Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
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=5; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=2; 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 test2617Ticks modelled79523Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2411.19Gross profit3166.53Gross loss-755.34
Profit factor4.19Expected payoff35.99
Absolute drawdown5.80Maximal drawdown368.31 (3.30%)Relative drawdown3.30% (368.31)
Total trades67Short positions (won %)30 (73.33%)Long positions (won %)37 (70.27%)
Profit trades (% of total)48 (71.64%)Loss trades (% of total)19 (28.36%)
Largestprofit trade144.87loss trade-144.30
Averageprofit trade65.97loss trade-39.75
Maximumconsecutive wins (profit in money)10 (653.04)consecutive losses (loss in money)3 (-168.68)
Maximalconsecutive profit (count of wins)653.04 (10)consecutive loss (count of losses)-169.68 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.21 08:00sell10.101.092700.000000.00000
22022.04.21 08:00modify10.101.092701.106701.07970
32022.04.21 11:40sell20.101.087440.000000.00000
42022.04.21 11:40modify20.101.087441.091401.07970
52022.04.21 11:40modify10.101.092701.091401.07970
62022.04.21 16:45sell30.101.084670.000000.00000
72022.04.21 16:45modify30.101.084671.086851.07970
82022.04.21 16:45modify20.101.087441.086851.07970
92022.04.21 16:45modify10.101.092701.086851.07970
102022.04.22 08:40t/p10.101.079701.086851.07970130.7410130.74
112022.04.22 08:40t/p20.101.079701.086851.0797078.1410208.89
122022.04.22 08:40t/p30.101.079701.086851.0797050.4410259.33
132022.05.12 12:00buy40.101.040220.000000.00000
142022.05.12 12:00modify40.101.040221.026221.05322
152022.05.17 00:40buy50.101.045700.000000.00000
162022.05.17 00:40modify50.101.045701.041521.05322
172022.05.17 00:40modify40.101.040221.041521.05322
182022.05.17 06:30buy60.101.046220.000000.00000
192022.05.17 06:30modify60.101.046221.043471.05322
202022.05.17 06:30modify50.101.045701.043471.05322
212022.05.17 06:30modify40.101.040221.043471.05322
222022.05.17 09:35buy70.101.048230.000000.00000
232022.05.17 09:35modify70.101.048231.046071.05322
242022.05.17 09:35modify60.101.046221.046071.05322
252022.05.17 09:35modify50.101.045701.046071.05322
262022.05.17 09:35modify40.101.040221.046071.05322
272022.05.17 11:20t/p40.101.053221.046071.05322126.7710386.10
282022.05.17 11:20t/p50.101.053221.046071.0532275.2010461.30
292022.05.17 11:20t/p60.101.053221.046071.0532270.0010531.30
302022.05.17 11:20t/p70.101.053221.046071.0532249.9010581.20
312022.05.17 12:00sell80.101.053930.000000.00000
322022.05.17 12:00modify80.101.053931.067931.04093
332022.05.18 16:55sell90.101.048720.000000.00000
342022.05.18 16:55modify90.101.048721.052631.04093
352022.05.18 16:55modify80.101.053931.052631.04093
362022.05.18 17:30sell100.101.048030.000000.00000
372022.05.18 17:30modify100.101.048031.050681.04093
382022.05.18 17:30modify90.101.048721.050681.04093
392022.05.18 17:30modify80.101.053931.050681.04093
402022.05.18 20:40sell110.101.045970.000000.00000
412022.05.18 20:40modify110.101.045971.048081.04093
422022.05.18 20:40modify100.101.048031.048081.04093
432022.05.18 20:40modify90.101.048721.048081.04093
442022.05.18 20:40modify80.101.053931.048081.04093
452022.05.19 00:20s/l80.101.048081.048081.0409361.4710642.68
462022.05.19 00:20s/l90.101.048081.048081.040938.6310651.31
472022.05.19 00:20s/l100.101.048081.048081.040931.7310653.04
482022.05.19 00:20s/l110.101.048081.048081.04093-18.8710634.17
492022.05.23 12:00sell120.101.065660.000000.00000
502022.05.23 12:00modify120.101.065661.079661.05266
512022.06.10 09:55sell130.101.059690.000000.00000
522022.06.10 09:55modify130.101.059691.062411.05266
532022.06.10 09:55modify120.101.065661.062411.05266
542022.06.10 12:40t/p120.101.052661.062411.05266144.8710779.03
552022.06.10 12:40t/p130.101.052661.062411.0526670.3010849.33
562022.07.05 12:00buy140.101.029880.000000.00000
572022.07.05 12:00modify140.101.029881.015881.04288
582022.07.07 15:40s/l140.101.015881.015881.04288-144.3010705.03
592022.07.19 08:00sell150.101.024140.000000.00000
602022.07.19 08:00modify150.101.024141.038141.01114
612022.07.20 10:50sell160.101.018010.000000.00000
622022.07.20 10:50modify160.101.018011.020891.01114
632022.07.20 10:50modify150.101.024141.020891.01114
642022.07.20 11:05s/l150.101.020891.020891.0111433.2410738.27
652022.07.20 11:05s/l160.101.020891.020891.01114-28.8010709.47
662022.07.22 08:00buy170.101.014140.000000.00000
672022.07.22 08:00modify170.101.014141.000141.02714
682022.07.22 12:40buy180.101.020000.000000.00000
692022.07.22 12:40modify180.101.020001.017391.02714
702022.07.22 12:40modify170.101.014141.017391.02714
712022.07.22 13:10buy190.101.019410.000000.00000
722022.07.22 13:10modify190.101.019411.015441.02714
732022.07.22 13:15modify190.101.019411.017391.02714
742022.07.22 15:45buy200.101.022050.000000.00000
752022.07.22 15:45modify200.101.022051.019991.02714
762022.07.22 15:45modify180.101.020001.019991.02714
772022.07.22 15:45modify190.101.019411.019991.02714
782022.07.22 15:45modify170.101.014141.019991.02714
792022.07.22 18:40s/l170.101.019991.019991.0271458.5010767.97
802022.07.22 18:40s/l180.101.019991.019991.02714-0.1010767.87
812022.07.22 18:40s/l190.101.019991.019991.027145.8010773.67
822022.07.22 18:40s/l200.101.019991.019991.02714-20.6010753.07
832022.07.26 12:00buy210.101.013420.000000.00000
842022.07.26 12:00modify210.101.013420.999421.02642
852022.07.27 18:40buy220.101.021480.000000.00000
862022.07.27 18:40modify220.101.021481.019271.02642
872022.07.27 18:40modify210.101.013421.019271.02642
882022.07.27 18:45s/l210.101.019271.019271.0264257.4210810.50
892022.07.27 18:45s/l220.101.019271.019271.02642-22.1010788.40
902022.07.28 12:00buy230.101.012090.000000.00000
912022.07.28 12:00modify230.101.012090.998091.02509
922022.07.28 15:40buy240.101.017410.000000.00000
932022.07.28 15:40modify240.101.017411.013391.02509
942022.07.28 15:40modify230.101.012091.013391.02509
952022.07.28 18:40buy250.101.017970.000000.00000
962022.07.28 18:40modify250.101.017971.015341.02509
972022.07.28 18:40modify240.101.017411.015341.02509
982022.07.28 18:40modify230.101.012091.015341.02509
992022.07.28 20:55buy260.101.019960.000000.00000
1002022.07.28 20:55modify260.101.019961.017941.02509
1012022.07.28 20:55modify250.101.017971.017941.02509
1022022.07.28 20:55modify240.101.017411.017941.02509
1032022.07.28 20:55modify230.101.012091.017941.02509
1042022.07.29 06:40t/p230.101.025091.017941.02509128.9210917.32
1052022.07.29 06:40t/p240.101.025091.017941.0250975.7210993.04
1062022.07.29 06:40t/p250.101.025091.017941.0250970.1211063.17
1072022.07.29 06:40t/p260.101.025091.017941.0250950.2211113.39
1082022.09.09 04:00sell270.101.006920.000000.00000
1092022.09.09 04:00modify270.101.006921.020920.99392
1102022.09.13 13:50sell280.101.000810.000000.00000
1112022.09.13 13:50modify280.101.000811.003670.99392
1122022.09.13 13:50modify270.101.006921.003670.99392
1132022.09.13 14:05s/l270.101.003671.003670.9939233.9911147.38
1142022.09.13 14:05s/l280.101.003671.003670.99392-28.6011118.78
1152022.09.23 12:00buy290.100.975410.000000.00000
1162022.09.23 12:00modify290.100.975410.961410.98841
1172022.09.26 00:30s/l290.100.961410.961410.98841-141.0810977.70
1182022.09.30 12:00buy300.100.974930.000000.00000
1192022.09.30 12:00modify300.100.974930.960930.98793
1202022.09.30 15:35buy310.100.980160.000000.00000
1212022.09.30 15:35modify310.100.980160.976230.98793
1222022.09.30 15:35modify300.100.974930.976230.98793
1232022.09.30 20:30buy320.100.980970.000000.00000
1242022.09.30 20:30modify320.100.980970.978180.98793
1252022.09.30 20:30modify310.100.980160.978180.98793
1262022.09.30 20:30modify300.100.974930.978180.98793
1272022.10.03 01:50buy330.100.982920.000000.00000
1282022.10.03 01:50modify330.100.982920.980780.98793
1292022.10.03 01:50modify320.100.980970.980780.98793
1302022.10.03 01:50modify310.100.980160.980780.98793
1312022.10.03 01:50modify300.100.974930.980780.98793
1322022.10.03 03:40s/l300.100.980780.980780.9879357.4211035.13
1332022.10.03 03:40s/l310.100.980780.980780.987935.1211040.25
1342022.10.03 03:40s/l320.100.980780.980780.98793-2.9811037.28
1352022.10.03 03:40s/l330.100.980780.980780.98793-21.4011015.88
1362022.10.05 12:00buy340.100.990830.000000.00000
1372022.10.05 12:00modify340.100.990830.976831.00383
1382022.10.07 06:33s/l340.100.976830.976831.00383-144.3010871.57
1392022.10.26 08:00sell350.101.003300.000000.00000
1402022.10.26 08:00modify350.101.003301.017300.99030
1412022.10.27 13:40sell360.100.997230.000000.00000
1422022.10.27 13:40modify360.100.997231.000050.99030
1432022.10.27 13:40modify350.101.003301.000050.99030
1442022.10.27 13:55s/l350.101.000051.000050.9903034.7310906.30
1452022.10.27 13:55s/l360.101.000051.000050.99030-28.2010878.10
1462022.11.03 08:00buy370.100.978650.000000.00000
1472022.11.03 08:00modify370.100.978650.964650.99165
1482022.11.04 14:30t/p370.100.991650.964650.99165128.9211007.03
1492022.11.10 12:00buy380.100.994740.000000.00000
1502022.11.10 12:00modify380.100.994740.980741.00774
1512022.11.10 13:30t/p380.101.007740.980741.00774130.0011137.03
1522022.11.15 08:00sell390.101.040690.000000.00000
1532022.11.15 08:00modify390.101.040691.054691.02769
1542022.11.15 17:15sell400.101.034820.000000.00000
1552022.11.15 17:15modify400.101.034821.037441.02769
1562022.11.15 17:15modify390.101.040691.037441.02769
1572022.11.15 17:30s/l390.101.037441.037441.0276932.5011169.53
1582022.11.15 17:30s/l400.101.037441.037441.02769-26.2011143.33
1592022.11.21 12:00buy410.101.023730.000000.00000
1602022.11.21 12:00modify410.101.023731.009731.03673
1612022.11.22 10:50buy420.101.029080.000000.00000
1622022.11.22 10:50modify420.101.029081.025031.03673
1632022.11.22 10:50modify410.101.023731.025031.03673
1642022.11.22 17:40buy430.101.029880.000000.00000
1652022.11.22 17:40modify430.101.029881.026981.03673
1662022.11.22 17:40modify420.101.029081.026981.03673
1672022.11.22 17:40modify410.101.023731.026981.03673
1682022.11.23 01:40buy440.101.031640.000000.00000
1692022.11.23 01:40modify440.101.031641.029581.03673
1702022.11.23 01:40modify430.101.029881.029581.03673
1712022.11.23 01:40modify420.101.029081.029581.03673
1722022.11.23 01:40modify410.101.023731.029581.03673
1732022.11.23 14:40t/p410.101.036731.029581.03673127.8511271.18
1742022.11.23 14:40t/p420.101.036731.029581.0367375.4211346.60
1752022.11.23 14:40t/p430.101.036731.029581.0367367.4211414.02
1762022.11.23 14:40t/p440.101.036731.029581.0367350.9011464.92
1772022.11.24 04:00sell450.101.044580.000000.00000
1782022.11.24 04:00modify450.101.044581.058581.03158
1792022.11.24 10:40sell460.101.039240.000000.00000
1802022.11.24 10:40modify460.101.039241.043281.03158
1812022.11.24 10:40modify450.101.044581.043281.03158
1822022.11.25 09:50sell470.101.038630.000000.00000
1832022.11.25 09:50modify470.101.038631.041331.03158
1842022.11.25 09:50modify460.101.039241.041331.03158
1852022.11.25 09:50modify450.101.044581.041331.03158
1862022.11.25 10:30s/l450.101.041331.041331.0315833.2411498.17
1872022.11.25 10:30s/l460.101.041331.041331.03158-20.1611478.01
1882022.11.25 10:30s/l470.101.041331.041331.03158-27.0011451.01
1892022.11.28 12:00sell480.101.047410.000000.00000
1902022.11.28 12:00modify480.101.047411.061411.03441
1912022.11.28 14:33sell490.101.042190.000000.00000
1922022.11.28 14:33modify490.101.042191.046111.03441
1932022.11.28 14:33modify480.101.047411.046111.03441
1942022.11.28 15:50sell500.101.039440.000000.00000
1952022.11.28 15:50modify500.101.039441.041561.03441
1962022.11.28 15:50modify490.101.042191.041561.03441
1972022.11.28 15:50modify480.101.047411.041561.03441
1982022.11.28 19:40t/p480.101.034411.041561.03441130.0011581.01
1992022.11.28 19:40t/p490.101.034411.041561.0344177.8011658.81
2002022.11.28 19:40t/p500.101.034411.041561.0344150.3011709.11
2012023.01.03 12:00buy510.101.053110.000000.00000
2022023.01.03 12:00modify510.101.053111.039111.06611
2032023.01.03 15:15buy520.101.058480.000000.00000
2042023.01.03 15:15modify520.101.058481.054411.06611
2052023.01.03 15:15modify510.101.053111.054411.06611
2062023.01.03 16:05s/l510.101.054411.054411.0661113.0011722.11
2072023.01.03 16:05s/l520.101.054411.054411.06611-40.7011681.41
2082023.03.01 12:00sell530.101.066960.000000.00000
2092023.03.01 12:00modify530.101.066961.080961.05396
2102023.03.02 15:45sell540.101.061070.000000.00000
2112023.03.02 15:45modify540.101.061071.063711.05396
2122023.03.02 15:45modify530.101.066961.063711.05396
2132023.03.02 17:10sell550.101.059150.000000.00000
2142023.03.02 17:10modify550.101.059151.061111.05396
2152023.03.02 17:10modify540.101.061071.061111.05396
2162023.03.02 17:10modify530.101.066961.061111.05396
2172023.03.03 00:40s/l530.101.061111.061111.0539661.4711742.88
2182023.03.03 00:40s/l540.101.061111.061111.053960.3411743.23
2192023.03.03 00:40s/l550.101.061111.061111.05396-18.8611724.37
2202023.03.15 12:00buy560.101.059020.000000.00000
2212023.03.15 12:00modify560.101.059021.045021.07202
2222023.03.17 03:30buy570.101.064410.000000.00000
2232023.03.17 03:30modify570.101.064411.060321.07202
2242023.03.17 03:30modify560.101.059021.060321.07202
2252023.03.17 04:30buy580.101.064930.000000.00000
2262023.03.17 04:30modify580.101.064931.062271.07202
2272023.03.17 04:30modify570.101.064411.062271.07202
2282023.03.17 04:30modify560.101.059021.062271.07202
2292023.03.17 07:25buy590.101.066920.000000.00000
2302023.03.17 07:25modify590.101.066921.064871.07202
2312023.03.17 07:25modify580.101.064931.064871.07202
2322023.03.17 07:25modify570.101.064411.064871.07202
2332023.03.17 07:25modify560.101.059021.064871.07202
2342023.03.17 09:30s/l560.101.064871.064871.0720254.2011778.57
2352023.03.17 09:30s/l570.101.064871.064871.072024.6011783.17
2362023.03.17 09:30s/l580.101.064871.064871.07202-0.6011782.57
2372023.03.17 09:30s/l590.101.064871.064871.07202-20.5011762.07
2382023.03.23 04:00sell600.101.090070.000000.00000
2392023.03.23 04:00modify600.101.090071.104071.07707
2402023.03.23 18:30sell610.101.084570.000000.00000
2412023.03.23 18:30modify610.101.084571.088771.07707
2422023.03.23 18:30modify600.101.090071.088771.07707
2432023.03.23 19:00sell620.101.084190.000000.00000
2442023.03.23 19:00modify620.101.084191.086821.07707
2452023.03.23 19:00modify610.101.084571.086821.07707
2462023.03.23 19:00modify600.101.090071.086821.07707
2472023.03.24 01:40sell630.101.082040.000000.00000
2482023.03.24 01:40modify630.101.082041.084221.07707
2492023.03.24 01:40modify620.101.084191.084221.07707
2502023.03.24 01:40modify610.101.084571.084221.07707
2512023.03.24 01:40modify600.101.090071.084221.07707
2522023.03.24 09:20t/p600.101.077071.084221.07707130.7411892.81
2532023.03.24 09:20t/p610.101.077071.084221.0770775.7411968.55
2542023.03.24 09:20t/p620.101.077071.084221.0770771.9412040.50
2552023.03.24 09:20t/p630.101.077071.084221.0770749.7012090.20
2562023.03.24 12:00buy640.101.074100.000000.00000
2572023.03.24 12:00modify640.101.074101.060101.08710
2582023.03.27 14:05buy650.101.079310.000000.00000
2592023.03.27 14:05modify650.101.079311.075401.08710
2602023.03.27 14:05modify640.101.074101.075401.08710
2612023.03.27 18:40buy660.101.079950.000000.00000
2622023.03.27 18:40modify660.101.079951.077351.08710
2632023.03.27 18:40modify650.101.079311.077351.08710
2642023.03.27 18:40modify640.101.074101.077351.08710
2652023.03.28 00:40buy670.101.082080.000000.00000
2662023.03.28 00:40modify670.101.082081.079951.08710
2672023.03.28 00:40modify660.101.079951.079951.08710
2682023.03.28 00:40modify650.101.079311.079951.08710
2692023.03.28 00:40modify640.101.074101.079951.08710
2702023.03.29 11:15t/p640.101.087101.079951.08710126.7712216.97
2712023.03.29 11:15t/p650.101.087101.079951.0871075.7512292.72
2722023.03.29 11:15t/p660.101.087101.079951.0871069.3512362.07
2732023.03.29 11:15t/p670.101.087101.079951.0871049.1212411.19