Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2608Ticks modelled78198Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2368.35Gross profit4515.89Gross loss-2147.53
Profit factor2.10Expected payoff19.90
Absolute drawdown87.78Maximal drawdown473.26 (27.78%)Relative drawdown27.78% (473.26)
Total trades119Short positions (won %)73 (56.16%)Long positions (won %)46 (50.00%)
Profit trades (% of total)64 (53.78%)Loss trades (% of total)55 (46.22%)
Largestprofit trade154.77loss trade-57.38
Averageprofit trade70.56loss trade-39.05
Maximumconsecutive wins (profit in money)10 (787.42)consecutive losses (loss in money)6 (-215.52)
Maximalconsecutive profit (count of wins)787.42 (10)consecutive loss (count of losses)-217.49 (5)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.04 08:00sell10.101.085370.000000.00000
22024.03.04 08:00modify10.101.085371.089371.07037
32024.03.06 15:20s/l10.101.089371.089371.07037-39.44960.56
42024.03.06 16:00sell20.101.090530.000000.00000
52024.03.06 16:00modify20.101.090531.094531.07553
62024.03.07 18:30s/l20.101.094531.094531.07553-39.16921.40
72024.03.08 16:00sell30.101.096090.000000.00000
82024.03.08 16:00modify30.101.096091.100091.08109
92024.03.14 15:40sell40.101.088290.000000.00000
102024.03.14 15:40modify40.101.088291.093841.08109
112024.03.14 15:40modify30.101.096091.093841.08109
122024.03.18 16:33sell50.101.086940.000000.00000
132024.03.18 16:33modify50.101.086941.092341.08109
142024.03.18 16:33modify40.101.088291.092341.08109
152024.03.18 16:33modify30.101.096091.092341.08109
162024.03.19 09:30sell60.101.084030.000000.00000
172024.03.19 09:30modify60.101.084031.088591.08109
182024.03.19 09:30modify50.101.086941.088591.08109
192024.03.19 09:30modify40.101.088291.088591.08109
202024.03.19 09:30modify30.101.096091.088591.08109
212024.03.20 18:20s/l30.101.088591.088591.0810977.81999.21
222024.03.20 18:20s/l40.101.088591.088591.08109-1.88997.33
232024.03.20 18:20s/l50.101.088591.088591.08109-15.94981.39
242024.03.20 18:20s/l60.101.088591.088591.08109-45.32936.07
252024.03.20 20:00sell70.101.092090.000000.00000
262024.03.20 20:00modify70.101.092091.096091.07709
272024.03.22 02:30sell80.101.084370.000000.00000
282024.03.22 02:30modify80.101.084371.089841.07709
292024.03.22 02:30modify70.101.092091.089841.07709
302024.03.22 07:00sell90.101.083020.000000.00000
312024.03.22 07:00modify90.101.083021.088341.07709
322024.03.22 07:00modify80.101.084371.088341.07709
332024.03.22 07:00modify70.101.092091.088341.07709
342024.03.28 07:40sell100.101.080030.000000.00000
352024.03.28 07:40modify100.101.080031.084591.07709
362024.03.28 07:40modify90.101.083021.084591.07709
372024.03.28 07:40modify80.101.084371.084591.07709
382024.03.28 07:40modify70.101.092091.084591.07709
392024.03.29 07:40t/p70.101.077091.084591.07709153.091089.16
402024.03.29 07:40t/p80.101.077091.084591.0770974.761163.92
412024.03.29 07:40t/p90.101.077091.084591.0770961.261225.19
422024.03.29 07:40t/p100.101.077091.084591.0770929.681254.87
432024.04.01 16:00buy110.101.073570.000000.00000
442024.04.01 16:00modify110.101.073571.069571.08857
452024.04.03 14:33buy120.101.082700.000000.00000
462024.04.03 14:33modify120.101.082701.077321.08857
472024.04.03 14:33modify110.101.073571.077321.08857
482024.04.04 07:30buy130.101.085610.000000.00000
492024.04.04 07:30modify130.101.085611.081071.08857
502024.04.04 07:30modify120.101.082701.081071.08857
512024.04.04 07:30modify110.101.073571.081071.08857
522024.04.05 12:40s/l110.101.081071.081071.0885770.441325.31
532024.04.05 12:40s/l120.101.081071.081071.08857-19.341305.98
542024.04.05 12:40s/l130.101.081071.081071.08857-46.161259.82
552024.04.08 20:00sell140.101.085670.000000.00000
562024.04.08 20:00modify140.101.085671.089671.07067
572024.04.10 12:55sell150.101.078070.000000.00000
582024.04.10 12:55modify150.101.078071.083421.07067
592024.04.10 12:55modify140.101.085671.083421.07067
602024.04.10 15:50sell160.101.073530.000000.00000
612024.04.10 15:50modify160.101.073531.078171.07067
622024.04.10 15:50modify150.101.078071.078171.07067
632024.04.10 15:50modify140.101.085671.078171.07067
642024.04.11 14:33t/p140.101.070671.078171.07067151.401411.22
652024.04.11 14:33t/p150.101.070671.078171.0706774.841486.06
662024.04.11 14:33t/p160.101.070671.078171.0706729.441515.50
672024.04.15 20:00buy170.101.062930.000000.00000
682024.04.15 20:00modify170.101.062931.058931.07793
692024.04.23 14:00buy180.101.070440.000000.00000
702024.04.23 14:00modify180.101.070441.065181.07793
712024.04.23 14:00modify170.101.062931.065181.07793
722024.04.25 06:20buy190.101.072190.000000.00000
732024.04.25 06:20modify190.101.072191.066681.07793
742024.04.25 06:20modify180.101.070441.066681.07793
752024.04.25 06:20modify170.101.062931.066681.07793
762024.04.30 20:40s/l170.101.066681.066681.0779326.111541.61
772024.04.30 20:40s/l180.101.066681.066681.07793-42.921498.70
782024.04.30 20:40s/l190.101.066681.066681.07793-57.381441.32
792024.05.02 20:00sell200.101.072710.000000.00000
802024.05.02 20:00modify200.101.072711.076711.05771
812024.05.03 12:20s/l200.101.076711.076711.05771-39.721401.60
822024.05.06 12:00sell210.101.077240.000000.00000
832024.05.06 12:00modify210.101.077241.081241.06224
842024.05.14 12:40s/l210.101.081241.081241.06224-37.761363.85
852024.05.14 16:00sell220.101.081790.000000.00000
862024.05.14 16:00modify220.101.081791.085791.06679
872024.05.15 12:30s/l220.101.085791.085791.06679-39.721324.13
882024.05.16 16:00sell230.101.087510.000000.00000
892024.05.16 16:00modify230.101.087511.091511.07251
902024.05.29 19:40sell240.101.079990.000000.00000
912024.05.29 19:40modify240.101.079991.085261.07251
922024.05.29 19:40modify230.101.087511.085261.07251
932024.05.31 10:30s/l230.101.085261.085261.0725126.711350.84
942024.05.31 10:30s/l240.101.085261.085261.07251-51.581299.26
952024.05.31 12:00sell250.101.085260.000000.00000
962024.05.31 12:00modify250.101.085261.089261.07026
972024.06.03 15:40s/l250.101.089261.089261.07026-39.721259.54
982024.06.03 16:00sell260.101.088950.000000.00000
992024.06.03 16:00modify260.101.088951.092951.07395
1002024.06.07 15:00sell270.101.081250.000000.00000
1012024.06.07 15:00modify270.101.081251.086701.07395
1022024.06.07 15:00modify260.101.088951.086701.07395
1032024.06.07 20:15sell280.101.079930.000000.00000
1042024.06.07 20:15modify280.101.079931.085201.07395
1052024.06.07 20:15modify270.101.081251.085201.07395
1062024.06.07 20:15modify260.101.088951.085201.07395
1072024.06.10 02:40sell290.101.076670.000000.00000
1082024.06.10 02:40modify290.101.076671.081451.07395
1092024.06.10 02:40modify280.101.079931.081451.07395
1102024.06.10 02:40modify270.101.081251.081451.07395
1112024.06.10 02:40modify260.101.088951.081451.07395
1122024.06.10 10:40t/p260.101.073951.081451.07395151.961411.50
1132024.06.10 10:40t/p270.101.073951.081451.0739573.281484.78
1142024.06.10 10:40t/p280.101.073951.081451.0739560.081544.86
1152024.06.10 10:40t/p290.101.073951.081451.0739527.201572.06
1162024.06.11 12:00buy300.101.073200.000000.00000
1172024.06.11 12:00modify300.101.073201.069201.08820
1182024.06.12 14:40buy310.101.085250.000000.00000
1192024.06.12 14:40modify310.101.085251.080701.08820
1202024.06.12 14:40modify300.101.073201.080701.08820
1212024.06.12 18:55buy320.101.082300.000000.00000
1222024.06.12 18:55modify320.101.082301.076951.08820
1232024.06.12 18:55modify320.101.082301.080701.08820
1242024.06.12 19:40s/l300.101.080701.080701.0882074.241646.30
1252024.06.12 19:40s/l310.101.080701.080701.08820-45.501600.80
1262024.06.12 19:40s/l320.101.080701.080701.08820-16.001584.80
1272024.06.13 16:00buy330.101.075830.000000.00000
1282024.06.13 16:00modify330.101.075831.071831.09083
1292024.06.14 06:40s/l330.101.071831.071831.09083-40.761544.05
1302024.06.17 20:00sell340.101.073220.000000.00000
1312024.06.17 20:00modify340.101.073221.077221.05822
1322024.07.01 06:30s/l340.101.077221.077221.05822-36.071507.97
1332024.07.03 16:00sell350.101.079870.000000.00000
1342024.07.03 16:00modify350.101.079871.083871.06487
1352024.07.05 12:40s/l350.101.083871.083871.06487-38.881469.10
1362024.07.05 16:00sell360.101.082780.000000.00000
1372024.07.05 16:00modify360.101.082781.086781.06778
1382024.07.11 12:20s/l360.101.086781.086781.06778-38.321430.78
1392024.07.17 12:00sell370.101.093450.000000.00000
1402024.07.17 12:00modify370.101.093451.097451.07845
1412024.07.23 11:59sell380.101.085700.000000.00000
1422024.07.23 11:59modify380.101.085701.091201.07845
1432024.07.23 11:59modify370.101.093451.091201.07845
1442024.07.23 14:40sell390.101.084380.000000.00000
1452024.07.23 14:40modify390.101.084381.089701.07845
1462024.07.23 14:40modify380.101.085701.089701.07845
1472024.07.23 14:40modify370.101.093451.089701.07845
1482024.07.29 13:30sell400.101.081330.000000.00000
1492024.07.29 13:30modify400.101.081331.085951.07845
1502024.07.29 13:30modify390.101.084381.085951.07845
1512024.07.29 13:30modify380.101.085701.085951.07845
1522024.07.29 13:30modify370.101.093451.085951.07845
1532024.08.01 08:40t/p370.101.078451.085951.07845154.771585.55
1542024.08.01 08:40t/p380.101.078451.085951.0784575.591661.14
1552024.08.01 08:40t/p390.101.078451.085951.0784562.391723.52
1562024.08.01 08:40t/p400.101.078451.085951.0784530.201753.73
1572024.08.01 12:00buy410.101.079490.000000.00000
1582024.08.01 12:00modify410.101.079491.075491.09449
1592024.08.02 14:20buy420.101.091510.000000.00000
1602024.08.02 14:20modify420.101.091511.086991.09449
1612024.08.02 14:20modify410.101.079491.086991.09449
1622024.08.05 07:30t/p410.101.094491.086991.09449148.481902.21
1632024.08.05 07:30t/p420.101.094491.086991.0944929.041931.25
1642024.08.13 16:00sell430.101.095360.000000.00000
1652024.08.13 16:00modify430.101.095361.099361.08036
1662024.08.13 18:30s/l430.101.099361.099361.08036-40.001891.25
1672024.08.15 20:00buy440.101.097700.000000.00000
1682024.08.15 20:00modify440.101.097701.093701.11270
1692024.08.19 05:40buy450.101.105200.000000.00000
1702024.08.19 05:40modify450.101.105201.099951.11270
1712024.08.19 05:40modify440.101.097701.099951.11270
1722024.08.19 14:30buy460.101.106820.000000.00000
1732024.08.19 14:30modify460.101.106821.101451.11270
1742024.08.19 14:30modify450.101.105201.101451.11270
1752024.08.19 14:30modify440.101.097701.101451.11270
1762024.08.20 13:10buy470.101.109790.000000.00000
1772024.08.20 13:10modify470.101.109791.105201.11270
1782024.08.20 13:10modify460.101.106821.105201.11270
1792024.08.20 13:10modify450.101.105201.105201.11270
1802024.08.20 13:10modify440.101.097701.105201.11270
1812024.08.20 19:40t/p440.101.112701.105201.11270147.722038.97
1822024.08.20 19:40t/p450.101.112701.105201.1127074.242113.21
1832024.08.20 19:40t/p460.101.112701.105201.1127058.042171.25
1842024.08.20 19:40t/p470.101.112701.105201.1127029.102200.35
1852024.08.21 16:00sell480.101.114210.000000.00000
1862024.08.21 16:00modify480.101.114211.118211.09921
1872024.08.23 14:40s/l480.101.118211.118211.09921-38.882161.47
1882024.08.23 16:00sell490.101.117530.000000.00000
1892024.08.23 16:00modify490.101.117531.121531.10253
1902024.08.29 08:53sell500.101.108480.000000.00000
1912024.08.29 08:53modify500.101.108481.113781.10253
1922024.08.29 08:53modify490.101.117531.113781.10253
1932024.08.30 13:15sell510.101.105380.000000.00000
1942024.08.30 13:15modify510.101.105381.110031.10253
1952024.08.30 13:15modify500.101.108481.110031.10253
1962024.08.30 13:15modify490.101.117531.110031.10253
1972024.09.05 08:40s/l490.101.110031.110031.1025378.652240.12
1982024.09.05 08:40s/l500.101.110031.110031.10253-13.542226.59
1992024.09.05 08:40s/l510.101.110031.110031.10253-44.822181.77
2002024.09.09 08:00buy520.101.106210.000000.00000
2012024.09.09 08:00modify520.101.106211.102211.12121
2022024.09.10 13:40s/l520.101.102211.102211.12121-40.762141.01
2032024.09.11 16:00buy530.101.101490.000000.00000
2042024.09.11 16:00modify530.101.101491.097491.11649
2052024.09.13 00:40buy540.101.109030.000000.00000
2062024.09.13 00:40modify540.101.109031.103741.11649
2072024.09.13 00:40modify530.101.101491.103741.11649
2082024.09.16 03:40buy550.101.110790.000000.00000
2092024.09.16 03:40modify550.101.110791.105241.11649
2102024.09.16 03:40modify540.101.109031.105241.11649
2112024.09.16 03:40modify530.101.101491.105241.11649
2122024.09.16 12:40buy560.101.113570.000000.00000
2132024.09.16 12:40modify560.101.113571.108991.11649
2142024.09.16 12:40modify550.101.110791.108991.11649
2152024.09.16 12:40modify540.101.109031.108991.11649
2162024.09.16 12:40modify530.101.101491.108991.11649
2172024.09.18 18:30t/p530.101.116491.108991.11649144.682285.70
2182024.09.18 18:30t/p540.101.116491.108991.1164972.322358.02
2192024.09.18 18:30t/p550.101.116491.108991.1164955.482413.50
2202024.09.18 18:30t/p560.101.116491.108991.1164927.682441.18
2212024.09.19 12:00sell570.101.115810.000000.00000
2222024.09.19 12:00modify570.101.115811.119811.10081
2232024.09.23 08:40sell580.101.108310.000000.00000
2242024.09.23 08:40modify580.101.108311.113561.10081
2252024.09.23 08:40modify570.101.115811.113561.10081
2262024.09.23 13:30s/l570.101.113561.113561.1008123.062464.24
2272024.09.23 13:30s/l580.101.113561.113561.10081-52.502411.74
2282024.09.23 20:00buy590.101.111760.000000.00000
2292024.09.23 20:00modify590.101.111761.107761.12676
2302024.09.24 23:40buy600.101.119400.000000.00000
2312024.09.24 23:40modify600.101.119401.114011.12676
2322024.09.24 23:40modify590.101.111761.114011.12676
2332024.09.25 16:30s/l590.101.114011.114011.1267620.982432.72
2342024.09.25 16:30s/l600.101.114011.114011.12676-54.662378.06
2352024.09.25 20:00buy610.101.112900.000000.00000
2362024.09.25 20:00modify610.101.112901.108901.12790
2372024.09.27 12:40buy620.101.120460.000000.00000
2382024.09.27 12:40modify620.101.120461.115151.12790
2392024.09.27 12:40modify610.101.112901.115151.12790
2402024.09.27 16:30s/l610.101.115151.115151.1279019.462397.53
2412024.09.27 16:30s/l620.101.115151.115151.12790-53.102344.43
2422024.09.30 12:00sell630.101.119760.000000.00000
2432024.09.30 12:00modify630.101.119761.123761.10476
2442024.09.30 19:15sell640.101.112150.000000.00000
2452024.09.30 19:15modify640.101.112151.117511.10476
2462024.09.30 19:15modify630.101.119761.117511.10476
2472024.10.01 08:30sell650.101.110610.000000.00000
2482024.10.01 08:30modify650.101.110611.116011.10476
2492024.10.01 08:30modify640.101.112151.116011.10476
2502024.10.01 08:30modify630.101.119761.116011.10476
2512024.10.01 12:30sell660.101.107690.000000.00000
2522024.10.01 12:30modify660.101.107691.112261.10476
2532024.10.01 12:30modify650.101.110611.112261.10476
2542024.10.01 12:30modify640.101.112151.112261.10476
2552024.10.01 12:30modify630.101.119761.112261.10476
2562024.10.02 14:30t/p630.101.104761.112261.10476150.562494.99
2572024.10.02 14:30t/p640.101.104761.112261.1047674.462569.45
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