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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1908Ticks modelled20795785Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2248.73Gross profit4563.24Gross loss-2314.51
Profit factor1.97Expected payoff17.17
Absolute drawdown83.66Maximal drawdown359.20 (20.19%)Relative drawdown20.19% (359.20)
Total trades131Short positions (won %)73 (58.90%)Long positions (won %)58 (41.38%)
Profit trades (% of total)67 (51.15%)Loss trades (% of total)64 (48.85%)
Largestprofit trade154.77loss trade-53.26
Averageprofit trade68.11loss trade-36.16
Maximumconsecutive wins (profit in money)8 (638.35)consecutive losses (loss in money)7 (-214.92)
Maximalconsecutive profit (count of wins)638.35 (8)consecutive loss (count of losses)-214.92 (7)
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 15:17s/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 18:34s/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 15:18sell40.101.088590.000000.00000
102024.03.14 15:18modify40.101.088591.093841.08109
112024.03.14 15:18modify30.101.096091.093841.08109
122024.03.18 16:25sell50.101.087090.000000.00000
132024.03.18 16:25modify50.101.087091.092341.08109
142024.03.18 16:25modify40.101.088591.092341.08109
152024.03.18 16:25modify30.101.096091.092341.08109
162024.03.19 09:46sell60.101.084090.000000.00000
172024.03.19 09:46modify60.101.084091.088591.08109
182024.03.19 09:46modify50.101.087091.088591.08109
192024.03.19 09:46modify40.101.088591.088591.08109
202024.03.19 09:46modify30.101.096091.088591.08109
212024.03.20 18:00s/l30.101.088591.088591.0810977.81999.21
222024.03.20 18:00s/l40.101.088591.088591.081091.121000.33
232024.03.20 18:00s/l50.101.088591.088591.08109-14.44985.89
242024.03.20 18:00s/l60.101.088591.088591.08109-44.72941.17
252024.03.20 20:00sell70.101.092090.000000.00000
262024.03.20 20:00modify70.101.092091.096091.07709
272024.03.22 02:36sell80.101.084590.000000.00000
282024.03.22 02:36modify80.101.084591.089841.07709
292024.03.22 02:36modify70.101.092091.089841.07709
302024.03.22 06:40sell90.101.083080.000000.00000
312024.03.22 06:40modify90.101.083081.088341.07709
322024.03.22 06:40modify80.101.084591.088341.07709
332024.03.22 06:40modify70.101.092091.088341.07709
342024.03.28 07:59sell100.101.080080.000000.00000
352024.03.28 07:59modify100.101.080081.084591.07709
362024.03.28 07:59modify90.101.083081.084591.07709
372024.03.28 07:59modify80.101.084591.084591.07709
382024.03.28 07:59modify70.101.092091.084591.07709
392024.03.29 07:59t/p70.101.077091.084591.07709153.091094.26
402024.03.29 07:59t/p80.101.077091.084591.0770976.961171.22
412024.03.29 07:59t/p90.101.077091.084591.0770961.861233.09
422024.03.29 07:59t/p100.101.077091.084591.0770930.181263.27
432024.04.01 16:00buy110.101.073570.000000.00000
442024.04.01 16:00modify110.101.073571.069571.08857
452024.04.03 14:00buy120.101.081120.000000.00000
462024.04.03 14:00modify120.101.081121.075821.08857
472024.04.03 14:00modify110.101.073571.075821.08857
482024.04.03 14:55buy130.101.082570.000000.00000
492024.04.03 14:55modify130.101.082571.077321.08857
502024.04.03 14:55modify120.101.081121.077321.08857
512024.04.03 14:55modify110.101.073571.077321.08857
522024.04.04 07:21buy140.101.085570.000000.00000
532024.04.04 07:21modify140.101.085571.081071.08857
542024.04.04 07:21modify130.101.082571.081071.08857
552024.04.04 07:21modify120.101.081121.081071.08857
562024.04.04 07:21modify110.101.073571.081071.08857
572024.04.05 12:30s/l110.101.081071.081071.0885770.441333.71
582024.04.05 12:30s/l120.101.081071.081071.08857-3.541330.18
592024.04.05 12:30s/l130.101.081071.081071.08857-18.041312.14
602024.04.05 12:30s/l140.101.081071.081071.08857-45.761266.38
612024.04.08 20:00sell150.101.085670.000000.00000
622024.04.08 20:00modify150.101.085671.089671.07067
632024.04.10 12:38sell160.101.078160.000000.00000
642024.04.10 12:38modify160.101.078161.083421.07067
652024.04.10 12:38modify150.101.085671.083421.07067
662024.04.10 13:11sell170.101.076670.000000.00000
672024.04.10 13:11modify170.101.076671.081921.07067
682024.04.10 13:11modify160.101.078161.081921.07067
692024.04.10 13:11modify150.101.085671.081921.07067
702024.04.10 15:43sell180.101.073670.000000.00000
712024.04.10 15:43modify180.101.073671.078171.07067
722024.04.10 15:43modify170.101.076671.078171.07067
732024.04.10 15:43modify160.101.078161.078171.07067
742024.04.10 15:43modify150.101.085671.078171.07067
752024.04.11 14:42t/p150.101.070671.078171.07067151.401417.78
762024.04.11 14:42t/p160.101.070671.078171.0706775.741493.52
772024.04.11 14:42t/p170.101.070671.078171.0706760.841554.37
782024.04.11 14:42t/p180.101.070671.078171.0706730.841585.21
792024.04.15 20:00buy190.101.062930.000000.00000
802024.04.15 20:00modify190.101.062931.058931.07793
812024.04.23 13:46buy200.101.070430.000000.00000
822024.04.23 13:46modify200.101.070431.065181.07793
832024.04.23 13:46modify190.101.062931.065181.07793
842024.04.25 06:13buy210.101.071930.000000.00000
852024.04.25 06:13modify210.101.071931.066681.07793
862024.04.25 06:13modify200.101.070431.066681.07793
872024.04.25 06:13modify190.101.062931.066681.07793
882024.04.26 08:29buy220.101.074930.000000.00000
892024.04.26 08:29modify220.101.074931.070431.07793
902024.04.26 08:29modify210.101.071931.070431.07793
912024.04.26 08:29modify200.101.070431.070431.07793
922024.04.26 08:29modify190.101.062931.070431.07793
932024.04.26 14:00s/l190.101.070431.070431.0779365.131650.34
942024.04.26 14:00s/l200.101.070431.070431.07793-3.801646.54
952024.04.26 14:00s/l210.101.070431.070431.07793-15.761630.78
962024.04.26 14:00s/l220.101.070431.070431.07793-45.001585.78
972024.04.26 16:00buy230.101.068840.000000.00000
982024.04.26 16:00modify230.101.068841.064841.08384
992024.05.03 12:30buy240.101.078100.000000.00000
1002024.05.03 12:30modify240.101.078101.072591.08384
1012024.05.03 12:30modify230.101.068841.072591.08384
1022024.05.03 12:31buy250.101.081000.000000.00000
1032024.05.03 12:31modify250.101.081001.076341.08384
1042024.05.03 12:31modify240.101.078101.076341.08384
1052024.05.03 12:31modify230.101.068841.076341.08384
1062024.05.03 14:11s/l230.101.076341.076341.0838469.681655.47
1072024.05.03 14:11s/l240.101.076341.076341.08384-17.601637.87
1082024.05.03 14:11s/l250.101.076341.076341.08384-46.601591.27
1092024.05.06 12:00sell260.101.077240.000000.00000
1102024.05.06 12:00modify260.101.077241.081241.06224
1112024.05.14 12:56s/l260.101.081241.081241.06224-37.761553.51
1122024.05.14 16:00sell270.101.081790.000000.00000
1132024.05.14 16:00modify270.101.081791.085791.06679
1142024.05.15 12:30s/l270.101.085791.085791.06679-39.721513.79
1152024.05.16 16:00sell280.101.087510.000000.00000
1162024.05.16 16:00modify280.101.087511.091511.07251
1172024.05.29 19:47sell290.101.080010.000000.00000
1182024.05.29 19:47modify290.101.080011.085261.07251
1192024.05.29 19:47modify280.101.087511.085261.07251
1202024.05.31 10:41s/l280.101.085261.085261.0725126.711540.50
1212024.05.31 10:41s/l290.101.085261.085261.07251-51.381489.12
1222024.05.31 12:00sell300.101.085260.000000.00000
1232024.05.31 12:00modify300.101.085261.089261.07026
1242024.06.03 15:36s/l300.101.089261.089261.07026-39.721449.40
1252024.06.03 16:00sell310.101.088950.000000.00000
1262024.06.03 16:00modify310.101.088951.092951.07395
1272024.06.07 14:13sell320.101.081450.000000.00000
1282024.06.07 14:13modify320.101.081451.086701.07395
1292024.06.07 14:13modify310.101.088951.086701.07395
1302024.06.07 20:59sell330.101.079930.000000.00000
1312024.06.07 20:59modify330.101.079931.085201.07395
1322024.06.07 20:59modify320.101.081451.085201.07395
1332024.06.07 20:59modify310.101.088951.085201.07395
1342024.06.09 21:02sell340.101.076890.000000.00000
1352024.06.09 21:02modify340.101.076891.081451.07395
1362024.06.09 21:02modify330.101.079931.081451.07395
1372024.06.09 21:02modify320.101.081451.081451.07395
1382024.06.09 21:02modify310.101.088951.081451.07395
1392024.06.10 10:26t/p310.101.073951.081451.07395151.961601.37
1402024.06.10 10:26t/p320.101.073951.081451.0739575.281676.65
1412024.06.10 10:26t/p330.101.073951.081451.0739560.081736.73
1422024.06.10 10:26t/p340.101.073951.081451.0739529.681766.41
1432024.06.11 12:00buy350.101.073200.000000.00000
1442024.06.11 12:00modify350.101.073201.069201.08820
1452024.06.12 12:30buy360.101.080790.000000.00000
1462024.06.12 12:30modify360.101.080791.075451.08820
1472024.06.12 12:30modify350.101.073201.075451.08820
1482024.06.12 12:32buy370.101.082200.000000.00000
1492024.06.12 12:32modify370.101.082201.076951.08820
1502024.06.12 12:32modify360.101.080791.076951.08820
1512024.06.12 12:32modify350.101.073201.076951.08820
1522024.06.12 14:55buy380.101.085200.000000.00000
1532024.06.12 14:55modify380.101.085201.080701.08820
1542024.06.12 14:55modify370.101.082201.080701.08820
1552024.06.12 14:55modify360.101.080791.080701.08820
1562024.06.12 14:55modify350.101.073201.080701.08820
1572024.06.12 19:25s/l350.101.080701.080701.0882074.241840.65
1582024.06.12 19:25s/l360.101.080701.080701.08820-0.901839.75
1592024.06.12 19:25s/l370.101.080701.080701.08820-15.001824.75
1602024.06.12 19:25s/l380.101.080701.080701.08820-45.001779.75
1612024.06.13 16:00buy390.101.075830.000000.00000
1622024.06.13 16:00modify390.101.075831.071831.09083
1632024.06.14 06:37s/l390.101.071831.071831.09083-40.761738.99
1642024.06.17 20:00sell400.101.073220.000000.00000
1652024.06.17 20:00modify400.101.073221.077221.05822
1662024.07.01 06:12s/l400.101.077221.077221.05822-36.071702.92
1672024.07.03 16:00sell410.101.079870.000000.00000
1682024.07.03 16:00modify410.101.079871.083871.06487
1692024.07.05 12:30s/l410.101.083871.083871.06487-38.881664.04
1702024.07.05 16:00sell420.101.082780.000000.00000
1712024.07.05 16:00modify420.101.082781.086781.06778
1722024.07.11 12:30s/l420.101.086781.086781.06778-38.321625.73
1732024.07.17 12:00sell430.101.093450.000000.00000
1742024.07.17 12:00modify430.101.093451.097451.07845
1752024.07.23 10:15sell440.101.085950.000000.00000
1762024.07.23 10:15modify440.101.085951.091201.07845
1772024.07.23 10:15modify430.101.093451.091201.07845
1782024.07.23 14:41sell450.101.084450.000000.00000
1792024.07.23 14:41modify450.101.084451.089701.07845
1802024.07.23 14:41modify440.101.085951.089701.07845
1812024.07.23 14:41modify430.101.093451.089701.07845
1822024.07.29 13:06sell460.101.081450.000000.00000
1832024.07.29 13:06modify460.101.081451.085951.07845
1842024.07.29 13:06modify450.101.084451.085951.07845
1852024.07.29 13:06modify440.101.085951.085951.07845
1862024.07.29 13:06modify430.101.093451.085951.07845
1872024.08.01 08:18t/p430.101.078451.085951.07845154.771780.50
1882024.08.01 08:18t/p440.101.078451.085951.0784578.091858.58
1892024.08.01 08:18t/p450.101.078451.085951.0784563.091921.67
1902024.08.01 08:18t/p460.101.078451.085951.0784531.401953.07
1912024.08.01 12:00buy470.101.079490.000000.00000
1922024.08.01 12:00modify470.101.079491.075491.09449
1932024.08.02 12:30buy480.101.087010.000000.00000
1942024.08.02 12:30modify480.101.087011.081741.09449
1952024.08.02 12:30modify470.101.079491.081741.09449
1962024.08.02 12:50buy490.101.088490.000000.00000
1972024.08.02 12:50modify490.101.088491.083241.09449
1982024.08.02 12:50modify480.101.087011.083241.09449
1992024.08.02 12:50modify470.101.079491.083241.09449
2002024.08.02 14:15buy500.101.091490.000000.00000
2012024.08.02 14:15modify500.101.091491.086991.09449
2022024.08.02 14:15modify490.101.088491.086991.09449
2032024.08.02 14:15modify480.101.087011.086991.09449
2042024.08.02 14:15modify470.101.079491.086991.09449
2052024.08.05 07:24t/p470.101.094491.086991.09449148.482101.55
2062024.08.05 07:24t/p480.101.094491.086991.0944974.042175.59
2072024.08.05 07:24t/p490.101.094491.086991.0944959.242234.83
2082024.08.05 07:24t/p500.101.094491.086991.0944929.242264.08
2092024.08.13 16:00sell510.101.095360.000000.00000
2102024.08.13 16:00modify510.101.095361.099361.08036
2112024.08.13 18:27s/l510.101.099361.099361.08036-40.002224.08
2122024.08.15 20:00buy520.101.097700.000000.00000
2132024.08.15 20:00modify520.101.097701.093701.11270
2142024.08.19 05:50buy530.101.105200.000000.00000
2152024.08.19 05:50modify530.101.105201.099951.11270
2162024.08.19 05:50modify520.101.097701.099951.11270
2172024.08.19 14:31buy540.101.106710.000000.00000
2182024.08.19 14:31modify540.101.106711.101451.11270
2192024.08.19 14:31modify530.101.105201.101451.11270
2202024.08.19 14:31modify520.101.097701.101451.11270
2212024.08.20 12:50buy550.101.109700.000000.00000
2222024.08.20 12:50modify550.101.109701.105201.11270
2232024.08.20 12:50modify540.101.106711.105201.11270
2242024.08.20 12:50modify530.101.105201.105201.11270
2252024.08.20 12:50modify520.101.097701.105201.11270
2262024.08.20 19:27t/p520.101.112701.105201.11270147.722371.80
2272024.08.20 19:27t/p530.101.112701.105201.1127074.242446.04
2282024.08.20 19:27t/p540.101.112701.105201.1127059.142505.18
2292024.08.20 19:27t/p550.101.112701.105201.1127030.002535.18
2302024.08.21 16:00sell560.101.114210.000000.00000
2312024.08.21 16:00modify560.101.114211.118211.09921
2322024.08.23 14:34s/l560.101.118211.118211.09921-38.882496.30
2332024.08.23 16:00sell570.101.117530.000000.00000
2342024.08.23 16:00modify570.101.117531.121531.10253
2352024.08.29 08:04sell580.101.110030.000000.00000
2362024.08.29 08:04modify580.101.110031.115281.10253
2372024.08.29 08:04modify570.101.117531.115281.10253
2382024.08.29 08:15sell590.101.108530.000000.00000
2392024.08.29 08:15modify590.101.108531.113781.10253
2402024.08.29 08:15modify580.101.110031.113781.10253
2412024.08.29 08:15modify570.101.117531.113781.10253
2422024.08.30 13:07sell600.101.105520.000000.00000
2432024.08.30 13:07modify600.101.105521.110031.10253
2442024.08.30 13:07modify590.101.108531.110031.10253
2452024.08.30 13:07modify580.101.110031.110031.10253
2462024.08.30 13:07modify570.101.117531.110031.10253
2472024.09.05 08:26s/l570.101.110031.110031.1025378.652574.95
2482024.09.05 08:26s/l580.101.110031.110031.102531.962576.91
2492024.09.05 08:26s/l590.101.110031.110031.10253-13.042563.88
2502024.09.05 08:26s/l600.101.110031.110031.10253-43.422520.46
2512024.09.09 08:00buy610.101.106210.000000.00000
2522024.09.09 08:00modify610.101.106211.102211.12121
2532024.09.10 13:50s/l610.101.102211.102211.12121-40.762479.70
2542024.09.11 16:00buy620.101.101490.000000.00000
2552024.09.11 16:00modify620.101.101491.097491.11649
2562024.09.13 00:59buy630.101.109000.000000.00000
2572024.09.13 00:59modify630.101.109001.103741.11649
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