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)
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=8; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 modelled38885858Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit388.74Gross profit571.70Gross loss-182.96
Profit factor3.12Expected payoff11.43
Absolute drawdown44.50Maximal drawdown125.38 (1.24%)Relative drawdown1.24% (125.38)
Total trades34Short positions (won %)17 (64.71%)Long positions (won %)17 (52.94%)
Profit trades (% of total)20 (58.82%)Loss trades (% of total)14 (41.18%)
Largestprofit trade60.74loss trade-16.40
Averageprofit trade28.58loss trade-13.07
Maximumconsecutive wins (profit in money)3 (92.23)consecutive losses (loss in money)2 (-15.60)
Maximalconsecutive profit (count of wins)92.23 (3)consecutive loss (count of losses)-16.40 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.16 04:00buy10.101.016500.000000.00000
22022.08.16 04:00modify10.101.016501.004501.03150
32022.08.16 14:42buy20.101.019500.000000.00000
42022.08.16 14:42modify20.101.019501.018001.03150
52022.08.16 14:42modify10.101.016501.018001.03150
62022.08.16 14:52s/l10.101.018001.018001.0315015.0010015.00
72022.08.16 14:52s/l20.101.018001.018001.03150-15.0010000.00
82022.08.23 04:00buy30.100.994470.000000.00000
92022.08.23 04:00modify30.100.994470.982471.00947
102022.08.23 13:45buy40.100.997480.000000.00000
112022.08.23 13:45modify40.100.997480.995971.00947
122022.08.23 13:45modify30.100.994470.995971.00947
132022.08.23 14:00buy50.101.000530.000000.00000
142022.08.23 14:00modify50.101.000530.998971.00947
152022.08.23 14:00modify40.100.997480.998971.00947
162022.08.23 14:00modify30.100.994470.998971.00947
172022.08.23 14:01buy60.101.001970.000000.00000
182022.08.23 14:01modify60.101.001971.000471.00947
192022.08.23 14:01modify50.101.000531.000471.00947
202022.08.23 14:01modify40.100.997481.000471.00947
212022.08.23 14:01modify30.100.994471.000471.00947
222022.08.23 14:02s/l30.101.000471.000471.0094760.0010060.00
232022.08.23 14:02s/l40.101.000471.000471.0094729.9010089.90
242022.08.23 14:02s/l50.101.000471.000471.00947-0.6010089.30
252022.08.23 14:02s/l60.101.000471.000471.00947-15.0010074.30
262022.10.10 04:00buy70.100.974050.000000.00000
272022.10.10 04:00modify70.100.974050.962050.98905
282022.10.11 16:40buy80.100.977050.000000.00000
292022.10.11 16:40modify80.100.977050.975550.98905
302022.10.11 16:40modify70.100.974050.975550.98905
312022.10.11 17:24s/l70.100.975550.975550.9890513.9210088.22
322022.10.11 17:24s/l80.100.975550.975550.98905-15.0010073.22
332022.10.18 04:00sell90.100.984100.000000.00000
342022.10.18 04:00modify90.100.984100.996100.96910
352022.10.19 09:21sell100.100.981090.000000.00000
362022.10.19 09:21modify100.100.981090.982600.96910
372022.10.19 09:21modify90.100.984100.982600.96910
382022.10.19 10:59sell110.100.978070.000000.00000
392022.10.19 10:59modify110.100.978070.979600.96910
402022.10.19 10:59modify100.100.981090.979600.96910
412022.10.19 10:59modify90.100.984100.979600.96910
422022.10.19 11:11sell120.100.976600.000000.00000
432022.10.19 11:11modify120.100.976600.978100.96910
442022.10.19 11:11modify110.100.978070.978100.96910
452022.10.19 11:11modify100.100.981090.978100.96910
462022.10.19 11:11modify90.100.984100.978100.96910
472022.10.19 11:58s/l90.100.978100.978100.9691060.7410133.97
482022.10.19 11:58s/l100.100.978100.978100.9691029.9010163.87
492022.10.19 11:58s/l110.100.978100.978100.96910-0.3010163.57
502022.10.19 11:58s/l120.100.978100.978100.96910-15.0010148.57
512022.12.02 04:00sell130.101.052420.000000.00000
522022.12.02 04:00modify130.101.052421.064421.03742
532022.12.02 13:30sell140.101.049420.000000.00000
542022.12.02 13:30modify140.101.049421.050921.03742
552022.12.02 13:30modify130.101.052421.050921.03742
562022.12.02 13:31sell150.101.046420.000000.00000
572022.12.02 13:31modify150.101.046421.047921.03742
582022.12.02 13:31modify140.101.049421.047921.03742
592022.12.02 13:31modify130.101.052421.047921.03742
602022.12.02 13:33sell160.101.044910.000000.00000
612022.12.02 13:33modify160.101.044911.046421.03742
622022.12.02 13:33modify150.101.046421.046421.03742
632022.12.02 13:33modify140.101.049421.046421.03742
642022.12.02 13:33modify130.101.052421.046421.03742
652022.12.02 13:41s/l130.101.046421.046421.0374260.0010208.57
662022.12.02 13:41s/l140.101.046421.046421.0374230.0010238.57
672022.12.02 13:41s/l150.101.046421.046421.037420.0010238.57
682022.12.02 13:41s/l160.101.046421.046421.03742-15.1010223.47
692022.12.19 00:00buy170.101.058720.000000.00000
702022.12.19 00:00modify170.101.058721.046721.07372
712022.12.19 06:27buy180.101.061720.000000.00000
722022.12.19 06:27modify180.101.061721.060221.07372
732022.12.19 06:27modify170.101.058721.060221.07372
742022.12.19 08:20buy190.101.064730.000000.00000
752022.12.19 08:20modify190.101.064731.063221.07372
762022.12.19 08:20modify180.101.061721.063221.07372
772022.12.19 08:20modify170.101.058721.063221.07372
782022.12.19 08:44s/l170.101.063221.063221.0737245.0010268.47
792022.12.19 08:44s/l180.101.063221.063221.0737215.0010283.47
802022.12.19 08:44s/l190.101.063221.063221.07372-15.1010268.37
812023.02.07 00:00buy200.101.073180.000000.00000
822023.02.07 00:00modify200.101.073181.061181.08818
832023.02.07 17:57buy210.101.076250.000000.00000
842023.02.07 17:57modify210.101.076251.074681.08818
852023.02.07 17:57modify200.101.073181.074681.08818
862023.02.07 19:00s/l200.101.074681.074681.0881815.0010283.37
872023.02.07 19:00s/l210.101.074681.074681.08818-15.7010267.67
882023.03.31 00:00sell220.101.090400.000000.00000
892023.03.31 00:00modify220.101.090401.102401.07540
902023.03.31 08:20sell230.101.087390.000000.00000
912023.03.31 08:20modify230.101.087391.088901.07540
922023.03.31 08:20modify220.101.090401.088901.07540
932023.03.31 08:55s/l220.101.088901.088901.0754015.0010282.67
942023.03.31 08:55s/l230.101.088901.088901.07540-15.1010267.57
952023.04.14 08:00sell240.101.106530.000000.00000
962023.04.14 08:00modify240.101.106531.118531.09153
972023.04.14 12:34sell250.101.103530.000000.00000
982023.04.14 12:34modify250.101.103531.105031.09153
992023.04.14 12:34modify240.101.106531.105031.09153
1002023.04.14 14:00sell260.101.100520.000000.00000
1012023.04.14 14:00modify260.101.100521.102031.09153
1022023.04.14 14:00modify250.101.103531.102031.09153
1032023.04.14 14:00modify240.101.106531.102031.09153
1042023.04.14 14:02s/l240.101.102031.102031.0915345.0010312.57
1052023.04.14 14:02s/l250.101.102031.102031.0915315.0010327.57
1062023.04.14 14:02s/l260.101.102031.102031.09153-15.1010312.47
1072023.04.25 04:00sell270.101.105280.000000.00000
1082023.04.25 04:00modify270.101.105281.117281.09028
1092023.04.25 10:54sell280.101.102280.000000.00000
1102023.04.25 10:54modify280.101.102281.103781.09028
1112023.04.25 10:54modify270.101.105281.103781.09028
1122023.04.25 14:10sell290.101.099280.000000.00000
1132023.04.25 14:10modify290.101.099281.100781.09028
1142023.04.25 14:10modify280.101.102281.100781.09028
1152023.04.25 14:10modify270.101.105281.100781.09028
1162023.04.25 14:53sell300.101.097750.000000.00000
1172023.04.25 14:53modify300.101.097751.099281.09028
1182023.04.25 14:53modify290.101.099281.099281.09028
1192023.04.25 14:53modify280.101.102281.099281.09028
1202023.04.25 14:53modify270.101.105281.099281.09028
1212023.04.26 05:45s/l270.101.099281.099281.0902860.7410373.21
1222023.04.26 05:45s/l280.101.099281.099281.0902830.7410403.95
1232023.04.26 05:45s/l290.101.099281.099281.090280.7410404.70
1242023.04.26 05:45s/l300.101.099281.099281.09028-14.5610390.14
1252023.05.15 00:00buy310.101.085560.000000.00000
1262023.05.15 00:00modify310.101.085561.073561.10056
1272023.05.15 12:30buy320.101.088700.000000.00000
1282023.05.15 12:30modify320.101.088701.087061.10056
1292023.05.15 12:30modify310.101.085561.087061.10056
1302023.05.15 14:19s/l310.101.087061.087061.1005615.0010405.14
1312023.05.15 14:19s/l320.101.087061.087061.10056-16.4010388.74
1322023.05.19 00:00buy330.101.077790.000000.00000
1332023.05.19 00:00modify330.101.077791.065791.09279
1342023.05.19 11:57buy340.101.080790.000000.00000
1352023.05.19 11:57modify340.101.080791.079291.09279
1362023.05.19 11:57modify330.101.077791.079291.09279
1372023.05.19 13:40s/l330.101.079291.079291.0927915.0010403.74
1382023.05.19 13:40s/l340.101.079291.079291.09279-15.0010388.74