Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test2604Ticks modelled77921Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2294.43Gross profit3117.60Gross loss-823.17
Profit factor3.79Expected payoff44.12
Absolute drawdown24.70Maximal drawdown396.00 (3.53%)Relative drawdown3.53% (396.00)
Total trades52Short positions (won %)37 (81.08%)Long positions (won %)15 (66.67%)
Profit trades (% of total)40 (76.92%)Loss trades (% of total)12 (23.08%)
Largestprofit trade154.16loss trade-162.62
Averageprofit trade77.94loss trade-68.60
Maximumconsecutive wins (profit in money)11 (890.51)consecutive losses (loss in money)2 (-92.86)
Maximalconsecutive profit (count of wins)890.51 (11)consecutive loss (count of losses)-162.62 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 00:00buy10.101.085840.000000.00000
22023.07.06 00:00modify10.101.085841.070841.10084
32023.07.07 12:40buy20.101.093440.000000.00000
42023.07.07 12:40modify20.101.093441.087341.10084
52023.07.07 12:40modify10.101.085841.087341.10084
62023.07.10 14:30buy30.101.097950.000000.00000
72023.07.10 14:30modify30.101.097951.091091.10084
82023.07.10 14:30modify20.101.093441.091091.10084
92023.07.10 14:30modify10.101.085841.091091.10084
102023.07.11 00:40t/p10.101.100841.091091.10084148.0110148.01
112023.07.11 00:40t/p20.101.100841.091091.1008472.6710220.68
122023.07.11 00:40t/p30.101.100841.091091.1008428.2410248.92
132023.07.14 00:00sell40.101.122350.000000.00000
142023.07.14 00:00modify40.101.122351.137351.10735
152023.07.20 14:40sell50.101.114050.000000.00000
162023.07.20 14:40modify50.101.114051.117851.10735
172023.07.20 14:40modify40.101.122351.117851.10735
182023.07.20 14:55sell60.101.114670.000000.00000
192023.07.20 14:55modify60.101.114671.120851.10735
202023.07.20 15:00modify60.101.114671.117851.10735
212023.07.24 07:30sell70.101.110090.000000.00000
222023.07.24 07:30modify70.101.110091.117101.10735
232023.07.24 07:30modify50.101.114051.117101.10735
242023.07.24 07:30modify60.101.114671.117101.10735
252023.07.24 07:30modify40.101.122351.117101.10735
262023.07.24 08:40t/p40.101.107351.117101.10735151.3310400.25
272023.07.24 08:40t/p50.101.107351.117101.1073567.3310467.58
282023.07.24 08:40t/p60.101.107351.117101.1073573.5310541.11
292023.07.24 08:40t/p70.101.107351.117101.1073527.4010568.51
302023.08.10 16:00sell80.101.101520.000000.00000
312023.08.10 16:00modify80.101.101521.116521.08652
322023.08.13 22:40sell90.101.094010.000000.00000
332023.08.13 22:40modify90.101.094011.100021.08652
342023.08.13 22:40modify80.101.101521.100021.08652
352023.08.14 01:40sell100.101.093110.000000.00000
362023.08.14 01:40modify100.101.093111.097021.08652
372023.08.14 01:40modify90.101.094011.097021.08652
382023.08.14 01:40modify80.101.101521.097021.08652
392023.08.16 16:30sell110.101.089290.000000.00000
402023.08.16 16:30modify110.101.089291.096271.08652
412023.08.16 16:30modify100.101.093111.096271.08652
422023.08.16 16:30modify90.101.094011.096271.08652
432023.08.16 16:30modify80.101.101521.096271.08652
442023.08.17 01:40t/p80.101.086521.096271.08652151.1710719.68
452023.08.17 01:40t/p90.101.086521.096271.0865275.9010795.58
462023.08.17 01:40t/p100.101.086521.096271.0865266.7310862.31
472023.08.17 01:40t/p110.101.086521.096271.0865228.2010890.51
482023.09.04 00:00buy120.101.077880.000000.00000
492023.09.04 00:00modify120.101.077881.062881.09288
502023.09.21 01:05s/l120.101.062881.062881.09288-162.6210727.90
512023.10.13 00:00buy130.101.053880.000000.00000
522023.10.13 00:00modify130.101.053881.038881.06888
532023.10.19 16:50buy140.101.061380.000000.00000
542023.10.19 16:50modify140.101.061381.055381.06888
552023.10.19 16:50modify130.101.053881.055381.06888
562023.10.23 12:40buy150.101.062180.000000.00000
572023.10.23 12:40modify150.101.062181.058381.06888
582023.10.23 12:40modify140.101.061381.058381.06888
592023.10.23 12:40modify130.101.053881.058381.06888
602023.10.23 16:30buy160.101.066110.000000.00000
612023.10.23 16:30modify160.101.066111.059131.06888
622023.10.23 16:30modify150.101.062181.059131.06888
632023.10.23 16:30modify140.101.061381.059131.06888
642023.10.23 16:30modify130.101.053881.059131.06888
652023.10.24 07:05t/p130.101.068881.059131.06888144.0210871.92
662023.10.24 07:05t/p140.101.068881.059131.0688873.0110944.93
672023.10.24 07:05t/p150.101.068881.059131.0688866.3411011.26
682023.10.24 07:05t/p160.101.068881.059131.0688827.0411038.30
692023.10.26 08:00buy170.101.055110.000000.00000
702023.10.26 08:00modify170.101.055111.040111.07011
712023.10.30 15:40buy180.101.062800.000000.00000
722023.10.30 15:40modify180.101.062801.056611.07011
732023.10.30 15:40modify170.101.055111.056611.07011
742023.10.31 09:55buy190.101.067140.000000.00000
752023.10.31 09:55modify190.101.067141.060361.07011
762023.10.31 09:55modify180.101.062801.060361.07011
772023.10.31 09:55modify170.101.055111.060361.07011
782023.10.31 13:40s/l170.101.060361.060361.0701150.5111088.81
792023.10.31 13:40s/l180.101.060361.060361.07011-25.0611063.74
802023.10.31 13:40s/l190.101.060361.060361.07011-67.8010995.94
812023.11.06 08:00sell200.101.073330.000000.00000
822023.11.06 08:00modify200.101.073331.088331.05833
832023.11.10 07:40sell210.101.065600.000000.00000
842023.11.10 07:40modify210.101.065601.071831.05833
852023.11.10 07:40modify200.101.073331.071831.05833
862023.11.14 09:40s/l200.101.071831.071831.0583316.3311012.28
872023.11.14 09:40s/l210.101.071831.071831.05833-61.9710950.31
882023.11.15 00:00sell220.101.087760.000000.00000
892023.11.15 00:00modify220.101.087761.102761.07276
902023.12.05 14:40sell230.101.080140.000000.00000
912023.12.05 14:40modify230.101.080141.086261.07276
922023.12.05 14:40modify220.101.087761.086261.07276
932023.12.05 16:30sell240.101.079330.000000.00000
942023.12.05 16:30modify240.101.079331.083261.07276
952023.12.05 16:30modify230.101.080141.083261.07276
962023.12.05 16:30modify220.101.087761.083261.07276
972023.12.07 05:05sell250.101.075740.000000.00000
982023.12.07 05:05modify250.101.075741.082511.07276
992023.12.07 05:05modify240.101.079331.082511.07276
1002023.12.07 05:05modify230.101.080141.082511.07276
1012023.12.07 05:05modify220.101.087761.082511.07276
1022023.12.08 13:40t/p220.101.072761.082511.07276154.1611104.47
1032023.12.08 13:40t/p230.101.072761.082511.0727674.6311179.11
1042023.12.08 13:40t/p240.101.072761.082511.0727666.5311245.64
1052023.12.08 13:40t/p250.101.072761.082511.0727629.9711275.61
1062023.12.14 00:00sell260.101.088260.000000.00000
1072023.12.14 00:00modify260.101.088261.103261.07326
1082023.12.22 11:40s/l260.101.103261.103261.07326-148.6711126.94
1092023.12.28 08:00sell270.101.111670.000000.00000
1102023.12.28 08:00modify270.101.111671.126671.09667
1112023.12.29 19:59sell280.101.104070.000000.00000
1122023.12.29 19:59modify280.101.104071.110171.09667
1132023.12.29 19:59modify270.101.111671.110171.09667
1142023.12.29 21:33sell290.101.103390.000000.00000
1152023.12.29 21:33modify290.101.103391.107171.09667
1162023.12.29 21:33modify280.101.104071.107171.09667
1172023.12.29 21:33modify270.101.111671.107171.09667
1182024.01.02 12:40t/p270.101.096671.107171.09667150.5011277.44
1192024.01.02 12:40t/p280.101.096671.107171.0966774.3311351.77
1202024.01.02 12:40t/p290.101.096671.107171.0966767.5311419.30
1212024.01.11 08:00sell300.101.097900.000000.00000
1222024.01.11 08:00modify300.101.097901.112901.08290
1232024.01.16 08:40sell310.101.089440.000000.00000
1242024.01.16 08:40modify310.101.089441.093401.08290
1252024.01.16 08:40modify300.101.097901.093401.08290
1262024.01.17 06:20sell320.101.085890.000000.00000
1272024.01.17 06:20modify320.101.085891.092651.08290
1282024.01.17 06:20modify310.101.089441.092651.08290
1292024.01.17 06:20modify300.101.097901.092651.08290
1302024.01.18 06:55sell330.101.090230.000000.00000
1312024.01.18 06:55modify330.101.090231.096401.08290
1322024.01.18 06:55modify330.101.090231.092651.08290
1332024.01.23 15:40t/p300.101.082901.092651.08290151.6711570.97
1342024.01.23 15:40t/p310.101.082901.092651.0829066.5711637.53
1352024.01.23 15:40t/p320.101.082901.092651.0829030.9011668.43
1362024.01.23 15:40t/p330.101.082901.092651.0829073.8011742.23
1372024.02.05 08:00buy340.101.078320.000000.00000
1382024.02.05 08:00modify340.101.078321.063321.09332
1392024.02.22 08:05buy350.101.085880.000000.00000
1402024.02.22 08:05modify350.101.085881.079821.09332
1412024.02.22 08:05modify340.101.078321.079821.09332
1422024.02.27 12:15buy360.101.086600.000000.00000
1432024.02.27 12:15modify360.101.086601.082821.09332
1442024.02.27 12:15modify350.101.085881.082821.09332
1452024.02.27 12:15modify340.101.078321.082821.09332
1462024.02.28 05:30s/l340.101.082821.082821.0933229.7311771.96
1472024.02.28 05:30s/l350.101.082821.082821.09332-33.2611738.71
1482024.02.28 05:30s/l360.101.082821.082821.09332-38.4611700.24
1492024.03.08 04:00sell370.101.094760.000000.00000
1502024.03.08 04:00modify370.101.094761.109761.07976
1512024.03.18 16:53sell380.101.087230.000000.00000
1522024.03.18 16:53modify380.101.087231.093261.07976
1532024.03.18 16:53modify370.101.094761.093261.07976
1542024.03.19 05:40sell390.101.086280.000000.00000
1552024.03.19 05:40modify390.101.086281.090261.07976
1562024.03.19 05:40modify380.101.087231.090261.07976
1572024.03.19 05:40modify370.101.094761.090261.07976
1582024.03.20 18:30s/l370.101.090261.090261.0797646.6711746.91
1592024.03.20 18:30s/l380.101.090261.090261.07976-29.9711716.94
1602024.03.20 18:30s/l390.101.090261.090261.07976-39.6311677.31
1612024.03.21 04:00sell400.101.093490.000000.00000
1622024.03.21 04:00modify400.101.093491.108491.07849
1632024.03.21 15:50sell410.101.085770.000000.00000
1642024.03.21 15:50modify410.101.085771.091991.07849
1652024.03.21 15:50modify400.101.093491.091991.07849
1662024.03.22 01:40sell420.101.085000.000000.00000
1672024.03.22 01:40modify420.101.085001.088991.07849
1682024.03.22 01:40modify410.101.085771.088991.07849
1692024.03.22 01:40modify400.101.093491.088991.07849
1702024.03.22 10:15sell430.101.081450.000000.00000
1712024.03.22 10:15modify430.101.081451.088241.07849
1722024.03.22 10:15modify420.101.085001.088241.07849
1732024.03.22 10:15modify410.101.085771.088241.07849
1742024.03.22 10:15modify400.101.093491.088241.07849
1752024.03.28 09:30t/p400.101.078491.088241.07849151.1711828.47
1762024.03.28 09:30t/p410.101.078491.088241.0784973.9711902.44
1772024.03.28 09:30t/p420.101.078491.088241.0784966.1011968.54
1782024.03.28 09:30t/p430.101.078491.088241.0784930.6011999.14
1792024.04.04 12:00sell440.101.085290.000000.00000
1802024.04.04 12:00modify440.101.085291.100291.07029
1812024.04.10 13:10sell450.101.077530.000000.00000
1822024.04.10 13:10modify450.101.077531.083791.07029
1832024.04.10 13:10modify440.101.085291.083791.07029
1842024.04.10 13:20sell460.101.076950.000000.00000
1852024.04.10 13:20modify460.101.076951.080791.07029
1862024.04.10 13:20modify450.101.077531.080791.07029
1872024.04.10 13:20modify440.101.085291.080791.07029
1882024.04.10 16:30sell470.101.073190.000000.00000
1892024.04.10 16:30modify470.101.073191.080041.07029
1902024.04.10 16:30modify460.101.076951.080041.07029
1912024.04.10 16:30modify450.101.077531.080041.07029
1922024.04.10 16:30modify440.101.085291.080041.07029
1932024.04.11 14:33t/p440.101.070291.080041.07029151.1712150.30
1942024.04.11 14:33t/p450.101.070291.080041.0702972.9012223.20
1952024.04.11 14:33t/p460.101.070291.080041.0702967.1012290.30
1962024.04.11 14:33t/p470.101.070291.080041.0702929.5012319.80
1972024.04.18 00:00sell480.101.066900.000000.00000
1982024.04.18 00:00modify480.101.066901.081901.05190
1992024.05.14 13:30s/l480.101.081901.081901.05190-146.0012173.80
2002024.05.15 08:00sell490.101.082580.000000.00000
2012024.05.15 08:00modify490.101.082581.097581.06758
2022024.06.10 04:30sell500.101.075070.000000.00000
2032024.06.10 04:30modify500.101.075071.081081.06758
2042024.06.10 04:30modify490.101.082581.081081.06758
2052024.06.10 09:40sell510.101.074050.000000.00000
2062024.06.10 09:40modify510.101.074051.078081.06758
2072024.06.10 09:40modify500.101.075071.078081.06758
2082024.06.10 09:40modify490.101.082581.078081.06758
2092024.06.12 12:20s/l490.101.078081.078081.0675849.6612223.46
2102024.06.12 12:20s/l500.101.078081.078081.06758-29.7712193.70
2112024.06.12 12:20s/l510.101.078081.078081.06758-39.9712153.73
2122024.06.14 16:00buy520.101.070160.000000.00000
2132024.06.14 16:00modify520.101.070161.055161.08516
2142024.06.28 23:59t/p520.101.085161.055161.08516140.7012294.43