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=1; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit1720.79Gross profit2786.78Gross loss-1065.99
Profit factor2.61Expected payoff20.24
Absolute drawdown10.39Maximal drawdown511.47 (15.91%)Relative drawdown21.36% (268.74)
Total trades85Short positions (won %)44 (63.64%)Long positions (won %)41 (53.66%)
Profit trades (% of total)50 (58.82%)Loss trades (% of total)35 (41.18%)
Largestprofit trade123.37loss trade-43.04
Averageprofit trade55.74loss trade-30.46
Maximumconsecutive wins (profit in money)10 (759.41)consecutive losses (loss in money)5 (-188.64)
Maximalconsecutive profit (count of wins)759.41 (10)consecutive loss (count of losses)-188.64 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.13 20:00sell10.101.094720.000000.00000
22024.03.13 20:00modify10.101.094721.098721.08272
32024.03.14 13:40sell20.101.090880.000000.00000
42024.03.14 13:40modify20.101.090881.093521.08272
52024.03.14 13:40modify10.101.094721.093521.08272
62024.03.14 17:40sell30.101.088100.000000.00000
72024.03.14 17:40modify30.101.088101.091721.08272
82024.03.14 17:40modify20.101.090881.091721.08272
92024.03.14 17:40modify10.101.094721.091721.08272
102024.03.18 17:55sell40.101.086850.000000.00000
112024.03.18 17:55modify40.101.086851.089921.08272
122024.03.18 17:55modify30.101.088101.089921.08272
132024.03.18 17:55modify20.101.090881.089921.08272
142024.03.18 17:55modify10.101.094721.089921.08272
152024.03.20 18:30s/l10.101.089921.089921.0827249.961049.96
162024.03.20 18:30s/l20.101.089921.089921.0827210.721060.69
172024.03.20 18:30s/l30.101.089921.089921.08272-17.081043.61
182024.03.20 18:30s/l40.101.089921.089921.08272-30.141013.47
192024.03.20 20:00sell50.101.092090.000000.00000
202024.03.20 20:00modify50.101.092091.096091.08009
212024.03.21 13:40sell60.101.088370.000000.00000
222024.03.21 13:40modify60.101.088371.090891.08009
232024.03.21 13:40modify50.101.092091.090891.08009
242024.03.26 01:30sell70.101.084110.000000.00000
252024.03.26 01:30modify70.101.084111.087291.08009
262024.03.26 01:30modify60.101.088371.087291.08009
272024.03.26 01:30modify50.101.092091.087291.08009
282024.03.26 09:45sell80.101.085390.000000.00000
292024.03.26 09:45modify80.101.085391.089091.08009
302024.03.26 09:50modify80.101.085391.087291.08009
312024.03.28 08:20t/p50.101.080091.087291.08009122.811136.28
322024.03.28 08:20t/p60.101.080091.087291.0800984.761221.04
332024.03.28 08:20t/p70.101.080091.087291.0800941.321262.36
342024.03.28 08:20t/p80.101.080091.087291.0800954.121316.49
352024.04.01 16:00buy90.101.073570.000000.00000
362024.04.01 16:00modify90.101.073571.069571.08557
372024.04.02 15:30buy100.101.077280.000000.00000
382024.04.02 15:30modify100.101.077281.074771.08557
392024.04.02 15:30modify90.101.073571.074771.08557
402024.04.04 07:40t/p90.101.085571.074771.08557116.201432.69
412024.04.04 07:40t/p100.101.085571.074771.0855779.861512.55
422024.04.10 16:00buy110.101.073970.000000.00000
432024.04.10 16:00modify110.101.073971.069971.08597
442024.04.11 14:33s/l110.101.069971.069971.08597-42.281470.27
452024.04.23 08:00sell120.101.067860.000000.00000
462024.04.23 08:00modify120.101.067861.071861.05586
472024.04.25 06:20s/l120.101.071861.071861.05586-38.881431.40
482024.04.25 08:00sell130.101.072100.000000.00000
492024.04.25 08:00modify130.101.072101.076101.06010
502024.04.26 15:35sell140.101.068440.000000.00000
512024.04.26 15:35modify140.101.068441.070901.06010
522024.04.26 15:35modify130.101.072101.070901.06010
532024.04.26 19:05s/l130.101.070901.070901.0601012.281443.68
542024.04.26 19:05s/l140.101.070901.070901.06010-24.601419.08
552024.05.08 04:00buy150.101.074410.000000.00000
562024.05.08 04:00modify150.101.074411.070411.08641
572024.05.09 14:40buy160.101.078310.000000.00000
582024.05.09 14:40modify160.101.078311.075611.08641
592024.05.09 14:40modify150.101.074411.075611.08641
602024.05.14 13:50buy170.101.082360.000000.00000
612024.05.14 13:50modify170.101.082361.079211.08641
622024.05.14 13:50modify160.101.078311.079211.08641
632024.05.14 13:50modify150.101.074411.079211.08641
642024.05.15 12:40t/p150.101.086411.079211.08641114.681533.76
652024.05.15 12:40t/p160.101.086411.079211.0864177.961611.72
662024.05.15 12:40t/p170.101.086411.079211.0864139.741651.47
672024.05.17 12:00buy180.101.084620.000000.00000
682024.05.17 12:00modify180.101.084621.080621.09662
692024.05.20 04:20buy190.101.088270.000000.00000
702024.05.20 04:20modify190.101.088271.085821.09662
712024.05.20 04:20modify180.101.084621.085821.09662
722024.05.20 12:30s/l180.101.085821.085821.0966211.241662.71
732024.05.20 12:30s/l190.101.085821.085821.09662-24.501638.21
742024.05.22 12:00buy200.101.083040.000000.00000
752024.05.22 12:00modify200.101.083041.079041.09504
762024.05.27 10:25buy210.101.086660.000000.00000
772024.05.27 10:25modify210.101.086661.084241.09504
782024.05.27 10:25modify200.101.083041.084241.09504
792024.05.27 12:40s/l200.101.084241.084241.095048.201646.41
802024.05.27 12:40s/l210.101.084241.084241.09504-24.201622.21
812024.05.28 04:00sell220.101.087840.000000.00000
822024.05.28 04:00modify220.101.087841.091841.07584
832024.05.29 10:40sell230.101.084100.000000.00000
842024.05.29 10:40modify230.101.084101.086641.07584
852024.05.29 10:40modify220.101.087841.086641.07584
862024.05.29 14:40sell240.101.081110.000000.00000
872024.05.29 14:40modify240.101.081111.084841.07584
882024.05.29 14:40modify230.101.084101.084841.07584
892024.05.29 14:40modify220.101.087841.084841.07584
902024.05.29 19:40sell250.101.079990.000000.00000
912024.05.29 19:40modify250.101.079991.083041.07584
922024.05.29 19:40modify240.101.081111.083041.07584
932024.05.29 19:40modify230.101.084101.083041.07584
942024.05.29 19:40modify220.101.087841.083041.07584
952024.05.30 12:40s/l220.101.083041.083041.0758449.121671.33
962024.05.30 12:40s/l230.101.083041.083041.0758411.441682.77
972024.05.30 12:40s/l240.101.083041.083041.07584-18.461664.32
982024.05.30 12:40s/l250.101.083041.083041.07584-29.661634.66
992024.06.03 16:00sell260.101.088950.000000.00000
1002024.06.03 16:00modify260.101.088951.092951.07695
1012024.06.07 12:30sell270.101.085200.000000.00000
1022024.06.07 12:30modify270.101.085201.087751.07695
1032024.06.07 12:30modify260.101.088951.087751.07695
1042024.06.07 14:10sell280.101.082280.000000.00000
1052024.06.07 14:10modify280.101.082281.085951.07695
1062024.06.07 14:10modify270.101.085201.085951.07695
1072024.06.07 14:10modify260.101.088951.085951.07695
1082024.06.07 14:40sell290.101.081030.000000.00000
1092024.06.07 14:40modify290.101.081031.084151.07695
1102024.06.07 14:40modify280.101.082281.084151.07695
1112024.06.07 14:40modify270.101.085201.084151.07695
1122024.06.07 14:40modify260.101.088951.084151.07695
1132024.06.09 21:40t/p260.101.076951.084151.07695121.681756.34
1142024.06.09 21:40t/p270.101.076951.084151.0769582.501838.84
1152024.06.09 21:40t/p280.101.076951.084151.0769553.301892.14
1162024.06.09 21:40t/p290.101.076951.084151.0769540.801932.94
1172024.06.11 12:00buy300.101.073200.000000.00000
1182024.06.11 12:00modify300.101.073201.069201.08520
1192024.06.12 11:40buy310.101.076840.000000.00000
1202024.06.12 11:40modify310.101.076841.074401.08520
1212024.06.12 11:40modify300.101.073201.074401.08520
1222024.06.12 15:15t/p300.101.085201.074401.08520119.242052.18
1232024.06.12 15:15t/p310.101.085201.074401.0852083.602135.78
1242024.06.12 16:00sell320.101.084240.000000.00000
1252024.06.12 16:00modify320.101.084241.088241.07224
1262024.06.12 19:40sell330.101.080360.000000.00000
1272024.06.12 19:40modify330.101.080361.083041.07224
1282024.06.12 19:40modify320.101.084241.083041.07224
1292024.06.13 14:40sell340.101.076300.000000.00000
1302024.06.13 14:40modify340.101.076301.079441.07224
1312024.06.13 14:40modify330.101.080361.079441.07224
1322024.06.13 14:40modify320.101.084241.079441.07224
1332024.06.14 06:40t/p320.101.072241.079441.07224121.122256.90
1342024.06.14 06:40t/p330.101.072241.079441.0722482.322339.23
1352024.06.14 06:40t/p340.101.072241.079441.0722440.882380.11
1362024.06.17 20:00sell350.101.073220.000000.00000
1372024.06.17 20:00modify350.101.073221.077221.06122
1382024.06.21 07:20sell360.101.069590.000000.00000
1392024.06.21 07:20modify360.101.069591.072021.06122
1402024.06.21 07:20modify350.101.073221.072021.06122
1412024.06.24 08:40s/l350.101.072021.072021.0612213.962394.07
1422024.06.24 08:40s/l360.101.072021.072021.06122-24.022370.05
1432024.06.24 12:00sell370.101.073570.000000.00000
1442024.06.24 12:00modify370.101.073571.077571.06157
1452024.06.25 14:20sell380.101.069860.000000.00000
1462024.06.25 14:20modify380.101.069861.072371.06157
1472024.06.25 14:20modify370.101.073571.072371.06157
1482024.06.27 12:40s/l370.101.072371.072371.0615713.402383.45
1492024.06.27 12:40s/l380.101.072371.072371.06157-23.982359.48
1502024.07.11 12:00sell390.101.085470.000000.00000
1512024.07.11 12:00modify390.101.085471.089471.07347
1522024.07.11 12:40s/l390.101.089471.089471.07347-40.002319.48
1532024.07.17 12:00sell400.101.093450.000000.00000
1542024.07.17 12:00modify400.101.093451.097451.08145
1552024.07.18 18:40sell410.101.089560.000000.00000
1562024.07.18 18:40modify410.101.089561.092251.08145
1572024.07.18 18:40modify400.101.093451.092251.08145
1582024.07.23 08:15sell420.101.086790.000000.00000
1592024.07.23 08:15modify420.101.086791.090451.08145
1602024.07.23 08:15modify410.101.089561.090451.08145
1612024.07.23 08:15modify400.101.093451.090451.08145
1622024.07.23 10:40sell430.101.085640.000000.00000
1632024.07.23 10:40modify430.101.085641.088651.08145
1642024.07.23 10:40modify420.101.086791.088651.08145
1652024.07.23 10:40modify410.101.089561.088651.08145
1662024.07.23 10:40modify400.101.093451.088651.08145
1672024.07.29 13:40t/p400.101.081451.088651.08145123.372442.84
1682024.07.29 13:40t/p410.101.081451.088651.0814583.632526.47
1692024.07.29 13:40t/p420.101.081451.088651.0814555.082581.55
1702024.07.29 13:40t/p430.101.081451.088651.0814543.582625.14
1712024.08.01 12:00buy440.101.079490.000000.00000
1722024.08.01 12:00modify440.101.079491.075491.09149
1732024.08.02 11:06buy450.101.083240.000000.00000
1742024.08.02 11:06modify450.101.083241.080691.09149
1752024.08.02 11:06modify440.101.079491.080691.09149
1762024.08.02 12:20buy460.101.086300.000000.00000
1772024.08.02 12:20modify460.101.086301.082491.09149
1782024.08.02 12:20modify450.101.083241.082491.09149
1792024.08.02 12:20modify440.101.079491.082491.09149
1802024.08.02 14:30t/p440.101.091491.082491.09149119.242744.38
1812024.08.02 14:30t/p450.101.091491.082491.0914982.502826.88
1822024.08.02 14:30t/p460.101.091491.082491.0914951.902878.78
1832024.08.13 16:00sell470.101.095360.000000.00000
1842024.08.13 16:00modify470.101.095361.099361.08336
1852024.08.13 18:30s/l470.101.099361.099361.08336-40.002838.78
1862024.08.16 20:00sell480.101.102450.000000.00000
1872024.08.16 20:00modify480.101.102451.106451.09045
1882024.08.19 14:30s/l480.101.106451.106451.09045-39.722799.06
1892024.08.23 16:00sell490.101.117530.000000.00000
1902024.08.23 16:00modify490.101.117531.121531.10553
1912024.08.28 06:05sell500.101.113660.000000.00000
1922024.08.28 06:05modify500.101.113661.116331.10553
1932024.08.28 06:05modify490.101.117531.116331.10553
1942024.08.28 17:55sell510.101.110680.000000.00000
1952024.08.28 17:55modify510.101.110681.114531.10553
1962024.08.28 17:55modify500.101.113661.114531.10553
1972024.08.28 17:55modify490.101.117531.114531.10553
1982024.08.29 09:45sell520.101.109610.000000.00000
1992024.08.29 09:45modify520.101.109611.112731.10553
2002024.08.29 09:45modify510.101.110681.112731.10553
2012024.08.29 09:45modify500.101.113661.112731.10553
2022024.08.29 09:45modify490.101.117531.112731.10553
2032024.08.30 16:30t/p490.101.105531.112731.10553121.962921.02
2042024.08.30 16:30t/p500.101.105531.112731.1055382.423003.44
2052024.08.30 16:30t/p510.101.105531.112731.1055352.623056.07
2062024.08.30 16:30t/p520.101.105531.112731.1055341.083097.15
2072024.09.03 12:00buy530.101.103920.000000.00000
2082024.09.03 12:00modify530.101.103921.099921.11592
2092024.09.04 14:20buy540.101.107730.000000.00000
2102024.09.04 14:20modify540.101.107731.105121.11592
2112024.09.04 14:20modify530.101.103921.105121.11592
2122024.09.05 12:05buy550.101.111970.000000.00000
2132024.09.05 12:05modify550.101.111971.108721.11592
2142024.09.05 12:05modify540.101.107731.108721.11592
2152024.09.05 12:05modify530.101.103921.108721.11592
2162024.09.05 12:40s/l530.101.108721.108721.1159244.963142.11
2172024.09.05 12:40s/l540.101.108721.108721.115927.623149.73
2182024.09.05 12:40s/l550.101.108721.108721.11592-32.503117.23
2192024.09.09 08:00buy560.101.106210.000000.00000
2202024.09.09 08:00modify560.101.106211.102211.11821
2212024.09.10 13:40s/l560.101.102211.102211.11821-40.763076.47
2222024.09.23 08:00buy570.101.110420.000000.00000
2232024.09.23 08:00modify570.101.110421.106421.12242
2242024.09.23 13:40buy580.101.114260.000000.00000
2252024.09.23 13:40modify580.101.114261.111621.12242
2262024.09.23 13:40modify570.101.110421.111621.12242
2272024.09.23 14:15s/l570.101.111621.111621.1224212.003088.47
2282024.09.23 14:15s/l580.101.111621.111621.12242-26.403062.07
2292024.10.04 16:00buy590.101.096360.000000.00000
2302024.10.04 16:00modify590.101.096361.092361.10836
2312024.10.08 08:15buy600.101.100010.000000.00000
2322024.10.08 08:15modify600.101.100011.097561.10836
2332024.10.08 08:15modify590.101.096361.097561.10836
2342024.10.08 12:40s/l590.101.097561.097561.1083610.483072.55
2352024.10.08 12:40s/l600.101.097561.097561.10836-24.503048.05
2362024.10.14 16:00buy610.101.090990.000000.00000
2372024.10.14 16:00modify610.101.090991.086991.10299
2382024.10.16 15:40s/l610.101.086991.086991.10299-41.523006.54
2392024.10.21 16:00buy620.101.082290.000000.00000
2402024.10.21 16:00modify620.101.082291.078291.09429
2412024.10.23 07:33s/l620.101.078291.078291.09429-41.522965.02
2422024.11.01 20:00buy630.101.083890.000000.00000
2432024.11.01 20:00modify630.101.083891.079891.09589
2442024.11.03 23:40buy640.101.087660.000000.00000
2452024.11.03 23:40modify640.101.087661.085091.09589
2462024.11.03 23:40modify630.101.083891.085091.09589
2472024.11.04 03:20buy650.101.090500.000000.00000
2482024.11.04 03:20modify650.101.090501.086891.09589
2492024.11.04 03:20modify640.101.087661.086891.09589
2502024.11.04 03:20modify630.101.083891.086891.09589
2512024.11.04 11:40buy660.101.091700.000000.00000
2522024.11.04 11:40modify660.101.091701.088691.09589
2532024.11.04 11:40modify650.101.090501.088691.09589
2542024.11.04 11:40modify640.101.087661.088691.09589
2552024.11.04 11:40modify630.101.083891.088691.09589
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