Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=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 test2617Ticks modelled79364Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1225.58Gross profit1631.44Gross loss-405.85
Profit factor4.02Expected payoff28.50
Absolute drawdown11.53Maximal drawdown320.39 (3.11%)Relative drawdown3.11% (320.39)
Total trades43Short positions (won %)22 (63.64%)Long positions (won %)21 (76.19%)
Profit trades (% of total)30 (69.77%)Loss trades (% of total)13 (30.23%)
Largestprofit trade111.49loss trade-145.38
Averageprofit trade54.38loss trade-31.22
Maximumconsecutive wins (profit in money)8 (555.04)consecutive losses (loss in money)3 (-47.10)
Maximalconsecutive profit (count of wins)555.04 (8)consecutive loss (count of losses)-175.05 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.01 20:00buy10.101.065300.000000.00000
22022.06.01 20:00modify10.101.065301.051301.07630
32022.06.02 08:46buy20.101.069200.000000.00000
42022.06.02 08:46modify20.101.069201.066401.07630
52022.06.02 08:46modify10.101.065301.066401.07630
62022.06.02 12:30buy30.101.071040.000000.00000
72022.06.02 12:30modify30.101.071041.069151.07630
82022.06.02 12:30modify20.101.069201.069151.07630
92022.06.02 12:30modify10.101.065301.069151.07630
102022.06.02 12:40buy40.101.071900.000000.00000
112022.06.02 12:40modify40.101.071901.069151.07630
122022.06.03 02:05t/p10.101.076301.069151.07630105.7010105.70
132022.06.03 02:05t/p20.101.076301.069151.0763069.9210175.62
142022.06.03 02:05t/p30.101.076301.069151.0763051.5210227.15
152022.06.03 02:05t/p40.101.076301.069151.0763042.9210270.07
162022.06.30 00:00buy50.101.044860.000000.00000
172022.06.30 00:00modify50.101.044861.030861.05586
182022.06.30 16:40buy60.101.048820.000000.00000
192022.06.30 16:40modify60.101.048821.045961.05586
202022.06.30 16:40modify50.101.044861.045961.05586
212022.07.01 03:30s/l50.101.045961.045961.055869.9210279.99
222022.07.01 03:30s/l60.101.045961.045961.05586-29.6810250.32
232022.07.05 20:00buy70.101.026880.000000.00000
242022.07.05 20:00modify70.101.026881.012881.03788
252022.07.08 07:30s/l70.101.012881.012881.03788-145.3810104.94
262022.07.12 00:00buy80.101.004860.000000.00000
272022.07.12 00:00modify80.101.004860.990861.01586
282022.07.13 12:15buy90.101.010430.000000.00000
292022.07.13 12:15modify90.101.010431.008711.01586
302022.07.13 12:15modify80.101.004861.008711.01586
312022.07.13 12:20s/l80.101.008711.008711.0158637.4210142.36
322022.07.13 12:20s/l90.101.008711.008711.01586-17.2010125.16
332022.07.18 12:00sell100.101.014250.000000.00000
342022.07.18 12:00modify100.101.014251.028251.00325
352022.07.27 16:25sell110.101.010370.000000.00000
362022.07.27 16:25modify110.101.010371.013151.00325
372022.07.27 16:25modify100.101.014251.013151.00325
382022.07.27 17:20s/l100.101.013151.013151.0032517.6910142.85
392022.07.27 17:20s/l110.101.013151.013151.00325-27.8010115.05
402022.08.16 00:00buy120.101.016440.000000.00000
412022.08.16 00:00modify120.101.016441.002441.02744
422022.08.17 18:40buy130.101.020590.000000.00000
432022.08.17 18:40modify130.101.020591.017541.02744
442022.08.17 18:40modify120.101.016441.017541.02744
452022.08.17 20:40s/l120.101.017541.017541.027449.9210124.98
462022.08.17 20:40s/l130.101.017541.017541.02744-30.5010094.48
472022.08.22 20:00buy140.100.994580.000000.00000
482022.08.22 20:00modify140.100.994580.980581.00558
492022.08.23 13:40buy150.101.000120.000000.00000
502022.08.23 13:40modify150.101.000120.998431.00558
512022.08.23 13:40modify140.100.994580.998431.00558
522022.08.23 13:45s/l140.100.998430.998431.0055837.4210131.90
532022.08.23 13:45s/l150.100.998430.998431.00558-16.9010115.00
542022.10.05 00:00sell160.100.998390.000000.00000
552022.10.05 00:00modify160.100.998391.012390.98739
562022.10.05 08:45sell170.100.994350.000000.00000
572022.10.05 08:45modify170.100.994350.997290.98739
582022.10.05 08:45modify160.100.998390.997290.98739
592022.10.05 10:10sell180.100.992770.000000.00000
602022.10.05 10:10modify180.100.992770.994540.98739
612022.10.05 10:10modify170.100.994350.994540.98739
622022.10.05 10:10modify160.100.998390.994540.98739
632022.10.05 11:20sell190.100.991710.000000.00000
642022.10.05 11:20modify190.100.991710.994540.98739
652022.10.05 13:40t/p160.100.987390.994540.98739110.0010225.00
662022.10.05 13:40t/p170.100.987390.994540.9873969.6010294.60
672022.10.05 13:40t/p180.100.987390.994540.9873953.8010348.40
682022.10.05 13:40t/p190.100.987390.994540.9873943.2010391.60
692022.10.13 20:00sell200.100.977450.000000.00000
702022.10.13 20:00modify200.100.977450.991450.96645
712022.10.14 09:40sell210.100.971910.000000.00000
722022.10.14 09:40modify210.100.971910.973600.96645
732022.10.14 09:40modify200.100.977450.973600.96645
742022.10.14 10:20s/l200.100.973600.973600.9664539.2410430.85
752022.10.14 10:20s/l210.100.973600.973600.96645-16.9010413.95
762022.10.17 20:00sell220.100.983530.000000.00000
772022.10.17 20:00modify220.100.983530.997530.97253
782022.10.19 10:30sell230.100.979530.000000.00000
792022.10.19 10:30modify230.100.979530.982430.97253
802022.10.19 10:30modify220.100.983530.982430.97253
812022.10.19 11:25sell240.100.976830.000000.00000
822022.10.19 11:25modify240.100.976830.979680.97253
832022.10.19 11:25modify230.100.979530.979680.97253
842022.10.19 11:25modify220.100.983530.979680.97253
852022.10.19 11:45sell250.100.977970.000000.00000
862022.10.19 11:45modify250.100.977970.979680.97253
872022.10.19 13:15s/l220.100.979680.979680.9725339.9910453.93
882022.10.19 13:15s/l230.100.979680.979680.97253-1.5010452.43
892022.10.19 13:15s/l240.100.979680.979680.97253-28.5010423.93
902022.10.19 13:15s/l250.100.979680.979680.97253-17.1010406.83
912022.10.26 00:00sell260.100.996170.000000.00000
922022.10.26 00:00modify260.100.996171.010170.98517
932022.10.31 08:30sell270.100.992100.000000.00000
942022.10.31 08:30modify270.100.992100.995070.98517
952022.10.31 08:30modify260.100.996170.995070.98517
962022.10.31 09:40s/l260.100.995070.995070.9851714.7210421.55
972022.10.31 09:40s/l270.100.995070.995070.98517-29.7010391.85
982022.11.21 16:00buy280.101.024270.000000.00000
992022.11.21 16:00modify280.101.024271.010271.03527
1002022.11.22 08:50buy290.101.028180.000000.00000
1012022.11.22 08:50modify290.101.028181.025371.03527
1022022.11.22 08:50modify280.101.024271.025371.03527
1032022.11.22 17:40buy300.101.029880.000000.00000
1042022.11.22 17:40modify300.101.029881.028121.03527
1052022.11.22 17:40modify290.101.028181.028121.03527
1062022.11.22 17:40modify280.101.024271.028121.03527
1072022.11.22 18:40buy310.101.031120.000000.00000
1082022.11.22 18:40modify310.101.031121.028121.03527
1092022.11.23 14:30t/p280.101.035271.028121.03527107.8510499.70
1102022.11.23 14:30t/p290.101.035271.028121.0352769.8210569.52
1112022.11.23 14:30t/p300.101.035271.028121.0352752.8210622.35
1122022.11.23 14:30t/p310.101.035271.028121.0352740.4210662.77
1132022.12.02 04:00sell320.101.052420.000000.00000
1142022.12.02 04:00modify320.101.052421.066421.04142
1152022.12.02 13:30sell330.101.046900.000000.00000
1162022.12.02 13:30modify330.101.046901.048571.04142
1172022.12.02 13:30modify320.101.052421.048571.04142
1182022.12.02 14:40s/l320.101.048571.048571.0414238.5010701.27
1192022.12.02 14:40s/l330.101.048571.048571.04142-16.7010684.57
1202022.12.13 20:00sell340.101.063570.000000.00000
1212022.12.13 20:00modify340.101.063571.077571.05257
1222022.12.15 17:50sell350.101.059670.000000.00000
1232022.12.15 17:50modify350.101.059671.062471.05257
1242022.12.15 17:50modify340.101.063571.062471.05257
1252022.12.15 18:40s/l340.101.062471.062471.0525713.9710698.54
1262022.12.15 18:40s/l350.101.062471.062471.05257-28.0010670.54
1272023.04.13 20:00sell360.101.104660.000000.00000
1282023.04.13 20:00modify360.101.104661.118661.09366
1292023.04.14 14:53sell370.101.100610.000000.00000
1302023.04.14 14:53modify370.101.100611.103561.09366
1312023.04.14 14:53modify360.101.104661.103561.09366
1322023.04.14 15:50sell380.101.097810.000000.00000
1332023.04.14 15:50modify380.101.097811.100811.09366
1342023.04.14 15:50modify370.101.100611.100811.09366
1352023.04.14 15:50modify360.101.104661.100811.09366
1362023.04.14 18:13sell390.101.099140.000000.00000
1372023.04.14 18:13modify390.101.099141.100811.09366
1382023.04.17 13:40t/p360.101.093661.100811.09366111.4910782.03
1392023.04.17 13:40t/p370.101.093661.100811.0936670.2410852.27
1402023.04.17 13:40t/p380.101.093661.100811.0936642.2410894.52
1412023.04.17 13:40t/p390.101.093661.100811.0936655.5410950.06
1422023.04.25 20:00buy400.101.097300.000000.00000
1432023.04.25 20:00modify400.101.097301.083301.10830
1442023.04.26 06:40buy410.101.101450.000000.00000
1452023.04.26 06:40modify410.101.101451.098401.10830
1462023.04.26 06:40modify400.101.097301.098401.10830
1472023.04.26 07:40buy420.101.102880.000000.00000
1482023.04.26 07:40modify420.101.102881.101151.10830
1492023.04.26 07:40modify410.101.101451.101151.10830
1502023.04.26 07:40modify400.101.097301.101151.10830
1512023.04.26 11:10buy430.101.103910.000000.00000
1522023.04.26 11:10modify430.101.103911.101151.10830
1532023.04.26 13:40t/p400.101.108301.101151.10830108.9211058.98
1542023.04.26 13:40t/p410.101.108301.101151.1083068.5011127.48
1552023.04.26 13:40t/p420.101.108301.101151.1083054.2011181.68
1562023.04.26 13:40t/p430.101.108301.101151.1083043.9011225.58