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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=17; 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 profit1701.49Gross profit2377.35Gross loss-675.86
Profit factor3.52Expected payoff42.54
Absolute drawdown13.80Maximal drawdown433.60 (3.91%)Relative drawdown3.91% (433.60)
Total trades40Short positions (won %)27 (66.67%)Long positions (won %)13 (69.23%)
Profit trades (% of total)27 (67.50%)Loss trades (% of total)13 (32.50%)
Largestprofit trade155.95loss trade-153.98
Averageprofit trade88.05loss trade-51.99
Maximumconsecutive wins (profit in money)10 (982.02)consecutive losses (loss in money)3 (-311.51)
Maximalconsecutive profit (count of wins)982.02 (10)consecutive loss (count of losses)-311.51 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.05 00:00sell10.100.998390.000000.00000
22022.10.05 00:00modify10.100.998391.012390.98339
32022.10.05 08:15sell20.100.992300.000000.00000
42022.10.05 08:15modify20.100.992300.996140.98339
52022.10.05 08:15modify10.100.998390.996140.98339
62022.10.05 12:15sell30.100.989190.000000.00000
72022.10.05 12:15modify30.100.989190.993140.98339
82022.10.05 12:15modify20.100.992300.993140.98339
92022.10.05 12:15modify10.100.998390.993140.98339
102022.10.06 01:10sell40.100.991630.000000.00000
112022.10.06 01:10modify40.100.991630.993890.98339
122022.10.06 01:15modify40.100.991630.993140.98339
132022.10.06 13:40t/p10.100.983390.993140.98339152.2310152.23
142022.10.06 13:40t/p20.100.983390.993140.9833991.3310243.56
152022.10.06 13:40t/p30.100.983390.993140.9833960.2310303.79
162022.10.06 13:40t/p40.100.983390.993140.9833982.4010386.19
172022.10.10 04:00buy50.100.974050.000000.00000
182022.10.10 04:00modify50.100.974050.960050.98905
192022.10.13 15:40buy60.100.980200.000000.00000
202022.10.13 15:40modify60.100.980200.976300.98905
212022.10.13 15:40modify50.100.974050.976300.98905
222022.10.13 17:40buy70.100.980870.000000.00000
232022.10.13 17:40modify70.100.980870.978550.98905
242022.10.13 17:40modify60.100.980200.978550.98905
252022.10.13 17:40modify50.100.974050.978550.98905
262022.10.13 18:40s/l50.100.978550.978550.9890539.6210425.81
272022.10.13 18:40s/l60.100.978550.978550.98905-16.5010409.31
282022.10.13 18:40s/l70.100.978550.978550.98905-23.2010386.11
292022.10.26 00:00sell80.100.996170.000000.00000
302022.10.26 00:00modify80.100.996171.010170.98117
312022.10.31 18:45sell90.100.989310.000000.00000
322022.10.31 18:45modify90.100.989310.991670.98117
332022.10.31 18:45modify80.100.996170.991670.98117
342022.10.31 21:15sell100.100.987170.000000.00000
352022.10.31 21:15modify100.100.987170.990920.98117
362022.10.31 21:15modify90.100.989310.990920.98117
372022.10.31 21:15modify80.100.996170.990920.98117
382022.11.01 02:40s/l80.100.990920.990920.9811756.9610443.07
392022.11.01 02:40s/l90.100.990920.990920.98117-15.3610427.71
402022.11.01 02:40s/l100.100.990920.990920.98117-36.7610390.96
412022.11.21 16:00buy110.101.024270.000000.00000
422022.11.21 16:00modify110.101.024271.010271.03927
432022.11.22 18:40buy120.101.031120.000000.00000
442022.11.22 18:40modify120.101.031121.028771.03927
452022.11.22 18:40modify110.101.024271.028771.03927
462022.11.22 20:30buy130.101.030430.000000.00000
472022.11.22 20:30modify130.101.030431.026521.03927
482022.11.22 20:35modify130.101.030431.028771.03927
492022.11.23 05:40buy140.101.033390.000000.00000
502022.11.23 05:40modify140.101.033391.029521.03927
512022.11.23 05:40modify120.101.031121.029521.03927
522022.11.23 05:40modify130.101.030431.029521.03927
532022.11.23 05:40modify110.101.024271.029521.03927
542022.11.23 19:30t/p110.101.039271.029521.03927147.8510538.81
552022.11.23 19:30t/p120.101.039271.029521.0392780.4210619.23
562022.11.23 19:30t/p130.101.039271.029521.0392787.3210706.55
572022.11.23 19:30t/p140.101.039271.029521.0392758.8010765.35
582023.02.06 04:00buy150.101.079300.000000.00000
592023.02.06 04:00modify150.101.079301.065301.09430
602023.02.17 01:40s/l150.101.065301.065301.09430-153.9810611.37
612023.03.31 00:00sell160.101.090400.000000.00000
622023.03.31 00:00modify160.101.090401.104401.07540
632023.03.31 19:40sell170.101.084300.000000.00000
642023.03.31 19:40modify170.101.084301.088151.07540
652023.03.31 19:40modify160.101.090401.088151.07540
662023.04.03 00:45sell180.101.081170.000000.00000
672023.04.03 00:45modify180.101.081171.085151.07540
682023.04.03 00:45modify170.101.084301.085151.07540
692023.04.03 00:45modify160.101.090401.085151.07540
702023.04.03 07:45sell190.101.083650.000000.00000
712023.04.03 07:45modify190.101.083651.085901.07540
722023.04.03 07:50modify190.101.083651.085151.07540
732023.04.03 08:40s/l160.101.085151.085151.0754053.2410664.61
742023.04.03 08:40s/l170.101.085151.085151.07540-7.7610656.86
752023.04.03 08:40s/l180.101.085151.085151.07540-39.8010617.06
762023.04.03 08:40s/l190.101.085151.085151.07540-15.0010602.06
772023.04.14 08:00sell200.101.106530.000000.00000
782023.04.14 08:00modify200.101.106531.120531.09153
792023.04.14 14:33sell210.101.099620.000000.00000
802023.04.14 14:33modify210.101.099621.102031.09153
812023.04.14 14:33modify200.101.106531.102031.09153
822023.04.14 15:10sell220.101.100320.000000.00000
832023.04.14 15:10modify220.101.100321.104281.09153
842023.04.14 15:15modify220.101.100321.102031.09153
852023.04.14 15:40sell230.101.097500.000000.00000
862023.04.14 15:40modify230.101.097501.101281.09153
872023.04.14 15:40modify210.101.099621.101281.09153
882023.04.14 15:40modify220.101.100321.101281.09153
892023.04.14 15:40modify200.101.106531.101281.09153
902023.04.17 14:40t/p200.101.091531.101281.09153150.7410752.80
912023.04.17 14:40t/p210.101.091531.101281.0915381.6410834.44
922023.04.17 14:40t/p220.101.091531.101281.0915388.6410923.09
932023.04.17 14:40t/p230.101.091531.101281.0915360.4410983.53
942023.04.25 04:00sell240.101.105280.000000.00000
952023.04.25 04:00modify240.101.105281.119281.09028
962023.04.25 15:13sell250.101.098400.000000.00000
972023.04.25 15:13modify250.101.098401.100781.09028
982023.04.25 15:13modify240.101.105281.100781.09028
992023.04.26 06:40s/l240.101.100781.100781.0902845.7411029.27
1002023.04.26 06:40s/l250.101.100781.100781.09028-23.0611006.22
1012023.05.15 00:00buy260.101.085560.000000.00000
1022023.05.15 00:00modify260.101.085561.071561.10056
1032023.05.25 07:40s/l260.101.071561.071561.10056-152.9110853.31
1042023.06.09 04:00sell270.101.077770.000000.00000
1052023.06.09 04:00modify270.101.077771.091771.06277
1062023.06.15 14:20s/l270.101.091771.091771.06277-135.5410717.77
1072023.06.16 00:00sell280.101.094550.000000.00000
1082023.06.16 00:00modify280.101.094551.108551.07955
1092023.06.23 07:40sell290.101.085320.000000.00000
1102023.06.23 07:40modify290.101.085321.089301.07955
1112023.06.23 07:40modify280.101.094551.089301.07955
1122023.06.23 11:45sell300.101.087680.000000.00000
1132023.06.23 11:45modify300.101.087681.090051.07955
1142023.06.23 11:50modify300.101.087681.089301.07955
1152023.06.23 12:30s/l280.101.089301.089301.0795557.7010775.47
1162023.06.23 12:30s/l290.101.089301.089301.07955-39.8010735.67
1172023.06.23 12:30s/l300.101.089301.089301.07955-16.2010719.47
1182023.07.06 00:00buy310.101.085840.000000.00000
1192023.07.06 00:00modify310.101.085841.071841.10084
1202023.07.07 12:30buy320.101.091890.000000.00000
1212023.07.07 12:30modify320.101.091891.088091.10084
1222023.07.07 12:30modify310.101.085841.088091.10084
1232023.07.07 13:40buy330.101.092780.000000.00000
1242023.07.07 13:40modify330.101.092781.090341.10084
1252023.07.07 13:40modify320.101.091891.090341.10084
1262023.07.07 13:40modify310.101.085841.090341.10084
1272023.07.10 12:45buy340.101.094910.000000.00000
1282023.07.10 12:45modify340.101.094911.091091.10084
1292023.07.10 12:45modify330.101.092781.091091.10084
1302023.07.10 12:45modify320.101.091891.091091.10084
1312023.07.10 12:45modify310.101.085841.091091.10084
1322023.07.11 00:40t/p310.101.100841.091091.10084146.7710866.24
1332023.07.11 00:40t/p320.101.100841.091091.1008487.3510953.59
1342023.07.11 00:40t/p330.101.100841.091091.1008478.4511032.04
1352023.07.11 00:40t/p340.101.100841.091091.1008458.2211090.26
1362023.07.14 00:00sell350.101.122350.000000.00000
1372023.07.14 00:00modify350.101.122351.136351.10735
1382023.07.20 15:40sell360.101.113200.000000.00000
1392023.07.20 15:40modify360.101.113201.117101.10735
1402023.07.20 15:40modify350.101.122351.117101.10735
1412023.07.24 08:40t/p350.101.107351.117101.10735155.9511246.21
1422023.07.24 08:40t/p360.101.107351.117101.1073559.9911306.20
1432023.08.10 16:00sell370.101.101520.000000.00000
1442023.08.10 16:00modify370.101.101521.115521.08652
1452023.08.11 13:40sell380.101.095480.000000.00000
1462023.08.11 13:40modify380.101.095481.099271.08652
1472023.08.11 13:40modify370.101.101521.099271.08652
1482023.08.11 16:40sell390.101.094570.000000.00000
1492023.08.11 16:40modify390.101.094571.097021.08652
1502023.08.11 16:40modify380.101.095481.097021.08652
1512023.08.11 16:40modify370.101.101521.097021.08652
1522023.08.15 06:45sell400.101.092330.000000.00000
1532023.08.15 06:45modify400.101.092331.096271.08652
1542023.08.15 06:45modify390.101.094571.096271.08652
1552023.08.15 06:45modify380.101.095481.096271.08652
1562023.08.15 06:45modify370.101.101521.096271.08652
1572023.08.17 01:40t/p370.101.086521.096271.08652155.2011461.40
1582023.08.17 01:40t/p380.101.086521.096271.0865294.0611555.46
1592023.08.17 01:40t/p390.101.086521.096271.0865284.9611640.42
1602023.08.17 01:40t/p400.101.086521.096271.0865261.0711701.49