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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 test2615Ticks modelled78404Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1915.08Gross profit2513.64Gross loss-598.56
Profit factor4.20Expected payoff37.55
Absolute drawdown32.43Maximal drawdown274.69 (12.58%)Relative drawdown15.72% (197.62)
Total trades51Short positions (won %)27 (66.67%)Long positions (won %)24 (62.50%)
Profit trades (% of total)33 (64.71%)Loss trades (% of total)18 (35.29%)
Largestprofit trade132.83loss trade-43.63
Averageprofit trade76.17loss trade-33.25
Maximumconsecutive wins (profit in money)9 (647.49)consecutive losses (loss in money)4 (-99.38)
Maximalconsecutive profit (count of wins)647.49 (9)consecutive loss (count of losses)-127.26 (3)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.13 16:00buy10.101.071960.000000.00000
22024.02.13 16:00modify10.101.071961.067961.08496
32024.02.15 13:50buy20.101.077300.000000.00000
42024.02.15 13:50modify20.101.077301.072611.08496
52024.02.15 13:50modify10.101.071961.072611.08496
62024.02.20 09:50buy30.101.079950.000000.00000
72024.02.20 09:50modify30.101.079951.075861.08496
82024.02.20 09:50buy40.101.079950.000000.00000
92024.02.20 09:50modify40.101.079951.077161.08496
102024.02.20 09:50modify20.101.077301.077161.08496
112024.02.20 09:50modify10.101.071961.077161.08496
122024.02.20 09:55modify30.101.079951.077161.08496
132024.02.22 07:40t/p10.101.084961.077161.08496123.341123.35
142024.02.22 07:40t/p20.101.084961.077161.0849672.361195.71
152024.02.22 07:40t/p30.101.084961.077161.0849647.681243.39
162024.02.22 07:40t/p40.101.084961.077161.0849647.681291.07
172024.02.29 20:00buy50.101.080550.000000.00000
182024.02.29 20:00modify50.101.080551.076551.09355
192024.03.04 08:05buy60.101.085900.000000.00000
202024.03.04 08:05modify60.101.085901.081201.09355
212024.03.04 08:05modify50.101.080551.081201.09355
222024.03.07 13:35buy70.101.088390.000000.00000
232024.03.07 13:35modify70.101.088391.084451.09355
242024.03.07 13:35buy80.101.088390.000000.00000
252024.03.07 13:35modify80.101.088391.085751.09355
262024.03.07 13:35modify60.101.085901.085751.09355
272024.03.07 13:35modify50.101.080551.085751.09355
282024.03.07 13:40modify70.101.088391.085751.09355
292024.03.07 16:30t/p50.101.093551.085751.09355125.771416.84
302024.03.07 16:30t/p60.101.093551.085751.0935573.471490.31
312024.03.07 16:30t/p70.101.093551.085751.0935551.601541.91
322024.03.07 16:30t/p80.101.093551.085751.0935551.601593.51
332024.03.13 20:00sell90.101.094720.000000.00000
342024.03.13 20:00modify90.101.094721.098721.08172
352024.03.14 15:20sell100.101.089340.000000.00000
362024.03.14 15:20modify100.101.089341.094071.08172
372024.03.14 15:20modify90.101.094721.094071.08172
382024.03.18 17:55sell110.101.086850.000000.00000
392024.03.18 17:55modify110.101.086851.090821.08172
402024.03.18 17:55sell120.101.086850.000000.00000
412024.03.18 17:55modify120.101.086851.089521.08172
422024.03.18 17:55modify100.101.089341.089521.08172
432024.03.18 17:55modify90.101.094721.089521.08172
442024.03.18 18:00modify110.101.086851.089521.08172
452024.03.20 18:30s/l90.101.089521.089521.0817253.981647.49
462024.03.20 18:30s/l100.101.089521.089521.08172-0.671646.82
472024.03.20 18:30s/l110.101.089521.089521.08172-26.131620.69
482024.03.20 18:30s/l120.101.089521.089521.08172-26.131594.56
492024.03.20 20:00sell130.101.092090.000000.00000
502024.03.20 20:00modify130.101.092091.096091.07909
512024.03.26 01:30sell140.101.084110.000000.00000
522024.03.26 01:30modify140.101.084111.088191.07909
532024.03.26 01:30sell150.101.084110.000000.00000
542024.03.26 01:30modify150.101.084111.086891.07909
552024.03.26 01:30modify130.101.092091.086891.07909
562024.03.26 01:35modify140.101.084111.086891.07909
572024.03.28 09:20t/p130.101.079091.086891.07909132.831727.38
582024.03.28 09:20t/p140.101.079091.086891.0790951.331778.72
592024.03.28 09:20t/p150.101.079091.086891.0790951.331830.05
602024.04.01 16:00buy160.101.073570.000000.00000
612024.04.01 16:00modify160.101.073571.069571.08657
622024.04.03 11:33buy170.101.078790.000000.00000
632024.04.03 11:33modify170.101.078791.074221.08657
642024.04.03 11:33modify160.101.073571.074221.08657
652024.04.04 12:40t/p160.101.086571.074221.08657126.971957.02
662024.04.04 12:40t/p170.101.086571.074221.0865775.982033.01
672024.04.10 16:00buy180.101.073970.000000.00000
682024.04.10 16:00modify180.101.073971.069971.08697
692024.04.11 14:33s/l180.101.069971.069971.08697-41.811991.19
702024.04.26 16:00buy190.101.068840.000000.00000
712024.04.26 16:00modify190.101.068841.064841.08184
722024.05.03 01:40buy200.101.074230.000000.00000
732024.05.03 01:40modify200.101.074231.069491.08184
742024.05.03 01:40modify190.101.068841.069491.08184
752024.05.03 16:45buy210.101.076670.000000.00000
762024.05.03 16:45modify210.101.076671.072741.08184
772024.05.03 16:45buy220.101.076670.000000.00000
782024.05.03 16:45modify220.101.076671.074041.08184
792024.05.03 16:45modify200.101.074231.074041.08184
802024.05.03 16:45modify190.101.068841.074041.08184
812024.05.03 16:50modify210.101.076671.074041.08184
822024.05.08 01:40s/l190.101.074041.074041.0818445.952037.14
832024.05.08 01:40s/l200.101.074041.074041.08184-3.712033.43
842024.05.08 01:40s/l210.101.074041.074041.08184-28.122005.31
852024.05.08 01:40s/l220.101.074041.074041.08184-28.121977.20
862024.05.13 16:00sell230.101.079520.000000.00000
872024.05.13 16:00modify230.101.079521.083521.06652
882024.05.15 07:15s/l230.101.083521.083521.06652-39.431937.77
892024.06.03 16:00sell240.101.088950.000000.00000
902024.06.03 16:00modify240.101.088951.092951.07595
912024.06.07 14:40sell250.101.081030.000000.00000
922024.06.07 14:40modify250.101.081031.085051.07595
932024.06.07 14:40sell260.101.081030.000000.00000
942024.06.07 14:40modify260.101.081031.083751.07595
952024.06.07 14:40modify240.101.088951.083751.07595
962024.06.07 14:45modify250.101.081031.083751.07595
972024.06.10 03:40t/p240.101.075951.083751.07595131.982069.75
982024.06.10 03:40t/p250.101.075951.083751.0759551.082120.83
992024.06.10 03:40t/p260.101.075951.083751.0759551.082171.91
1002024.06.12 16:00sell270.101.084240.000000.00000
1012024.06.12 16:00modify270.101.084241.088241.07124
1022024.06.13 11:30sell280.101.078770.000000.00000
1032024.06.13 11:30modify280.101.078771.083591.07124
1042024.06.13 11:30modify270.101.084241.083591.07124
1052024.06.13 14:40sell290.101.076300.000000.00000
1062024.06.13 14:40modify290.101.076301.080341.07124
1072024.06.13 14:40sell300.101.076300.000000.00000
1082024.06.13 14:40modify300.101.076301.079041.07124
1092024.06.13 14:40modify280.101.078771.079041.07124
1102024.06.13 14:40modify270.101.084241.079041.07124
1112024.06.13 14:45modify290.101.076301.079041.07124
1122024.06.14 07:40t/p270.101.071241.079041.07124131.132303.04
1132024.06.14 07:40t/p280.101.071241.079041.0712475.582378.63
1142024.06.14 07:40t/p290.101.071241.079041.0712450.882429.51
1152024.06.14 07:40t/p300.101.071241.079041.0712450.882480.39
1162024.08.13 16:00sell310.101.095360.000000.00000
1172024.08.13 16:00modify310.101.095361.099361.08236
1182024.08.13 18:30s/l310.101.099361.099361.08236-40.002440.39
1192024.08.16 20:00sell320.101.102450.000000.00000
1202024.08.16 20:00modify320.101.102451.106451.08945
1212024.08.19 14:30s/l320.101.106451.106451.08945-39.722400.68
1222024.08.21 16:00sell330.101.114210.000000.00000
1232024.08.21 16:00modify330.101.114211.118211.10121
1242024.08.23 14:40s/l330.101.118211.118211.10121-38.872361.81
1252024.08.23 16:00sell340.101.117530.000000.00000
1262024.08.23 16:00modify340.101.117531.121531.10453
1272024.08.28 10:40sell350.101.112200.000000.00000
1282024.08.28 10:40modify350.101.112201.116881.10453
1292024.08.28 10:40modify340.101.117531.116881.10453
1302024.08.29 09:45sell360.101.109610.000000.00000
1312024.08.29 09:45modify360.101.109611.113631.10453
1322024.08.29 09:45sell370.101.109610.000000.00000
1332024.08.29 09:45modify370.101.109611.112331.10453
1342024.08.29 09:45modify350.101.112201.112331.10453
1352024.08.29 09:45modify340.101.117531.112331.10453
1362024.08.29 09:50modify360.101.109611.112331.10453
1372024.09.02 00:15t/p340.101.104531.112331.10453132.262494.07
1382024.09.02 00:15t/p350.101.104531.112331.1045378.122572.19
1392024.09.02 00:15t/p360.101.104531.112331.1045351.372623.55
1402024.09.02 00:15t/p370.101.104531.112331.1045351.372674.92
1412024.09.04 16:00sell380.101.108090.000000.00000
1422024.09.04 16:00modify380.101.108091.112091.09509
1432024.09.05 12:15s/l380.101.112091.112091.09509-39.152635.77
1442024.09.10 16:00buy390.101.102810.000000.00000
1452024.09.10 16:00modify390.101.102811.098811.11581
1462024.09.12 23:40buy400.101.108210.000000.00000
1472024.09.12 23:40modify400.101.108211.103461.11581
1482024.09.12 23:40modify390.101.102811.103461.11581
1492024.09.16 03:40buy410.101.110790.000000.00000
1502024.09.16 03:40modify410.101.110791.106711.11581
1512024.09.16 03:40buy420.101.110790.000000.00000
1522024.09.16 03:40modify420.101.110791.108011.11581
1532024.09.16 03:40modify400.101.108211.108011.11581
1542024.09.16 03:40modify390.101.102811.108011.11581
1552024.09.16 03:45modify410.101.110791.108011.11581
1562024.09.18 18:30t/p390.101.115811.108011.11581125.162760.93
1572024.09.18 18:30t/p400.101.115811.108011.1158173.582834.51
1582024.09.18 18:30t/p410.101.115811.108011.1158148.992883.50
1592024.09.18 18:30t/p420.101.115811.108011.1158148.992932.49
1602024.10.04 16:00buy430.101.096360.000000.00000
1612024.10.04 16:00modify430.101.096361.092361.10936
1622024.10.10 12:05s/l430.101.092361.092361.10936-43.632888.86
1632024.10.15 20:00buy440.101.088980.000000.00000
1642024.10.15 20:00modify440.101.088981.084981.10198
1652024.10.17 06:40s/l440.101.084981.084981.10198-42.422846.44
1662024.10.21 16:00buy450.101.082290.000000.00000
1672024.10.21 16:00modify450.101.082291.078291.09529
1682024.10.23 07:33s/l450.101.078291.078291.09529-41.212805.23
1692024.11.05 20:00sell460.101.093110.000000.00000
1702024.11.05 20:00modify460.101.093111.097111.08011
1712024.11.06 01:10sell470.101.085060.000000.00000
1722024.11.06 01:10modify470.101.085061.089211.08011
1732024.11.06 01:10sell480.101.085060.000000.00000
1742024.11.06 01:10modify480.101.085061.087911.08011
1752024.11.06 01:10modify460.101.093111.087911.08011
1762024.11.06 01:15modify470.101.085061.087911.08011
1772024.11.06 02:30t/p460.101.080111.087911.08011130.282935.51
1782024.11.06 02:30t/p470.101.080111.087911.0801149.502985.01
1792024.11.06 02:30t/p480.101.080111.087911.0801149.503034.51
1802024.12.18 16:00buy490.101.047680.000000.00000
1812024.12.18 16:00modify490.101.047681.043681.06068
1822024.12.18 19:20s/l490.101.043681.043681.06068-40.002994.51
1832024.12.26 20:00sell500.101.041750.000000.00000
1842024.12.26 20:00modify500.101.041751.045751.02875
1852024.12.30 12:40s/l500.101.045751.045751.02875-39.432955.08
1862024.12.31 16:00buy510.101.035780.000000.00000
1872024.12.31 16:00modify510.101.035781.031781.04878
1882024.12.31 23:59s/l510.101.031781.031781.04878-40.002915.08