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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit2794.36Gross profit4456.57Gross loss-1662.21
Profit factor2.68Expected payoff31.05
Absolute drawdown42.33Maximal drawdown718.99 (6.34%)Relative drawdown6.34% (718.99)
Total trades90Short positions (won %)55 (56.36%)Long positions (won %)35 (62.86%)
Profit trades (% of total)53 (58.89%)Loss trades (% of total)37 (41.11%)
Largestprofit trade164.87loss trade-147.53
Averageprofit trade84.09loss trade-44.92
Maximumconsecutive wins (profit in money)12 (1122.56)consecutive losses (loss in money)5 (-351.18)
Maximalconsecutive profit (count of wins)1122.56 (12)consecutive loss (count of losses)-351.18 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 16:00buy10.101.080010.000000.00000
22022.04.14 16:00modify10.101.080011.066011.09501
32022.04.20 09:40buy20.101.087000.000000.00000
42022.04.20 09:40modify20.101.087001.083761.09501
52022.04.20 09:40modify10.101.080011.083761.09501
62022.04.20 11:30s/l10.101.083761.083761.0950133.2010033.20
72022.04.20 11:30s/l20.101.083761.083761.09501-32.4010000.80
82022.04.21 08:00sell30.101.092700.000000.00000
92022.04.21 08:00modify30.101.092701.106701.07770
102022.04.21 15:20sell40.101.085120.000000.00000
112022.04.21 15:20modify40.101.085121.086701.07770
122022.04.21 15:20sell50.101.085120.000000.00000
132022.04.21 15:20modify50.101.085121.087451.07770
142022.04.21 15:20modify30.101.092701.087451.07770
152022.04.21 15:25modify40.101.085121.087451.07770
162022.04.22 15:05t/p30.101.077701.087451.07770150.7410151.54
172022.04.22 15:05t/p40.101.077701.087451.0777074.9410226.48
182022.04.22 15:05t/p50.101.077701.087451.0777074.9410301.43
192022.04.27 16:00buy60.101.054840.000000.00000
202022.04.27 16:00modify60.101.054841.040841.06984
212022.05.04 18:55buy70.101.061870.000000.00000
222022.05.04 18:55modify70.101.061871.058591.06984
232022.05.04 18:55modify60.101.054841.058591.06984
242022.05.04 19:15buy80.101.062470.000000.00000
252022.05.04 19:15modify80.101.062471.060841.06984
262022.05.04 19:15buy90.101.062470.000000.00000
272022.05.04 19:15modify90.101.062471.060091.06984
282022.05.04 19:15modify70.101.061871.060091.06984
292022.05.04 19:15modify60.101.054841.060091.06984
302022.05.04 19:20s/l80.101.060841.060841.06984-16.3010285.13
312022.05.04 19:30s/l60.101.060091.060091.0698444.9710330.10
322022.05.04 19:30s/l70.101.060091.060091.06984-17.8010312.30
332022.05.04 19:30s/l90.101.060091.060091.06984-23.8010288.50
342022.05.12 12:00buy100.101.040220.000000.00000
352022.05.12 12:00modify100.101.040221.026221.05522
362022.05.17 07:30buy110.101.047130.000000.00000
372022.05.17 07:30modify110.101.047131.043971.05522
382022.05.17 07:30modify100.101.040221.043971.05522
392022.05.17 07:40buy120.101.047760.000000.00000
402022.05.17 07:40modify120.101.047761.046221.05522
412022.05.17 07:40buy130.101.047760.000000.00000
422022.05.17 07:40modify130.101.047761.045471.05522
432022.05.17 07:40modify110.101.047131.045471.05522
442022.05.17 07:40modify100.101.040221.045471.05522
452022.05.17 07:45modify120.101.047761.045471.05522
462022.05.17 11:40t/p100.101.055221.045471.05522146.7710435.27
472022.05.17 11:40t/p110.101.055221.045471.0552280.9010516.17
482022.05.17 11:40t/p120.101.055221.045471.0552274.6010590.77
492022.05.17 11:40t/p130.101.055221.045471.0552274.6010665.37
502022.05.17 12:00sell140.101.053930.000000.00000
512022.05.17 12:00modify140.101.053931.067931.03893
522022.05.18 19:20sell150.101.047140.000000.00000
532022.05.18 19:20modify150.101.047141.050181.03893
542022.05.18 19:20modify140.101.053931.050181.03893
552022.05.18 20:20sell160.101.046430.000000.00000
562022.05.18 20:20modify160.101.046431.047931.03893
572022.05.18 20:20sell170.101.046430.000000.00000
582022.05.18 20:20modify170.101.046431.048681.03893
592022.05.18 20:20modify150.101.047141.048681.03893
602022.05.18 20:20modify140.101.053931.048681.03893
612022.05.18 20:25modify160.101.046431.048681.03893
622022.05.19 00:30s/l140.101.048681.048681.0389355.4710720.84
632022.05.19 00:30s/l150.101.048681.048681.03893-13.1710707.67
642022.05.19 00:30s/l160.101.048681.048681.03893-20.2710687.40
652022.05.19 00:30s/l170.101.048681.048681.03893-20.2710667.13
662022.05.23 12:00sell180.101.065660.000000.00000
672022.05.23 12:00modify180.101.065661.079661.05066
682022.06.10 10:50sell190.101.058780.000000.00000
692022.06.10 10:50modify190.101.058781.061911.05066
702022.06.10 10:50modify180.101.065661.061911.05066
712022.06.10 11:30sell200.101.057990.000000.00000
722022.06.10 11:30modify200.101.057991.059661.05066
732022.06.10 11:30sell210.101.057990.000000.00000
742022.06.10 11:30modify210.101.057991.060411.05066
752022.06.10 11:30modify190.101.058781.060411.05066
762022.06.10 11:30modify180.101.065661.060411.05066
772022.06.10 11:35modify200.101.057991.060411.05066
782022.06.12 22:40t/p180.101.050661.060411.05066164.8710832.00
792022.06.12 22:40t/p190.101.050661.060411.0506681.2010913.20
802022.06.12 22:40t/p200.101.050661.060411.0506673.3010986.50
812022.06.12 22:40t/p210.101.050661.060411.0506673.3011059.80
822022.07.05 12:00buy220.101.029880.000000.00000
832022.07.05 12:00modify220.101.029881.015881.04488
842022.07.07 15:40s/l220.101.015881.015881.04488-144.3010915.49
852022.07.08 08:00buy230.101.011120.000000.00000
862022.07.08 08:00modify230.101.011120.997121.02612
872022.07.08 13:40buy240.101.018070.000000.00000
882022.07.08 13:40modify240.101.018071.014871.02612
892022.07.08 13:40modify230.101.011121.014871.02612
902022.07.08 13:55s/l230.101.014871.014871.0261237.5010952.99
912022.07.08 13:55s/l240.101.014871.014871.02612-32.0010920.99
922022.07.12 04:00buy250.101.002870.000000.00000
932022.07.12 04:00modify250.101.002870.988871.01787
942022.07.13 12:15buy260.101.010430.000000.00000
952022.07.13 12:15modify260.101.010431.008871.01787
962022.07.13 12:15buy270.101.010430.000000.00000
972022.07.13 12:15modify270.101.010431.008121.01787
982022.07.13 12:15modify250.101.002871.008121.01787
992022.07.13 12:20s/l250.101.008121.008121.0178751.4210972.42
1002022.07.13 12:20s/l260.101.008871.008871.01787-15.6010956.82
1012022.07.13 12:20s/l270.101.008121.008121.01787-23.1010933.72
1022022.07.18 12:00sell280.101.014250.000000.00000
1032022.07.18 12:00modify280.101.014251.028250.99925
1042022.08.02 00:30s/l280.101.028251.028250.99925-128.8510804.87
1052022.08.10 16:00sell290.101.033330.000000.00000
1062022.08.10 16:00modify290.101.033331.047331.01833
1072022.08.12 14:06sell300.101.026490.000000.00000
1082022.08.12 14:06modify300.101.026491.029581.01833
1092022.08.12 14:06modify290.101.033331.029581.01833
1102022.08.12 15:45sell310.101.025640.000000.00000
1112022.08.12 15:45modify310.101.025641.027331.01833
1122022.08.12 15:45sell320.101.025640.000000.00000
1132022.08.12 15:45modify320.101.025641.028081.01833
1142022.08.12 15:45modify300.101.026491.028081.01833
1152022.08.12 15:45modify290.101.033331.028081.01833
1162022.08.12 15:50modify310.101.025641.028081.01833
1172022.08.15 16:20t/p290.101.018331.028081.01833153.7210958.58
1182022.08.15 16:20t/p300.101.018331.028081.0183382.3411040.93
1192022.08.15 16:20t/p310.101.018331.028081.0183373.8411114.77
1202022.08.15 16:20t/p320.101.018331.028081.0183373.8411188.61
1212022.08.22 16:00buy330.100.993750.000000.00000
1222022.08.22 16:00modify330.100.993750.979751.00875
1232022.08.23 15:05buy340.101.000530.000000.00000
1242022.08.23 15:05modify340.101.000530.997501.00875
1252022.08.23 15:05modify330.100.993750.997501.00875
1262022.08.23 15:40s/l330.100.997500.997501.0087536.4211225.04
1272022.08.23 15:40s/l340.100.997500.997501.00875-30.3011194.74
1282022.09.01 16:00buy350.100.995120.000000.00000
1292022.09.01 16:00modify350.100.995120.981121.01012
1302022.09.02 10:15buy360.101.002050.000000.00000
1312022.09.02 10:15modify360.101.002050.998871.01012
1322022.09.02 10:15modify350.100.995120.998871.01012
1332022.09.02 11:40s/l350.100.998870.998871.0101236.4211231.16
1342022.09.02 11:40s/l360.100.998870.998871.01012-31.8011199.36
1352022.09.09 08:00sell370.101.009630.000000.00000
1362022.09.09 08:00modify370.101.009631.023630.99463
1372022.09.13 13:20sell380.101.002880.000000.00000
1382022.09.13 13:20modify380.101.002881.005880.99463
1392022.09.13 13:20modify370.101.009631.005880.99463
1402022.09.13 13:30sell390.101.001840.000000.00000
1412022.09.13 13:30modify390.101.001841.003630.99463
1422022.09.13 13:30sell400.101.001840.000000.00000
1432022.09.13 13:30modify400.101.001841.004380.99463
1442022.09.13 13:30modify380.101.002881.004380.99463
1452022.09.13 13:30modify370.101.009631.004380.99463
1462022.09.13 13:35modify390.101.001841.004380.99463
1472022.09.13 14:15s/l370.101.004381.004380.9946353.9911253.35
1482022.09.13 14:15s/l380.101.004381.004380.99463-15.0011238.35
1492022.09.13 14:15s/l390.101.004381.004380.99463-25.4011212.95
1502022.09.13 14:15s/l400.101.004381.004380.99463-25.4011187.55
1512022.09.21 08:00buy410.100.991320.000000.00000
1522022.09.21 08:00modify410.100.991320.977321.00632
1532022.09.23 07:40s/l410.100.977320.977321.00632-144.3011043.25
1542022.09.23 12:00buy420.100.975410.000000.00000
1552022.09.23 12:00modify420.100.975410.961410.99041
1562022.09.26 00:30s/l420.100.961410.961410.99041-141.0810902.17
1572022.10.04 16:00sell430.100.997630.000000.00000
1582022.10.04 16:00modify430.100.997631.011630.98263
1592022.10.05 11:40sell440.100.989950.000000.00000
1602022.10.05 11:40modify440.100.989950.991630.98263
1612022.10.05 11:40sell450.100.989950.000000.00000
1622022.10.05 11:40modify450.100.989950.992380.98263
1632022.10.05 11:40modify430.100.997630.992380.98263
1642022.10.05 11:45modify440.100.989950.992380.98263
1652022.10.05 12:40s/l430.100.992380.992380.9826353.2410955.41
1662022.10.05 12:40s/l440.100.992380.992380.98263-24.3010931.11
1672022.10.05 12:40s/l450.100.992380.992380.98263-24.3010906.81
1682022.10.06 16:00buy460.100.980750.000000.00000
1692022.10.06 16:00modify460.100.980750.966750.99575
1702022.10.13 12:40s/l460.100.966750.966750.99575-147.5310759.28
1712022.10.13 16:00sell470.100.977900.000000.00000
1722022.10.13 16:00modify470.100.977900.991900.96290
1732022.10.14 11:40sell480.100.970900.000000.00000
1742022.10.14 11:40modify480.100.970900.974150.96290
1752022.10.14 11:40modify470.100.977900.974150.96290
1762022.10.14 12:20s/l470.100.974150.974150.9629038.2410797.53
1772022.10.14 12:20s/l480.100.974150.974150.96290-32.5010765.03
1782022.10.17 16:00sell490.100.984170.000000.00000
1792022.10.17 16:00modify490.100.984170.998170.96917
1802022.10.19 12:30sell500.100.977130.000000.00000
1812022.10.19 12:30modify500.100.977130.980420.96917
1822022.10.19 12:30modify490.100.984170.980420.96917
1832022.10.19 12:40sell510.100.976430.000000.00000
1842022.10.19 12:40modify510.100.976430.978170.96917
1852022.10.19 12:40sell520.100.976430.000000.00000
1862022.10.19 12:40modify520.100.976430.978920.96917
1872022.10.19 12:40modify500.100.977130.978920.96917
1882022.10.19 12:40modify490.100.984170.978920.96917
1892022.10.19 12:45modify510.100.976430.978920.96917
1902022.10.19 13:05s/l490.100.978920.978920.9691753.9910819.01
1912022.10.19 13:05s/l500.100.978920.978920.96917-17.9010801.11
1922022.10.19 13:05s/l510.100.978920.978920.96917-24.9010776.21
1932022.10.19 13:05s/l520.100.978920.978920.96917-24.9010751.31
1942022.10.25 16:00sell530.100.995770.000000.00000
1952022.10.25 16:00modify530.100.995771.009770.98077
1962022.10.31 13:40sell540.100.988820.000000.00000
1972022.10.31 13:40modify540.100.988820.992020.98077
1982022.10.31 13:40modify530.100.995770.992020.98077
1992022.10.31 14:40sell550.100.988040.000000.00000
2002022.10.31 14:40modify550.100.988040.989770.98077
2012022.10.31 14:40sell560.100.988040.000000.00000
2022022.10.31 14:40modify560.100.988040.990520.98077
2032022.10.31 14:40modify540.100.988820.990520.98077
2042022.10.31 14:40modify530.100.995770.990520.98077
2052022.10.31 14:45modify550.100.988040.990520.98077
2062022.11.01 02:30s/l530.100.990520.990520.9807757.7010809.02
2072022.11.01 02:30s/l540.100.990520.990520.98077-16.2610792.76
2082022.11.01 02:30s/l550.100.990520.990520.98077-24.0610768.70
2092022.11.01 02:30s/l560.100.990520.990520.98077-24.0610744.65
2102022.11.03 08:00buy570.100.978650.000000.00000
2112022.11.03 08:00modify570.100.978650.964650.99365
2122022.11.04 13:20buy580.100.986150.000000.00000
2132022.11.04 13:20modify580.100.986150.984650.99365
2142022.11.04 13:20buy590.100.986150.000000.00000
2152022.11.04 13:20modify590.100.986150.983900.99365
2162022.11.04 13:20modify570.100.978650.983900.99365
2172022.11.04 13:25modify580.100.986150.983900.99365
2182022.11.04 14:40t/p570.100.993650.983900.99365148.9210893.57
2192022.11.04 14:40t/p580.100.993650.983900.9936575.0010968.57
2202022.11.04 14:40t/p590.100.993650.983900.9936575.0011043.57
2212022.11.04 16:00sell600.100.989510.000000.00000
2222022.11.04 16:00modify600.100.989511.003510.97451
2232022.11.07 19:05s/l600.101.003511.003510.97451-139.2610904.31
2242022.11.10 12:00buy610.100.994740.000000.00000
2252022.11.10 12:00modify610.100.994740.980741.00974
2262022.11.10 13:30t/p610.101.009740.980741.00974150.0011054.31
2272022.11.21 12:00buy620.101.023730.000000.00000
2282022.11.21 12:00modify620.101.023731.009731.03873
2292022.11.22 18:30buy630.101.030610.000000.00000
2302022.11.22 18:30modify630.101.030611.027481.03873
2312022.11.22 18:30modify620.101.023731.027481.03873
2322022.11.22 23:40buy640.101.031360.000000.00000
2332022.11.22 23:40modify640.101.031361.029731.03873
2342022.11.22 23:40buy650.101.031360.000000.00000
2352022.11.22 23:40modify650.101.031361.028981.03873
2362022.11.22 23:40modify630.101.030611.028981.03873
2372022.11.22 23:40modify620.101.023731.028981.03873
2382022.11.22 23:45modify640.101.031361.028981.03873
2392022.11.23 19:30t/p620.101.038731.028981.03873147.8511202.16
2402022.11.23 19:30t/p630.101.038731.028981.0387380.1211282.29
2412022.11.23 19:30t/p640.101.038731.028981.0387372.6211354.91
2422022.11.23 19:30t/p650.101.038731.028981.0387372.6211427.54
2432022.11.24 04:00sell660.101.044580.000000.00000
2442022.11.24 04:00modify660.101.044581.058581.02958
2452022.11.25 12:40sell670.101.037580.000000.00000
2462022.11.25 12:40modify670.101.037581.040831.02958
2472022.11.25 12:40modify660.101.044581.040831.02958
2482022.11.25 13:30sell680.101.036900.000000.00000
2492022.11.25 13:30modify680.101.036901.038581.02958
2502022.11.25 13:30sell690.101.036900.000000.00000
2512022.11.25 13:30modify690.101.036901.039331.02958
2522022.11.25 13:30modify670.101.037581.039331.02958
2532022.11.25 13:30modify660.101.044581.039331.02958
2542022.11.25 13:35modify680.101.036901.039331.02958
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