Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled78783Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1999.39Gross profit2284.26Gross loss-284.87
Profit factor8.02Expected payoff62.48
Absolute drawdown11.70Maximal drawdown289.60 (12.32%)Relative drawdown18.29% (259.32)
Total trades32Short positions (won %)16 (81.25%)Long positions (won %)16 (93.75%)
Profit trades (% of total)28 (87.50%)Loss trades (% of total)4 (12.50%)
Largestprofit trade157.53loss trade-105.14
Averageprofit trade81.58loss trade-71.22
Maximumconsecutive wins (profit in money)20 (1602.10)consecutive losses (loss in money)2 (-85.00)
Maximalconsecutive profit (count of wins)1602.10 (20)consecutive loss (count of losses)-105.14 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.17 16:00sell10.101.093230.000000.00000
22024.07.17 16:00modify10.101.093231.103231.07823
32024.07.23 10:40sell20.101.085640.000000.00000
42024.07.23 10:40modify20.101.085641.090231.07823
52024.07.23 10:40modify10.101.093231.090231.07823
62024.07.23 13:30sell30.101.084950.000000.00000
72024.07.23 13:30modify30.101.084951.089481.07823
82024.07.23 13:30modify20.101.085641.089481.07823
92024.07.23 13:30modify10.101.093231.089481.07823
102024.07.29 11:46sell40.101.081840.000000.00000
112024.07.29 11:46modify40.101.081841.087981.07823
122024.07.29 11:46modify30.101.084951.087981.07823
132024.07.29 11:46modify20.101.085641.087981.07823
142024.07.29 11:46modify10.101.093231.087981.07823
152024.08.01 09:40t/p10.101.078231.087981.07823156.401156.40
162024.08.01 09:40t/p20.101.078231.087981.0782378.241234.64
172024.08.01 09:40t/p30.101.078231.087981.0782371.341305.98
182024.08.01 09:40t/p40.101.078231.087981.0782337.981343.97
192024.08.05 16:00sell50.101.095610.000000.00000
202024.08.05 16:00modify50.101.095611.105611.08061
212024.08.19 14:20s/l50.101.105611.105611.08061-94.731249.24
222024.09.16 16:00sell60.101.112260.000000.00000
232024.09.16 16:00modify60.101.112261.122261.09726
242024.10.01 17:05sell70.101.104750.000000.00000
252024.10.01 17:05modify70.101.104751.109261.09726
262024.10.01 17:05modify60.101.112261.109261.09726
272024.10.02 15:25sell80.101.103900.000000.00000
282024.10.02 15:25modify80.101.103901.108511.09726
292024.10.02 15:25modify70.101.104751.108511.09726
302024.10.02 15:25modify60.101.112261.108511.09726
312024.10.03 14:40sell90.101.100820.000000.00000
322024.10.03 14:40modify90.101.100821.107011.09726
332024.10.03 14:40modify80.101.103901.107011.09726
342024.10.03 14:40modify70.101.104751.107011.09726
352024.10.03 14:40modify60.101.112261.107011.09726
362024.10.04 12:40t/p60.101.097261.107011.09726157.531406.77
372024.10.04 12:40t/p70.101.097261.107011.0972676.781483.55
382024.10.04 12:40t/p80.101.097261.107011.0972667.911551.46
392024.10.04 12:40t/p90.101.097261.107011.0972635.981587.43
402025.01.08 16:00buy100.101.030470.000000.00000
412025.01.08 16:00modify100.101.030471.020471.04547
422025.01.13 09:30s/l100.101.020471.020471.04547-105.141482.29
432025.01.13 16:00buy110.101.019990.000000.00000
442025.01.13 16:00modify110.101.019991.009991.03499
452025.01.13 22:40buy120.101.027570.000000.00000
462025.01.13 22:40modify120.101.027571.022991.03499
472025.01.13 22:40modify110.101.019991.022991.03499
482025.01.14 17:40buy130.101.028420.000000.00000
492025.01.14 17:40modify130.101.028421.023741.03499
502025.01.14 17:40modify120.101.027571.023741.03499
512025.01.14 17:40modify110.101.019991.023741.03499
522025.01.15 08:25buy140.101.031390.000000.00000
532025.01.15 08:25modify140.101.031391.025241.03499
542025.01.15 08:25modify130.101.028421.025241.03499
552025.01.15 08:25modify120.101.027571.025241.03499
562025.01.15 08:25modify110.101.019991.025241.03499
572025.01.15 13:40t/p110.101.034991.025241.03499147.941630.23
582025.01.15 13:40t/p120.101.034991.025241.0349972.141702.37
592025.01.15 13:40t/p130.101.034991.025241.0349964.671767.04
602025.01.15 13:40t/p140.101.034991.025241.0349936.001803.04
612025.02.03 08:00buy150.101.022780.000000.00000
622025.02.03 08:00modify150.101.022781.012781.03778
632025.02.03 15:30buy160.101.031310.000000.00000
642025.02.03 15:30modify160.101.031311.026531.03778
652025.02.03 15:30modify150.101.022781.026531.03778
662025.02.03 17:40buy170.101.030570.000000.00000
672025.02.03 17:40modify170.101.030571.025781.03778
682025.02.03 17:45modify170.101.030571.026531.03778
692025.02.04 09:20buy180.101.034290.000000.00000
702025.02.04 09:20modify180.101.034291.028031.03778
712025.02.04 09:20modify160.101.031311.028031.03778
722025.02.04 09:20modify170.101.030571.028031.03778
732025.02.04 09:20modify150.101.022781.028031.03778
742025.02.04 15:30t/p150.101.037781.028031.03778148.971952.01
752025.02.04 15:30t/p160.101.037781.028031.0377863.672015.69
762025.02.04 15:30t/p170.101.037781.028031.0377871.072086.76
772025.02.04 15:30t/p180.101.037781.028031.0377834.902121.66
782025.02.10 08:00buy190.101.031590.000000.00000
792025.02.10 08:00modify190.101.031591.021591.04659
802025.02.12 17:10buy200.101.040020.000000.00000
812025.02.12 17:10modify200.101.040021.035341.04659
822025.02.12 17:10modify190.101.031591.035341.04659
832025.02.12 17:40buy210.101.043030.000000.00000
842025.02.12 17:40modify210.101.043031.036841.04659
852025.02.12 17:40modify200.101.040021.036841.04659
862025.02.12 17:40modify190.101.031591.036841.04659
872025.02.12 19:20buy220.101.039140.000000.00000
882025.02.12 19:20modify220.101.039141.034591.04659
892025.02.12 19:25modify220.101.039141.036841.04659
902025.02.13 21:40t/p190.101.046591.036841.04659144.862266.51
912025.02.13 21:40t/p200.101.046591.036841.0465962.612329.13
922025.02.13 21:40t/p210.101.046591.036841.0465932.512361.64
932025.02.13 21:40t/p220.101.046591.036841.0465971.412433.05
942025.04.21 12:00sell230.101.154270.000000.00000
952025.04.21 12:00modify230.101.154271.164271.13927
962025.04.22 13:05sell240.101.145850.000000.00000
972025.04.22 13:05modify240.101.145851.150521.13927
982025.04.22 13:05modify230.101.154271.150521.13927
992025.04.22 13:25sell250.101.146640.000000.00000
1002025.04.22 13:25modify250.101.146641.151271.13927
1012025.04.22 13:30modify250.101.146641.150521.13927
1022025.04.22 19:20sell260.101.142870.000000.00000
1032025.04.22 19:20modify260.101.142871.149021.13927
1042025.04.22 19:20modify240.101.145851.149021.13927
1052025.04.22 19:20modify250.101.146641.149021.13927
1062025.04.22 19:20modify230.101.154271.149021.13927
1072025.04.22 21:30t/p230.101.139271.149021.13927150.382583.43
1082025.04.22 21:30t/p240.101.139271.149021.1392765.802649.23
1092025.04.22 21:30t/p250.101.139271.149021.1392773.702722.93
1102025.04.22 21:30t/p260.101.139271.149021.1392736.002758.93
1112025.05.12 12:00buy270.101.111400.000000.00000
1122025.05.12 12:00modify270.101.111401.101401.12640
1132025.05.13 19:20buy280.101.118970.000000.00000
1142025.05.13 19:20modify280.101.118971.114401.12640
1152025.05.13 19:20modify270.101.111401.114401.12640
1162025.05.13 20:05buy290.101.119660.000000.00000
1172025.05.13 20:05modify290.101.119661.115151.12640
1182025.05.13 20:05modify280.101.118971.115151.12640
1192025.05.13 20:05modify270.101.111401.115151.12640
1202025.05.14 09:40t/p270.101.126401.115151.12640147.942906.87
1212025.05.14 09:40t/p280.101.126401.115151.1264073.272980.14
1222025.05.14 09:40t/p290.101.126401.115151.1264066.373046.51
1232025.06.12 16:00sell300.101.157690.000000.00000
1242025.06.12 16:00modify300.101.157691.167691.14269
1252025.06.13 10:50sell310.101.149270.000000.00000
1262025.06.13 10:50modify310.101.149271.153941.14269
1272025.06.13 10:50modify300.101.157691.153941.14269
1282025.06.13 13:15sell320.101.150110.000000.00000
1292025.06.13 13:15modify320.101.150111.154691.14269
1302025.06.13 13:20modify320.101.150111.153941.14269
1312025.06.13 14:30s/l300.101.153941.153941.1426937.883084.39
1322025.06.13 14:30s/l310.101.153941.153941.14269-46.703037.69
1332025.06.13 14:30s/l320.101.153941.153941.14269-38.302999.39