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)
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=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 test1913Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1783.05Gross profit2225.51Gross loss-442.46
Profit factor5.03Expected payoff36.39
Absolute drawdown135.10Maximal drawdown278.47 (16.10%)Relative drawdown20.21% (219.04)
Total trades49Short positions (won %)39 (69.23%)Long positions (won %)10 (70.00%)
Profit trades (% of total)34 (69.39%)Loss trades (% of total)15 (30.61%)
Largestprofit trade145.90loss trade-147.57
Averageprofit trade65.46loss trade-29.50
Maximumconsecutive wins (profit in money)9 (745.97)consecutive losses (loss in money)2 (-168.67)
Maximalconsecutive profit (count of wins)745.97 (9)consecutive loss (count of losses)-168.67 (2)
Averageconsecutive wins3consecutive losses1
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 09:57sell20.101.068430.000000.00000
42023.11.07 09:57modify20.101.068431.070531.05933
52023.11.07 09:57modify10.101.073331.070531.05933
62023.11.07 19:15s/l10.101.070531.070531.0593328.351028.35
72023.11.07 19:15s/l20.101.070531.070531.05933-21.001007.35
82023.11.15 08:00sell30.101.087280.000000.00000
92023.11.15 08:00modify30.101.087281.102281.07328
102023.12.04 14:15sell40.101.082350.000000.00000
112023.12.04 14:15modify40.101.082351.084481.07328
122023.12.04 14:15modify30.101.087281.084481.07328
132023.12.04 14:58s/l30.101.084481.084481.0732834.591041.94
142023.12.04 14:58s/l40.101.084481.084481.07328-21.301020.64
152023.12.15 08:00sell50.101.099380.000000.00000
162023.12.15 08:00modify50.101.099381.114381.08538
172023.12.15 12:53sell60.101.094470.000000.00000
182023.12.15 12:53modify60.101.094471.096581.08538
192023.12.15 12:53modify50.101.099381.096581.08538
202023.12.15 13:38sell70.101.091680.000000.00000
212023.12.15 13:38modify70.101.091681.095181.08538
222023.12.15 13:38sell80.101.091680.000000.00000
232023.12.15 13:38modify80.101.091681.093781.08538
242023.12.15 13:38modify60.101.094471.093781.08538
252023.12.15 13:38modify50.101.099381.093781.08538
262023.12.15 13:38modify70.101.091681.093781.08538
272023.12.19 07:14s/l50.101.093781.093781.0853856.691077.33
282023.12.19 07:14s/l60.101.093781.093781.085387.591084.93
292023.12.19 07:14s/l70.101.093781.093781.08538-20.311064.62
302023.12.19 07:14s/l80.101.093781.093781.08538-20.311044.32
312023.12.28 08:00sell90.101.111670.000000.00000
322023.12.28 08:00modify90.101.111671.126671.09767
332023.12.28 17:07sell100.101.106770.000000.00000
342023.12.28 17:07modify100.101.106771.108871.09767
352023.12.28 17:07modify90.101.111671.108871.09767
362023.12.29 19:31sell110.101.103960.000000.00000
372023.12.29 19:31modify110.101.103961.107471.09767
382023.12.29 19:31sell120.101.103960.000000.00000
392023.12.29 19:31modify120.101.103961.106071.09767
402023.12.29 19:31modify100.101.106771.106071.09767
412023.12.29 19:31modify90.101.111671.106071.09767
422023.12.29 19:31modify110.101.103961.106071.09767
432024.01.02 11:36t/p90.101.097671.106071.09767141.041185.36
442024.01.02 11:36t/p100.101.097671.106071.0976792.041277.40
452024.01.02 11:36t/p110.101.097671.106071.0976763.591340.99
462024.01.02 11:36t/p120.101.097671.106071.0976763.591404.59
472024.01.11 08:00sell130.101.097900.000000.00000
482024.01.11 08:00modify130.101.097901.112901.08390
492024.01.16 00:47sell140.101.092990.000000.00000
502024.01.16 00:47modify140.101.092991.095101.08390
512024.01.16 00:47modify130.101.097901.095101.08390
522024.01.16 08:33sell150.101.090200.000000.00000
532024.01.16 08:33modify150.101.090201.093701.08390
542024.01.16 08:33sell160.101.090200.000000.00000
552024.01.16 08:33modify160.101.090201.092301.08390
562024.01.16 08:33modify140.101.092991.092301.08390
572024.01.16 08:33modify130.101.097901.092301.08390
582024.01.16 08:33modify150.101.090201.092301.08390
592024.01.23 15:25t/p130.101.083901.092301.08390143.471548.06
602024.01.23 15:25t/p140.101.083901.092301.0839093.331641.38
612024.01.23 15:25t/p150.101.083901.092301.0839065.431706.81
622024.01.23 15:25t/p160.101.083901.092301.0839065.431772.24
632024.02.05 08:00buy170.101.078320.000000.00000
642024.02.05 08:00modify170.101.078321.063321.09232
652024.02.20 14:22buy180.101.083230.000000.00000
662024.02.20 14:22modify180.101.083231.081121.09232
672024.02.20 14:22modify170.101.078321.081121.09232
682024.02.20 17:06s/l170.101.081121.081121.0923218.041790.28
692024.02.20 17:06s/l180.101.081121.081121.09232-21.101769.18
702024.02.26 16:00sell190.101.085090.000000.00000
712024.02.26 16:00modify190.101.085091.100091.07109
722024.02.28 09:19sell200.101.080160.000000.00000
732024.02.28 09:19modify200.101.080161.082291.07109
742024.02.28 09:19modify190.101.085091.082291.07109
752024.02.28 12:13s/l190.101.082291.082291.0710928.691797.88
762024.02.28 12:13s/l200.101.082291.082291.07109-21.301776.58
772024.03.08 04:00sell210.101.094760.000000.00000
782024.03.08 04:00modify210.101.094761.109761.08076
792024.03.14 14:53sell220.101.089860.000000.00000
802024.03.14 14:53modify220.101.089861.091961.08076
812024.03.14 14:53modify210.101.094761.091961.08076
822024.03.18 16:25sell230.101.087010.000000.00000
832024.03.18 16:25modify230.101.087011.090561.08076
842024.03.18 16:25sell240.101.087010.000000.00000
852024.03.18 16:25modify240.101.087011.089161.08076
862024.03.18 16:25modify220.101.089861.089161.08076
872024.03.18 16:25modify210.101.094761.089161.08076
882024.03.18 16:25modify230.101.087011.089161.08076
892024.03.20 18:05s/l210.101.089161.089161.0807659.471836.05
902024.03.20 18:05s/l220.101.089161.089161.080768.391844.43
912024.03.20 18:05s/l230.101.089161.089161.08076-20.811823.63
922024.03.20 18:05s/l240.101.089161.089161.08076-20.811802.82
932024.03.21 04:00sell250.101.093490.000000.00000
942024.03.21 04:00modify250.101.093491.108491.07949
952024.03.21 13:53sell260.101.088580.000000.00000
962024.03.21 13:53modify260.101.088581.090691.07949
972024.03.21 13:53modify250.101.093491.090691.07949
982024.03.21 15:46sell270.101.085790.000000.00000
992024.03.21 15:46modify270.101.085791.089291.07949
1002024.03.21 15:46sell280.101.085790.000000.00000
1012024.03.21 15:46modify280.101.085791.087891.07949
1022024.03.21 15:46modify260.101.088581.087891.07949
1032024.03.21 15:46modify250.101.093491.087891.07949
1042024.03.21 15:46modify270.101.085791.087891.07949
1052024.03.28 08:09t/p250.101.079491.087891.07949142.431945.25
1062024.03.28 08:09t/p260.101.079491.087891.0794993.332038.58
1072024.03.28 08:09t/p270.101.079491.087891.0794965.432104.01
1082024.03.28 08:09t/p280.101.079491.087891.0794965.432169.44
1092024.04.04 12:00sell290.101.085290.000000.00000
1102024.04.04 12:00modify290.101.085291.100291.07129
1112024.04.05 12:33sell300.101.080310.000000.00000
1122024.04.05 12:33modify300.101.080311.082491.07129
1132024.04.05 12:33modify290.101.085291.082491.07129
1142024.04.05 14:33s/l290.101.082491.082491.0712928.352197.79
1152024.04.05 14:33s/l300.101.082491.082491.07129-21.802175.99
1162024.04.11 04:00buy310.101.074760.000000.00000
1172024.04.11 04:00modify310.101.074761.059761.08876
1182024.05.03 12:30buy320.101.079700.000000.00000
1192024.05.03 12:30modify320.101.079701.077561.08876
1202024.05.03 12:30modify310.101.074761.077561.08876
1212024.05.03 13:32s/l310.101.077561.077561.0887613.392189.38
1222024.05.03 13:32s/l320.101.077561.077561.08876-21.402167.98
1232024.05.15 08:00sell330.101.082580.000000.00000
1242024.05.15 08:00modify330.101.082581.097581.06858
1252024.06.09 21:00sell340.101.077540.000000.00000
1262024.06.09 21:00modify340.101.077541.079781.06858
1272024.06.09 21:00modify330.101.082581.079781.06858
1282024.06.10 04:13sell350.101.074880.000000.00000
1292024.06.10 04:13modify350.101.074881.078381.06858
1302024.06.10 04:13sell360.101.074880.000000.00000
1312024.06.10 04:13modify360.101.074881.076981.06858
1322024.06.10 04:13modify340.101.077541.076981.06858
1332024.06.10 04:13modify330.101.082581.076981.06858
1342024.06.10 04:13modify350.101.074881.076981.06858
1352024.06.10 08:02s/l330.101.076981.076981.0685865.022233.00
1362024.06.10 08:02s/l340.101.076981.076981.068585.952238.95
1372024.06.10 08:02s/l350.101.076981.076981.06858-21.002217.95
1382024.06.10 08:02s/l360.101.076981.076981.06858-21.002196.95
1392024.06.14 16:00buy370.101.070160.000000.00000
1402024.06.14 16:00modify370.101.070161.055161.08416
1412024.06.18 13:52buy380.101.075060.000000.00000
1422024.06.18 13:52modify380.101.075061.072961.08416
1432024.06.18 13:52modify370.101.070161.072961.08416
1442024.06.19 06:47s/l370.101.072961.072961.0841626.012222.95
1452024.06.19 06:47s/l380.101.072961.072961.08416-21.662201.29
1462024.07.17 16:00sell390.101.093230.000000.00000
1472024.07.17 16:00modify390.101.093231.108231.07923
1482024.07.19 06:51sell400.101.088330.000000.00000
1492024.07.19 06:51modify400.101.088331.090431.07923
1502024.07.19 06:51modify390.101.093231.090431.07923
1512024.07.23 12:53sell410.101.085530.000000.00000
1522024.07.23 12:53modify410.101.085531.089031.07923
1532024.07.23 12:53sell420.101.085530.000000.00000
1542024.07.23 12:53modify420.101.085531.087631.07923
1552024.07.23 12:53modify400.101.088331.087631.07923
1562024.07.23 12:53modify390.101.093231.087631.07923
1572024.07.23 12:53modify410.101.085531.087631.07923
1582024.08.01 08:10t/p390.101.079231.087631.07923145.902347.19
1592024.08.01 08:10t/p400.101.079231.087631.0792395.512442.70
1602024.08.01 08:10t/p410.101.079231.087631.0792366.822509.52
1612024.08.01 08:10t/p420.101.079231.087631.0792366.822576.33
1622024.08.05 16:00sell430.101.095610.000000.00000
1632024.08.05 16:00modify430.101.095611.110611.08161
1642024.08.06 10:31sell440.101.090700.000000.00000
1652024.08.06 10:31modify440.101.090701.092811.08161
1662024.08.06 10:31modify430.101.095611.092811.08161
1672024.08.06 14:13s/l430.101.092811.092811.0816128.352604.68
1682024.08.06 14:13s/l440.101.092811.092811.08161-21.102583.58
1692024.08.14 04:00sell450.101.099000.000000.00000
1702024.08.14 04:00modify450.101.099001.114001.08500
1712024.08.21 15:25s/l450.101.114001.114001.08500-147.572436.01
1722024.09.10 04:00buy460.101.104140.000000.00000
1732024.09.10 04:00modify460.101.104141.089141.11814
1742024.09.13 01:00buy470.101.109040.000000.00000
1752024.09.13 01:00modify470.101.109041.106941.11814
1762024.09.13 01:00modify460.101.104141.106941.11814
1772024.09.16 06:55buy480.101.111840.000000.00000
1782024.09.16 06:55modify480.101.111841.108341.11814
1792024.09.16 06:55buy490.101.111840.000000.00000
1802024.09.16 06:55modify490.101.111841.109741.11814
1812024.09.16 06:55modify470.101.109041.109741.11814
1822024.09.16 06:55modify460.101.104141.109741.11814
1832024.09.16 06:55modify480.101.111841.109741.11814
1842024.09.18 18:32t/p460.101.118141.109741.11814134.692570.70
1852024.09.18 18:32t/p470.101.118141.109741.1181489.012659.71
1862024.09.18 18:32t/p480.101.118141.109741.1181461.672721.38
1872024.09.18 18:32t/p490.101.118141.109741.1181461.672783.05