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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1903Ticks modelled21621015Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1942.71Gross profit2783.80Gross loss-841.08
Profit factor3.31Expected payoff38.09
Absolute drawdown24.70Maximal drawdown468.50 (4.13%)Relative drawdown4.13% (468.50)
Total trades51Short positions (won %)34 (79.41%)Long positions (won %)17 (64.71%)
Profit trades (% of total)38 (74.51%)Loss trades (% of total)13 (25.49%)
Largestprofit trade154.16loss trade-162.62
Averageprofit trade73.26loss trade-64.70
Maximumconsecutive wins (profit in money)12 (966.62)consecutive losses (loss in money)3 (-121.06)
Maximalconsecutive profit (count of wins)966.62 (12)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 12:36buy20.101.093340.000000.00000
42023.07.07 12:36modify20.101.093341.087341.10084
52023.07.07 12:36modify10.101.085841.087341.10084
62023.07.07 14:34buy30.101.094100.000000.00000
72023.07.07 14:34modify30.101.094101.090341.10084
82023.07.07 14:34modify20.101.093341.090341.10084
92023.07.07 14:34modify10.101.085841.090341.10084
102023.07.10 14:04buy40.101.097880.000000.00000
112023.07.10 14:04modify40.101.097881.091091.10084
122023.07.10 14:04modify30.101.094101.091091.10084
132023.07.10 14:04modify20.101.093341.091091.10084
142023.07.10 14:04modify10.101.085841.091091.10084
152023.07.11 00:26t/p10.101.100841.091091.10084148.0110148.01
162023.07.11 00:26t/p20.101.100841.091091.1008473.6710221.68
172023.07.11 00:26t/p30.101.100841.091091.1008466.0710287.75
182023.07.11 00:26t/p40.101.100841.091091.1008428.9410316.69
192023.07.14 00:00sell50.101.122350.000000.00000
202023.07.14 00:00modify50.101.122351.137351.10735
212023.07.20 14:30sell60.101.114850.000000.00000
222023.07.20 14:30modify60.101.114851.120851.10735
232023.07.20 14:30modify50.101.122351.120851.10735
242023.07.20 14:43sell70.101.114090.000000.00000
252023.07.20 14:43modify70.101.114091.117851.10735
262023.07.20 14:43modify60.101.114851.117851.10735
272023.07.20 14:43modify50.101.122351.117851.10735
282023.07.24 07:30sell80.101.110300.000000.00000
292023.07.24 07:30modify80.101.110301.117101.10735
302023.07.24 07:30modify70.101.114091.117101.10735
312023.07.24 07:30modify60.101.114851.117101.10735
322023.07.24 07:30modify50.101.122351.117101.10735
332023.07.24 08:37t/p50.101.107351.117101.10735151.3310468.02
342023.07.24 08:37t/p60.101.107351.117101.1073575.3310543.35
352023.07.24 08:37t/p70.101.107351.117101.1073567.7310611.09
362023.07.24 08:37t/p80.101.107351.117101.1073529.5010640.59
372023.08.10 16:00sell90.101.101520.000000.00000
382023.08.10 16:00modify90.101.101521.116521.08652
392023.08.13 22:47sell100.101.094020.000000.00000
402023.08.13 22:47modify100.101.094021.100021.08652
412023.08.13 22:47modify90.101.101521.100021.08652
422023.08.14 01:34sell110.101.093240.000000.00000
432023.08.14 01:34modify110.101.093241.097021.08652
442023.08.14 01:34modify100.101.094021.097021.08652
452023.08.14 01:34modify90.101.101521.097021.08652
462023.08.14 13:18sell120.101.089520.000000.00000
472023.08.14 13:18modify120.101.089521.096271.08652
482023.08.14 13:18modify110.101.093241.096271.08652
492023.08.14 13:18modify100.101.094021.096271.08652
502023.08.14 13:18modify90.101.101521.096271.08652
512023.08.17 01:30t/p90.101.086521.096271.08652151.1710791.75
522023.08.17 01:30t/p100.101.086521.096271.0865276.0010867.75
532023.08.17 01:30t/p110.101.086521.096271.0865268.0310935.78
542023.08.17 01:30t/p120.101.086521.096271.0865230.8310966.62
552023.09.04 00:00buy130.101.077880.000000.00000
562023.09.04 00:00modify130.101.077881.062881.09288
572023.09.21 01:03s/l130.101.062881.062881.09288-162.6210804.00
582023.10.13 00:00buy140.101.053880.000000.00000
592023.10.13 00:00modify140.101.053881.038881.06888
602023.10.19 16:03buy150.101.061420.000000.00000
612023.10.19 16:03modify150.101.061421.055381.06888
622023.10.19 16:03modify140.101.053881.055381.06888
632023.10.23 12:28buy160.101.062140.000000.00000
642023.10.23 12:28modify160.101.062141.058381.06888
652023.10.23 12:28modify150.101.061421.058381.06888
662023.10.23 12:28modify140.101.053881.058381.06888
672023.10.23 16:51buy170.101.065900.000000.00000
682023.10.23 16:51modify170.101.065901.059131.06888
692023.10.23 16:51modify160.101.062141.059131.06888
702023.10.23 16:51modify150.101.061421.059131.06888
712023.10.23 16:51modify140.101.053881.059131.06888
722023.10.24 07:03t/p140.101.068881.059131.06888144.0210948.02
732023.10.24 07:03t/p150.101.068881.059131.0688872.6111020.63
742023.10.24 07:03t/p160.101.068881.059131.0688866.7411087.37
752023.10.24 07:03t/p170.101.068881.059131.0688829.1411116.50
762023.10.26 08:00buy180.101.055110.000000.00000
772023.10.26 08:00modify180.101.055111.040111.07011
782023.10.30 15:21buy190.101.062620.000000.00000
792023.10.30 15:21modify190.101.062621.056611.07011
802023.10.30 15:21modify180.101.055111.056611.07011
812023.10.31 08:22buy200.101.063390.000000.00000
822023.10.31 08:22modify200.101.063391.059611.07011
832023.10.31 08:22modify190.101.062621.059611.07011
842023.10.31 08:22modify180.101.055111.059611.07011
852023.10.31 09:58buy210.101.067110.000000.00000
862023.10.31 09:58modify210.101.067111.060361.07011
872023.10.31 09:58modify200.101.063391.060361.07011
882023.10.31 09:58modify190.101.062621.060361.07011
892023.10.31 09:58modify180.101.055111.060361.07011
902023.10.31 13:30s/l180.101.060361.060361.0701150.5111167.01
912023.10.31 13:30s/l190.101.060361.060361.07011-23.2611143.75
922023.10.31 13:30s/l200.101.060361.060361.07011-30.3011113.45
932023.10.31 13:30s/l210.101.060361.060361.07011-67.5011045.95
942023.11.06 08:00sell220.101.073330.000000.00000
952023.11.06 08:00modify220.101.073331.088331.05833
962023.11.10 07:10sell230.101.065810.000000.00000
972023.11.10 07:10modify230.101.065811.071831.05833
982023.11.10 07:10modify220.101.073331.071831.05833
992023.11.14 09:42s/l220.101.071831.071831.0583316.3311062.28
1002023.11.14 09:42s/l230.101.071831.071831.05833-59.8711002.41
1012023.11.15 00:00sell240.101.087760.000000.00000
1022023.11.15 00:00modify240.101.087761.102761.07276
1032023.12.05 14:45sell250.101.080260.000000.00000
1042023.12.05 14:45modify250.101.080261.086261.07276
1052023.12.05 14:45modify240.101.087761.086261.07276
1062023.12.05 16:19sell260.101.079480.000000.00000
1072023.12.05 16:19modify260.101.079481.083261.07276
1082023.12.05 16:19modify250.101.080261.083261.07276
1092023.12.05 16:19modify240.101.087761.083261.07276
1102023.12.07 05:15sell270.101.075760.000000.00000
1112023.12.07 05:15modify270.101.075761.082511.07276
1122023.12.07 05:15modify260.101.079481.082511.07276
1132023.12.07 05:15modify250.101.080261.082511.07276
1142023.12.07 05:15modify240.101.087761.082511.07276
1152023.12.08 13:31t/p240.101.072761.082511.07276154.1611156.58
1162023.12.08 13:31t/p250.101.072761.082511.0727675.8311232.41
1172023.12.08 13:31t/p260.101.072761.082511.0727668.0311300.44
1182023.12.08 13:31t/p270.101.072761.082511.0727630.1711330.61
1192023.12.14 00:00sell280.101.088260.000000.00000
1202023.12.14 00:00modify280.101.088261.103261.07326
1212023.12.22 11:38s/l280.101.103261.103261.07326-148.6711181.94
1222023.12.28 08:00sell290.101.111670.000000.00000
1232023.12.28 08:00modify290.101.111671.126671.09667
1242023.12.29 19:27sell300.101.104170.000000.00000
1252023.12.29 19:27modify300.101.104171.110171.09667
1262023.12.29 19:27modify290.101.111671.110171.09667
1272023.12.29 21:10sell310.101.103420.000000.00000
1282023.12.29 21:10modify310.101.103421.107171.09667
1292023.12.29 21:10modify300.101.104171.107171.09667
1302023.12.29 21:10modify290.101.111671.107171.09667
1312024.01.02 11:12sell320.101.099650.000000.00000
1322024.01.02 11:12modify320.101.099651.106421.09667
1332024.01.02 11:12modify310.101.103421.106421.09667
1342024.01.02 11:12modify300.101.104171.106421.09667
1352024.01.02 11:12modify290.101.111671.106421.09667
1362024.01.02 12:20t/p290.101.096671.106421.09667150.5011332.44
1372024.01.02 12:20t/p300.101.096671.106421.0966775.3311407.78
1382024.01.02 12:20t/p310.101.096671.106421.0966767.8311475.61
1392024.01.02 12:20t/p320.101.096671.106421.0966729.8011505.41
1402024.01.11 08:00sell330.101.097900.000000.00000
1412024.01.11 08:00modify330.101.097901.112901.08290
1422024.01.16 08:33sell340.101.090400.000000.00000
1432024.01.16 08:33modify340.101.090401.096401.08290
1442024.01.16 08:33modify330.101.097901.096401.08290
1452024.01.16 08:38sell350.101.089650.000000.00000
1462024.01.16 08:38modify350.101.089651.093401.08290
1472024.01.16 08:38modify340.101.090401.093401.08290
1482024.01.16 08:38modify330.101.097901.093401.08290
1492024.01.17 06:09sell360.101.085900.000000.00000
1502024.01.17 06:09modify360.101.085901.092651.08290
1512024.01.17 06:09modify350.101.089651.092651.08290
1522024.01.17 06:09modify340.101.090401.092651.08290
1532024.01.17 06:09modify330.101.097901.092651.08290
1542024.01.23 15:42t/p330.101.082901.092651.08290151.6711657.07
1552024.01.23 15:42t/p340.101.082901.092651.0829076.1711733.24
1562024.01.23 15:42t/p350.101.082901.092651.0829068.6711801.91
1572024.01.23 15:42t/p360.101.082901.092651.0829031.0011832.90
1582024.02.05 08:00buy370.101.078320.000000.00000
1592024.02.05 08:00modify370.101.078321.063321.09332
1602024.02.22 08:01buy380.101.085860.000000.00000
1612024.02.22 08:01modify380.101.085861.079821.09332
1622024.02.22 08:01modify370.101.078321.079821.09332
1632024.02.22 08:30buy390.101.086610.000000.00000
1642024.02.22 08:30modify390.101.086611.082821.09332
1652024.02.22 08:30modify380.101.085861.082821.09332
1662024.02.22 08:30modify370.101.078321.082821.09332
1672024.02.22 13:31s/l370.101.082821.082821.0933232.3811865.29
1682024.02.22 13:31s/l380.101.082821.082821.09332-30.4011834.89
1692024.02.22 13:31s/l390.101.082821.082821.09332-37.9011796.99
1702024.02.26 16:00sell400.101.085090.000000.00000
1712024.02.26 16:00modify400.101.085091.100091.07009
1722024.03.28 09:55sell410.101.077590.000000.00000
1732024.03.28 09:55modify410.101.077591.083591.07009
1742024.03.28 09:55modify400.101.085091.083591.07009
1752024.03.29 07:58sell420.101.076810.000000.00000
1762024.03.29 07:58modify420.101.076811.080591.07009
1772024.03.29 07:58modify410.101.077591.080591.07009
1782024.03.29 07:58modify400.101.085091.080591.07009
1792024.03.29 12:41s/l400.101.080591.080591.0700950.6611847.65
1802024.03.29 12:41s/l410.101.080591.080591.07009-29.8311817.82
1812024.03.29 12:41s/l420.101.080591.080591.07009-37.8011780.02
1822024.04.04 12:00sell430.101.085290.000000.00000
1832024.04.04 12:00modify430.101.085291.100291.07029
1842024.04.10 13:00sell440.101.077790.000000.00000
1852024.04.10 13:00modify440.101.077791.083791.07029
1862024.04.10 13:00modify430.101.085291.083791.07029
1872024.04.10 13:10sell450.101.077020.000000.00000
1882024.04.10 13:10modify450.101.077021.080791.07029
1892024.04.10 13:10modify440.101.077791.080791.07029
1902024.04.10 13:10modify430.101.085291.080791.07029
1912024.04.10 16:10sell460.101.073290.000000.00000
1922024.04.10 16:10modify460.101.073291.080041.07029
1932024.04.10 16:10modify450.101.077021.080041.07029
1942024.04.10 16:10modify440.101.077791.080041.07029
1952024.04.10 16:10modify430.101.085291.080041.07029
1962024.04.11 14:53t/p430.101.070291.080041.07029151.1711931.18
1972024.04.11 14:53t/p440.101.070291.080041.0702975.5012006.68
1982024.04.11 14:53t/p450.101.070291.080041.0702967.8012074.48
1992024.04.11 14:53t/p460.101.070291.080041.0702930.5012104.98
2002024.04.18 00:00sell470.101.066900.000000.00000
2012024.04.18 00:00modify470.101.066901.081901.05190
2022024.05.14 13:12s/l470.101.081901.081901.05190-146.0011958.98
2032024.05.15 08:00sell480.101.082580.000000.00000
2042024.05.15 08:00modify480.101.082581.097581.06758
2052024.06.10 04:03sell490.101.075080.000000.00000
2062024.06.10 04:03modify490.101.075081.081081.06758
2072024.06.10 04:03modify480.101.082581.081081.06758
2082024.06.10 09:54sell500.101.074320.000000.00000
2092024.06.10 09:54modify500.101.074321.078081.06758
2102024.06.10 09:54modify490.101.075081.078081.06758
2112024.06.10 09:54modify480.101.082581.078081.06758
2122024.06.12 12:30s/l480.101.078081.078081.0675849.6612008.64
2132024.06.12 12:30s/l490.101.078081.078081.06758-29.6711978.98
2142024.06.12 12:30s/l500.101.078081.078081.06758-37.2711941.71
2152024.06.14 16:00buy510.101.070160.000000.00000
2162024.06.14 16:00modify510.101.070161.055161.08516
2172024.06.28 20:59close at stop510.101.071191.055161.085161.0011942.71