Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=17; 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 test2615Ticks modelled78404Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1734.39Gross profit2597.18Gross loss-862.79
Profit factor3.01Expected payoff34.69
Absolute drawdown24.00Maximal drawdown346.76 (23.97%)Relative drawdown23.97% (346.76)
Total trades50Short positions (won %)34 (73.53%)Long positions (won %)16 (56.25%)
Profit trades (% of total)34 (68.00%)Loss trades (% of total)16 (32.00%)
Largestprofit trade144.81loss trade-104.23
Averageprofit trade76.39loss trade-53.92
Maximumconsecutive wins (profit in money)8 (618.98)consecutive losses (loss in money)4 (-271.11)
Maximalconsecutive profit (count of wins)618.98 (8)consecutive loss (count of losses)-271.11 (4)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.11 08:00sell10.101.097900.000000.00000
22024.01.11 08:00modify10.101.097901.107901.08390
32024.01.16 07:15sell20.101.090860.000000.00000
42024.01.16 07:15modify20.101.090861.097201.08390
52024.01.16 07:15modify10.101.097901.097201.08390
62024.01.16 08:40sell30.101.089440.000000.00000
72024.01.16 08:40modify30.101.089441.093701.08390
82024.01.16 08:40modify20.101.090861.093701.08390
92024.01.16 08:40modify10.101.097901.093701.08390
102024.01.16 09:53sell40.101.088600.000000.00000
112024.01.16 09:53modify40.101.088601.093001.08390
122024.01.16 09:53modify30.101.089441.093001.08390
132024.01.16 09:53modify20.101.090861.093001.08390
142024.01.16 09:53modify10.101.097901.093001.08390
152024.01.23 15:30t/p10.101.083901.093001.08390142.831142.83
162024.01.23 15:30t/p20.101.083901.093001.0839071.581214.41
172024.01.23 15:30t/p30.101.083901.093001.0839057.381271.79
182024.01.23 15:30t/p40.101.083901.093001.0839048.981320.77
192024.02.05 08:00buy50.101.078320.000000.00000
202024.02.05 08:00modify50.101.078321.068321.09232
212024.02.22 07:59buy60.101.085610.000000.00000
222024.02.22 07:59modify60.101.085611.079021.09232
232024.02.22 07:59modify50.101.078321.079021.09232
242024.02.22 09:15buy70.101.087460.000000.00000
252024.02.22 09:15modify70.101.087461.083221.09232
262024.02.22 09:15modify60.101.085611.083221.09232
272024.02.22 09:15modify50.101.078321.083221.09232
282024.02.22 09:25buy80.101.086820.000000.00000
292024.02.22 09:25modify80.101.086821.082521.09232
302024.02.22 09:30modify80.101.086821.083221.09232
312024.02.22 13:30s/l50.101.083221.083221.0923237.501358.28
322024.02.22 13:30s/l60.101.083221.083221.09232-23.901334.38
332024.02.22 13:30s/l70.101.083221.083221.09232-42.401291.98
342024.02.22 13:30s/l80.101.083221.083221.09232-36.001255.98
352024.02.26 16:00sell90.101.085090.000000.00000
362024.02.26 16:00modify90.101.085091.095091.07109
372024.03.07 19:40s/l90.101.095091.095091.07109-96.601159.37
382024.03.08 04:00sell100.101.094760.000000.00000
392024.03.08 04:00modify100.101.094761.104761.08076
402024.03.15 00:40sell110.101.087600.000000.00000
412024.03.15 00:40modify110.101.087601.094061.08076
422024.03.15 00:40modify100.101.094761.094061.08076
432024.03.19 05:40sell120.101.086280.000000.00000
442024.03.19 05:40modify120.101.086281.090561.08076
452024.03.19 05:40modify110.101.087601.090561.08076
462024.03.19 05:40modify100.101.094761.090561.08076
472024.03.19 07:59sell130.101.085470.000000.00000
482024.03.19 07:59modify130.101.085471.089861.08076
492024.03.19 07:59modify120.101.086281.089861.08076
502024.03.19 07:59modify110.101.087601.089861.08076
512024.03.19 07:59modify100.101.094761.089861.08076
522024.03.20 18:30s/l100.101.089861.089861.0807651.831211.20
532024.03.20 18:30s/l110.101.089861.089861.08076-21.751189.45
542024.03.20 18:30s/l120.101.089861.089861.08076-35.521153.94
552024.03.20 18:30s/l130.101.089861.089861.08076-43.621110.32
562024.03.21 04:00sell140.101.093490.000000.00000
572024.03.21 04:00modify140.101.093491.103491.07949
582024.03.21 15:30sell150.101.086410.000000.00000
592024.03.21 15:30modify150.101.086411.092791.07949
602024.03.21 15:30modify140.101.093491.092791.07949
612024.03.22 01:40sell160.101.085000.000000.00000
622024.03.22 01:40modify160.101.085001.089291.07949
632024.03.22 01:40modify150.101.086411.089291.07949
642024.03.22 01:40modify140.101.093491.089291.07949
652024.03.22 02:30sell170.101.084370.000000.00000
662024.03.22 02:30modify170.101.084371.088591.07949
672024.03.22 02:30modify160.101.085001.088591.07949
682024.03.22 02:30modify150.101.086411.088591.07949
692024.03.22 02:30modify140.101.093491.088591.07949
702024.03.28 08:40t/p140.101.079491.088591.07949141.981252.30
712024.03.28 08:40t/p150.101.079491.088591.0794971.181323.48
722024.03.28 08:40t/p160.101.079491.088591.0794956.801380.28
732024.03.28 08:40t/p170.101.079491.088591.0794950.501430.78
742024.04.04 12:00sell180.101.085290.000000.00000
752024.04.04 12:00modify180.101.085291.095291.07129
762024.04.10 12:55sell190.101.078070.000000.00000
772024.04.10 12:55modify190.101.078071.084591.07129
782024.04.10 12:55modify180.101.085291.084591.07129
792024.04.10 13:30sell200.101.076090.000000.00000
802024.04.10 13:30modify200.101.076091.080391.07129
812024.04.10 13:30modify190.101.078071.080391.07129
822024.04.10 13:30modify180.101.085291.080391.07129
832024.04.11 14:33t/p180.101.071291.080391.07129141.981572.76
842024.04.11 14:33t/p190.101.071291.080391.0712968.651641.41
852024.04.11 14:33t/p200.101.071291.080391.0712948.851690.26
862024.04.18 00:00sell210.101.066900.000000.00000
872024.04.18 00:00modify210.101.066901.076901.05290
882024.05.03 12:20s/l210.101.076901.076901.05290-95.751594.50
892024.05.15 08:00sell220.101.082580.000000.00000
902024.05.15 08:00modify220.101.082581.092581.06858
912024.06.10 03:40sell230.101.075540.000000.00000
922024.06.10 03:40modify230.101.075541.081881.06858
932024.06.10 03:40modify220.101.082581.081881.06858
942024.06.10 09:40sell240.101.074050.000000.00000
952024.06.10 09:40modify240.101.074051.078381.06858
962024.06.10 09:40modify230.101.075541.078381.06858
972024.06.10 09:40modify220.101.082581.078381.06858
982024.06.10 10:40sell250.101.073270.000000.00000
992024.06.10 10:40modify250.101.073271.077681.06858
1002024.06.10 10:40modify240.101.074051.077681.06858
1012024.06.10 10:40modify230.101.075541.077681.06858
1022024.06.10 10:40modify220.101.082581.077681.06858
1032024.06.12 12:10s/l220.101.077681.077681.0685856.921651.42
1042024.06.12 12:10s/l230.101.077681.077681.06858-20.831630.59
1052024.06.12 12:10s/l240.101.077681.077681.06858-35.731594.86
1062024.06.12 12:10s/l250.101.077681.077681.06858-43.531551.32
1072024.06.14 16:00buy260.101.070160.000000.00000
1082024.06.14 16:00modify260.101.070161.060161.08416
1092024.07.01 06:30buy270.101.077360.000000.00000
1102024.07.01 06:30modify270.101.077361.070861.08416
1112024.07.01 06:30modify260.101.070161.070861.08416
1122024.07.03 13:40buy280.101.079520.000000.00000
1132024.07.03 13:40modify280.101.079521.075061.08416
1142024.07.03 13:40modify270.101.077361.075061.08416
1152024.07.03 13:40modify260.101.070161.075061.08416
1162024.07.03 17:40buy290.101.078750.000000.00000
1172024.07.03 17:40modify290.101.078751.074361.08416
1182024.07.03 17:46modify290.101.078751.075061.08416
1192024.07.05 12:40t/p260.101.084161.075061.08416127.301678.62
1202024.07.05 12:40t/p270.101.084161.075061.0841664.371742.99
1212024.07.05 12:40t/p280.101.084161.075061.0841643.981786.97
1222024.07.05 12:40t/p290.101.084161.075061.0841651.681838.65
1232024.07.17 16:00sell300.101.093230.000000.00000
1242024.07.17 16:00modify300.101.093231.103231.07923
1252024.07.23 10:30sell310.101.086090.000000.00000
1262024.07.23 10:30modify310.101.086091.092531.07923
1272024.07.23 10:30modify300.101.093231.092531.07923
1282024.07.23 13:40sell320.101.084580.000000.00000
1292024.07.23 13:40modify320.101.084581.089031.07923
1302024.07.23 13:40modify310.101.086091.089031.07923
1312024.07.23 13:40modify300.101.093231.089031.07923
1322024.07.24 11:05sell330.101.083940.000000.00000
1332024.07.24 11:05modify330.101.083941.088331.07923
1342024.07.24 11:05modify320.101.084581.088331.07923
1352024.07.24 11:05modify310.101.086091.088331.07923
1362024.07.24 11:05modify300.101.093231.088331.07923
1372024.08.01 08:30t/p300.101.079231.088331.07923144.811983.46
1382024.08.01 08:30t/p310.101.079231.088331.0792371.712055.17
1392024.08.01 08:30t/p320.101.079231.088331.0792356.612111.78
1402024.08.01 08:30t/p330.101.079231.088331.0792349.932161.71
1412024.08.05 16:00sell340.101.095610.000000.00000
1422024.08.05 16:00modify340.101.095611.105611.08161
1432024.08.19 14:20s/l340.101.105611.105611.08161-96.042065.68
1442024.08.26 00:00sell350.101.118920.000000.00000
1452024.08.26 00:00modify350.101.118921.128921.10492
1462024.08.28 11:40sell360.101.111730.000000.00000
1472024.08.28 11:40modify360.101.111731.118221.10492
1482024.08.28 11:40modify350.101.118921.118221.10492
1492024.08.28 12:40sell370.101.110500.000000.00000
1502024.08.28 12:40modify370.101.110501.114721.10492
1512024.08.28 12:40modify360.101.111731.114721.10492
1522024.08.28 12:40modify350.101.118921.114721.10492
1532024.08.29 09:45sell380.101.109610.000000.00000
1542024.08.29 09:45modify380.101.109611.114021.10492
1552024.08.29 09:45modify370.101.110501.114021.10492
1562024.08.29 09:45modify360.101.111731.114021.10492
1572024.08.29 09:45modify350.101.118921.114021.10492
1582024.08.30 16:40t/p350.101.104921.114021.10492141.702207.37
1592024.08.30 16:40t/p360.101.104921.114021.1049269.232276.61
1602024.08.30 16:40t/p370.101.104921.114021.1049256.932333.54
1612024.08.30 16:40t/p380.101.104921.114021.1049247.182380.72
1622024.09.10 04:00buy390.101.104140.000000.00000
1632024.09.10 04:00modify390.101.104141.094141.11814
1642024.09.16 06:30buy400.101.111370.000000.00000
1652024.09.16 06:30modify400.101.111371.104841.11814
1662024.09.16 06:30modify390.101.104141.104841.11814
1672024.09.16 08:30buy410.101.112570.000000.00000
1682024.09.16 08:30modify410.101.112571.108341.11814
1692024.09.16 08:30modify400.101.111371.108341.11814
1702024.09.16 08:30modify390.101.104141.108341.11814
1712024.09.16 13:20buy420.101.113240.000000.00000
1722024.09.16 13:20modify420.101.113241.109041.11814
1732024.09.16 13:20modify410.101.112571.109041.11814
1742024.09.16 13:20modify400.101.111371.109041.11814
1752024.09.16 13:20modify390.101.104141.109041.11814
1762024.09.18 18:40t/p390.101.118141.109041.11814135.162515.88
1772024.09.18 18:40t/p400.101.118141.109041.1181466.492582.37
1782024.09.18 18:40t/p410.101.118141.109041.1181454.492636.86
1792024.09.18 18:40t/p420.101.118141.109041.1181447.792684.65
1802024.10.10 00:00buy430.101.094520.000000.00000
1812024.10.10 00:00modify430.101.094521.084521.10852
1822024.10.17 12:40s/l430.101.084521.084521.10852-104.232580.42
1832024.10.18 00:00buy440.101.083210.000000.00000
1842024.10.18 00:00modify440.101.083211.073211.09721
1852024.11.01 12:50buy450.101.090450.000000.00000
1862024.11.01 12:50modify450.101.090451.083911.09721
1872024.11.01 12:50modify440.101.083211.083911.09721
1882024.11.01 17:40s/l440.101.083911.083911.09721-1.472578.95
1892024.11.01 17:40s/l450.101.083911.083911.09721-65.402513.55
1902024.11.22 04:00buy460.101.047800.000000.00000
1912024.11.22 04:00modify460.101.047801.037801.06180
1922024.11.22 09:30s/l460.101.037801.037801.06180-100.002413.55
1932024.12.06 00:00sell470.101.058640.000000.00000
1942024.12.06 00:00modify470.101.058641.068641.04464
1952024.12.10 13:40sell480.101.051580.000000.00000
1962024.12.10 13:40modify480.101.051581.057941.04464
1972024.12.10 13:40modify470.101.058641.057941.04464
1982024.12.10 15:50sell490.101.050090.000000.00000
1992024.12.10 15:50modify490.101.050091.054441.04464
2002024.12.10 15:50modify480.101.051581.054441.04464
2012024.12.10 15:50modify470.101.058641.054441.04464
2022024.12.11 14:40sell500.101.049400.000000.00000
2032024.12.11 14:40modify500.101.049401.053741.04464
2042024.12.11 14:40modify490.101.050091.053741.04464
2052024.12.11 14:40modify480.101.051581.053741.04464
2062024.12.11 14:40modify470.101.058641.053741.04464
2072024.12.18 19:20t/p470.101.044641.053741.04464142.832556.38
2082024.12.18 19:20t/p480.101.044641.053741.0446471.662628.04
2092024.12.18 19:20t/p490.101.044641.053741.0446456.762684.80
2102024.12.18 19:20t/p500.101.044641.053741.0446449.582734.39