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=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 test1908Ticks modelled20795785Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2076.18Gross profit3184.03Gross loss-1107.85
Profit factor2.87Expected payoff21.63
Absolute drawdown9.66Maximal drawdown535.67 (14.92%)Relative drawdown21.30% (268.74)
Total trades96Short positions (won %)46 (63.04%)Long positions (won %)50 (58.00%)
Profit trades (% of total)58 (60.42%)Loss trades (% of total)38 (39.58%)
Largestprofit trade123.37loss trade-43.04
Averageprofit trade54.90loss trade-29.15
Maximumconsecutive wins (profit in money)13 (914.99)consecutive losses (loss in money)5 (-187.34)
Maximalconsecutive profit (count of wins)914.99 (13)consecutive loss (count of losses)-187.34 (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 13:48sell20.101.091120.000000.00000
42024.03.14 13:48modify20.101.091121.093521.08272
52024.03.14 13:48modify10.101.094721.093521.08272
62024.03.14 17:38sell30.101.088120.000000.00000
72024.03.14 17:38modify30.101.088121.091721.08272
82024.03.14 17:38modify20.101.091121.091721.08272
92024.03.14 17:38modify10.101.094721.091721.08272
102024.03.18 17:39sell40.101.086900.000000.00000
112024.03.18 17:39modify40.101.086901.089921.08272
122024.03.18 17:39modify30.101.088121.089921.08272
132024.03.18 17:39modify20.101.091121.089921.08272
142024.03.18 17:39modify10.101.094721.089921.08272
152024.03.20 18:42s/l10.101.089921.089921.0827249.961049.96
162024.03.20 18:42s/l20.101.089921.089921.0827213.121063.09
172024.03.20 18:42s/l30.101.089921.089921.08272-16.881046.21
182024.03.20 18:42s/l40.101.089921.089921.08272-29.641016.57
192024.03.20 20:00sell50.101.092090.000000.00000
202024.03.20 20:00modify50.101.092091.096091.08009
212024.03.21 13:54sell60.101.088490.000000.00000
222024.03.21 13:54modify60.101.088491.090891.08009
232024.03.21 13:54modify50.101.092091.090891.08009
242024.03.22 01:36sell70.101.085490.000000.00000
252024.03.22 01:36modify70.101.085491.089091.08009
262024.03.22 01:36modify60.101.088491.089091.08009
272024.03.22 01:36modify50.101.092091.089091.08009
282024.03.22 02:40sell80.101.084280.000000.00000
292024.03.22 02:40modify80.101.084281.087291.08009
302024.03.22 02:40modify70.101.085491.087291.08009
312024.03.22 02:40modify60.101.088491.087291.08009
322024.03.22 02:40modify50.101.092091.087291.08009
332024.03.28 08:00t/p50.101.080091.087291.08009122.811139.38
342024.03.28 08:00t/p60.101.080091.087291.0800985.961225.34
352024.03.28 08:00t/p70.101.080091.087291.0800955.681281.02
362024.03.28 08:00t/p80.101.080091.087291.0800943.581324.61
372024.04.01 16:00buy90.101.073570.000000.00000
382024.04.01 16:00modify90.101.073571.069571.08557
392024.04.02 14:01buy100.101.077170.000000.00000
402024.04.02 14:01modify100.101.077171.074771.08557
412024.04.02 14:01modify90.101.073571.074771.08557
422024.04.03 14:00buy110.101.080470.000000.00000
432024.04.03 14:00modify110.101.080471.076571.08557
442024.04.03 14:00modify100.101.077171.076571.08557
452024.04.03 14:00modify90.101.073571.076571.08557
462024.04.03 14:00buy120.101.081400.000000.00000
472024.04.03 14:00modify120.101.081401.078371.08557
482024.04.03 14:00modify110.101.080471.078371.08557
492024.04.03 14:00modify100.101.077171.078371.08557
502024.04.03 14:00modify90.101.073571.078371.08557
512024.04.04 07:39t/p90.101.085571.078371.08557116.201440.81
522024.04.04 07:39t/p100.101.085571.078371.0855780.961521.77
532024.04.04 07:39t/p110.101.085571.078371.0855748.721570.50
542024.04.04 07:39t/p120.101.085571.078371.0855739.421609.92
552024.04.10 16:00buy130.101.073970.000000.00000
562024.04.10 16:00modify130.101.073971.069971.08597
572024.04.11 14:54s/l130.101.069971.069971.08597-42.281567.64
582024.04.23 08:00sell140.101.067860.000000.00000
592024.04.23 08:00modify140.101.067861.071861.05586
602024.04.25 06:13s/l140.101.071861.071861.05586-38.881528.76
612024.04.25 08:00sell150.101.072100.000000.00000
622024.04.25 08:00modify150.101.072101.076101.06010
632024.04.25 13:10sell160.101.068500.000000.00000
642024.04.25 13:10modify160.101.068501.070901.06010
652024.04.25 13:10modify150.101.072101.070901.06010
662024.04.25 14:13s/l150.101.070901.070901.0601012.001540.76
672024.04.25 14:13s/l160.101.070901.070901.06010-24.001516.76
682024.04.26 16:00buy170.101.068840.000000.00000
692024.04.26 16:00modify170.101.068841.064841.08084
702024.04.29 04:10buy180.101.072440.000000.00000
712024.04.29 04:10modify180.101.072441.070041.08084
722024.04.29 04:10modify170.101.068841.070041.08084
732024.04.29 09:03s/l170.101.070041.070041.0808411.241528.00
742024.04.29 09:03s/l180.101.070041.070041.08084-24.001504.00
752024.05.08 04:00buy190.101.074410.000000.00000
762024.05.08 04:00modify190.101.074411.070411.08641
772024.05.09 14:31buy200.101.078010.000000.00000
782024.05.09 14:31modify200.101.078011.075611.08641
792024.05.09 14:31modify190.101.074411.075611.08641
802024.05.14 12:44buy210.101.081010.000000.00000
812024.05.14 12:44modify210.101.081011.077411.08641
822024.05.14 12:44modify200.101.078011.077411.08641
832024.05.14 12:44modify190.101.074411.077411.08641
842024.05.14 13:12buy220.101.082230.000000.00000
852024.05.14 13:12modify220.101.082231.079211.08641
862024.05.14 13:12modify210.101.081011.079211.08641
872024.05.14 13:12modify200.101.078011.079211.08641
882024.05.14 13:12modify190.101.074411.079211.08641
892024.05.15 12:30t/p190.101.086411.079211.08641114.681618.69
902024.05.15 12:30t/p200.101.086411.079211.0864180.961699.65
912024.05.15 12:30t/p210.101.086411.079211.0864153.241752.89
922024.05.15 12:30t/p220.101.086411.079211.0864141.041793.93
932024.05.17 12:00buy230.101.084620.000000.00000
942024.05.17 12:00modify230.101.084621.080621.09662
952024.05.20 04:07buy240.101.088220.000000.00000
962024.05.20 04:07modify240.101.088221.085821.09662
972024.05.20 04:07modify230.101.084621.085821.09662
982024.05.20 12:12s/l230.101.085821.085821.0966211.241805.17
992024.05.20 12:12s/l240.101.085821.085821.09662-24.001781.17
1002024.05.22 12:00buy250.101.083040.000000.00000
1012024.05.22 12:00modify250.101.083041.079041.09504
1022024.05.27 09:57buy260.101.086650.000000.00000
1032024.05.27 09:57modify260.101.086651.084241.09504
1042024.05.27 09:57modify250.101.083041.084241.09504
1052024.05.27 12:06s/l250.101.084241.084241.095048.201789.38
1062024.05.27 12:06s/l260.101.084241.084241.09504-24.101765.28
1072024.05.28 04:00sell270.101.087840.000000.00000
1082024.05.28 04:00modify270.101.087841.091841.07584
1092024.05.29 08:00sell280.101.084240.000000.00000
1102024.05.29 08:00modify280.101.084241.086641.07584
1112024.05.29 08:00modify270.101.087841.086641.07584
1122024.05.29 14:56sell290.101.081240.000000.00000
1132024.05.29 14:56modify290.101.081241.084841.07584
1142024.05.29 14:56modify280.101.084241.084841.07584
1152024.05.29 14:56modify270.101.087841.084841.07584
1162024.05.29 19:47sell300.101.080040.000000.00000
1172024.05.29 19:47modify300.101.080041.083041.07584
1182024.05.29 19:47modify290.101.081241.083041.07584
1192024.05.29 19:47modify280.101.084241.083041.07584
1202024.05.29 19:47modify270.101.087841.083041.07584
1212024.05.30 12:45s/l270.101.083041.083041.0758449.121814.40
1222024.05.30 12:45s/l280.101.083041.083041.0758412.841827.24
1232024.05.30 12:45s/l290.101.083041.083041.07584-17.161810.08
1242024.05.30 12:45s/l300.101.083041.083041.07584-29.161780.92
1252024.06.03 16:00sell310.101.088950.000000.00000
1262024.06.03 16:00modify310.101.088951.092951.07695
1272024.06.07 12:30sell320.101.085320.000000.00000
1282024.06.07 12:30modify320.101.085321.087751.07695
1292024.06.07 12:30modify310.101.088951.087751.07695
1302024.06.07 13:02sell330.101.082350.000000.00000
1312024.06.07 13:02modify330.101.082351.085951.07695
1322024.06.07 13:02modify320.101.085321.085951.07695
1332024.06.07 13:02modify310.101.088951.085951.07695
1342024.06.07 14:55sell340.101.081150.000000.00000
1352024.06.07 14:55modify340.101.081151.084151.07695
1362024.06.07 14:55modify330.101.082351.084151.07695
1372024.06.07 14:55modify320.101.085321.084151.07695
1382024.06.07 14:55modify310.101.088951.084151.07695
1392024.06.09 21:05t/p310.101.076951.084151.07695121.681902.61
1402024.06.09 21:05t/p320.101.076951.084151.0769583.701986.31
1412024.06.09 21:05t/p330.101.076951.084151.0769554.002040.31
1422024.06.09 21:05t/p340.101.076951.084151.0769542.002082.31
1432024.06.11 12:00buy350.101.073200.000000.00000
1442024.06.11 12:00modify350.101.073201.069201.08520
1452024.06.12 11:59buy360.101.076800.000000.00000
1462024.06.12 11:59modify360.101.076801.074401.08520
1472024.06.12 11:59modify350.101.073201.074401.08520
1482024.06.12 12:30buy370.101.079820.000000.00000
1492024.06.12 12:30modify370.101.079821.076201.08520
1502024.06.12 12:30modify360.101.076801.076201.08520
1512024.06.12 12:30modify350.101.073201.076201.08520
1522024.06.12 12:30buy380.101.081190.000000.00000
1532024.06.12 12:30modify380.101.081191.078001.08520
1542024.06.12 12:30modify370.101.079821.078001.08520
1552024.06.12 12:30modify360.101.076801.078001.08520
1562024.06.12 12:30modify350.101.073201.078001.08520
1572024.06.12 15:04t/p350.101.085201.078001.08520119.242201.55
1582024.06.12 15:04t/p360.101.085201.078001.0852084.002285.55
1592024.06.12 15:04t/p370.101.085201.078001.0852053.802339.35
1602024.06.12 15:04t/p380.101.085201.078001.0852040.102379.45
1612024.06.12 16:00sell390.101.084240.000000.00000
1622024.06.12 16:00modify390.101.084241.088241.07224
1632024.06.12 19:25sell400.101.080630.000000.00000
1642024.06.12 19:25modify400.101.080631.083041.07224
1652024.06.12 19:25modify390.101.084241.083041.07224
1662024.06.13 14:26sell410.101.077640.000000.00000
1672024.06.13 14:26modify410.101.077641.081241.07224
1682024.06.13 14:26modify400.101.080631.081241.07224
1692024.06.13 14:26modify390.101.084241.081241.07224
1702024.06.13 14:48sell420.101.076420.000000.00000
1712024.06.13 14:48modify420.101.076421.079441.07224
1722024.06.13 14:48modify410.101.077641.079441.07224
1732024.06.13 14:48modify400.101.080631.079441.07224
1742024.06.13 14:48modify390.101.084241.079441.07224
1752024.06.14 06:37t/p390.101.072241.079441.07224121.122500.57
1762024.06.14 06:37t/p400.101.072241.079441.0722485.022585.59
1772024.06.14 06:37t/p410.101.072241.079441.0722454.282639.87
1782024.06.14 06:37t/p420.101.072241.079441.0722442.082681.95
1792024.06.17 20:00sell430.101.073220.000000.00000
1802024.06.17 20:00modify430.101.073221.077221.06122
1812024.06.21 07:15sell440.101.069530.000000.00000
1822024.06.21 07:15modify440.101.069531.072021.06122
1832024.06.21 07:15modify430.101.073221.072021.06122
1842024.06.24 08:43s/l430.101.072021.072021.0612213.962695.92
1852024.06.24 08:43s/l440.101.072021.072021.06122-24.622671.30
1862024.06.24 12:00sell450.101.073570.000000.00000
1872024.06.24 12:00modify450.101.073571.077571.06157
1882024.06.25 14:01sell460.101.069970.000000.00000
1892024.06.25 14:01modify460.101.069971.072371.06157
1902024.06.25 14:01modify450.101.073571.072371.06157
1912024.06.26 13:24sell470.101.066970.000000.00000
1922024.06.26 13:24modify470.101.066971.070571.06157
1932024.06.26 13:24modify460.101.069971.070571.06157
1942024.06.26 13:24modify450.101.073571.070571.06157
1952024.06.27 10:54s/l450.101.070571.070571.0615731.402702.70
1962024.06.27 10:54s/l460.101.070571.070571.06157-4.882697.82
1972024.06.27 10:54s/l470.101.070571.070571.06157-35.162662.67
1982024.07.11 12:00sell480.101.085470.000000.00000
1992024.07.11 12:00modify480.101.085471.089471.07347
2002024.07.11 12:30s/l480.101.089471.089471.07347-40.002622.67
2012024.07.17 12:00sell490.101.093450.000000.00000
2022024.07.17 12:00modify490.101.093451.097451.08145
2032024.07.18 18:31sell500.101.089850.000000.00000
2042024.07.18 18:31modify500.101.089851.092251.08145
2052024.07.18 18:31modify490.101.093451.092251.08145
2062024.07.23 08:08sell510.101.086850.000000.00000
2072024.07.23 08:08modify510.101.086851.090451.08145
2082024.07.23 08:08modify500.101.089851.090451.08145
2092024.07.23 08:08modify490.101.093451.090451.08145
2102024.07.23 10:44sell520.101.085650.000000.00000
2112024.07.23 10:44modify520.101.085651.088651.08145
2122024.07.23 10:44modify510.101.086851.088651.08145
2132024.07.23 10:44modify500.101.089851.088651.08145
2142024.07.23 10:44modify490.101.093451.088651.08145
2152024.07.29 13:22t/p490.101.081451.088651.08145123.372746.03
2162024.07.29 13:22t/p500.101.081451.088651.0814586.532832.56
2172024.07.29 13:22t/p510.101.081451.088651.0814555.682888.24
2182024.07.29 13:22t/p520.101.081451.088651.0814543.682931.93
2192024.08.01 12:00buy530.101.079490.000000.00000
2202024.08.01 12:00modify530.101.079491.075491.09149
2212024.08.02 11:10buy540.101.083100.000000.00000
2222024.08.02 11:10modify540.101.083101.080691.09149
2232024.08.02 11:10modify530.101.079491.080691.09149
2242024.08.02 12:30buy550.101.086240.000000.00000
2252024.08.02 12:30modify550.101.086241.082491.09149
2262024.08.02 12:30modify540.101.083101.082491.09149
2272024.08.02 12:30modify530.101.079491.082491.09149
2282024.08.02 12:30buy560.101.087310.000000.00000
2292024.08.02 12:30modify560.101.087311.084291.09149
2302024.08.02 12:30modify550.101.086241.084291.09149
2312024.08.02 12:30modify540.101.083101.084291.09149
2322024.08.02 12:30modify530.101.079491.084291.09149
2332024.08.02 14:22t/p530.101.091491.084291.09149119.243051.17
2342024.08.02 14:22t/p540.101.091491.084291.0914983.903135.07
2352024.08.02 14:22t/p550.101.091491.084291.0914952.503187.57
2362024.08.02 14:22t/p560.101.091491.084291.0914941.803229.37
2372024.08.13 16:00sell570.101.095360.000000.00000
2382024.08.13 16:00modify570.101.095361.099361.08336
2392024.08.13 18:27s/l570.101.099361.099361.08336-40.003189.37
2402024.08.16 20:00sell580.101.102450.000000.00000
2412024.08.16 20:00modify580.101.102451.106451.09045
2422024.08.19 14:31s/l580.101.106451.106451.09045-39.723149.65
2432024.08.23 16:00sell590.101.117530.000000.00000
2442024.08.23 16:00modify590.101.117531.121531.10553
2452024.08.28 06:12sell600.101.113920.000000.00000
2462024.08.28 06:12modify600.101.113921.116331.10553
2472024.08.28 06:12modify590.101.117531.116331.10553
2482024.08.28 12:30sell610.101.110930.000000.00000
2492024.08.28 12:30modify610.101.110931.114531.10553
2502024.08.28 12:30modify600.101.113921.114531.10553
2512024.08.28 12:30modify590.101.117531.114531.10553
2522024.08.29 08:04sell620.101.109700.000000.00000
2532024.08.29 08:04modify620.101.109701.112731.10553
2542024.08.29 08:04modify610.101.110931.112731.10553
2552024.08.29 08:04modify600.101.113921.112731.10553
2562024.08.29 08:04modify590.101.117531.112731.10553
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