Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01)
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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test2608Ticks modelled79633Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread40
Total net profit1128.59Gross profit1733.73Gross loss-605.14
Profit factor2.87Expected payoff16.12
Absolute drawdown45.74Maximal drawdown201.99 (15.93%)Relative drawdown15.93% (201.99)
Total trades70Short positions (won %)32 (46.88%)Long positions (won %)38 (63.16%)
Profit trades (% of total)39 (55.71%)Loss trades (% of total)31 (44.29%)
Largestprofit trade78.96loss trade-68.22
Averageprofit trade44.45loss trade-19.52
Maximumconsecutive wins (profit in money)5 (227.23)consecutive losses (loss in money)4 (-79.00)
Maximalconsecutive profit (count of wins)239.89 (4)consecutive loss (count of losses)-101.66 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.25 08:00sell10.101.660250.000000.00000
22024.07.25 08:00modify10.101.660251.670251.64825
32024.07.26 12:50sell20.101.654760.000000.00000
42024.07.26 12:50modify20.101.654761.656651.64825
52024.07.26 12:50sell30.101.654760.000000.00000
62024.07.26 12:50modify30.101.654761.657251.64825
72024.07.26 12:50modify10.101.660251.657251.64825
82024.07.26 12:55modify20.101.654761.657251.64825
92024.07.26 14:40s/l10.101.657251.657251.6482519.931019.93
102024.07.26 14:40s/l20.101.657251.657251.64825-16.341003.59
112024.07.26 14:40s/l30.101.657251.657251.64825-16.34987.25
122024.07.31 04:00sell40.101.665300.000000.00000
132024.07.31 04:00modify40.101.665301.675301.65330
142024.07.31 13:40sell50.101.659880.000000.00000
152024.07.31 13:40modify50.101.659881.661701.65330
162024.07.31 13:40sell60.101.659880.000000.00000
172024.07.31 13:40modify60.101.659881.662301.65330
182024.07.31 13:40modify40.101.665301.662301.65330
192024.07.31 13:45modify50.101.659881.662301.65330
202024.07.31 15:10sell70.101.658100.000000.00000
212024.07.31 15:10modify70.101.658101.659901.65330
222024.07.31 15:10modify60.101.659881.659901.65330
232024.07.31 15:10modify50.101.659881.659901.65330
242024.07.31 15:10modify40.101.665301.659901.65330
252024.07.31 18:40t/p40.101.653301.659901.6533078.701065.95
262024.07.31 18:40t/p50.101.653301.659901.6533043.151109.10
272024.07.31 18:40t/p60.101.653301.659901.6533043.151152.25
282024.07.31 18:40t/p70.101.653301.659901.6533031.481183.73
292024.08.02 16:00sell80.101.672460.000000.00000
302024.08.02 16:00modify80.101.672461.682461.66046
312024.08.05 00:30s/l80.101.682461.682461.66046-65.331118.40
322024.08.07 04:00buy90.101.663800.000000.00000
332024.08.07 04:00modify90.101.663801.653801.67580
342024.08.07 06:50buy100.101.669330.000000.00000
352024.08.07 06:50modify100.101.669331.667401.67580
362024.08.07 06:50buy110.101.669330.000000.00000
372024.08.07 06:50modify110.101.669331.666801.67580
382024.08.07 06:50modify90.101.663801.666801.67580
392024.08.07 06:55modify100.101.669331.666801.67580
402024.08.07 06:55s/l90.101.666801.666801.6758019.641138.04
412024.08.07 06:55s/l100.101.666801.666801.67580-16.561121.48
422024.08.07 06:55s/l110.101.666801.666801.67580-16.561104.92
432024.08.08 16:00buy120.101.659120.000000.00000
442024.08.08 16:00modify120.101.659121.649121.67112
452024.08.14 15:45buy130.101.666570.000000.00000
462024.08.14 15:45modify130.101.666571.664521.67112
472024.08.14 15:45modify120.101.659121.664521.67112
482024.08.15 01:05t/p120.101.671121.664521.6711272.141177.06
492024.08.15 01:05t/p130.101.671121.664521.6711227.041204.10
502024.08.29 12:00buy140.101.627770.000000.00000
512024.08.29 12:00modify140.101.627771.617771.63977
522024.08.30 15:59buy150.101.635210.000000.00000
532024.08.30 15:59modify150.101.635211.633171.63977
542024.08.30 15:59modify140.101.627771.633171.63977
552024.08.30 19:30s/l140.101.633171.633171.6397734.431238.54
562024.08.30 19:30s/l150.101.633171.633171.63977-13.361225.18
572024.09.06 16:00sell160.101.660510.000000.00000
582024.09.06 16:00modify160.101.660511.670511.64851
592024.09.10 05:40sell170.101.655020.000000.00000
602024.09.10 05:40modify170.101.655021.656911.64851
612024.09.10 05:40sell180.101.655020.000000.00000
622024.09.10 05:40modify180.101.655021.657511.64851
632024.09.10 05:40modify160.101.660511.657511.64851
642024.09.10 05:45modify170.101.655021.657511.64851
652024.09.10 07:30s/l160.101.657511.657511.6485120.201245.38
662024.09.10 07:30s/l170.101.657511.657511.64851-16.331229.05
672024.09.10 07:30s/l180.101.657511.657511.64851-16.331212.72
682024.10.08 04:00sell190.101.631180.000000.00000
692024.10.08 04:00modify190.101.631181.641181.61918
702024.10.09 06:05sell200.101.625630.000000.00000
712024.10.09 06:05modify200.101.625631.627581.61918
722024.10.09 06:05sell210.101.625630.000000.00000
732024.10.09 06:05modify210.101.625631.628181.61918
742024.10.09 06:05modify190.101.631181.628181.61918
752024.10.09 06:10modify200.101.625631.628181.61918
762024.10.09 06:40s/l190.101.628181.628181.6191819.941232.66
772024.10.09 06:40s/l200.101.628181.628181.61918-16.721215.94
782024.10.09 06:40s/l210.101.628181.628181.61918-16.721199.22
792024.11.06 12:00buy220.101.633450.000000.00000
802024.11.06 12:00modify220.101.633451.623451.64545
812024.11.07 02:40s/l220.101.623451.623451.64545-68.221131.00
822024.11.07 04:00buy230.101.622390.000000.00000
832024.11.07 04:00modify230.101.622391.612391.63439
842024.11.08 13:40buy240.101.627970.000000.00000
852024.11.08 13:40modify240.101.627971.625991.63439
862024.11.08 13:40buy250.101.627970.000000.00000
872024.11.08 13:40modify250.101.627971.625391.63439
882024.11.08 13:40modify230.101.622391.625391.63439
892024.11.08 13:45modify240.101.627971.625391.63439
902024.11.08 16:20buy260.101.629640.000000.00000
912024.11.08 16:20modify260.101.629641.627791.63439
922024.11.08 16:20modify250.101.627971.627791.63439
932024.11.08 16:20modify240.101.627971.627791.63439
942024.11.08 16:20modify230.101.622391.627791.63439
952024.11.08 18:05s/l230.101.627791.627791.6343934.431165.43
962024.11.08 18:05s/l240.101.627791.627791.63439-1.181164.25
972024.11.08 18:05s/l250.101.627791.627791.63439-1.181163.07
982024.11.08 18:05s/l260.101.627791.627791.63439-12.111150.96
992024.12.04 04:00sell270.101.635740.000000.00000
1002024.12.04 04:00modify270.101.635741.645741.62374
1012024.12.06 01:40s/l270.101.645741.645741.62374-64.531086.43
1022024.12.09 16:00buy280.101.638100.000000.00000
1032024.12.09 16:00modify280.101.638101.628101.65010
1042024.12.10 01:40buy290.101.643710.000000.00000
1052024.12.10 01:40modify290.101.643711.641701.65010
1062024.12.10 01:40buy300.101.643710.000000.00000
1072024.12.10 01:40modify300.101.643711.641101.65010
1082024.12.10 01:40modify280.101.638101.641101.65010
1092024.12.10 01:45modify290.101.643711.641101.65010
1102024.12.10 03:05buy310.101.645430.000000.00000
1112024.12.10 03:05modify310.101.645431.643501.65010
1122024.12.10 03:05modify300.101.643711.643501.65010
1132024.12.10 03:05modify290.101.643711.643501.65010
1142024.12.10 03:05modify280.101.638101.643501.65010
1152024.12.10 03:30t/p280.101.650101.643501.6501077.641164.07
1162024.12.10 03:30t/p290.101.650101.643501.6501041.831205.90
1172024.12.10 03:30t/p300.101.650101.643501.6501041.831247.73
1182024.12.10 03:30t/p310.101.650101.643501.6501030.571278.30
1192024.12.12 04:00buy320.101.637470.000000.00000
1202024.12.12 04:00modify320.101.637471.627471.64947
1212024.12.12 15:25buy330.101.644940.000000.00000
1222024.12.12 15:25modify330.101.644941.642871.64947
1232024.12.12 15:25modify320.101.637471.642871.64947
1242024.12.12 15:30s/l320.101.642871.642871.6494735.361313.66
1252024.12.12 15:30s/l330.101.642871.642871.64947-13.551300.11
1262025.01.02 16:00buy340.101.654920.000000.00000
1272025.01.02 16:00modify340.101.654921.644921.66692
1282025.01.06 22:10buy350.101.662290.000000.00000
1292025.01.06 22:10modify350.101.662291.660321.66692
1302025.01.06 22:10modify340.101.654921.660321.66692
1312025.01.07 01:40s/l340.101.660321.660321.6669232.611332.72
1322025.01.07 01:40s/l350.101.660321.660321.66692-13.811318.92
1332025.03.07 12:00sell360.101.723160.000000.00000
1342025.03.07 12:00modify360.101.723161.733161.71116
1352025.03.07 21:40sell370.101.717730.000000.00000
1362025.03.07 21:40modify370.101.717731.719561.71116
1372025.03.07 21:40sell380.101.717730.000000.00000
1382025.03.07 21:40modify380.101.717731.720161.71116
1392025.03.07 21:40modify360.101.723161.720161.71116
1402025.03.07 21:46modify370.101.717731.720161.71116
1412025.03.09 21:13sell390.101.715930.000000.00000
1422025.03.09 21:13modify390.101.715931.717761.71116
1432025.03.09 21:13modify380.101.717731.717761.71116
1442025.03.09 21:13modify370.101.717731.717761.71116
1452025.03.09 21:13modify360.101.723161.717761.71116
1462025.03.09 21:20s/l360.101.717761.717761.7111635.421354.34
1472025.03.09 21:20s/l370.101.717761.717761.71116-0.191354.15
1482025.03.09 21:20s/l380.101.717761.717761.71116-0.191353.96
1492025.03.09 21:20s/l390.101.717761.717761.71116-12.001341.96
1502025.03.11 08:00sell400.101.732620.000000.00000
1512025.03.11 08:00modify400.101.732621.742621.72062
1522025.03.12 17:25sell410.101.727200.000000.00000
1532025.03.12 17:25modify410.101.727201.729021.72062
1542025.03.12 17:25sell420.101.727200.000000.00000
1552025.03.12 17:25modify420.101.727201.729621.72062
1562025.03.12 17:25modify400.101.732621.729621.72062
1572025.03.12 17:30modify410.101.727201.729621.72062
1582025.03.12 23:40t/p400.101.720621.729621.7206278.961420.92
1592025.03.12 23:40t/p410.101.720621.729621.7206243.161464.08
1602025.03.12 23:40t/p420.101.720621.729621.7206243.161507.24
1612025.04.04 04:00sell430.101.773640.000000.00000
1622025.04.04 04:00modify430.101.773641.783641.76164
1632025.04.04 10:30s/l430.101.783641.783641.76164-65.591441.65
1642025.04.07 08:00sell440.101.830760.000000.00000
1652025.04.07 08:00modify440.101.830761.840761.81876
1662025.04.07 10:20t/p440.101.818761.840761.8187678.711520.36
1672025.04.08 08:00buy450.101.805510.000000.00000
1682025.04.08 08:00modify450.101.805511.795511.81751
1692025.04.08 14:55buy460.101.811200.000000.00000
1702025.04.08 14:55modify460.101.811201.809111.81751
1712025.04.08 14:55buy470.101.811200.000000.00000
1722025.04.08 14:55modify470.101.811201.808511.81751
1732025.04.08 14:55modify450.101.805511.808511.81751
1742025.04.08 15:00modify460.101.811201.808511.81751
1752025.04.08 16:20t/p450.101.817511.808511.8175178.561598.92
1762025.04.08 16:20t/p460.101.817511.808511.8175141.311640.23
1772025.04.08 16:20t/p470.101.817511.808511.8175141.311681.54
1782025.04.15 04:00buy480.101.786260.000000.00000
1792025.04.15 04:00modify480.101.786261.776261.79826
1802025.04.15 12:40s/l480.101.776261.776261.79826-65.471616.07
1812025.04.16 08:00sell490.101.793110.000000.00000
1822025.04.16 08:00modify490.101.793111.803111.78111
1832025.04.16 08:40t/p490.101.781111.803111.7811178.701694.77
1842025.04.23 08:00buy500.101.776320.000000.00000
1852025.04.23 08:00modify500.101.776321.766321.78832
1862025.04.23 09:05buy510.101.783630.000000.00000
1872025.04.23 09:05modify510.101.783631.781721.78832
1882025.04.23 09:05modify500.101.776321.781721.78832
1892025.04.23 09:30s/l500.101.781721.781721.7883235.361730.13
1902025.04.23 09:30s/l510.101.781721.781721.78832-12.501717.63
1912025.04.25 04:00buy520.101.765980.000000.00000
1922025.04.25 04:00modify520.101.765981.755981.77798
1932025.04.25 06:45buy530.101.771660.000000.00000
1942025.04.25 06:45modify530.101.771661.769581.77798
1952025.04.25 06:45buy540.101.771660.000000.00000
1962025.04.25 06:45modify540.101.771661.768981.77798
1972025.04.25 06:45modify520.101.765981.768981.77798
1982025.04.25 06:50modify530.101.771661.768981.77798
1992025.04.25 07:20buy550.101.773460.000000.00000
2002025.04.25 07:20modify550.101.773461.771381.77798
2012025.04.25 07:20modify540.101.771661.771381.77798
2022025.04.25 07:20modify530.101.771661.771381.77798
2032025.04.25 07:20modify520.101.765981.771381.77798
2042025.04.25 09:20t/p520.101.777981.771381.7779878.561796.19
2052025.04.25 09:20t/p530.101.777981.771381.7779841.371837.56
2062025.04.25 09:20t/p540.101.777981.771381.7779841.371878.93
2072025.04.25 09:20t/p550.101.777981.771381.7779829.591908.52
2082025.05.12 08:00buy560.101.734120.000000.00000
2092025.05.12 08:00modify560.101.734121.724121.74612
2102025.05.12 12:20buy570.101.739530.000000.00000
2112025.05.12 12:20modify570.101.739531.737721.74612
2122025.05.12 12:20buy580.101.739530.000000.00000
2132025.05.12 12:20modify580.101.739531.737121.74612
2142025.05.12 12:20modify560.101.734121.737121.74612
2152025.05.12 12:25modify570.101.739531.737121.74612
2162025.05.12 12:50buy590.101.741550.000000.00000
2172025.05.12 12:50modify590.101.741551.739521.74612
2182025.05.12 12:50modify580.101.739531.739521.74612
2192025.05.12 12:50modify570.101.739531.739521.74612
2202025.05.12 12:50modify560.101.734121.739521.74612
2212025.05.12 13:05s/l560.101.739521.739521.7461235.361943.88
2222025.05.12 13:05s/l570.101.739521.739521.74612-0.061943.82
2232025.05.12 13:05s/l580.101.739521.739521.74612-0.061943.76
2242025.05.12 13:05s/l590.101.739521.739521.74612-13.291930.47
2252025.05.13 16:00buy600.101.727160.000000.00000
2262025.05.13 16:00modify600.101.727161.717161.73916
2272025.05.14 08:40buy610.101.732680.000000.00000
2282025.05.14 08:40modify610.101.732681.730761.73916
2292025.05.14 08:40buy620.101.732680.000000.00000
2302025.05.14 08:40modify620.101.732681.730161.73916
2312025.05.14 08:40modify600.101.727161.730161.73916
2322025.05.14 08:45modify610.101.732681.730161.73916
2332025.05.14 11:35buy630.101.734600.000000.00000
2342025.05.14 11:35modify630.101.734601.732561.73916
2352025.05.14 11:35modify620.101.732681.732561.73916
2362025.05.14 11:35modify610.101.732681.732561.73916
2372025.05.14 11:35modify600.101.727161.732561.73916
2382025.05.14 15:40t/p600.101.739161.732561.7391677.642008.11
2392025.05.14 15:40t/p610.101.739161.732561.7391642.422050.53
2402025.05.14 15:40t/p620.101.739161.732561.7391642.422092.95
2412025.05.14 15:40t/p630.101.739161.732561.7391629.852122.80
2422025.05.20 08:00sell640.101.755210.000000.00000
2432025.05.20 08:00modify640.101.755211.765211.74321
2442025.05.23 17:06sell650.101.749660.000000.00000
2452025.05.23 17:06modify650.101.749661.751611.74321
2462025.05.23 17:06sell660.101.749660.000000.00000
2472025.05.23 17:06modify660.101.749661.752211.74321
2482025.05.23 17:06modify640.101.755211.752211.74321
2492025.05.23 17:13modify650.101.749661.752211.74321
2502025.05.25 22:50sell670.101.747770.000000.00000
2512025.05.25 22:50modify670.101.747771.749811.74321
2522025.05.25 22:50modify660.101.749661.749811.74321
2532025.05.25 22:50modify650.101.749661.749811.74321
2542025.05.25 22:50modify640.101.755211.749811.74321
2552025.05.25 22:55s/l640.101.749811.749811.7432136.732159.53
2562025.05.25 22:55s/l650.101.749811.749811.74321-0.982158.55
2572025.05.25 22:55s/l660.101.749811.749811.74321-0.982157.57
2582025.05.25 22:55s/l670.101.749811.749811.74321-13.382144.19
2592025.06.23 04:00sell680.101.794900.000000.00000
2602025.06.23 04:00modify680.101.794901.804901.78290
2612025.06.23 07:50sell690.101.789210.000000.00000
2622025.06.23 07:50modify690.101.789211.791301.78290
2632025.06.23 07:50sell700.101.789210.000000.00000
2642025.06.23 07:50modify700.101.789211.791901.78290
2652025.06.23 07:50modify680.101.794901.791901.78290
2662025.06.23 07:55modify690.101.789211.791901.78290
2672025.06.23 08:20s/l680.101.791901.791901.7829019.682163.87
2682025.06.23 08:20s/l690.101.791901.791901.78290-17.642146.23
2692025.06.23 08:20s/l700.101.791901.791901.78290-17.642128.59