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=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 test1912Ticks modelled39761283Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1561.18Gross profit2279.56Gross loss-718.38
Profit factor3.17Expected payoff31.22
Absolute drawdown29.58Maximal drawdown468.91 (4.31%)Relative drawdown4.31% (468.91)
Total trades50Short positions (won %)25 (76.00%)Long positions (won %)25 (64.00%)
Profit trades (% of total)35 (70.00%)Loss trades (% of total)15 (30.00%)
Largestprofit trade144.87loss trade-145.38
Averageprofit trade65.13loss trade-47.89
Maximumconsecutive wins (profit in money)12 (866.02)consecutive losses (loss in money)3 (-210.80)
Maximalconsecutive profit (count of wins)866.02 (12)consecutive loss (count of losses)-210.80 (3)
Averageconsecutive wins4consecutive losses2
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 18:57buy20.101.044330.000000.00000
42022.05.16 18:57modify20.101.044331.041061.05081
52022.05.16 18:57modify10.101.037811.041061.05081
62022.05.17 00:54buy30.101.045620.000000.00000
72022.05.17 00:54modify30.101.045621.041711.05081
82022.05.17 00:54modify20.101.044331.041711.05081
92022.05.17 00:54modify10.101.037811.041711.05081
102022.05.17 07:08buy40.101.046960.000000.00000
112022.05.17 07:08modify40.101.046961.042361.05081
122022.05.17 07:08modify30.101.045621.042361.05081
132022.05.17 07:08modify20.101.044331.042361.05081
142022.05.17 07:08modify10.101.037811.042361.05081
152022.05.17 10:19t/p10.101.050811.042361.05081126.7710126.77
162022.05.17 10:19t/p20.101.050811.042361.0508163.7210190.50
172022.05.17 10:19t/p30.101.050811.042361.0508151.9010242.40
182022.05.17 10:19t/p40.101.050811.042361.0508138.5010280.90
192022.05.23 20:00sell50.101.068670.000000.00000
202022.05.23 20:00modify50.101.068671.082671.05567
212022.06.09 17:21sell60.101.062170.000000.00000
222022.06.09 17:21modify60.101.062171.065421.05567
232022.06.09 17:21modify50.101.068671.065421.05567
242022.06.10 08:29sell70.101.060830.000000.00000
252022.06.10 08:29modify70.101.060831.064771.05567
262022.06.10 08:29modify60.101.062171.064771.05567
272022.06.10 08:29modify50.101.068671.064771.05567
282022.06.10 09:19sell80.101.059550.000000.00000
292022.06.10 09:19modify80.101.059551.064121.05567
302022.06.10 09:19modify70.101.060831.064121.05567
312022.06.10 09:19modify60.101.062171.064121.05567
322022.06.10 09:19modify50.101.068671.064121.05567
332022.06.10 12:30t/p50.101.055671.064121.05567144.8710425.76
342022.06.10 12:30t/p60.101.055671.064121.0556765.7410491.51
352022.06.10 12:30t/p70.101.055671.064121.0556751.6010543.11
362022.06.10 12:30t/p80.101.055671.064121.0556738.8010581.91
372022.06.13 08:00buy90.101.046860.000000.00000
382022.06.13 08:00modify90.101.046861.032861.05986
392022.06.16 16:00buy100.101.053360.000000.00000
402022.06.16 16:00modify100.101.053361.050111.05986
412022.06.16 16:00modify90.101.046861.050111.05986
422022.06.16 16:25buy110.101.054700.000000.00000
432022.06.16 16:25modify110.101.054701.050761.05986
442022.06.16 16:25modify100.101.053361.050761.05986
452022.06.16 16:25modify90.101.046861.050761.05986
462022.06.16 16:28buy120.101.055960.000000.00000
472022.06.16 16:28modify120.101.055961.051411.05986
482022.06.16 16:28modify110.101.054701.051411.05986
492022.06.16 16:28modify100.101.053361.051411.05986
502022.06.16 16:28modify90.101.046861.051411.05986
512022.06.16 17:50t/p90.101.059861.051411.05986124.6210706.53
522022.06.16 17:50t/p100.101.059861.051411.0598665.0010771.53
532022.06.16 17:50t/p110.101.059861.051411.0598651.6010823.13
542022.06.16 17:50t/p120.101.059861.051411.0598639.0010862.13
552022.07.05 16:00buy130.101.025680.000000.00000
562022.07.05 16:00modify130.101.025681.011681.03868
572022.07.08 07:27s/l130.101.011681.011681.03868-145.3810716.75
582022.07.08 08:00buy140.101.011120.000000.00000
592022.07.08 08:00modify140.101.011120.997121.02412
602022.07.08 13:38buy150.101.017650.000000.00000
612022.07.08 13:38modify150.101.017651.014371.02412
622022.07.08 13:38modify140.101.011121.014371.02412
632022.07.08 13:50s/l140.101.014371.014371.0241232.5010749.25
642022.07.08 13:50s/l150.101.014371.014371.02412-32.8010716.45
652022.07.12 04:00buy160.101.002870.000000.00000
662022.07.12 04:00modify160.101.002870.988871.01587
672022.07.13 14:47buy170.101.009390.000000.00000
682022.07.13 14:47modify170.101.009391.006121.01587
692022.07.13 14:47modify160.101.002871.006121.01587
702022.07.13 14:48buy180.101.010680.000000.00000
712022.07.13 14:48modify180.101.010681.006771.01587
722022.07.13 14:48modify170.101.009391.006771.01587
732022.07.13 14:48modify160.101.002871.006771.01587
742022.07.13 14:56buy190.101.011980.000000.00000
752022.07.13 14:56modify190.101.011981.007421.01587
762022.07.13 14:56modify180.101.010681.007421.01587
772022.07.13 14:56modify170.101.009391.007421.01587
782022.07.13 14:56modify160.101.002871.007421.01587
792022.07.13 15:55s/l160.101.007421.007421.0158744.4210760.87
802022.07.13 15:55s/l170.101.007421.007421.01587-19.7010741.17
812022.07.13 15:55s/l180.101.007421.007421.01587-32.6010708.57
822022.07.13 15:55s/l190.101.007421.007421.01587-45.6010662.97
832022.08.16 12:00buy200.101.013060.000000.00000
842022.08.16 12:00modify200.101.013060.999061.02606
852022.08.16 14:42buy210.101.019560.000000.00000
862022.08.16 14:42modify210.101.019561.016311.02606
872022.08.16 14:42modify200.101.013061.016311.02606
882022.08.16 16:37s/l200.101.016311.016311.0260632.5010695.47
892022.08.16 16:37s/l210.101.016311.016311.02606-32.5010662.97
902022.08.22 16:00buy220.100.993750.000000.00000
912022.08.22 16:00modify220.100.993750.979751.00675
922022.08.23 14:00buy230.101.000250.000000.00000
932022.08.23 14:00modify230.101.000250.997001.00675
942022.08.23 14:00modify220.100.993750.997001.00675
952022.08.23 14:01buy240.101.001700.000000.00000
962022.08.23 14:01modify240.101.001700.997651.00675
972022.08.23 14:01modify230.101.000250.997651.00675
982022.08.23 14:01modify220.100.993750.997651.00675
992022.08.23 14:35s/l220.100.997650.997651.0067537.9210700.90
1002022.08.23 14:35s/l230.100.997650.997651.00675-26.0010674.90
1012022.08.23 14:35s/l240.100.997650.997651.00675-40.5010634.40
1022022.09.21 20:00buy250.100.985370.000000.00000
1032022.09.21 20:00modify250.100.985370.971370.99837
1042022.09.23 14:41s/l250.100.971370.971370.99837-144.3010490.09
1052022.09.26 20:00buy260.100.961180.000000.00000
1062022.09.26 20:00modify260.100.961180.947180.97418
1072022.09.28 15:50buy270.100.967690.000000.00000
1082022.09.28 15:50modify270.100.967690.964430.97418
1092022.09.28 15:50modify260.100.961180.964430.97418
1102022.09.28 15:56buy280.100.968990.000000.00000
1112022.09.28 15:56modify280.100.968990.965080.97418
1122022.09.28 15:56modify270.100.967690.965080.97418
1132022.09.28 15:56modify260.100.961180.965080.97418
1142022.09.28 16:03buy290.100.970310.000000.00000
1152022.09.28 16:03modify290.100.970310.965730.97418
1162022.09.28 16:03modify280.100.968990.965730.97418
1172022.09.28 16:03modify270.100.967690.965730.97418
1182022.09.28 16:03modify260.100.961180.965730.97418
1192022.09.28 17:22t/p260.100.974180.965730.97418127.8510617.94
1202022.09.28 17:22t/p270.100.974180.965730.9741864.9010682.84
1212022.09.28 17:22t/p280.100.974180.965730.9741851.9010734.74
1222022.09.28 17:22t/p290.100.974180.965730.9741838.7010773.44
1232022.10.26 20:00sell300.101.008140.000000.00000
1242022.10.26 20:00modify300.101.008141.022140.99514
1252022.10.27 12:15sell310.101.001350.000000.00000
1262022.10.27 12:15modify310.101.001351.004890.99514
1272022.10.27 12:15modify300.101.008141.004890.99514
1282022.10.27 12:22sell320.101.000340.000000.00000
1292022.10.27 12:22modify320.101.000341.004240.99514
1302022.10.27 12:22modify310.101.001351.004240.99514
1312022.10.27 12:22modify300.101.008141.004240.99514
1322022.10.27 12:28sell330.100.999040.000000.00000
1332022.10.27 12:28modify330.100.999041.003590.99514
1342022.10.27 12:28modify320.101.000341.003590.99514
1352022.10.27 12:28modify310.101.001351.003590.99514
1362022.10.27 12:28modify300.101.008141.003590.99514
1372022.10.27 14:13s/l300.101.003591.003590.9951447.7310821.17
1382022.10.27 14:13s/l310.101.003591.003590.99514-22.4010798.77
1392022.10.27 14:13s/l320.101.003591.003590.99514-32.5010766.27
1402022.10.27 14:13s/l330.101.003591.003590.99514-45.5010720.77
1412022.11.11 20:00sell340.101.036220.000000.00000
1422022.11.11 20:00modify340.101.036221.050221.02322
1432022.11.14 10:14sell350.101.029690.000000.00000
1442022.11.14 10:14modify350.101.029691.032971.02322
1452022.11.14 10:14modify340.101.036221.032971.02322
1462022.11.14 11:06sell360.101.028340.000000.00000
1472022.11.14 11:06modify360.101.028341.032321.02322
1482022.11.14 11:06modify350.101.029691.032321.02322
1492022.11.14 11:06modify340.101.036221.032321.02322
1502022.11.14 12:54s/l340.101.032321.032321.0232239.7410760.52
1512022.11.14 12:54s/l350.101.032321.032321.02322-26.3010734.22
1522022.11.14 12:54s/l360.101.032321.032321.02322-39.8010694.42
1532023.01.12 20:00sell370.101.084900.000000.00000
1542023.01.12 20:00modify370.101.084901.098901.07190
1552023.01.13 14:04sell380.101.078400.000000.00000
1562023.01.13 14:04modify380.101.078401.081651.07190
1572023.01.13 14:04modify370.101.084901.081651.07190
1582023.01.13 14:50s/l370.101.081651.081651.0719033.2410727.66
1592023.01.13 14:50s/l380.101.081651.081651.07190-32.5010695.16
1602023.02.02 00:00sell390.101.101230.000000.00000
1612023.02.02 00:00modify390.101.101231.115231.08823
1622023.02.02 13:59sell400.101.094710.000000.00000
1632023.02.02 13:59modify400.101.094711.097981.08823
1642023.02.02 13:59modify390.101.101231.097981.08823
1652023.02.02 14:02sell410.101.093430.000000.00000
1662023.02.02 14:02modify410.101.093431.097331.08823
1672023.02.02 14:02modify400.101.094711.097331.08823
1682023.02.02 14:02modify390.101.101231.097331.08823
1692023.02.02 14:37sell420.101.092130.000000.00000
1702023.02.02 14:37modify420.101.092131.096681.08823
1712023.02.02 14:37modify410.101.093431.096681.08823
1722023.02.02 14:37modify400.101.094711.096681.08823
1732023.02.02 14:37modify390.101.101231.096681.08823
1742023.02.03 13:30t/p390.101.088231.096681.08823130.7410825.90
1752023.02.03 13:30t/p400.101.088231.096681.0882365.5410891.45
1762023.02.03 13:30t/p410.101.088231.096681.0882352.7410944.19
1772023.02.03 13:30t/p420.101.088231.096681.0882339.7410983.93
1782023.03.22 20:00sell430.101.086520.000000.00000
1792023.03.22 20:00modify430.101.086521.100521.07352
1802023.03.24 08:09sell440.101.080020.000000.00000
1812023.03.24 08:09modify440.101.080021.083271.07352
1822023.03.24 08:09modify430.101.086521.083271.07352
1832023.03.24 08:09sell450.101.078720.000000.00000
1842023.03.24 08:09modify450.101.078721.082621.07352
1852023.03.24 08:09modify440.101.080021.082621.07352
1862023.03.24 08:09modify430.101.086521.082621.07352
1872023.03.24 08:19sell460.101.077360.000000.00000
1882023.03.24 08:19modify460.101.077361.081971.07352
1892023.03.24 08:19modify450.101.078721.081971.07352
1902023.03.24 08:19modify440.101.080021.081971.07352
1912023.03.24 08:19modify430.101.086521.081971.07352
1922023.03.24 09:46t/p430.101.073521.081971.07352132.9711116.91
1932023.03.24 09:46t/p440.101.073521.081971.0735265.0011181.91
1942023.03.24 09:46t/p450.101.073521.081971.0735252.0011233.91
1952023.03.24 09:46t/p460.101.073521.081971.0735238.4011272.31
1962023.04.13 16:00sell470.101.105300.000000.00000
1972023.04.13 16:00modify470.101.105301.119301.09230
1982023.04.14 15:25sell480.101.098790.000000.00000
1992023.04.14 15:25modify480.101.098791.102051.09230
2002023.04.14 15:25modify470.101.105301.102051.09230
2012023.04.14 15:51sell490.101.097500.000000.00000
2022023.04.14 15:51modify490.101.097501.101401.09230
2032023.04.14 15:51modify480.101.098791.101401.09230
2042023.04.14 15:51modify470.101.105301.101401.09230
2052023.04.17 01:11sell500.101.096200.000000.00000
2062023.04.17 01:11modify500.101.096201.100751.09230
2072023.04.17 01:11modify490.101.097501.100751.09230
2082023.04.17 01:11modify480.101.098791.100751.09230
2092023.04.17 01:11modify470.101.105301.100751.09230
2102023.04.17 14:14t/p470.101.092301.100751.09230131.4911403.79
2112023.04.17 14:14t/p480.101.092301.100751.0923065.6411469.43
2122023.04.17 14:14t/p490.101.092301.100751.0923052.7411522.18
2132023.04.17 14:14t/p500.101.092301.100751.0923039.0011561.18