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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled39365809Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit935.08Gross profit1406.24Gross loss-471.15
Profit factor2.98Expected payoff19.48
Absolute drawdown11.53Maximal drawdown320.69 (3.11%)Relative drawdown3.11% (320.69)
Total trades48Short positions (won %)24 (54.17%)Long positions (won %)24 (66.67%)
Profit trades (% of total)29 (60.42%)Loss trades (% of total)19 (39.58%)
Largestprofit trade111.49loss trade-145.38
Averageprofit trade48.49loss trade-24.80
Maximumconsecutive wins (profit in money)8 (562.54)consecutive losses (loss in money)3 (-45.20)
Maximalconsecutive profit (count of wins)562.54 (8)consecutive loss (count of losses)-173.95 (2)
Averageconsecutive wins2consecutive losses2
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 07:39buy20.101.069150.000000.00000
42022.06.02 07:39modify20.101.069151.066401.07630
52022.06.02 07:39modify10.101.065301.066401.07630
62022.06.02 12:51buy30.101.070900.000000.00000
72022.06.02 12:51modify30.101.070901.069151.07630
82022.06.02 12:51modify20.101.069151.069151.07630
92022.06.02 12:51modify10.101.065301.069151.07630
102022.06.02 12:52buy40.101.071900.000000.00000
112022.06.02 12:52modify40.101.071901.069151.07630
122022.06.03 02:24t/p10.101.076301.069151.07630105.7010105.70
132022.06.03 02:24t/p20.101.076301.069151.0763070.4210176.12
142022.06.03 02:24t/p30.101.076301.069151.0763052.9210229.05
152022.06.03 02:24t/p40.101.076301.069151.0763042.9210271.97
162022.06.30 00:00buy50.101.044860.000000.00000
172022.06.30 00:00modify50.101.044861.030861.05586
182022.06.30 16:50buy60.101.048710.000000.00000
192022.06.30 16:50modify60.101.048711.045961.05586
202022.06.30 16:50modify50.101.044861.045961.05586
212022.07.01 03:31s/l50.101.045961.045961.055869.9210281.89
222022.07.01 03:31s/l60.101.045961.045961.05586-28.5810253.32
232022.07.05 20:00buy70.101.026880.000000.00000
242022.07.05 20:00modify70.101.026881.012881.03788
252022.07.08 07:20s/l70.101.012881.012881.03788-145.3810107.94
262022.07.12 00:00buy80.101.004860.000000.00000
272022.07.12 00:00modify80.101.004860.990861.01586
282022.07.13 12:29buy90.101.008740.000000.00000
292022.07.13 12:29modify90.101.008741.005961.01586
302022.07.13 12:29modify80.101.004861.005961.01586
312022.07.13 12:29buy100.101.010430.000000.00000
322022.07.13 12:29modify100.101.010431.008711.01586
332022.07.13 12:29modify90.101.008741.008711.01586
342022.07.13 12:29modify80.101.004861.008711.01586
352022.07.13 12:29s/l80.101.008711.008711.0158637.4210145.36
362022.07.13 12:29s/l90.101.008711.008711.01586-0.3010145.06
372022.07.13 12:29s/l100.101.008711.008711.01586-17.2010127.86
382022.07.18 12:00sell110.101.014250.000000.00000
392022.07.18 12:00modify110.101.014251.028251.00325
402022.07.27 16:19sell120.101.010400.000000.00000
412022.07.27 16:19modify120.101.010401.013151.00325
422022.07.27 16:19modify110.101.014251.013151.00325
432022.07.27 17:39s/l110.101.013151.013151.0032517.6910145.55
442022.07.27 17:39s/l120.101.013151.013151.00325-27.5010118.05
452022.08.16 00:00buy130.101.016440.000000.00000
462022.08.16 00:00modify130.101.016441.002441.02744
472022.08.17 18:33buy140.101.020290.000000.00000
482022.08.17 18:33modify140.101.020291.017541.02744
492022.08.17 18:33modify130.101.016441.017541.02744
502022.08.17 20:06s/l130.101.017541.017541.027449.9210127.98
512022.08.17 20:06s/l140.101.017541.017541.02744-27.5010100.48
522022.08.22 20:00buy150.100.994580.000000.00000
532022.08.22 20:00modify150.100.994580.980581.00558
542022.08.23 13:45buy160.100.998460.000000.00000
552022.08.23 13:45modify160.100.998460.995681.00558
562022.08.23 13:45modify150.100.994580.995681.00558
572022.08.23 13:59buy170.101.000120.000000.00000
582022.08.23 13:59modify170.101.000120.998431.00558
592022.08.23 13:59modify160.100.998460.998431.00558
602022.08.23 13:59modify150.100.994580.998431.00558
612022.08.23 14:00buy180.101.001230.000000.00000
622022.08.23 14:00modify180.101.001230.998431.00558
632022.08.23 14:26s/l150.100.998430.998431.0055837.4210137.90
642022.08.23 14:26s/l160.100.998430.998431.00558-0.3010137.60
652022.08.23 14:26s/l170.100.998430.998431.00558-16.9010120.70
662022.08.23 14:26s/l180.100.998430.998431.00558-28.0010092.70
672022.10.05 00:00sell190.100.998390.000000.00000
682022.10.05 00:00modify190.100.998391.012390.98739
692022.10.05 07:48sell200.100.994540.000000.00000
702022.10.05 07:48modify200.100.994540.997290.98739
712022.10.05 07:48modify190.100.998390.997290.98739
722022.10.05 08:18sell210.100.992880.000000.00000
732022.10.05 08:18modify210.100.992880.994540.98739
742022.10.05 08:18modify200.100.994540.994540.98739
752022.10.05 08:18modify190.100.998390.994540.98739
762022.10.05 08:46s/l190.100.994540.994540.9873938.5010131.20
772022.10.05 08:46s/l200.100.994540.994540.987390.0010131.20
782022.10.05 08:46s/l210.100.994540.994540.98739-16.6010114.60
792022.10.13 20:00sell220.100.977450.000000.00000
802022.10.13 20:00modify220.100.977450.991450.96645
812022.10.14 09:24sell230.100.973600.000000.00000
822022.10.14 09:24modify230.100.973600.976350.96645
832022.10.14 09:24modify220.100.977450.976350.96645
842022.10.14 09:44sell240.100.971920.000000.00000
852022.10.14 09:44modify240.100.971920.973600.96645
862022.10.14 09:44modify230.100.973600.973600.96645
872022.10.14 09:44modify220.100.977450.973600.96645
882022.10.14 09:45s/l220.100.973600.973600.9664539.2410153.85
892022.10.14 09:45s/l230.100.973600.973600.966450.0010153.85
902022.10.14 09:45s/l240.100.973600.973600.96645-16.8010137.05
912022.10.17 20:00sell250.100.983530.000000.00000
922022.10.17 20:00modify250.100.983530.997530.97253
932022.10.19 10:27sell260.100.979630.000000.00000
942022.10.19 10:27modify260.100.979630.982430.97253
952022.10.19 10:27modify250.100.983530.982430.97253
962022.10.19 11:00sell270.100.978030.000000.00000
972022.10.19 11:00modify270.100.978030.979680.97253
982022.10.19 11:00modify260.100.979630.979680.97253
992022.10.19 11:00modify250.100.983530.979680.97253
1002022.10.19 11:10sell280.100.976920.000000.00000
1012022.10.19 11:10modify280.100.976920.979680.97253
1022022.10.19 13:34s/l250.100.979680.979680.9725339.9910177.03
1032022.10.19 13:34s/l260.100.979680.979680.97253-0.5010176.53
1042022.10.19 13:34s/l270.100.979680.979680.97253-16.5010160.03
1052022.10.19 13:34s/l280.100.979680.979680.97253-27.6010132.43
1062022.10.26 00:00sell290.100.996170.000000.00000
1072022.10.26 00:00modify290.100.996171.010170.98517
1082022.10.31 08:02sell300.100.992290.000000.00000
1092022.10.31 08:02modify300.100.992290.995070.98517
1102022.10.31 08:02modify290.100.996170.995070.98517
1112022.10.31 09:59s/l290.100.995070.995070.9851714.7210147.15
1122022.10.31 09:59s/l300.100.995070.995070.98517-27.8010119.35
1132022.11.21 16:00buy310.101.024270.000000.00000
1142022.11.21 16:00modify310.101.024271.010271.03527
1152022.11.22 08:26buy320.101.028140.000000.00000
1162022.11.22 08:26modify320.101.028141.025371.03527
1172022.11.22 08:26modify310.101.024271.025371.03527
1182022.11.22 17:59buy330.101.029770.000000.00000
1192022.11.22 17:59modify330.101.029771.028121.03527
1202022.11.22 17:59modify320.101.028141.028121.03527
1212022.11.22 17:59modify310.101.024271.028121.03527
1222022.11.22 18:57buy340.101.030920.000000.00000
1232022.11.22 18:57modify340.101.030921.028121.03527
1242022.11.23 14:46t/p310.101.035271.028121.03527107.8510227.20
1252022.11.23 14:46t/p320.101.035271.028121.0352770.2210297.42
1262022.11.23 14:46t/p330.101.035271.028121.0352753.9210351.35
1272022.11.23 14:46t/p340.101.035271.028121.0352742.4210393.77
1282022.12.02 04:00sell350.101.052420.000000.00000
1292022.12.02 04:00modify350.101.052421.066421.04142
1302022.12.02 13:30sell360.101.048370.000000.00000
1312022.12.02 13:30modify360.101.048371.051321.04142
1322022.12.02 13:30modify350.101.052421.051321.04142
1332022.12.02 13:31sell370.101.046910.000000.00000
1342022.12.02 13:31modify370.101.046911.048571.04142
1352022.12.02 13:31modify360.101.048371.048571.04142
1362022.12.02 13:31modify350.101.052421.048571.04142
1372022.12.02 13:32sell380.101.045820.000000.00000
1382022.12.02 13:32modify380.101.045821.048571.04142
1392022.12.02 14:22s/l350.101.048571.048571.0414238.5010432.27
1402022.12.02 14:22s/l360.101.048571.048571.04142-2.0010430.27
1412022.12.02 14:22s/l370.101.048571.048571.04142-16.6010413.67
1422022.12.02 14:22s/l380.101.048571.048571.04142-27.5010386.17
1432022.12.13 20:00sell390.101.063570.000000.00000
1442022.12.13 20:00modify390.101.063571.077571.05257
1452022.12.15 17:11sell400.101.059710.000000.00000
1462022.12.15 17:11modify400.101.059711.062471.05257
1472022.12.15 17:11modify390.101.063571.062471.05257
1482022.12.15 18:58s/l390.101.062471.062471.0525713.9710400.14
1492022.12.15 18:58s/l400.101.062471.062471.05257-27.6010372.54
1502023.04.13 20:00sell410.101.104660.000000.00000
1512023.04.13 20:00modify410.101.104661.118661.09366
1522023.04.14 14:00sell420.101.100750.000000.00000
1532023.04.14 14:00modify420.101.100751.103561.09366
1542023.04.14 14:00modify410.101.104661.103561.09366
1552023.04.14 15:24sell430.101.099160.000000.00000
1562023.04.14 15:24modify430.101.099161.100811.09366
1572023.04.14 15:24modify420.101.100751.100811.09366
1582023.04.14 15:24modify410.101.104661.100811.09366
1592023.04.14 15:43sell440.101.098060.000000.00000
1602023.04.14 15:43modify440.101.098061.100811.09366
1612023.04.17 13:47t/p410.101.093661.100811.09366111.4910484.03
1622023.04.17 13:47t/p420.101.093661.100811.0936671.6410555.67
1632023.04.17 13:47t/p430.101.093661.100811.0936655.7410611.42
1642023.04.17 13:47t/p440.101.093661.100811.0936644.7410656.16
1652023.04.25 20:00buy450.101.097300.000000.00000
1662023.04.25 20:00modify450.101.097301.083301.10830
1672023.04.26 06:52buy460.101.101170.000000.00000
1682023.04.26 06:52modify460.101.101171.098401.10830
1692023.04.26 06:52modify450.101.097301.098401.10830
1702023.04.26 07:24buy470.101.102810.000000.00000
1712023.04.26 07:24modify470.101.102811.101151.10830
1722023.04.26 07:24modify460.101.101171.101151.10830
1732023.04.26 07:24modify450.101.097301.101151.10830
1742023.04.26 08:28buy480.101.103920.000000.00000
1752023.04.26 08:28modify480.101.103921.101151.10830
1762023.04.26 13:24t/p450.101.108301.101151.10830108.9210765.08
1772023.04.26 13:24t/p460.101.108301.101151.1083071.3010836.38
1782023.04.26 13:24t/p470.101.108301.101151.1083054.9010891.28
1792023.04.26 13:24t/p480.101.108301.101151.1083043.8010935.08