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=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 test1914Ticks modelled20338424Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2319.21Gross profit2878.91Gross loss-559.69
Profit factor5.14Expected payoff41.41
Absolute drawdown31.03Maximal drawdown274.69 (11.56%)Relative drawdown15.65% (197.62)
Total trades56Short positions (won %)30 (73.33%)Long positions (won %)26 (65.38%)
Profit trades (% of total)39 (69.64%)Loss trades (% of total)17 (30.36%)
Largestprofit trade132.83loss trade-43.63
Averageprofit trade73.82loss trade-32.92
Maximumconsecutive wins (profit in money)10 (652.19)consecutive losses (loss in money)4 (-96.98)
Maximalconsecutive profit (count of wins)652.19 (10)consecutive loss (count of losses)-127.26 (3)
Averageconsecutive wins6consecutive losses2
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 13:30buy20.101.077160.000000.00000
42024.02.15 13:30modify20.101.077161.072611.08496
52024.02.15 13:30modify10.101.071961.072611.08496
62024.02.20 09:35buy30.101.079760.000000.00000
72024.02.20 09:35modify30.101.079761.075861.08496
82024.02.20 09:35buy40.101.079760.000000.00000
92024.02.20 09:35modify40.101.079761.077161.08496
102024.02.20 09:35modify20.101.077161.077161.08496
112024.02.20 09:35modify10.101.071961.077161.08496
122024.02.20 09:35modify30.101.079761.077161.08496
132024.02.22 07:19t/p10.101.084961.077161.08496123.341123.35
142024.02.22 07:19t/p20.101.084961.077161.0849673.771197.11
152024.02.22 07:19t/p30.101.084961.077161.0849649.581246.69
162024.02.22 07:19t/p40.101.084961.077161.0849649.581296.27
172024.02.29 20:00buy50.101.080550.000000.00000
182024.02.29 20:00modify50.101.080551.076551.09355
192024.03.04 08:00buy60.101.085760.000000.00000
202024.03.04 08:00modify60.101.085761.081201.09355
212024.03.04 08:00modify50.101.080551.081201.09355
222024.03.06 13:41buy70.101.088360.000000.00000
232024.03.06 13:41modify70.101.088361.084451.09355
242024.03.06 13:41buy80.101.088360.000000.00000
252024.03.06 13:41modify80.101.088361.085751.09355
262024.03.06 13:41modify60.101.085761.085751.09355
272024.03.06 13:41modify50.101.080551.085751.09355
282024.03.06 13:41modify70.101.088361.085751.09355
292024.03.07 16:28t/p50.101.093551.085751.09355125.771422.04
302024.03.07 16:28t/p60.101.093551.085751.0935574.881496.91
312024.03.07 16:28t/p70.101.093551.085751.0935550.091547.00
322024.03.07 16:28t/p80.101.093551.085751.0935550.091597.08
332024.03.13 20:00sell90.101.094720.000000.00000
342024.03.13 20:00modify90.101.094721.098721.08172
352024.03.14 15:06sell100.101.089520.000000.00000
362024.03.14 15:06modify100.101.089521.094071.08172
372024.03.14 15:06modify90.101.094721.094071.08172
382024.03.18 17:39sell110.101.086900.000000.00000
392024.03.18 17:39modify110.101.086901.090821.08172
402024.03.18 17:39sell120.101.086900.000000.00000
412024.03.18 17:39modify120.101.086901.089521.08172
422024.03.18 17:39modify100.101.089521.089521.08172
432024.03.18 17:39modify90.101.094721.089521.08172
442024.03.18 17:39modify110.101.086901.089521.08172
452024.03.20 18:05s/l90.101.089521.089521.0817253.981651.06
462024.03.20 18:05s/l100.101.089521.089521.081721.131652.19
472024.03.20 18:05s/l110.101.089521.089521.08172-25.631626.56
482024.03.20 18:05s/l120.101.089521.089521.08172-25.631600.93
492024.03.20 20:00sell130.101.092090.000000.00000
502024.03.20 20:00modify130.101.092091.096091.07909
512024.03.21 15:13sell140.101.086890.000000.00000
522024.03.21 15:13modify140.101.086891.091441.07909
532024.03.21 15:13modify130.101.092091.091441.07909
542024.03.22 02:40sell150.101.084280.000000.00000
552024.03.22 02:40modify150.101.084281.088191.07909
562024.03.22 02:40sell160.101.084280.000000.00000
572024.03.22 02:40modify160.101.084281.086891.07909
582024.03.22 02:40modify140.101.086891.086891.07909
592024.03.22 02:40modify130.101.092091.086891.07909
602024.03.22 02:40modify150.101.084281.086891.07909
612024.03.28 09:03t/p130.101.079091.086891.07909132.831733.76
622024.03.28 09:03t/p140.101.079091.086891.0790979.981813.74
632024.03.28 09:03t/p150.101.079091.086891.0790953.601867.33
642024.03.28 09:03t/p160.101.079091.086891.0790953.601920.93
652024.04.01 16:00buy170.101.073570.000000.00000
662024.04.01 16:00modify170.101.073571.069571.08657
672024.04.03 11:15buy180.101.078770.000000.00000
682024.04.03 11:15modify180.101.078771.074221.08657
692024.04.03 11:15modify170.101.073571.074221.08657
702024.04.03 14:00buy190.101.081400.000000.00000
712024.04.03 14:00modify190.101.081401.077471.08657
722024.04.03 14:00buy200.101.081400.000000.00000
732024.04.03 14:00modify200.101.081401.078771.08657
742024.04.03 14:00modify180.101.078771.078771.08657
752024.04.03 14:00modify170.101.073571.078771.08657
762024.04.03 14:00modify190.101.081401.078771.08657
772024.04.04 12:48t/p170.101.086571.078771.08657126.972047.91
782024.04.04 12:48t/p180.101.086571.078771.0865776.192124.09
792024.04.04 12:48t/p190.101.086571.078771.0865749.892173.98
802024.04.04 12:48t/p200.101.086571.078771.0865749.892223.86
812024.04.10 16:00buy210.101.073970.000000.00000
822024.04.10 16:00modify210.101.073971.069971.08697
832024.04.11 14:54s/l210.101.069971.069971.08697-41.812182.05
842024.04.26 16:00buy220.101.068840.000000.00000
852024.04.26 16:00modify220.101.068841.064841.08184
862024.05.03 01:33buy230.101.074050.000000.00000
872024.05.03 01:33modify230.101.074051.069491.08184
882024.05.03 01:33modify220.101.068841.069491.08184
892024.05.03 14:11buy240.101.076640.000000.00000
902024.05.03 14:11modify240.101.076641.072741.08184
912024.05.03 14:11buy250.101.076640.000000.00000
922024.05.03 14:11modify250.101.076641.074041.08184
932024.05.03 14:11modify230.101.074051.074041.08184
942024.05.03 14:11modify220.101.068841.074041.08184
952024.05.03 14:11modify240.101.076641.074041.08184
962024.05.08 01:59s/l220.101.074041.074041.0818445.952228.00
972024.05.08 01:59s/l230.101.074041.074041.08184-1.922226.08
982024.05.08 01:59s/l240.101.074041.074041.08184-27.822198.27
992024.05.08 01:59s/l250.101.074041.074041.08184-27.822170.45
1002024.05.13 16:00sell260.101.079520.000000.00000
1012024.05.13 16:00modify260.101.079521.083521.06652
1022024.05.15 07:01s/l260.101.083521.083521.06652-39.432131.02
1032024.06.03 16:00sell270.101.088950.000000.00000
1042024.06.03 16:00modify270.101.088951.092951.07595
1052024.06.07 12:31sell280.101.083710.000000.00000
1062024.06.07 12:31modify280.101.083711.088301.07595
1072024.06.07 12:31modify270.101.088951.088301.07595
1082024.06.07 14:55sell290.101.081150.000000.00000
1092024.06.07 14:55modify290.101.081151.085051.07595
1102024.06.07 14:55sell300.101.081150.000000.00000
1112024.06.07 14:55modify300.101.081151.083751.07595
1122024.06.07 14:55modify280.101.083711.083751.07595
1132024.06.07 14:55modify270.101.088951.083751.07595
1142024.06.07 14:55modify290.101.081151.083751.07595
1152024.06.10 03:58t/p270.101.075951.083751.07595131.982263.00
1162024.06.10 03:58t/p280.101.075951.083751.0759577.882340.88
1172024.06.10 03:58t/p290.101.075951.083751.0759552.282393.16
1182024.06.10 03:58t/p300.101.075951.083751.0759552.282445.45
1192024.06.12 16:00sell310.101.084240.000000.00000
1202024.06.12 16:00modify310.101.084241.088241.07124
1212024.06.13 11:10sell320.101.079030.000000.00000
1222024.06.13 11:10modify320.101.079031.083591.07124
1232024.06.13 11:10modify310.101.084241.083591.07124
1242024.06.13 14:48sell330.101.076420.000000.00000
1252024.06.13 14:48modify330.101.076421.080341.07124
1262024.06.13 14:48sell340.101.076420.000000.00000
1272024.06.13 14:48modify340.101.076421.079041.07124
1282024.06.13 14:48modify320.101.079031.079041.07124
1292024.06.13 14:48modify310.101.084241.079041.07124
1302024.06.13 14:48modify330.101.076421.079041.07124
1312024.06.14 07:18t/p310.101.071241.079041.07124131.132576.58
1322024.06.14 07:18t/p320.101.071241.079041.0712478.182654.76
1332024.06.14 07:18t/p330.101.071241.079041.0712452.082706.85
1342024.06.14 07:18t/p340.101.071241.079041.0712452.082758.93
1352024.08.13 16:00sell350.101.095360.000000.00000
1362024.08.13 16:00modify350.101.095361.099361.08236
1372024.08.13 18:27s/l350.101.099361.099361.08236-40.002718.93
1382024.08.16 20:00sell360.101.102450.000000.00000
1392024.08.16 20:00modify360.101.102451.106451.08945
1402024.08.19 14:31s/l360.101.106451.106451.08945-39.722679.21
1412024.08.21 16:00sell370.101.114210.000000.00000
1422024.08.21 16:00modify370.101.114211.118211.10121
1432024.08.23 14:34s/l370.101.118211.118211.10121-38.872640.34
1442024.08.23 16:00sell380.101.117530.000000.00000
1452024.08.23 16:00modify380.101.117531.121531.10453
1462024.08.28 10:47sell390.101.112330.000000.00000
1472024.08.28 10:47modify390.101.112331.116881.10453
1482024.08.28 10:47modify380.101.117531.116881.10453
1492024.08.29 08:04sell400.101.109700.000000.00000
1502024.08.29 08:04modify400.101.109701.113631.10453
1512024.08.29 08:04sell410.101.109700.000000.00000
1522024.08.29 08:04modify410.101.109701.112331.10453
1532024.08.29 08:04modify390.101.112331.112331.10453
1542024.08.29 08:04modify380.101.117531.112331.10453
1552024.08.29 08:04modify400.101.109701.112331.10453
1562024.09.02 00:07t/p380.101.104531.112331.10453132.262772.61
1572024.09.02 00:07t/p390.101.104531.112331.1045379.422852.02
1582024.09.02 00:07t/p400.101.104531.112331.1045352.272904.29
1592024.09.02 00:07t/p410.101.104531.112331.1045352.272956.55
1602024.09.04 16:00sell420.101.108090.000000.00000
1612024.09.04 16:00modify420.101.108091.112091.09509
1622024.09.05 12:20s/l420.101.112091.112091.09509-39.152917.40
1632024.09.10 16:00buy430.101.102810.000000.00000
1642024.09.10 16:00modify430.101.102811.098811.11581
1652024.09.12 23:49buy440.101.108020.000000.00000
1662024.09.12 23:49modify440.101.108021.103461.11581
1672024.09.12 23:49modify430.101.102811.103461.11581
1682024.09.16 03:52buy450.101.110630.000000.00000
1692024.09.16 03:52modify450.101.110631.106711.11581
1702024.09.16 03:52buy460.101.110630.000000.00000
1712024.09.16 03:52modify460.101.110631.108011.11581
1722024.09.16 03:52modify440.101.108021.108011.11581
1732024.09.16 03:52modify430.101.102811.108011.11581
1742024.09.16 03:52modify450.101.110631.108011.11581
1752024.09.18 18:00t/p430.101.115811.108011.11581125.163042.56
1762024.09.18 18:00t/p440.101.115811.108011.1158175.483118.04
1772024.09.18 18:00t/p450.101.115811.108011.1158150.593168.63
1782024.09.18 18:00t/p460.101.115811.108011.1158150.593219.22
1792024.10.04 16:00buy470.101.096360.000000.00000
1802024.10.04 16:00modify470.101.096361.092361.10936
1812024.10.10 12:30s/l470.101.092361.092361.10936-43.633175.59
1822024.10.15 20:00buy480.101.088980.000000.00000
1832024.10.15 20:00modify480.101.088981.084981.10198
1842024.10.17 06:57s/l480.101.084981.084981.10198-42.423133.17
1852024.10.21 16:00buy490.101.082290.000000.00000
1862024.10.21 16:00modify490.101.082291.078291.09529
1872024.10.23 07:20s/l490.101.078291.078291.09529-41.213091.96
1882024.11.05 20:00sell500.101.093110.000000.00000
1892024.11.05 20:00modify500.101.093111.097111.08011
1902024.11.06 00:29sell510.101.087890.000000.00000
1912024.11.06 00:29modify510.101.087891.092461.08011
1922024.11.06 00:29modify500.101.093111.092461.08011
1932024.11.06 00:41sell520.101.085300.000000.00000
1942024.11.06 00:41modify520.101.085301.089211.08011
1952024.11.06 00:41sell530.101.085300.000000.00000
1962024.11.06 00:41modify530.101.085301.087911.08011
1972024.11.06 00:41modify510.101.087891.087911.08011
1982024.11.06 00:41modify500.101.093111.087911.08011
1992024.11.06 00:41modify520.101.085301.087911.08011
2002024.11.06 02:28t/p500.101.080111.087911.08011130.283222.25
2012024.11.06 02:28t/p510.101.080111.087911.0801177.803300.05
2022024.11.06 02:28t/p520.101.080111.087911.0801151.903351.95
2032024.11.06 02:28t/p530.101.080111.087911.0801151.903403.85
2042024.12.18 16:00buy540.101.047680.000000.00000
2052024.12.18 16:00modify540.101.047681.043681.06068
2062024.12.18 19:02s/l540.101.043681.043681.06068-40.003363.85
2072024.12.26 20:00sell550.101.041750.000000.00000
2082024.12.26 20:00modify550.101.041751.045751.02875
2092024.12.30 12:06s/l550.101.045751.045751.02875-39.433324.41
2102024.12.31 16:00buy560.101.035780.000000.00000
2112024.12.31 16:00modify560.101.035781.031781.04878
2122024.12.31 21:59close at stop560.101.035261.031781.04878-5.203319.21