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=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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=23; 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 profit1399.40Gross profit1869.98Gross loss-470.57
Profit factor3.97Expected payoff31.10
Absolute drawdown13.80Maximal drawdown416.10 (3.66%)Relative drawdown3.66% (416.10)
Total trades45Short positions (won %)29 (75.86%)Long positions (won %)16 (68.75%)
Profit trades (% of total)33 (73.33%)Loss trades (% of total)12 (26.67%)
Largestprofit trade121.49loss trade-146.45
Averageprofit trade56.67loss trade-39.21
Maximumconsecutive wins (profit in money)10 (646.86)consecutive losses (loss in money)3 (-204.91)
Maximalconsecutive profit (count of wins)646.86 (10)consecutive loss (count of losses)-204.91 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.05 00:00sell10.100.998390.000000.00000
22022.10.05 00:00modify10.100.998391.012390.98639
32022.10.05 09:10sell20.100.994630.000000.00000
42022.10.05 09:10modify20.100.994630.997790.98639
52022.10.05 09:10modify10.100.998390.997790.98639
62022.10.05 10:40sell30.100.991100.000000.00000
72022.10.05 10:40modify30.100.991100.994190.98639
82022.10.05 10:40modify20.100.994630.994190.98639
92022.10.05 10:40modify10.100.998390.994190.98639
102022.10.05 11:20sell40.100.991710.000000.00000
112022.10.05 11:20modify40.100.991710.995390.98639
122022.10.05 11:25modify40.100.991710.994190.98639
132022.10.05 14:20t/p10.100.986390.994190.98639120.0010120.00
142022.10.05 14:20t/p20.100.986390.994190.9863982.4010202.40
152022.10.05 14:20t/p30.100.986390.994190.9863947.1010249.50
162022.10.05 14:20t/p40.100.986390.994190.9863953.2010302.70
172022.10.13 20:00sell50.100.977450.000000.00000
182022.10.13 20:00modify50.100.977450.991450.96545
192022.10.14 10:25sell60.100.973660.000000.00000
202022.10.14 10:25modify60.100.973660.976850.96545
212022.10.14 10:25modify50.100.977450.976850.96545
222022.10.14 12:40s/l50.100.976850.976850.965456.7410309.44
232022.10.14 12:40s/l60.100.976850.976850.96545-31.9010277.54
242022.10.17 20:00sell70.100.983530.000000.00000
252022.10.17 20:00modify70.100.983530.997530.97153
262022.10.19 11:05sell80.100.976150.000000.00000
272022.10.19 11:05modify80.100.976150.979330.97153
282022.10.19 11:05modify70.100.983530.979330.97153
292022.10.19 11:25sell90.100.976830.000000.00000
302022.10.19 11:25modify90.100.976830.980530.97153
312022.10.19 11:30modify90.100.976830.979330.97153
322022.10.19 13:05s/l70.100.979330.979330.9715343.4910321.03
332022.10.19 13:05s/l80.100.979330.979330.97153-31.8010289.23
342022.10.19 13:05s/l90.100.979330.979330.97153-25.0010264.23
352022.10.26 00:00sell100.100.996170.000000.00000
362022.10.26 00:00modify100.100.996171.010170.98417
372022.10.31 11:05sell110.100.992560.000000.00000
382022.10.31 11:05modify110.100.992560.995570.98417
392022.10.31 11:05modify100.100.996170.995570.98417
402022.10.31 13:40sell120.100.988820.000000.00000
412022.10.31 13:40modify120.100.988820.991970.98417
422022.10.31 13:40modify110.100.992560.991970.98417
432022.10.31 13:40modify100.100.996170.991970.98417
442022.10.31 18:45sell130.100.989310.000000.00000
452022.10.31 18:45modify130.100.989310.993170.98417
462022.10.31 18:50modify130.100.989310.991970.98417
472022.11.01 05:30s/l100.100.991970.991970.9841746.4610310.69
482022.11.01 05:30s/l110.100.991970.991970.984176.6410317.33
492022.11.01 05:30s/l120.100.991970.991970.98417-30.7610286.58
502022.11.01 05:30s/l130.100.991970.991970.98417-25.8610260.72
512022.11.21 16:00buy140.101.024270.000000.00000
522022.11.21 16:00modify140.101.024271.010271.03627
532022.11.22 10:20buy150.101.028040.000000.00000
542022.11.22 10:20modify150.101.028041.024871.03627
552022.11.22 10:20modify140.101.024271.024871.03627
562022.11.22 18:40buy160.101.031120.000000.00000
572022.11.22 18:40modify160.101.031121.027271.03627
582022.11.22 18:40modify150.101.028041.027271.03627
592022.11.22 18:40modify140.101.024271.027271.03627
602022.11.23 01:40buy170.101.031640.000000.00000
612022.11.23 01:40modify170.101.031641.028471.03627
622022.11.23 01:40modify160.101.031121.028471.03627
632022.11.23 01:40modify150.101.028041.028471.03627
642022.11.23 01:40modify140.101.024271.028471.03627
652022.11.23 14:40t/p140.101.036271.028471.03627117.8510378.57
662022.11.23 14:40t/p150.101.036271.028471.0362781.2210459.79
672022.11.23 14:40t/p160.101.036271.028471.0362750.4210510.22
682022.11.23 14:40t/p170.101.036271.028471.0362746.3010556.52
692022.12.02 04:00sell180.101.052420.000000.00000
702022.12.02 04:00modify180.101.052421.066421.04042
712022.12.02 15:05sell190.101.045210.000000.00000
722022.12.02 15:05modify190.101.045211.048221.04042
732022.12.02 15:05modify180.101.052421.048221.04042
742022.12.02 15:40s/l180.101.048221.048221.0404242.0010598.52
752022.12.02 15:40s/l190.101.048221.048221.04042-30.1010568.42
762022.12.13 20:00sell200.101.063570.000000.00000
772022.12.13 20:00modify200.101.063571.077571.05157
782022.12.15 18:00sell210.101.059900.000000.00000
792022.12.15 18:00modify210.101.059901.062971.05157
802022.12.15 18:00modify200.101.063571.062971.05157
812022.12.15 19:20s/l200.101.062971.062971.051578.9710577.39
822022.12.15 19:20s/l210.101.062971.062971.05157-30.7010546.69
832023.04.13 20:00sell220.101.104660.000000.00000
842023.04.13 20:00modify220.101.104661.118661.09266
852023.04.14 14:20sell230.101.100840.000000.00000
862023.04.14 14:20modify230.101.100841.104061.09266
872023.04.14 14:20modify220.101.104661.104061.09266
882023.04.14 15:50sell240.101.097810.000000.00000
892023.04.14 15:50modify240.101.097811.101661.09266
902023.04.14 15:50modify230.101.100841.101661.09266
912023.04.14 15:50modify220.101.104661.101661.09266
922023.04.14 16:40sell250.101.097220.000000.00000
932023.04.14 16:40modify250.101.097221.100461.09266
942023.04.14 16:40modify240.101.097811.100461.09266
952023.04.14 16:40modify230.101.100841.100461.09266
962023.04.14 16:40modify220.101.104661.100461.09266
972023.04.17 14:30t/p220.101.092661.100461.09266121.4910668.18
982023.04.17 14:30t/p230.101.092661.100461.0926682.5410750.72
992023.04.17 14:30t/p240.101.092661.100461.0926652.2410802.96
1002023.04.17 14:30t/p250.101.092661.100461.0926646.3410849.31
1012023.04.25 20:00buy260.101.097300.000000.00000
1022023.04.25 20:00modify260.101.097301.083301.10930
1032023.04.26 07:00buy270.101.100960.000000.00000
1042023.04.26 07:00modify270.101.100961.097901.10930
1052023.04.26 07:00modify260.101.097301.097901.10930
1062023.04.26 08:40buy280.101.104600.000000.00000
1072023.04.26 08:40modify280.101.104601.101501.10930
1082023.04.26 08:40modify270.101.100961.101501.10930
1092023.04.26 08:40modify260.101.097301.101501.10930
1102023.04.26 11:10buy290.101.103910.000000.00000
1112023.04.26 11:10modify290.101.103911.100301.10930
1122023.04.26 11:15modify290.101.103911.101501.10930
1132023.04.26 13:40t/p260.101.109301.101501.10930118.9210968.23
1142023.04.26 13:40t/p270.101.109301.101501.1093083.4011051.63
1152023.04.26 13:40t/p280.101.109301.101501.1093047.0011098.63
1162023.04.26 13:40t/p290.101.109301.101501.1093053.9011152.53
1172023.06.23 12:00buy300.101.087920.000000.00000
1182023.06.23 12:00modify300.101.087921.073921.09992
1192023.06.26 11:30buy310.101.091680.000000.00000
1202023.06.26 11:30modify310.101.091681.088521.09992
1212023.06.26 11:30modify300.101.087921.088521.09992
1222023.06.27 08:40buy320.101.094680.000000.00000
1232023.06.27 08:40modify320.101.094681.090921.09992
1242023.06.27 08:40modify310.101.091681.090921.09992
1252023.06.27 08:40modify300.101.087921.090921.09992
1262023.06.27 10:30buy330.101.095190.000000.00000
1272023.06.27 10:30modify330.101.095191.092121.09992
1282023.06.27 10:30modify320.101.094681.092121.09992
1292023.06.27 10:30modify310.101.091681.092121.09992
1302023.06.27 10:30modify300.101.087921.092121.09992
1312023.06.28 14:30s/l300.101.092121.092121.0999238.7711191.30
1322023.06.28 14:30s/l310.101.092121.092121.099922.2511193.55
1332023.06.28 14:30s/l320.101.092121.092121.09992-26.6811166.88
1342023.06.28 14:30s/l330.101.092121.092121.09992-31.7811135.10
1352023.07.21 00:00buy340.101.113750.000000.00000
1362023.07.21 00:00modify340.101.113751.099751.12575
1372023.07.27 13:40s/l340.101.099751.099751.12575-146.4510988.65
1382023.08.02 20:00buy350.101.094240.000000.00000
1392023.08.02 20:00modify350.101.094241.080241.10624
1402023.08.04 13:20buy360.101.100910.000000.00000
1412023.08.04 13:20modify360.101.100911.097241.10624
1422023.08.04 13:20modify350.101.094241.097241.10624
1432023.08.04 14:20buy370.101.101710.000000.00000
1442023.08.04 14:20modify370.101.101711.098441.10624
1452023.08.04 14:20modify360.101.100911.098441.10624
1462023.08.04 14:20modify350.101.094241.098441.10624
1472023.08.07 05:40s/l350.101.098441.098441.1062436.6211025.27
1482023.08.07 05:40s/l360.101.098441.098441.10624-25.7810999.49
1492023.08.07 05:40s/l370.101.098441.098441.10624-33.7810965.72
1502023.08.10 16:00sell380.101.101520.000000.00000
1512023.08.10 16:00modify380.101.101521.115521.08952
1522023.08.10 18:15sell390.101.097830.000000.00000
1532023.08.10 18:15modify390.101.097831.100921.08952
1542023.08.10 18:15modify380.101.101521.100921.08952
1552023.08.11 16:55sell400.101.094640.000000.00000
1562023.08.11 16:55modify400.101.094641.098521.08952
1572023.08.11 16:55modify390.101.097831.098521.08952
1582023.08.11 16:55modify380.101.101521.098521.08952
1592023.08.11 17:40sell410.101.094290.000000.00000
1602023.08.11 17:40modify410.101.094291.097321.08952
1612023.08.11 17:40modify400.101.094641.097321.08952
1622023.08.11 17:40modify390.101.097831.097321.08952
1632023.08.11 17:40modify380.101.101521.097321.08952
1642023.08.14 13:30t/p380.101.089521.097321.08952121.4911087.20
1652023.08.14 13:30t/p390.101.089521.097321.0895284.5911171.79
1662023.08.14 13:30t/p400.101.089521.097321.0895251.9411223.73
1672023.08.14 13:30t/p410.101.089521.097321.0895248.4411272.18
1682023.08.30 20:00sell420.101.092170.000000.00000
1692023.08.30 20:00modify420.101.092171.106171.08017
1702023.08.31 08:30sell430.101.088290.000000.00000
1712023.08.31 08:30modify430.101.088291.091571.08017
1722023.08.31 08:30modify420.101.092171.091571.08017
1732023.08.31 13:30sell440.101.085280.000000.00000
1742023.08.31 13:30modify440.101.085281.089171.08017
1752023.08.31 13:30modify430.101.088291.089171.08017
1762023.08.31 13:30modify420.101.092171.089171.08017
1772023.08.31 13:55sell450.101.084920.000000.00000
1782023.08.31 13:55modify450.101.084921.087971.08017
1792023.08.31 13:55modify440.101.085281.087971.08017
1802023.08.31 13:55modify430.101.088291.087971.08017
1812023.08.31 13:55modify420.101.092171.087971.08017
1822023.08.31 23:59close at stop450.101.084541.087971.080173.8011275.98
1832023.08.31 23:59close at stop440.101.084541.087971.080177.4011283.38
1842023.08.31 23:59close at stop430.101.084541.087971.0801737.5011320.88
1852023.08.31 23:59close at stop420.101.084541.087971.0801778.5311399.40