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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled36710649Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1513.24Gross profit2244.03Gross loss-730.79
Profit factor3.07Expected payoff34.39
Absolute drawdown13.80Maximal drawdown473.56 (4.26%)Relative drawdown4.26% (473.56)
Total trades44Short positions (won %)32 (62.50%)Long positions (won %)12 (50.00%)
Profit trades (% of total)26 (59.09%)Loss trades (% of total)18 (40.91%)
Largestprofit trade155.95loss trade-153.98
Averageprofit trade86.31loss trade-40.60
Maximumconsecutive wins (profit in money)8 (792.94)consecutive losses (loss in money)4 (-324.46)
Maximalconsecutive profit (count of wins)792.94 (8)consecutive loss (count of losses)-324.46 (4)
Averageconsecutive wins3consecutive losses3
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 08:22sell20.100.992390.000000.00000
42022.10.05 08:22modify20.100.992390.996140.98339
52022.10.05 08:22modify10.100.998390.996140.98339
62022.10.05 10:16sell30.100.991640.000000.00000
72022.10.05 10:16modify30.100.991640.993890.98339
82022.10.05 10:16modify20.100.992390.993890.98339
92022.10.05 10:16modify10.100.998390.993890.98339
102022.10.05 12:45sell40.100.989380.000000.00000
112022.10.05 12:45modify40.100.989380.993140.98339
122022.10.05 12:45modify30.100.991640.993140.98339
132022.10.05 12:45modify20.100.992390.993140.98339
142022.10.05 12:45modify10.100.998390.993140.98339
152022.10.06 13:29t/p10.100.983390.993140.98339152.2310152.23
162022.10.06 13:29t/p20.100.983390.993140.9833992.2310244.46
172022.10.06 13:29t/p30.100.983390.993140.9833984.7310329.19
182022.10.06 13:29t/p40.100.983390.993140.9833962.1310391.32
192022.10.10 04:00buy50.100.974050.000000.00000
202022.10.10 04:00modify50.100.974050.960050.98905
212022.10.13 15:40buy60.100.980050.000000.00000
222022.10.13 15:40modify60.100.980050.976300.98905
232022.10.13 15:40modify50.100.974050.976300.98905
242022.10.13 17:33buy70.100.980810.000000.00000
252022.10.13 17:33modify70.100.980810.978550.98905
262022.10.13 17:33modify60.100.980050.978550.98905
272022.10.13 17:33modify50.100.974050.978550.98905
282022.10.13 18:27s/l50.100.978550.978550.9890539.6210430.94
292022.10.13 18:27s/l60.100.978550.978550.98905-15.0010415.94
302022.10.13 18:27s/l70.100.978550.978550.98905-22.6010393.34
312022.10.26 00:00sell80.100.996170.000000.00000
322022.10.26 00:00modify80.100.996171.010170.98117
332022.10.31 13:29sell90.100.990170.000000.00000
342022.10.31 13:29modify90.100.990170.993920.98117
352022.10.31 13:29modify80.100.996170.993920.98117
362022.10.31 13:49sell100.100.989420.000000.00000
372022.10.31 13:49modify100.100.989420.991670.98117
382022.10.31 13:49modify90.100.990170.991670.98117
392022.10.31 13:49modify80.100.996170.991670.98117
402022.10.31 21:00sell110.100.987170.000000.00000
412022.10.31 21:00modify110.100.987170.990920.98117
422022.10.31 21:00modify100.100.989420.990920.98117
432022.10.31 21:00modify90.100.990170.990920.98117
442022.10.31 21:00modify80.100.996170.990920.98117
452022.11.01 02:33s/l80.100.990920.990920.9811756.9610450.30
462022.11.01 02:33s/l90.100.990920.990920.98117-6.7610443.54
472022.11.01 02:33s/l100.100.990920.990920.98117-14.2610429.29
482022.11.01 02:33s/l110.100.990920.990920.98117-36.7610392.53
492022.11.21 16:00buy120.101.024270.000000.00000
502022.11.21 16:00modify120.101.024271.010271.03927
512022.11.22 18:51buy130.101.030270.000000.00000
522022.11.22 18:51modify130.101.030271.026521.03927
532022.11.22 18:51modify120.101.024271.026521.03927
542022.11.22 18:58buy140.101.031050.000000.00000
552022.11.22 18:58modify140.101.031051.028771.03927
562022.11.22 18:58modify130.101.030271.028771.03927
572022.11.22 18:58modify120.101.024271.028771.03927
582022.11.23 05:25buy150.101.033290.000000.00000
592022.11.23 05:25modify150.101.033291.029521.03927
602022.11.23 05:25modify140.101.031051.029521.03927
612022.11.23 05:25modify130.101.030271.029521.03927
622022.11.23 05:25modify120.101.024271.029521.03927
632022.11.23 19:01t/p120.101.039271.029521.03927147.8510540.38
642022.11.23 19:01t/p130.101.039271.029521.0392788.9210629.30
652022.11.23 19:01t/p140.101.039271.029521.0392781.1210710.43
662022.11.23 19:01t/p150.101.039271.029521.0392759.8010770.23
672023.02.06 04:00buy160.101.079300.000000.00000
682023.02.06 04:00modify160.101.079301.065301.09430
692023.02.17 01:48s/l160.101.065301.065301.09430-153.9810616.24
702023.03.31 00:00sell170.101.090400.000000.00000
712023.03.31 00:00modify170.101.090401.104401.07540
722023.03.31 19:19sell180.101.084390.000000.00000
732023.03.31 19:19modify180.101.084391.088151.07540
742023.03.31 19:19modify170.101.090401.088151.07540
752023.04.02 22:00sell190.101.083580.000000.00000
762023.04.02 22:00modify190.101.083581.085901.07540
772023.04.02 22:00modify180.101.084391.085901.07540
782023.04.02 22:00modify170.101.090401.085901.07540
792023.04.02 22:34sell200.101.081380.000000.00000
802023.04.02 22:34modify200.101.081381.085151.07540
812023.04.02 22:34modify190.101.083581.085151.07540
822023.04.02 22:34modify180.101.084391.085151.07540
832023.04.02 22:34modify170.101.090401.085151.07540
842023.04.03 08:52s/l170.101.085151.085151.0754053.2410669.49
852023.04.03 08:52s/l180.101.085151.085151.07540-6.8610662.63
862023.04.03 08:52s/l190.101.085151.085151.07540-14.9610647.67
872023.04.03 08:52s/l200.101.085151.085151.07540-36.9610610.72
882023.04.14 08:00sell210.101.106530.000000.00000
892023.04.14 08:00modify210.101.106531.120531.09153
902023.04.14 14:00sell220.101.100520.000000.00000
912023.04.14 14:00modify220.101.100521.104281.09153
922023.04.14 14:00modify210.101.106531.104281.09153
932023.04.14 14:32sell230.101.099750.000000.00000
942023.04.14 14:32modify230.101.099751.102031.09153
952023.04.14 14:32modify220.101.100521.102031.09153
962023.04.14 14:32modify210.101.106531.102031.09153
972023.04.14 15:51sell240.101.097510.000000.00000
982023.04.14 15:51modify240.101.097511.101281.09153
992023.04.14 15:51modify230.101.099751.101281.09153
1002023.04.14 15:51modify220.101.100521.101281.09153
1012023.04.14 15:51modify210.101.106531.101281.09153
1022023.04.17 14:38t/p210.101.091531.101281.09153150.7410761.46
1032023.04.17 14:38t/p220.101.091531.101281.0915390.6410852.10
1042023.04.17 14:38t/p230.101.091531.101281.0915382.9410935.05
1052023.04.17 14:38t/p240.101.091531.101281.0915360.5410995.59
1062023.04.25 04:00sell250.101.105280.000000.00000
1072023.04.25 04:00modify250.101.105281.119281.09028
1082023.04.25 14:10sell260.101.099280.000000.00000
1092023.04.25 14:10modify260.101.099281.103031.09028
1102023.04.25 14:10modify250.101.105281.103031.09028
1112023.04.25 14:13sell270.101.098530.000000.00000
1122023.04.25 14:13modify270.101.098531.100781.09028
1132023.04.25 14:13modify260.101.099281.100781.09028
1142023.04.25 14:13modify250.101.105281.100781.09028
1152023.04.26 06:47s/l250.101.100781.100781.0902845.7411041.33
1162023.04.26 06:47s/l260.101.100781.100781.09028-14.2611027.08
1172023.04.26 06:47s/l270.101.100781.100781.09028-21.7611005.32
1182023.05.15 00:00buy280.101.085560.000000.00000
1192023.05.15 00:00modify280.101.085561.071561.10056
1202023.05.25 07:15s/l280.101.071561.071561.10056-152.9110852.41
1212023.06.09 04:00sell290.101.077770.000000.00000
1222023.06.09 04:00modify290.101.077771.091771.06277
1232023.06.15 14:21s/l290.101.091771.091771.06277-135.5410716.87
1242023.06.16 00:00sell300.101.094550.000000.00000
1252023.06.16 00:00modify300.101.094551.108551.07955
1262023.06.23 07:18sell310.101.088510.000000.00000
1272023.06.23 07:18modify310.101.088511.092301.07955
1282023.06.23 07:18modify300.101.094551.092301.07955
1292023.06.23 07:27sell320.101.087800.000000.00000
1302023.06.23 07:27modify320.101.087801.090051.07955
1312023.06.23 07:27modify310.101.088511.090051.07955
1322023.06.23 07:27modify300.101.094551.090051.07955
1332023.06.23 07:30sell330.101.085550.000000.00000
1342023.06.23 07:30modify330.101.085551.089301.07955
1352023.06.23 07:30modify320.101.087801.089301.07955
1362023.06.23 07:30modify310.101.088511.089301.07955
1372023.06.23 07:30modify300.101.094551.089301.07955
1382023.06.23 12:17s/l300.101.089301.089301.0795557.7010774.57
1392023.06.23 12:17s/l310.101.089301.089301.07955-7.9010766.67
1402023.06.23 12:17s/l320.101.089301.089301.07955-15.0010751.67
1412023.06.23 12:17s/l330.101.089301.089301.07955-37.5010714.17
1422023.07.06 00:00buy340.101.085840.000000.00000
1432023.07.06 00:00modify340.101.085841.071841.10084
1442023.07.07 12:30buy350.101.091860.000000.00000
1452023.07.07 12:30modify350.101.091861.088091.10084
1462023.07.07 12:30modify340.101.085841.088091.10084
1472023.07.07 12:34buy360.101.092600.000000.00000
1482023.07.07 12:34modify360.101.092601.090341.10084
1492023.07.07 12:34modify350.101.091861.090341.10084
1502023.07.07 12:34modify340.101.085841.090341.10084
1512023.07.07 12:42s/l340.101.090341.090341.1008443.9210758.10
1522023.07.07 12:42s/l350.101.090341.090341.10084-15.2010742.90
1532023.07.07 12:42s/l360.101.090341.090341.10084-22.6010720.30
1542023.07.14 00:00sell370.101.122350.000000.00000
1552023.07.14 00:00modify370.101.122351.136351.10735
1562023.07.20 14:17sell380.101.116340.000000.00000
1572023.07.20 14:17modify380.101.116341.120101.10735
1582023.07.20 14:17modify370.101.122351.120101.10735
1592023.07.20 14:25sell390.101.115600.000000.00000
1602023.07.20 14:25modify390.101.115601.117851.10735
1612023.07.20 14:25modify380.101.116341.117851.10735
1622023.07.20 14:25modify370.101.122351.117851.10735
1632023.07.20 15:48sell400.101.113340.000000.00000
1642023.07.20 15:48modify400.101.113341.117101.10735
1652023.07.20 15:48modify390.101.115601.117101.10735
1662023.07.20 15:48modify380.101.116341.117101.10735
1672023.07.20 15:48modify370.101.122351.117101.10735
1682023.07.24 08:37t/p370.101.107351.117101.10735155.9510876.24
1692023.07.24 08:37t/p380.101.107351.117101.1073591.3910967.63
1702023.07.24 08:37t/p390.101.107351.117101.1073583.9911051.62
1712023.07.24 08:37t/p400.101.107351.117101.1073561.3911113.00
1722023.08.10 16:00sell410.101.101520.000000.00000
1732023.08.10 16:00modify410.101.101521.115521.08652
1742023.08.11 13:51sell420.101.095520.000000.00000
1752023.08.11 13:51modify420.101.095521.099271.08652
1762023.08.11 13:51modify410.101.101521.099271.08652
1772023.08.11 16:58sell430.101.094760.000000.00000
1782023.08.11 16:58modify430.101.094761.097021.08652
1792023.08.11 16:58modify420.101.095521.097021.08652
1802023.08.11 16:58modify410.101.101521.097021.08652
1812023.08.14 12:19sell440.101.092520.000000.00000
1822023.08.14 12:19modify440.101.092521.096271.08652
1832023.08.14 12:19modify430.101.094761.096271.08652
1842023.08.14 12:19modify420.101.095521.096271.08652
1852023.08.14 12:19modify410.101.101521.096271.08652
1862023.08.17 01:30t/p410.101.086521.096271.08652155.2011268.21
1872023.08.17 01:30t/p420.101.086521.096271.0865294.4611362.66
1882023.08.17 01:30t/p430.101.086521.096271.0865286.8611449.52
1892023.08.17 01:30t/p440.101.086521.096271.0865263.7211513.24