Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2613Ticks modelled79200Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1595.10Gross profit1982.98Gross loss-387.89
Profit factor5.11Expected payoff31.90
Absolute drawdown19.20Maximal drawdown371.21 (3.40%)Relative drawdown3.40% (371.21)
Total trades50Short positions (won %)23 (78.26%)Long positions (won %)27 (66.67%)
Profit trades (% of total)36 (72.00%)Loss trades (% of total)14 (28.00%)
Largestprofit trade130.74loss trade-36.48
Averageprofit trade55.08loss trade-27.71
Maximumconsecutive wins (profit in money)10 (727.57)consecutive losses (loss in money)2 (-59.55)
Maximalconsecutive profit (count of wins)727.57 (10)consecutive loss (count of losses)-59.55 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 04:00sell10.101.061770.000000.00000
22022.05.05 04:00modify10.101.061771.076771.04877
32022.05.05 07:15sell20.101.058450.000000.00000
42022.05.05 07:15modify20.101.058451.061121.04877
52022.05.05 07:15modify10.101.061771.061121.04877
62022.05.05 11:50sell30.101.055080.000000.00000
72022.05.05 11:50modify30.101.055081.057871.04877
82022.05.05 11:50modify20.101.058451.057871.04877
92022.05.05 11:50modify10.101.061771.057871.04877
102022.05.05 14:30sell40.101.053920.000000.00000
112022.05.05 14:30modify40.101.053921.057221.04877
122022.05.05 14:30modify30.101.055081.057221.04877
132022.05.05 14:30modify20.101.058451.057221.04877
142022.05.05 14:30modify10.101.061771.057221.04877
152022.05.06 06:40t/p10.101.048771.057221.04877130.7410130.74
162022.05.06 06:40t/p20.101.048771.057221.0487797.5410228.29
172022.05.06 06:40t/p30.101.048771.057221.0487763.8410292.13
182022.05.06 06:40t/p40.101.048771.057221.0487752.2410344.37
192022.05.13 00:00buy50.101.038130.000000.00000
202022.05.13 00:00modify50.101.038131.023131.05113
212022.05.13 15:59buy60.101.041450.000000.00000
222022.05.13 15:59modify60.101.041451.038781.05113
232022.05.13 15:59modify50.101.038131.038781.05113
242022.05.17 00:20buy70.101.044880.000000.00000
252022.05.17 00:20modify70.101.044881.042031.05113
262022.05.17 00:20modify60.101.041451.042031.05113
272022.05.17 00:20modify50.101.038131.042031.05113
282022.05.17 06:30buy80.101.046220.000000.00000
292022.05.17 06:30modify80.101.046221.042681.05113
302022.05.17 06:30modify70.101.044881.042681.05113
312022.05.17 06:30modify60.101.041451.042681.05113
322022.05.17 06:30modify50.101.038131.042681.05113
332022.05.17 10:20t/p50.101.051131.042681.05113127.8510472.22
342022.05.17 10:20t/p60.101.051131.042681.0511394.6510566.87
352022.05.17 10:20t/p70.101.051131.042681.0511362.5010629.37
362022.05.17 10:20t/p80.101.051131.042681.0511349.1010678.47
372022.05.17 16:00sell90.101.053240.000000.00000
382022.05.17 16:00modify90.101.053241.068241.04024
392022.05.18 15:30sell100.101.049830.000000.00000
402022.05.18 15:30modify100.101.049831.052591.04024
412022.05.18 15:30modify90.101.053241.052591.04024
422022.05.18 19:40sell110.101.046450.000000.00000
432022.05.18 19:40modify110.101.046451.049341.04024
442022.05.18 19:40modify100.101.049831.049341.04024
452022.05.18 19:40modify90.101.053241.049341.04024
462022.05.19 00:30s/l90.101.049341.049341.0402441.9710720.44
472022.05.19 00:30s/l100.101.049341.049341.040247.1310727.57
482022.05.19 00:30s/l110.101.049341.049341.04024-26.6710700.90
492022.05.24 00:00sell120.101.068360.000000.00000
502022.05.24 00:00modify120.101.068361.083361.05536
512022.05.25 12:30sell130.101.065050.000000.00000
522022.05.25 12:30modify130.101.065051.067711.05536
532022.05.25 12:30modify120.101.068361.067711.05536
542022.05.25 14:30s/l120.101.067711.067711.055367.2410708.15
552022.05.25 14:30s/l130.101.067711.067711.05536-26.6010681.55
562022.06.02 00:00buy140.101.065390.000000.00000
572022.06.02 00:00modify140.101.065391.050391.07839
582022.06.02 09:20buy150.101.068820.000000.00000
592022.06.02 09:20modify150.101.068821.066041.07839
602022.06.02 09:20modify140.101.065391.066041.07839
612022.06.02 12:40buy160.101.071900.000000.00000
622022.06.02 12:40modify160.101.071901.069291.07839
632022.06.02 12:40modify150.101.068821.069291.07839
642022.06.02 12:40modify140.101.065391.069291.07839
652022.06.02 13:40s/l140.101.069291.069291.0783939.0010720.55
662022.06.02 13:40s/l150.101.069291.069291.078394.7010725.25
672022.06.02 13:40s/l160.101.069291.069291.07839-26.1010699.15
682022.06.13 04:00buy170.101.049460.000000.00000
692022.06.13 04:00modify170.101.049461.034461.06246
702022.06.16 15:50buy180.101.052870.000000.00000
712022.06.16 15:50modify180.101.052871.050111.06246
722022.06.16 15:50modify170.101.049461.050111.06246
732022.06.16 16:30buy190.101.056210.000000.00000
742022.06.16 16:30modify190.101.056211.053361.06246
752022.06.16 16:30modify180.101.052871.053361.06246
762022.06.16 16:30modify170.101.049461.053361.06246
772022.06.16 18:53buy200.101.057550.000000.00000
782022.06.16 18:53modify200.101.057551.054011.06246
792022.06.16 18:53modify190.101.056211.054011.06246
802022.06.16 18:53modify180.101.052871.054011.06246
812022.06.16 18:53modify170.101.049461.054011.06246
822022.06.17 00:40s/l170.101.054011.054011.0624639.0510738.19
832022.06.17 00:40s/l180.101.054011.054011.0624610.3210748.52
842022.06.17 00:40s/l190.101.054011.054011.06246-23.0810725.44
852022.06.17 00:40s/l200.101.054011.054011.06246-36.4810688.96
862022.06.30 00:00buy210.101.044860.000000.00000
872022.06.30 00:00modify210.101.044861.029861.05786
882022.06.30 15:40buy220.101.048210.000000.00000
892022.06.30 15:40modify220.101.048211.045511.05786
902022.06.30 15:40modify210.101.044861.045511.05786
912022.07.01 03:40s/l210.101.045511.045511.057865.4210694.39
922022.07.01 03:40s/l220.101.045511.045511.05786-28.0810666.31
932022.07.12 00:00buy230.101.004860.000000.00000
942022.07.12 00:00modify230.101.004860.989861.01786
952022.07.13 14:50buy240.101.011560.000000.00000
962022.07.13 14:50modify240.101.011561.008761.01786
972022.07.13 14:50modify230.101.004861.008761.01786
982022.07.13 14:55s/l230.101.008761.008761.0178637.9210704.24
992022.07.13 14:55s/l240.101.008761.008761.01786-28.0010676.24
1002022.07.18 12:00sell250.101.014250.000000.00000
1012022.07.18 12:00modify250.101.014251.029251.00125
1022022.07.26 16:05sell260.101.010930.000000.00000
1032022.07.26 16:05modify260.101.010931.013601.00125
1042022.07.26 16:05modify250.101.014251.013601.00125
1052022.07.26 23:06s/l250.101.013601.013601.0012512.4510688.68
1062022.07.26 23:06s/l260.101.013601.013601.00125-26.7010661.98
1072022.08.16 00:00buy270.101.016440.000000.00000
1082022.08.16 00:00modify270.101.016441.001441.02944
1092022.08.16 14:40buy280.101.019780.000000.00000
1102022.08.16 14:40modify280.101.019781.017091.02944
1112022.08.16 14:40modify270.101.016441.017091.02944
1122022.08.16 16:20s/l270.101.017091.017091.029446.5010668.48
1132022.08.16 16:20s/l280.101.017091.017091.02944-26.9010641.58
1142022.08.23 04:00buy290.100.994470.000000.00000
1152022.08.23 04:00modify290.100.994470.979471.00747
1162022.08.23 13:30buy300.100.998000.000000.00000
1172022.08.23 13:30modify300.100.998000.995121.00747
1182022.08.23 13:30modify290.100.994470.995121.00747
1192022.08.24 01:20s/l290.100.995120.995121.007475.4210647.01
1202022.08.24 01:20s/l300.100.995120.995121.00747-29.8810617.13
1212022.10.05 00:00sell310.100.998390.000000.00000
1222022.10.05 00:00modify310.100.998391.013390.98539
1232022.10.05 07:30sell320.100.995140.000000.00000
1242022.10.05 07:30modify320.100.995140.997740.98539
1252022.10.05 07:30modify310.100.998390.997740.98539
1262022.10.05 10:30sell330.100.991840.000000.00000
1272022.10.05 10:30modify330.100.991840.994490.98539
1282022.10.05 10:30modify320.100.995140.994490.98539
1292022.10.05 10:30modify310.100.998390.994490.98539
1302022.10.05 11:59sell340.100.990510.000000.00000
1312022.10.05 11:59modify340.100.990510.993840.98539
1322022.10.05 11:59modify330.100.991840.993840.98539
1332022.10.05 11:59modify320.100.995140.993840.98539
1342022.10.05 11:59modify310.100.998390.993840.98539
1352022.10.05 14:20t/p310.100.985390.993840.98539130.0010747.13
1362022.10.05 14:20t/p320.100.985390.993840.9853997.5010844.63
1372022.10.05 14:20t/p330.100.985390.993840.9853964.5010909.13
1382022.10.05 14:20t/p340.100.985390.993840.9853951.2010960.33
1392022.10.10 04:00buy350.100.974050.000000.00000
1402022.10.10 04:00modify350.100.974050.959050.98705
1412022.10.11 16:50buy360.100.977470.000000.00000
1422022.10.11 16:50modify360.100.977470.974700.98705
1432022.10.11 16:50modify350.100.974050.974700.98705
1442022.10.11 18:10s/l350.100.974700.974700.987055.4210965.76
1452022.10.11 18:10s/l360.100.974700.974700.98705-27.7010938.06
1462022.11.21 16:00buy370.101.024270.000000.00000
1472022.11.21 16:00modify370.101.024271.009271.03727
1482022.11.22 08:30buy380.101.027670.000000.00000
1492022.11.22 08:30modify380.101.027671.024921.03727
1502022.11.22 08:30modify370.101.024271.024921.03727
1512022.11.22 19:00buy390.101.030830.000000.00000
1522022.11.22 19:00modify390.101.030831.028171.03727
1532022.11.22 19:00modify380.101.027671.028171.03727
1542022.11.22 19:00modify370.101.024271.028171.03727
1552022.11.23 00:05buy400.101.032250.000000.00000
1562022.11.23 00:05modify400.101.032251.028821.03727
1572022.11.23 00:05modify390.101.030831.028821.03727
1582022.11.23 00:05modify380.101.027671.028821.03727
1592022.11.23 00:05modify370.101.024271.028821.03727
1602022.11.23 14:40t/p370.101.037271.028821.03727127.8511065.90
1612022.11.23 14:40t/p380.101.037271.028821.0372794.9211160.83
1622022.11.23 14:40t/p390.101.037271.028821.0372763.3211224.15
1632022.11.23 14:40t/p400.101.037271.028821.0372750.2011274.35
1642023.02.07 00:00buy410.101.073180.000000.00000
1652023.02.07 00:00modify410.101.073181.058181.08618
1662023.02.09 09:30buy420.101.076690.000000.00000
1672023.02.09 09:30modify420.101.076691.073831.08618
1682023.02.09 09:30modify410.101.073181.073831.08618
1692023.02.09 18:33s/l410.101.073831.073831.086182.2011276.55
1702023.02.09 18:33s/l420.101.073831.073831.08618-28.6011247.95
1712023.04.14 08:00sell430.101.106530.000000.00000
1722023.04.14 08:00modify430.101.106531.121531.09353
1732023.04.14 13:20sell440.101.102990.000000.00000
1742023.04.14 13:20modify440.101.102991.105881.09353
1752023.04.14 13:20modify430.101.106531.105881.09353
1762023.04.14 14:46sell450.101.099930.000000.00000
1772023.04.14 14:46modify450.101.099931.102631.09353
1782023.04.14 14:46modify440.101.102991.102631.09353
1792023.04.14 14:46modify430.101.106531.102631.09353
1802023.04.14 17:55sell460.101.098470.000000.00000
1812023.04.14 17:55modify460.101.098471.101981.09353
1822023.04.14 17:55modify450.101.099931.101981.09353
1832023.04.14 17:55modify440.101.102991.101981.09353
1842023.04.14 17:55modify430.101.106531.101981.09353
1852023.04.17 13:40t/p430.101.093531.101981.09353130.7411378.69
1862023.04.17 13:40t/p440.101.093531.101981.0935395.3411474.04
1872023.04.17 13:40t/p450.101.093531.101981.0935364.7411538.78
1882023.04.17 13:40t/p460.101.093531.101981.0935350.1411588.92
1892023.04.25 04:00sell470.101.105280.000000.00000
1902023.04.25 04:00modify470.101.105281.120281.09228
1912023.04.25 10:40sell480.101.101960.000000.00000
1922023.04.25 10:40modify480.101.101961.104631.09228
1932023.04.25 10:40modify470.101.105281.104631.09228
1942023.04.25 14:30sell490.101.098540.000000.00000
1952023.04.25 14:30modify490.101.098541.101381.09228
1962023.04.25 14:30modify480.101.101961.101381.09228
1972023.04.25 14:30modify470.101.105281.101381.09228
1982023.04.25 19:10sell500.101.097460.000000.00000
1992023.04.25 19:10modify500.101.097461.100731.09228
2002023.04.25 19:10modify490.101.098541.100731.09228
2012023.04.25 19:10modify480.101.101961.100731.09228
2022023.04.25 19:10modify470.101.105281.100731.09228
2032023.04.26 06:40s/l470.101.100731.100731.0922846.2411635.17
2042023.04.26 06:40s/l480.101.100731.100731.0922813.0411648.21
2052023.04.26 06:40s/l490.101.100731.100731.09228-21.1611627.05
2062023.04.26 06:40s/l500.101.100731.100731.09228-31.9611595.10