Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01)
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=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2610Ticks modelled79157Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2697.28Gross profit4664.36Gross loss-1967.08
Profit factor2.37Expected payoff26.97
Absolute drawdown360.19Maximal drawdown437.71 (40.62%)Relative drawdown40.62% (437.71)
Total trades100Short positions (won %)52 (57.69%)Long positions (won %)48 (66.67%)
Profit trades (% of total)62 (62.00%)Loss trades (% of total)38 (38.00%)
Largestprofit trade155.23loss trade-144.80
Averageprofit trade75.23loss trade-51.77
Maximumconsecutive wins (profit in money)10 (890.53)consecutive losses (loss in money)4 (-357.76)
Maximalconsecutive profit (count of wins)890.53 (10)consecutive loss (count of losses)-357.76 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.11.06 04:00buy10.101.074930.000000.00000
22024.11.06 04:00modify10.101.074931.060931.08993
32024.11.07 14:40buy20.101.081970.000000.00000
42024.11.07 14:40modify20.101.081971.077931.08993
52024.11.07 14:40modify10.101.074931.077931.08993
62024.11.07 15:50buy30.101.082590.000000.00000
72024.11.07 15:50modify30.101.082591.078681.08993
82024.11.07 15:50modify20.101.081971.078681.08993
92024.11.07 15:50modify10.101.074931.078681.08993
102024.11.07 16:40s/l10.101.078681.078681.0899334.621034.62
112024.11.07 16:40s/l20.101.078681.078681.08993-32.901001.72
122024.11.07 16:40s/l30.101.078681.078681.08993-39.10962.62
132024.11.11 12:00buy40.101.066580.000000.00000
142024.11.11 12:00modify40.101.066581.052581.08158
152024.11.14 09:40s/l40.101.052581.052581.08158-144.80817.82
162024.11.21 20:00buy50.101.048730.000000.00000
172024.11.21 20:00modify50.101.048731.034731.06373
182024.11.22 09:40s/l50.101.034731.034731.06373-140.96676.86
192024.11.22 12:00buy60.101.041970.000000.00000
202024.11.22 12:00modify60.101.041971.027971.05697
212024.11.25 00:40buy70.101.048790.000000.00000
222024.11.25 00:40modify70.101.048791.044971.05697
232024.11.25 00:40modify60.101.041971.044971.05697
242024.11.25 08:15s/l60.101.044971.044971.0569729.04705.90
252024.11.25 08:15s/l70.101.044971.044971.05697-38.20667.70
262024.11.27 16:00sell80.101.057060.000000.00000
272024.11.27 16:00modify80.101.057061.071061.04206
282024.12.02 07:40sell90.101.050180.000000.00000
292024.12.02 07:40modify90.101.050181.054061.04206
302024.12.02 07:40modify80.101.057061.054061.04206
312024.12.02 12:15s/l80.101.054061.054061.0420632.01699.71
322024.12.02 12:15s/l90.101.054061.054061.04206-38.80660.91
332024.12.02 16:00buy100.101.047210.000000.00000
342024.12.02 16:00modify100.101.047211.033211.06221
352024.12.04 15:46buy110.101.054240.000000.00000
362024.12.04 15:46modify110.101.054241.050211.06221
372024.12.04 15:46modify100.101.047211.050211.06221
382024.12.05 08:05buy120.101.054770.000000.00000
392024.12.05 08:05modify120.101.054771.050961.06221
402024.12.05 08:05modify110.101.054241.050961.06221
412024.12.05 08:05modify100.101.047211.050961.06221
422024.12.05 14:20buy130.101.057960.000000.00000
432024.12.05 14:20modify130.101.057961.052461.06221
442024.12.05 14:20modify120.101.054771.052461.06221
452024.12.05 14:20modify110.101.054241.052461.06221
462024.12.05 14:20modify100.101.047211.052461.06221
472024.12.06 13:40t/p100.101.062211.052461.06221144.24805.16
482024.12.06 13:40t/p110.101.062211.052461.0622175.86881.02
492024.12.06 13:40t/p120.101.062211.052461.0622173.44954.46
502024.12.06 13:40t/p130.101.062211.052461.0622141.54996.00
512024.12.18 20:00buy140.101.038040.000000.00000
522024.12.18 20:00modify140.101.038041.024041.05304
532024.12.20 19:40buy150.101.045040.000000.00000
542024.12.20 19:40modify150.101.045041.041041.05304
552024.12.20 19:40modify140.101.038041.041041.05304
562024.12.23 08:05s/l140.101.041041.041041.0530425.201021.20
572024.12.23 08:05s/l150.101.041041.041041.05304-40.96980.24
582025.01.02 16:00buy160.101.027700.000000.00000
592025.01.02 16:00modify160.101.027701.013701.04270
602025.01.06 08:50buy170.101.035320.000000.00000
612025.01.06 08:50modify170.101.035321.031451.04270
622025.01.06 08:50modify160.101.027701.031451.04270
632025.01.06 11:40t/p160.101.042701.031451.04270148.081128.32
642025.01.06 11:40t/p170.101.042701.031451.0427073.801202.12
652025.01.06 12:00sell180.101.042180.000000.00000
662025.01.06 12:00modify180.101.042181.056181.02718
672025.01.06 14:40sell190.101.035270.000000.00000
682025.01.06 14:40modify190.101.035271.039181.02718
692025.01.06 14:40modify180.101.042181.039181.02718
702025.01.06 15:00s/l180.101.039181.039181.0271830.001232.12
712025.01.06 15:00s/l190.101.039181.039181.02718-39.101193.02
722025.01.07 08:00sell200.101.041470.000000.00000
732025.01.07 08:00modify200.101.041471.055471.02647
742025.01.07 21:00sell210.101.034430.000000.00000
752025.01.07 21:00modify210.101.034431.038471.02647
762025.01.07 21:00modify200.101.041471.038471.02647
772025.01.07 21:50sell220.101.033940.000000.00000
782025.01.07 21:50modify220.101.033941.037721.02647
792025.01.07 21:50modify210.101.034431.037721.02647
802025.01.07 21:50modify200.101.041471.037721.02647
812025.01.08 16:55sell230.101.030710.000000.00000
822025.01.08 16:55modify230.101.030711.036221.02647
832025.01.08 16:55modify220.101.033941.036221.02647
842025.01.08 16:55modify210.101.034431.036221.02647
852025.01.08 16:55modify200.101.041471.036221.02647
862025.01.10 13:30t/p200.101.026471.036221.02647152.011345.03
872025.01.10 13:30t/p210.101.026471.036221.0264781.611426.64
882025.01.10 13:30t/p220.101.026471.036221.0264776.711503.35
892025.01.10 13:30t/p230.101.026471.036221.0264744.011547.36
902025.01.13 12:00buy240.101.019880.000000.00000
912025.01.13 12:00modify240.101.019881.005881.03488
922025.01.13 22:40buy250.101.027570.000000.00000
932025.01.13 22:40modify250.101.027571.023631.03488
942025.01.13 22:40modify240.101.019881.023631.03488
952025.01.14 07:40buy260.101.026900.000000.00000
962025.01.14 07:40modify260.101.026901.022881.03488
972025.01.14 07:45modify260.101.026901.023631.03488
982025.01.14 16:05buy270.101.030530.000000.00000
992025.01.14 16:05modify270.101.030531.025131.03488
1002025.01.14 16:05modify250.101.027571.025131.03488
1012025.01.14 16:05modify260.101.026901.025131.03488
1022025.01.14 16:05modify240.101.019881.025131.03488
1032025.01.15 13:40t/p240.101.034881.025131.03488148.081695.44
1042025.01.15 13:40t/p250.101.034881.025131.0348871.181766.62
1052025.01.15 13:40t/p260.101.034881.025131.0348878.841845.46
1062025.01.15 13:40t/p270.101.034881.025131.0348842.541888.00
1072025.01.20 16:00sell280.101.040050.000000.00000
1082025.01.20 16:00modify280.101.040051.054051.02505
1092025.02.02 22:00t/p280.101.025051.054051.02505155.232043.23
1102025.02.04 16:00sell290.101.038000.000000.00000
1112025.02.04 16:00modify290.101.038001.052001.02300
1122025.02.07 17:40sell300.101.030490.000000.00000
1132025.02.07 17:40modify300.101.030491.034251.02300
1142025.02.07 17:40modify290.101.038001.034251.02300
1152025.02.07 17:50sell310.101.031000.000000.00000
1162025.02.07 17:50modify310.101.031001.035001.02300
1172025.02.07 17:55modify310.101.031001.034251.02300
1182025.02.11 15:40s/l290.101.034251.034251.0230040.322083.55
1192025.02.11 15:40s/l300.101.034251.034251.02300-36.802046.76
1202025.02.11 15:40s/l310.101.034251.034251.02300-31.702015.06
1212025.02.14 16:00sell320.101.050810.000000.00000
1222025.02.14 16:00modify320.101.050811.064811.03581
1232025.02.18 17:33sell330.101.043900.000000.00000
1242025.02.18 17:33modify330.101.043901.047811.03581
1252025.02.18 17:33modify320.101.050811.047811.03581
1262025.02.19 13:55sell340.101.043150.000000.00000
1272025.02.19 13:55modify340.101.043151.047061.03581
1282025.02.19 13:55modify330.101.043901.047061.03581
1292025.02.19 13:55modify320.101.050811.047061.03581
1302025.02.19 17:05sell350.101.040200.000000.00000
1312025.02.19 17:05modify350.101.040201.045561.03581
1322025.02.19 17:05modify340.101.043151.045561.03581
1332025.02.19 17:05modify330.101.043901.045561.03581
1342025.02.19 17:05modify320.101.050811.045561.03581
1352025.02.20 13:40s/l320.101.045561.045561.0358154.912069.97
1362025.02.20 13:40s/l330.101.045561.045561.03581-14.992054.98
1372025.02.20 13:40s/l340.101.045561.045561.03581-22.892032.09
1382025.02.20 13:40s/l350.101.045561.045561.03581-52.391979.70
1392025.02.27 16:00buy360.101.041790.000000.00000
1402025.02.27 16:00modify360.101.041791.027791.05679
1412025.03.03 14:30buy370.101.048760.000000.00000
1422025.03.03 14:30modify370.101.048761.044791.05679
1432025.03.03 14:30modify360.101.041791.044791.05679
1442025.03.03 14:40buy380.101.049360.000000.00000
1452025.03.03 14:40modify380.101.049361.045541.05679
1462025.03.03 14:40modify370.101.048761.045541.05679
1472025.03.03 14:40modify360.101.041791.045541.05679
1482025.03.04 08:50buy390.101.052340.000000.00000
1492025.03.04 08:50modify390.101.052341.047041.05679
1502025.03.04 08:50modify380.101.049361.047041.05679
1512025.03.04 08:50modify370.101.048761.047041.05679
1522025.03.04 08:50modify360.101.041791.047041.05679
1532025.03.04 18:30t/p360.101.056791.047041.05679147.122126.82
1542025.03.04 18:30t/p370.101.056791.047041.0567979.342206.16
1552025.03.04 18:30t/p380.101.056791.047041.0567973.342279.50
1562025.03.04 18:30t/p390.101.056791.047041.0567944.502324.00
1572025.03.11 16:00sell400.101.092690.000000.00000
1582025.03.11 16:00modify400.101.092691.106691.07769
1592025.03.13 08:15sell410.101.085910.000000.00000
1602025.03.13 08:15modify410.101.085911.089691.07769
1612025.03.13 08:15modify400.101.092691.089691.07769
1622025.03.13 18:40sell420.101.085180.000000.00000
1632025.03.13 18:40modify420.101.085181.088941.07769
1642025.03.13 18:40modify410.101.085911.088941.07769
1652025.03.13 18:40modify400.101.092691.088941.07769
1662025.03.14 10:30s/l400.101.088941.088941.0776939.512363.51
1672025.03.14 10:30s/l410.101.088941.088941.07769-29.902333.61
1682025.03.14 10:30s/l420.101.088941.088941.07769-37.202296.41
1692025.04.04 12:00sell430.101.106030.000000.00000
1702025.04.04 12:00modify430.101.106031.120031.09103
1712025.04.04 16:30sell440.101.098270.000000.00000
1722025.04.04 16:30modify440.101.098271.102281.09103
1732025.04.04 16:30modify430.101.106031.102281.09103
1742025.04.04 20:35sell450.101.095370.000000.00000
1752025.04.04 20:35modify450.101.095371.100781.09103
1762025.04.04 20:35modify440.101.098271.100781.09103
1772025.04.04 20:35modify430.101.106031.100781.09103
1782025.04.06 21:00t/p430.101.091031.100781.09103150.002446.41
1792025.04.06 21:00t/p440.101.091031.100781.0910372.402518.81
1802025.04.06 21:00t/p450.101.091031.100781.0910343.402562.21
1812025.04.07 04:00buy460.101.095310.000000.00000
1822025.04.07 04:00modify460.101.095311.081311.11031
1832025.04.07 05:40buy470.101.102330.000000.00000
1842025.04.07 05:40modify470.101.102331.098311.11031
1852025.04.07 05:40modify460.101.095311.098311.11031
1862025.04.07 08:40s/l460.101.098311.098311.1103130.002592.21
1872025.04.07 08:40s/l470.101.098311.098311.11031-40.202552.01
1882025.04.07 16:00buy480.101.091420.000000.00000
1892025.04.07 16:00modify480.101.091421.077421.10642
1902025.04.08 02:40buy490.101.098320.000000.00000
1912025.04.08 02:40modify490.101.098321.094421.10642
1922025.04.08 02:40modify480.101.091421.094421.10642
1932025.04.08 06:50buy500.101.099180.000000.00000
1942025.04.08 06:50modify500.101.099181.095171.10642
1952025.04.08 06:50modify490.101.098321.095171.10642
1962025.04.08 06:50modify480.101.091421.095171.10642
1972025.04.08 07:30s/l480.101.095171.095171.1064236.542588.56
1982025.04.08 07:30s/l490.101.095171.095171.10642-31.502557.06
1992025.04.08 07:30s/l500.101.095171.095171.10642-40.102516.96
2002025.04.09 04:00sell510.101.101920.000000.00000
2012025.04.09 04:00modify510.101.101921.115921.08692
2022025.04.09 18:40sell520.101.091320.000000.00000
2032025.04.09 18:40modify520.101.091321.096671.08692
2042025.04.09 18:40modify510.101.101921.096671.08692
2052025.04.09 19:00s/l510.101.096671.096671.0869252.502569.46
2062025.04.09 19:00s/l520.101.096671.096671.08692-53.502515.96
2072025.04.10 12:00sell530.101.107000.000000.00000
2082025.04.10 12:00modify530.101.107001.121001.09200
2092025.04.10 15:30s/l530.101.121001.121001.09200-140.002375.96
2102025.04.22 04:00sell540.101.153480.000000.00000
2112025.04.22 04:00modify540.101.153481.167481.13848
2122025.04.22 13:05sell550.101.145850.000000.00000
2132025.04.22 13:05modify550.101.145851.149731.13848
2142025.04.22 13:05modify540.101.153481.149731.13848
2152025.04.22 13:25sell560.101.146640.000000.00000
2162025.04.22 13:25modify560.101.146641.150481.13848
2172025.04.22 13:30modify560.101.146641.149731.13848
2182025.04.22 19:20sell570.101.142870.000000.00000
2192025.04.22 19:20modify570.101.142871.148231.13848
2202025.04.22 19:20modify550.101.145851.148231.13848
2212025.04.22 19:20modify560.101.146641.148231.13848
2222025.04.22 19:20modify540.101.153481.148231.13848
2232025.04.22 21:40t/p540.101.138481.148231.13848150.002525.96
2242025.04.22 21:40t/p550.101.138481.148231.1384873.702599.66
2252025.04.22 21:40t/p560.101.138481.148231.1384881.602681.26
2262025.04.22 21:40t/p570.101.138481.148231.1384843.902725.16
2272025.04.23 16:00buy580.101.135190.000000.00000
2282025.04.23 16:00modify580.101.135191.121191.15019
2292025.04.28 16:50buy590.101.142170.000000.00000
2302025.04.28 16:50modify590.101.142171.138191.15019
2312025.04.28 16:50modify580.101.135191.138191.15019
2322025.04.28 19:40buy600.101.142780.000000.00000
2332025.04.28 19:40modify600.101.142781.138941.15019
2342025.04.28 19:40modify590.101.142171.138941.15019
2352025.04.28 19:40modify580.101.135191.138941.15019
2362025.04.29 01:40s/l580.101.138941.138941.1501931.742756.90
2372025.04.29 01:40s/l590.101.138941.138941.15019-33.262723.64
2382025.04.29 01:40s/l600.101.138941.138941.15019-39.362684.28
2392025.05.01 16:00buy610.101.128180.000000.00000
2402025.05.01 16:00modify610.101.128181.114181.14318
2412025.05.02 09:30buy620.101.134990.000000.00000
2422025.05.02 09:30modify620.101.134991.131181.14318
2432025.05.02 09:30modify610.101.128181.131181.14318
2442025.05.02 09:40buy630.101.135800.000000.00000
2452025.05.02 09:40modify630.101.135801.131931.14318
2462025.05.02 09:40modify620.101.134991.131931.14318
2472025.05.02 09:40modify610.101.128181.131931.14318
2482025.05.02 12:40s/l610.101.131931.131931.1431836.542720.82
2492025.05.02 12:40s/l620.101.131931.131931.14318-30.602690.22
2502025.05.02 12:40s/l630.101.131931.131931.14318-38.702651.52
2512025.05.08 16:00buy640.101.125070.000000.00000
2522025.05.08 16:00modify640.101.125071.111071.14007
2532025.05.12 07:40s/l640.101.111071.111071.14007-141.922509.60
2542025.05.12 08:00buy650.101.110770.000000.00000
2552025.05.12 08:00modify650.101.110771.096771.12577
2562025.05.13 15:59buy660.101.117790.000000.00000
2572025.05.13 15:59modify660.101.117791.113771.12577
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