Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test2615Ticks modelled79743Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread40
Total net profit1008.32Gross profit1432.31Gross loss-423.99
Profit factor3.38Expected payoff25.21
Absolute drawdown257.64Maximal drawdown260.80 (26.00%)Relative drawdown26.00% (260.80)
Total trades40Short positions (won %)27 (81.48%)Long positions (won %)13 (76.92%)
Profit trades (% of total)32 (80.00%)Loss trades (% of total)8 (20.00%)
Largestprofit trade87.62loss trade-77.62
Averageprofit trade44.76loss trade-53.00
Maximumconsecutive wins (profit in money)10 (479.20)consecutive losses (loss in money)3 (-221.26)
Maximalconsecutive profit (count of wins)479.20 (10)consecutive loss (count of losses)-221.26 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.04 12:00sell10.101.626900.000000.00000
22024.01.04 12:00modify10.101.626901.638901.61290
32024.01.08 13:30s/l10.101.638901.638901.61290-73.88926.12
42024.01.30 12:00sell20.101.643940.000000.00000
52024.01.30 12:00modify20.101.643941.655941.62994
62024.02.01 10:20s/l20.101.655941.655941.62994-73.49852.63
72024.02.26 12:00sell30.101.656530.000000.00000
82024.02.26 12:00modify30.101.656531.668531.64253
92024.02.28 15:30s/l30.101.668531.668531.64253-73.88778.74
102024.03.07 12:00buy40.101.649880.000000.00000
112024.03.07 12:00modify40.101.649881.637881.66388
122024.03.14 15:15buy50.101.657140.000000.00000
132024.03.14 15:15modify50.101.657141.651281.66388
142024.03.14 15:15modify40.101.649881.651281.66388
152024.03.15 03:05buy60.101.658370.000000.00000
162024.03.15 03:05modify60.101.658371.653381.66388
172024.03.15 03:05modify50.101.657141.653381.66388
182024.03.15 03:05modify40.101.649881.653381.66388
192024.03.15 08:20buy70.101.659930.000000.00000
202024.03.15 08:20modify70.101.659931.654781.66388
212024.03.15 08:20modify60.101.658371.654781.66388
222024.03.15 08:20modify50.101.657141.654781.66388
232024.03.15 08:20modify40.101.649881.654781.66388
242024.03.19 03:40t/p40.101.663881.654781.6638881.04859.79
252024.03.19 03:40t/p50.101.663881.654781.6638840.03899.82
262024.03.19 03:40t/p60.101.663881.654781.6638832.98932.80
272024.03.19 03:40t/p70.101.663881.654781.6638823.33956.13
282024.04.22 12:00buy80.101.652330.000000.00000
292024.04.22 12:00modify80.101.652331.640331.66633
302024.04.26 05:30s/l80.101.640331.640331.66633-77.62878.51
312024.04.30 12:00sell90.101.642120.000000.00000
322024.04.30 12:00modify90.101.642121.654121.62812
332024.05.02 14:50sell100.101.635110.000000.00000
342024.05.02 14:50modify100.101.635111.640721.62812
352024.05.02 14:50modify90.101.642121.640721.62812
362024.05.02 18:00sell110.101.633630.000000.00000
372024.05.02 18:00modify110.101.633631.638621.62812
382024.05.02 18:00modify100.101.635111.638621.62812
392024.05.02 18:00modify90.101.642121.638621.62812
402024.05.02 18:40sell120.101.632180.000000.00000
412024.05.02 18:40modify120.101.632181.637221.62812
422024.05.02 18:40modify110.101.633631.637221.62812
432024.05.02 18:40modify100.101.635111.637221.62812
442024.05.02 18:40modify90.101.642121.637221.62812
452024.05.03 12:40t/p90.101.628121.637221.6281287.62966.13
462024.05.03 12:40t/p100.101.628121.637221.6281243.461009.59
472024.05.03 12:40t/p110.101.628121.637221.6281234.301043.90
482024.05.03 12:40t/p120.101.628121.637221.6281225.321069.22
492024.05.29 12:00sell130.101.636130.000000.00000
502024.05.29 12:00modify130.101.636131.648131.62213
512024.05.31 06:05sell140.101.628940.000000.00000
522024.05.31 06:05modify140.101.628941.634731.62213
532024.05.31 06:05modify130.101.636131.634731.62213
542024.06.03 06:40s/l130.101.634731.634731.622139.641078.86
552024.06.03 06:40s/l140.101.634731.634731.62213-35.641043.23
562024.06.24 12:00sell150.101.615960.000000.00000
572024.06.24 12:00modify150.101.615961.627961.60196
582024.06.25 06:50sell160.101.608930.000000.00000
592024.06.25 06:50modify160.101.608931.614561.60196
602024.06.25 06:50modify150.101.615961.614561.60196
612024.06.26 01:50sell170.101.606140.000000.00000
622024.06.26 01:50modify170.101.606141.611061.60196
632024.06.26 01:50modify160.101.608931.611061.60196
642024.06.26 01:50modify150.101.615961.611061.60196
652024.06.26 05:40t/p150.101.601961.611061.6019687.041130.27
662024.06.26 05:40t/p160.101.601961.611061.6019643.331173.60
672024.06.26 05:40t/p170.101.601961.611061.6019625.871199.47
682024.08.07 12:00buy180.101.664110.000000.00000
692024.08.07 12:00modify180.101.664111.652111.67811
702024.08.07 21:10buy190.101.674020.000000.00000
712024.08.07 21:10modify190.101.674021.669011.67811
722024.08.07 21:10modify180.101.664111.669011.67811
732024.08.07 23:05t/p180.101.678111.669011.6781186.641286.11
742024.08.07 23:05t/p190.101.678111.669011.6781125.311311.42
752024.08.14 12:00sell200.101.663500.000000.00000
762024.08.14 12:00modify200.101.663501.675501.64950
772024.08.15 14:50sell210.101.656250.000000.00000
782024.08.15 14:50modify210.101.656251.662101.64950
792024.08.15 14:50modify200.101.663501.662101.64950
802024.08.16 06:50sell220.101.654990.000000.00000
812024.08.16 06:50modify220.101.654991.660001.64950
822024.08.16 06:50modify210.101.656251.660001.64950
832024.08.16 06:50modify200.101.663501.660001.64950
842024.08.18 21:10sell230.101.653660.000000.00000
852024.08.18 21:10modify230.101.653661.658601.64950
862024.08.18 21:10modify220.101.654991.658601.64950
872024.08.18 21:10modify210.101.656251.658601.64950
882024.08.18 21:10modify200.101.663501.658601.64950
892024.08.19 03:40t/p200.101.649501.658601.6495087.621399.04
902024.08.19 03:40t/p210.101.649501.658601.6495042.171441.21
912024.08.19 03:40t/p220.101.649501.658601.6495034.171475.38
922024.08.19 03:40t/p230.101.649501.658601.6495025.941501.33
932024.08.29 12:00buy240.101.627770.000000.00000
942024.08.29 12:00modify240.101.627771.615771.64177
952024.08.30 16:40buy250.101.636330.000000.00000
962024.08.30 16:40modify250.101.636331.631271.64177
972024.08.30 16:40modify240.101.627771.631271.64177
982024.08.30 18:25buy260.101.634870.000000.00000
992024.08.30 18:25modify260.101.634871.629171.64177
1002024.08.30 18:30modify260.101.634871.631271.64177
1012024.09.01 21:05s/l240.101.631271.631271.6417721.101522.43
1022024.09.01 21:05s/l250.101.631271.631271.64177-31.311491.12
1032024.09.01 21:05s/l260.101.631271.631271.64177-22.281468.84
1042024.09.13 12:00sell270.101.654970.000000.00000
1052024.09.13 12:00modify270.101.654971.666971.64097
1062024.09.16 20:15sell280.101.647900.000000.00000
1072024.09.16 20:15modify280.101.647901.653571.64097
1082024.09.16 20:15modify270.101.654971.653571.64097
1092024.09.17 07:45sell290.101.646340.000000.00000
1102024.09.17 07:45modify290.101.646341.651471.64097
1112024.09.17 07:45modify280.101.647901.651471.64097
1122024.09.17 07:45modify270.101.654971.651471.64097
1132024.09.17 14:30sell300.101.645020.000000.00000
1142024.09.17 14:30modify300.101.645021.650071.64097
1152024.09.17 14:30modify290.101.646341.650071.64097
1162024.09.17 14:30modify280.101.647901.650071.64097
1172024.09.17 14:30modify270.101.654971.650071.64097
1182024.09.18 10:30t/p270.101.640971.650071.6409787.231556.07
1192024.09.18 10:30t/p280.101.640971.650071.6409743.281599.35
1202024.09.18 10:30t/p290.101.640971.650071.6409733.421632.77
1212024.09.18 10:30t/p300.101.640971.650071.6409725.251658.03
1222024.11.08 12:00sell310.101.625460.000000.00000
1232024.11.08 12:00modify310.101.625461.637461.61146
1242024.11.11 12:40sell320.101.618230.000000.00000
1252024.11.11 12:40modify320.101.618231.624061.61146
1262024.11.11 12:40modify310.101.625461.624061.61146
1272024.11.12 02:40s/l310.101.624061.624061.611469.061667.09
1282024.11.12 02:40s/l320.101.624061.624061.61146-35.891631.20
1292024.11.22 12:00buy330.101.602150.000000.00000
1302024.11.22 12:00modify330.101.602151.590151.61615
1312024.11.25 08:50buy340.101.609440.000000.00000
1322024.11.25 08:50modify340.101.609441.603551.61615
1332024.11.25 08:50modify330.101.602151.603551.61615
1342024.11.25 09:30buy350.101.610690.000000.00000
1352024.11.25 09:30modify350.101.610691.605651.61615
1362024.11.25 09:30modify340.101.609441.605651.61615
1372024.11.25 09:30modify330.101.602151.605651.61615
1382024.11.25 18:40t/p330.101.616151.605651.6161586.081717.28
1392024.11.25 18:40t/p340.101.616151.605651.6161541.521758.80
1402024.11.25 18:40t/p350.101.616151.605651.6161533.791792.59
1412024.12.06 12:00sell360.101.649940.000000.00000
1422024.12.06 12:00modify360.101.649941.661941.63594
1432024.12.09 08:30sell370.101.642680.000000.00000
1442024.12.09 08:30modify370.101.642681.648541.63594
1452024.12.09 08:30modify360.101.649941.648541.63594
1462024.12.09 08:40sell380.101.641530.000000.00000
1472024.12.09 08:40modify380.101.641531.646441.63594
1482024.12.09 08:40modify370.101.642681.646441.63594
1492024.12.09 08:40modify360.101.649941.646441.63594
1502024.12.09 09:40sell390.101.639960.000000.00000
1512024.12.09 09:40modify390.101.639961.645041.63594
1522024.12.09 09:40modify380.101.641531.645041.63594
1532024.12.09 09:40modify370.101.642681.645041.63594
1542024.12.09 09:40modify360.101.649941.645041.63594
1552024.12.09 13:40t/p360.101.635941.645041.6359486.841879.43
1562024.12.09 13:40t/p370.101.635941.645041.6359441.721921.15
1572024.12.09 13:40t/p380.101.635941.645041.6359434.601955.75
1582024.12.09 13:40t/p390.101.635941.645041.6359424.881980.63
1592024.12.20 12:00sell400.101.668770.000000.00000
1602024.12.20 12:00modify400.101.668771.680771.65477
1612024.12.31 23:59close at stop400.101.664581.680771.6547727.692008.32