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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit2265.87Gross profit3981.38Gross loss-1715.51
Profit factor2.32Expected payoff30.62
Absolute drawdown485.13Maximal drawdown625.65 (6.17%)Relative drawdown6.17% (625.65)
Total trades74Short positions (won %)26 (80.77%)Long positions (won %)48 (68.75%)
Profit trades (% of total)54 (72.97%)Loss trades (% of total)20 (27.03%)
Largestprofit trade154.46loss trade-160.44
Averageprofit trade73.73loss trade-85.78
Maximumconsecutive wins (profit in money)16 (1204.74)consecutive losses (loss in money)3 (-239.15)
Maximalconsecutive profit (count of wins)1204.74 (16)consecutive loss (count of losses)-285.38 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.01 16:00buy10.101.064770.000000.00000
22022.06.01 16:00modify10.101.064771.050771.07977
32022.06.02 15:50buy20.101.073900.000000.00000
42022.06.02 15:50modify20.101.073901.068521.07977
52022.06.02 15:50modify10.101.064771.068521.07977
62022.06.03 12:35buy30.101.072310.000000.00000
72022.06.03 12:35modify30.101.072311.065521.07977
82022.06.03 12:40modify30.101.072311.068521.07977
92022.06.06 15:40s/l10.101.068521.068521.0797732.1210032.12
102022.06.06 15:40s/l20.101.068521.068521.07977-55.959976.17
112022.06.06 15:40s/l30.101.068521.068521.07977-38.989937.19
122022.06.10 12:00buy40.101.057690.000000.00000
132022.06.10 12:00modify40.101.057691.043691.07269
142022.06.13 13:40s/l40.101.043691.043691.07269-141.089796.12
152022.06.13 16:00buy50.101.043750.000000.00000
162022.06.13 16:00modify50.101.043751.029751.05875
172022.06.16 15:50buy60.101.052870.000000.00000
182022.06.16 15:50modify60.101.052871.047501.05875
192022.06.16 15:50modify50.101.043751.047501.05875
202022.06.16 17:30t/p50.101.058751.047501.05875144.629940.74
212022.06.16 17:30t/p60.101.058751.047501.0587558.809999.54
222022.06.30 12:00buy70.101.039630.000000.00000
232022.06.30 12:00modify70.101.039631.025631.05463
242022.06.30 15:30buy80.101.047210.000000.00000
252022.06.30 15:30modify80.101.047211.040381.05463
262022.06.30 15:30modify70.101.039631.040381.05463
272022.06.30 16:40buy90.101.048820.000000.00000
282022.06.30 16:40modify90.101.048821.043381.05463
292022.06.30 16:40modify80.101.047211.043381.05463
302022.06.30 16:40modify70.101.039631.043381.05463
312022.07.01 07:40s/l70.101.043381.043381.0546336.4210035.96
322022.07.01 07:40s/l80.101.043381.043381.05463-39.389996.59
332022.07.01 07:40s/l90.101.043381.043381.05463-55.489941.11
342022.07.05 12:00buy100.101.029880.000000.00000
352022.07.05 12:00modify100.101.029881.015881.04488
362022.07.07 15:40s/l100.101.015881.015881.04488-144.309796.81
372022.07.08 08:00buy110.101.011120.000000.00000
382022.07.08 08:00modify110.101.011120.997121.02612
392022.07.08 15:30buy120.101.018830.000000.00000
402022.07.08 15:30modify120.101.018831.011871.02612
412022.07.08 15:30modify110.101.011121.011871.02612
422022.07.11 07:30s/l110.101.011871.011871.026126.429803.23
432022.07.11 07:30s/l120.101.011871.011871.02612-70.689732.56
442022.07.11 16:00buy130.101.008830.000000.00000
452022.07.11 16:00modify130.101.008830.994831.02383
462022.07.18 10:20buy140.101.016480.000000.00000
472022.07.18 10:20modify140.101.016481.009581.02383
482022.07.18 10:20modify130.101.008831.009581.02383
492022.07.18 14:20buy150.101.017890.000000.00000
502022.07.18 14:20modify150.101.017891.012581.02383
512022.07.18 14:20modify140.101.016481.012581.02383
522022.07.18 14:20modify130.101.008831.012581.02383
532022.07.19 01:30s/l130.101.012581.012581.0238328.899761.45
542022.07.19 01:30s/l140.101.012581.012581.02383-40.089721.38
552022.07.19 01:30s/l150.101.012581.012581.02383-54.189667.20
562022.07.19 08:00sell160.101.024140.000000.00000
572022.07.19 08:00modify160.101.024141.038141.00914
582022.07.21 09:33sell170.101.016560.000000.00000
592022.07.21 09:33modify170.101.016561.023391.00914
602022.07.21 09:33modify160.101.024141.023391.00914
612022.07.21 12:30s/l160.101.023391.023391.0091410.479677.67
622022.07.21 12:30s/l170.101.023391.023391.00914-68.309609.37
632022.07.26 12:00buy180.101.013420.000000.00000
642022.07.26 12:00modify180.101.013420.999421.02842
652022.07.27 23:40buy190.101.020990.000000.00000
662022.07.27 23:40modify190.101.020991.014171.02842
672022.07.27 23:40modify180.101.013421.014171.02842
682022.07.28 04:15buy200.101.022630.000000.00000
692022.07.28 04:15modify200.101.022631.017171.02842
702022.07.28 04:15modify190.101.020991.017171.02842
712022.07.28 04:15modify180.101.013421.017171.02842
722022.07.28 09:33s/l180.101.017171.017171.0284233.209642.57
732022.07.28 09:33s/l190.101.017171.017171.02842-41.439601.14
742022.07.28 09:33s/l200.101.017171.017171.02842-54.609546.54
752022.08.10 16:00sell210.101.033330.000000.00000
762022.08.10 16:00modify210.101.033331.047331.01833
772022.08.12 14:46sell220.101.024180.000000.00000
782022.08.12 14:46modify220.101.024181.029581.01833
792022.08.12 14:46modify210.101.033331.029581.01833
802022.08.12 15:45sell230.101.025640.000000.00000
812022.08.12 15:45modify230.101.025641.032581.01833
822022.08.12 15:50modify230.101.025641.029581.01833
832022.08.15 08:30sell240.101.021320.000000.00000
842022.08.15 08:30modify240.101.021321.027331.01833
852022.08.15 08:30modify220.101.024181.027331.01833
862022.08.15 08:30modify230.101.025641.027331.01833
872022.08.15 08:30modify210.101.033331.027331.01833
882022.08.15 16:20t/p210.101.018331.027331.01833153.729700.26
892022.08.15 16:20t/p220.101.018331.027331.0183359.249759.50
902022.08.15 16:20t/p230.101.018331.027331.0183373.849833.35
912022.08.15 16:20t/p240.101.018331.027331.0183329.909863.25
922022.08.22 16:00buy250.100.993750.000000.00000
932022.08.22 16:00modify250.100.993750.979751.00875
942022.08.25 06:20buy260.101.001340.000000.00000
952022.08.25 06:20modify260.101.001340.994501.00875
962022.08.25 06:20modify250.100.993750.994501.00875
972022.08.26 14:20t/p250.101.008750.994501.00875143.5510006.79
982022.08.26 14:20t/p260.101.008750.994501.0087573.0210079.82
992022.09.01 16:00buy270.100.995120.000000.00000
1002022.09.01 16:00modify270.100.995120.981121.01012
1012022.09.02 12:50buy280.101.002790.000000.00000
1022022.09.02 12:50modify280.101.002790.995871.01012
1032022.09.02 12:50modify270.100.995120.995871.01012
1042022.09.02 17:30s/l270.100.995870.995871.010126.4210086.24
1052022.09.02 17:30s/l280.100.995870.995871.01012-69.2010017.04
1062022.09.12 08:00sell290.101.017470.000000.00000
1072022.09.12 08:00modify290.101.017471.031471.00247
1082022.09.13 12:30sell300.101.008450.000000.00000
1092022.09.13 12:30modify300.101.008451.013721.00247
1102022.09.13 12:30modify290.101.017471.013721.00247
1112022.09.13 13:30t/p290.101.002471.013721.00247150.7410167.78
1122022.09.13 13:30t/p300.101.002471.013721.0024759.8010227.58
1132022.09.21 08:00buy310.100.991320.000000.00000
1142022.09.21 08:00modify310.100.991320.977321.00632
1152022.09.23 07:40s/l310.100.977320.977321.00632-144.3010083.28
1162022.09.23 12:00buy320.100.975410.000000.00000
1172022.09.23 12:00modify320.100.975410.961410.99041
1182022.09.26 00:30s/l320.100.961410.961410.99041-141.089942.21
1192022.10.04 08:00sell330.100.987510.000000.00000
1202022.10.04 08:00modify330.100.987511.001510.97251
1212022.10.06 17:15sell340.100.979910.000000.00000
1222022.10.06 17:15modify340.100.979910.986760.97251
1232022.10.06 17:15modify330.100.987510.986760.97251
1242022.10.07 12:30sell350.100.975390.000000.00000
1252022.10.07 12:30modify350.100.975390.981510.97251
1262022.10.07 12:30modify340.100.979910.981510.97251
1272022.10.07 12:30modify330.100.987510.981510.97251
1282022.10.07 14:45sell360.100.978260.000000.00000
1292022.10.07 14:45modify360.100.978260.983760.97251
1302022.10.07 14:50modify360.100.978260.981510.97251
1312022.10.10 05:40t/p330.100.972510.981510.97251154.4610096.67
1322022.10.10 05:40t/p340.100.972510.981510.9725175.4910172.15
1332022.10.10 05:40t/p350.100.972510.981510.9725129.5410201.69
1342022.10.10 05:40t/p360.100.972510.981510.9725158.2410259.94
1352022.10.13 16:00sell370.100.977900.000000.00000
1362022.10.13 16:00modify370.100.977900.991900.96290
1372022.10.25 13:20s/l370.100.991900.991900.96290-132.5710127.37
1382022.10.25 16:00sell380.100.995770.000000.00000
1392022.10.25 16:00modify380.100.995771.009770.98077
1402022.10.31 14:40sell390.100.988040.000000.00000
1412022.10.31 14:40modify390.100.988040.995020.98077
1422022.10.31 14:40modify380.100.995770.995020.98077
1432022.11.01 08:15s/l380.100.995020.995020.9807712.7010140.07
1442022.11.01 08:15s/l390.100.995020.995020.98077-69.0610071.02
1452022.11.03 08:00buy400.100.978650.000000.00000
1462022.11.03 08:00modify400.100.978650.964650.99365
1472022.11.04 13:20buy410.100.986150.000000.00000
1482022.11.04 13:20modify410.100.986150.979400.99365
1492022.11.04 13:20modify400.100.978650.979400.99365
1502022.11.04 14:10buy420.100.987780.000000.00000
1512022.11.04 14:10modify420.100.987780.982400.99365
1522022.11.04 14:10modify410.100.986150.982400.99365
1532022.11.04 14:10modify400.100.978650.982400.99365
1542022.11.04 14:40t/p400.100.993650.982400.99365148.9210219.94
1552022.11.04 14:40t/p410.100.993650.982400.9936575.0010294.94
1562022.11.04 14:40t/p420.100.993650.982400.9936558.7010353.64
1572022.11.04 16:00sell430.100.989510.000000.00000
1582022.11.04 16:00modify430.100.989511.003510.97451
1592022.11.07 19:05s/l430.101.003511.003510.97451-139.2610214.38
1602022.11.10 12:00buy440.100.994740.000000.00000
1612022.11.10 12:00modify440.100.994740.980741.00974
1622022.11.10 13:30t/p440.101.009740.980741.00974150.0010364.38
1632022.11.21 08:00buy450.101.025800.000000.00000
1642022.11.21 08:00modify450.101.025801.011801.04080
1652022.11.23 05:40buy460.101.033390.000000.00000
1662022.11.23 05:40modify460.101.033391.026551.04080
1672022.11.23 05:40modify450.101.025801.026551.04080
1682022.11.23 07:50buy470.101.034970.000000.00000
1692022.11.23 07:50modify470.101.034971.029551.04080
1702022.11.23 07:50modify460.101.033391.029551.04080
1712022.11.23 07:50modify450.101.025801.029551.04080
1722022.11.23 14:40buy480.101.037800.000000.00000
1732022.11.23 14:40modify480.101.037801.031801.04080
1742022.11.23 14:40modify470.101.034971.031801.04080
1752022.11.23 14:40modify460.101.033391.031801.04080
1762022.11.23 14:40modify450.101.025801.031801.04080
1772022.11.23 23:30t/p450.101.040801.031801.04080147.8510512.23
1782022.11.23 23:30t/p460.101.040801.031801.0408074.1010586.33
1792022.11.23 23:30t/p470.101.040801.031801.0408058.3010644.63
1802022.11.23 23:30t/p480.101.040801.031801.0408030.0010674.63
1812022.11.28 12:00sell490.101.047410.000000.00000
1822022.11.28 12:00modify490.101.047411.061411.03241
1832022.11.28 15:59sell500.101.039820.000000.00000
1842022.11.28 15:59modify500.101.039821.046661.03241
1852022.11.28 15:59modify490.101.047411.046661.03241
1862022.11.28 19:20sell510.101.035390.000000.00000
1872022.11.28 19:20modify510.101.035391.041411.03241
1882022.11.28 19:20modify500.101.039821.041411.03241
1892022.11.28 19:20modify490.101.047411.041411.03241
1902022.11.29 06:10sell520.101.038260.000000.00000
1912022.11.29 06:10modify520.101.038261.043661.03241
1922022.11.29 06:15modify520.101.038261.041411.03241
1932022.11.29 20:40t/p490.101.032411.041411.03241150.7410825.38
1942022.11.29 20:40t/p500.101.032411.041411.0324174.8410900.22
1952022.11.29 20:40t/p510.101.032411.041411.0324130.5410930.76
1962022.11.29 20:40t/p520.101.032411.041411.0324158.5010989.26
1972022.12.13 16:00sell530.101.063640.000000.00000
1982022.12.13 16:00modify530.101.063641.077641.04864
1992023.01.03 09:30sell540.101.054370.000000.00000
2002023.01.03 09:30modify540.101.054371.059891.04864
2012023.01.03 09:30modify530.101.063641.059891.04864
2022023.01.03 14:40s/l530.101.059891.059891.0486453.1111042.37
2032023.01.03 14:40s/l540.101.059891.059891.04864-55.2010987.17
2042023.01.05 16:00buy550.101.052130.000000.00000
2052023.01.05 16:00modify550.101.052131.038131.06713
2062023.01.06 16:20buy560.101.061130.000000.00000
2072023.01.06 16:20modify560.101.061131.055881.06713
2082023.01.06 16:20modify550.101.052131.055881.06713
2092023.01.06 18:30buy570.101.064260.000000.00000
2102023.01.06 18:30modify570.101.064261.058131.06713
2112023.01.06 18:30modify560.101.061131.058131.06713
2122023.01.06 18:30modify550.101.052131.058131.06713
2132023.01.09 01:40t/p550.101.067131.058131.06713147.8511135.02
2142023.01.09 01:40t/p560.101.067131.058131.0671358.9211193.94
2152023.01.09 01:40t/p570.101.067131.058131.0671327.6211221.57
2162023.02.06 16:00buy580.101.073310.000000.00000
2172023.02.06 16:00modify580.101.073311.059311.08831
2182023.02.23 09:40s/l580.101.059311.059311.08831-160.4411061.13
2192023.03.07 16:00buy590.101.058830.000000.00000
2202023.03.07 16:00modify590.101.058831.044831.07383
2212023.03.10 16:40buy600.101.066400.000000.00000
2222023.03.10 16:40modify600.101.066401.059581.07383
2232023.03.10 16:40modify590.101.058831.059581.07383
2242023.03.13 08:45buy610.101.071130.000000.00000
2252023.03.13 08:45modify610.101.071131.064831.07383
2262023.03.13 08:45modify600.101.066401.064831.07383
2272023.03.13 08:45modify590.101.058831.064831.07383
2282023.03.13 11:15buy620.101.067950.000000.00000
2292023.03.13 11:15modify620.101.067951.062581.07383
2302023.03.13 11:20modify620.101.067951.064831.07383
2312023.03.13 16:40t/p590.101.073831.064831.07383143.5511204.68
2322023.03.13 16:40t/p600.101.073831.064831.0738373.2211277.90
2332023.03.13 16:40t/p610.101.073831.064831.0738327.0011304.90
2342023.03.13 16:40t/p620.101.073831.064831.0738358.8011363.70
2352023.03.15 12:00buy630.101.059020.000000.00000
2362023.03.15 12:00modify630.101.059021.045021.07402
2372023.03.17 06:40buy640.101.066580.000000.00000
2382023.03.17 06:40modify640.101.066581.059771.07402
2392023.03.17 06:40modify630.101.059021.059771.07402
2402023.03.17 18:30buy650.101.068310.000000.00000
2412023.03.17 18:30modify650.101.068311.062771.07402
2422023.03.17 18:30modify640.101.066581.062771.07402
2432023.03.17 18:30modify630.101.059021.062771.07402
2442023.03.20 11:40buy660.101.071160.000000.00000
2452023.03.20 11:40modify660.101.071161.065021.07402
2462023.03.20 11:40modify650.101.068311.065021.07402
2472023.03.20 11:40modify640.101.066581.065021.07402
2482023.03.20 11:40modify630.101.059021.065021.07402
2492023.03.21 09:30t/p630.101.074021.065021.07402143.5511507.25
2502023.03.21 09:30t/p640.101.074021.065021.0740272.2511579.49
2512023.03.21 09:30t/p650.101.074021.065021.0740254.9511634.44
2522023.03.21 09:30t/p660.101.074021.065021.0740227.5211661.97
2532023.03.23 04:00sell670.101.090070.000000.00000
2542023.03.23 04:00modify670.101.090071.104071.07507
2552023.03.23 19:40sell680.101.082400.000000.00000
2562023.03.23 19:40modify680.101.082401.089321.07507
2572023.03.23 19:40modify670.101.090071.089321.07507
2582023.03.24 08:20sell690.101.080800.000000.00000
2592023.03.24 08:20modify690.101.080801.086321.07507
2602023.03.24 08:20modify680.101.082401.086321.07507
2612023.03.24 08:20modify670.101.090071.086321.07507
2622023.03.24 08:55sell700.101.077970.000000.00000
2632023.03.24 08:55modify700.101.077971.084071.07507
2642023.03.24 08:55modify690.101.080801.084071.07507
2652023.03.24 08:55modify680.101.082401.084071.07507
2662023.03.24 08:55modify670.101.090071.084071.07507
2672023.03.24 09:30t/p670.101.075071.084071.07507150.7411812.71
2682023.03.24 09:30t/p680.101.075071.084071.0750774.0411886.75
2692023.03.24 09:30t/p690.101.075071.084071.0750757.3011944.05
2702023.03.24 09:30t/p700.101.075071.084071.0750729.0011973.05
2712023.03.24 12:00buy710.101.074100.000000.00000
2722023.03.24 12:00modify710.101.074101.060101.08910
2732023.03.28 00:30buy720.101.081680.000000.00000
2742023.03.28 00:30modify720.101.081681.074851.08910
2752023.03.28 00:30modify710.101.074101.074851.08910
2762023.03.28 10:40buy730.101.083220.000000.00000
2772023.03.28 10:40modify730.101.083221.077851.08910
2782023.03.28 10:40modify720.101.081681.077851.08910
2792023.03.28 10:40modify710.101.074101.077851.08910
2802023.03.29 09:50buy740.101.086290.000000.00000
2812023.03.29 09:50modify740.101.086291.080101.08910
2822023.03.29 09:50modify730.101.083221.080101.08910
2832023.03.29 09:50modify720.101.081681.080101.08910
2842023.03.29 09:50modify710.101.074101.080101.08910
2852023.03.30 12:20t/p710.101.089101.080101.08910143.5512116.60
2862023.03.30 12:20t/p720.101.089101.080101.0891069.9012186.50
2872023.03.30 12:20t/p730.101.089101.080101.0891054.5012240.99
2882023.03.30 12:20t/p740.101.089101.080101.0891024.8712265.87