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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1914Ticks modelled20338424Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1506.91Gross profit2415.70Gross loss-908.79
Profit factor2.66Expected payoff28.98
Absolute drawdown24.00Maximal drawdown362.36 (24.64%)Relative drawdown24.64% (362.36)
Total trades52Short positions (won %)37 (64.86%)Long positions (won %)15 (60.00%)
Profit trades (% of total)33 (63.46%)Loss trades (% of total)19 (36.54%)
Largestprofit trade144.81loss trade-100.00
Averageprofit trade73.20loss trade-47.83
Maximumconsecutive wins (profit in money)9 (629.26)consecutive losses (loss in money)4 (-196.80)
Maximalconsecutive profit (count of wins)641.69 (8)consecutive loss (count of losses)-196.80 (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 07:20sell20.101.090900.000000.00000
42024.01.16 07:20modify20.101.090901.097201.08390
52024.01.16 07:20modify10.101.097901.097201.08390
62024.01.16 08:38sell30.101.089500.000000.00000
72024.01.16 08:38modify30.101.089501.093701.08390
82024.01.16 08:38modify20.101.090901.093701.08390
92024.01.16 08:38modify10.101.097901.093701.08390
102024.01.16 09:40sell40.101.088760.000000.00000
112024.01.16 09:40modify40.101.088761.093001.08390
122024.01.16 09:40modify30.101.089501.093001.08390
132024.01.16 09:40modify20.101.090901.093001.08390
142024.01.16 09:40modify10.101.097901.093001.08390
152024.01.23 15:25t/p10.101.083901.093001.08390142.831142.83
162024.01.23 15:25t/p20.101.083901.093001.0839071.981214.81
172024.01.23 15:25t/p30.101.083901.093001.0839057.981272.79
182024.01.23 15:25t/p40.101.083901.093001.0839050.581323.37
192024.02.05 08:00buy50.101.078320.000000.00000
202024.02.05 08:00modify50.101.078321.068321.09232
212024.02.22 07:29buy60.101.085330.000000.00000
222024.02.22 07:29modify60.101.085331.079021.09232
232024.02.22 07:29modify50.101.078321.079021.09232
242024.02.22 08:15buy70.101.086910.000000.00000
252024.02.22 08:15modify70.101.086911.082521.09232
262024.02.22 08:15modify60.101.085331.082521.09232
272024.02.22 08:15modify50.101.078321.082521.09232
282024.02.22 08:30buy80.101.087440.000000.00000
292024.02.22 08:30modify80.101.087441.083221.09232
302024.02.22 08:30modify70.101.086911.083221.09232
312024.02.22 08:30modify60.101.085331.083221.09232
322024.02.22 08:30modify50.101.078321.083221.09232
332024.02.22 13:30s/l50.101.083221.083221.0923237.501360.88
342024.02.22 13:30s/l60.101.083221.083221.09232-21.101339.78
352024.02.22 13:30s/l70.101.083221.083221.09232-36.901302.88
362024.02.22 13:30s/l80.101.083221.083221.09232-42.201260.68
372024.02.26 16:00sell90.101.085090.000000.00000
382024.02.26 16:00modify90.101.085091.095091.07109
392024.03.07 19:55s/l90.101.095091.095091.07109-96.601164.07
402024.03.08 04:00sell100.101.094760.000000.00000
412024.03.08 04:00modify100.101.094761.104761.08076
422024.03.15 00:29sell110.101.087750.000000.00000
432024.03.15 00:29modify110.101.087751.094061.08076
442024.03.15 00:29modify100.101.094761.094061.08076
452024.03.19 05:50sell120.101.086360.000000.00000
462024.03.19 05:50modify120.101.086361.090561.08076
472024.03.19 05:50modify110.101.087751.090561.08076
482024.03.19 05:50modify100.101.094761.090561.08076
492024.03.19 07:51sell130.101.085660.000000.00000
502024.03.19 07:51modify130.101.085661.089861.08076
512024.03.19 07:51modify120.101.086361.089861.08076
522024.03.19 07:51modify110.101.087751.089861.08076
532024.03.19 07:51modify100.101.094761.089861.08076
542024.03.20 18:42s/l100.101.089861.089861.0807651.831215.90
552024.03.20 18:42s/l110.101.089861.089861.08076-20.251195.65
562024.03.20 18:42s/l120.101.089861.089861.08076-34.721160.94
572024.03.20 18:42s/l130.101.089861.089861.08076-41.721119.22
582024.03.21 04:00sell140.101.093490.000000.00000
592024.03.21 04:00modify140.101.093491.103491.07949
602024.03.21 15:19sell150.101.086470.000000.00000
612024.03.21 15:19modify150.101.086471.092791.07949
622024.03.21 15:19modify140.101.093491.092791.07949
632024.03.22 01:52sell160.101.085090.000000.00000
642024.03.22 01:52modify160.101.085091.089291.07949
652024.03.22 01:52modify150.101.086471.089291.07949
662024.03.22 01:52modify140.101.093491.089291.07949
672024.03.22 02:39sell170.101.084390.000000.00000
682024.03.22 02:39modify170.101.084391.088591.07949
692024.03.22 02:39modify160.101.085091.088591.07949
702024.03.22 02:39modify150.101.086471.088591.07949
712024.03.22 02:39modify140.101.093491.088591.07949
722024.03.28 08:09t/p140.101.079491.088591.07949141.981261.20
732024.03.28 08:09t/p150.101.079491.088591.0794971.781332.98
742024.03.28 08:09t/p160.101.079491.088591.0794957.701390.68
752024.03.28 08:09t/p170.101.079491.088591.0794950.701441.38
762024.04.04 12:00sell180.101.085290.000000.00000
772024.04.04 12:00modify180.101.085291.095291.07129
782024.04.10 12:37sell190.101.078290.000000.00000
792024.04.10 12:37modify190.101.078291.084591.07129
802024.04.10 12:37modify180.101.085291.084591.07129
812024.04.10 13:10sell200.101.076890.000000.00000
822024.04.10 13:10modify200.101.076891.081091.07129
832024.04.10 13:10modify190.101.078291.081091.07129
842024.04.10 13:10modify180.101.085291.081091.07129
852024.04.10 13:42sell210.101.076190.000000.00000
862024.04.10 13:42modify210.101.076191.080391.07129
872024.04.10 13:42modify200.101.076891.080391.07129
882024.04.10 13:42modify190.101.078291.080391.07129
892024.04.10 13:42modify180.101.085291.080391.07129
902024.04.11 14:30t/p180.101.071291.080391.07129141.981583.36
912024.04.11 14:30t/p190.101.071291.080391.0712970.851654.21
922024.04.11 14:30t/p200.101.071291.080391.0712956.851711.06
932024.04.11 14:30t/p210.101.071291.080391.0712949.851760.90
942024.04.18 00:00sell220.101.066900.000000.00000
952024.04.18 00:00modify220.101.066901.076901.05290
962024.05.03 12:30s/l220.101.076901.076901.05290-95.751665.15
972024.05.15 08:00sell230.101.082580.000000.00000
982024.05.15 08:00modify230.101.082581.092581.06858
992024.06.10 03:58sell240.101.075580.000000.00000
1002024.06.10 03:58modify240.101.075581.081881.06858
1012024.06.10 03:58modify230.101.082581.081881.06858
1022024.06.10 09:55sell250.101.074180.000000.00000
1032024.06.10 09:55modify250.101.074181.078381.06858
1042024.06.10 09:55modify240.101.075581.078381.06858
1052024.06.10 09:55modify230.101.082581.078381.06858
1062024.06.10 10:32sell260.101.073480.000000.00000
1072024.06.10 10:32modify260.101.073481.077681.06858
1082024.06.10 10:32modify250.101.074181.077681.06858
1092024.06.10 10:32modify240.101.075581.077681.06858
1102024.06.10 10:32modify230.101.082581.077681.06858
1112024.06.12 12:30s/l230.101.077681.077681.0685856.921722.07
1122024.06.12 12:30s/l240.101.077681.077681.06858-20.431701.64
1132024.06.12 12:30s/l250.101.077681.077681.06858-34.431667.21
1142024.06.12 12:30s/l260.101.077681.077681.06858-41.431625.77
1152024.06.14 16:00buy270.101.070160.000000.00000
1162024.06.14 16:00modify270.101.070161.060161.08416
1172024.07.01 06:12buy280.101.077160.000000.00000
1182024.07.01 06:12modify280.101.077161.070861.08416
1192024.07.01 06:12modify270.101.070161.070861.08416
1202024.07.03 13:18buy290.101.078560.000000.00000
1212024.07.03 13:18modify290.101.078561.074361.08416
1222024.07.03 13:18modify280.101.077161.074361.08416
1232024.07.03 13:18modify270.101.070161.074361.08416
1242024.07.03 13:49buy300.101.079270.000000.00000
1252024.07.03 13:49modify300.101.079271.075061.08416
1262024.07.03 13:49modify290.101.078561.075061.08416
1272024.07.03 13:49modify280.101.077161.075061.08416
1282024.07.03 13:49modify270.101.070161.075061.08416
1292024.07.05 12:32t/p270.101.084161.075061.08416127.301753.07
1302024.07.05 12:32t/p280.101.084161.075061.0841666.371819.44
1312024.07.05 12:32t/p290.101.084161.075061.0841653.581873.02
1322024.07.05 12:32t/p300.101.084161.075061.0841646.481919.50
1332024.07.17 16:00sell310.101.093230.000000.00000
1342024.07.17 16:00modify310.101.093231.103231.07923
1352024.07.23 10:08sell320.101.086230.000000.00000
1362024.07.23 10:08modify320.101.086231.092531.07923
1372024.07.23 10:08modify310.101.093231.092531.07923
1382024.07.23 13:34sell330.101.084830.000000.00000
1392024.07.23 13:34modify330.101.084831.089031.07923
1402024.07.23 13:34modify320.101.086231.089031.07923
1412024.07.23 13:34modify310.101.093231.089031.07923
1422024.07.24 07:30sell340.101.083870.000000.00000
1432024.07.24 07:30modify340.101.083871.088331.07923
1442024.07.24 07:30modify330.101.084831.088331.07923
1452024.07.24 07:30modify320.101.086231.088331.07923
1462024.07.24 07:30modify310.101.093231.088331.07923
1472024.08.01 08:10t/p310.101.079231.088331.07923144.812064.31
1482024.08.01 08:10t/p320.101.079231.088331.0792373.112137.42
1492024.08.01 08:10t/p330.101.079231.088331.0792359.112196.53
1502024.08.01 08:10t/p340.101.079231.088331.0792349.232245.76
1512024.08.05 16:00sell350.101.095610.000000.00000
1522024.08.05 16:00modify350.101.095611.105611.08161
1532024.08.08 13:40sell360.101.088610.000000.00000
1542024.08.08 13:40modify360.101.088611.094911.08161
1552024.08.08 13:40modify350.101.095611.094911.08161
1562024.08.13 12:40s/l350.101.094911.094911.081619.262255.03
1572024.08.13 12:40s/l360.101.094911.094911.08161-62.152192.88
1582024.08.14 04:00sell370.101.099000.000000.00000
1592024.08.14 04:00modify370.101.099001.109001.08500
1602024.08.19 22:11s/l370.101.109001.109001.08500-98.582094.29
1612024.08.26 00:00sell380.101.118920.000000.00000
1622024.08.26 00:00modify380.101.118921.128921.10492
1632024.08.28 11:57sell390.101.111880.000000.00000
1642024.08.28 11:57modify390.101.111881.118221.10492
1652024.08.28 11:57modify380.101.118921.118221.10492
1662024.08.28 12:31sell400.101.110520.000000.00000
1672024.08.28 12:31modify400.101.110521.114721.10492
1682024.08.28 12:31modify390.101.111881.114721.10492
1692024.08.28 12:31modify380.101.118921.114721.10492
1702024.08.29 08:04sell410.101.109820.000000.00000
1712024.08.29 08:04modify410.101.109821.114021.10492
1722024.08.29 08:04modify400.101.110521.114021.10492
1732024.08.29 08:04modify390.101.111881.114021.10492
1742024.08.29 08:04modify380.101.118921.114021.10492
1752024.08.30 16:27t/p380.101.104921.114021.10492141.702235.99
1762024.08.30 16:27t/p390.101.104921.114021.1049270.732306.72
1772024.08.30 16:27t/p400.101.104921.114021.1049257.132363.85
1782024.08.30 16:27t/p410.101.104921.114021.1049249.282413.14
1792024.09.10 04:00buy420.101.104140.000000.00000
1802024.09.10 04:00modify420.101.104141.094141.11814
1812024.09.16 06:43buy430.101.111140.000000.00000
1822024.09.16 06:43modify430.101.111141.104841.11814
1832024.09.16 06:43modify420.101.104141.104841.11814
1842024.09.16 08:24buy440.101.112550.000000.00000
1852024.09.16 08:24modify440.101.112551.108341.11814
1862024.09.16 08:24modify430.101.111141.108341.11814
1872024.09.16 08:24modify420.101.104141.108341.11814
1882024.09.16 12:29buy450.101.113240.000000.00000
1892024.09.16 12:29modify450.101.113241.109041.11814
1902024.09.16 12:29modify440.101.112551.109041.11814
1912024.09.16 12:29modify430.101.111141.109041.11814
1922024.09.16 12:29modify420.101.104141.109041.11814
1932024.09.18 18:32t/p420.101.118141.109041.11814135.162548.30
1942024.09.18 18:32t/p430.101.118141.109041.1181468.792617.09
1952024.09.18 18:32t/p440.101.118141.109041.1181454.692671.78
1962024.09.18 18:32t/p450.101.118141.109041.1181447.792719.57
1972024.10.18 00:00buy460.101.083210.000000.00000
1982024.10.18 00:00modify460.101.083211.073211.09721
1992024.11.01 12:37buy470.101.090210.000000.00000
2002024.11.01 12:37modify470.101.090211.083911.09721
2012024.11.01 12:37modify460.101.083211.083911.09721
2022024.11.01 17:39s/l460.101.083911.083911.09721-1.472718.10
2032024.11.01 17:39s/l470.101.083911.083911.09721-63.002655.10
2042024.11.22 04:00buy480.101.047800.000000.00000
2052024.11.22 04:00modify480.101.047801.037801.06180
2062024.11.22 09:11s/l480.101.037801.037801.06180-100.002555.10
2072024.12.06 00:00sell490.101.058640.000000.00000
2082024.12.06 00:00modify490.101.058641.068641.04464
2092024.12.10 13:21sell500.101.051600.000000.00000
2102024.12.10 13:21modify500.101.051601.057941.04464
2112024.12.10 13:21modify490.101.058641.057941.04464
2122024.12.10 15:26sell510.101.050240.000000.00000
2132024.12.10 15:26modify510.101.050241.054441.04464
2142024.12.10 15:26modify500.101.051601.054441.04464
2152024.12.10 15:26modify490.101.058641.054441.04464
2162024.12.11 07:37sell520.101.049520.000000.00000
2172024.12.11 07:37modify520.101.049521.053741.04464
2182024.12.11 07:37modify510.101.050241.053741.04464
2192024.12.11 07:37modify500.101.051601.053741.04464
2202024.12.11 07:37modify490.101.058641.053741.04464
2212024.12.11 13:45s/l490.101.053741.053741.0446449.852604.95
2222024.12.11 13:45s/l500.101.053741.053741.04464-21.122583.83
2232024.12.11 13:45s/l510.101.053741.053741.04464-34.722549.11
2242024.12.11 13:45s/l520.101.053741.053741.04464-42.202506.91