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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=55; 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=22; 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 profit1152.42Gross profit1535.64Gross loss-383.22
Profit factor4.01Expected payoff30.33
Absolute drawdown72.75Maximal drawdown372.36 (3.23%)Relative drawdown3.23% (372.36)
Total trades38Short positions (won %)21 (66.67%)Long positions (won %)17 (70.59%)
Profit trades (% of total)26 (68.42%)Loss trades (% of total)12 (31.58%)
Largestprofit trade121.49loss trade-146.45
Averageprofit trade59.06loss trade-31.93
Maximumconsecutive wins (profit in money)10 (683.96)consecutive losses (loss in money)3 (-188.21)
Maximalconsecutive profit (count of wins)683.96 (10)consecutive loss (count of losses)-188.21 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.16 00:00buy10.101.016440.000000.00000
22022.08.16 00:00modify10.101.016441.002441.02844
32022.08.17 14:15buy20.101.020140.000000.00000
42022.08.17 14:15modify20.101.020141.017041.02844
52022.08.17 14:15modify10.101.016441.017041.02844
62022.08.17 14:40s/l10.101.017041.017041.028444.9210004.92
72022.08.17 14:40s/l20.101.017041.017041.02844-31.009973.92
82022.08.22 20:00buy30.100.994580.000000.00000
92022.08.22 20:00modify30.100.994580.980581.00658
102022.08.23 13:40buy40.101.000120.000000.00000
112022.08.23 13:40modify40.101.000120.998181.00658
122022.08.23 13:40modify30.100.994580.998181.00658
132022.08.23 13:55s/l30.100.998180.998181.0065834.9210008.85
142022.08.23 13:55s/l40.100.998180.998181.00658-19.409989.45
152022.10.05 00:00sell50.100.998390.000000.00000
162022.10.05 00:00modify50.100.998391.012390.98639
172022.10.05 09:10sell60.100.994630.000000.00000
182022.10.05 09:10modify60.100.994630.997790.98639
192022.10.05 09:10modify50.100.998390.997790.98639
202022.10.05 10:05sell70.100.992950.000000.00000
212022.10.05 10:05modify70.100.992950.994790.98639
222022.10.05 10:05modify60.100.994630.994790.98639
232022.10.05 10:05modify50.100.998390.994790.98639
242022.10.05 11:20sell80.100.991710.000000.00000
252022.10.05 11:20modify80.100.991710.994190.98639
262022.10.05 11:20modify70.100.992950.994190.98639
272022.10.05 11:20modify60.100.994630.994190.98639
282022.10.05 11:20modify50.100.998390.994190.98639
292022.10.05 14:20t/p50.100.986390.994190.98639120.0010109.45
302022.10.05 14:20t/p60.100.986390.994190.9863982.4010191.85
312022.10.05 14:20t/p70.100.986390.994190.9863965.6010257.45
322022.10.05 14:20t/p80.100.986390.994190.9863953.2010310.65
332022.10.13 20:00sell90.100.977450.000000.00000
342022.10.13 20:00modify90.100.977450.991450.96545
352022.10.14 09:40sell100.100.971910.000000.00000
362022.10.14 09:40modify100.100.971910.973850.96545
372022.10.14 09:40modify90.100.977450.973850.96545
382022.10.14 10:20s/l90.100.973850.973850.9654536.7410347.39
392022.10.14 10:20s/l100.100.973850.973850.96545-19.4010327.99
402022.10.17 20:00sell110.100.983530.000000.00000
412022.10.17 20:00modify110.100.983530.997530.97153
422022.10.19 10:40sell120.100.978060.000000.00000
432022.10.19 10:40modify120.100.978060.979930.97153
442022.10.19 10:40modify110.100.983530.979930.97153
452022.10.19 11:25sell130.100.976830.000000.00000
462022.10.19 11:25modify130.100.976830.979330.97153
472022.10.19 11:25modify120.100.978060.979330.97153
482022.10.19 11:25modify110.100.983530.979330.97153
492022.10.19 13:05s/l110.100.979330.979330.9715343.4910371.48
502022.10.19 13:05s/l120.100.979330.979330.97153-12.7010358.78
512022.10.19 13:05s/l130.100.979330.979330.97153-25.0010333.78
522022.10.26 00:00sell140.100.996170.000000.00000
532022.10.26 00:00modify140.100.996171.010170.98417
542022.10.31 11:05sell150.100.992560.000000.00000
552022.10.31 11:05modify150.100.992560.995570.98417
562022.10.31 11:05modify140.100.996170.995570.98417
572022.10.31 12:40sell160.100.990720.000000.00000
582022.10.31 12:40modify160.100.990720.992570.98417
592022.10.31 12:40modify150.100.992560.992570.98417
602022.10.31 12:40modify140.100.996170.992570.98417
612022.10.31 18:45sell170.100.989310.000000.00000
622022.10.31 18:45modify170.100.989310.991970.98417
632022.10.31 18:45modify160.100.990720.991970.98417
642022.10.31 18:45modify150.100.992560.991970.98417
652022.10.31 18:45modify140.100.996170.991970.98417
662022.11.01 05:30s/l140.100.991970.991970.9841746.4610380.24
672022.11.01 05:30s/l150.100.991970.991970.984176.6410386.88
682022.11.01 05:30s/l160.100.991970.991970.98417-11.7610375.12
692022.11.01 05:30s/l170.100.991970.991970.98417-25.8610349.27
702022.11.21 16:00buy180.101.024270.000000.00000
712022.11.21 16:00modify180.101.024271.010271.03627
722022.11.22 10:20buy190.101.028040.000000.00000
732022.11.22 10:20modify190.101.028041.024871.03627
742022.11.22 10:20modify180.101.024271.024871.03627
752022.11.22 17:40buy200.101.029880.000000.00000
762022.11.22 17:40modify200.101.029881.027871.03627
772022.11.22 17:40modify190.101.028041.027871.03627
782022.11.22 17:40modify180.101.024271.027871.03627
792022.11.22 18:40buy210.101.031120.000000.00000
802022.11.22 18:40modify210.101.031121.028471.03627
812022.11.22 18:40modify200.101.029881.028471.03627
822022.11.22 18:40modify190.101.028041.028471.03627
832022.11.22 18:40modify180.101.024271.028471.03627
842022.11.23 14:40t/p180.101.036271.028471.03627117.8510467.12
852022.11.23 14:40t/p190.101.036271.028471.0362781.2210548.34
862022.11.23 14:40t/p200.101.036271.028471.0362762.8210611.16
872022.11.23 14:40t/p210.101.036271.028471.0362750.4210661.59
882022.12.02 04:00sell220.101.052420.000000.00000
892022.12.02 04:00modify220.101.052421.066421.04042
902022.12.02 13:30sell230.101.046900.000000.00000
912022.12.02 13:30modify230.101.046901.048821.04042
922022.12.02 13:30modify220.101.052421.048821.04042
932022.12.02 14:40s/l220.101.048821.048821.0404236.0010697.59
942022.12.02 14:40s/l230.101.048821.048821.04042-19.2010678.39
952022.12.13 20:00sell240.101.063570.000000.00000
962022.12.13 20:00modify240.101.063571.077571.05157
972022.12.15 18:00sell250.101.059900.000000.00000
982022.12.15 18:00modify250.101.059901.062971.05157
992022.12.15 18:00modify240.101.063571.062971.05157
1002022.12.15 19:20s/l240.101.062971.062971.051578.9710687.36
1012022.12.15 19:20s/l250.101.062971.062971.05157-30.7010656.66
1022023.04.13 20:00sell260.101.104660.000000.00000
1032023.04.13 20:00modify260.101.104661.118661.09266
1042023.04.14 14:20sell270.101.100840.000000.00000
1052023.04.14 14:20modify270.101.100841.104061.09266
1062023.04.14 14:20modify260.101.104661.104061.09266
1072023.04.14 15:50sell280.101.097810.000000.00000
1082023.04.14 15:50modify280.101.097811.100461.09266
1092023.04.14 15:50modify270.101.100841.100461.09266
1102023.04.14 15:50modify260.101.104661.100461.09266
1112023.04.14 19:40sell290.101.099210.000000.00000
1122023.04.14 19:40modify290.101.099211.101061.09266
1132023.04.14 19:45modify290.101.099211.100461.09266
1142023.04.17 14:30t/p260.101.092661.100461.09266121.4910778.15
1152023.04.17 14:30t/p270.101.092661.100461.0926682.5410860.69
1162023.04.17 14:30t/p280.101.092661.100461.0926652.2410912.94
1172023.04.17 14:30t/p290.101.092661.100461.0926666.2410979.18
1182023.04.25 20:00buy300.101.097300.000000.00000
1192023.04.25 20:00modify300.101.097301.083301.10930
1202023.04.26 07:00buy310.101.100960.000000.00000
1212023.04.26 07:00modify310.101.100961.097901.10930
1222023.04.26 07:00modify300.101.097301.097901.10930
1232023.04.26 07:40buy320.101.102880.000000.00000
1242023.04.26 07:40modify320.101.102881.100901.10930
1252023.04.26 07:40modify310.101.100961.100901.10930
1262023.04.26 07:40modify300.101.097301.100901.10930
1272023.04.26 11:10buy330.101.103910.000000.00000
1282023.04.26 11:10modify330.101.103911.101501.10930
1292023.04.26 11:10modify320.101.102881.101501.10930
1302023.04.26 11:10modify310.101.100961.101501.10930
1312023.04.26 11:10modify300.101.097301.101501.10930
1322023.04.26 13:40t/p300.101.109301.101501.10930118.9211098.10
1332023.04.26 13:40t/p310.101.109301.101501.1093083.4011181.50
1342023.04.26 13:40t/p320.101.109301.101501.1093064.2011245.70
1352023.04.26 13:40t/p330.101.109301.101501.1093053.9011299.60
1362023.06.23 12:00buy340.101.087920.000000.00000
1372023.06.23 12:00modify340.101.087921.073921.09992
1382023.06.26 11:30buy350.101.091680.000000.00000
1392023.06.26 11:30modify350.101.091681.088521.09992
1402023.06.26 11:30modify340.101.087921.088521.09992
1412023.06.27 01:50buy360.101.093520.000000.00000
1422023.06.27 01:50modify360.101.093521.091521.09992
1432023.06.27 01:50modify350.101.091681.091521.09992
1442023.06.27 01:50modify340.101.087921.091521.09992
1452023.06.27 08:40buy370.101.094680.000000.00000
1462023.06.27 08:40modify370.101.094681.092121.09992
1472023.06.27 08:40modify360.101.093521.092121.09992
1482023.06.27 08:40modify350.101.091681.092121.09992
1492023.06.27 08:40modify340.101.087921.092121.09992
1502023.06.28 14:30s/l340.101.092121.092121.0999238.7711338.38
1512023.06.28 14:30s/l350.101.092121.092121.099922.2511340.62
1522023.06.28 14:30s/l360.101.092121.092121.09992-15.0811325.55
1532023.06.28 14:30s/l370.101.092121.092121.09992-26.6811298.87
1542023.07.21 00:00buy380.101.113750.000000.00000
1552023.07.21 00:00modify380.101.113751.099751.12575
1562023.07.27 13:40s/l380.101.099751.099751.12575-146.4511152.42