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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2617Ticks modelled79523Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1447.50Gross profit1604.81Gross loss-157.31
Profit factor10.20Expected payoff51.70
Absolute drawdown9.00Maximal drawdown232.80 (2.27%)Relative drawdown2.27% (232.80)
Total trades28Short positions (won %)17 (64.71%)Long positions (won %)11 (100.00%)
Profit trades (% of total)22 (78.57%)Loss trades (% of total)6 (21.43%)
Largestprofit trade144.12loss trade-37.97
Averageprofit trade72.95loss trade-26.22
Maximumconsecutive wins (profit in money)9 (639.02)consecutive losses (loss in money)3 (-60.67)
Maximalconsecutive profit (count of wins)639.02 (9)consecutive loss (count of losses)-62.74 (2)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 04:00sell10.101.061770.000000.00000
22022.05.05 04:00modify10.101.061771.075771.04877
32022.05.05 11:40sell20.101.054550.000000.00000
42022.05.05 11:40modify20.101.054551.058521.04877
52022.05.05 11:40modify10.101.061771.058521.04877
62022.05.05 12:13sell30.101.055700.000000.00000
72022.05.05 12:13modify30.101.055701.061121.04877
82022.05.05 12:20modify30.101.055701.058521.04877
92022.05.05 14:50sell40.101.053170.000000.00000
102022.05.05 14:50modify40.101.053171.056571.04877
112022.05.05 14:50modify20.101.054551.056571.04877
122022.05.05 14:50modify30.101.055701.056571.04877
132022.05.05 14:50modify10.101.061771.056571.04877
142022.05.06 06:40t/p10.101.048771.056571.04877130.7410130.74
152022.05.06 06:40t/p20.101.048771.056571.0487758.5410189.29
162022.05.06 06:40t/p30.101.048771.056571.0487770.0410259.33
172022.05.06 06:40t/p40.101.048771.056571.0487744.7410304.07
182022.05.13 00:00buy50.101.038130.000000.00000
192022.05.13 00:00modify50.101.038131.024131.05113
202022.05.16 10:40buy60.101.044110.000000.00000
212022.05.16 10:40modify60.101.044111.038781.05113
222022.05.16 10:40modify50.101.038131.038781.05113
232022.05.17 00:30buy70.101.045290.000000.00000
242022.05.17 00:30modify70.101.045291.041381.05113
252022.05.17 00:30modify60.101.044111.041381.05113
262022.05.17 00:30modify50.101.038131.041381.05113
272022.05.17 06:40buy80.101.046720.000000.00000
282022.05.17 06:40modify80.101.046721.043331.05113
292022.05.17 06:40modify70.101.045291.043331.05113
302022.05.17 06:40modify60.101.044111.043331.05113
312022.05.17 06:40modify50.101.038131.043331.05113
322022.05.17 10:20t/p50.101.051131.043331.05113127.8510431.92
332022.05.17 10:20t/p60.101.051131.043331.0511369.1210501.05
342022.05.17 10:20t/p70.101.051131.043331.0511358.4010559.45
352022.05.17 10:20t/p80.101.051131.043331.0511344.1010603.55
362022.05.17 16:00sell90.101.053240.000000.00000
372022.05.17 16:00modify90.101.053241.067241.04024
382022.05.18 18:40sell100.101.047290.000000.00000
392022.05.18 18:40modify100.101.047291.052591.04024
402022.05.18 18:40modify90.101.053241.052591.04024
412022.05.18 20:40sell110.101.045970.000000.00000
422022.05.18 20:40modify110.101.045971.049991.04024
432022.05.18 20:40modify100.101.047291.049991.04024
442022.05.18 20:40modify90.101.053241.049991.04024
452022.05.19 00:40s/l90.101.049991.049991.0402435.4710639.02
462022.05.19 00:40s/l100.101.049991.049991.04024-24.7710614.25
472022.05.19 00:40s/l110.101.049991.049991.04024-37.9710576.28
482022.05.24 00:00sell120.101.068360.000000.00000
492022.05.24 00:00modify120.101.068361.082361.05536
502022.06.09 19:10sell130.101.062420.000000.00000
512022.06.09 19:10modify130.101.062421.067711.05536
522022.06.09 19:10modify120.101.068361.067711.05536
532022.06.09 20:05sell140.101.061180.000000.00000
542022.06.09 20:05modify140.101.061181.065111.05536
552022.06.09 20:05modify130.101.062421.065111.05536
562022.06.09 20:05modify120.101.068361.065111.05536
572022.06.10 09:55sell150.101.059690.000000.00000
582022.06.10 09:55modify150.101.059691.063161.05536
592022.06.10 09:55modify140.101.061181.063161.05536
602022.06.10 09:55modify130.101.062421.063161.05536
612022.06.10 09:55modify120.101.068361.063161.05536
622022.06.10 12:30t/p120.101.055361.063161.05536144.1210720.40
632022.06.10 12:30t/p130.101.055361.063161.0553671.3410791.74
642022.06.10 12:30t/p140.101.055361.063161.0553658.9410850.69
652022.06.10 12:30t/p150.101.055361.063161.0553643.3010893.99
662022.07.12 00:00buy160.101.004860.000000.00000
672022.07.12 00:00modify160.101.004860.990861.01786
682022.07.18 01:30buy170.101.010880.000000.00000
692022.07.18 01:30modify170.101.010881.005511.01786
702022.07.18 01:30modify160.101.004861.005511.01786
712022.07.18 08:55buy180.101.013340.000000.00000
722022.07.18 08:55modify180.101.013341.010061.01786
732022.07.18 08:55modify170.101.010881.010061.01786
742022.07.18 08:55modify160.101.004861.010061.01786
752022.07.18 14:30t/p160.101.017861.010061.01786123.5511017.53
762022.07.18 14:30t/p170.101.017861.010061.0178669.8011087.33
772022.07.18 14:30t/p180.101.017861.010061.0178645.2011132.53
782022.10.26 00:00sell190.100.996170.000000.00000
792022.10.26 00:00modify190.100.996171.010170.98317
802022.10.31 13:40sell200.100.988820.000000.00000
812022.10.31 13:40modify200.100.988820.992920.98317
822022.10.31 13:40modify190.100.996170.992920.98317
832022.10.31 14:10sell210.100.990290.000000.00000
842022.10.31 14:10modify210.100.990290.995520.98317
852022.10.31 14:15modify210.100.990290.992920.98317
862022.10.31 16:40sell220.100.987510.000000.00000
872022.10.31 16:40modify220.100.987510.990970.98317
882022.10.31 16:40modify200.100.988820.990970.98317
892022.10.31 16:40modify210.100.990290.990970.98317
902022.10.31 16:40modify190.100.996170.990970.98317
912022.11.01 02:40s/l190.100.990970.990970.9831756.4611188.99
922022.11.01 02:40s/l200.100.990970.990970.98317-20.7611168.24
932022.11.01 02:40s/l210.100.990970.990970.98317-6.0611162.18
942022.11.01 02:40s/l220.100.990970.990970.98317-33.8611128.32
952022.11.21 16:00buy230.101.024270.000000.00000
962022.11.21 16:00modify230.101.024271.010271.03727
972022.11.22 20:20buy240.101.030140.000000.00000
982022.11.22 20:20modify240.101.030141.024921.03727
992022.11.22 20:20modify230.101.024271.024921.03727
1002022.11.23 00:35buy250.101.031470.000000.00000
1012022.11.23 00:35modify250.101.031471.027521.03727
1022022.11.23 00:35modify240.101.030141.027521.03727
1032022.11.23 00:35modify230.101.024271.027521.03727
1042022.11.23 02:40buy260.101.032770.000000.00000
1052022.11.23 02:40modify260.101.032771.029471.03727
1062022.11.23 02:40modify250.101.031471.029471.03727
1072022.11.23 02:40modify240.101.030141.029471.03727
1082022.11.23 02:40modify230.101.024271.029471.03727
1092022.11.23 14:40t/p230.101.037271.029471.03727127.8511256.17
1102022.11.23 14:40t/p240.101.037271.029471.0372770.2211326.40
1112022.11.23 14:40t/p250.101.037271.029471.0372758.0011384.40
1122022.11.23 14:40t/p260.101.037271.029471.0372745.0011429.40
1132022.12.02 04:00sell270.101.052420.000000.00000
1142022.12.02 04:00modify270.101.052421.066421.03942
1152022.12.02 13:50sell280.101.043830.000000.00000
1162022.12.02 13:50modify280.101.043831.047221.03942
1172022.12.02 13:50modify270.101.052421.047221.03942
1182022.12.02 14:30s/l270.101.047221.047221.0394252.0011481.40
1192022.12.02 14:30s/l280.101.047221.047221.03942-33.9011447.50