Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=60; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test1915Ticks modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2451.30Gross profit5453.73Gross loss-3002.43
Profit factor1.82Expected payoff13.18
Absolute drawdown359.99Maximal drawdown537.82 (4.62%)Relative drawdown4.62% (537.82)
Total trades186Short positions (won %)87 (62.07%)Long positions (won %)99 (53.54%)
Profit trades (% of total)107 (57.53%)Loss trades (% of total)79 (42.47%)
Largestprofit trade121.54loss trade-63.85
Averageprofit trade50.97loss trade-38.01
Maximumconsecutive wins (profit in money)12 (800.12)consecutive losses (loss in money)5 (-307.71)
Maximalconsecutive profit (count of wins)800.12 (12)consecutive loss (count of losses)-307.71 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 04:00sell10.101.102940.000000.00000
22023.05.03 04:00modify10.101.102941.108941.09094
32023.05.03 18:02s/l10.101.108941.108941.09094-60.009940.00
42023.05.09 08:00buy20.101.098100.000000.00000
52023.05.09 08:00modify20.101.098101.092101.11010
62023.05.11 08:04s/l20.101.092101.092101.11010-62.579877.43
72023.05.11 16:00buy30.101.091850.000000.00000
82023.05.11 16:00modify30.101.091851.085851.10385
92023.05.12 15:16s/l30.101.085851.085851.10385-60.649816.79
102023.05.17 08:00buy40.101.083470.000000.00000
112023.05.17 08:00modify40.101.083471.077471.09547
122023.05.18 14:39s/l40.101.077471.077471.09547-61.939754.86
132023.05.23 12:00buy50.101.077610.000000.00000
142023.05.23 12:00modify50.101.077611.071611.08961
152023.05.25 07:15s/l50.101.071611.071611.08961-62.579692.29
162023.05.30 08:00buy60.101.069310.000000.00000
172023.05.30 08:00modify60.101.069311.063311.08131
182023.05.30 11:59buy70.101.074760.000000.00000
192023.05.30 11:59modify70.101.074761.070511.08131
202023.05.30 11:59modify60.101.069311.070511.08131
212023.05.31 02:37s/l60.101.070511.070511.0813111.369703.65
222023.05.31 02:37s/l70.101.070511.070511.08131-43.149660.51
232023.05.31 16:00buy80.101.065570.000000.00000
242023.05.31 16:00modify80.101.065571.059571.07757
252023.06.01 09:55buy90.101.071020.000000.00000
262023.06.01 09:55modify90.101.071021.066771.07757
272023.06.01 09:55modify80.101.065571.066771.07757
282023.06.01 13:33buy100.101.072170.000000.00000
292023.06.01 13:33modify100.101.072171.068571.07757
302023.06.01 13:33modify90.101.071021.068571.07757
312023.06.01 13:33modify80.101.065571.068571.07757
322023.06.01 15:32buy110.101.074570.000000.00000
332023.06.01 15:32modify110.101.074571.071571.07757
342023.06.01 15:32modify100.101.072171.071571.07757
352023.06.01 15:32modify90.101.071021.071571.07757
362023.06.01 15:32modify80.101.065571.071571.07757
372023.06.02 06:07t/p80.101.077571.071571.07757117.439777.94
382023.06.02 06:07t/p90.101.077571.071571.0775764.869842.80
392023.06.02 06:07t/p100.101.077571.071571.0775753.369896.16
402023.06.02 06:07t/p110.101.077571.071571.0775729.369925.52
412023.06.05 00:00buy120.101.070000.000000.00000
422023.06.05 00:00modify120.101.070001.064001.08200
432023.06.08 12:31buy130.101.075400.000000.00000
442023.06.08 12:31modify130.101.075401.071201.08200
452023.06.08 12:31modify120.101.070001.071201.08200
462023.06.08 13:42buy140.101.076600.000000.00000
472023.06.08 13:42modify140.101.076601.073001.08200
482023.06.08 13:42modify130.101.075401.073001.08200
492023.06.08 13:42modify120.101.070001.073001.08200
502023.06.12 09:39buy150.101.079010.000000.00000
512023.06.12 09:39modify150.101.079011.076001.08200
522023.06.12 09:39modify140.101.076601.076001.08200
532023.06.12 09:39modify130.101.075401.076001.08200
542023.06.12 09:39modify120.101.070001.076001.08200
552023.06.12 13:35s/l120.101.076001.076001.0820055.519981.02
562023.06.12 13:35s/l130.101.076001.076001.082004.729985.74
572023.06.12 13:35s/l140.101.076001.076001.08200-7.289978.45
582023.06.12 13:35s/l150.101.076001.076001.08200-30.109948.35
592023.06.13 08:00sell160.101.079950.000000.00000
602023.06.13 08:00modify160.101.079951.085951.06795
612023.06.14 15:43s/l160.101.085951.085951.06795-59.789888.57
622023.06.15 16:00sell170.101.093260.000000.00000
632023.06.15 16:00modify170.101.093261.099261.08126
642023.06.21 18:33s/l170.101.099261.099261.08126-59.129829.45
652023.06.21 20:00sell180.101.098780.000000.00000
662023.06.21 20:00modify180.101.098781.104781.08678
672023.06.23 02:37sell190.101.093340.000000.00000
682023.06.23 02:37modify190.101.093341.097581.08678
692023.06.23 02:37modify180.101.098781.097581.08678
702023.06.23 06:38sell200.101.092180.000000.00000
712023.06.23 06:38modify200.101.092181.095781.08678
722023.06.23 06:38modify190.101.093341.095781.08678
732023.06.23 06:38modify180.101.098781.095781.08678
742023.06.23 07:15sell210.101.089760.000000.00000
752023.06.23 07:15modify210.101.089761.092781.08678
762023.06.23 07:15modify200.101.092181.092781.08678
772023.06.23 07:15modify190.101.093341.092781.08678
782023.06.23 07:15modify180.101.098781.092781.08678
792023.06.23 07:30t/p180.101.086781.092781.08678120.889950.33
802023.06.23 07:30t/p190.101.086781.092781.0867865.6010015.93
812023.06.23 07:30t/p200.101.086781.092781.0867854.0010069.93
822023.06.23 07:30t/p210.101.086781.092781.0867829.8010099.73
832023.06.23 08:00buy220.101.087180.000000.00000
842023.06.23 08:00modify220.101.087181.081181.09918
852023.06.27 01:47buy230.101.092630.000000.00000
862023.06.27 01:47modify230.101.092631.088381.09918
872023.06.27 01:47modify220.101.087181.088381.09918
882023.06.27 01:49buy240.101.093780.000000.00000
892023.06.27 01:49modify240.101.093781.090181.09918
902023.06.27 01:49modify230.101.092631.090181.09918
912023.06.27 01:49modify220.101.087181.090181.09918
922023.06.27 12:36buy250.101.096180.000000.00000
932023.06.27 12:36modify250.101.096181.093181.09918
942023.06.27 12:36modify240.101.093781.093181.09918
952023.06.27 12:36modify230.101.092631.093181.09918
962023.06.27 12:36modify220.101.087181.093181.09918
972023.06.28 12:16s/l220.101.093181.093181.0991858.0710157.80
982023.06.28 12:16s/l230.101.093181.093181.099184.8610162.66
992023.06.28 12:16s/l240.101.093181.093181.09918-6.6410156.02
1002023.06.28 12:16s/l250.101.093181.093181.09918-30.6410125.37
1012023.06.28 16:00buy260.101.090630.000000.00000
1022023.06.28 16:00modify260.101.090631.084631.10263
1032023.06.30 08:23s/l260.101.084631.084631.10263-62.5710062.81
1042023.07.05 04:00buy270.101.088040.000000.00000
1052023.07.05 04:00modify270.101.088041.082041.10004
1062023.07.07 12:37buy280.101.093440.000000.00000
1072023.07.07 12:37modify280.101.093441.089241.10004
1082023.07.07 12:37modify270.101.088041.089241.10004
1092023.07.07 14:36buy290.101.094650.000000.00000
1102023.07.07 14:36modify290.101.094651.091041.10004
1112023.07.07 14:36modify280.101.093441.091041.10004
1122023.07.07 14:36modify270.101.088041.091041.10004
1132023.07.07 16:06buy300.101.097040.000000.00000
1142023.07.07 16:06modify300.101.097041.094041.10004
1152023.07.07 16:06modify290.101.094651.094041.10004
1162023.07.07 16:06modify280.101.093441.094041.10004
1172023.07.07 16:06modify270.101.088041.094041.10004
1182023.07.10 20:34t/p270.101.100041.094041.10004116.7910179.60
1192023.07.10 20:34t/p280.101.100041.094041.1000465.3610244.95
1202023.07.10 20:34t/p290.101.100041.094041.1000453.2610298.21
1212023.07.10 20:34t/p300.101.100041.094041.1000429.3610327.57
1222023.07.12 16:00sell310.101.112200.000000.00000
1232023.07.12 16:00modify310.101.112201.118201.10020
1242023.07.13 12:03s/l310.101.118201.118201.10020-59.3410268.23
1252023.07.19 12:00buy320.101.121610.000000.00000
1262023.07.19 12:00modify320.101.121611.115611.13361
1272023.07.20 14:25s/l320.101.115611.115611.13361-61.9310206.30
1282023.07.20 16:00buy330.101.113790.000000.00000
1292023.07.20 16:00modify330.101.113791.107791.12579
1302023.07.24 07:36s/l330.101.107791.107791.12579-61.2810145.02
1312023.07.24 08:00buy340.101.108410.000000.00000
1322023.07.24 08:00modify340.101.108411.102411.12041
1332023.07.25 14:33s/l340.101.102411.102411.12041-60.6410084.37
1342023.07.26 20:00sell350.101.109630.000000.00000
1352023.07.26 20:00modify350.101.109631.115631.09763
1362023.07.27 13:03sell360.101.104220.000000.00000
1372023.07.27 13:03modify360.101.104221.108431.09763
1382023.07.27 13:03modify350.101.109631.108431.09763
1392023.07.27 13:16sell370.101.103010.000000.00000
1402023.07.27 13:16modify370.101.103011.106631.09763
1412023.07.27 13:16modify360.101.104221.106631.09763
1422023.07.27 13:16modify350.101.109631.106631.09763
1432023.07.27 13:33sell380.101.100620.000000.00000
1442023.07.27 13:33modify380.101.100621.103631.09763
1452023.07.27 13:33modify370.101.103011.103631.09763
1462023.07.27 13:33modify360.101.104221.103631.09763
1472023.07.27 13:33modify350.101.109631.103631.09763
1482023.07.27 18:51t/p350.101.097631.103631.09763120.6610205.03
1492023.07.27 18:51t/p360.101.097631.103631.0976365.9010270.93
1502023.07.27 18:51t/p370.101.097631.103631.0976353.8010324.73
1512023.07.27 18:51t/p380.101.097631.103631.0976329.9010354.63
1522023.07.27 20:00buy390.101.096990.000000.00000
1532023.07.27 20:00modify390.101.096991.090991.10899
1542023.07.28 12:30buy400.101.102400.000000.00000
1552023.07.28 12:30modify400.101.102401.098191.10899
1562023.07.28 12:30modify390.101.096991.098191.10899
1572023.07.28 12:30buy410.101.103610.000000.00000
1582023.07.28 12:30modify410.101.103611.099991.10899
1592023.07.28 12:30modify400.101.102401.099991.10899
1602023.07.28 12:30modify390.101.096991.099991.10899
1612023.07.28 13:03s/l390.101.099991.099991.1089929.3610383.99
1622023.07.28 13:03s/l400.101.099991.099991.10899-24.1010359.89
1632023.07.28 13:03s/l410.101.099991.099991.10899-36.2010323.69
1642023.08.01 12:00buy420.101.097850.000000.00000
1652023.08.01 12:00modify420.101.097851.091851.10985
1662023.08.02 14:28s/l420.101.091851.091851.10985-60.6410263.05
1672023.08.02 16:00buy430.101.094120.000000.00000
1682023.08.02 16:00modify430.101.094121.088121.10612
1692023.08.04 12:51buy440.101.099530.000000.00000
1702023.08.04 12:51modify440.101.099531.095321.10612
1712023.08.04 12:51modify430.101.094121.095321.10612
1722023.08.04 13:06buy450.101.100730.000000.00000
1732023.08.04 13:06modify450.101.100731.097121.10612
1742023.08.04 13:06modify440.101.099531.097121.10612
1752023.08.04 13:06modify430.101.094121.097121.10612
1762023.08.04 13:40buy460.101.103130.000000.00000
1772023.08.04 13:40modify460.101.103131.100121.10612
1782023.08.04 13:40modify450.101.100731.100121.10612
1792023.08.04 13:40modify440.101.099531.100121.10612
1802023.08.04 13:40modify430.101.094121.100121.10612
1812023.08.06 23:36s/l430.101.100121.100121.1061257.4310320.48
1822023.08.06 23:36s/l440.101.100121.100121.106125.9010326.38
1832023.08.06 23:36s/l450.101.100121.100121.10612-6.1010320.28
1842023.08.06 23:36s/l460.101.100121.100121.10612-30.1010290.18
1852023.08.08 12:00buy470.101.094420.000000.00000
1862023.08.08 12:00modify470.101.094421.088421.10642
1872023.08.09 14:05buy480.101.099830.000000.00000
1882023.08.09 14:05modify480.101.099831.095621.10642
1892023.08.09 14:05modify470.101.094421.095621.10642
1902023.08.10 07:05buy490.101.101030.000000.00000
1912023.08.10 07:05modify490.101.101031.097421.10642
1922023.08.10 07:05modify480.101.099831.097421.10642
1932023.08.10 07:05modify470.101.094421.097421.10642
1942023.08.10 12:30buy500.101.103610.000000.00000
1952023.08.10 12:30modify500.101.103611.100421.10642
1962023.08.10 12:30modify490.101.101031.100421.10642
1972023.08.10 12:30modify480.101.099831.100421.10642
1982023.08.10 12:30modify470.101.094421.100421.10642
1992023.08.10 12:32t/p470.101.106421.100421.10642117.4310407.61
2002023.08.10 12:32t/p480.101.106421.100421.1064263.9710471.58
2012023.08.10 12:32t/p490.101.106421.100421.1064253.9010525.48
2022023.08.10 12:32t/p500.101.106421.100421.1064228.1010553.58
2032023.08.11 20:00buy510.101.094980.000000.00000
2042023.08.11 20:00modify510.101.094981.088981.10698
2052023.08.14 13:24s/l510.101.088981.088981.10698-60.6410492.94
2062023.08.14 20:00buy520.101.090580.000000.00000
2072023.08.14 20:00modify520.101.090581.084581.10258
2082023.08.18 12:37s/l520.101.084581.084581.10258-63.8510429.09
2092023.08.21 12:00sell530.101.090900.000000.00000
2102023.08.21 12:00modify530.101.090901.096901.07890
2112023.08.22 13:36sell540.101.085500.000000.00000
2122023.08.22 13:36modify540.101.085501.089701.07890
2132023.08.22 13:36modify530.101.090901.089701.07890
2142023.08.22 13:57sell550.101.084290.000000.00000
2152023.08.22 13:57modify550.101.084291.087901.07890
2162023.08.22 13:57modify540.101.085501.087901.07890
2172023.08.22 13:57modify530.101.090901.087901.07890
2182023.08.23 07:32sell560.101.081890.000000.00000
2192023.08.23 07:32modify560.101.081891.084901.07890
2202023.08.23 07:32modify550.101.084291.084901.07890
2212023.08.23 07:32modify540.101.085501.084901.07890
2222023.08.23 07:32modify530.101.090901.084901.07890
2232023.08.23 14:15s/l530.101.084901.084901.0789060.4410489.53
2242023.08.23 14:15s/l540.101.084901.084901.078906.2210495.75
2252023.08.23 14:15s/l550.101.084901.084901.07890-5.8810489.87
2262023.08.23 14:15s/l560.101.084901.084901.07890-30.1010459.77
2272023.08.24 20:00buy570.101.080870.000000.00000
2282023.08.24 20:00modify570.101.080871.074871.09287
2292023.08.29 16:53buy580.101.086270.000000.00000
2302023.08.29 16:53modify580.101.086271.082071.09287
2312023.08.29 16:53modify570.101.080871.082071.09287
2322023.08.29 17:14buy590.101.087510.000000.00000
2332023.08.29 17:14modify590.101.087511.083871.09287
2342023.08.29 17:14modify580.101.086271.083871.09287
2352023.08.29 17:14modify570.101.080871.083871.09287
2362023.08.30 12:15buy600.101.089900.000000.00000
2372023.08.30 12:15modify600.101.089901.086871.09287
2382023.08.30 12:15modify590.101.087511.086871.09287
2392023.08.30 12:15modify580.101.086271.086871.09287
2402023.08.30 12:15modify570.101.080871.086871.09287
2412023.08.30 13:34t/p570.101.092871.086871.09287117.4310577.20
2422023.08.30 13:34t/p580.101.092871.086871.0928765.3610642.56
2432023.08.30 13:34t/p590.101.092871.086871.0928752.9610695.51
2442023.08.30 13:34t/p600.101.092871.086871.0928729.7010725.21
2452023.08.30 16:00sell610.101.092560.000000.00000
2462023.08.30 16:00modify610.101.092561.098561.08056
2472023.08.31 09:03sell620.101.087160.000000.00000
2482023.08.31 09:03modify620.101.087161.091361.08056
2492023.08.31 09:03modify610.101.092561.091361.08056
2502023.08.31 11:36sell630.101.085960.000000.00000
2512023.08.31 11:36modify630.101.085961.089561.08056
2522023.08.31 11:36modify620.101.087161.089561.08056
2532023.08.31 11:36modify610.101.092561.089561.08056
2542023.08.31 16:25sell640.101.083550.000000.00000
2552023.08.31 16:25modify640.101.083551.086561.08056
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