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=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 test1913Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3644.12Gross profit5605.36Gross loss-1961.24
Profit factor2.86Expected payoff29.39
Absolute drawdown202.49Maximal drawdown344.84 (11.42%)Relative drawdown22.08% (225.99)
Total trades124Short positions (won %)56 (67.86%)Long positions (won %)68 (58.82%)
Profit trades (% of total)78 (62.90%)Loss trades (% of total)46 (37.10%)
Largestprofit trade145.90loss trade-58.63
Averageprofit trade71.86loss trade-42.64
Maximumconsecutive wins (profit in money)8 (656.78)consecutive losses (loss in money)4 (-207.97)
Maximalconsecutive profit (count of wins)656.78 (8)consecutive loss (count of losses)-207.97 (4)
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 13:30buy30.101.074740.000000.00000
72023.11.14 13:30modify30.101.074741.069801.08170
82023.11.14 13:30modify20.101.067701.069801.08170
92023.11.14 13:30buy40.101.075410.000000.00000
102023.11.14 13:30modify40.101.075411.071201.08170
112023.11.14 13:30modify30.101.074741.071201.08170
122023.11.14 13:30modify20.101.067701.071201.08170
132023.11.14 13:30s/l20.101.071201.071201.0817030.35980.70
142023.11.14 13:30s/l30.101.071201.071201.08170-35.40945.30
152023.11.14 13:30s/l40.101.071201.071201.08170-42.10903.20
162023.11.20 04:00sell50.101.092380.000000.00000
172023.11.20 04:00modify50.101.092381.097381.07838
182023.11.22 15:12sell60.101.085380.000000.00000
192023.11.22 15:12modify60.101.085381.090281.07838
202023.11.22 15:12modify50.101.092381.090281.07838
212023.11.23 02:13s/l50.101.090281.090281.0783822.73925.93
222023.11.23 02:13s/l60.101.090281.090281.07838-47.96877.97
232023.11.24 16:00sell70.101.093970.000000.00000
242023.11.24 16:00modify70.101.093971.098971.07997
252023.11.28 15:04s/l70.101.098971.098971.07997-49.31828.67
262023.11.29 00:00sell80.101.100410.000000.00000
272023.11.29 00:00modify80.101.100411.105411.08641
282023.11.30 08:37sell90.101.093410.000000.00000
292023.11.30 08:37modify90.101.093411.098311.08641
302023.11.30 08:37modify80.101.100411.098311.08641
312023.11.30 08:39sell100.101.092690.000000.00000
322023.11.30 08:39modify100.101.092691.096911.08641
332023.11.30 08:39modify90.101.093411.096911.08641
342023.11.30 08:39modify80.101.100411.096911.08641
352023.11.30 10:18sell110.101.091310.000000.00000
362023.11.30 10:18modify110.101.091311.095511.08641
372023.11.30 10:18modify100.101.092691.095511.08641
382023.11.30 10:18modify90.101.093411.095511.08641
392023.11.30 10:18modify80.101.100411.095511.08641
402023.12.01 14:39t/p80.101.086411.095511.08641141.39970.06
412023.12.01 14:39t/p90.101.086411.095511.0864170.351040.40
422023.12.01 14:39t/p100.101.086411.095511.0864163.151103.55
432023.12.01 14:39t/p110.101.086411.095511.0864149.351152.90
442023.12.01 16:00buy120.101.084070.000000.00000
452023.12.01 16:00modify120.101.084071.079071.09807
462023.12.05 16:21s/l120.101.079071.079071.09807-51.331101.57
472023.12.07 04:00buy130.101.076250.000000.00000
482023.12.07 04:00modify130.101.076251.071251.09025
492023.12.13 19:00buy140.101.083270.000000.00000
502023.12.13 19:00modify140.101.083271.078351.09025
512023.12.13 19:00modify130.101.076251.078351.09025
522023.12.13 19:01buy150.101.084000.000000.00000
532023.12.13 19:01modify150.101.084001.079751.09025
542023.12.13 19:01modify140.101.083271.079751.09025
552023.12.13 19:01modify130.101.076251.079751.09025
562023.12.13 19:15buy160.101.085350.000000.00000
572023.12.13 19:15modify160.101.085351.081151.09025
582023.12.13 19:15modify150.101.084001.081151.09025
592023.12.13 19:15modify140.101.083271.081151.09025
602023.12.13 19:15modify130.101.076251.081151.09025
612023.12.14 02:26t/p130.101.090251.081151.09025135.351236.92
622023.12.14 02:26t/p140.101.090251.081151.0902567.811304.73
632023.12.14 02:26t/p150.101.090251.081151.0902560.511365.24
642023.12.14 02:26t/p160.101.090251.081151.0902547.011412.25
652023.12.14 12:00sell170.101.092950.000000.00000
662023.12.14 12:00modify170.101.092951.097951.07895
672023.12.14 14:13s/l170.101.097951.097951.07895-50.001362.25
682023.12.19 16:00sell180.101.098580.000000.00000
692023.12.19 16:00modify180.101.098581.103581.08458
702023.12.22 12:26s/l180.101.103581.103581.08458-48.271313.98
712023.12.27 12:00sell190.101.105890.000000.00000
722023.12.27 12:00modify190.101.105891.110891.09189
732023.12.27 15:01s/l190.101.110891.110891.09189-50.001263.98
742024.01.03 12:00buy200.101.092250.000000.00000
752024.01.03 12:00modify200.101.092251.087251.10625
762024.01.05 15:03buy210.101.099270.000000.00000
772024.01.05 15:03modify210.101.099271.094351.10625
782024.01.05 15:03modify200.101.092251.094351.10625
792024.01.05 15:11buy220.101.099950.000000.00000
802024.01.05 15:11modify220.101.099951.095751.10625
812024.01.05 15:11modify210.101.099271.095751.10625
822024.01.05 15:11modify200.101.092251.095751.10625
832024.01.05 16:55s/l200.101.095751.095751.1062532.341296.32
842024.01.05 16:55s/l210.101.095751.095751.10625-35.201261.12
852024.01.05 16:55s/l220.101.095751.095751.10625-42.001219.12
862024.01.10 20:00sell230.101.097030.000000.00000
872024.01.10 20:00modify230.101.097031.102031.08303
882024.01.16 08:36sell240.101.089990.000000.00000
892024.01.16 08:36modify240.101.089991.094931.08303
902024.01.16 08:36modify230.101.097031.094931.08303
912024.01.16 09:05sell250.101.089320.000000.00000
922024.01.16 09:05modify250.101.089321.093531.08303
932024.01.16 09:05modify240.101.089991.093531.08303
942024.01.16 09:05modify230.101.097031.093531.08303
952024.01.16 10:58sell260.101.087930.000000.00000
962024.01.16 10:58modify260.101.087931.092131.08303
972024.01.16 10:58modify250.101.089321.092131.08303
982024.01.16 10:58modify240.101.089991.092131.08303
992024.01.16 10:58modify230.101.097031.092131.08303
1002024.01.23 15:41t/p230.101.083031.092131.08303144.511363.64
1012024.01.23 15:41t/p240.101.083031.092131.0830372.031435.66
1022024.01.23 15:41t/p250.101.083031.092131.0830365.331500.99
1032024.01.23 15:41t/p260.101.083031.092131.0830351.431552.42
1042024.01.23 16:00buy270.101.083400.000000.00000
1052024.01.23 16:00modify270.101.083401.078401.09740
1062024.01.24 09:38buy280.101.090430.000000.00000
1072024.01.24 09:38modify280.101.090431.085501.09740
1082024.01.24 09:38modify270.101.083401.085501.09740
1092024.01.24 13:24buy290.101.091100.000000.00000
1102024.01.24 13:24modify290.101.091101.086901.09740
1112024.01.24 13:24modify280.101.090431.086901.09740
1122024.01.24 13:24modify270.101.083401.086901.09740
1132024.01.24 13:53buy300.101.092540.000000.00000
1142024.01.24 13:53modify300.101.092541.088301.09740
1152024.01.24 13:53modify290.101.091101.088301.09740
1162024.01.24 13:53modify280.101.090431.088301.09740
1172024.01.24 13:53modify270.101.083401.088301.09740
1182024.01.24 19:20s/l270.101.088301.088301.0974048.341600.76
1192024.01.24 19:20s/l280.101.088301.088301.09740-21.301579.46
1202024.01.24 19:20s/l290.101.088301.088301.09740-28.001551.46
1212024.01.24 19:20s/l300.101.088301.088301.09740-42.401509.06
1222024.01.29 16:00buy310.101.080040.000000.00000
1232024.01.29 16:00modify310.101.080041.075041.09404
1242024.01.31 14:12buy320.101.087040.000000.00000
1252024.01.31 14:12modify320.101.087041.082141.09404
1262024.01.31 14:12modify310.101.080041.082141.09404
1272024.01.31 14:38buy330.101.087740.000000.00000
1282024.01.31 14:38modify330.101.087741.083541.09404
1292024.01.31 14:38modify320.101.087041.083541.09404
1302024.01.31 14:38modify310.101.080041.083541.09404
1312024.01.31 19:00s/l310.101.083541.083541.0940433.671542.73
1322024.01.31 19:00s/l320.101.083541.083541.09404-35.001507.73
1332024.01.31 19:00s/l330.101.083541.083541.09404-42.001465.73
1342024.02.02 08:00sell340.101.088090.000000.00000
1352024.02.02 08:00modify340.101.088091.093091.07409
1362024.02.02 13:49sell350.101.081080.000000.00000
1372024.02.02 13:49modify350.101.081081.085991.07409
1382024.02.02 13:49modify340.101.088091.085991.07409
1392024.02.02 13:58sell360.101.080380.000000.00000
1402024.02.02 13:58modify360.101.080381.084591.07409
1412024.02.02 13:58modify350.101.081081.084591.07409
1422024.02.02 13:58modify340.101.088091.084591.07409
1432024.02.02 15:13sell370.101.078990.000000.00000
1442024.02.02 15:13modify370.101.078991.083191.07409
1452024.02.02 15:13modify360.101.080381.083191.07409
1462024.02.02 15:13modify350.101.081081.083191.07409
1472024.02.02 15:13modify340.101.088091.083191.07409
1482024.02.05 13:57t/p340.101.074091.083191.07409140.351606.08
1492024.02.05 13:57t/p350.101.074091.083191.0740970.251676.32
1502024.02.05 13:57t/p360.101.074091.083191.0740963.251739.57
1512024.02.05 13:57t/p370.101.074091.083191.0740949.351788.92
1522024.02.13 16:00buy380.101.071960.000000.00000
1532024.02.13 16:00modify380.101.071961.066961.08596
1542024.02.16 19:00buy390.101.078960.000000.00000
1552024.02.16 19:00modify390.101.078961.074061.08596
1562024.02.16 19:00modify380.101.071961.074061.08596
1572024.02.20 09:35buy400.101.079690.000000.00000
1582024.02.20 09:35modify400.101.079691.075461.08596
1592024.02.20 09:35modify390.101.078961.075461.08596
1602024.02.20 09:35modify380.101.071961.075461.08596
1612024.02.20 10:36buy410.101.081060.000000.00000
1622024.02.20 10:36modify410.101.081061.076861.08596
1632024.02.20 10:36modify400.101.079691.076861.08596
1642024.02.20 10:36modify390.101.078961.076861.08596
1652024.02.20 10:36modify380.101.071961.076861.08596
1662024.02.22 08:12t/p380.101.085961.076861.08596132.701921.61
1672024.02.22 08:12t/p390.101.085961.076861.0859666.021987.63
1682024.02.22 08:12t/p400.101.085961.076861.0859660.042047.67
1692024.02.22 08:12t/p410.101.085961.076861.0859646.342094.02
1702024.02.26 12:00sell420.101.085200.000000.00000
1712024.02.26 12:00modify420.101.085201.090201.07120
1722024.03.06 15:50s/l420.101.090201.090201.07120-46.882047.14
1732024.03.06 16:00sell430.101.090530.000000.00000
1742024.03.06 16:00modify430.101.090531.095531.07653
1752024.03.08 00:11s/l430.101.095531.095531.07653-48.611998.53
1762024.03.13 20:00sell440.101.094720.000000.00000
1772024.03.13 20:00modify440.101.094721.099721.08072
1782024.03.15 00:29sell450.101.087710.000000.00000
1792024.03.15 00:29modify450.101.087711.092621.08072
1802024.03.15 00:29modify440.101.094721.092621.08072
1812024.03.18 16:25sell460.101.087010.000000.00000
1822024.03.18 16:25modify460.101.087011.091221.08072
1832024.03.18 16:25modify450.101.087711.091221.08072
1842024.03.18 16:25modify440.101.094721.091221.08072
1852024.03.19 07:52sell470.101.085620.000000.00000
1862024.03.19 07:52modify470.101.085621.089821.08072
1872024.03.19 07:52modify460.101.087011.089821.08072
1882024.03.19 07:52modify450.101.087711.089821.08072
1892024.03.19 07:52modify440.101.094721.089821.08072
1902024.03.20 18:42s/l440.101.089821.089821.0807251.432049.96
1912024.03.20 18:42s/l450.101.089821.089821.08072-20.062029.90
1922024.03.20 18:42s/l460.101.089821.089821.08072-27.412002.49
1932024.03.20 18:42s/l470.101.089821.089821.08072-41.651960.84
1942024.03.20 20:00sell480.101.092090.000000.00000
1952024.03.20 20:00modify480.101.092091.097091.07809
1962024.03.22 01:52sell490.101.085090.000000.00000
1972024.03.22 01:52modify490.101.085091.089991.07809
1982024.03.22 01:52modify480.101.092091.089991.07809
1992024.03.22 02:39sell500.101.084390.000000.00000
2002024.03.22 02:39modify500.101.084391.088591.07809
2012024.03.22 02:39modify490.101.085091.088591.07809
2022024.03.22 02:39modify480.101.092091.088591.07809
2032024.03.22 06:41sell510.101.082990.000000.00000
2042024.03.22 06:41modify510.101.082991.087191.07809
2052024.03.22 06:41modify500.101.084391.087191.07809
2062024.03.22 06:41modify490.101.085091.087191.07809
2072024.03.22 06:41modify480.101.092091.087191.07809
2082024.03.28 09:17t/p480.101.078091.087191.07809143.472104.31
2092024.03.28 09:17t/p490.101.078091.087191.0780972.082176.39
2102024.03.28 09:17t/p500.101.078091.087191.0780965.082241.47
2112024.03.28 09:17t/p510.101.078091.087191.0780951.082292.56
2122024.03.28 12:00buy520.101.078690.000000.00000
2132024.03.28 12:00modify520.101.078691.073691.09269
2142024.04.01 15:31s/l520.101.073691.073691.09269-51.332241.23
2152024.04.01 16:00buy530.101.073570.000000.00000
2162024.04.01 16:00modify530.101.073571.068571.08757
2172024.04.03 14:00buy540.101.080610.000000.00000
2182024.04.03 14:00modify540.101.080611.075671.08757
2192024.04.03 14:00modify530.101.073571.075671.08757
2202024.04.03 14:00buy550.101.081280.000000.00000
2212024.04.03 14:00modify550.101.081281.077071.08757
2222024.04.03 14:00modify540.101.080611.077071.08757
2232024.04.03 14:00modify530.101.073571.077071.08757
2242024.04.03 14:56buy560.101.082670.000000.00000
2252024.04.03 14:56modify560.101.082671.078471.08757
2262024.04.03 14:56modify550.101.081281.078471.08757
2272024.04.03 14:56modify540.101.080611.078471.08757
2282024.04.03 14:56modify530.101.073571.078471.08757
2292024.04.04 13:43t/p530.101.087571.078471.08757136.682377.91
2302024.04.04 13:43t/p540.101.087571.078471.0875767.612445.52
2312024.04.04 13:43t/p550.101.087571.078471.0875760.912506.42
2322024.04.04 13:43t/p560.101.087571.078471.0875747.012553.43
2332024.04.09 00:00sell570.101.086200.000000.00000
2342024.04.09 00:00modify570.101.086201.091201.07220
2352024.04.10 12:33sell580.101.079150.000000.00000
2362024.04.10 12:33modify580.101.079151.084101.07220
2372024.04.10 12:33modify570.101.086201.084101.07220
2382024.04.10 12:36sell590.101.078480.000000.00000
2392024.04.10 12:36modify590.101.078481.082701.07220
2402024.04.10 12:36modify580.101.079151.082701.07220
2412024.04.10 12:36modify570.101.086201.082701.07220
2422024.04.10 13:10sell600.101.077100.000000.00000
2432024.04.10 13:10modify600.101.077101.081301.07220
2442024.04.10 13:10modify590.101.078481.081301.07220
2452024.04.10 13:10modify580.101.079151.081301.07220
2462024.04.10 13:10modify570.101.086201.081301.07220
2472024.04.11 12:15t/p570.101.072201.081301.07220141.392694.82
2482024.04.11 12:15t/p580.101.072201.081301.0722070.542765.36
2492024.04.11 12:15t/p590.101.072201.081301.0722063.842829.20
2502024.04.11 12:15t/p600.101.072201.081301.0722050.042879.24
2512024.04.12 04:00buy610.101.072010.000000.00000
2522024.04.12 04:00modify610.101.072011.067011.08601
2532024.04.12 09:00s/l610.101.067011.067011.08601-50.002829.24
2542024.04.15 20:00buy620.101.062930.000000.00000
2552024.04.15 20:00modify620.101.062931.057931.07693
2562024.04.23 13:45buy630.101.069950.000000.00000
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