Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
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=10; 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=16; 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 modelled79244Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit3167.14Gross profit4245.08Gross loss-1077.94
Profit factor3.94Expected payoff38.16
Absolute drawdown113.00Maximal drawdown368.19 (3.52%)Relative drawdown3.52% (368.19)
Total trades83Short positions (won %)36 (63.89%)Long positions (won %)47 (70.21%)
Profit trades (% of total)56 (67.47%)Loss trades (% of total)27 (32.53%)
Largestprofit trade157.43loss trade-134.30
Averageprofit trade75.81loss trade-39.92
Maximumconsecutive wins (profit in money)11 (905.57)consecutive losses (loss in money)2 (-265.38)
Maximalconsecutive profit (count of wins)905.57 (11)consecutive loss (count of losses)-265.38 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 12:00sell10.101.025850.000000.00000
22022.08.10 12:00modify10.101.025851.038851.01085
32022.08.15 11:40sell20.101.018950.000000.00000
42022.08.15 11:40modify20.101.018951.024351.01085
52022.08.15 11:40modify10.101.025851.024351.01085
62022.08.16 03:10sell30.101.016810.000000.00000
72022.08.16 03:10modify30.101.016811.019101.01085
82022.08.16 03:10modify20.101.018951.019101.01085
92022.08.16 03:10modify10.101.025851.019101.01085
102022.08.16 07:25sell40.101.014430.000000.00000
112022.08.16 07:25modify40.101.014431.020601.01085
122022.08.16 07:25modify30.101.016811.020601.01085
132022.08.16 07:25modify20.101.018951.020601.01085
142022.08.16 07:25modify10.101.025851.020601.01085
152022.08.18 16:20t/p10.101.010851.020601.01085157.4310157.43
162022.08.18 16:20t/p20.101.010851.020601.0108584.7210242.15
172022.08.18 16:20t/p30.101.010851.020601.0108562.5710304.72
182022.08.18 16:20t/p40.101.010851.020601.0108538.7710343.50
192022.08.29 00:00buy50.100.993920.000000.00000
202022.08.29 00:00modify50.100.993920.980921.00892
212022.08.29 12:20buy60.101.000730.000000.00000
222022.08.29 12:20modify60.101.000730.995421.00892
232022.08.29 12:20modify50.100.993920.995421.00892
242022.08.29 12:40buy70.101.003210.000000.00000
252022.08.29 12:40modify70.101.003211.000671.00892
262022.08.29 12:40modify60.101.000731.000671.00892
272022.08.29 12:40modify50.100.993921.000671.00892
282022.08.29 13:05s/l50.101.000671.000671.0089267.5010411.00
292022.08.29 13:05s/l60.101.000671.000671.00892-0.6010410.40
302022.08.29 13:05s/l70.101.000671.000671.00892-25.4010385.00
312022.09.05 00:00buy80.100.991050.000000.00000
322022.09.05 00:00modify80.100.991050.978051.00605
332022.09.06 06:50buy90.100.997940.000000.00000
342022.09.06 06:50modify90.100.997940.992551.00605
352022.09.06 06:50modify80.100.991050.992551.00605
362022.09.06 10:40s/l80.100.992550.992551.0060513.9210398.92
372022.09.06 10:40s/l90.100.992550.992551.00605-53.9010345.02
382022.09.09 04:00sell100.101.006920.000000.00000
392022.09.09 04:00modify100.101.006921.019920.99192
402022.09.12 07:40s/l100.101.019921.019920.99192-129.2610215.76
412022.09.12 08:00sell110.101.017470.000000.00000
422022.09.12 08:00modify110.101.017471.030471.00247
432022.09.13 12:30sell120.101.008450.000000.00000
442022.09.13 12:30modify120.101.008451.010721.00247
452022.09.13 12:30modify110.101.017471.010721.00247
462022.09.13 13:30t/p110.101.002471.010721.00247150.7410366.51
472022.09.13 13:30t/p120.101.002471.010721.0024759.8010426.31
482022.09.21 08:00buy130.100.991320.000000.00000
492022.09.21 08:00modify130.100.991320.978321.00632
502022.09.23 07:40s/l130.100.978320.978321.00632-134.3010292.00
512022.09.23 08:00buy140.100.977810.000000.00000
522022.09.23 08:00modify140.100.977810.964810.99281
532022.09.26 00:20s/l140.100.964810.964810.99281-131.0810160.93
542022.09.26 04:00buy150.100.963680.000000.00000
552022.09.26 04:00modify150.100.963680.950680.97868
562022.09.26 07:40buy160.100.970430.000000.00000
572022.09.26 07:40modify160.100.970430.965180.97868
582022.09.26 07:40modify150.100.963680.965180.97868
592022.09.26 09:40s/l150.100.965180.965180.9786815.0010175.93
602022.09.26 09:40s/l160.100.965180.965180.97868-52.5010123.43
612022.09.28 04:00buy170.100.956090.000000.00000
622022.09.28 04:00modify170.100.956090.943090.97109
632022.09.28 14:30buy180.100.962900.000000.00000
642022.09.28 14:30modify180.100.962900.957590.97109
652022.09.28 14:30modify170.100.956090.957590.97109
662022.09.28 15:30buy190.100.967350.000000.00000
672022.09.28 15:30modify190.100.967350.961340.97109
682022.09.28 15:30modify180.100.962900.961340.97109
692022.09.28 15:30modify170.100.956090.961340.97109
702022.09.28 17:20t/p170.100.971090.961340.97109150.0010273.43
712022.09.28 17:20t/p180.100.971090.961340.9710981.9010355.33
722022.09.28 17:20t/p190.100.971090.961340.9710937.4010392.73
732022.09.30 12:00buy200.100.974930.000000.00000
742022.09.30 12:00modify200.100.974930.961930.98993
752022.09.30 15:05buy210.100.981790.000000.00000
762022.09.30 15:05modify210.100.981790.976430.98993
772022.09.30 15:05modify200.100.974930.976430.98993
782022.10.03 09:40s/l200.100.976430.976430.9899313.9210406.65
792022.10.03 09:40s/l210.100.976430.976430.98993-54.6810351.98
802022.10.04 08:00sell220.100.987510.000000.00000
812022.10.04 08:00modify220.100.987511.000510.97251
822022.10.06 15:50sell230.100.980730.000000.00000
832022.10.06 15:50modify230.100.980730.986010.97251
842022.10.06 15:50modify220.100.987510.986010.97251
852022.10.07 14:25sell240.100.976120.000000.00000
862022.10.07 14:25modify240.100.976120.982260.97251
872022.10.07 14:25modify230.100.980730.982260.97251
882022.10.07 14:25modify220.100.987510.982260.97251
892022.10.07 14:45sell250.100.978260.000000.00000
902022.10.07 14:45modify250.100.978260.980760.97251
912022.10.07 14:50modify250.100.978260.982260.97251
922022.10.10 05:40t/p220.100.972510.982260.97251154.4610506.44
932022.10.10 05:40t/p230.100.972510.982260.9725183.6910590.12
942022.10.10 05:40t/p240.100.972510.982260.9725136.8410626.97
952022.10.10 05:40t/p250.100.972510.982260.9725158.2410685.21
962022.10.14 12:00buy260.100.972170.000000.00000
972022.10.14 12:00modify260.100.972170.959170.98717
982022.10.18 01:45buy270.100.983420.000000.00000
992022.10.18 01:45modify270.100.983420.977420.98717
1002022.10.18 01:45modify260.100.972170.977420.98717
1012022.10.18 06:40t/p260.100.987170.977420.98717147.8510833.06
1022022.10.18 06:40t/p270.100.987170.977420.9871737.5010870.56
1032022.10.19 12:00buy280.100.978600.000000.00000
1042022.10.19 12:00modify280.100.978600.965600.99360
1052022.10.21 18:40buy290.100.985540.000000.00000
1062022.10.21 18:40modify290.100.985540.980100.99360
1072022.10.21 18:40modify280.100.978600.980100.99360
1082022.10.24 13:30buy300.100.987640.000000.00000
1092022.10.24 13:30modify300.100.987640.985350.99360
1102022.10.24 13:30modify290.100.985540.985350.99360
1112022.10.24 13:30modify280.100.978600.985350.99360
1122022.10.25 00:40buy310.100.990000.000000.00000
1132022.10.25 00:40modify310.100.990000.983850.99360
1142022.10.25 00:40modify300.100.987640.983850.99360
1152022.10.25 00:40modify290.100.985540.983850.99360
1162022.10.25 00:40modify280.100.978600.983850.99360
1172022.10.25 13:30t/p280.100.993600.983850.99360143.5511014.10
1182022.10.25 13:30t/p290.100.993600.983850.9936078.4511092.55
1192022.10.25 13:30t/p300.100.993600.983850.9936058.5211151.08
1202022.10.25 13:30t/p310.100.993600.983850.9936036.0011187.08
1212022.10.26 08:00sell320.101.003300.000000.00000
1222022.10.26 08:00modify320.101.003301.016300.98830
1232022.10.27 18:30sell330.100.996340.000000.00000
1242022.10.27 18:30modify330.100.996341.001800.98830
1252022.10.27 18:30modify320.101.003301.001800.98830
1262022.10.28 07:50sell340.100.994120.000000.00000
1272022.10.28 07:50modify340.100.994120.996550.98830
1282022.10.28 07:50modify330.100.996340.996550.98830
1292022.10.28 07:50modify320.101.003300.996550.98830
1302022.10.28 09:33s/l320.100.996550.996550.9883070.4711257.55
1312022.10.28 09:33s/l330.100.996550.996550.98830-1.3611256.19
1322022.10.28 09:33s/l340.100.996550.996550.98830-24.3011231.89
1332022.11.03 08:00buy350.100.978650.000000.00000
1342022.11.03 08:00modify350.100.978650.965650.99365
1352022.11.04 14:10buy360.100.987780.000000.00000
1362022.11.04 14:10modify360.100.987780.985400.99365
1372022.11.04 14:10modify350.100.978650.985400.99365
1382022.11.04 14:20buy370.100.989970.000000.00000
1392022.11.04 14:20modify370.100.989970.983900.99365
1402022.11.04 14:20modify360.100.987780.983900.99365
1412022.11.04 14:20modify350.100.978650.983900.99365
1422022.11.04 14:40t/p350.100.993650.983900.99365148.9211380.82
1432022.11.04 14:40t/p360.100.993650.983900.9936558.7011439.52
1442022.11.04 14:40t/p370.100.993650.983900.9936536.8011476.32
1452022.11.10 12:00buy380.100.994740.000000.00000
1462022.11.10 12:00modify380.100.994740.981741.00974
1472022.11.10 13:30t/p380.101.009740.981741.00974150.0011626.32
1482022.11.14 12:00buy390.101.028680.000000.00000
1492022.11.14 12:00modify390.101.028681.015681.04368
1502022.11.14 18:50buy400.101.035580.000000.00000
1512022.11.14 18:50modify400.101.035581.030181.04368
1522022.11.14 18:50modify390.101.028681.030181.04368
1532022.11.15 07:20buy410.101.037770.000000.00000
1542022.11.15 07:20modify410.101.037771.035431.04368
1552022.11.15 07:20modify400.101.035581.035431.04368
1562022.11.15 07:20modify390.101.028681.035431.04368
1572022.11.15 07:30buy420.101.039940.000000.00000
1582022.11.15 07:30modify420.101.039941.033931.04368
1592022.11.15 07:30modify410.101.037771.033931.04368
1602022.11.15 07:30modify400.101.035581.033931.04368
1612022.11.15 07:30modify390.101.028681.033931.04368
1622022.11.15 10:40t/p390.101.043681.033931.04368148.9211775.24
1632022.11.15 10:40t/p400.101.043681.033931.0436879.9211855.16
1642022.11.15 10:40t/p410.101.043681.033931.0436859.1011914.26
1652022.11.15 10:40t/p420.101.043681.033931.0436837.4011951.66
1662022.11.16 12:00sell430.101.041660.000000.00000
1672022.11.16 12:00modify430.101.041661.054661.02666
1682022.11.17 10:30sell440.101.034810.000000.00000
1692022.11.17 10:30modify440.101.034811.040161.02666
1702022.11.17 10:30modify430.101.041661.040161.02666
1712022.11.17 12:50sell450.101.032420.000000.00000
1722022.11.17 12:50modify450.101.032421.034911.02666
1732022.11.17 12:50modify440.101.034811.034911.02666
1742022.11.17 12:50modify430.101.041661.034911.02666
1752022.11.17 13:05s/l430.101.034911.034911.0266669.7312021.39
1762022.11.17 13:05s/l440.101.034911.034911.02666-1.0012020.39
1772022.11.17 13:05s/l450.101.034911.034911.02666-24.9011995.49
1782022.11.21 08:00buy460.101.025800.000000.00000
1792022.11.21 08:00modify460.101.025801.012801.04080
1802022.11.23 02:40buy470.101.032770.000000.00000
1812022.11.23 02:40modify470.101.032771.027301.04080
1822022.11.23 02:40modify460.101.025801.027301.04080
1832022.11.23 07:50buy480.101.034970.000000.00000
1842022.11.23 07:50modify480.101.034971.032551.04080
1852022.11.23 07:50modify470.101.032771.032551.04080
1862022.11.23 07:50modify460.101.025801.032551.04080
1872022.11.23 08:30s/l460.101.032551.032551.0408065.3512060.84
1882022.11.23 08:30s/l470.101.032551.032551.04080-2.2012058.64
1892022.11.23 08:30s/l480.101.032551.032551.04080-24.2012034.44
1902022.11.28 12:00sell490.101.047410.000000.00000
1912022.11.28 12:00modify490.101.047411.060411.03241
1922022.11.28 15:30sell500.101.040620.000000.00000
1932022.11.28 15:30modify500.101.040621.045911.03241
1942022.11.28 15:30modify490.101.047411.045911.03241
1952022.11.28 18:55sell510.101.036120.000000.00000
1962022.11.28 18:55modify510.101.036121.042161.03241
1972022.11.28 18:55modify500.101.040621.042161.03241
1982022.11.28 18:55modify490.101.047411.042161.03241
1992022.11.29 06:10sell520.101.038260.000000.00000
2002022.11.29 06:10modify520.101.038261.040661.03241
2012022.11.29 06:15modify520.101.038261.042161.03241
2022022.11.29 20:40t/p490.101.032411.042161.03241150.7412185.19
2032022.11.29 20:40t/p500.101.032411.042161.0324182.8412268.03
2042022.11.29 20:40t/p510.101.032411.042161.0324137.8412305.87
2052022.11.29 20:40t/p520.101.032411.042161.0324158.5012364.37
2062022.12.05 04:00sell530.101.058020.000000.00000
2072022.12.05 04:00modify530.101.058021.071021.04302
2082022.12.05 16:40sell540.101.049020.000000.00000
2092022.12.05 16:40modify540.101.049021.051271.04302
2102022.12.05 16:40modify530.101.058021.051271.04302
2112022.12.05 17:40s/l530.101.051271.051271.0430267.5012431.87
2122022.12.05 17:40s/l540.101.051271.051271.04302-22.5012409.37
2132023.01.03 12:00buy550.101.053110.000000.00000
2142023.01.03 12:00modify550.101.053111.040111.06811
2152023.01.03 14:40buy560.101.060030.000000.00000
2162023.01.03 14:40modify560.101.060031.054611.06811
2172023.01.03 14:40modify550.101.053111.054611.06811
2182023.01.03 16:05s/l550.101.054611.054611.0681115.0012424.37
2192023.01.03 16:05s/l560.101.054611.054611.06811-54.2012370.17
2202023.01.23 04:00sell570.101.089860.000000.00000
2212023.01.23 04:00modify570.101.089861.102861.07486
2222023.01.31 08:20sell580.101.082930.000000.00000
2232023.01.31 08:20modify580.101.082931.088361.07486
2242023.01.31 08:20modify570.101.089861.088361.07486
2252023.01.31 08:50sell590.101.080620.000000.00000
2262023.01.31 08:50modify590.101.080621.083111.07486
2272023.01.31 08:50modify580.101.082931.083111.07486
2282023.01.31 08:50modify570.101.089861.083111.07486
2292023.01.31 09:40s/l570.101.083111.083111.0748673.4512443.62
2302023.01.31 09:40s/l580.101.083111.083111.07486-1.8012441.82
2312023.01.31 09:40s/l590.101.083111.083111.07486-24.9012416.92
2322023.03.01 12:00sell600.101.066960.000000.00000
2332023.03.01 12:00modify600.101.066961.079961.05196
2342023.03.02 13:20sell610.101.059960.000000.00000
2352023.03.02 13:20modify610.101.059961.065461.05196
2362023.03.02 13:20modify600.101.066961.065461.05196
2372023.03.02 17:50sell620.101.057810.000000.00000
2382023.03.02 17:50modify620.101.057811.060211.05196
2392023.03.02 17:50modify610.101.059961.060211.05196
2402023.03.02 17:50modify600.101.066961.060211.05196
2412023.03.02 19:15s/l600.101.060211.060211.0519669.7312486.65
2422023.03.02 19:15s/l610.101.060211.060211.05196-2.5012484.15
2432023.03.02 19:15s/l620.101.060211.060211.05196-24.0012460.15
2442023.03.13 04:00sell630.101.071700.000000.00000
2452023.03.13 04:00modify630.101.071701.084701.05670
2462023.03.15 10:50sell640.101.062550.000000.00000
2472023.03.15 10:50modify640.101.062551.064951.05670
2482023.03.15 10:50modify630.101.071701.064951.05670
2492023.03.15 12:40t/p630.101.056701.064951.05670151.4912611.64
2502023.03.15 12:40t/p640.101.056701.064951.0567058.5012670.14
2512023.03.16 08:00sell650.101.062500.000000.00000
2522023.03.16 08:00modify650.101.062501.075501.04750
2532023.03.16 13:05sell660.101.055740.000000.00000
2542023.03.16 13:05modify660.101.055741.061001.04750
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