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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test2617Ticks modelled79244Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2638.06Gross profit3778.96Gross loss-1140.91
Profit factor3.31Expected payoff38.23
Absolute drawdown14.40Maximal drawdown265.20 (2.18%)Relative drawdown2.35% (256.64)
Total trades69Short positions (won %)34 (70.59%)Long positions (won %)35 (71.43%)
Profit trades (% of total)49 (71.01%)Loss trades (% of total)20 (28.99%)
Largestprofit trade153.72loss trade-71.08
Averageprofit trade77.12loss trade-57.05
Maximumconsecutive wins (profit in money)8 (629.92)consecutive losses (loss in money)3 (-156.32)
Maximalconsecutive profit (count of wins)629.92 (8)consecutive loss (count of losses)-156.32 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.05 16:00buy10.101.017180.000000.00000
22022.08.05 16:00modify10.101.017181.010181.03218
32022.08.09 08:55buy20.101.024230.000000.00000
42022.08.09 08:55modify20.101.024231.019431.03218
52022.08.09 08:55modify10.101.017181.019431.03218
62022.08.10 11:40buy30.101.026370.000000.00000
72022.08.10 11:40modify30.101.026371.020931.03218
82022.08.10 11:40modify20.101.024231.020931.03218
92022.08.10 11:40modify10.101.017181.020931.03218
102022.08.10 12:40t/p10.101.032181.020931.03218146.7710146.77
112022.08.10 12:40t/p20.101.032181.020931.0321878.4210225.20
122022.08.10 12:40t/p30.101.032181.020931.0321858.1010283.30
132022.08.10 16:00sell40.101.033330.000000.00000
142022.08.10 16:00modify40.101.033331.040331.01833
152022.08.12 14:06sell50.101.026490.000000.00000
162022.08.12 14:06modify50.101.026491.031081.01833
172022.08.12 14:06modify40.101.033331.031081.01833
182022.08.12 14:46sell60.101.024180.000000.00000
192022.08.12 14:46modify60.101.024181.029581.01833
202022.08.12 14:46modify50.101.026491.029581.01833
212022.08.12 14:46modify40.101.033331.029581.01833
222022.08.15 08:30sell70.101.021320.000000.00000
232022.08.15 08:30modify70.101.021321.027331.01833
242022.08.15 08:30modify60.101.024181.027331.01833
252022.08.15 08:30modify50.101.026491.027331.01833
262022.08.15 08:30modify40.101.033331.027331.01833
272022.08.15 16:20t/p40.101.018331.027331.01833153.7210437.01
282022.08.15 16:20t/p50.101.018331.027331.0183382.3410519.36
292022.08.15 16:20t/p60.101.018331.027331.0183359.2410578.60
302022.08.15 16:20t/p70.101.018331.027331.0183329.9010608.50
312022.08.22 16:00buy80.100.993750.000000.00000
322022.08.22 16:00modify80.100.993750.986751.00875
332022.08.23 15:05buy90.101.000530.000000.00000
342022.08.23 15:05modify90.101.000530.996001.00875
352022.08.23 15:05modify80.100.993750.996001.00875
362022.08.23 18:40s/l80.100.996000.996001.0087521.4210629.92
372022.08.23 18:40s/l90.100.996000.996001.00875-45.3010584.62
382022.09.01 16:00buy100.100.995120.000000.00000
392022.09.01 16:00modify100.100.995120.988121.01012
402022.09.02 10:15buy110.101.002050.000000.00000
412022.09.02 10:15modify110.101.002050.997371.01012
422022.09.02 10:15modify100.100.995120.997371.01012
432022.09.02 16:40s/l100.100.997370.997371.0101221.4210606.05
442022.09.02 16:40s/l110.100.997370.997371.01012-46.8010559.25
452022.09.12 08:00sell120.101.017470.000000.00000
462022.09.12 08:00modify120.101.017471.024471.00247
472022.09.13 12:30sell130.101.008450.000000.00000
482022.09.13 12:30modify130.101.008451.013721.00247
492022.09.13 12:30modify120.101.017471.013721.00247
502022.09.13 13:30t/p120.101.002471.013721.00247150.7410709.99
512022.09.13 13:30t/p130.101.002471.013721.0024759.8010769.79
522022.09.21 08:00buy140.100.991320.000000.00000
532022.09.21 08:00modify140.100.991320.984321.00632
542022.09.21 18:05s/l140.100.984320.984321.00632-70.0010699.79
552022.09.23 12:00buy150.100.975410.000000.00000
562022.09.23 12:00modify150.100.975410.968410.99041
572022.09.23 17:40s/l150.100.968410.968410.99041-70.0010629.79
582022.09.26 04:00buy160.100.963680.000000.00000
592022.09.26 04:00modify160.100.963680.956680.97868
602022.09.26 07:40buy170.100.970430.000000.00000
612022.09.26 07:40modify170.100.970430.965930.97868
622022.09.26 07:40modify160.100.963680.965930.97868
632022.09.26 09:40s/l160.100.965930.965930.9786822.5010652.29
642022.09.26 09:40s/l170.100.965930.965930.97868-45.0010607.29
652022.10.04 16:00sell180.100.997630.000000.00000
662022.10.04 16:00modify180.100.997631.004630.98263
672022.10.05 19:59sell190.100.988520.000000.00000
682022.10.05 19:59modify190.100.988520.993880.98263
692022.10.05 19:59modify180.100.997630.993880.98263
702022.10.05 23:45sell200.100.990760.000000.00000
712022.10.05 23:45modify200.100.990760.995380.98263
722022.10.05 23:50modify200.100.990760.993880.98263
732022.10.06 12:40sell210.100.985560.000000.00000
742022.10.06 12:40modify210.100.985560.991630.98263
752022.10.06 12:40modify190.100.988520.991630.98263
762022.10.06 12:40modify200.100.990760.991630.98263
772022.10.06 12:40modify180.100.997630.991630.98263
782022.10.06 13:40t/p180.100.982630.991630.98263152.9710760.26
792022.10.06 13:40t/p190.100.982630.991630.9826361.1310821.39
802022.10.06 13:40t/p200.100.982630.991630.9826383.5310904.92
812022.10.06 13:40t/p210.100.982630.991630.9826329.3010934.22
822022.10.06 16:00buy220.100.980750.000000.00000
832022.10.06 16:00modify220.100.980750.973750.99575
842022.10.07 12:40s/l220.100.973750.973750.99575-71.0810863.15
852022.10.13 16:00sell230.100.977900.000000.00000
862022.10.13 16:00modify230.100.977900.984900.96290
872022.10.14 11:40sell240.100.970900.000000.00000
882022.10.14 11:40modify240.100.970900.975650.96290
892022.10.14 11:40modify230.100.977900.975650.96290
902022.10.14 12:30s/l230.100.975650.975650.9629023.2410886.39
912022.10.14 12:30s/l240.100.975650.975650.96290-47.5010838.89
922022.10.17 16:00sell250.100.984170.000000.00000
932022.10.17 16:00modify250.100.984170.991170.96917
942022.10.19 12:30sell260.100.977130.000000.00000
952022.10.19 12:30modify260.100.977130.981920.96917
962022.10.19 12:30modify250.100.984170.981920.96917
972022.10.20 11:30s/l250.100.981920.981920.9691726.2210865.11
982022.10.20 11:30s/l260.100.981920.981920.96917-45.6710819.44
992022.10.25 16:00sell270.100.995770.000000.00000
1002022.10.25 16:00modify270.100.995771.002770.98077
1012022.10.26 07:40s/l270.101.002771.002770.98077-69.2610750.18
1022022.10.26 08:00sell280.101.003300.000000.00000
1032022.10.26 08:00modify280.101.003301.010300.98830
1042022.10.27 18:30sell290.100.996340.000000.00000
1052022.10.27 18:30modify290.100.996341.001050.98830
1062022.10.27 18:30modify280.101.003301.001050.98830
1072022.10.28 07:50sell300.100.994120.000000.00000
1082022.10.28 07:50modify300.100.994120.999550.98830
1092022.10.28 07:50modify290.100.996340.999550.98830
1102022.10.28 07:50modify280.101.003300.999550.98830
1112022.10.31 15:40t/p280.100.988300.999550.98830153.7210903.90
1122022.10.31 15:40t/p290.100.988300.999550.9883081.8910985.78
1132022.10.31 15:40t/p300.100.988300.999550.9883058.9411044.73
1142022.11.03 08:00buy310.100.978650.000000.00000
1152022.11.03 08:00modify310.100.978650.971650.99365
1162022.11.04 14:10buy320.100.987780.000000.00000
1172022.11.04 14:10modify320.100.987780.982400.99365
1182022.11.04 14:10modify310.100.978650.982400.99365
1192022.11.04 14:40t/p310.100.993650.982400.99365148.9211193.65
1202022.11.04 14:40t/p320.100.993650.982400.9936558.7011252.35
1212022.11.04 16:00sell330.100.989510.000000.00000
1222022.11.04 16:00modify330.100.989510.996510.97451
1232022.11.04 19:40s/l330.100.996510.996510.97451-70.0011182.35
1242022.11.07 12:00sell340.100.998100.000000.00000
1252022.11.07 12:00modify340.100.998101.005100.98310
1262022.11.08 15:30s/l340.101.005101.005100.98310-69.2611113.10
1272022.11.10 12:00buy350.100.994740.000000.00000
1282022.11.10 12:00modify350.100.994740.987741.00974
1292022.11.10 13:30t/p350.101.009740.987741.00974150.0011263.10
1302022.11.21 12:00buy360.101.023730.000000.00000
1312022.11.21 12:00modify360.101.023731.016731.03873
1322022.11.22 18:30buy370.101.030610.000000.00000
1332022.11.22 18:30modify370.101.030611.025981.03873
1342022.11.22 18:30modify360.101.023731.025981.03873
1352022.11.23 02:40buy380.101.032770.000000.00000
1362022.11.23 02:40modify380.101.032771.027481.03873
1372022.11.23 02:40modify370.101.030611.027481.03873
1382022.11.23 02:40modify360.101.023731.027481.03873
1392022.11.23 19:30t/p360.101.038731.027481.03873147.8511410.94
1402022.11.23 19:30t/p370.101.038731.027481.0387380.1211491.07
1412022.11.23 19:30t/p380.101.038731.027481.0387359.6011550.67
1422022.11.24 04:00sell390.101.044580.000000.00000
1432022.11.24 04:00modify390.101.044581.051581.02958
1442022.11.25 12:40sell400.101.037580.000000.00000
1452022.11.25 12:40modify400.101.037581.042331.02958
1462022.11.25 12:40modify390.101.044581.042331.02958
1472022.11.25 14:15sell410.101.035460.000000.00000
1482022.11.25 14:15modify410.101.035461.040831.02958
1492022.11.25 14:15modify400.101.037581.040831.02958
1502022.11.25 14:15modify390.101.044581.040831.02958
1512022.11.25 15:40s/l390.101.040831.040831.0295838.2411588.91
1522022.11.25 15:40s/l400.101.040831.040831.02958-32.5011556.41
1532022.11.25 15:40s/l410.101.040831.040831.02958-53.7011502.71
1542022.11.28 12:00sell420.101.047410.000000.00000
1552022.11.28 12:00modify420.101.047411.054411.03241
1562022.11.28 15:30sell430.101.040620.000000.00000
1572022.11.28 15:30modify430.101.040621.045161.03241
1582022.11.28 15:30modify420.101.047411.045161.03241
1592022.11.28 19:20sell440.101.035390.000000.00000
1602022.11.28 19:20modify440.101.035391.041411.03241
1612022.11.28 19:20modify430.101.040621.041411.03241
1622022.11.28 19:20modify420.101.047411.041411.03241
1632022.11.29 06:10sell450.101.038260.000000.00000
1642022.11.29 06:10modify450.101.038261.043661.03241
1652022.11.29 06:15modify450.101.038261.041411.03241
1662022.11.29 20:40t/p420.101.032411.041411.03241150.7411653.45
1672022.11.29 20:40t/p430.101.032411.041411.0324182.8411736.30
1682022.11.29 20:40t/p440.101.032411.041411.0324130.5411766.84
1692022.11.29 20:40t/p450.101.032411.041411.0324158.5011825.34
1702022.12.13 16:00sell460.101.063640.000000.00000
1712022.12.13 16:00modify460.101.063641.070641.04864
1722022.12.15 14:30s/l460.101.070641.070641.04864-67.0311758.31
1732023.01.03 12:00buy470.101.053110.000000.00000
1742023.01.03 12:00modify470.101.053111.046111.06811
1752023.01.03 14:40buy480.101.060030.000000.00000
1762023.01.03 14:40modify480.101.060031.055361.06811
1772023.01.03 14:40modify470.101.053111.055361.06811
1782023.01.03 16:05s/l470.101.055361.055361.0681122.5011780.81
1792023.01.03 16:05s/l480.101.055361.055361.06811-46.7011734.11
1802023.01.05 16:00buy490.101.052130.000000.00000
1812023.01.05 16:00modify490.101.052131.045131.06713
1822023.01.06 16:20buy500.101.061130.000000.00000
1832023.01.06 16:20modify500.101.061131.055881.06713
1842023.01.06 16:20modify490.101.052131.055881.06713
1852023.01.06 18:30buy510.101.064260.000000.00000
1862023.01.06 18:30modify510.101.064261.058131.06713
1872023.01.06 18:30modify500.101.061131.058131.06713
1882023.01.06 18:30modify490.101.052131.058131.06713
1892023.01.09 01:40t/p490.101.067131.058131.06713147.8511881.96
1902023.01.09 01:40t/p500.101.067131.058131.0671358.9211940.89
1912023.01.09 01:40t/p510.101.067131.058131.0671327.6211968.51
1922023.03.07 16:00buy520.101.058830.000000.00000
1932023.03.07 16:00modify520.101.058831.051831.07383
1942023.03.10 18:35buy530.101.065760.000000.00000
1952023.03.10 18:35modify530.101.065761.061081.07383
1962023.03.10 18:35modify520.101.058831.061081.07383
1972023.03.13 08:45buy540.101.071130.000000.00000
1982023.03.13 08:45modify540.101.071131.064831.07383
1992023.03.13 08:45modify530.101.065761.064831.07383
2002023.03.13 08:45modify520.101.058831.064831.07383
2012023.03.13 11:15buy550.101.067950.000000.00000
2022023.03.13 11:15modify550.101.067951.062581.07383
2032023.03.13 11:20modify550.101.067951.064831.07383
2042023.03.13 16:40t/p520.101.073831.064831.07383143.5512112.06
2052023.03.13 16:40t/p530.101.073831.064831.0738379.6212191.68
2062023.03.13 16:40t/p540.101.073831.064831.0738327.0012218.68
2072023.03.13 16:40t/p550.101.073831.064831.0738358.8012277.48
2082023.03.15 12:00buy560.101.059020.000000.00000
2092023.03.15 12:00modify560.101.059021.052021.07402
2102023.03.15 15:40s/l560.101.052021.052021.07402-70.0012207.48
2112023.03.23 04:00sell570.101.090070.000000.00000
2122023.03.23 04:00modify570.101.090071.097071.07507
2132023.03.23 18:50sell580.101.083240.000000.00000
2142023.03.23 18:50modify580.101.083241.087821.07507
2152023.03.23 18:50modify570.101.090071.087821.07507
2162023.03.24 08:20sell590.101.080800.000000.00000
2172023.03.24 08:20modify590.101.080801.086321.07507
2182023.03.24 08:20modify580.101.083241.086321.07507
2192023.03.24 08:20modify570.101.090071.086321.07507
2202023.03.24 08:55sell600.101.077970.000000.00000
2212023.03.24 08:55modify600.101.077971.084071.07507
2222023.03.24 08:55modify590.101.080801.084071.07507
2232023.03.24 08:55modify580.101.083241.084071.07507
2242023.03.24 08:55modify570.101.090071.084071.07507
2252023.03.24 09:30t/p570.101.075071.084071.07507150.7412358.22
2262023.03.24 09:30t/p580.101.075071.084071.0750782.4412440.67
2272023.03.24 09:30t/p590.101.075071.084071.0750757.3012497.97
2282023.03.24 09:30t/p600.101.075071.084071.0750729.0012526.97
2292023.03.24 12:00buy610.101.074100.000000.00000
2302023.03.24 12:00modify610.101.074101.067101.08910
2312023.03.27 23:40buy620.101.081060.000000.00000
2322023.03.27 23:40modify620.101.081061.076351.08910
2332023.03.27 23:40modify610.101.074101.076351.08910
2342023.03.28 10:40buy630.101.083220.000000.00000
2352023.03.28 10:40modify630.101.083221.077851.08910
2362023.03.28 10:40modify620.101.081061.077851.08910
2372023.03.28 10:40modify610.101.074101.077851.08910
2382023.03.29 09:50buy640.101.086290.000000.00000
2392023.03.29 09:50modify640.101.086291.080101.08910
2402023.03.29 09:50modify630.101.083221.080101.08910
2412023.03.29 09:50modify620.101.081061.080101.08910
2422023.03.29 09:50modify610.101.074101.080101.08910
2432023.03.30 12:20t/p610.101.089101.080101.08910143.5512670.51
2442023.03.30 12:20t/p620.101.089101.080101.0891075.0212745.53
2452023.03.30 12:20t/p630.101.089101.080101.0891054.5012800.03
2462023.03.30 12:20t/p640.101.089101.080101.0891024.8712824.90
2472023.06.15 16:00sell650.101.093260.000000.00000
2482023.06.15 16:00modify650.101.093261.100261.07826
2492023.06.22 07:40s/l650.101.100261.100261.07826-64.8012760.11
2502023.06.23 08:00buy660.101.087180.000000.00000
2512023.06.23 08:00modify660.101.087181.080181.10218
2522023.06.27 07:30buy670.101.094100.000000.00000
2532023.06.27 07:30modify670.101.094101.089431.10218
2542023.06.27 07:30modify660.101.087181.089431.10218
2552023.06.27 14:25buy680.101.096400.000000.00000
2562023.06.27 14:25modify680.101.096401.090931.10218
2572023.06.27 14:25modify670.101.094101.090931.10218
2582023.06.27 14:25modify660.101.087181.090931.10218
2592023.06.28 14:40s/l660.101.090931.090931.1021834.2712794.38
2602023.06.28 14:40s/l670.101.090931.090931.10218-32.7812761.60
2612023.06.28 14:40s/l680.101.090931.090931.10218-55.7812705.83
2622023.07.12 16:00sell690.101.112200.000000.00000
2632023.07.12 16:00modify690.101.112201.119201.09720
2642023.07.13 12:40s/l690.101.119201.119201.09720-67.7712638.06