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=0; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled78329Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2588.57Gross profit4602.01Gross loss-2013.44
Profit factor2.29Expected payoff24.19
Absolute drawdown73.97Maximal drawdown603.30 (14.39%)Relative drawdown17.50% (274.24)
Total trades107Short positions (won %)48 (62.50%)Long positions (won %)59 (50.85%)
Profit trades (% of total)60 (56.07%)Loss trades (% of total)47 (43.93%)
Largestprofit trade145.90loss trade-58.63
Averageprofit trade76.70loss trade-42.84
Maximumconsecutive wins (profit in money)7 (553.50)consecutive losses (loss in money)10 (-506.14)
Maximalconsecutive profit (count of wins)553.50 (7)consecutive loss (count of losses)-506.14 (10)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 12:00sell10.101.063380.000000.00000
22023.11.02 12:00modify10.101.063381.068381.04938
32023.11.03 12:30s/l10.101.068381.068381.04938-49.65950.35
42023.11.07 12:00buy20.101.067700.000000.00000
52023.11.07 12:00modify20.101.067701.062701.08170
62023.11.14 14:30t/p20.101.081701.062701.08170135.351085.70
72023.11.20 04:00sell30.101.092380.000000.00000
82023.11.20 04:00modify30.101.092381.097381.07838
92023.11.22 15:33sell40.101.085220.000000.00000
102023.11.22 15:33modify40.101.085221.090281.07838
112023.11.22 15:33modify30.101.092381.090281.07838
122023.11.23 02:30s/l30.101.090281.090281.0783822.731108.43
132023.11.23 02:30s/l40.101.090281.090281.07838-49.561058.87
142023.11.24 16:00sell50.101.093970.000000.00000
152023.11.24 16:00modify50.101.093971.098971.07997
162023.11.28 15:30s/l50.101.098971.098971.07997-49.311009.57
172023.11.29 00:00sell60.101.100410.000000.00000
182023.11.29 00:00modify60.101.100411.105411.08641
192023.11.30 09:25sell70.101.092680.000000.00000
202023.11.30 09:25modify70.101.092681.096911.08641
212023.11.30 09:25modify60.101.100411.096911.08641
222023.11.30 09:55sell80.101.093200.000000.00000
232023.11.30 09:55modify80.101.093201.098311.08641
242023.11.30 09:55modify80.101.093201.096911.08641
252023.11.30 10:50sell90.101.091140.000000.00000
262023.11.30 10:50modify90.101.091141.095511.08641
272023.11.30 10:50modify70.101.092681.095511.08641
282023.11.30 10:50modify80.101.093201.095511.08641
292023.11.30 10:50modify60.101.100411.095511.08641
302023.12.01 14:20t/p60.101.086411.095511.08641141.391150.96
312023.12.01 14:20t/p70.101.086411.095511.0864163.051214.00
322023.12.01 14:20t/p80.101.086411.095511.0864168.251282.25
332023.12.01 14:20t/p90.101.086411.095511.0864147.651329.90
342023.12.01 16:00buy100.101.084070.000000.00000
352023.12.01 16:00modify100.101.084071.079071.09807
362023.12.05 16:40s/l100.101.079071.079071.09807-51.331278.57
372023.12.07 04:00buy110.101.076250.000000.00000
382023.12.07 04:00modify110.101.076251.071251.09025
392023.12.13 19:20buy120.101.083540.000000.00000
402023.12.13 19:20modify120.101.083541.078351.09025
412023.12.13 19:20modify110.101.076251.078351.09025
422023.12.14 02:40t/p110.101.090251.078351.09025135.351413.92
432023.12.14 02:40t/p120.101.090251.078351.0902565.111479.03
442023.12.14 12:00sell130.101.092950.000000.00000
452023.12.14 12:00modify130.101.092951.097951.07895
462023.12.14 14:30s/l130.101.097951.097951.07895-50.001429.03
472023.12.19 16:00sell140.101.098580.000000.00000
482023.12.19 16:00modify140.101.098581.103581.08458
492023.12.22 12:05s/l140.101.103581.103581.08458-48.271380.76
502023.12.27 12:00sell150.101.105890.000000.00000
512023.12.27 12:00modify150.101.105891.110891.09189
522023.12.27 15:20s/l150.101.110891.110891.09189-50.001330.76
532024.01.03 12:00buy160.101.092250.000000.00000
542024.01.03 12:00modify160.101.092251.087251.10625
552024.01.05 15:40buy170.101.100140.000000.00000
562024.01.05 15:40modify170.101.100141.095751.10625
572024.01.05 15:40modify160.101.092251.095751.10625
582024.01.05 16:40s/l160.101.095751.095751.1062532.341363.11
592024.01.05 16:40s/l170.101.095751.095751.10625-43.901319.21
602024.01.10 20:00sell180.101.097030.000000.00000
612024.01.10 20:00modify180.101.097031.102031.08303
622024.01.16 09:20sell190.101.089140.000000.00000
632024.01.16 09:20modify190.101.089141.093531.08303
642024.01.16 09:20modify180.101.097031.093531.08303
652024.01.16 10:40sell200.101.087920.000000.00000
662024.01.16 10:40modify200.101.087921.092131.08303
672024.01.16 10:40modify190.101.089141.092131.08303
682024.01.16 10:40modify180.101.097031.092131.08303
692024.01.18 01:45sell210.101.089930.000000.00000
702024.01.18 01:45modify210.101.089931.094931.08303
712024.01.18 01:50modify210.101.089931.092131.08303
722024.01.23 15:40t/p180.101.083031.092131.08303144.511463.72
732024.01.23 15:40t/p190.101.083031.092131.0830363.531527.25
742024.01.23 15:40t/p200.101.083031.092131.0830351.331578.58
752024.01.23 15:40t/p210.101.083031.092131.0830370.041648.62
762024.01.23 16:00buy220.101.083400.000000.00000
772024.01.23 16:00modify220.101.083401.078401.09740
782024.01.24 10:00buy230.101.090570.000000.00000
792024.01.24 10:00modify230.101.090571.085501.09740
802024.01.24 10:00modify220.101.083401.085501.09740
812024.01.24 13:20buy240.101.091180.000000.00000
822024.01.24 13:20modify240.101.091181.086901.09740
832024.01.24 13:20modify230.101.090571.086901.09740
842024.01.24 13:20modify220.101.083401.086901.09740
852024.01.24 13:50buy250.101.092700.000000.00000
862024.01.24 13:50modify250.101.092701.088301.09740
872024.01.24 13:50modify240.101.091181.088301.09740
882024.01.24 13:50modify230.101.090571.088301.09740
892024.01.24 13:50modify220.101.083401.088301.09740
902024.01.24 19:40s/l220.101.088301.088301.0974048.341696.95
912024.01.24 19:40s/l230.101.088301.088301.09740-22.701674.25
922024.01.24 19:40s/l240.101.088301.088301.09740-28.801645.45
932024.01.24 19:40s/l250.101.088301.088301.09740-44.001601.45
942024.01.29 16:00buy260.101.080040.000000.00000
952024.01.29 16:00modify260.101.080041.075041.09404
962024.01.31 14:20buy270.101.087080.000000.00000
972024.01.31 14:20modify270.101.087081.082141.09404
982024.01.31 14:20modify260.101.080041.082141.09404
992024.01.31 14:30buy280.101.088010.000000.00000
1002024.01.31 14:30modify280.101.088011.083541.09404
1012024.01.31 14:30modify270.101.087081.083541.09404
1022024.01.31 14:30modify260.101.080041.083541.09404
1032024.01.31 19:30s/l260.101.083541.083541.0940433.671635.13
1042024.01.31 19:30s/l270.101.083541.083541.09404-35.401599.73
1052024.01.31 19:30s/l280.101.083541.083541.09404-44.701555.03
1062024.02.02 08:00sell290.101.088090.000000.00000
1072024.02.02 08:00modify290.101.088091.093091.07409
1082024.02.02 13:40sell300.101.080360.000000.00000
1092024.02.02 13:40modify300.101.080361.084591.07409
1102024.02.02 13:40modify290.101.088091.084591.07409
1112024.02.02 17:20sell310.101.078820.000000.00000
1122024.02.02 17:20modify310.101.078821.083191.07409
1132024.02.02 17:20modify300.101.080361.083191.07409
1142024.02.02 17:20modify290.101.088091.083191.07409
1152024.02.05 13:40t/p290.101.074091.083191.07409140.351695.37
1162024.02.05 13:40t/p300.101.074091.083191.0740963.051758.42
1172024.02.05 13:40t/p310.101.074091.083191.0740947.651806.07
1182024.02.13 16:00buy320.101.071960.000000.00000
1192024.02.13 16:00modify320.101.071961.066961.08596
1202024.02.16 19:15buy330.101.079040.000000.00000
1212024.02.16 19:15modify330.101.079041.074061.08596
1222024.02.16 19:15modify320.101.071961.074061.08596
1232024.02.20 10:40buy340.101.081240.000000.00000
1242024.02.20 10:40modify340.101.081241.076861.08596
1252024.02.20 10:40modify330.101.079041.076861.08596
1262024.02.20 10:40modify320.101.071961.076861.08596
1272024.02.21 09:20buy350.101.079760.000000.00000
1282024.02.21 09:20modify350.101.079761.075461.08596
1292024.02.21 09:25modify350.101.079761.076861.08596
1302024.02.22 08:20t/p320.101.085961.076861.08596132.701938.76
1312024.02.22 08:20t/p330.101.085961.076861.0859665.222003.98
1322024.02.22 08:20t/p340.101.085961.076861.0859644.542048.52
1332024.02.22 08:20t/p350.101.085961.076861.0859660.012108.53
1342024.02.26 12:00sell360.101.085200.000000.00000
1352024.02.26 12:00modify360.101.085201.090201.07120
1362024.03.06 15:30s/l360.101.090201.090201.07120-46.882061.65
1372024.03.06 16:00sell370.101.090530.000000.00000
1382024.03.06 16:00modify370.101.090531.095531.07653
1392024.03.08 00:20s/l370.101.095531.095531.07653-48.612013.04
1402024.03.13 20:00sell380.101.094720.000000.00000
1412024.03.13 20:00modify380.101.094721.099721.08072
1422024.03.15 00:40sell390.101.087600.000000.00000
1432024.03.15 00:40modify390.101.087601.092621.08072
1442024.03.15 00:40modify380.101.094721.092621.08072
1452024.03.18 16:33sell400.101.086940.000000.00000
1462024.03.18 16:33modify400.101.086941.091221.08072
1472024.03.18 16:33modify390.101.087601.091221.08072
1482024.03.18 16:33modify380.101.094721.091221.08072
1492024.03.19 07:59sell410.101.085470.000000.00000
1502024.03.19 07:59modify410.101.085471.089821.08072
1512024.03.19 07:59modify400.101.086941.089821.08072
1522024.03.19 07:59modify390.101.087601.089821.08072
1532024.03.19 07:59modify380.101.094721.089821.08072
1542024.03.20 18:30s/l380.101.089821.089821.0807251.432064.47
1552024.03.20 18:30s/l390.101.089821.089821.08072-21.162043.31
1562024.03.20 18:30s/l400.101.089821.089821.08072-28.112015.21
1572024.03.20 18:30s/l410.101.089821.089821.08072-43.151972.05
1582024.03.20 20:00sell420.101.092090.000000.00000
1592024.03.20 20:00modify420.101.092091.097091.07809
1602024.03.22 01:40sell430.101.085000.000000.00000
1612024.03.22 01:40modify430.101.085001.089991.07809
1622024.03.22 01:40modify420.101.092091.089991.07809
1632024.03.22 02:30sell440.101.084370.000000.00000
1642024.03.22 02:30modify440.101.084371.088591.07809
1652024.03.22 02:30modify430.101.085001.088591.07809
1662024.03.22 02:30modify420.101.092091.088591.07809
1672024.03.22 06:33sell450.101.082700.000000.00000
1682024.03.22 06:33modify450.101.082701.087191.07809
1692024.03.22 06:33modify440.101.084371.087191.07809
1702024.03.22 06:33modify430.101.085001.087191.07809
1712024.03.22 06:33modify420.101.092091.087191.07809
1722024.03.28 09:40t/p420.101.078091.087191.07809143.472115.52
1732024.03.28 09:40t/p430.101.078091.087191.0780971.182186.71
1742024.03.28 09:40t/p440.101.078091.087191.0780964.882251.59
1752024.03.28 09:40t/p450.101.078091.087191.0780948.182299.77
1762024.03.28 12:00buy460.101.078690.000000.00000
1772024.03.28 12:00modify460.101.078691.073691.09269
1782024.04.01 15:30s/l460.101.073691.073691.09269-51.332248.44
1792024.04.01 16:00buy470.101.073570.000000.00000
1802024.04.01 16:00modify470.101.073571.068571.08757
1812024.04.03 14:06buy480.101.080800.000000.00000
1822024.04.03 14:06modify480.101.080801.075671.08757
1832024.04.03 14:06modify470.101.073571.075671.08757
1842024.04.03 14:33buy490.101.082700.000000.00000
1852024.04.03 14:33modify490.101.082701.078471.08757
1862024.04.03 14:33modify480.101.080801.078471.08757
1872024.04.03 14:33modify470.101.073571.078471.08757
1882024.04.04 13:40t/p470.101.087571.078471.08757136.682385.12
1892024.04.04 13:40t/p480.101.087571.078471.0875765.712450.83
1902024.04.04 13:40t/p490.101.087571.078471.0875746.712497.54
1912024.04.09 00:00sell500.101.086200.000000.00000
1922024.04.09 00:00modify500.101.086201.091201.07220
1932024.04.10 13:20sell510.101.076950.000000.00000
1942024.04.10 13:20modify510.101.076951.081301.07220
1952024.04.10 13:20modify500.101.086201.081301.07220
1962024.04.11 12:05t/p500.101.072201.081301.07220141.392638.93
1972024.04.11 12:05t/p510.101.072201.081301.0722048.542687.47
1982024.04.12 04:00buy520.101.072010.000000.00000
1992024.04.12 04:00modify520.101.072011.067011.08601
2002024.04.12 09:20s/l520.101.067011.067011.08601-50.002637.47
2012024.04.15 20:00buy530.101.062930.000000.00000
2022024.04.15 20:00modify530.101.062931.057931.07693
2032024.04.23 13:50buy540.101.070830.000000.00000
2042024.04.23 13:50modify540.101.070831.066431.07693
2052024.04.23 13:50modify530.101.062931.066431.07693
2062024.04.23 14:55buy550.101.070100.000000.00000
2072024.04.23 14:55modify550.101.070101.065031.07693
2082024.04.23 15:00modify550.101.070101.066431.07693
2092024.04.25 06:20buy560.101.072190.000000.00000
2102024.04.25 06:20modify560.101.072191.067831.07693
2112024.04.25 06:20modify540.101.070831.067831.07693
2122024.04.25 06:20modify550.101.070101.067831.07693
2132024.04.25 06:20modify530.101.062931.067831.07693
2142024.04.25 13:15s/l530.101.067831.067831.0769341.032678.50
2152024.04.25 13:15s/l540.101.067831.067831.07693-32.662645.84
2162024.04.25 13:15s/l550.101.067831.067831.07693-25.362620.49
2172024.04.25 13:15s/l560.101.067831.067831.07693-43.602576.89
2182024.04.26 16:00buy570.101.068840.000000.00000
2192024.04.26 16:00modify570.101.068841.063841.08284
2202024.05.03 12:10buy580.101.075910.000000.00000
2212024.05.03 12:10modify580.101.075911.070941.08284
2222024.05.03 12:10modify570.101.068841.070941.08284
2232024.05.03 16:45buy590.101.076670.000000.00000
2242024.05.03 16:45modify590.101.076671.072341.08284
2252024.05.03 16:45modify580.101.075911.072341.08284
2262024.05.03 16:45modify570.101.068841.072341.08284
2272024.05.06 15:53buy600.101.077950.000000.00000
2282024.05.06 15:53modify600.101.077951.073741.08284
2292024.05.06 15:53modify590.101.076671.073741.08284
2302024.05.06 15:53modify580.101.075911.073741.08284
2312024.05.06 15:53modify570.101.068841.073741.08284
2322024.05.08 07:40s/l570.101.073741.073741.0828442.362619.25
2332024.05.08 07:40s/l580.101.073741.073741.08284-23.692595.55
2342024.05.08 07:40s/l590.101.073741.073741.08284-31.292564.26
2352024.05.08 07:40s/l600.101.073741.073741.08284-43.432520.83
2362024.05.09 12:00buy610.101.073020.000000.00000
2372024.05.09 12:00modify610.101.073021.068021.08702
2382024.05.13 12:40buy620.101.080270.000000.00000
2392024.05.13 12:40modify620.101.080271.075121.08702
2402024.05.13 12:40modify610.101.073021.075121.08702
2412024.05.13 13:40buy630.101.080980.000000.00000
2422024.05.13 13:40modify630.101.080981.076521.08702
2432024.05.13 13:40modify620.101.080271.076521.08702
2442024.05.13 13:40modify610.101.073021.076521.08702
2452024.05.14 13:55buy640.101.082190.000000.00000
2462024.05.14 13:55modify640.101.082191.077921.08702
2472024.05.14 13:55modify630.101.080981.077921.08702
2482024.05.14 13:55modify620.101.080271.077921.08702
2492024.05.14 13:55modify610.101.073021.077921.08702
2502024.05.15 15:40t/p610.101.087021.077921.08702137.342658.18
2512024.05.15 15:40t/p620.101.087021.077921.0870266.172724.35
2522024.05.15 15:40t/p630.101.087021.077921.0870259.072783.42
2532024.05.15 15:40t/p640.101.087021.077921.0870247.642831.06
2542024.05.17 12:00buy650.101.084620.000000.00000
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