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=2; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit1306.02Gross profit1557.79Gross loss-251.77
Profit factor6.19Expected payoff37.31
Absolute drawdown107.56Maximal drawdown211.81 (2.06%)Relative drawdown2.06% (211.81)
Total trades35Short positions (won %)16 (75.00%)Long positions (won %)19 (63.16%)
Profit trades (% of total)24 (68.57%)Loss trades (% of total)11 (31.43%)
Largestprofit trade152.23loss trade-25.40
Averageprofit trade64.91loss trade-22.89
Maximumconsecutive wins (profit in money)6 (499.46)consecutive losses (loss in money)2 (-40.11)
Maximalconsecutive profit (count of wins)499.46 (6)consecutive loss (count of losses)-40.11 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.12 00:00buy10.101.004860.000000.00000
22022.07.12 00:00modify10.101.004860.990861.01986
32022.07.13 14:40buy20.101.012520.000000.00000
42022.07.13 14:40modify20.101.012521.010111.01986
52022.07.13 14:40modify10.101.004861.010111.01986
62022.07.13 14:55s/l10.101.010111.010111.0198651.4210051.42
72022.07.13 14:55s/l20.101.010111.010111.01986-24.1010027.32
82022.07.18 12:00sell30.101.014250.000000.00000
92022.07.18 12:00modify30.101.014251.028250.99925
102022.07.27 14:50sell40.101.011190.000000.00000
112022.07.27 14:50modify40.101.011191.013500.99925
122022.07.27 14:50modify30.101.014251.013500.99925
132022.07.27 15:06s/l30.101.013501.013500.9992514.1910041.51
142022.07.27 15:06s/l40.101.013501.013500.99925-23.1010018.41
152022.08.16 00:00buy50.101.016440.000000.00000
162022.08.16 00:00modify50.101.016441.002441.03144
172022.08.16 14:50buy60.101.019510.000000.00000
182022.08.16 14:50modify60.101.019511.017191.03144
192022.08.16 14:50modify50.101.016441.017191.03144
202022.08.16 15:40s/l50.101.017191.017191.031447.5010025.91
212022.08.16 15:40s/l60.101.017191.017191.03144-23.2010002.71
222022.08.23 04:00buy70.100.994470.000000.00000
232022.08.23 04:00modify70.100.994470.980471.00947
242022.08.23 14:15buy80.101.002110.000000.00000
252022.08.23 14:15modify80.101.002110.999721.00947
262022.08.23 14:15modify70.100.994470.999721.00947
272022.08.23 14:30s/l70.100.999720.999721.0094752.5010055.21
282022.08.23 14:30s/l80.100.999720.999721.00947-23.9010031.31
292022.10.05 00:00sell90.100.998390.000000.00000
302022.10.05 00:00modify90.100.998391.012390.98339
312022.10.05 07:30sell100.100.995140.000000.00000
322022.10.05 07:30modify100.100.995140.997640.98339
332022.10.05 07:30modify90.100.998390.997640.98339
342022.10.05 23:45sell110.100.990760.000000.00000
352022.10.05 23:45modify110.100.990760.993140.98339
362022.10.05 23:45modify100.100.995140.993140.98339
372022.10.05 23:45modify90.100.998390.993140.98339
382022.10.06 01:10sell120.100.991630.000000.00000
392022.10.06 01:10modify120.100.991630.993890.98339
402022.10.06 01:15modify120.100.991630.993140.98339
412022.10.06 13:40t/p90.100.983390.993140.98339152.2310183.54
422022.10.06 13:40t/p100.100.983390.993140.98339119.7310303.27
432022.10.06 13:40t/p110.100.983390.993140.9833975.9310379.20
442022.10.06 13:40t/p120.100.983390.993140.9833982.4010461.60
452022.10.10 04:00buy130.100.974050.000000.00000
462022.10.10 04:00modify130.100.974050.960050.98905
472022.10.13 16:45buy140.100.977350.000000.00000
482022.10.13 16:45modify140.100.977350.974800.98905
492022.10.13 16:45modify130.100.974050.974800.98905
502022.10.13 17:40buy150.100.980870.000000.00000
512022.10.13 17:40modify150.100.980870.978550.98905
522022.10.13 17:40modify140.100.977350.978550.98905
532022.10.13 17:40modify130.100.974050.978550.98905
542022.10.13 18:40s/l130.100.978550.978550.9890539.6210501.22
552022.10.13 18:40s/l140.100.978550.978550.9890512.0010513.22
562022.10.13 18:40s/l150.100.978550.978550.98905-23.2010490.02
572022.11.21 16:00buy160.101.024270.000000.00000
582022.11.21 16:00modify160.101.024271.010271.03927
592022.11.22 09:55buy170.101.027360.000000.00000
602022.11.22 09:55modify170.101.027361.025021.03927
612022.11.22 09:55modify160.101.024271.025021.03927
622022.11.22 18:40buy180.101.031120.000000.00000
632022.11.22 18:40modify180.101.031121.028771.03927
642022.11.22 18:40modify170.101.027361.028771.03927
652022.11.22 18:40modify160.101.024271.028771.03927
662022.11.23 02:20buy190.101.031860.000000.00000
672022.11.23 02:20modify190.101.031861.029521.03927
682022.11.23 02:20modify180.101.031121.029521.03927
692022.11.23 02:20modify170.101.027361.029521.03927
702022.11.23 02:20modify160.101.024271.029521.03927
712022.11.23 19:30t/p160.101.039271.029521.03927147.8510637.87
722022.11.23 19:30t/p170.101.039271.029521.03927118.0210755.90
732022.11.23 19:30t/p180.101.039271.029521.0392780.4210836.32
742022.11.23 19:30t/p190.101.039271.029521.0392774.1010910.42
752023.02.07 00:00buy200.101.073180.000000.00000
762023.02.07 00:00modify200.101.073181.059181.08818
772023.02.07 17:50buy210.101.076240.000000.00000
782023.02.07 17:50modify210.101.076241.073931.08818
792023.02.07 17:50modify200.101.073181.073931.08818
802023.02.07 17:55s/l200.101.073931.073931.088187.5010917.92
812023.02.07 17:55s/l210.101.073931.073931.08818-23.1010894.82
822023.04.14 08:00sell220.101.106530.000000.00000
832023.04.14 08:00modify220.101.106531.120531.09153
842023.04.14 12:55sell230.101.103450.000000.00000
852023.04.14 12:55modify230.101.103451.105781.09153
862023.04.14 12:55modify220.101.106531.105781.09153
872023.04.14 14:33sell240.101.099620.000000.00000
882023.04.14 14:33modify240.101.099621.102031.09153
892023.04.14 14:33modify230.101.103451.102031.09153
902023.04.14 14:33modify220.101.106531.102031.09153
912023.04.14 15:30sell250.101.098750.000000.00000
922023.04.14 15:30modify250.101.098751.101281.09153
932023.04.14 15:30modify240.101.099621.101281.09153
942023.04.14 15:30modify230.101.103451.101281.09153
952023.04.14 15:30modify220.101.106531.101281.09153
962023.04.17 14:40t/p220.101.091531.101281.09153150.7411045.56
972023.04.17 14:40t/p230.101.091531.101281.09153119.9411165.51
982023.04.17 14:40t/p240.101.091531.101281.0915381.6411247.15
992023.04.17 14:40t/p250.101.091531.101281.0915372.9411320.09
1002023.04.25 04:00sell260.101.105280.000000.00000
1012023.04.25 04:00modify260.101.105281.119281.09028
1022023.04.25 11:00sell270.101.102050.000000.00000
1032023.04.25 11:00modify270.101.102051.104531.09028
1042023.04.25 11:00modify260.101.105281.104531.09028
1052023.04.25 14:40sell280.101.097500.000000.00000
1062023.04.25 14:40modify280.101.097501.100031.09028
1072023.04.25 14:40modify270.101.102051.100031.09028
1082023.04.25 14:40modify260.101.105281.100031.09028
1092023.04.25 15:13sell290.101.098400.000000.00000
1102023.04.25 15:13modify290.101.098401.100781.09028
1112023.04.25 15:20modify290.101.098401.100031.09028
1122023.04.26 06:30s/l260.101.100031.100031.0902853.2411373.34
1132023.04.26 06:30s/l270.101.100031.100031.0902820.9411394.28
1142023.04.26 06:30s/l280.101.100031.100031.09028-24.5611369.72
1152023.04.26 06:30s/l290.101.100031.100031.09028-15.5611354.17
1162023.05.15 00:00buy300.101.085560.000000.00000
1172023.05.15 00:00modify300.101.085561.071561.10056
1182023.05.16 02:40buy310.101.088650.000000.00000
1192023.05.16 02:40modify310.101.088651.086311.10056
1202023.05.16 02:40modify300.101.085561.086311.10056
1212023.05.16 06:15s/l300.101.086311.086311.100566.4211360.59
1222023.05.16 06:15s/l310.101.086311.086311.10056-23.4011337.19
1232023.05.19 00:00buy320.101.077790.000000.00000
1242023.05.19 00:00modify320.101.077791.063791.09279
1252023.05.19 13:15buy330.101.081080.000000.00000
1262023.05.19 13:15modify330.101.081081.078541.09279
1272023.05.19 13:15modify320.101.077791.078541.09279
1282023.05.19 14:40s/l320.101.078541.078541.092797.5011344.69
1292023.05.19 14:40s/l330.101.078541.078541.09279-25.4011319.29
1302023.06.16 00:00sell340.101.094550.000000.00000
1312023.06.16 00:00modify340.101.094551.108551.07955
1322023.06.19 10:35sell350.101.091500.000000.00000
1332023.06.19 10:35modify350.101.091501.093801.07955
1342023.06.19 10:35modify340.101.094551.093801.07955
1352023.06.20 07:30s/l340.101.093801.093801.079558.9911328.28
1362023.06.20 07:30s/l350.101.093801.093801.07955-22.2611306.02