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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled39963006Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1036.82Gross profit1408.48Gross loss-371.66
Profit factor3.79Expected payoff33.45
Absolute drawdown6.30Maximal drawdown386.85 (3.52%)Relative drawdown3.52% (386.85)
Total trades31Short positions (won %)20 (55.00%)Long positions (won %)11 (81.82%)
Profit trades (% of total)20 (64.52%)Loss trades (% of total)11 (35.48%)
Largestprofit trade144.12loss trade-128.85
Averageprofit trade70.42loss trade-33.79
Maximumconsecutive wins (profit in money)9 (645.72)consecutive losses (loss in money)3 (-195.25)
Maximalconsecutive profit (count of wins)645.72 (9)consecutive loss (count of losses)-195.25 (3)
Averageconsecutive wins5consecutive losses3
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 11:28sell20.101.055910.000000.00000
42022.05.05 11:28modify20.101.055911.061121.04877
52022.05.05 11:28modify10.101.061771.061121.04877
62022.05.05 11:54sell30.101.054610.000000.00000
72022.05.05 11:54modify30.101.054611.058521.04877
82022.05.05 11:54modify20.101.055911.058521.04877
92022.05.05 11:54modify10.101.061771.058521.04877
102022.05.05 14:47sell40.101.053310.000000.00000
112022.05.05 14:47modify40.101.053311.056571.04877
122022.05.05 14:47modify30.101.054611.056571.04877
132022.05.05 14:47modify20.101.055911.056571.04877
142022.05.05 14:47modify10.101.061771.056571.04877
152022.05.06 06:57t/p10.101.048771.056571.04877130.7410130.74
162022.05.06 06:57t/p20.101.048771.056571.0487772.1410202.89
172022.05.06 06:57t/p30.101.048771.056571.0487759.1410262.03
182022.05.06 06:57t/p40.101.048771.056571.0487746.1410308.17
192022.05.13 00:00buy50.101.038130.000000.00000
202022.05.13 00:00modify50.101.038131.024131.05113
212022.05.16 10:58buy60.101.043990.000000.00000
222022.05.16 10:58modify60.101.043991.038781.05113
232022.05.16 10:58modify50.101.038131.038781.05113
242022.05.17 00:48buy70.101.045290.000000.00000
252022.05.17 00:48modify70.101.045291.041381.05113
262022.05.17 00:48modify60.101.043991.041381.05113
272022.05.17 00:48modify50.101.038131.041381.05113
282022.05.17 06:38buy80.101.046580.000000.00000
292022.05.17 06:38modify80.101.046581.043331.05113
302022.05.17 06:38modify70.101.045291.043331.05113
312022.05.17 06:38modify60.101.043991.043331.05113
322022.05.17 06:38modify50.101.038131.043331.05113
332022.05.17 10:19t/p50.101.051131.043331.05113127.8510436.02
342022.05.17 10:19t/p60.101.051131.043331.0511370.3210506.35
352022.05.17 10:19t/p70.101.051131.043331.0511358.4010564.75
362022.05.17 10:19t/p80.101.051131.043331.0511345.5010610.25
372022.05.17 16:00sell90.101.053240.000000.00000
382022.05.17 16:00modify90.101.053241.067241.04024
392022.05.18 18:59sell100.101.047380.000000.00000
402022.05.18 18:59modify100.101.047381.052591.04024
412022.05.18 18:59modify90.101.053241.052591.04024
422022.05.18 20:58sell110.101.046080.000000.00000
432022.05.18 20:58modify110.101.046081.049991.04024
442022.05.18 20:58modify100.101.047381.049991.04024
452022.05.18 20:58modify90.101.053241.049991.04024
462022.05.19 00:51s/l90.101.049991.049991.0402435.4710645.72
472022.05.19 00:51s/l100.101.049991.049991.04024-23.8710621.85
482022.05.19 00:51s/l110.101.049991.049991.04024-36.8710584.98
492022.05.24 00:00sell120.101.068360.000000.00000
502022.05.24 00:00modify120.101.068361.082361.05536
512022.06.09 17:21sell130.101.062500.000000.00000
522022.06.09 17:21modify130.101.062501.067711.05536
532022.06.09 17:21modify120.101.068361.067711.05536
542022.06.09 20:05sell140.101.061210.000000.00000
552022.06.09 20:05modify140.101.061211.065111.05536
562022.06.09 20:05modify130.101.062501.065111.05536
572022.06.09 20:05modify120.101.068361.065111.05536
582022.06.10 09:17sell150.101.059900.000000.00000
592022.06.10 09:17modify150.101.059901.063161.05536
602022.06.10 09:17modify140.101.061211.063161.05536
612022.06.10 09:17modify130.101.062501.063161.05536
622022.06.10 09:17modify120.101.068361.063161.05536
632022.06.10 12:30t/p120.101.055361.063161.05536144.1210729.10
642022.06.10 12:30t/p130.101.055361.063161.0553672.1410801.24
652022.06.10 12:30t/p140.101.055361.063161.0553659.2410860.49
662022.06.10 12:30t/p150.101.055361.063161.0553645.4010905.89
672022.07.12 00:00buy160.101.004860.000000.00000
682022.07.12 00:00modify160.101.004860.990861.01786
692022.07.13 14:48buy170.101.010740.000000.00000
702022.07.13 14:48modify170.101.010741.005511.01786
712022.07.13 14:48modify160.101.004861.005511.01786
722022.07.13 14:56buy180.101.012120.000000.00000
732022.07.13 14:56modify180.101.012121.008111.01786
742022.07.13 14:56modify170.101.010741.008111.01786
752022.07.13 14:56modify160.101.004861.008111.01786
762022.07.13 15:44s/l160.101.008111.008111.0178631.4210937.31
772022.07.13 15:44s/l170.101.008111.008111.01786-26.3010911.01
782022.07.13 15:44s/l180.101.008111.008111.01786-40.1010870.91
792022.07.18 12:00sell190.101.014250.000000.00000
802022.07.18 12:00modify190.101.014251.028251.00125
812022.08.02 00:38s/l190.101.028251.028251.00125-128.8510742.06
822022.10.26 00:00sell200.100.996170.000000.00000
832022.10.26 00:00modify200.100.996171.010170.98317
842022.10.31 13:29sell210.100.990320.000000.00000
852022.10.31 13:29modify210.100.990320.995520.98317
862022.10.31 13:29modify200.100.996170.995520.98317
872022.10.31 13:49sell220.100.989000.000000.00000
882022.10.31 13:49modify220.100.989000.992920.98317
892022.10.31 13:49modify210.100.990320.992920.98317
902022.10.31 13:49modify200.100.996170.992920.98317
912022.10.31 15:36sell230.100.987710.000000.00000
922022.10.31 15:36modify230.100.987710.990970.98317
932022.10.31 15:36modify220.100.989000.990970.98317
942022.10.31 15:36modify210.100.990320.990970.98317
952022.10.31 15:36modify200.100.996170.990970.98317
962022.11.01 02:34s/l200.100.990970.990970.9831756.4610798.52
972022.11.01 02:34s/l210.100.990970.990970.98317-5.7610792.76
982022.11.01 02:34s/l220.100.990970.990970.98317-18.9610773.81
992022.11.01 02:34s/l230.100.990970.990970.98317-31.8610741.95
1002022.11.21 16:00buy240.101.024270.000000.00000
1012022.11.21 16:00modify240.101.024271.010271.03727
1022022.11.22 18:32buy250.101.030130.000000.00000
1032022.11.22 18:32modify250.101.030131.024921.03727
1042022.11.22 18:32modify240.101.024271.024921.03727
1052022.11.23 00:00buy260.101.031420.000000.00000
1062022.11.23 00:00modify260.101.031421.027521.03727
1072022.11.23 00:00modify250.101.030131.027521.03727
1082022.11.23 00:00modify240.101.024271.027521.03727
1092022.11.23 02:58buy270.101.032740.000000.00000
1102022.11.23 02:58modify270.101.032741.029471.03727
1112022.11.23 02:58modify260.101.031421.029471.03727
1122022.11.23 02:58modify250.101.030131.029471.03727
1132022.11.23 02:58modify240.101.024271.029471.03727
1142022.11.23 14:53t/p240.101.037271.029471.03727127.8510869.80
1152022.11.23 14:53t/p250.101.037271.029471.0372770.3210940.12
1162022.11.23 14:53t/p260.101.037271.029471.0372758.5010998.62
1172022.11.23 14:53t/p270.101.037271.029471.0372745.3011043.92
1182022.12.02 04:00sell280.101.052420.000000.00000
1192022.12.02 04:00modify280.101.052421.066421.03942
1202022.12.02 13:31sell290.101.046540.000000.00000
1212022.12.02 13:31modify290.101.046541.051771.03942
1222022.12.02 13:31modify280.101.052421.051771.03942
1232022.12.02 13:32sell300.101.045240.000000.00000
1242022.12.02 13:32modify300.101.045241.049171.03942
1252022.12.02 13:32modify290.101.046541.049171.03942
1262022.12.02 13:32modify280.101.052421.049171.03942
1272022.12.02 13:35sell310.101.043970.000000.00000
1282022.12.02 13:35modify310.101.043971.047221.03942
1292022.12.02 13:35modify300.101.045241.047221.03942
1302022.12.02 13:35modify290.101.046541.047221.03942
1312022.12.02 13:35modify280.101.052421.047221.03942
1322022.12.02 14:10s/l280.101.047221.047221.0394252.0011095.92
1332022.12.02 14:10s/l290.101.047221.047221.03942-6.8011089.12
1342022.12.02 14:10s/l300.101.047221.047221.03942-19.8011069.32
1352022.12.02 14:10s/l310.101.047221.047221.03942-32.5011036.82