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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled38019738Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit865.42Gross profit1290.34Gross loss-424.92
Profit factor3.04Expected payoff20.13
Absolute drawdown99.52Maximal drawdown372.36 (3.31%)Relative drawdown3.31% (372.36)
Total trades43Short positions (won %)24 (58.33%)Long positions (won %)19 (68.42%)
Profit trades (% of total)27 (62.79%)Loss trades (% of total)16 (37.21%)
Largestprofit trade121.49loss trade-146.45
Averageprofit trade47.79loss trade-26.56
Maximumconsecutive wins (profit in money)10 (691.86)consecutive losses (loss in money)3 (-185.01)
Maximalconsecutive profit (count of wins)691.86 (10)consecutive loss (count of losses)-185.01 (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 14:09buy20.101.020040.000000.00000
42022.08.17 14:09modify20.101.020041.017041.02844
52022.08.17 14:09modify10.101.016441.017041.02844
62022.08.17 14:52s/l10.101.017041.017041.028444.9210004.92
72022.08.17 14:52s/l20.101.017041.017041.02844-30.009974.92
82022.08.22 20:00buy30.100.994580.000000.00000
92022.08.22 20:00modify30.100.994580.980581.00658
102022.08.23 13:45buy40.100.998180.000000.00000
112022.08.23 13:45modify40.100.998180.995181.00658
122022.08.23 13:45modify30.100.994580.995181.00658
132022.08.23 13:59buy50.100.999990.000000.00000
142022.08.23 13:59modify50.100.999990.998181.00658
152022.08.23 13:59modify40.100.998180.998181.00658
162022.08.23 13:59modify30.100.994580.998181.00658
172022.08.23 14:00buy60.101.001230.000000.00000
182022.08.23 14:00modify60.101.001230.998781.00658
192022.08.23 14:00modify50.100.999990.998781.00658
202022.08.23 14:00modify40.100.998180.998781.00658
212022.08.23 14:00modify30.100.994580.998781.00658
222022.08.23 14:19s/l30.100.998780.998781.0065840.9210015.85
232022.08.23 14:19s/l40.100.998780.998781.006586.0010021.85
242022.08.23 14:19s/l50.100.998780.998781.00658-12.1010009.75
252022.08.23 14:19s/l60.100.998780.998781.00658-24.509985.25
262022.10.05 00:00sell70.100.998390.000000.00000
272022.10.05 00:00modify70.100.998391.012390.98639
282022.10.05 07:17sell80.100.994780.000000.00000
292022.10.05 07:17modify80.100.994780.997790.98639
302022.10.05 07:17modify70.100.998390.997790.98639
312022.10.05 08:18sell90.100.992980.000000.00000
322022.10.05 08:18modify90.100.992980.994790.98639
332022.10.05 08:18modify80.100.994780.994790.98639
342022.10.05 08:18modify70.100.998390.994790.98639
352022.10.05 08:50s/l70.100.994790.994790.9863936.0010021.25
362022.10.05 08:50s/l80.100.994790.994790.98639-0.1010021.15
372022.10.05 08:50s/l90.100.994790.994790.98639-18.1010003.05
382022.10.13 20:00sell100.100.977450.000000.00000
392022.10.13 20:00modify100.100.977450.991450.96545
402022.10.14 09:20sell110.100.973850.000000.00000
412022.10.14 09:20modify110.100.973850.976850.96545
422022.10.14 09:20modify100.100.977450.976850.96545
432022.10.14 09:44sell120.100.972050.000000.00000
442022.10.14 09:44modify120.100.972050.973850.96545
452022.10.14 09:44modify110.100.973850.973850.96545
462022.10.14 09:44modify100.100.977450.973850.96545
472022.10.14 09:45s/l100.100.973850.973850.9654536.7410039.79
482022.10.14 09:45s/l110.100.973850.973850.965450.0010039.79
492022.10.14 09:45s/l120.100.973850.973850.96545-18.0010021.79
502022.10.17 20:00sell130.100.983530.000000.00000
512022.10.17 20:00modify130.100.983530.997530.97153
522022.10.19 10:27sell140.100.979930.000000.00000
532022.10.19 10:27modify140.100.979930.982930.97153
542022.10.19 10:27modify130.100.983530.982930.97153
552022.10.19 10:59sell150.100.978130.000000.00000
562022.10.19 10:59modify150.100.978130.979930.97153
572022.10.19 10:59modify140.100.979930.979930.97153
582022.10.19 10:59modify130.100.983530.979930.97153
592022.10.19 11:10sell160.100.976920.000000.00000
602022.10.19 11:10modify160.100.976920.979330.97153
612022.10.19 11:10modify150.100.978130.979330.97153
622022.10.19 11:10modify140.100.979930.979330.97153
632022.10.19 11:10modify130.100.983530.979330.97153
642022.10.19 13:23s/l130.100.979330.979330.9715343.4910065.28
652022.10.19 13:23s/l140.100.979330.979330.971536.0010071.28
662022.10.19 13:23s/l150.100.979330.979330.97153-12.0010059.28
672022.10.19 13:23s/l160.100.979330.979330.97153-24.1010035.18
682022.10.26 00:00sell170.100.996170.000000.00000
692022.10.26 00:00modify170.100.996171.010170.98417
702022.10.31 08:02sell180.100.992430.000000.00000
712022.10.31 08:02modify180.100.992430.995570.98417
722022.10.31 08:02modify170.100.996170.995570.98417
732022.10.31 12:56sell190.100.990740.000000.00000
742022.10.31 12:56modify190.100.990740.992570.98417
752022.10.31 12:56modify180.100.992430.992570.98417
762022.10.31 12:56modify170.100.996170.992570.98417
772022.10.31 13:49sell200.100.989550.000000.00000
782022.10.31 13:49modify200.100.989550.991970.98417
792022.10.31 13:49modify190.100.990740.991970.98417
802022.10.31 13:49modify180.100.992430.991970.98417
812022.10.31 13:49modify170.100.996170.991970.98417
822022.11.01 05:45s/l170.100.991970.991970.9841746.4610081.64
832022.11.01 05:45s/l180.100.991970.991970.984175.3410086.98
842022.11.01 05:45s/l190.100.991970.991970.98417-11.5610075.42
852022.11.01 05:45s/l200.100.991970.991970.98417-23.4610051.97
862022.11.21 16:00buy210.101.024270.000000.00000
872022.11.21 16:00modify210.101.024271.010271.03627
882022.11.22 08:26buy220.101.027880.000000.00000
892022.11.22 08:26modify220.101.027881.024871.03627
902022.11.22 08:26modify210.101.024271.024871.03627
912022.11.22 17:57buy230.101.029680.000000.00000
922022.11.22 17:57modify230.101.029681.027871.03627
932022.11.22 17:57modify220.101.027881.027871.03627
942022.11.22 17:57modify210.101.024271.027871.03627
952022.11.22 18:57buy240.101.030920.000000.00000
962022.11.22 18:57modify240.101.030921.028471.03627
972022.11.22 18:57modify230.101.029681.028471.03627
982022.11.22 18:57modify220.101.027881.028471.03627
992022.11.22 18:57modify210.101.024271.028471.03627
1002022.11.23 14:48t/p210.101.036271.028471.03627117.8510169.82
1012022.11.23 14:48t/p220.101.036271.028471.0362782.8210252.64
1022022.11.23 14:48t/p230.101.036271.028471.0362764.8210317.46
1032022.11.23 14:48t/p240.101.036271.028471.0362752.4210369.89
1042022.12.02 04:00sell250.101.052420.000000.00000
1052022.12.02 04:00modify250.101.052421.066421.04042
1062022.12.02 13:30sell260.101.048590.000000.00000
1072022.12.02 13:30modify260.101.048591.051821.04042
1082022.12.02 13:30modify250.101.052421.051821.04042
1092022.12.02 13:31sell270.101.047020.000000.00000
1102022.12.02 13:31modify270.101.047021.048821.04042
1112022.12.02 13:31modify260.101.048591.048821.04042
1122022.12.02 13:31modify250.101.052421.048821.04042
1132022.12.02 13:32sell280.101.045820.000000.00000
1142022.12.02 13:32modify280.101.045821.048221.04042
1152022.12.02 13:32modify270.101.047021.048221.04042
1162022.12.02 13:32modify260.101.048591.048221.04042
1172022.12.02 13:32modify250.101.052421.048221.04042
1182022.12.02 14:22s/l250.101.048221.048221.0404242.0010411.89
1192022.12.02 14:22s/l260.101.048221.048221.040423.7010415.59
1202022.12.02 14:22s/l270.101.048221.048221.04042-12.0010403.59
1212022.12.02 14:22s/l280.101.048221.048221.04042-24.0010379.59
1222022.12.13 20:00sell290.101.063570.000000.00000
1232022.12.13 20:00modify290.101.063571.077571.05157
1242022.12.15 17:10sell300.101.059970.000000.00000
1252022.12.15 17:10modify300.101.059971.062971.05157
1262022.12.15 17:10modify290.101.063571.062971.05157
1272022.12.15 19:01s/l290.101.062971.062971.051578.9710388.56
1282022.12.15 19:01s/l300.101.062971.062971.05157-30.0010358.56
1292023.04.13 20:00sell310.101.104660.000000.00000
1302023.04.13 20:00modify310.101.104661.118661.09266
1312023.04.14 14:00sell320.101.100970.000000.00000
1322023.04.14 14:00modify320.101.100971.104061.09266
1332023.04.14 14:00modify310.101.104661.104061.09266
1342023.04.14 15:24sell330.101.099240.000000.00000
1352023.04.14 15:24modify330.101.099241.101061.09266
1362023.04.14 15:24modify320.101.100971.101061.09266
1372023.04.14 15:24modify310.101.104661.101061.09266
1382023.04.14 15:43sell340.101.098060.000000.00000
1392023.04.14 15:43modify340.101.098061.100461.09266
1402023.04.14 15:43modify330.101.099241.100461.09266
1412023.04.14 15:43modify320.101.100971.100461.09266
1422023.04.14 15:43modify310.101.104661.100461.09266
1432023.04.17 14:04t/p310.101.092661.100461.09266121.4910480.05
1442023.04.17 14:04t/p320.101.092661.100461.0926683.8410563.89
1452023.04.17 14:04t/p330.101.092661.100461.0926666.5410630.44
1462023.04.17 14:04t/p340.101.092661.100461.0926654.7410685.18
1472023.04.25 20:00buy350.101.097300.000000.00000
1482023.04.25 20:00modify350.101.097301.083301.10930
1492023.04.26 06:48buy360.101.100900.000000.00000
1502023.04.26 06:48modify360.101.100901.097901.10930
1512023.04.26 06:48modify350.101.097301.097901.10930
1522023.04.26 07:22buy370.101.102700.000000.00000
1532023.04.26 07:22modify370.101.102701.100901.10930
1542023.04.26 07:22modify360.101.100901.100901.10930
1552023.04.26 07:22modify350.101.097301.100901.10930
1562023.04.26 08:28buy380.101.103920.000000.00000
1572023.04.26 08:28modify380.101.103921.101501.10930
1582023.04.26 08:28modify370.101.102701.101501.10930
1592023.04.26 08:28modify360.101.100901.101501.10930
1602023.04.26 08:28modify350.101.097301.101501.10930
1612023.04.26 13:24t/p350.101.109301.101501.10930118.9210804.10
1622023.04.26 13:24t/p360.101.109301.101501.1093084.0010888.10
1632023.04.26 13:24t/p370.101.109301.101501.1093066.0010954.10
1642023.04.26 13:24t/p380.101.109301.101501.1093053.8011007.90
1652023.06.23 12:00buy390.101.087920.000000.00000
1662023.06.23 12:00modify390.101.087921.073921.09992
1672023.06.26 11:43buy400.101.091530.000000.00000
1682023.06.26 11:43modify400.101.091531.088521.09992
1692023.06.26 11:43modify390.101.087921.088521.09992
1702023.06.27 01:49buy410.101.093330.000000.00000
1712023.06.27 01:49modify410.101.093331.091521.09992
1722023.06.27 01:49modify400.101.091531.091521.09992
1732023.06.27 01:49modify390.101.087921.091521.09992
1742023.06.27 08:04buy420.101.094550.000000.00000
1752023.06.27 08:04modify420.101.094551.092121.09992
1762023.06.27 08:04modify410.101.093331.092121.09992
1772023.06.27 08:04modify400.101.091531.092121.09992
1782023.06.27 08:04modify390.101.087921.092121.09992
1792023.06.28 14:12s/l390.101.092121.092121.0999238.7711046.68
1802023.06.28 14:12s/l400.101.092121.092121.099923.7511050.42
1812023.06.28 14:12s/l410.101.092121.092121.09992-13.1811037.25
1822023.06.28 14:12s/l420.101.092121.092121.09992-25.3811011.87
1832023.07.21 00:00buy430.101.113750.000000.00000
1842023.07.21 00:00modify430.101.113751.099751.12575
1852023.07.27 13:40s/l430.101.099751.099751.12575-146.4510865.42