Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2613Ticks modelled78328Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit1882.57Gross profit2525.43Gross loss-642.86
Profit factor3.93Expected payoff34.23
Absolute drawdown136.39Maximal drawdown274.24 (16.05%)Relative drawdown20.23% (219.04)
Total trades55Short positions (won %)44 (68.18%)Long positions (won %)11 (63.64%)
Profit trades (% of total)37 (67.27%)Loss trades (% of total)18 (32.73%)
Largestprofit trade145.90loss trade-147.57
Averageprofit trade68.25loss trade-35.71
Maximumconsecutive wins (profit in money)9 (732.79)consecutive losses (loss in money)2 (-171.57)
Maximalconsecutive profit (count of wins)732.79 (9)consecutive loss (count of losses)-171.57 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.06 08:00sell10.101.073330.000000.00000
22023.11.06 08:00modify10.101.073331.088331.05933
32023.11.07 09:33sell20.101.068300.000000.00000
42023.11.07 09:33modify20.101.068301.070531.05933
52023.11.07 09:33modify10.101.073331.070531.05933
62023.11.07 19:05s/l10.101.070531.070531.0593328.351028.35
72023.11.07 19:05s/l20.101.070531.070531.05933-22.301006.05
82023.11.15 08:00sell30.101.087280.000000.00000
92023.11.15 08:00modify30.101.087281.102281.07328
102023.12.04 14:50sell40.101.082280.000000.00000
112023.12.04 14:50modify40.101.082281.084481.07328
122023.12.04 14:50modify30.101.087281.084481.07328
132023.12.04 15:15s/l30.101.084481.084481.0732834.591040.64
142023.12.04 15:15s/l40.101.084481.084481.07328-22.001018.64
152023.12.15 08:00sell50.101.099380.000000.00000
162023.12.15 08:00modify50.101.099381.114381.08538
172023.12.15 12:50sell60.101.094330.000000.00000
182023.12.15 12:50modify60.101.094331.096581.08538
192023.12.15 12:50modify50.101.099381.096581.08538
202023.12.15 14:00sell70.101.091640.000000.00000
212023.12.15 14:00modify70.101.091641.095181.08538
222023.12.15 14:00sell80.101.091640.000000.00000
232023.12.15 14:00modify80.101.091641.093781.08538
242023.12.15 14:00modify60.101.094331.093781.08538
252023.12.15 14:00modify50.101.099381.093781.08538
262023.12.15 14:05modify70.101.091641.093781.08538
272023.12.19 07:30s/l50.101.093781.093781.0853856.691075.33
282023.12.19 07:30s/l60.101.093781.093781.085386.191081.53
292023.12.19 07:30s/l70.101.093781.093781.08538-20.711060.82
302023.12.19 07:30s/l80.101.093781.093781.08538-20.711040.12
312023.12.28 08:00sell90.101.111670.000000.00000
322023.12.28 08:00modify90.101.111671.126671.09767
332023.12.28 17:05sell100.101.106690.000000.00000
342023.12.28 17:05modify100.101.106691.108871.09767
352023.12.28 17:05modify90.101.111671.108871.09767
362023.12.29 19:40sell110.101.103810.000000.00000
372023.12.29 19:40modify110.101.103811.107471.09767
382023.12.29 19:40sell120.101.103810.000000.00000
392023.12.29 19:40modify120.101.103811.106071.09767
402023.12.29 19:40modify100.101.106691.106071.09767
412023.12.29 19:40modify90.101.111671.106071.09767
422023.12.29 19:45modify110.101.103811.106071.09767
432024.01.02 11:40t/p90.101.097671.106071.09767141.041181.16
442024.01.02 11:40t/p100.101.097671.106071.0976791.241272.40
452024.01.02 11:40t/p110.101.097671.106071.0976762.091334.49
462024.01.02 11:40t/p120.101.097671.106071.0976762.091396.59
472024.01.11 08:00sell130.101.097900.000000.00000
482024.01.11 08:00modify130.101.097901.112901.08390
492024.01.16 00:30sell140.101.092890.000000.00000
502024.01.16 00:30modify140.101.092891.095101.08390
512024.01.16 00:30modify130.101.097901.095101.08390
522024.01.18 02:20sell150.101.089920.000000.00000
532024.01.18 02:20modify150.101.089921.093701.08390
542024.01.18 02:20sell160.101.089920.000000.00000
552024.01.18 02:20modify160.101.089921.092301.08390
562024.01.18 02:20modify140.101.092891.092301.08390
572024.01.18 02:20modify130.101.097901.092301.08390
582024.01.18 02:25modify150.101.089921.092301.08390
592024.01.23 15:30t/p130.101.083901.092301.08390143.471540.06
602024.01.23 15:30t/p140.101.083901.092301.0839092.331632.39
612024.01.23 15:30t/p150.101.083901.092301.0839061.241693.63
622024.01.23 15:30t/p160.101.083901.092301.0839061.241754.87
632024.02.05 08:00buy170.101.078320.000000.00000
642024.02.05 08:00modify170.101.078321.063321.09232
652024.02.20 15:15buy180.101.083250.000000.00000
662024.02.20 15:15modify180.101.083251.081121.09232
672024.02.20 15:15modify170.101.078321.081121.09232
682024.02.20 17:30s/l170.101.081121.081121.0923218.041772.91
692024.02.20 17:30s/l180.101.081121.081121.09232-21.301751.61
702024.02.26 16:00sell190.101.085090.000000.00000
712024.02.26 16:00modify190.101.085091.100091.07109
722024.02.28 09:55sell200.101.080000.000000.00000
732024.02.28 09:55modify200.101.080001.082291.07109
742024.02.28 09:55modify190.101.085091.082291.07109
752024.02.28 12:15s/l190.101.082291.082291.0710928.691780.30
762024.02.28 12:15s/l200.101.082291.082291.07109-22.901757.40
772024.03.08 04:00sell210.101.094760.000000.00000
782024.03.08 04:00modify210.101.094761.109761.08076
792024.03.14 14:40sell220.101.089590.000000.00000
802024.03.14 14:40modify220.101.089591.091961.08076
812024.03.14 14:40modify210.101.094761.091961.08076
822024.03.18 16:33sell230.101.086940.000000.00000
832024.03.18 16:33modify230.101.086941.090561.08076
842024.03.18 16:33sell240.101.086940.000000.00000
852024.03.18 16:33modify240.101.086941.089161.08076
862024.03.18 16:33modify220.101.089591.089161.08076
872024.03.18 16:33modify210.101.094761.089161.08076
882024.03.18 16:40modify230.101.086941.089161.08076
892024.03.20 18:30s/l210.101.089161.089161.0807659.471816.87
902024.03.20 18:30s/l220.101.089161.089161.080765.691822.56
912024.03.20 18:30s/l230.101.089161.089161.08076-21.511801.05
922024.03.20 18:30s/l240.101.089161.089161.08076-21.511779.55
932024.03.21 04:00sell250.101.093490.000000.00000
942024.03.21 04:00modify250.101.093491.108491.07949
952024.03.21 13:40sell260.101.088370.000000.00000
962024.03.21 13:40modify260.101.088371.090691.07949
972024.03.21 13:40modify250.101.093491.090691.07949
982024.03.21 15:40sell270.101.085560.000000.00000
992024.03.21 15:40modify270.101.085561.089291.07949
1002024.03.21 15:40sell280.101.085560.000000.00000
1012024.03.21 15:40modify280.101.085561.087891.07949
1022024.03.21 15:40modify260.101.088371.087891.07949
1032024.03.21 15:40modify250.101.093491.087891.07949
1042024.03.21 15:45modify270.101.085561.087891.07949
1052024.03.28 08:40t/p250.101.079491.087891.07949142.431921.98
1062024.03.28 08:40t/p260.101.079491.087891.0794991.232013.20
1072024.03.28 08:40t/p270.101.079491.087891.0794963.132076.33
1082024.03.28 08:40t/p280.101.079491.087891.0794963.132139.46
1092024.04.04 12:00sell290.101.085290.000000.00000
1102024.04.04 12:00modify290.101.085291.100291.07129
1112024.04.10 13:10sell300.101.077530.000000.00000
1122024.04.10 13:10modify300.101.077531.081091.07129
1132024.04.10 13:10sell310.101.077530.000000.00000
1142024.04.10 13:10modify310.101.077531.079691.07129
1152024.04.10 13:10modify290.101.085291.079691.07129
1162024.04.10 13:15modify300.101.077531.079691.07129
1172024.04.11 14:33t/p290.101.071291.079691.07129142.432281.89
1182024.04.11 14:33t/p300.101.071291.079691.0712963.442345.33
1192024.04.11 14:33t/p310.101.071291.079691.0712963.442408.77
1202024.04.25 12:00sell320.101.072010.000000.00000
1212024.04.25 12:00modify320.101.072011.087011.05801
1222024.04.30 20:20sell330.101.067020.000000.00000
1232024.04.30 20:20modify330.101.067021.069211.05801
1242024.04.30 20:20modify320.101.072011.069211.05801
1252024.05.01 14:40s/l320.101.069211.069211.0580129.392438.16
1262024.05.01 14:40s/l330.101.069211.069211.05801-21.552416.61
1272024.05.03 08:00sell340.101.073440.000000.00000
1282024.05.03 08:00modify340.101.073441.088441.05944
1292024.05.15 19:30s/l340.101.088441.088441.05944-146.532270.08
1302024.05.16 04:00sell350.101.088720.000000.00000
1312024.05.16 04:00modify350.101.088721.103721.07472
1322024.05.17 10:33sell360.101.083600.000000.00000
1332024.05.17 10:33modify360.101.083601.085921.07472
1342024.05.17 10:33modify350.101.088721.085921.07472
1352024.05.17 13:33s/l350.101.085921.085921.0747228.352298.43
1362024.05.17 13:33s/l360.101.085921.085921.07472-23.202275.23
1372024.05.28 08:00sell370.101.087730.000000.00000
1382024.05.28 08:00modify370.101.087731.102731.07373
1392024.05.29 19:40sell380.101.079990.000000.00000
1402024.05.29 19:40modify380.101.079991.083531.07373
1412024.05.29 19:40sell390.101.079990.000000.00000
1422024.05.29 19:40modify390.101.079991.082131.07373
1432024.05.29 19:40modify370.101.087731.082131.07373
1442024.05.29 19:45modify380.101.079991.082131.07373
1452024.05.30 08:40s/l370.101.082131.082131.0737357.392332.61
1462024.05.30 08:40s/l380.101.082131.082131.07373-20.362312.25
1472024.05.30 08:40s/l390.101.082131.082131.07373-20.362291.90
1482024.06.10 08:00buy400.101.076740.000000.00000
1492024.06.10 08:00modify400.101.076741.061741.09074
1502024.06.12 18:15buy410.101.084470.000000.00000
1512024.06.12 18:15modify410.101.084471.080941.09074
1522024.06.12 18:15buy420.101.084470.000000.00000
1532024.06.12 18:15modify420.101.084471.082341.09074
1542024.06.12 18:15modify400.101.076741.082341.09074
1552024.06.12 18:20modify410.101.084471.082341.09074
1562024.06.12 18:30s/l400.101.082341.082341.0907454.672346.57
1572024.06.12 18:30s/l410.101.082341.082341.09074-21.302325.27
1582024.06.12 18:30s/l420.101.082341.082341.09074-21.302303.97
1592024.06.14 16:00buy430.101.070160.000000.00000
1602024.06.14 16:00modify430.101.070161.055161.08416
1612024.06.18 13:40buy440.101.075270.000000.00000
1622024.06.18 13:40modify440.101.075271.072961.08416
1632024.06.18 13:40modify430.101.070161.072961.08416
1642024.06.19 06:40s/l430.101.072961.072961.0841626.012329.98
1652024.06.19 06:40s/l440.101.072961.072961.08416-23.762306.21
1662024.07.17 16:00sell450.101.093230.000000.00000
1672024.07.17 16:00modify450.101.093231.108231.07923
1682024.07.19 06:40sell460.101.088330.000000.00000
1692024.07.19 06:40modify460.101.088331.090431.07923
1702024.07.19 06:40modify450.101.093231.090431.07923
1712024.07.23 12:40sell470.101.085470.000000.00000
1722024.07.23 12:40modify470.101.085471.089031.07923
1732024.07.23 12:40sell480.101.085470.000000.00000
1742024.07.23 12:40modify480.101.085471.087631.07923
1752024.07.23 12:40modify460.101.088331.087631.07923
1762024.07.23 12:40modify450.101.093231.087631.07923
1772024.07.23 12:45modify470.101.085471.087631.07923
1782024.08.01 08:30t/p450.101.079231.087631.07923145.902452.11
1792024.08.01 08:30t/p460.101.079231.087631.0792395.512547.62
1802024.08.01 08:30t/p470.101.079231.087631.0792366.222613.84
1812024.08.01 08:30t/p480.101.079231.087631.0792366.222680.06
1822024.08.05 16:00sell490.101.095610.000000.00000
1832024.08.05 16:00modify490.101.095611.110611.08161
1842024.08.06 10:40sell500.101.090410.000000.00000
1852024.08.06 10:40modify500.101.090411.092811.08161
1862024.08.06 10:40modify490.101.095611.092811.08161
1872024.08.06 14:30s/l490.101.092811.092811.0816128.352708.40
1882024.08.06 14:30s/l500.101.092811.092811.08161-24.002684.40
1892024.08.14 04:00sell510.101.099000.000000.00000
1902024.08.14 04:00modify510.101.099001.114001.08500
1912024.08.21 15:30s/l510.101.114001.114001.08500-147.572536.83
1922024.09.10 04:00buy520.101.104140.000000.00000
1932024.09.10 04:00modify520.101.104141.089141.11814
1942024.09.13 01:05buy530.101.109110.000000.00000
1952024.09.13 01:05modify530.101.109111.106941.11814
1962024.09.13 01:05modify520.101.104141.106941.11814
1972024.09.16 06:40buy540.101.111870.000000.00000
1982024.09.16 06:40modify540.101.111871.108341.11814
1992024.09.16 06:40buy550.101.111870.000000.00000
2002024.09.16 06:40modify550.101.111871.109741.11814
2012024.09.16 06:40modify530.101.109111.109741.11814
2022024.09.16 06:40modify520.101.104141.109741.11814
2032024.09.16 06:45modify540.101.111871.109741.11814
2042024.09.18 18:40t/p520.101.118141.109741.11814134.692671.52
2052024.09.18 18:40t/p530.101.118141.109741.1181488.312759.83
2062024.09.18 18:40t/p540.101.118141.109741.1181461.372821.20
2072024.09.18 18:40t/p550.101.118141.109741.1181461.372882.57