 16:00modify150.101.085191.080191.09919
542024.01.18 00:55buy160.101.089680.000000.00000
552024.01.18 00:55modify160.101.089681.086591.09919
562024.01.18 00:55modify150.101.085191.086591.09919
572024.01.18 13:30s/l150.101.086591.086591.0991912.011160.28
582024.01.18 13:30s/l160.101.086591.086591.09919-30.901129.38
592024.01.29 16:00buy170.101.080040.000000.00000
602024.01.29 16:00modify170.101.080041.075041.09404
612024.01.29 20:33buy180.101.084340.000000.00000
622024.01.29 20:33modify180.101.084341.081441.09404
632024.01.29 20:33modify170.101.080041.081441.09404
642024.01.30 06:40s/l170.101.081441.081441.0940413.341142.72
652024.01.30 06:40s/l180.101.081441.081441.09404-29.661113.06
662024.02.13 16:00buy190.101.071960.000000.00000
672024.02.13 16:00modify190.101.071961.066961.08596
682024.02.15 16:35buy200.101.076180.000000.00000
692024.02.15 16:35modify200.101.076181.073361.08596
702024.02.15 16:35modify190.101.071961.073361.08596
712024.02.16 13:40s/l190.101.073361.073361.0859610.681123.74
722024.02.16 13:40s/l200.101.073361.073361.08596-28.861094.87
732024.02.20 16:00sell210.101.082270.000000.00000
742024.02.20 16:00modify210.101.082271.087271.06827
752024.02.22 08:30s/l210.101.087271.087271.06827-48.611046.26
762024.02.22 12:00sell220.101.085720.000000.00000
772024.02.22 12:00modify220.101.085721.090721.07172
782024.02.22 15:20sell230.101.081370.000000.00000
792024.02.22 15:20modify230.101.081371.084321.07172
802024.02.22 15:20modify220.101.085721.084321.07172
812024.02.26 09:40s/l220.101.084321.084321.0717214.691060.95
822024.02.26 09:40s/l230.101.084321.084321.07172-28.811032.15
832024.02.28 12:00buy240.101.081840.000000.00000
842024.02.28 12:00modify240.101.081841.076841.09584
852024.03.04 08:15buy250.101.086080.000000.00000
862024.03.04 08:15modify250.101.086081.083241.09584
872024.03.04 08:15modify240.101.081841.083241.09584
882024.03.06 15:20buy260.101.089680.000000.00000
892024.03.06 15:20modify260.101.089681.085341.09584
902024.03.06 15:20buy270.101.089680.000000.00000
912024.03.06 15:20modify270.101.089681.086741.09584
922024.03.06 15:20modify250.101.086081.086741.09584
932024.03.06 15:20modify240.101.081841.086741.09584
942024.03.06 15:25modify260.101.089681.086741.09584
952024.03.08 13:30t/p240.101.095841.086741.09584132.701164.84
962024.03.08 13:30t/p250.101.095841.086741.0958493.621258.46
972024.03.08 13:30t/p260.101.095841.086741.0958458.941317.40
982024.03.08 13:30t/p270.101.095841.086741.0958458.941376.35
992024.03.14 16:00buy280.101.089060.000000.00000
1002024.03.14 16:00modify280.101.089061.084061.10306
1012024.03.19 09:30s/l280.101.084061.084061.10306-51.991324.36
1022024.03.19 12:00buy290.101.085340.000000.00000
1032024.03.19 12:00modify290.101.085341.080341.09934
1042024.03.20 22:30buy300.101.093200.000000.00000
1052024.03.20 22:30modify300.101.093201.088841.09934
1062024.03.20 22:30buy310.101.093200.000000.00000
1072024.03.20 22:30modify310.101.093201.090241.09934
1082024.03.20 22:30modify290.101.085341.090241.09934
1092024.03.20 22:35modify300.101.093201.090241.09934
1102024.03.21 08:30s/l290.101.090241.090241.0993446.341370.70
1112024.03.21 08:30s/l300.101.090241.090241.09934-31.591339.11
1122024.03.21 08:30s/l310.101.090241.090241.09934-31.591307.52
1132024.03.28 12:00buy320.101.078690.000000.00000
1142024.03.28 12:00modify320.101.078691.073691.09269
1152024.04.01 15:30s/l320.101.073691.073691.09269-51.331256.19
1162024.04.01 16:00buy330.101.073570.000000.00000
1172024.04.01 16:00modify330.101.073571.068571.08757
1182024.04.03 02:40buy340.101.077780.000000.00000
1192024.04.03 02:40modify340.101.077781.074971.08757
1202024.04.03 02:40modify330.101.073571.074971.08757
1212024.04.04 13:40t/p330.101.087571.074971.08757136.681392.87
1222024.04.04 13:40t/p340.101.087571.074971.0875795.911488.78
1232024.04.10 16:00buy350.101.073970.000000.00000
1242024.04.10 16:00modify350.101.073971.068971.08797
1252024.04.12 06:40s/l350.101.068971.068971.08797-52.661436.12
1262024.04.23 16:00sell360.101.069460.000000.00000
1272024.04.23 16:00modify360.101.069461.074461.05546
1282024.04.26 08:30s/l360.101.074461.074461.05546-48.271387.86
1292024.05.01 04:00buy370.101.065950.000000.00000
1302024.05.01 04:00modify370.101.065951.060951.07995
1312024.05.01 18:20buy380.101.070180.000000.00000
1322024.05.01 18:20modify380.101.070181.067351.07995
1332024.05.01 18:20modify370.101.065951.067351.07995
1342024.05.03 01:20buy390.101.073770.000000.00000
1352024.05.03 01:20modify390.101.073771.069451.07995
1362024.05.03 01:20buy400.101.073770.000000.00000
1372024.05.03 01:20modify400.101.073771.070851.07995
1382024.05.03 01:20modify380.101.070181.070851.07995
1392024.05.03 01:20modify370.101.065951.070851.07995
1402024.05.03 01:25modify390.101.073771.070851.07995
1412024.05.03 12:40t/p370.101.079951.070851.07995137.341525.20
1422024.05.03 12:40t/p380.101.079951.070851.0799595.041620.24
1432024.05.03 12:40t/p390.101.079951.070851.0799561.801682.04
1442024.05.03 12:40t/p400.101.079951.070851.0799561.801743.84
1452024.05.03 16:00sell410.101.076900.000000.00000
1462024.05.03 16:00modify410.101.076901.081901.06290
1472024.05.09 08:40sell420.101.072600.000000.00000
1482024.05.09 08:40modify420.101.072601.075501.06290
1492024.05.09 08:40modify410.101.076901.075501.06290
1502024.05.09 12:30s/l410.101.075501.075501.0629016.081759.93
1512024.05.09 12:30s/l420.101.075501.075501.06290-29.001730.93
1522024.05.15 16:00sell430.101.085980.000000.00000
1532024.05.15 16:00modify430.101.085981.090981.07198
1542024.05.22 18:40sell440.101.081770.000000.00000
1552024.05.22 18:40modify440.101.081771.084581.07198
1562024.05.22 18:40modify430.101.085981.084581.07198
1572024.05.23 08:40s/l430.101.084581.084581.0719817.471748.40
1582024.05.23 08:40s/l440.101.084581.084581.07198-27.061721.34
1592024.05.29 16:00buy450.101.081390.000000.00000
1602024.05.29 16:00modify450.101.081391.076391.09539
1612024.05.31 11:30buy460.101.085630.000000.00000
1622024.05.31 11:30modify460.101.085631.082791.09539
1632024.05.31 11:30modify450.101.081391.082791.09539
1642024.06.03 10:15s/l450.101.082791.082791.0953910.681732.02
1652024.06.03 10:15s/l460.101.082791.082791.09539-29.061702.95
1662024.06.03 16:00sell470.101.088950.000000.00000
1672024.06.03 16:00modify470.101.088951.093951.07495
1682024.06.07 14:40sell480.101.081030.000000.00000
1692024.06.07 14:40modify480.101.081031.085451.07495
1702024.06.07 14:40sell490.101.081030.000000.00000
1712024.06.07 14:40modify490.101.081031.084051.07495
1722024.06.07 14:40modify470.101.088951.084051.07495
1732024.06.07 14:45modify480.101.081031.084051.07495
1742024.06.10 09:40t/p470.101.074951.084051.07495142.431845.38
1752024.06.10 09:40t/p480.101.074951.084051.0749561.151906.53
1762024.06.10 09:40t/p490.101.074951.084051.0749561.151967.68
1772024.06.12 16:00sell500.101.084240.000000.00000
1782024.06.12 16:00modify500.101.084241.089241.07024
1792024.06.13 05:15sell510.101.080040.000000.00000
1802024.06.13 05:15modify510.101.080041.082841.07024
1812024.06.13 05:15modify500.101.084241.082841.07024
1822024.06.13 14:40sell520.101.076300.000000.00000
1832024.06.13 14:40modify520.101.076301.080741.07024
1842024.06.13 14:40sell530.101.076300.000000.00000
1852024.06.13 14:40modify530.101.076301.079341.07024
1862024.06.13 14:40modify510.101.080041.079341.07024
1872024.06.13 14:40modify500.101.084241.079341.07024
1882024.06.13 14:45modify520.101.076301.079341.07024
1892024.06.14 08:30t/p500.101.070241.079341.07024141.392109.06
1902024.06.14 08:30t/p510.101.070241.079341.0702498.352207.41
1912024.06.14 08:30t/p520.101.070241.079341.0702460.952268.36
1922024.06.14 08:30t/p530.101.070241.079341.0702460.952329.30
1932024.06.21 08:00buy540.101.068060.000000.00000
1942024.06.21 08:00modify540.101.068061.063061.08206
1952024.06.24 09:20buy550.101.072330.000000.00000
1962024.06.24 09:20modify550.101.072331.069461.08206
1972024.06.24 09:20modify540.101.068061.069461.08206
1982024.06.25 14:40s/l540.101.069461.069461.0820612.672341.98
1992024.06.25 14:40s/l550.101.069461.069461.08206-29.362312.61
2002024.07.01 04:00sell560.101.075270.000000.00000
2012024.07.01 04:00modify560.101.075271.080271.06127
2022024.07.02 09:40sell570.101.071050.000000.00000
2032024.07.02 09:40modify570.101.071051.073871.06127
2042024.07.02 09:40modify560.101.075271.073871.06127
2052024.07.02 13:20s/l560.101.073871.073871.0612714.352326.96
2062024.07.02 13:20s/l570.101.073871.073871.06127-28.202298.76
2072024.07.03 16:00sell580.101.079870.000000.00000
2082024.07.03 16:00modify580.101.079871.084871.06587
2092024.07.11 08:40s/l580.101.084871.084871.06587-46.532252.23
2102024.07.11 16:00sell590.101.086970.000000.00000
2112024.07.11 16:00modify590.101.086971.091971.07297
2122024.07.15 10:05s/l590.101.091971.091971.07297-49.312202.92
2132024.07.17 12:00sell600.101.093450.000000.00000
2142024.07.17 12:00modify600.101.093451.098451.07945
2152024.07.19 00:40sell610.101.089080.000000.00000
2162024.07.19 00:40modify610.101.089081.092051.07945
2172024.07.19 00:40modify600.101.093451.092051.07945
2182024.07.23 10:40sell620.101.085640.000000.00000
2192024.07.23 10:40modify620.101.085641.089951.07945
2202024.07.23 10:40sell630.101.085640.000000.00000
2212024.07.23 10:40modify630.101.085641.088551.07945
2222024.07.23 10:40modify610.101.089081.088551.07945
2232024.07.23 10:40modify600.101.093451.088551.07945
2242024.07.23 10:45modify620.101.085641.088551.07945
2252024.08.01 08:30t/p600.101.079451.088551.07945145.902348.82
2262024.08.01 08:30t/p610.101.079451.088551.07945100.812449.63
2272024.08.01 08:30t/p620.101.079451.088551.0794565.722515.35
2282024.08.01 08:30t/p630.101.079451.088551.0794565.722581.07
2292024.08.02 16:00sell640.101.091320.000000.00000
2302024.08.02 16:00modify640.101.091321.096321.07732
2312024.08.05 07:40s/l640.101.096321.096321.07732-49.652531.41
2322024.08.19 08:00sell650.101.104280.000000.00000
2332024.08.19 08:00modify650.101.104281.109281.09028
2342024.08.20 12:30s/l650.101.109281.109281.09028-49.652481.76
2352024.08.20 16:00sell660.101.110570.000000.00000
2362024.08.20 16:00modify660.101.110571.115571.09657
2372024.08.21 17:30s/l660.101.115571.115571.09657-49.652432.11
2382024.08.23 16:00sell670.101.117530.000000.00000
2392024.08.23 16:00modify670.101.117531.122531.10353
2402024.08.28 09:40sell680.101.113300.000000.00000
2412024.08.28 09:40modify680.101.113301.116131.10353
2422024.08.28 09:40modify670.101.117531.116131.10353
2432024.08.29 09:45sell690.101.109610.000000.00000
2442024.08.29 09:45modify690.101.109611.114031.10353
2452024.08.29 09:45sell700.101.109610.000000.00000
2462024.08.29 09:45modify700.101.109611.112631.10353
2472024.08.29 09:45modify680.101.113301.112631.10353
2482024.08.29 09:45modify670.101.117531.112631.10353
2492024.08.29 09:50modify690.101.109611.112631.10353
2502024.09.03 17:30t/p670.101.103531.112631.10353143.122575.23
2512024.09.03 17:30t/p680.101.103531.112631.1035399.782675.01
2522024.09.03 17:30t/p690.101.103531.112631.1035361.842736.85
2532024.09.03 17:30t/p700.101.103531.112631.1035361.842798.70
2542024.09.05 16:00sell710.101.109520.000000.00000
2552024.09.05 16:00modify710.101.109521.114521.09552
2562024.09.06 12:40s/l710.101.114521.114521.09552-49.652749.04
2572024.09.09 12:00buy720.101.104780.000000.00000
2582024.09.09 12:00modify720.101.104781.099781.11878
2592024.09.13 00:40buy730.101.109030.000000.00000
2602024.09.13 00:40modify730.101.109031.106181.11878
2612024.09.13 00:40modify720.101.104781.106181.11878
2622024.09.16 08:30buy740.101.112570.000000.00000
2632024.09.16 08:30modify740.101.112571.108281.11878
2642024.09.16 08:30buy750.101.112570.000000.00000
2652024.09.16 08:30modify750.101.112571.109681.11878
2662024.09.16 08:30modify730.101.109031.109681.11878
2672024.09.16 08:30modify720.101.104781.109681.11878
2682024.09.16 08:35modify740.101.112571.109681.11878
2692024.09.18 18:40t/p720.101.118781.109681.11878134.022883.07
2702024.09.18 18:40t/p730.101.118781.109681.1187895.512978.57
2712024.09.18 18:40t/p740.101.118781.109681.1187860.773039.35
2722024.09.18 18:40t/p750.101.118781.109681.1187860.773100.12
2732024.09.19 12:00sell760.101.115810.000000.00000
2742024.09.19 12:00modify760.101.115811.120811.10181
2752024.09.23 10:55sell770.101.111420.000000.00000
2762024.09.23 10:55modify770.101.111421.114411.10181
2772024.09.23 10:55modify760.101.115811.114411.10181
2782024.09.23 14:40s/l760.101.114411.114411.1018114.693114.81
2792024.09.23 14:40s/l770.101.114411.114411.10181-29.903084.91
2802024.10.04 16:00buy780.101.096360.000000.00000
2812024.10.04 16:00modify780.101.096361.091361.11036
2822024.10.10 12:05s/l780.101.091361.091361.11036-53.983030.93
2832024.10.23 12:00buy790.101.076620.000000.00000
2842024.10.23 12:00modify790.101.076621.071621.09062
2852024.10.24 08:33buy800.101.081100.000000.00000
2862024.10.24 08:33modify800.101.081101.078021.09062
2872024.10.24 08:33modify790.101.076621.078021.09062
2882024.10.29 12:40s/l790.101.078021.078021.0906210.023040.94
2892024.10.29 12:40s/l800.101.078021.078021.09062-32.793008.15