Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=13; 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 modelled79263Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2711.29Gross profit4253.60Gross loss-1542.31
Profit factor2.76Expected payoff30.46
Absolute drawdown498.32Maximal drawdown498.32 (4.98%)Relative drawdown4.98% (498.32)
Total trades89Short positions (won %)37 (62.16%)Long positions (won %)52 (65.38%)
Profit trades (% of total)57 (64.04%)Loss trades (% of total)32 (35.96%)
Largestprofit trade157.43loss trade-135.38
Averageprofit trade74.62loss trade-48.20
Maximumconsecutive wins (profit in money)11 (905.57)consecutive losses (loss in money)3 (-393.89)
Maximalconsecutive profit (count of wins)905.57 (11)consecutive loss (count of losses)-393.89 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.05 08:00buy10.101.037760.000000.00000
22022.07.05 08:00modify10.101.037761.024761.05276
32022.07.05 14:40s/l10.101.024761.024761.05276-130.009870.00
42022.07.06 12:00buy20.101.019470.000000.00000
52022.07.06 12:00modify20.101.019471.006471.03447
62022.07.11 13:30s/l20.101.006471.006471.03447-135.389734.62
72022.07.18 08:00sell30.101.014570.000000.00000
82022.07.18 08:00modify30.101.014571.027570.99957
92022.07.20 07:15s/l30.101.027571.027570.99957-128.519606.11
102022.07.20 12:00buy40.101.019350.000000.00000
112022.07.20 12:00modify40.101.019351.006351.03435
122022.08.01 09:20buy50.101.026280.000000.00000
132022.08.01 09:20modify50.101.026281.020101.03435
142022.08.01 09:20modify40.101.019351.020101.03435
152022.08.02 01:13buy60.101.028360.000000.00000
162022.08.02 01:13modify60.101.028361.026101.03435
172022.08.02 01:13modify50.101.026281.026101.03435
182022.08.02 01:13modify40.101.019351.026101.03435
192022.08.02 02:15s/l40.101.026101.026101.0343553.529659.62
202022.08.02 02:15s/l50.101.026101.026101.03435-2.889656.75
212022.08.02 02:15s/l60.101.026101.026101.03435-22.609634.15
222022.08.10 12:00sell70.101.025850.000000.00000
232022.08.10 12:00modify70.101.025851.038851.01085
242022.08.15 11:40sell80.101.018950.000000.00000
252022.08.15 11:40modify80.101.018951.025101.01085
262022.08.15 11:40modify70.101.025851.025101.01085
272022.08.16 03:10sell90.101.016810.000000.00000
282022.08.16 03:10modify90.101.016811.019101.01085
292022.08.16 03:10modify80.101.018951.019101.01085
302022.08.16 03:10modify70.101.025851.019101.01085
312022.08.16 07:25sell100.101.014430.000000.00000
322022.08.16 07:25modify100.101.014431.020601.01085
332022.08.16 07:25modify90.101.016811.020601.01085
342022.08.16 07:25modify80.101.018951.020601.01085
352022.08.16 07:25modify70.101.025851.020601.01085
362022.08.18 16:20t/p70.101.010851.020601.01085157.439791.58
372022.08.18 16:20t/p80.101.010851.020601.0108584.729876.30
382022.08.18 16:20t/p90.101.010851.020601.0108562.579938.87
392022.08.18 16:20t/p100.101.010851.020601.0108538.779977.64
402022.08.29 00:00buy110.100.993920.000000.00000
412022.08.29 00:00modify110.100.993920.980921.00892
422022.08.29 12:20buy120.101.000730.000000.00000
432022.08.29 12:20modify120.101.000730.994671.00892
442022.08.29 12:20modify110.100.993920.994671.00892
452022.08.29 12:40buy130.101.003210.000000.00000
462022.08.29 12:40modify130.101.003211.000671.00892
472022.08.29 12:40modify120.101.000731.000671.00892
482022.08.29 12:40modify110.100.993921.000671.00892
492022.08.29 13:05s/l110.101.000671.000671.0089267.5010045.14
502022.08.29 13:05s/l120.101.000671.000671.00892-0.6010044.54
512022.08.29 13:05s/l130.101.000671.000671.00892-25.4010019.14
522022.09.05 00:00buy140.100.991050.000000.00000
532022.09.05 00:00modify140.100.991050.978051.00605
542022.09.06 06:50buy150.100.997940.000000.00000
552022.09.06 06:50modify150.100.997940.991801.00605
562022.09.06 06:50modify140.100.991050.991801.00605
572022.09.06 11:40s/l140.100.991800.991801.006056.4210025.57
582022.09.06 11:40s/l150.100.991800.991801.00605-61.409964.17
592022.09.09 04:00sell160.101.006920.000000.00000
602022.09.09 04:00modify160.101.006921.019920.99192
612022.09.12 07:40s/l160.101.019921.019920.99192-129.269834.91
622022.09.12 08:00sell170.101.017470.000000.00000
632022.09.12 08:00modify170.101.017471.030471.00247
642022.09.13 12:30sell180.101.008450.000000.00000
652022.09.13 12:30modify180.101.008451.010721.00247
662022.09.13 12:30modify170.101.017471.010721.00247
672022.09.13 13:30t/p170.101.002471.010721.00247150.749985.65
682022.09.13 13:30t/p180.101.002471.010721.0024759.8010045.45
692022.09.21 08:00buy190.100.991320.000000.00000
702022.09.21 08:00modify190.100.991320.978321.00632
712022.09.23 07:40s/l190.100.978320.978321.00632-134.309911.15
722022.09.23 08:00buy200.100.977810.000000.00000
732022.09.23 08:00modify200.100.977810.964810.99281
742022.09.26 00:20s/l200.100.964810.964810.99281-131.089780.08
752022.09.26 04:00buy210.100.963680.000000.00000
762022.09.26 04:00modify210.100.963680.950680.97868
772022.09.26 07:40buy220.100.970430.000000.00000
782022.09.26 07:40modify220.100.970430.964430.97868
792022.09.26 07:40modify210.100.963680.964430.97868
802022.09.26 09:40s/l210.100.964430.964430.978687.509787.58
812022.09.26 09:40s/l220.100.964430.964430.97868-60.009727.58
822022.09.28 04:00buy230.100.956090.000000.00000
832022.09.28 04:00modify230.100.956090.943090.97109
842022.09.28 14:30buy240.100.962900.000000.00000
852022.09.28 14:30modify240.100.962900.956840.97109
862022.09.28 14:30modify230.100.956090.956840.97109
872022.09.28 15:30buy250.100.967350.000000.00000
882022.09.28 15:30modify250.100.967350.961340.97109
892022.09.28 15:30modify240.100.962900.961340.97109
902022.09.28 15:30modify230.100.956090.961340.97109
912022.09.28 17:20t/p230.100.971090.961340.97109150.009877.58
922022.09.28 17:20t/p240.100.971090.961340.9710981.909959.48
932022.09.28 17:20t/p250.100.971090.961340.9710937.409996.88
942022.09.30 12:00buy260.100.974930.000000.00000
952022.09.30 12:00modify260.100.974930.961930.98993
962022.09.30 15:05buy270.100.981790.000000.00000
972022.09.30 15:05modify270.100.981790.975680.98993
982022.09.30 15:05modify260.100.974930.975680.98993
992022.10.03 09:40s/l260.100.975680.975680.989936.4210003.30
1002022.10.03 09:40s/l270.100.975680.975680.98993-62.189941.12
1012022.10.04 08:00sell280.100.987510.000000.00000
1022022.10.04 08:00modify280.100.987511.000510.97251
1032022.10.06 15:50sell290.100.980730.000000.00000
1042022.10.06 15:50modify290.100.980730.986760.97251
1052022.10.06 15:50modify280.100.987510.986760.97251
1062022.10.07 14:25sell300.100.976120.000000.00000
1072022.10.07 14:25modify300.100.976120.982260.97251
1082022.10.07 14:25modify290.100.980730.982260.97251
1092022.10.07 14:25modify280.100.987510.982260.97251
1102022.10.07 14:45sell310.100.978260.000000.00000
1112022.10.07 14:45modify310.100.978260.980760.97251
1122022.10.07 14:50modify310.100.978260.982260.97251
1132022.10.10 05:40t/p280.100.972510.982260.97251154.4610095.58
1142022.10.10 05:40t/p290.100.972510.982260.9725183.6910179.27
1152022.10.10 05:40t/p300.100.972510.982260.9725136.8410216.11
1162022.10.10 05:40t/p310.100.972510.982260.9725158.2410274.36
1172022.10.14 12:00buy320.100.972170.000000.00000
1182022.10.14 12:00modify320.100.972170.959170.98717
1192022.10.18 01:45buy330.100.983420.000000.00000
1202022.10.18 01:45modify330.100.983420.977420.98717
1212022.10.18 01:45modify320.100.972170.977420.98717
1222022.10.18 06:40t/p320.100.987170.977420.98717147.8510422.20
1232022.10.18 06:40t/p330.100.987170.977420.9871737.5010459.70
1242022.10.19 12:00buy340.100.978600.000000.00000
1252022.10.19 12:00modify340.100.978600.965600.99360
1262022.10.21 18:40buy350.100.985540.000000.00000
1272022.10.21 18:40modify350.100.985540.979350.99360
1282022.10.21 18:40modify340.100.978600.979350.99360
1292022.10.24 13:30buy360.100.987640.000000.00000
1302022.10.24 13:30modify360.100.987640.985350.99360
1312022.10.24 13:30modify350.100.985540.985350.99360
1322022.10.24 13:30modify340.100.978600.985350.99360
1332022.10.25 00:40buy370.100.990000.000000.00000
1342022.10.25 00:40modify370.100.990000.983850.99360
1352022.10.25 00:40modify360.100.987640.983850.99360
1362022.10.25 00:40modify350.100.985540.983850.99360
1372022.10.25 00:40modify340.100.978600.983850.99360
1382022.10.25 13:30t/p340.100.993600.983850.99360143.5510603.25
1392022.10.25 13:30t/p350.100.993600.983850.9936078.4510681.70
1402022.10.25 13:30t/p360.100.993600.983850.9936058.5210740.22
1412022.10.25 13:30t/p370.100.993600.983850.9936036.0010776.22
1422022.10.26 08:00sell380.101.003300.000000.00000
1432022.10.26 08:00modify380.101.003301.016300.98830
1442022.10.27 18:30sell390.100.996340.000000.00000
1452022.10.27 18:30modify390.100.996341.002550.98830
1462022.10.27 18:30modify380.101.003301.002550.98830
1472022.10.28 07:50sell400.100.994120.000000.00000
1482022.10.28 07:50modify400.100.994120.996550.98830
1492022.10.28 07:50modify390.100.996340.996550.98830
1502022.10.28 07:50modify380.101.003300.996550.98830
1512022.10.28 09:33s/l380.100.996550.996550.9883070.4710846.70
1522022.10.28 09:33s/l390.100.996550.996550.98830-1.3610845.34
1532022.10.28 09:33s/l400.100.996550.996550.98830-24.3010821.04
1542022.11.03 08:00buy410.100.978650.000000.00000
1552022.11.03 08:00modify410.100.978650.965650.99365
1562022.11.04 14:10buy420.100.987780.000000.00000
1572022.11.04 14:10modify420.100.987780.985400.99365
1582022.11.04 14:10modify410.100.978650.985400.99365
1592022.11.04 14:20buy430.100.989970.000000.00000
1602022.11.04 14:20modify430.100.989970.983900.99365
1612022.11.04 14:20modify420.100.987780.983900.99365
1622022.11.04 14:20modify410.100.978650.983900.99365
1632022.11.04 14:40t/p410.100.993650.983900.99365148.9210969.96
1642022.11.04 14:40t/p420.100.993650.983900.9936558.7011028.66
1652022.11.04 14:40t/p430.100.993650.983900.9936536.8011065.46
1662022.11.10 12:00buy440.100.994740.000000.00000
1672022.11.10 12:00modify440.100.994740.981741.00974
1682022.11.10 13:30t/p440.101.009740.981741.00974150.0011215.46
1692022.11.14 12:00buy450.101.028680.000000.00000
1702022.11.14 12:00modify450.101.028681.015681.04368
1712022.11.14 18:50buy460.101.035580.000000.00000
1722022.11.14 18:50modify460.101.035581.029431.04368
1732022.11.14 18:50modify450.101.028681.029431.04368
1742022.11.15 07:20buy470.101.037770.000000.00000
1752022.11.15 07:20modify470.101.037771.035431.04368
1762022.11.15 07:20modify460.101.035581.035431.04368
1772022.11.15 07:20modify450.101.028681.035431.04368
1782022.11.15 07:30buy480.101.039940.000000.00000
1792022.11.15 07:30modify480.101.039941.033931.04368
1802022.11.15 07:30modify470.101.037771.033931.04368
1812022.11.15 07:30modify460.101.035581.033931.04368
1822022.11.15 07:30modify450.101.028681.033931.04368
1832022.11.15 10:40t/p450.101.043681.033931.04368148.9211364.39
1842022.11.15 10:40t/p460.101.043681.033931.0436879.9211444.31
1852022.11.15 10:40t/p470.101.043681.033931.0436859.1011503.41
1862022.11.15 10:40t/p480.101.043681.033931.0436837.4011540.81
1872022.11.16 12:00sell490.101.041660.000000.00000
1882022.11.16 12:00modify490.101.041661.054661.02666
1892022.11.17 10:30sell500.101.034810.000000.00000
1902022.11.17 10:30modify500.101.034811.040911.02666
1912022.11.17 10:30modify490.101.041661.040911.02666
1922022.11.17 12:50sell510.101.032420.000000.00000
1932022.11.17 12:50modify510.101.032421.034911.02666
1942022.11.17 12:50modify500.101.034811.034911.02666
1952022.11.17 12:50modify490.101.041661.034911.02666
1962022.11.17 13:05s/l490.101.034911.034911.0266669.7311610.54
1972022.11.17 13:05s/l500.101.034911.034911.02666-1.0011609.54
1982022.11.17 13:05s/l510.101.034911.034911.02666-24.9011584.64
1992022.11.21 08:00buy520.101.025800.000000.00000
2002022.11.21 08:00modify520.101.025801.012801.04080
2012022.11.23 02:40buy530.101.032770.000000.00000
2022022.11.23 02:40modify530.101.032771.026551.04080
2032022.11.23 02:40modify520.101.025801.026551.04080
2042022.11.23 07:50buy540.101.034970.000000.00000
2052022.11.23 07:50modify540.101.034971.032551.04080
2062022.11.23 07:50modify530.101.032771.032551.04080
2072022.11.23 07:50modify520.101.025801.032551.04080
2082022.11.23 08:30s/l520.101.032551.032551.0408065.3511649.99
2092022.11.23 08:30s/l530.101.032551.032551.04080-2.2011647.79
2102022.11.23 08:30s/l540.101.032551.032551.04080-24.2011623.59
2112022.11.28 12:00sell550.101.047410.000000.00000
2122022.11.28 12:00modify550.101.047411.060411.03241
2132022.11.28 15:30sell560.101.040620.000000.00000
2142022.11.28 15:30modify560.101.040621.046661.03241
2152022.11.28 15:30modify550.101.047411.046661.03241
2162022.11.28 18:55sell570.101.036120.000000.00000
2172022.11.28 18:55modify570.101.036121.042161.03241
2182022.11.28 18:55modify560.101.040621.042161.03241
2192022.11.28 18:55modify550.101.047411.042161.03241
2202022.11.29 06:10sell580.101.038260.000000.00000
2212022.11.29 06:10modify580.101.038261.040661.03241
2222022.11.29 06:15modify580.101.038261.042161.03241
2232022.11.29 20:40t/p550.101.032411.042161.03241150.7411774.33
2242022.11.29 20:40t/p560.101.032411.042161.0324182.8411857.18
2252022.11.29 20:40t/p570.101.032411.042161.0324137.8411895.02
2262022.11.29 20:40t/p580.101.032411.042161.0324158.5011953.52
2272022.12.05 04:00sell590.101.058020.000000.00000
2282022.12.05 04:00modify590.101.058021.071021.04302
2292022.12.05 16:40sell600.101.049020.000000.00000
2302022.12.05 16:40modify600.101.049021.051271.04302
2312022.12.05 16:40modify590.101.058021.051271.04302
2322022.12.05 17:40s/l590.101.051271.051271.0430267.5012021.02
2332022.12.05 17:40s/l600.101.051271.051271.04302-22.5011998.52
2342023.01.03 12:00buy610.101.053110.000000.00000
2352023.01.03 12:00modify610.101.053111.040111.06811
2362023.01.03 14:40buy620.101.060030.000000.00000
2372023.01.03 14:40modify620.101.060031.053861.06811
2382023.01.03 14:40modify610.101.053111.053861.06811
2392023.01.03 16:15s/l610.101.053861.053861.068117.5012006.02
2402023.01.03 16:15s/l620.101.053861.053861.06811-61.7011944.32
2412023.01.23 04:00sell630.101.089860.000000.00000
2422023.01.23 04:00modify630.101.089861.102861.07486
2432023.01.31 08:20sell640.101.082930.000000.00000
2442023.01.31 08:20modify640.101.082931.089111.07486
2452023.01.31 08:20modify630.101.089861.089111.07486
2462023.01.31 08:50sell650.101.080620.000000.00000
2472023.01.31 08:50modify650.101.080621.083111.07486
2482023.01.31 08:50modify640.101.082931.083111.07486
2492023.01.31 08:50modify630.101.089861.083111.07486
2502023.01.31 09:40s/l630.101.083111.083111.0748673.4512017.77
2512023.01.31 09:40s/l640.101.083111.083111.07486-1.8012015.97
2522023.01.31 09:40s/l650.101.083111.083111.07486-24.9011991.07
2532023.03.01 12:00sell660.101.066960.000000.00000
2542023.03.01 12:00modify660.101.066961.079961.05196
2552023.03.02 13:20sell670.101.059960.000000.00000
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