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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=22; 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 profit1656.06Gross profit2189.95Gross loss-533.88
Profit factor4.10Expected payoff39.43
Absolute drawdown29.58Maximal drawdown394.01 (3.63%)Relative drawdown3.63% (394.01)
Total trades42Short positions (won %)21 (85.71%)Long positions (won %)21 (71.43%)
Profit trades (% of total)33 (78.57%)Loss trades (% of total)9 (21.43%)
Largestprofit trade144.87loss trade-145.38
Averageprofit trade66.36loss trade-59.32
Maximumconsecutive wins (profit in money)12 (850.23)consecutive losses (loss in money)2 (-184.60)
Maximalconsecutive profit (count of wins)850.23 (12)consecutive loss (count of losses)-184.60 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.12 16:00buy10.101.037810.000000.00000
22022.05.12 16:00modify10.101.037811.023811.05081
32022.05.16 18:40buy20.101.044480.000000.00000
42022.05.16 18:40modify20.101.044481.041061.05081
52022.05.16 18:40modify10.101.037811.041061.05081
62022.05.17 00:40buy30.101.045700.000000.00000
72022.05.17 00:40modify30.101.045701.041711.05081
82022.05.17 00:40modify20.101.044481.041711.05081
92022.05.17 00:40modify10.101.037811.041711.05081
102022.05.17 07:30buy40.101.047130.000000.00000
112022.05.17 07:30modify40.101.047131.042361.05081
122022.05.17 07:30modify30.101.045701.042361.05081
132022.05.17 07:30modify20.101.044481.042361.05081
142022.05.17 07:30modify10.101.037811.042361.05081
152022.05.17 10:20t/p10.101.050811.042361.05081126.7710126.77
162022.05.17 10:20t/p20.101.050811.042361.0508162.2210189.00
172022.05.17 10:20t/p30.101.050811.042361.0508151.1010240.10
182022.05.17 10:20t/p40.101.050811.042361.0508136.8010276.90
192022.05.23 20:00sell50.101.068670.000000.00000
202022.05.23 20:00modify50.101.068671.082671.05567
212022.06.09 17:50sell60.101.062140.000000.00000
222022.06.09 17:50modify60.101.062141.065421.05567
232022.06.09 17:50modify50.101.068671.065421.05567
242022.06.10 08:40sell70.101.060740.000000.00000
252022.06.10 08:40modify70.101.060741.064771.05567
262022.06.10 08:40modify60.101.062141.064771.05567
272022.06.10 08:40modify50.101.068671.064771.05567
282022.06.10 10:30sell80.101.059330.000000.00000
292022.06.10 10:30modify80.101.059331.064121.05567
302022.06.10 10:30modify70.101.060741.064121.05567
312022.06.10 10:30modify60.101.062141.064121.05567
322022.06.10 10:30modify50.101.068671.064121.05567
332022.06.10 12:30t/p50.101.055671.064121.05567144.8710421.76
342022.06.10 12:30t/p60.101.055671.064121.0556765.4410487.21
352022.06.10 12:30t/p70.101.055671.064121.0556750.7010537.91
362022.06.10 12:30t/p80.101.055671.064121.0556736.6010574.51
372022.06.13 08:00buy90.101.046860.000000.00000
382022.06.13 08:00modify90.101.046861.032861.05986
392022.06.16 16:10buy100.101.053440.000000.00000
402022.06.16 16:10modify100.101.053441.050111.05986
412022.06.16 16:10modify90.101.046861.050111.05986
422022.06.16 16:20buy110.101.054820.000000.00000
432022.06.16 16:20modify110.101.054821.050761.05986
442022.06.16 16:20modify100.101.053441.050761.05986
452022.06.16 16:20modify90.101.046861.050761.05986
462022.06.16 16:30buy120.101.056210.000000.00000
472022.06.16 16:30modify120.101.056211.051411.05986
482022.06.16 16:30modify110.101.054821.051411.05986
492022.06.16 16:30modify100.101.053441.051411.05986
502022.06.16 16:30modify90.101.046861.051411.05986
512022.06.16 17:40t/p90.101.059861.051411.05986124.6210699.13
522022.06.16 17:40t/p100.101.059861.051411.0598664.2010763.33
532022.06.16 17:40t/p110.101.059861.051411.0598650.4010813.73
542022.06.16 17:40t/p120.101.059861.051411.0598636.5010850.23
552022.07.05 16:00buy130.101.025680.000000.00000
562022.07.05 16:00modify130.101.025681.011681.03868
572022.07.08 07:30s/l130.101.011681.011681.03868-145.3810704.85
582022.07.08 08:00buy140.101.011120.000000.00000
592022.07.08 08:00modify140.101.011120.997121.02412
602022.07.08 13:50buy150.101.017680.000000.00000
612022.07.08 13:50modify150.101.017681.014371.02412
622022.07.08 13:50modify140.101.011121.014371.02412
632022.07.08 13:55s/l140.101.014371.014371.0241232.5010737.35
642022.07.08 13:55s/l150.101.014371.014371.02412-33.1010704.25
652022.07.12 04:00buy160.101.002870.000000.00000
662022.07.12 04:00modify160.101.002870.988871.01587
672022.07.13 12:05buy170.101.009490.000000.00000
682022.07.13 12:05modify170.101.009491.006121.01587
692022.07.13 12:05modify160.101.002871.006121.01587
702022.07.13 12:30s/l160.101.006121.006121.0158731.4210735.67
712022.07.13 12:30s/l170.101.006121.006121.01587-33.7010701.97
722022.08.16 12:00buy180.101.013060.000000.00000
732022.08.16 12:00modify180.101.013060.999061.02606
742022.08.16 14:40buy190.101.019780.000000.00000
752022.08.16 14:40modify190.101.019781.016311.02606
762022.08.16 14:40modify180.101.013061.016311.02606
772022.08.16 16:40s/l180.101.016311.016311.0260632.5010734.47
782022.08.16 16:40s/l190.101.016311.016311.02606-34.7010699.77
792022.08.22 16:00buy200.100.993750.000000.00000
802022.08.22 16:00modify200.100.993750.979751.00675
812022.08.23 14:05buy210.101.001680.000000.00000
822022.08.23 14:05modify210.101.001680.997651.00675
832022.08.23 14:05modify200.100.993750.997651.00675
842022.08.23 14:40s/l200.100.997650.997651.0067537.9210737.70
852022.08.23 14:40s/l210.100.997650.997651.00675-40.3010697.40
862022.09.21 20:00buy220.100.985370.000000.00000
872022.09.21 20:00modify220.100.985370.971370.99837
882022.09.23 14:40s/l220.100.971370.971370.99837-144.3010553.09
892022.09.26 20:00buy230.100.961180.000000.00000
902022.09.26 20:00modify230.100.961180.947180.97418
912022.09.28 15:40buy240.100.969110.000000.00000
922022.09.28 15:40modify240.100.969110.965080.97418
932022.09.28 15:40modify230.100.961180.965080.97418
942022.09.28 16:30buy250.100.970290.000000.00000
952022.09.28 16:30modify250.100.970290.965730.97418
962022.09.28 16:30modify240.100.969110.965730.97418
972022.09.28 16:30modify230.100.961180.965730.97418
982022.09.28 17:40t/p230.100.974180.965730.97418127.8510680.94
992022.09.28 17:40t/p240.100.974180.965730.9741850.7010731.64
1002022.09.28 17:40t/p250.100.974180.965730.9741838.9010770.54
1012022.10.26 20:00sell260.101.008140.000000.00000
1022022.10.26 20:00modify260.101.008141.022140.99514
1032022.10.27 14:40sell270.100.998850.000000.00000
1042022.10.27 14:40modify270.100.998851.003590.99514
1052022.10.27 14:40modify260.101.008141.003590.99514
1062022.10.28 07:40t/p260.100.995141.003590.99514132.9710903.52
1072022.10.28 07:40t/p270.100.995141.003590.9951437.8410941.36
1082022.11.11 20:00sell280.101.036220.000000.00000
1092022.11.11 20:00modify280.101.036221.050221.02322
1102022.11.14 11:30sell290.101.028180.000000.00000
1112022.11.14 11:30modify290.101.028181.032321.02322
1122022.11.14 11:30modify280.101.036221.032321.02322
1132022.11.14 12:25sell300.101.029480.000000.00000
1142022.11.14 12:25modify300.101.029481.032971.02322
1152022.11.14 12:30modify300.101.029481.032321.02322
1162022.11.14 12:40s/l280.101.032321.032321.0232239.7410981.10
1172022.11.14 12:40s/l290.101.032321.032321.02322-41.4010939.70
1182022.11.14 12:40s/l300.101.032321.032321.02322-28.4010911.30
1192023.01.12 20:00sell310.101.084900.000000.00000
1202023.01.12 20:00modify310.101.084901.098901.07190
1212023.01.13 14:05sell320.101.078390.000000.00000
1222023.01.13 14:05modify320.101.078391.081651.07190
1232023.01.13 14:05modify310.101.084901.081651.07190
1242023.01.13 14:40s/l310.101.081651.081651.0719033.2410944.55
1252023.01.13 14:40s/l320.101.081651.081651.07190-32.6010911.95
1262023.02.02 00:00sell330.101.101230.000000.00000
1272023.02.02 00:00modify330.101.101231.115231.08823
1282023.02.02 14:00sell340.101.094540.000000.00000
1292023.02.02 14:00modify340.101.094541.097981.08823
1302023.02.02 14:00modify330.101.101231.097981.08823
1312023.02.02 15:35sell350.101.091970.000000.00000
1322023.02.02 15:35modify350.101.091971.096681.08823
1332023.02.02 15:35modify340.101.094541.096681.08823
1342023.02.02 15:35modify330.101.101231.096681.08823
1352023.02.02 16:20sell360.101.093360.000000.00000
1362023.02.02 16:20modify360.101.093361.097331.08823
1372023.02.02 16:25modify360.101.093361.096681.08823
1382023.02.03 13:30t/p330.101.088231.096681.08823130.7411042.69
1392023.02.03 13:30t/p340.101.088231.096681.0882363.8411106.53
1402023.02.03 13:30t/p350.101.088231.096681.0882338.1411144.68
1412023.02.03 13:30t/p360.101.088231.096681.0882352.0411196.72
1422023.03.22 20:00sell370.101.086520.000000.00000
1432023.03.22 20:00modify370.101.086521.100521.07352
1442023.03.24 08:50sell380.101.077360.000000.00000
1452023.03.24 08:50modify380.101.077361.081971.07352
1462023.03.24 08:50modify370.101.086521.081971.07352
1472023.03.24 09:40t/p370.101.073521.081971.07352132.9711329.69
1482023.03.24 09:40t/p380.101.073521.081971.0735238.4011368.09
1492023.04.13 16:00sell390.101.105300.000000.00000
1502023.04.13 16:00modify390.101.105301.119301.09230
1512023.04.14 15:30sell400.101.098750.000000.00000
1522023.04.14 15:30modify400.101.098751.102051.09230
1532023.04.14 15:30modify390.101.105301.102051.09230
1542023.04.14 15:40sell410.101.097500.000000.00000
1552023.04.14 15:40modify410.101.097501.101401.09230
1562023.04.14 15:40modify400.101.098751.101401.09230
1572023.04.14 15:40modify390.101.105301.101401.09230
1582023.04.17 01:40sell420.101.096150.000000.00000
1592023.04.17 01:40modify420.101.096151.100751.09230
1602023.04.17 01:40modify410.101.097501.100751.09230
1612023.04.17 01:40modify400.101.098751.100751.09230
1622023.04.17 01:40modify390.101.105301.100751.09230
1632023.04.17 14:30t/p390.101.092301.100751.09230131.4911499.58
1642023.04.17 14:30t/p400.101.092301.100751.0923065.2411564.82
1652023.04.17 14:30t/p410.101.092301.100751.0923052.7411617.56
1662023.04.17 14:30t/p420.101.092301.100751.0923038.5011656.06