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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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 profit1431.06Gross profit1765.93Gross loss-334.87
Profit factor5.27Expected payoff38.68
Absolute drawdown61.60Maximal drawdown232.40 (2.19%)Relative drawdown2.19% (232.40)
Total trades37Short positions (won %)24 (83.33%)Long positions (won %)13 (46.15%)
Profit trades (% of total)26 (70.27%)Loss trades (% of total)11 (29.73%)
Largestprofit trade145.95loss trade-70.00
Averageprofit trade67.92loss trade-30.44
Maximumconsecutive wins (profit in money)12 (971.87)consecutive losses (loss in money)2 (-91.70)
Maximalconsecutive profit (count of wins)971.87 (12)consecutive loss (count of losses)-91.70 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.16 12:00buy10.101.013060.000000.00000
22022.08.16 12:00modify10.101.013061.006061.02706
32022.08.16 15:15buy20.101.018670.000000.00000
42022.08.16 15:15modify20.101.018671.016561.02706
52022.08.16 15:15modify10.101.013061.016561.02706
62022.08.16 16:40s/l10.101.016561.016561.0270635.0010035.00
72022.08.16 16:40s/l20.101.016561.016561.02706-21.1010013.90
82022.08.22 16:00buy30.100.993750.000000.00000
92022.08.22 16:00modify30.100.993750.986751.00775
102022.08.23 13:50buy40.100.999410.000000.00000
112022.08.23 13:50modify40.100.999410.997251.00775
122022.08.23 13:50modify30.100.993750.997251.00775
132022.08.23 13:55s/l30.100.997250.997251.0077533.9210047.82
142022.08.23 13:55s/l40.100.997250.997251.00775-21.6010026.22
152022.09.21 20:00buy50.100.985370.000000.00000
162022.09.21 20:00modify50.100.985370.978370.99937
172022.09.22 08:40buy60.100.991040.000000.00000
182022.09.22 08:40modify60.100.991040.988870.99937
192022.09.22 08:40modify50.100.985370.988870.99937
202022.09.22 08:55s/l50.100.988870.988870.9993731.7710058.00
212022.09.22 08:55s/l60.100.988870.988870.99937-21.7010036.30
222022.09.23 12:00buy70.100.975410.000000.00000
232022.09.23 12:00modify70.100.975410.968410.98941
242022.09.23 17:40s/l70.100.968410.968410.98941-70.009966.30
252022.09.26 20:00buy80.100.961180.000000.00000
262022.09.26 20:00modify80.100.961180.954180.97518
272022.09.27 07:40buy90.100.967030.000000.00000
282022.09.27 07:40modify90.100.967030.964680.97518
292022.09.27 07:40modify80.100.961180.964680.97518
302022.09.27 08:06s/l80.100.964680.964680.9751833.9210000.22
312022.09.27 08:06s/l90.100.964680.964680.97518-23.509976.72
322022.10.26 20:00sell100.101.008140.000000.00000
332022.10.26 20:00modify100.101.008141.015140.99414
342022.10.27 12:30sell110.101.000930.000000.00000
352022.10.27 12:30modify110.101.000931.007440.99414
362022.10.27 12:30modify100.101.008141.007440.99414
372022.10.27 14:20sell120.101.002360.000000.00000
382022.10.27 14:20modify120.101.002361.004640.99414
392022.10.27 14:20modify110.101.000931.004640.99414
402022.10.27 14:20modify100.101.008141.004640.99414
412022.10.27 15:50sell130.100.998060.000000.00000
422022.10.27 15:50modify130.100.998061.003240.99414
432022.10.27 15:50modify120.101.002361.003240.99414
442022.10.27 15:50modify110.101.000931.003240.99414
452022.10.27 15:50modify100.101.008141.003240.99414
462022.10.28 07:40t/p100.100.994141.003240.99414142.9710119.69
472022.10.28 07:40t/p110.100.994141.003240.9941468.6410188.34
482022.10.28 07:40t/p120.100.994141.003240.9941482.9410271.28
492022.10.28 07:40t/p130.100.994141.003240.9941439.9410311.22
502022.11.11 20:00sell140.101.036220.000000.00000
512022.11.11 20:00modify140.101.036221.043221.02222
522022.11.14 04:40sell150.101.030510.000000.00000
532022.11.14 04:40modify150.101.030511.032721.02222
542022.11.14 04:40modify140.101.036221.032721.02222
552022.11.14 06:40s/l140.101.032721.032721.0222235.7410346.97
562022.11.14 06:40s/l150.101.032721.032721.02222-22.1010324.87
572023.01.12 20:00sell160.101.084900.000000.00000
582023.01.12 20:00modify160.101.084901.091901.07090
592023.01.13 13:40sell170.101.079250.000000.00000
602023.01.13 13:40modify170.101.079251.081401.07090
612023.01.13 13:40modify160.101.084901.081401.07090
622023.01.13 14:40s/l160.101.081401.081401.0709035.7410360.61
632023.01.13 14:40s/l170.101.081401.081401.07090-21.5010339.11
642023.02.02 00:00sell180.101.101230.000000.00000
652023.02.02 00:00modify180.101.101231.108231.08723
662023.02.02 14:10sell190.101.095500.000000.00000
672023.02.02 14:10modify190.101.095501.097731.08723
682023.02.02 14:10modify180.101.101231.097731.08723
692023.02.02 16:10sell200.101.094120.000000.00000
702023.02.02 16:10modify200.101.094121.100531.08723
712023.02.02 16:15modify200.101.094121.097731.08723
722023.02.02 17:30sell210.101.091310.000000.00000
732023.02.02 17:30modify210.101.091311.096331.08723
742023.02.02 17:30modify190.101.095501.096331.08723
752023.02.02 17:30modify200.101.094121.096331.08723
762023.02.02 17:30modify180.101.101231.096331.08723
772023.02.03 13:30t/p180.101.087231.096331.08723140.7410479.85
782023.02.03 13:30t/p190.101.087231.096331.0872383.4410563.30
792023.02.03 13:30t/p200.101.087231.096331.0872369.6410632.94
802023.02.03 13:30t/p210.101.087231.096331.0872341.5410674.48
812023.03.22 20:00sell220.101.086520.000000.00000
822023.03.22 20:00modify220.101.086521.093521.07252
832023.03.24 08:20sell230.101.080800.000000.00000
842023.03.24 08:20modify230.101.080801.083021.07252
852023.03.24 08:20modify220.101.086521.083021.07252
862023.03.24 09:20sell240.101.076550.000000.00000
872023.03.24 09:20modify240.101.076551.081621.07252
882023.03.24 09:20modify230.101.080801.081621.07252
892023.03.24 09:20modify220.101.086521.081621.07252
902023.03.24 09:40t/p220.101.072521.081621.07252142.9710817.46
912023.03.24 09:40t/p230.101.072521.081621.0725282.8010900.26
922023.03.24 09:40t/p240.101.072521.081621.0725240.3010940.56
932023.04.13 16:00sell250.101.105300.000000.00000
942023.04.13 16:00modify250.101.105301.112301.09130
952023.04.14 14:33sell260.101.099620.000000.00000
962023.04.14 14:33modify260.101.099621.101801.09130
972023.04.14 14:33modify250.101.105301.101801.09130
982023.04.14 16:10sell270.101.098280.000000.00000
992023.04.14 16:10modify270.101.098281.104601.09130
1002023.04.14 16:15modify270.101.098281.101801.09130
1012023.04.17 12:50sell280.101.095460.000000.00000
1022023.04.17 12:50modify280.101.095461.100401.09130
1032023.04.17 12:50modify260.101.099621.100401.09130
1042023.04.17 12:50modify270.101.098281.100401.09130
1052023.04.17 12:50modify250.101.105301.100401.09130
1062023.04.17 14:40t/p250.101.091301.100401.09130141.4911082.04
1072023.04.17 14:40t/p260.101.091301.100401.0913083.9411165.99
1082023.04.17 14:40t/p270.101.091301.100401.0913070.5411236.53
1092023.04.17 14:40t/p280.101.091301.100401.0913041.6011278.13
1102023.05.18 16:00buy290.101.077820.000000.00000
1112023.05.18 16:00modify290.101.077821.070821.09182
1122023.05.22 12:15buy300.101.083430.000000.00000
1132023.05.22 12:15modify300.101.083431.081321.09182
1142023.05.22 12:15modify290.101.077821.081321.09182
1152023.05.22 13:30s/l290.101.081321.081321.0918232.8511310.98
1162023.05.22 13:30s/l300.101.081321.081321.09182-21.1011289.88
1172023.06.14 16:00sell310.101.085770.000000.00000
1182023.06.14 16:00modify310.101.085771.092771.07177
1192023.06.14 18:33sell320.101.080130.000000.00000
1202023.06.14 18:33modify320.101.080131.082271.07177
1212023.06.14 18:33modify310.101.085771.082271.07177
1222023.06.14 18:53s/l310.101.082271.082271.0717735.0011324.88
1232023.06.14 18:53s/l320.101.082271.082271.07177-21.4011303.48
1242023.07.12 16:00sell330.101.112200.000000.00000
1252023.07.12 16:00modify330.101.112201.119201.09820
1262023.07.13 12:40s/l330.101.119201.119201.09820-67.7711235.71
1272023.07.14 12:00sell340.101.122430.000000.00000
1282023.07.14 12:00modify340.101.122431.129431.10843
1292023.07.20 16:30sell350.101.112570.000000.00000
1302023.07.20 16:30modify350.101.112571.117531.10843
1312023.07.20 16:30modify340.101.122431.117531.10843
1322023.07.24 07:40t/p340.101.108431.117531.10843145.9511381.65
1332023.07.24 07:40t/p350.101.108431.117531.1084342.8911424.54
1342023.07.24 08:00buy360.101.108410.000000.00000
1352023.07.24 08:00modify360.101.108411.101411.12241
1362023.07.27 08:40buy370.101.114220.000000.00000
1372023.07.27 08:40modify370.101.114221.111911.12241
1382023.07.27 08:40modify360.101.108411.111911.12241
1392023.07.27 12:20s/l360.101.111911.111911.1224129.6211454.16
1402023.07.27 12:20s/l370.101.111911.111911.12241-23.1011431.06