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=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 test1917Ticks modelled38885858Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1247.54Gross profit1503.98Gross loss-256.45
Profit factor5.86Expected payoff34.65
Absolute drawdown151.06Maximal drawdown358.28 (3.44%)Relative drawdown3.44% (358.28)
Total trades36Short positions (won %)16 (75.00%)Long positions (won %)20 (60.00%)
Profit trades (% of total)24 (66.67%)Loss trades (% of total)12 (33.33%)
Largestprofit trade152.23loss trade-24.98
Averageprofit trade62.67loss trade-21.37
Maximumconsecutive wins (profit in money)6 (506.66)consecutive losses (loss in money)2 (-37.60)
Maximalconsecutive profit (count of wins)506.66 (6)consecutive loss (count of losses)-37.60 (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 12:07buy20.101.007870.000000.00000
42022.07.13 12:07modify20.101.007871.005611.01986
52022.07.13 12:07modify10.101.004861.005611.01986
62022.07.13 12:30s/l10.101.005611.005611.019866.4210006.42
72022.07.13 12:30s/l20.101.005611.005611.01986-22.609983.82
82022.07.18 12:00sell30.101.014250.000000.00000
92022.07.18 12:00modify30.101.014251.028250.99925
102022.07.26 16:06sell40.101.011250.000000.00000
112022.07.26 16:06modify40.101.011251.013500.99925
122022.07.26 16:06modify30.101.014251.013500.99925
132022.07.26 17:16s/l30.101.013501.013500.9992513.459997.27
142022.07.26 17:16s/l40.101.013501.013500.99925-22.509974.77
152022.08.16 00:00buy50.101.016440.000000.00000
162022.08.16 00:00modify50.101.016441.002441.03144
172022.08.16 14:42buy60.101.019440.000000.00000
182022.08.16 14:42modify60.101.019441.017191.03144
192022.08.16 14:42modify50.101.016441.017191.03144
202022.08.16 15:10s/l50.101.017191.017191.031447.509982.27
212022.08.16 15:10s/l60.101.017191.017191.03144-22.509959.77
222022.08.23 04:00buy70.100.994470.000000.00000
232022.08.23 04:00modify70.100.994470.980471.00947
242022.08.23 13:45buy80.100.997480.000000.00000
252022.08.23 13:45modify80.100.997480.995221.00947
262022.08.23 13:45modify70.100.994470.995221.00947
272022.08.23 14:00buy90.101.001230.000000.00000
282022.08.23 14:00modify90.101.001230.998971.00947
292022.08.23 14:00modify80.100.997480.998971.00947
302022.08.23 14:00modify70.100.994470.998971.00947
312022.08.23 14:01buy100.101.001970.000000.00000
322022.08.23 14:01modify100.101.001970.999721.00947
332022.08.23 14:01modify90.101.001230.999721.00947
342022.08.23 14:01modify80.100.997480.999721.00947
352022.08.23 14:01modify70.100.994470.999721.00947
362022.08.23 14:16s/l70.100.999720.999721.0094752.5010012.27
372022.08.23 14:16s/l80.100.999720.999721.0094722.4010034.67
382022.08.23 14:16s/l90.100.999720.999721.00947-15.1010019.57
392022.08.23 14:16s/l100.100.999720.999721.00947-22.509997.07
402022.10.05 00:00sell110.100.998390.000000.00000
412022.10.05 00:00modify110.100.998391.012390.98339
422022.10.05 07:17sell120.100.995350.000000.00000
432022.10.05 07:17modify120.100.995350.997640.98339
442022.10.05 07:17modify110.100.998390.997640.98339
452022.10.05 10:16sell130.100.991640.000000.00000
462022.10.05 10:16modify130.100.991640.993890.98339
472022.10.05 10:16modify120.100.995350.993890.98339
482022.10.05 10:16modify110.100.998390.993890.98339
492022.10.05 11:37sell140.100.990870.000000.00000
502022.10.05 11:37modify140.100.990870.993140.98339
512022.10.05 11:37modify130.100.991640.993140.98339
522022.10.05 11:37modify120.100.995350.993140.98339
532022.10.05 11:37modify110.100.998390.993140.98339
542022.10.06 13:29t/p110.100.983390.993140.98339152.2310149.30
552022.10.06 13:29t/p120.100.983390.993140.98339121.8310271.13
562022.10.06 13:29t/p130.100.983390.993140.9833984.7310355.86
572022.10.06 13:29t/p140.100.983390.993140.9833977.0310432.89
582022.10.10 04:00buy150.100.974050.000000.00000
592022.10.10 04:00modify150.100.974050.960050.98905
602022.10.11 16:40buy160.100.977050.000000.00000
612022.10.11 16:40modify160.100.977050.974800.98905
622022.10.11 16:40modify150.100.974050.974800.98905
632022.10.11 18:02s/l150.100.974800.974800.989056.4210439.31
642022.10.11 18:02s/l160.100.974800.974800.98905-22.5010416.81
652022.11.21 16:00buy170.101.024270.000000.00000
662022.11.21 16:00modify170.101.024271.010271.03927
672022.11.22 08:26buy180.101.027270.000000.00000
682022.11.22 08:26modify180.101.027271.025021.03927
692022.11.22 08:26modify170.101.024271.025021.03927
702022.11.22 18:58buy190.101.031050.000000.00000
712022.11.22 18:58modify190.101.031051.028771.03927
722022.11.22 18:58modify180.101.027271.028771.03927
732022.11.22 18:58modify170.101.024271.028771.03927
742022.11.23 00:02buy200.101.031820.000000.00000
752022.11.23 00:02modify200.101.031821.029521.03927
762022.11.23 00:02modify190.101.031051.029521.03927
772022.11.23 00:02modify180.101.027271.029521.03927
782022.11.23 00:02modify170.101.024271.029521.03927
792022.11.23 19:01t/p170.101.039271.029521.03927147.8510564.66
802022.11.23 19:01t/p180.101.039271.029521.03927118.9210683.59
812022.11.23 19:01t/p190.101.039271.029521.0392781.1210764.71
822022.11.23 19:01t/p200.101.039271.029521.0392774.5010839.21
832023.02.07 00:00buy210.101.073180.000000.00000
842023.02.07 00:00modify210.101.073181.059181.08818
852023.02.07 17:57buy220.101.076250.000000.00000
862023.02.07 17:57modify220.101.076251.073931.08818
872023.02.07 17:57modify210.101.073181.073931.08818
882023.02.07 19:00s/l210.101.073931.073931.088187.5010846.71
892023.02.07 19:00s/l220.101.073931.073931.08818-23.2010823.51
902023.04.14 08:00sell230.101.106530.000000.00000
912023.04.14 08:00modify230.101.106531.120531.09153
922023.04.14 12:34sell240.101.103530.000000.00000
932023.04.14 12:34modify240.101.103531.105781.09153
942023.04.14 12:34modify230.101.106531.105781.09153
952023.04.14 14:32sell250.101.099750.000000.00000
962023.04.14 14:32modify250.101.099751.102031.09153
972023.04.14 14:32modify240.101.103531.102031.09153
982023.04.14 14:32modify230.101.106531.102031.09153
992023.04.14 15:24sell260.101.099030.000000.00000
1002023.04.14 15:24modify260.101.099031.101281.09153
1012023.04.14 15:24modify250.101.099751.101281.09153
1022023.04.14 15:24modify240.101.103531.101281.09153
1032023.04.14 15:24modify230.101.106531.101281.09153
1042023.04.17 14:38t/p230.101.091531.101281.09153150.7410974.25
1052023.04.17 14:38t/p240.101.091531.101281.09153120.7411095.00
1062023.04.17 14:38t/p250.101.091531.101281.0915382.9411177.94
1072023.04.17 14:38t/p260.101.091531.101281.0915375.7411253.68
1082023.04.25 04:00sell270.101.105280.000000.00000
1092023.04.25 04:00modify270.101.105281.119281.09028
1102023.04.25 10:54sell280.101.102280.000000.00000
1112023.04.25 10:54modify280.101.102281.104531.09028
1122023.04.25 10:54modify270.101.105281.104531.09028
1132023.04.25 14:13sell290.101.098530.000000.00000
1142023.04.25 14:13modify290.101.098531.100781.09028
1152023.04.25 14:13modify280.101.102281.100781.09028
1162023.04.25 14:13modify270.101.105281.100781.09028
1172023.04.25 14:53sell300.101.097750.000000.00000
1182023.04.25 14:53modify300.101.097751.100031.09028
1192023.04.25 14:53modify290.101.098531.100031.09028
1202023.04.25 14:53modify280.101.102281.100031.09028
1212023.04.25 14:53modify270.101.105281.100031.09028
1222023.04.26 06:35s/l270.101.100031.100031.0902853.2411306.93
1232023.04.26 06:35s/l280.101.100031.100031.0902823.2411330.17
1242023.04.26 06:35s/l290.101.100031.100031.09028-14.2611315.91
1252023.04.26 06:35s/l300.101.100031.100031.09028-22.0611293.86
1262023.05.15 00:00buy310.101.085560.000000.00000
1272023.05.15 00:00modify310.101.085561.071561.10056
1282023.05.15 12:30buy320.101.088700.000000.00000
1292023.05.15 12:30modify320.101.088701.086311.10056
1302023.05.15 12:30modify310.101.085561.086311.10056
1312023.05.16 06:26s/l310.101.086311.086311.100566.4211300.28
1322023.05.16 06:26s/l320.101.086311.086311.10056-24.9811275.31
1332023.05.19 00:00buy330.101.077790.000000.00000
1342023.05.19 00:00modify330.101.077791.063791.09279
1352023.05.19 11:57buy340.101.080790.000000.00000
1362023.05.19 11:57modify340.101.080791.078541.09279
1372023.05.19 11:57modify330.101.077791.078541.09279
1382023.05.19 14:46s/l330.101.078541.078541.092797.5011282.81
1392023.05.19 14:46s/l340.101.078541.078541.09279-22.5011260.31
1402023.06.16 00:00sell350.101.094550.000000.00000
1412023.06.16 00:00modify350.101.094551.108551.07955
1422023.06.19 09:53sell360.101.091550.000000.00000
1432023.06.19 09:53modify360.101.091551.093801.07955
1442023.06.19 09:53modify350.101.094551.093801.07955
1452023.06.20 07:30s/l350.101.093801.093801.079558.9911269.29
1462023.06.20 07:30s/l360.101.093801.093801.07955-21.7611247.54