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=0; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit1818.58Gross profit2920.50Gross loss-1101.92
Profit factor2.65Expected payoff25.98
Absolute drawdown52.35Maximal drawdown378.72 (3.13%)Relative drawdown3.13% (378.72)
Total trades70Short positions (won %)49 (59.18%)Long positions (won %)21 (57.14%)
Profit trades (% of total)41 (58.57%)Loss trades (% of total)29 (41.43%)
Largestprofit trade153.72loss trade-133.98
Averageprofit trade71.23loss trade-38.00
Maximumconsecutive wins (profit in money)5 (391.57)consecutive losses (loss in money)3 (-272.18)
Maximalconsecutive profit (count of wins)391.57 (5)consecutive loss (count of losses)-272.18 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.11 20:00buy10.101.004810.000000.00000
22022.07.11 20:00modify10.101.004810.992811.01981
32022.07.13 14:50buy20.101.011560.000000.00000
42022.07.13 14:50modify20.101.011561.009311.01981
52022.07.13 14:50modify10.101.004811.009311.01981
62022.07.13 14:55s/l10.101.009311.009311.0198142.8510042.85
72022.07.13 14:55s/l20.101.009311.009311.01981-22.5010020.35
82022.08.10 16:00sell30.101.033330.000000.00000
92022.08.10 16:00modify30.101.033331.045331.01833
102022.08.12 13:00sell40.101.027050.000000.00000
112022.08.12 13:00modify40.101.027051.031831.01833
122022.08.12 13:00modify30.101.033331.031831.01833
132022.08.12 14:06sell50.101.026490.000000.00000
142022.08.12 14:06modify50.101.026491.028831.01833
152022.08.12 14:06modify40.101.027051.028831.01833
162022.08.12 14:06modify30.101.033331.028831.01833
172022.08.15 08:30sell60.101.021320.000000.00000
182022.08.15 08:30modify60.101.021321.026581.01833
192022.08.15 08:30modify50.101.026491.026581.01833
202022.08.15 08:30modify40.101.027051.026581.01833
212022.08.15 08:30modify30.101.033331.026581.01833
222022.08.15 16:20t/p30.101.018331.026581.01833153.7210174.06
232022.08.15 16:20t/p40.101.018331.026581.0183387.9410262.01
242022.08.15 16:20t/p50.101.018331.026581.0183382.3410344.35
252022.08.15 16:20t/p60.101.018331.026581.0183329.9010374.25
262022.09.26 20:00buy70.100.961180.000000.00000
272022.09.26 20:00modify70.100.961180.949180.97618
282022.09.27 06:15buy80.100.967370.000000.00000
292022.09.27 06:15modify80.100.967370.962680.97618
302022.09.27 06:15modify70.100.961180.962680.97618
312022.09.27 08:33s/l70.100.962680.962680.9761813.9210388.18
322022.09.27 08:33s/l80.100.962680.962680.97618-46.9010341.28
332022.10.04 16:00sell90.100.997630.000000.00000
342022.10.04 16:00modify90.100.997631.009630.98263
352022.10.05 23:45sell100.100.990760.000000.00000
362022.10.05 23:45modify100.100.990760.993130.98263
372022.10.05 23:45modify90.100.997630.993130.98263
382022.10.06 00:25sell110.100.991460.000000.00000
392022.10.06 00:25modify110.100.991460.996130.98263
402022.10.06 00:30modify110.100.991460.993130.98263
412022.10.06 12:40sell120.100.985560.000000.00000
422022.10.06 12:40modify120.100.985560.990880.98263
432022.10.06 12:40modify100.100.990760.990880.98263
442022.10.06 12:40modify110.100.991460.990880.98263
452022.10.06 12:40modify90.100.997630.990880.98263
462022.10.06 13:40t/p90.100.982630.990880.98263152.9710494.25
472022.10.06 13:40t/p100.100.982630.990880.9826383.5310577.78
482022.10.06 13:40t/p110.100.982630.990880.9826388.3010666.08
492022.10.06 13:40t/p120.100.982630.990880.9826329.3010695.38
502022.10.07 20:00buy130.100.974150.000000.00000
512022.10.07 20:00modify130.100.974150.962150.98915
522022.10.13 15:40buy140.100.980200.000000.00000
532022.10.13 15:40modify140.100.980200.975650.98915
542022.10.13 15:40modify130.100.974150.975650.98915
552022.10.14 01:40buy150.100.981160.000000.00000
562022.10.14 01:40modify150.100.981160.978650.98915
572022.10.14 01:40modify140.100.980200.978650.98915
582022.10.14 01:40modify130.100.974150.978650.98915
592022.10.14 03:40s/l130.100.978650.978650.9891537.4710732.85
602022.10.14 03:40s/l140.100.978650.978650.98915-16.5810716.27
612022.10.14 03:40s/l150.100.978650.978650.98915-25.1010691.17
622022.10.17 16:00sell160.100.984170.000000.00000
632022.10.17 16:00modify160.100.984170.996170.96917
642022.10.19 10:40sell170.100.978060.000000.00000
652022.10.19 10:40modify170.100.978060.982670.96917
662022.10.19 10:40modify160.100.984170.982670.96917
672022.10.19 12:30sell180.100.977130.000000.00000
682022.10.19 12:30modify180.100.977130.979670.96917
692022.10.19 12:30modify170.100.978060.979670.96917
702022.10.19 12:30modify160.100.984170.979670.96917
712022.10.19 13:05s/l160.100.979670.979670.9691746.4910737.66
722022.10.19 13:05s/l170.100.979670.979670.96917-16.1010721.56
732022.10.19 13:05s/l180.100.979670.979670.96917-25.4010696.16
742022.10.25 16:00sell190.100.995770.000000.00000
752022.10.25 16:00modify190.100.995771.007770.98077
762022.10.26 15:40s/l190.101.007771.007770.98077-119.2610576.90
772022.10.26 16:00sell200.101.006770.000000.00000
782022.10.26 16:00modify200.101.006771.018770.99177
792022.10.27 12:55sell210.101.000600.000000.00000
802022.10.27 12:55modify210.101.000601.005270.99177
812022.10.27 12:55modify200.101.006771.005270.99177
822022.10.27 14:55sell220.100.999800.000000.00000
832022.10.27 14:55modify220.100.999801.002270.99177
842022.10.27 14:55modify210.101.000601.002270.99177
852022.10.27 14:55modify200.101.006771.002270.99177
862022.10.28 07:59sell230.100.994510.000000.00000
872022.10.28 07:59modify230.100.994511.000020.99177
882022.10.28 07:59modify220.100.999801.000020.99177
892022.10.28 07:59modify210.101.000601.000020.99177
902022.10.28 07:59modify200.101.006771.000020.99177
912022.10.31 08:40t/p200.100.991771.000020.99177153.7210730.62
922022.10.31 08:40t/p210.100.991771.000020.9917789.7910820.41
932022.10.31 08:40t/p220.100.991771.000020.9917781.7910902.19
942022.10.31 08:40t/p230.100.991771.000020.9917728.1410930.34
952022.11.04 20:00sell240.100.996050.000000.00000
962022.11.04 20:00modify240.100.996051.008050.98105
972022.11.06 22:15sell250.100.990010.000000.00000
982022.11.06 22:15modify250.100.990010.994550.98105
992022.11.06 22:15modify240.100.996050.994550.98105
1002022.11.06 23:40s/l240.100.994550.994550.9810515.0010945.34
1012022.11.06 23:40s/l250.100.994550.994550.98105-45.4010899.94
1022022.11.07 20:00sell260.101.002650.000000.00000
1032022.11.07 20:00modify260.101.002651.014650.98765
1042022.11.10 10:20sell270.100.995710.000000.00000
1052022.11.10 10:20modify270.100.995710.998150.98765
1062022.11.10 10:20modify260.101.002650.998150.98765
1072022.11.10 13:10s/l260.100.998150.998150.9876548.7210948.65
1082022.11.10 13:10s/l270.100.998150.998150.98765-24.4010924.25
1092022.11.23 20:00sell280.101.040080.000000.00000
1102022.11.23 20:00modify280.101.040081.052081.02508
1112022.11.28 19:50sell290.101.033940.000000.00000
1122022.11.28 19:50modify290.101.033941.038581.02508
1132022.11.28 19:50modify280.101.040081.038581.02508
1142022.11.29 03:40s/l280.101.038581.038581.0250819.4610943.71
1152022.11.29 03:40s/l290.101.038581.038581.02508-45.6610898.05
1162022.12.29 20:00sell300.101.067790.000000.00000
1172022.12.29 20:00modify300.101.067791.079791.05279
1182023.01.03 08:50sell310.101.055770.000000.00000
1192023.01.03 08:50modify310.101.055771.061041.05279
1202023.01.03 08:50modify300.101.067791.061041.05279
1212023.01.03 11:40t/p300.101.052791.061041.05279152.2311050.28
1222023.01.03 11:40t/p310.101.052791.061041.0527929.8011080.08
1232023.01.05 16:00buy320.101.052130.000000.00000
1242023.01.05 16:00modify320.101.052131.040131.06713
1252023.01.06 18:30buy330.101.064260.000000.00000
1262023.01.06 18:30modify330.101.064261.058881.06713
1272023.01.06 18:30modify320.101.052131.058881.06713
1282023.01.09 01:40t/p320.101.067131.058881.06713147.8511227.93
1292023.01.09 01:40t/p330.101.067131.058881.0671327.6211255.56
1302023.01.09 16:00sell340.101.074020.000000.00000
1312023.01.09 16:00modify340.101.074021.086021.05902
1322023.01.12 18:30s/l340.101.086021.086021.05902-116.2811139.27
1332023.02.01 16:00sell350.101.091950.000000.00000
1342023.02.01 16:00modify350.101.091951.103951.07695
1352023.02.03 14:35sell360.101.085700.000000.00000
1362023.02.03 14:35modify360.101.085701.090451.07695
1372023.02.03 14:35modify350.101.091951.090451.07695
1382023.02.03 15:20sell370.101.085170.000000.00000
1392023.02.03 15:20modify370.101.085171.087451.07695
1402023.02.03 15:20modify360.101.085701.087451.07695
1412023.02.03 15:20modify350.101.091951.087451.07695
1422023.02.03 20:30sell380.101.079720.000000.00000
1432023.02.03 20:30modify380.101.079721.085201.07695
1442023.02.03 20:30modify370.101.085171.085201.07695
1452023.02.03 20:30modify360.101.085701.085201.07695
1462023.02.03 20:30modify350.101.091951.085201.07695
1472023.02.06 09:40t/p350.101.076951.085201.07695153.7211292.99
1482023.02.06 09:40t/p360.101.076951.085201.0769588.2411381.23
1492023.02.06 09:40t/p370.101.076951.085201.0769582.9411464.18
1502023.02.06 09:40t/p380.101.076951.085201.0769528.4411492.62
1512023.02.22 20:00buy390.101.060390.000000.00000
1522023.02.22 20:00modify390.101.060391.048391.07539
1532023.03.01 10:30buy400.101.066430.000000.00000
1542023.03.01 10:30modify400.101.066431.061891.07539
1552023.03.01 10:30modify390.101.060391.061891.07539
1562023.03.01 10:40buy410.101.067230.000000.00000
1572023.03.01 10:40modify410.101.067231.064891.07539
1582023.03.01 10:40modify400.101.066431.064891.07539
1592023.03.01 10:40modify390.101.060391.064891.07539
1602023.03.01 15:05s/l390.101.064891.064891.0753937.4711530.09
1612023.03.01 15:05s/l400.101.064891.064891.07539-15.4011514.69
1622023.03.01 15:05s/l410.101.064891.064891.07539-23.4011491.29
1632023.03.07 20:00buy420.101.055460.000000.00000
1642023.03.07 20:00modify420.101.055461.043461.07046
1652023.03.10 14:40buy430.101.067730.000000.00000
1662023.03.10 14:40modify430.101.067731.062211.07046
1672023.03.10 14:40modify420.101.055461.062211.07046
1682023.03.13 02:30t/p420.101.070461.062211.07046143.5511634.84
1692023.03.13 02:30t/p430.101.070461.062211.0704626.2211661.06
1702023.03.15 16:00buy440.101.053680.000000.00000
1712023.03.15 16:00modify440.101.053681.041681.06868
1722023.03.16 00:50buy450.101.059890.000000.00000
1732023.03.16 00:50modify450.101.059891.055181.06868
1742023.03.16 00:50modify440.101.053681.055181.06868
1752023.03.16 04:30buy460.101.060460.000000.00000
1762023.03.16 04:30modify460.101.060461.058181.06868
1772023.03.16 04:30modify450.101.059891.058181.06868
1782023.03.16 04:30modify440.101.053681.058181.06868
1792023.03.16 12:40s/l440.101.058181.058181.0686841.7711702.83
1802023.03.16 12:40s/l450.101.058181.058181.06868-17.1011685.73
1812023.03.16 12:40s/l460.101.058181.058181.06868-22.8011662.93
1822023.03.22 20:00sell470.101.086520.000000.00000
1832023.03.22 20:00modify470.101.086521.098521.07152
1842023.03.24 13:05sell480.101.074360.000000.00000
1852023.03.24 13:05modify480.101.074361.079771.07152
1862023.03.24 13:05modify470.101.086521.079771.07152
1872023.03.27 13:40s/l470.101.079771.079771.0715271.2211734.15
1882023.03.27 13:40s/l480.101.079771.079771.07152-53.3611680.79
1892023.03.30 20:00sell490.101.090670.000000.00000
1902023.03.30 20:00modify490.101.090671.102671.07567
1912023.03.31 19:59sell500.101.084560.000000.00000
1922023.03.31 19:59modify500.101.084561.089171.07567
1932023.03.31 19:59modify490.101.090671.089171.07567
1942023.03.31 20:40sell510.101.083680.000000.00000
1952023.03.31 20:40modify510.101.083681.086171.07567
1962023.03.31 20:40modify500.101.084561.086171.07567
1972023.03.31 20:40modify490.101.090671.086171.07567
1982023.04.03 10:20s/l490.101.086171.086171.0756746.4911727.28
1992023.04.03 10:20s/l500.101.086171.086171.07567-15.3611711.92
2002023.04.03 10:20s/l510.101.086171.086171.07567-24.1611687.76
2012023.04.10 16:00buy520.101.084210.000000.00000
2022023.04.10 16:00modify520.101.084211.072211.09921
2032023.04.11 08:20buy530.101.090460.000000.00000
2042023.04.11 08:20modify530.101.090461.085711.09921
2052023.04.11 08:20modify520.101.084211.085711.09921
2062023.04.11 08:55buy540.101.090980.000000.00000
2072023.04.11 08:55modify540.101.090981.088711.09921
2082023.04.11 08:55modify530.101.090461.088711.09921
2092023.04.11 08:55modify520.101.084211.088711.09921
2102023.04.12 14:30t/p520.101.099211.088711.09921147.8511835.61
2112023.04.12 14:30t/p530.101.099211.088711.0992186.4211922.04
2122023.04.12 14:30t/p540.101.099211.088711.0992181.2212003.26
2132023.04.12 16:00sell550.101.098640.000000.00000
2142023.04.12 16:00modify550.101.098641.110641.08364
2152023.04.17 14:20sell560.101.092610.000000.00000
2162023.04.17 14:20modify560.101.092611.097141.08364
2172023.04.17 14:20modify550.101.098641.097141.08364
2182023.04.17 14:30sell570.101.091880.000000.00000
2192023.04.17 14:30modify570.101.091881.094141.08364
2202023.04.17 14:30modify560.101.092611.094141.08364
2212023.04.17 14:30modify550.101.098641.094141.08364
2222023.04.18 03:40s/l550.101.094141.094141.0836449.4612052.72
2232023.04.18 03:40s/l560.101.094141.094141.08364-14.5612038.16
2242023.04.18 03:40s/l570.101.094141.094141.08364-21.8612016.31
2252023.04.24 20:00sell580.101.104330.000000.00000
2262023.04.24 20:00modify580.101.104331.116331.08933
2272023.04.25 14:40sell590.101.097500.000000.00000
2282023.04.25 14:40modify590.101.097501.099831.08933
2292023.04.25 14:40modify580.101.104331.099831.08933
2302023.04.25 15:26sell600.101.098050.000000.00000
2312023.04.25 15:26modify600.101.098051.102831.08933
2322023.04.25 15:33modify600.101.098051.099831.08933
2332023.04.26 06:20s/l580.101.099831.099831.0893346.4912062.79
2342023.04.26 06:20s/l590.101.099831.099831.08933-22.5612040.24
2352023.04.26 06:20s/l600.101.099831.099831.08933-17.0612023.18
2362023.05.03 20:00sell610.101.105440.000000.00000
2372023.05.03 20:00modify610.101.105441.117441.09044
2382023.05.04 14:40sell620.101.098600.000000.00000
2392023.05.04 14:40modify620.101.098601.100941.09044
2402023.05.04 14:40modify610.101.105441.100941.09044
2412023.05.04 15:30s/l610.101.100941.100941.0904447.2312070.41
2422023.05.04 15:30s/l620.101.100941.100941.09044-23.4012047.01
2432023.05.12 16:00buy630.101.085830.000000.00000
2442023.05.12 16:00modify630.101.085831.073831.10083
2452023.05.25 03:30s/l630.101.073831.073831.10083-133.9811913.03
2462023.06.08 16:00sell640.101.077880.000000.00000
2472023.06.08 16:00modify640.101.077881.089881.06288
2482023.06.15 13:40s/l640.101.089881.089881.06288-114.8011798.23
2492023.06.15 20:00sell650.101.094760.000000.00000
2502023.06.15 20:00modify650.101.094761.106761.07976
2512023.06.23 07:30sell660.101.087960.000000.00000
2522023.06.23 07:30modify660.101.087961.090261.07976
2532023.06.23 07:30modify650.101.094761.090261.07976
2542023.06.23 12:55sell670.101.088710.000000.00000
2552023.06.23 12:55modify670.101.088711.093261.07976
2562023.06.23 13:00modify670.101.088711.090261.07976
2572023.06.23 13:05s/l650.101.090261.090261.0797650.9511849.18
2582023.06.23 13:05s/l660.101.090261.090261.07976-23.0011826.18
2592023.06.23 13:05s/l670.101.090261.090261.07976-15.5011810.68
2602023.06.27 16:00sell680.101.095980.000000.00000
2612023.06.27 16:00modify680.101.095981.107981.08098
2622023.06.28 14:40sell690.101.089680.000000.00000
2632023.06.28 14:40modify690.101.089681.094481.08098
2642023.06.28 14:40modify680.101.095981.094481.08098
2652023.06.29 03:40sell700.101.089050.000000.00000
2662023.06.29 03:40modify700.101.089051.091481.08098
2672023.06.29 03:40modify690.101.089681.091481.08098
2682023.06.29 03:40modify680.101.095981.091481.08098
2692023.06.29 07:30s/l680.101.091481.091481.0809847.9711858.65
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2712023.06.29 07:30s/l700.101.091481.091481.08098-24.3011818.58