Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 modelled79172Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2891.82Gross profit5706.67Gross loss-2814.85
Profit factor2.03Expected payoff19.28
Absolute drawdown213.20Maximal drawdown458.25 (4.13%)Relative drawdown4.13% (458.25)
Total trades150Short positions (won %)71 (50.70%)Long positions (won %)79 (55.70%)
Profit trades (% of total)80 (53.33%)Loss trades (% of total)70 (46.67%)
Largestprofit trade157.43loss trade-114.30
Averageprofit trade71.33loss trade-40.21
Maximumconsecutive wins (profit in money)11 (967.92)consecutive losses (loss in money)5 (-371.10)
Maximalconsecutive profit (count of wins)967.92 (11)consecutive loss (count of losses)-371.10 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 04:00buy10.101.001930.000000.00000
22022.09.01 04:00modify10.101.001930.990931.01693
32022.09.04 22:40s/l10.100.990930.990931.01693-111.089888.92
42022.09.06 08:00sell20.100.997550.000000.00000
52022.09.06 08:00modify20.100.997551.008550.98255
62022.09.06 12:40sell30.100.989910.000000.00000
72022.09.06 12:40modify30.100.989910.992300.98255
82022.09.06 12:40modify20.100.997550.992300.98255
92022.09.06 15:30s/l20.100.992300.992300.9825552.509941.42
102022.09.06 15:30s/l30.100.992300.992300.98255-23.909917.52
112022.09.07 08:00sell40.100.992360.000000.00000
122022.09.07 08:00modify40.100.992361.003360.97736
132022.09.09 00:30s/l40.101.003361.003360.97736-107.039810.50
142022.09.12 08:00sell50.101.017470.000000.00000
152022.09.12 08:00modify50.101.017471.028471.00247
162022.09.13 13:30t/p50.101.002471.028471.00247150.749961.24
172022.09.16 08:00buy60.100.995890.000000.00000
182022.09.16 08:00modify60.100.995890.984891.01089
192022.09.16 15:15buy70.101.003510.000000.00000
202022.09.16 15:15modify70.101.003511.001141.01089
212022.09.16 15:15modify60.100.995891.001141.01089
222022.09.16 15:25buy80.101.002640.000000.00000
232022.09.16 15:25modify80.101.002641.001141.01089
242022.09.16 15:40s/l60.101.001141.001141.0108952.5010013.74
252022.09.16 15:40s/l70.101.001141.001141.01089-23.709990.04
262022.09.16 15:40s/l80.101.001141.001141.01089-15.009975.04
272022.09.19 08:00buy90.100.998240.000000.00000
282022.09.19 08:00modify90.100.998240.987241.01324
292022.09.20 00:50buy100.101.005140.000000.00000
302022.09.20 00:50modify100.101.005141.003491.01324
312022.09.20 00:50modify90.100.998241.003491.01324
322022.09.20 00:55s/l90.101.003491.003491.0132451.4210026.46
332022.09.20 00:55s/l100.101.003491.003491.01324-16.5010009.96
342022.09.20 12:00buy110.100.998980.000000.00000
352022.09.20 12:00modify110.100.998980.987981.01398
362022.09.21 14:40s/l110.100.987980.987981.01398-111.089898.89
372022.09.22 12:00sell120.100.986630.000000.00000
382022.09.22 12:00modify120.100.986630.997630.97163
392022.09.23 07:20sell130.100.979660.000000.00000
402022.09.23 07:20modify130.100.979660.981380.97163
412022.09.23 07:20modify120.100.986630.981380.97163
422022.09.23 08:40sell140.100.975090.000000.00000
432022.09.23 08:40modify140.100.975090.981380.97163
442022.09.23 14:40t/p120.100.971630.981380.97163150.7410049.63
452022.09.23 14:40t/p130.100.971630.981380.9716380.3010129.93
462022.09.23 14:40t/p140.100.971630.981380.9716334.6010164.53
472022.09.26 04:00buy150.100.963680.000000.00000
482022.09.26 04:00modify150.100.963680.952680.97868
492022.09.26 07:40buy160.100.970430.000000.00000
502022.09.26 07:40modify160.100.970430.968930.97868
512022.09.26 07:40modify150.100.963680.968930.97868
522022.09.26 07:55s/l150.100.968930.968930.9786852.5010217.03
532022.09.26 07:55s/l160.100.968930.968930.97868-15.0010202.03
542022.09.27 08:00sell170.100.964700.000000.00000
552022.09.27 08:00modify170.100.964700.975700.94970
562022.09.27 17:15sell180.100.957100.000000.00000
572022.09.27 17:15modify180.100.957100.959450.94970
582022.09.27 17:15modify170.100.964700.959450.94970
592022.09.27 18:30s/l170.100.959450.959450.9497052.5010254.53
602022.09.27 18:30s/l180.100.959450.959450.94970-23.5010231.03
612022.09.28 04:00buy190.100.956090.000000.00000
622022.09.28 04:00modify190.100.956090.945090.97109
632022.09.28 14:30buy200.100.962900.000000.00000
642022.09.28 14:30modify200.100.962900.961340.97109
652022.09.28 14:30modify190.100.956090.961340.97109
662022.09.28 14:50buy210.100.963710.000000.00000
672022.09.28 14:50modify210.100.963710.961340.97109
682022.09.28 15:30buy220.100.967350.000000.00000
692022.09.28 15:30modify220.100.967350.961340.97109
702022.09.28 17:20t/p190.100.971090.961340.97109150.0010381.03
712022.09.28 17:20t/p200.100.971090.961340.9710981.9010462.93
722022.09.28 17:20t/p210.100.971090.961340.9710973.8010536.73
732022.09.28 17:20t/p220.100.971090.961340.9710937.4010574.13
742022.09.29 08:00buy230.100.965810.000000.00000
752022.09.29 08:00modify230.100.965810.954810.98081
762022.09.29 12:00buy240.100.972590.000000.00000
772022.09.29 12:00modify240.100.972590.971060.98081
782022.09.29 12:00modify230.100.965810.971060.98081
792022.09.29 12:30s/l230.100.971060.971060.9808152.5010626.63
802022.09.29 12:30s/l240.100.971060.971060.98081-15.3010611.33
812022.09.30 08:00sell250.100.983250.000000.00000
822022.09.30 08:00modify250.100.983250.994250.96825
832022.09.30 10:40sell260.100.975470.000000.00000
842022.09.30 10:40modify260.100.975470.978000.96825
852022.09.30 10:40modify250.100.983250.978000.96825
862022.09.30 11:10sell270.100.976340.000000.00000
872022.09.30 11:10modify270.100.976340.978000.96825
882022.09.30 12:40s/l250.100.978000.978000.9682552.5010663.83
892022.09.30 12:40s/l260.100.978000.978000.96825-25.3010638.53
902022.09.30 12:40s/l270.100.978000.978000.96825-16.6010621.93
912022.10.03 12:00buy280.100.977110.000000.00000
922022.10.03 12:00modify280.100.977110.966110.99211
932022.10.03 15:15buy290.100.984750.000000.00000
942022.10.03 15:15modify290.100.984750.982360.99211
952022.10.03 15:15modify280.100.977110.982360.99211
962022.10.03 15:30s/l280.100.982360.982360.9921152.5010674.43
972022.10.03 15:30s/l290.100.982360.982360.99211-23.9010650.53
982022.10.05 08:00buy300.100.994340.000000.00000
992022.10.05 08:00modify300.100.994340.983341.00934
1002022.10.06 13:40s/l300.100.983340.983341.00934-113.2310537.31
1012022.10.10 08:00buy310.100.970960.000000.00000
1022022.10.10 08:00modify310.100.970960.959960.98596
1032022.10.11 16:40buy320.100.977750.000000.00000
1042022.10.11 16:40modify320.100.977750.976210.98596
1052022.10.11 16:40modify310.100.970960.976210.98596
1062022.10.11 17:20s/l310.100.976210.976210.9859651.4210588.73
1072022.10.11 17:20s/l320.100.976210.976210.98596-15.4010573.33
1082022.10.13 12:00sell330.100.974460.000000.00000
1092022.10.13 12:00modify330.100.974460.985460.95946
1102022.10.13 12:40sell340.100.963150.000000.00000
1112022.10.13 12:40modify340.100.963150.969210.95946
1122022.10.13 12:40modify330.100.974460.969210.95946
1132022.10.13 12:55sell350.100.966810.000000.00000
1142022.10.13 12:55modify350.100.966810.969210.95946
1152022.10.13 13:40s/l330.100.969210.969210.9594652.5010625.83
1162022.10.13 13:40s/l340.100.969210.969210.95946-60.6010565.23
1172022.10.13 13:40s/l350.100.969210.969210.95946-24.0010541.23
1182022.10.14 04:00sell360.100.978690.000000.00000
1192022.10.14 04:00modify360.100.978690.989690.96369
1202022.10.14 09:40sell370.100.971910.000000.00000
1212022.10.14 09:40modify370.100.971910.973440.96369
1222022.10.14 09:40modify360.100.978690.973440.96369
1232022.10.14 09:55s/l360.100.973440.973440.9636952.5010593.73
1242022.10.14 09:55s/l370.100.973440.973440.96369-15.3010578.43
1252022.10.14 12:00buy380.100.972170.000000.00000
1262022.10.14 12:00modify380.100.972170.961170.98717
1272022.10.17 13:50buy390.100.979900.000000.00000
1282022.10.17 13:50modify390.100.979900.977420.98717
1292022.10.17 13:50modify380.100.972170.977420.98717
1302022.10.18 01:45buy400.100.983420.000000.00000
1312022.10.18 01:45modify400.100.983420.977420.98717
1322022.10.18 06:40t/p380.100.987170.977420.98717147.8510726.28
1332022.10.18 06:40t/p390.100.987170.977420.9871771.6210797.90
1342022.10.18 06:40t/p400.100.987170.977420.9871737.5010835.40
1352022.10.19 12:00buy410.100.978600.000000.00000
1362022.10.19 12:00modify410.100.978600.967600.99360
1372022.10.21 18:40buy420.100.985540.000000.00000
1382022.10.21 18:40modify420.100.985540.983850.99360
1392022.10.21 18:40modify410.100.978600.983850.99360
1402022.10.21 20:45buy430.100.986110.000000.00000
1412022.10.21 20:45modify430.100.986110.983850.99360
1422022.10.23 23:05s/l410.100.983850.983850.9936048.2010883.60
1432022.10.23 23:05s/l420.100.983850.983850.99360-16.9010866.70
1442022.10.23 23:05s/l430.100.983850.983850.99360-22.6010844.10
1452022.10.24 04:00buy440.100.983720.000000.00000
1462022.10.24 04:00modify440.100.983720.972720.99872
1472022.10.26 00:45buy450.100.995070.000000.00000
1482022.10.26 00:45modify450.100.995070.988970.99872
1492022.10.26 00:45modify440.100.983720.988970.99872
1502022.10.26 07:20t/p440.100.998720.988970.99872147.8510991.95
1512022.10.26 07:20t/p450.100.998720.988970.9987236.5011028.45
1522022.10.26 08:00sell460.101.003300.000000.00000
1532022.10.26 08:00modify460.101.003301.014300.98830
1542022.10.27 18:30sell470.100.996340.000000.00000
1552022.10.27 18:30modify470.100.996340.998050.98830
1562022.10.27 18:30modify460.101.003300.998050.98830
1572022.10.27 18:40sell480.100.995750.000000.00000
1582022.10.27 18:40modify480.100.995750.998050.98830
1592022.10.28 01:20s/l460.100.998050.998050.9883055.4711083.92
1602022.10.28 01:20s/l470.100.998050.998050.98830-16.3611067.56
1612022.10.28 01:20s/l480.100.998050.998050.98830-22.2611045.31
1622022.10.28 08:00buy490.100.994870.000000.00000
1632022.10.28 08:00modify490.100.994870.983871.00987
1642022.11.02 19:40s/l490.100.983870.983871.00987-113.2310932.08
1652022.11.04 12:00sell500.100.979680.000000.00000
1662022.11.04 12:00modify500.100.979680.990680.96468
1672022.11.04 14:30s/l500.100.990680.990680.96468-110.0010822.08
1682022.11.07 12:00sell510.100.998100.000000.00000
1692022.11.07 12:00modify510.100.998101.009100.98310
1702022.11.08 16:40s/l510.101.009101.009100.98310-109.2610712.82
1712022.11.10 08:00buy520.101.000040.000000.00000
1722022.11.10 08:00modify520.101.000040.989041.01504
1732022.11.10 13:40t/p520.101.015040.989041.01504150.0010862.82
1742022.11.14 12:00buy530.101.028680.000000.00000
1752022.11.14 12:00modify530.101.028681.017681.04368
1762022.11.14 18:50buy540.101.035580.000000.00000
1772022.11.14 18:50modify540.101.035581.033931.04368
1782022.11.14 18:50modify530.101.028681.033931.04368
1792022.11.14 20:30s/l530.101.033931.033931.0436852.5010915.32
1802022.11.14 20:30s/l540.101.033931.033931.04368-16.5010898.82
1812022.11.15 08:00sell550.101.040690.000000.00000
1822022.11.15 08:00modify550.101.040691.051691.02569
1832022.11.15 18:40sell560.101.029300.000000.00000
1842022.11.15 18:40modify560.101.029301.035441.02569
1852022.11.15 18:40modify550.101.040691.035441.02569
1862022.11.15 19:40s/l550.101.035441.035441.0256952.5010951.32
1872022.11.15 19:40s/l560.101.035441.035441.02569-61.4010889.92
1882022.11.16 08:00sell570.101.040260.000000.00000
1892022.11.16 08:00modify570.101.040261.051261.02526
1902022.11.17 11:15sell580.101.032720.000000.00000
1912022.11.17 11:15modify580.101.032721.035011.02526
1922022.11.17 11:15modify570.101.040261.035011.02526
1932022.11.17 11:40s/l570.101.035011.035011.0252654.7310944.65
1942022.11.17 11:40s/l580.101.035011.035011.02526-22.9010921.75
1952022.11.17 12:00buy590.101.034940.000000.00000
1962022.11.17 12:00modify590.101.034941.023941.04994
1972022.11.21 09:30s/l590.101.023941.023941.04994-112.1510809.60
1982022.11.28 12:00sell600.101.047410.000000.00000
1992022.11.28 12:00modify600.101.047411.058411.03241
2002022.11.28 15:30sell610.101.040620.000000.00000
2012022.11.28 15:30modify610.101.040621.042161.03241
2022022.11.28 15:30modify600.101.047411.042161.03241
2032022.11.28 15:59sell620.101.039820.000000.00000
2042022.11.28 15:59modify620.101.039821.042161.03241
2052022.11.28 18:55sell630.101.036120.000000.00000
2062022.11.28 18:55modify630.101.036121.042161.03241
2072022.11.29 20:40t/p600.101.032411.042161.03241150.7410960.35
2082022.11.29 20:40t/p610.101.032411.042161.0324182.8411043.19
2092022.11.29 20:40t/p620.101.032411.042161.0324174.8411118.03
2102022.11.29 20:40t/p630.101.032411.042161.0324137.8411155.88
2112022.12.06 12:00sell640.101.051660.000000.00000
2122022.12.06 12:00modify640.101.051661.062661.03666
2132022.12.07 06:40sell650.101.044730.000000.00000
2142022.12.07 06:40modify650.101.044731.046411.03666
2152022.12.07 06:40modify640.101.051661.046411.03666
2162022.12.07 07:40s/l640.101.046411.046411.0366653.2411209.12
2172022.12.07 07:40s/l650.101.046411.046411.03666-16.8011192.32
2182022.12.07 12:00sell660.101.048930.000000.00000
2192022.12.07 12:00modify660.101.048931.059931.03393
2202022.12.13 13:30s/l660.101.059931.059931.03393-105.5411086.78
2212022.12.15 08:00buy670.101.064400.000000.00000
2222022.12.15 08:00modify670.101.064401.053401.07940
2232022.12.30 17:40buy680.101.071440.000000.00000
2242022.12.30 17:40modify680.101.071441.069651.07940
2252022.12.30 17:40modify670.101.064401.069651.07940
2262022.12.30 19:40s/l670.101.069651.069651.0794036.3611123.14
2272022.12.30 19:40s/l680.101.069651.069651.07940-17.9011105.24
2282023.01.03 08:00buy690.101.062670.000000.00000
2292023.01.03 08:00modify690.101.062671.051671.07767
2302023.01.05 15:40s/l690.101.051671.051671.07767-114.3010990.94
2312023.01.06 12:00buy700.101.049720.000000.00000
2322023.01.06 12:00modify700.101.049721.038721.06472
2332023.01.06 16:20buy710.101.061130.000000.00000
2342023.01.06 16:20modify710.101.061131.054971.06472
2352023.01.06 16:20modify700.101.049721.054971.06472
2362023.01.06 19:33t/p700.101.064721.054971.06472150.0011140.94
2372023.01.06 19:33t/p710.101.064721.054971.0647235.9011176.84
2382023.01.13 12:00buy720.101.081490.000000.00000
2392023.01.13 12:00modify720.101.081491.070491.09649
2402023.01.18 14:40buy730.101.089030.000000.00000
2412023.01.18 14:40modify730.101.089031.086741.09649
2422023.01.18 14:40modify720.101.081491.086741.09649
2432023.01.18 14:55s/l720.101.086741.086741.0964949.2711226.11
2442023.01.18 14:55s/l730.101.086741.086741.09649-22.9011203.21
2452023.01.23 04:00sell740.101.089860.000000.00000
2462023.01.23 04:00modify740.101.089861.100861.07486
2472023.01.31 08:20sell750.101.082930.000000.00000
2482023.01.31 08:20modify750.101.082931.084611.07486
2492023.01.31 08:20modify740.101.089861.084611.07486
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