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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled39761283Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1243.96Gross profit1640.91Gross loss-396.94
Profit factor4.13Expected payoff25.92
Absolute drawdown18.50Maximal drawdown427.21 (4.05%)Relative drawdown4.05% (427.21)
Total trades48Short positions (won %)22 (77.27%)Long positions (won %)26 (61.54%)
Profit trades (% of total)33 (68.75%)Loss trades (% of total)15 (31.25%)
Largestprofit trade130.74loss trade-33.68
Averageprofit trade49.72loss trade-26.46
Maximumconsecutive wins (profit in money)6 (407.36)consecutive losses (loss in money)2 (-54.25)
Maximalconsecutive profit (count of wins)407.36 (6)consecutive loss (count of losses)-54.25 (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 07:25sell20.101.058520.000000.00000
42022.05.05 07:25modify20.101.058521.061121.04877
52022.05.05 07:25modify10.101.061771.061121.04877
62022.05.05 11:45sell30.101.055270.000000.00000
72022.05.05 11:45modify30.101.055271.057871.04877
82022.05.05 11:45modify20.101.058521.057871.04877
92022.05.05 11:45modify10.101.061771.057871.04877
102022.05.05 14:17sell40.101.053970.000000.00000
112022.05.05 14:17modify40.101.053971.057221.04877
122022.05.05 14:17modify30.101.055271.057221.04877
132022.05.05 14:17modify20.101.058521.057221.04877
142022.05.05 14:17modify10.101.061771.057221.04877
152022.05.06 06:57t/p10.101.048771.057221.04877130.7410130.74
162022.05.06 06:57t/p20.101.048771.057221.0487798.2410228.99
172022.05.06 06:57t/p30.101.048771.057221.0487765.7410294.73
182022.05.06 06:57t/p40.101.048771.057221.0487752.7410347.47
192022.05.13 00:00buy50.101.038130.000000.00000
202022.05.13 00:00modify50.101.038131.023131.05113
212022.05.13 07:29buy60.101.041410.000000.00000
222022.05.13 07:29modify60.101.041411.038781.05113
232022.05.13 07:29modify50.101.038131.038781.05113
242022.05.13 09:21s/l50.101.038781.038781.051136.5010353.97
252022.05.13 09:21s/l60.101.038781.038781.05113-26.3010327.67
262022.05.17 16:00sell70.101.053240.000000.00000
272022.05.17 16:00modify70.101.053241.068241.04024
282022.05.18 08:37sell80.101.049930.000000.00000
292022.05.18 08:37modify80.101.049931.052591.04024
302022.05.18 08:37modify70.101.053241.052591.04024
312022.05.18 09:47s/l70.101.052591.052591.040247.2410334.92
322022.05.18 09:47s/l80.101.052591.052591.04024-26.6010308.32
332022.05.24 00:00sell90.101.068360.000000.00000
342022.05.24 00:00modify90.101.068361.083361.05536
352022.05.25 12:16sell100.101.065110.000000.00000
362022.05.25 12:16modify100.101.065111.067711.05536
372022.05.25 12:16modify90.101.068361.067711.05536
382022.05.25 14:21s/l90.101.067711.067711.055367.2410315.56
392022.05.25 14:21s/l100.101.067711.067711.05536-26.0010289.56
402022.06.02 00:00buy110.101.065390.000000.00000
412022.06.02 00:00modify110.101.065391.050391.07839
422022.06.02 07:26buy120.101.068640.000000.00000
432022.06.02 07:26modify120.101.068641.066041.07839
442022.06.02 07:26modify110.101.065391.066041.07839
452022.06.02 12:52buy130.101.071900.000000.00000
462022.06.02 12:52modify130.101.071901.069291.07839
472022.06.02 12:52modify120.101.068641.069291.07839
482022.06.02 12:52modify110.101.065391.069291.07839
492022.06.02 13:56s/l110.101.069291.069291.0783939.0010328.56
502022.06.02 13:56s/l120.101.069291.069291.078396.5010335.06
512022.06.02 13:56s/l130.101.069291.069291.07839-26.1010308.96
522022.06.13 04:00buy140.101.049460.000000.00000
532022.06.13 04:00modify140.101.049461.034461.06246
542022.06.16 15:54buy150.101.052710.000000.00000
552022.06.16 15:54modify150.101.052711.050111.06246
562022.06.16 15:54modify140.101.049461.050111.06246
572022.06.16 16:28buy160.101.055960.000000.00000
582022.06.16 16:28modify160.101.055961.053361.06246
592022.06.16 16:28modify150.101.052711.053361.06246
602022.06.16 16:28modify140.101.049461.053361.06246
612022.06.16 16:46buy170.101.057270.000000.00000
622022.06.16 16:46modify170.101.057271.054011.06246
632022.06.16 16:46modify160.101.055961.054011.06246
642022.06.16 16:46modify150.101.052711.054011.06246
652022.06.16 16:46modify140.101.049461.054011.06246
662022.06.17 00:30s/l140.101.054011.054011.0624639.0510348.01
672022.06.17 00:30s/l150.101.054011.054011.0624611.9210359.93
682022.06.17 00:30s/l160.101.054011.054011.06246-20.5810339.35
692022.06.17 00:30s/l170.101.054011.054011.06246-33.6810305.68
702022.06.30 00:00buy180.101.044860.000000.00000
712022.06.30 00:00modify180.101.044861.029861.05786
722022.06.30 15:49buy190.101.048130.000000.00000
732022.06.30 15:49modify190.101.048131.045511.05786
742022.06.30 15:49modify180.101.044861.045511.05786
752022.07.01 03:45s/l180.101.045511.045511.057865.4210311.10
762022.07.01 03:45s/l190.101.045511.045511.05786-27.2810283.83
772022.07.12 00:00buy200.101.004860.000000.00000
782022.07.12 00:00modify200.101.004860.989861.01786
792022.07.13 12:07buy210.101.008150.000000.00000
802022.07.13 12:07modify210.101.008151.005511.01786
812022.07.13 12:07modify200.101.004861.005511.01786
822022.07.13 12:30s/l200.101.005511.005511.017865.4210289.25
832022.07.13 12:30s/l210.101.005511.005511.01786-26.4010262.85
842022.07.18 12:00sell220.101.014250.000000.00000
852022.07.18 12:00modify220.101.014251.029251.00125
862022.07.26 16:08sell230.101.010990.000000.00000
872022.07.26 16:08modify230.101.010991.013601.00125
882022.07.26 16:08modify220.101.014251.013601.00125
892022.07.26 23:15s/l220.101.013601.013601.0012512.4510275.30
902022.07.26 23:15s/l230.101.013601.013601.00125-26.1010249.20
912022.08.16 00:00buy240.101.016440.000000.00000
922022.08.16 00:00modify240.101.016441.001441.02944
932022.08.16 14:48buy250.101.019710.000000.00000
942022.08.16 14:48modify250.101.019711.017091.02944
952022.08.16 14:48modify240.101.016441.017091.02944
962022.08.16 16:01s/l240.101.017091.017091.029446.5010255.70
972022.08.16 16:01s/l250.101.017091.017091.02944-26.2010229.50
982022.08.23 04:00buy260.100.994470.000000.00000
992022.08.23 04:00modify260.100.994470.979471.00747
1002022.08.23 13:45buy270.100.997980.000000.00000
1012022.08.23 13:45modify270.100.997980.995121.00747
1022022.08.23 13:45modify260.100.994470.995121.00747
1032022.08.23 14:00buy280.101.001030.000000.00000
1042022.08.23 14:00modify280.101.001030.998371.00747
1052022.08.23 14:00modify270.100.997980.998371.00747
1062022.08.23 14:00modify260.100.994470.998371.00747
1072022.08.23 14:26s/l260.100.998370.998371.0074739.0010268.50
1082022.08.23 14:26s/l270.100.998370.998371.007473.9010272.40
1092022.08.23 14:26s/l280.100.998370.998371.00747-26.6010245.80
1102022.10.05 00:00sell290.100.998390.000000.00000
1112022.10.05 00:00modify290.100.998391.013390.98539
1122022.10.05 07:17sell300.100.995090.000000.00000
1132022.10.05 07:17modify300.100.995090.997740.98539
1142022.10.05 07:17modify290.100.998390.997740.98539
1152022.10.05 10:05sell310.100.991890.000000.00000
1162022.10.05 10:05modify310.100.991890.994490.98539
1172022.10.05 10:05modify300.100.995090.994490.98539
1182022.10.05 10:05modify290.100.998390.994490.98539
1192022.10.05 11:45sell320.100.990590.000000.00000
1202022.10.05 11:45modify320.100.990590.993840.98539
1212022.10.05 11:45modify310.100.991890.993840.98539
1222022.10.05 11:45modify300.100.995090.993840.98539
1232022.10.05 11:45modify290.100.998390.993840.98539
1242022.10.05 14:01t/p290.100.985390.993840.98539130.0010375.80
1252022.10.05 14:01t/p300.100.985390.993840.9853997.0010472.80
1262022.10.05 14:01t/p310.100.985390.993840.9853965.0010537.80
1272022.10.05 14:01t/p320.100.985390.993840.9853952.0010589.80
1282022.10.10 04:00buy330.100.974050.000000.00000
1292022.10.10 04:00modify330.100.974050.959050.98705
1302022.10.11 16:40buy340.100.977300.000000.00000
1312022.10.11 16:40modify340.100.977300.974700.98705
1322022.10.11 16:40modify330.100.974050.974700.98705
1332022.10.11 18:15s/l330.100.974700.974700.987055.4210595.22
1342022.10.11 18:15s/l340.100.974700.974700.98705-26.0010569.22
1352022.11.21 16:00buy350.101.024270.000000.00000
1362022.11.21 16:00modify350.101.024271.009271.03727
1372022.11.22 08:26buy360.101.027530.000000.00000
1382022.11.22 08:26modify360.101.027531.024921.03727
1392022.11.22 08:26modify350.101.024271.024921.03727
1402022.11.22 18:57buy370.101.030770.000000.00000
1412022.11.22 18:57modify370.101.030771.028171.03727
1422022.11.22 18:57modify360.101.027531.028171.03727
1432022.11.22 18:57modify350.101.024271.028171.03727
1442022.11.23 00:05buy380.101.032080.000000.00000
1452022.11.23 00:05modify380.101.032081.028821.03727
1462022.11.23 00:05modify370.101.030771.028821.03727
1472022.11.23 00:05modify360.101.027531.028821.03727
1482022.11.23 00:05modify350.101.024271.028821.03727
1492022.11.23 14:53t/p350.101.037271.028821.03727127.8510697.07
1502022.11.23 14:53t/p360.101.037271.028821.0372796.3210793.39
1512022.11.23 14:53t/p370.101.037271.028821.0372763.9210857.32
1522022.11.23 14:53t/p380.101.037271.028821.0372751.9010909.22
1532023.02.07 00:00buy390.101.073180.000000.00000
1542023.02.07 00:00modify390.101.073181.058181.08618
1552023.02.07 17:57buy400.101.076620.000000.00000
1562023.02.07 17:57modify400.101.076621.073831.08618
1572023.02.07 17:57modify390.101.073181.073831.08618
1582023.02.07 19:00s/l390.101.073831.073831.086186.5010915.72
1592023.02.07 19:00s/l400.101.073831.073831.08618-27.9010887.82
1602023.04.14 08:00sell410.101.106530.000000.00000
1612023.04.14 08:00modify410.101.106531.121531.09353
1622023.04.14 12:34sell420.101.103270.000000.00000
1632023.04.14 12:34modify420.101.103271.105881.09353
1642023.04.14 12:34modify410.101.106531.105881.09353
1652023.04.14 14:29sell430.101.100030.000000.00000
1662023.04.14 14:29modify430.101.100031.102631.09353
1672023.04.14 14:29modify420.101.103271.102631.09353
1682023.04.14 14:29modify410.101.106531.102631.09353
1692023.04.14 15:25sell440.101.098730.000000.00000
1702023.04.14 15:25modify440.101.098731.101981.09353
1712023.04.14 15:25modify430.101.100031.101981.09353
1722023.04.14 15:25modify420.101.103271.101981.09353
1732023.04.14 15:25modify410.101.106531.101981.09353
1742023.04.17 13:53t/p410.101.093531.101981.09353130.7411018.56
1752023.04.17 13:53t/p420.101.093531.101981.0935398.1411116.70
1762023.04.17 13:53t/p430.101.093531.101981.0935365.7411182.45
1772023.04.17 13:53t/p440.101.093531.101981.0935352.7411235.19
1782023.04.25 04:00sell450.101.105280.000000.00000
1792023.04.25 04:00modify450.101.105281.120281.09228
1802023.04.25 10:56sell460.101.102030.000000.00000
1812023.04.25 10:56modify460.101.102031.104631.09228
1822023.04.25 10:56modify450.101.105281.104631.09228
1832023.04.25 14:13sell470.101.098710.000000.00000
1842023.04.25 14:13modify470.101.098711.101381.09228
1852023.04.25 14:13modify460.101.102031.101381.09228
1862023.04.25 14:13modify450.101.105281.101381.09228
1872023.04.25 15:01sell480.101.097480.000000.00000
1882023.04.25 15:01modify480.101.097481.100731.09228
1892023.04.25 15:01modify470.101.098711.100731.09228
1902023.04.25 15:01modify460.101.102031.100731.09228
1912023.04.25 15:01modify450.101.105281.100731.09228
1922023.04.26 06:47s/l450.101.100731.100731.0922846.2411281.43
1932023.04.26 06:47s/l460.101.100731.100731.0922813.7411295.18
1942023.04.26 06:47s/l470.101.100731.100731.09228-19.4611275.72
1952023.04.26 06:47s/l480.101.100731.100731.09228-31.7611243.96