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=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 test1917Ticks modelled38019738Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1275.36Gross profit1716.13Gross loss-440.77
Profit factor3.89Expected payoff31.11
Absolute drawdown96.20Maximal drawdown254.80 (2.49%)Relative drawdown2.49% (254.80)
Total trades41Short positions (won %)27 (74.07%)Long positions (won %)14 (42.86%)
Profit trades (% of total)26 (63.41%)Loss trades (% of total)15 (36.59%)
Largestprofit trade145.95loss trade-70.00
Averageprofit trade66.01loss trade-29.38
Maximumconsecutive wins (profit in money)13 (1048.07)consecutive losses (loss in money)3 (-77.60)
Maximalconsecutive profit (count of wins)1048.07 (13)consecutive loss (count of losses)-91.00 (2)
Averageconsecutive wins3consecutive losses2
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 14:29buy20.101.018670.000000.00000
42022.08.16 14:29modify20.101.018671.016561.02706
52022.08.16 14:29modify10.101.013061.016561.02706
62022.08.16 16:10s/l10.101.016561.016561.0270635.0010035.00
72022.08.16 16:10s/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 13:48buy40.100.999350.000000.00000
112022.08.23 13:48modify40.100.999350.997251.00775
122022.08.23 13:48modify30.100.993750.997251.00775
132022.08.23 14:00buy50.101.000840.000000.00000
142022.08.23 14:00modify50.101.000840.994451.00775
152022.08.23 14:00modify50.101.000840.997251.00775
162022.08.23 14:40s/l30.100.997250.997251.0077533.9210047.82
172022.08.23 14:40s/l40.100.997250.997251.00775-21.0010026.82
182022.08.23 14:40s/l50.100.997250.997251.00775-35.909990.92
192022.09.21 20:00buy60.100.985370.000000.00000
202022.09.21 20:00modify60.100.985370.978370.99937
212022.09.22 08:44buy70.100.990970.000000.00000
222022.09.22 08:44modify70.100.990970.988870.99937
232022.09.22 08:44modify60.100.985370.988870.99937
242022.09.22 08:46s/l60.100.988870.988870.9993731.7710022.70
252022.09.22 08:46s/l70.100.988870.988870.99937-21.0010001.70
262022.09.23 12:00buy80.100.975410.000000.00000
272022.09.23 12:00modify80.100.975410.968410.98941
282022.09.23 17:40s/l80.100.968410.968410.98941-70.009931.70
292022.09.26 20:00buy90.100.961180.000000.00000
302022.09.26 20:00modify90.100.961180.954180.97518
312022.09.27 06:19buy100.100.966790.000000.00000
322022.09.27 06:19modify100.100.966790.964680.97518
332022.09.27 06:19modify90.100.961180.964680.97518
342022.09.27 06:45s/l90.100.964680.964680.9751833.929965.62
352022.09.27 06:45s/l100.100.964680.964680.97518-21.109944.52
362022.10.26 20:00sell110.101.008140.000000.00000
372022.10.26 20:00modify110.101.008141.015140.99414
382022.10.27 12:15sell120.101.002520.000000.00000
392022.10.27 12:15modify120.101.002521.004640.99414
402022.10.27 12:15modify110.101.008141.004640.99414
412022.10.27 12:15sell130.101.001140.000000.00000
422022.10.27 12:15modify130.101.001141.007440.99414
432022.10.27 12:15modify130.101.001141.004640.99414
442022.10.27 13:11sell140.100.998300.000000.00000
452022.10.27 13:11modify140.100.998301.003240.99414
462022.10.27 13:11modify120.101.002521.003240.99414
472022.10.27 13:11modify130.101.001141.003240.99414
482022.10.27 13:11modify110.101.008141.003240.99414
492022.10.27 13:46s/l110.101.003241.003240.9941451.239995.75
502022.10.27 13:46s/l120.101.003241.003240.99414-7.209988.55
512022.10.27 13:46s/l130.101.003241.003240.99414-21.009967.55
522022.10.27 13:46s/l140.101.003241.003240.99414-49.409918.15
532022.11.11 20:00sell150.101.036220.000000.00000
542022.11.11 20:00modify150.101.036221.043221.02222
552022.11.14 04:26sell160.101.030620.000000.00000
562022.11.14 04:26modify160.101.030621.032721.02222
572022.11.14 04:26modify150.101.036221.032721.02222
582022.11.14 06:58s/l150.101.032721.032721.0222235.749953.89
592022.11.14 06:58s/l160.101.032721.032721.02222-21.009932.89
602023.01.12 20:00sell170.101.084900.000000.00000
612023.01.12 20:00modify170.101.084901.091901.07090
622023.01.13 13:47sell180.101.079290.000000.00000
632023.01.13 13:47modify180.101.079291.081401.07090
642023.01.13 13:47modify170.101.084901.081401.07090
652023.01.13 14:48s/l170.101.081401.081401.0709035.749968.64
662023.01.13 14:48s/l180.101.081401.081401.07090-21.109947.54
672023.02.02 00:00sell190.101.101230.000000.00000
682023.02.02 00:00modify190.101.101231.108231.08723
692023.02.02 13:56sell200.101.095620.000000.00000
702023.02.02 13:56modify200.101.095621.097731.08723
712023.02.02 13:56modify190.101.101231.097731.08723
722023.02.02 14:00sell210.101.094230.000000.00000
732023.02.02 14:00modify210.101.094231.100531.08723
742023.02.02 14:00modify210.101.094231.097731.08723
752023.02.02 14:39sell220.101.091420.000000.00000
762023.02.02 14:39modify220.101.091421.096331.08723
772023.02.02 14:39modify200.101.095621.096331.08723
782023.02.02 14:39modify210.101.094231.096331.08723
792023.02.02 14:39modify190.101.101231.096331.08723
802023.02.03 13:30t/p190.101.087231.096331.08723140.7410088.28
812023.02.03 13:30t/p200.101.087231.096331.0872384.6410172.92
822023.02.03 13:30t/p210.101.087231.096331.0872370.7410243.67
832023.02.03 13:30t/p220.101.087231.096331.0872342.6410286.31
842023.03.22 20:00sell230.101.086520.000000.00000
852023.03.22 20:00modify230.101.086521.093521.07252
862023.03.24 08:07sell240.101.080810.000000.00000
872023.03.24 08:07modify240.101.080811.083021.07252
882023.03.24 08:07modify230.101.086521.083021.07252
892023.03.24 08:09sell250.101.079500.000000.00000
902023.03.24 08:09modify250.101.079501.085821.07252
912023.03.24 08:09modify250.101.079501.083021.07252
922023.03.24 09:39sell260.101.076700.000000.00000
932023.03.24 09:39modify260.101.076701.081621.07252
942023.03.24 09:39modify240.101.080811.081621.07252
952023.03.24 09:39modify250.101.079501.081621.07252
962023.03.24 09:39modify230.101.086521.081621.07252
972023.03.24 09:56t/p230.101.072521.081621.07252142.9710429.28
982023.03.24 09:56t/p240.101.072521.081621.0725282.9010512.18
992023.03.24 09:56t/p250.101.072521.081621.0725269.8010581.98
1002023.03.24 09:56t/p260.101.072521.081621.0725241.8010623.78
1012023.04.13 16:00sell270.101.105300.000000.00000
1022023.04.13 16:00modify270.101.105301.112301.09130
1032023.04.14 14:32sell280.101.099700.000000.00000
1042023.04.14 14:32modify280.101.099701.101801.09130
1052023.04.14 14:32modify270.101.105301.101801.09130
1062023.04.14 15:40sell290.101.098300.000000.00000
1072023.04.14 15:40modify290.101.098301.104601.09130
1082023.04.14 15:40modify290.101.098301.101801.09130
1092023.04.17 12:48sell300.101.095500.000000.00000
1102023.04.17 12:48modify300.101.095501.100401.09130
1112023.04.17 12:48modify280.101.099701.100401.09130
1122023.04.17 12:48modify290.101.098301.100401.09130
1132023.04.17 12:48modify270.101.105301.100401.09130
1142023.04.17 14:38t/p270.101.091301.100401.09130141.4910765.27
1152023.04.17 14:38t/p280.101.091301.100401.0913084.7410850.01
1162023.04.17 14:38t/p290.101.091301.100401.0913070.7410920.76
1172023.04.17 14:38t/p300.101.091301.100401.0913042.0010962.76
1182023.05.18 16:00buy310.101.077820.000000.00000
1192023.05.18 16:00modify310.101.077821.070821.09182
1202023.05.22 12:35buy320.101.083420.000000.00000
1212023.05.22 12:35modify320.101.083421.081321.09182
1222023.05.22 12:35modify310.101.077821.081321.09182
1232023.05.22 13:11s/l310.101.081321.081321.0918232.8510995.61
1242023.05.22 13:11s/l320.101.081321.081321.09182-21.0010974.61
1252023.06.14 16:00sell330.101.085770.000000.00000
1262023.06.14 16:00modify330.101.085771.092771.07177
1272023.06.14 18:08sell340.101.080170.000000.00000
1282023.06.14 18:08modify340.101.080171.082271.07177
1292023.06.14 18:08modify330.101.085771.082271.07177
1302023.06.14 18:15s/l330.101.082271.082271.0717735.0011009.61
1312023.06.14 18:15s/l340.101.082271.082271.07177-21.0010988.61
1322023.07.12 16:00sell350.101.112200.000000.00000
1332023.07.12 16:00modify350.101.112201.119201.09820
1342023.07.13 12:30s/l350.101.119201.119201.09820-67.7710920.84
1352023.07.14 12:00sell360.101.122430.000000.00000
1362023.07.14 12:00modify360.101.122431.129431.10843
1372023.07.20 14:09sell370.101.116810.000000.00000
1382023.07.20 14:09modify370.101.116811.118931.10843
1392023.07.20 14:09modify360.101.122431.118931.10843
1402023.07.20 14:25sell380.101.115420.000000.00000
1412023.07.20 14:25modify380.101.115421.121731.10843
1422023.07.20 14:25modify380.101.115421.118931.10843
1432023.07.20 16:34sell390.101.112630.000000.00000
1442023.07.20 16:34modify390.101.112631.117531.10843
1452023.07.20 16:34modify370.101.116811.117531.10843
1462023.07.20 16:34modify380.101.115421.117531.10843
1472023.07.20 16:34modify360.101.122431.117531.10843
1482023.07.24 07:34t/p360.101.108431.117531.10843145.9511066.78
1492023.07.24 07:34t/p370.101.108431.117531.1084385.2911152.07
1502023.07.24 07:34t/p380.101.108431.117531.1084371.3911223.45
1512023.07.24 07:34t/p390.101.108431.117531.1084343.4911266.94
1522023.07.24 08:00buy400.101.108410.000000.00000
1532023.07.24 08:00modify400.101.108411.101411.12241
1542023.07.27 08:44buy410.101.114030.000000.00000
1552023.07.27 08:44modify410.101.114031.111911.12241
1562023.07.27 08:44modify400.101.108411.111911.12241
1572023.07.27 12:15s/l400.101.111911.111911.1224129.6211296.56
1582023.07.27 12:15s/l410.101.111911.111911.12241-21.2011275.36