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=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=60; 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=20; 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 profit1089.99Gross profit1526.32Gross loss-436.33
Profit factor3.50Expected payoff40.37
Absolute drawdown154.38Maximal drawdown232.80 (2.30%)Relative drawdown2.30% (232.80)
Total trades27Short positions (won %)11 (100.00%)Long positions (won %)16 (62.50%)
Profit trades (% of total)21 (77.78%)Loss trades (% of total)6 (22.22%)
Largestprofit trade144.12loss trade-146.45
Averageprofit trade72.68loss trade-72.72
Maximumconsecutive wins (profit in money)12 (937.08)consecutive losses (loss in money)2 (-50.20)
Maximalconsecutive profit (count of wins)937.08 (12)consecutive loss (count of losses)-146.45 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.05 00:00buy10.101.097780.000000.00000
22022.04.05 00:00modify10.101.097781.083781.11078
32022.04.08 13:40s/l10.101.083781.083781.11078-145.389854.62
42022.05.05 04:00sell20.101.061770.000000.00000
52022.05.05 04:00modify20.101.061771.075771.04877
62022.05.05 11:40sell30.101.054550.000000.00000
72022.05.05 11:40modify30.101.054551.058521.04877
82022.05.05 11:40modify20.101.061771.058521.04877
92022.05.05 12:13sell40.101.055700.000000.00000
102022.05.05 12:13modify40.101.055701.061121.04877
112022.05.05 12:20modify40.101.055701.058521.04877
122022.05.05 14:30sell50.101.053920.000000.00000
132022.05.05 14:30modify50.101.053921.056571.04877
142022.05.05 14:30modify30.101.054551.056571.04877
152022.05.05 14:30modify40.101.055701.056571.04877
162022.05.05 14:30modify20.101.061771.056571.04877
172022.05.06 06:40t/p20.101.048771.056571.04877130.749985.36
182022.05.06 06:40t/p30.101.048771.056571.0487758.5410043.91
192022.05.06 06:40t/p40.101.048771.056571.0487770.0410113.95
202022.05.06 06:40t/p50.101.048771.056571.0487752.2410166.19
212022.05.13 00:00buy60.101.038130.000000.00000
222022.05.13 00:00modify60.101.038131.024131.05113
232022.05.16 10:40buy70.101.044110.000000.00000
242022.05.16 10:40modify70.101.044111.038781.05113
252022.05.16 10:40modify60.101.038131.038781.05113
262022.05.17 00:30buy80.101.045290.000000.00000
272022.05.17 00:30modify80.101.045291.041381.05113
282022.05.17 00:30modify70.101.044111.041381.05113
292022.05.17 00:30modify60.101.038131.041381.05113
302022.05.17 06:30buy90.101.046220.000000.00000
312022.05.17 06:30modify90.101.046221.043331.05113
322022.05.17 06:30modify80.101.045291.043331.05113
332022.05.17 06:30modify70.101.044111.043331.05113
342022.05.17 06:30modify60.101.038131.043331.05113
352022.05.17 10:20t/p60.101.051131.043331.05113127.8510294.04
362022.05.17 10:20t/p70.101.051131.043331.0511369.1210363.17
372022.05.17 10:20t/p80.101.051131.043331.0511358.4010421.57
382022.05.17 10:20t/p90.101.051131.043331.0511349.1010470.67
392022.05.24 00:00sell100.101.068360.000000.00000
402022.05.24 00:00modify100.101.068361.082361.05536
412022.06.09 19:10sell110.101.062420.000000.00000
422022.06.09 19:10modify110.101.062421.067711.05536
432022.06.09 19:10modify100.101.068361.067711.05536
442022.06.09 20:05sell120.101.061180.000000.00000
452022.06.09 20:05modify120.101.061181.065111.05536
462022.06.09 20:05modify110.101.062421.065111.05536
472022.06.09 20:05modify100.101.068361.065111.05536
482022.06.10 12:30t/p100.101.055361.065111.05536144.1210614.79
492022.06.10 12:30t/p110.101.055361.065111.0553671.3410686.13
502022.06.10 12:30t/p120.101.055361.065111.0553658.9410745.08
512022.06.13 04:00buy130.101.049460.000000.00000
522022.06.13 04:00modify130.101.049461.035461.06246
532022.06.16 18:53buy140.101.057550.000000.00000
542022.06.16 18:53modify140.101.057551.054661.06246
552022.06.16 18:53modify130.101.049461.054661.06246
562022.06.16 19:55buy150.101.056790.000000.00000
572022.06.16 19:55modify150.101.056791.052711.06246
582022.06.16 19:59modify150.101.056791.054661.06246
592022.06.16 20:40s/l130.101.054661.054661.0624646.6210791.70
602022.06.16 20:40s/l140.101.054661.054661.06246-28.9010762.80
612022.06.16 20:40s/l150.101.054661.054661.06246-21.3010741.50
622022.07.12 00:00buy160.101.004860.000000.00000
632022.07.12 00:00modify160.101.004860.990861.01786
642022.07.18 01:30buy170.101.010880.000000.00000
652022.07.18 01:30modify170.101.010881.005511.01786
662022.07.18 01:30modify160.101.004861.005511.01786
672022.07.18 07:20buy180.101.012710.000000.00000
682022.07.18 07:20modify180.101.012711.010061.01786
692022.07.18 07:20modify170.101.010881.010061.01786
702022.07.18 07:20modify160.101.004861.010061.01786
712022.07.18 14:30t/p160.101.017861.010061.01786123.5510865.04
722022.07.18 14:30t/p170.101.017861.010061.0178669.8010934.84
732022.07.18 14:30t/p180.101.017861.010061.0178651.5010986.34
742022.08.16 00:00buy190.101.016440.000000.00000
752022.08.16 00:00modify190.101.016441.002441.02944
762022.08.22 01:05s/l190.101.002441.002441.02944-146.4510839.89
772022.08.23 04:00buy200.100.994470.000000.00000
782022.08.23 04:00modify200.100.994470.980471.00747
792022.08.23 14:05buy210.101.001680.000000.00000
802022.08.23 14:05modify210.101.001680.997721.00747
812022.08.23 14:05modify200.100.994470.997721.00747
822022.08.23 14:40s/l200.100.997720.997721.0074732.5010872.39
832022.08.23 14:40s/l210.100.997720.997721.00747-39.6010832.79
842022.10.05 00:00sell220.100.998390.000000.00000
852022.10.05 00:00modify220.100.998391.012390.98539
862022.10.05 08:05sell230.100.992530.000000.00000
872022.10.05 08:05modify230.100.992530.997740.98539
882022.10.05 08:05modify220.100.998390.997740.98539
892022.10.05 10:40sell240.100.991100.000000.00000
902022.10.05 10:40modify240.100.991100.995140.98539
912022.10.05 10:40modify230.100.992530.995140.98539
922022.10.05 10:40modify220.100.998390.995140.98539
932022.10.05 11:59sell250.100.990510.000000.00000
942022.10.05 11:59modify250.100.990510.993190.98539
952022.10.05 11:59modify240.100.991100.993190.98539
962022.10.05 11:59modify230.100.992530.993190.98539
972022.10.05 11:59modify220.100.998390.993190.98539
982022.10.05 14:20t/p220.100.985390.993190.98539130.0010962.79
992022.10.05 14:20t/p230.100.985390.993190.9853971.4011034.19
1002022.10.05 14:20t/p240.100.985390.993190.9853957.1011091.29
1012022.10.05 14:20t/p250.100.985390.993190.9853951.2011142.49
1022023.02.07 00:00buy260.101.073180.000000.00000
1032023.02.07 00:00modify260.101.073181.059181.08618
1042023.02.09 13:40buy270.101.079300.000000.00000
1052023.02.09 13:40modify270.101.079301.073831.08618
1062023.02.09 13:40modify260.101.073181.073831.08618
1072023.02.09 18:33s/l260.101.073831.073831.086182.2011144.69
1082023.02.09 18:33s/l270.101.073831.073831.08618-54.7011089.99