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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1913Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2272.33Gross profit3497.41Gross loss-1225.09
Profit factor2.85Expected payoff27.71
Absolute drawdown196.84Maximal drawdown262.34 (24.62%)Relative drawdown24.62% (262.34)
Total trades82Short positions (won %)46 (60.87%)Long positions (won %)36 (63.89%)
Profit trades (% of total)51 (62.20%)Loss trades (% of total)31 (37.80%)
Largestprofit trade145.90loss trade-53.98
Averageprofit trade68.58loss trade-39.52
Maximumconsecutive wins (profit in money)9 (745.77)consecutive losses (loss in money)3 (-148.96)
Maximalconsecutive profit (count of wins)745.77 (9)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 20:18s/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 17:03sell30.101.092130.000000.00000
72023.11.21 17:03modify30.101.092131.094931.08233
82023.11.21 17:03modify20.101.096331.094931.08233
92023.11.22 08:44sell40.101.088630.000000.00000
102023.11.22 08:44modify40.101.088631.092831.08233
112023.11.22 08:44sell50.101.088630.000000.00000
122023.11.22 08:44modify50.101.088631.091431.08233
132023.11.22 08:44modify30.101.092131.091431.08233
142023.11.22 08:44modify20.101.096331.091431.08233
152023.11.22 08:44modify40.101.088631.091431.08233
162023.11.22 09:45s/l20.101.091431.091431.0823349.35999.35
172023.11.22 09:45s/l30.101.091431.091431.082337.351006.69
182023.11.22 09:45s/l40.101.091431.091431.08233-28.00978.69
192023.11.22 09:45s/l50.101.091431.091431.08233-28.00950.69
202023.11.30 12:00buy60.101.091870.000000.00000
212023.11.30 12:00modify60.101.091871.086871.10587
222023.12.01 13:44s/l60.101.086871.086871.10587-50.66900.03
232023.12.19 16:00sell70.101.098580.000000.00000
242023.12.19 16:00modify70.101.098581.103581.08458
252023.12.20 11:20sell80.101.094380.000000.00000
262023.12.20 11:20modify80.101.094381.097181.08458
272023.12.20 11:20modify70.101.098581.097181.08458
282023.12.20 14:58s/l70.101.097181.097181.0845814.35914.38
292023.12.20 14:58s/l80.101.097181.097181.08458-28.00886.38
302023.12.22 12:00sell90.101.102580.000000.00000
312023.12.22 12:00modify90.101.102581.107581.08858
322023.12.27 13:56s/l90.101.107581.107581.08858-48.96837.42
332023.12.27 16:00sell100.101.110710.000000.00000
342023.12.27 16:00modify100.101.110711.115711.09671
352023.12.28 18:02sell110.101.106500.000000.00000
362023.12.28 18:02modify110.101.106501.109311.09671
372023.12.28 18:02modify100.101.110711.109311.09671
382024.01.02 02:15sell120.101.103010.000000.00000
392024.01.02 02:15modify120.101.103011.107211.09671
402024.01.02 02:15sell130.101.103010.000000.00000
412024.01.02 02:15modify130.101.103011.105811.09671
422024.01.02 02:15modify110.101.106501.105811.09671
432024.01.02 02:15modify100.101.110711.105811.09671
442024.01.02 02:15modify120.101.103011.105811.09671
452024.01.02 12:20t/p100.101.096711.105811.09671142.08979.50
462024.01.02 12:20t/p110.101.096711.105811.0967198.941078.44
472024.01.02 12:20t/p120.101.096711.105811.0967163.001141.44
482024.01.02 12:20t/p130.101.096711.105811.0967163.001204.44
492024.01.16 12:00buy140.101.089530.000000.00000
502024.01.16 12:00modify140.101.089531.084531.10353
512024.01.17 15:53s/l140.101.084531.084531.10353-50.661153.78
522024.01.17 16:00buy150.101.085190.000000.00000
532024.01.17 16:00modify150.101.085191.080191.09919
542024.01.18 00:56buy160.101.089400.000000.00000
552024.01.18 00:56modify160.101.089401.086591.09919
562024.01.18 00:56modify150.101.085191.086591.09919
572024.01.18 13:29s/l150.101.086591.086591.0991912.011165.78
582024.01.18 13:29s/l160.101.086591.086591.09919-28.101137.68
592024.01.29 16:00buy170.101.080040.000000.00000
602024.01.29 16:00modify170.101.080041.075041.09404
612024.01.29 20:18buy180.101.084250.000000.00000
622024.01.29 20:18modify180.101.084251.081441.09404
632024.01.29 20:18modify170.101.080041.081441.09404
642024.01.30 06:58s/l170.101.081441.081441.0940413.341151.02
652024.01.30 06:58s/l180.101.081441.081441.09404-28.761122.26
662024.02.13 16:00buy190.101.071960.000000.00000
672024.02.13 16:00modify190.101.071961.066961.08596
682024.02.15 13:30buy200.101.076170.000000.00000
692024.02.15 13:30modify200.101.076171.073361.08596
702024.02.15 13:30modify190.101.071961.073361.08596
712024.02.16 13:36s/l190.101.073361.073361.0859610.681132.94
722024.02.16 13:36s/l200.101.073361.073361.08596-28.761104.17
732024.02.20 16:00sell210.101.082270.000000.00000
742024.02.20 16:00modify210.101.082271.087271.06827
752024.02.22 08:15s/l210.101.087271.087271.06827-48.611055.56
762024.02.22 12:00sell220.101.085720.000000.00000
772024.02.22 12:00modify220.101.085721.090721.07172
782024.02.22 14:09sell230.101.081510.000000.00000
792024.02.22 14:09modify230.101.081511.084321.07172
802024.02.22 14:09modify220.101.085721.084321.07172
812024.02.26 09:57s/l220.101.084321.084321.0717214.691070.25
822024.02.26 09:57s/l230.101.084321.084321.07172-27.411042.85
832024.02.28 12:00buy240.101.081840.000000.00000
842024.02.28 12:00modify240.101.081841.076841.09584
852024.03.04 08:04buy250.101.086040.000000.00000
862024.03.04 08:04modify250.101.086041.083241.09584
872024.03.04 08:04modify240.101.081841.083241.09584
882024.03.06 15:34buy260.101.089540.000000.00000
892024.03.06 15:34modify260.101.089541.085341.09584
902024.03.06 15:34buy270.101.089540.000000.00000
912024.03.06 15:34modify270.101.089541.086741.09584
922024.03.06 15:34modify250.101.086041.086741.09584
932024.03.06 15:34modify240.101.081841.086741.09584
942024.03.06 15:34modify260.101.089541.086741.09584
952024.03.08 13:30t/p240.101.095841.086741.09584132.701175.54
962024.03.08 13:30t/p250.101.095841.086741.0958494.021269.56
972024.03.08 13:30t/p260.101.095841.086741.0958460.341329.90
982024.03.08 13:30t/p270.101.095841.086741.0958460.341390.25
992024.03.14 16:00buy280.101.089060.000000.00000
1002024.03.14 16:00modify280.101.089061.084061.10306
1012024.03.19 09:46s/l280.101.084061.084061.10306-51.991338.26
1022024.03.19 12:00buy290.101.085340.000000.00000
1032024.03.19 12:00modify290.101.085341.080341.09934
1042024.03.20 18:05buy300.101.089550.000000.00000
1052024.03.20 18:05modify300.101.089551.086741.09934
1062024.03.20 18:05modify290.101.085341.086741.09934
1072024.03.20 18:34s/l290.101.086741.086741.0993413.341351.59
1082024.03.20 18:34s/l300.101.086741.086741.09934-28.101323.49
1092024.03.28 12:00buy310.101.078690.000000.00000
1102024.03.28 12:00modify310.101.078691.073691.09269
1112024.04.01 15:31s/l310.101.073691.073691.09269-51.331272.16
1122024.04.01 16:00buy320.101.073570.000000.00000
1132024.04.01 16:00modify320.101.073571.068571.08757
1142024.04.02 14:04buy330.101.077770.000000.00000
1152024.04.02 14:04modify330.101.077771.074971.08757
1162024.04.02 14:04modify320.101.073571.074971.08757
1172024.04.03 14:00buy340.101.081280.000000.00000
1182024.04.03 14:00modify340.101.081281.077071.08757
1192024.04.03 14:00buy350.101.081280.000000.00000
1202024.04.03 14:00modify350.101.081281.078471.08757
1212024.04.03 14:00modify330.101.077771.078471.08757
1222024.04.03 14:00modify320.101.073571.078471.08757
1232024.04.03 14:00modify340.101.081281.078471.08757
1242024.04.04 13:43t/p320.101.087571.078471.08757136.681408.84
1252024.04.04 13:43t/p330.101.087571.078471.0875795.341504.19
1262024.04.04 13:43t/p340.101.087571.078471.0875760.911565.10
1272024.04.04 13:43t/p350.101.087571.078471.0875760.911626.00
1282024.04.10 16:00buy360.101.073970.000000.00000
1292024.04.10 16:00modify360.101.073971.068971.08797
1302024.04.12 06:43s/l360.101.068971.068971.08797-52.661573.35
1312024.04.23 16:00sell370.101.069460.000000.00000
1322024.04.23 16:00modify370.101.069461.074461.05546
1332024.04.26 08:02s/l370.101.074461.074461.05546-48.271525.08
1342024.05.01 04:00buy380.101.065950.000000.00000
1352024.05.01 04:00modify380.101.065951.060951.07995
1362024.05.01 18:34buy390.101.070160.000000.00000
1372024.05.01 18:34modify390.101.070161.067351.07995
1382024.05.01 18:34modify380.101.065951.067351.07995
1392024.05.03 01:01buy400.101.073650.000000.00000
1402024.05.03 01:01modify400.101.073651.069451.07995
1412024.05.03 01:01buy410.101.073650.000000.00000
1422024.05.03 01:01modify410.101.073651.070851.07995
1432024.05.03 01:01modify390.101.070161.070851.07995
1442024.05.03 01:01modify380.101.065951.070851.07995
1452024.05.03 01:01modify400.101.073651.070851.07995
1462024.05.03 12:30t/p380.101.079951.070851.07995137.341662.43
1472024.05.03 12:30t/p390.101.079951.070851.0799595.241757.67
1482024.05.03 12:30t/p400.101.079951.070851.0799563.001820.67
1492024.05.03 12:30t/p410.101.079951.070851.0799563.001883.67
1502024.05.03 16:00sell420.101.076900.000000.00000
1512024.05.03 16:00modify420.101.076901.081901.06290
1522024.05.09 08:30sell430.101.072700.000000.00000
1532024.05.09 08:30modify430.101.072701.075501.06290
1542024.05.09 08:30modify420.101.076901.075501.06290
1552024.05.09 12:33s/l420.101.075501.075501.0629016.081899.75
1562024.05.09 12:33s/l430.101.075501.075501.06290-28.001871.75
1572024.05.15 16:00sell440.101.085980.000000.00000
1582024.05.15 16:00modify440.101.085981.090981.07198
1592024.05.22 18:35sell450.101.081780.000000.00000
1602024.05.22 18:35modify450.101.081781.084581.07198
1612024.05.22 18:35modify440.101.085981.084581.07198
1622024.05.23 08:16s/l440.101.084581.084581.0719817.471889.22
1632024.05.23 08:16s/l450.101.084581.084581.07198-26.961862.26
1642024.05.29 16:00buy460.101.081390.000000.00000
1652024.05.29 16:00modify460.101.081391.076391.09539
1662024.05.31 11:11buy470.101.085590.000000.00000
1672024.05.31 11:11modify470.101.085591.082791.09539
1682024.05.31 11:11modify460.101.081391.082791.09539
1692024.06.03 10:33s/l460.101.082791.082791.0953910.681872.94
1702024.06.03 10:33s/l470.101.082791.082791.09539-28.661844.28
1712024.06.03 16:00sell480.101.088950.000000.00000
1722024.06.03 16:00modify480.101.088951.093951.07495
1732024.06.07 12:30sell490.101.084670.000000.00000
1742024.06.07 12:30modify490.101.084671.087551.07495
1752024.06.07 12:30modify480.101.088951.087551.07495
1762024.06.07 14:49sell500.101.081250.000000.00000
1772024.06.07 14:49modify500.101.081251.085451.07495
1782024.06.07 14:49sell510.101.081250.000000.00000
1792024.06.07 14:49modify510.101.081251.084051.07495
1802024.06.07 14:49modify490.101.084671.084051.07495
1812024.06.07 14:49modify480.101.088951.084051.07495
1822024.06.07 14:49modify500.101.081251.084051.07495
1832024.06.10 09:53t/p480.101.074951.084051.07495142.431986.71
1842024.06.10 09:53t/p490.101.074951.084051.0749597.552084.26
1852024.06.10 09:53t/p500.101.074951.084051.0749563.352147.60
1862024.06.10 09:53t/p510.101.074951.084051.0749563.352210.95
1872024.06.12 16:00sell520.101.084240.000000.00000
1882024.06.12 16:00modify520.101.084241.089241.07024
1892024.06.13 05:23sell530.101.080040.000000.00000
1902024.06.13 05:23modify530.101.080041.082841.07024
1912024.06.13 05:23modify520.101.084241.082841.07024
1922024.06.13 14:37sell540.101.076540.000000.00000
1932024.06.13 14:37modify540.101.076541.080741.07024
1942024.06.13 14:37sell550.101.076540.000000.00000
1952024.06.13 14:37modify550.101.076541.079341.07024
1962024.06.13 14:37modify530.101.080041.079341.07024
1972024.06.13 14:37modify520.101.084241.079341.07024
1982024.06.13 14:37modify540.101.076541.079341.07024
1992024.06.14 08:40t/p520.101.070241.079341.07024141.392352.34
2002024.06.14 08:40t/p530.101.070241.079341.0702498.352450.69
2012024.06.14 08:40t/p540.101.070241.079341.0702463.352514.03
2022024.06.14 08:40t/p550.101.070241.079341.0702463.352577.38
2032024.06.21 08:00buy560.101.068060.000000.00000
2042024.06.21 08:00modify560.101.068061.063061.08206
2052024.06.24 09:18buy570.101.072260.000000.00000
2062024.06.24 09:18modify570.101.072261.069461.08206
2072024.06.24 09:18modify560.101.068061.069461.08206
2082024.06.25 14:07s/l560.101.069461.069461.0820612.672590.05
2092024.06.25 14:07s/l570.101.069461.069461.08206-28.662561.39
2102024.07.01 04:00sell580.101.075270.000000.00000
2112024.07.01 04:00modify580.101.075271.080271.06127
2122024.07.02 09:57sell590.101.071070.000000.00000
2132024.07.02 09:57modify590.101.071071.073871.06127
2142024.07.02 09:57modify580.101.075271.073871.06127
2152024.07.02 13:06s/l580.101.073871.073871.0612714.352575.73
2162024.07.02 13:06s/l590.101.073871.073871.06127-28.002547.73
2172024.07.03 16:00sell600.101.079870.000000.00000
2182024.07.03 16:00modify600.101.079871.084871.06587
2192024.07.11 08:47s/l600.101.084871.084871.06587-46.532501.20
2202024.07.11 16:00sell610.101.086970.000000.00000
2212024.07.11 16:00modify610.101.086971.091971.07297
2222024.07.15 10:21s/l610.101.091971.091971.07297-49.312451.90
2232024.07.17 12:00sell620.101.093450.000000.00000
2242024.07.17 12:00modify620.101.093451.098451.07945
2252024.07.19 00:53sell630.101.089240.000000.00000
2262024.07.19 00:53modify630.101.089241.092051.07945
2272024.07.19 00:53modify620.101.093451.092051.07945
2282024.07.23 10:26sell640.101.085740.000000.00000
2292024.07.23 10:26modify640.101.085741.089951.07945
2302024.07.23 10:26sell650.101.085740.000000.00000
2312024.07.23 10:26modify650.101.085741.088551.07945
2322024.07.23 10:26modify630.101.089241.088551.07945
2332024.07.23 10:26modify620.101.093451.088551.07945
2342024.07.23 10:26modify640.101.085741.088551.07945
2352024.08.01 08:08t/p620.101.079451.088551.07945145.902597.80
2362024.08.01 08:08t/p630.101.079451.088551.07945102.412700.21
2372024.08.01 08:08t/p640.101.079451.088551.0794566.722766.93
2382024.08.01 08:08t/p650.101.079451.088551.0794566.722833.64
2392024.08.02 16:00sell660.101.091320.000000.00000
2402024.08.02 16:00modify660.101.091321.096321.07732
2412024.08.05 07:32s/l660.101.096321.096321.07732-49.652783.99
2422024.08.19 08:00sell670.101.104280.000000.00000
2432024.08.19 08:00modify670.101.104281.109281.09028
2442024.08.20 12:47s/l670.101.109281.109281.09028-49.652734.34
2452024.08.20 16:00sell680.101.110570.000000.00000
2462024.08.20 16:00modify680.101.110571.115571.09657
2472024.08.21 17:37s/l680.101.115571.115571.09657-49.652684.68
2482024.08.23 16:00sell690.101.117530.000000.00000
2492024.08.23 16:00modify690.101.117531.122531.10353
2502024.08.28 09:53sell700.101.113330.000000.00000
2512024.08.28 09:53modify700.101.113331.116131.10353
2522024.08.28 09:53modify690.101.117531.116131.10353
2532024.08.29 08:04sell710.101.109830.000000.00000
2542024.08.29 08:04modify710.101.109831.114031.10353
2552024.08.29 08:04sell720.101.109830.000000.00000
2562024.08.29 08:04modify720.101.109831.112631.10353
2572024.08.29 08:04modify700.101.113331.112631.10353
2582024.08.29 08:04modify690.101.117531.112631.10353
2592024.08.29 08:04modify710.101.109831.112631.10353
2602024.09.03 17:51t/p690.101.103531.112631.10353143.122827.81
2612024.09.03 17:51t/p700.101.103531.112631.10353100.082927.89
2622024.09.03 17:51t/p710.101.103531.112631.1035364.042991.93
2632024.09.03 17:51t/p720.101.103531.112631.1035364.043055.97
2642024.09.05 16:00sell730.101.109520.000000.00000
2652024.09.05 16:00modify730.101.109521.114521.09552
2662024.09.06 12:31s/l730.101.114521.114521.09552-49.653006.32
2672024.09.09 12:00buy740.101.104780.000000.00000
2682024.09.09 12:00modify740.101.104781.099781.11878
2692024.09.13 00:58buy750.101.108980.000000.00000
2702024.09.13 00:58modify750.101.108981.106181.11878
2712024.09.13 00:58modify740.101.104781.106181.11878
2722024.09.16 08:20buy760.101.112480.000000.00000
2732024.09.16 08:20modify760.101.112481.108281.11878
2742024.09.16 08:20buy770.101.112480.000000.00000
2752024.09.16 08:20modify770.101.112481.109681.11878
2762024.09.16 08:20modify750.101.108981.109681.11878
2772024.09.16 08:20modify740.101.104781.109681.11878
2782024.09.16 08:20modify760.101.112481.109681.11878
2792024.09.18 18:33t/p740.101.118781.109681.11878134.023140.34
2802024.09.18 18:33t/p750.101.118781.109681.1187896.013236.35
2812024.09.18 18:33t/p760.101.118781.109681.1187861.673298.02
2822024.09.18 18:33t/p770.101.118781.109681.1187861.673359.69
2832024.09.19 12:00sell780.101.115810.000000.00000
2842024.09.19 12:00modify780.101.115811.120811.10181
2852024.09.23 07:19sell790.101.111610.000000.00000
2862024.09.23 07:19modify790.101.111611.114411.10181
2872024.09.23 07:19modify780.101.115811.114411.10181
2882024.09.23 14:35s/l780.101.114411.114411.1018114.693374.39
2892024.09.23 14:35s/l790.101.114411.114411.10181-28.003346.39
2902024.10.04 16:00buy800.101.096360.000000.00000
2912024.10.04 16:00modify800.101.096361.091361.11036
2922024.10.10 12:30s/l800.101.091361.091361.11036-53.983292.40
2932024.10.23 12:00buy810.101.076620.000000.00000
2942024.10.23 12:00modify810.101.076621.071621.09062
2952024.10.24 08:52buy820.101.080830.000000.00000
2962024.10.24 08:52modify820.101.080831.078021.09062
2972024.10.24 08:52modify810.101.076621.078021.09062
2982024.10.29 12:37s/l810.101.078021.078021.0906210.023302.42
2992024.10.29 12:37s/l820.101.078021.078021.09062-30.093272.33